Multivariate Analysis

Additive and Multiplicative Analysis of Time Series & Cross Sectional Data

Group 1 BM Sec E
Avisek Mohapatra UM16259
Vidya Sagar Reddy UM16269
Pooja Nanda UM16280
Saumya Brahma
UM16289
Snahit Sahu UM16295
Soumya Routray UM16298
Soumyashree Kar UM16300
Subrat Rath UM16301

Agenda

Data Used

Multivariate of Time Series Data

Multivariate of Cross Sectional Data

Results

Data Used

Source of Time Series Data: EPWRF India

Source of Cross Sectional Data:

Contents of Time Series Data:

Dependent Variable: Consumer Price Index (2012)
Independent Variables: Imports, Base Rate, Exports, Money Supply

Contents of Cross Sectional Data:

Dependent Variable: CASP
Independent Variables: Renewable Source Electrification, GSDP, Village Electrification
Fund, No. of Villages Electrified

Time Series Data Additive

(1)
Dependent
Variable(Y)

CPI_2012
base year

Base rate

Dependent variable

Constant

Slope X1

120.98

-4.794 (0.015)
(-0.328)

Independent Variables(X)
Money
Exports
supply(M3)
Slope X2
Slope X3

Imports
Slope X4

Adj R2

4.287E-7 (0.00) -2.440E-6 (0.426)

3.231E-6
0.941
(0.736)
(-0.052)
(0.026) (0.170)

Time Series Data Additive

(2)
Dependent
Variable(Y)

CPI_2012
base year

Base rate

Dependent variable

Constant

Slope X1

258.116

-14.142 (0.000)
(-0.967)

Independent Variables(X)
Money
Exports
supply(M3)
Slope X2
Slope X3

Imports
Slope X4

Adj R2

2.174E-6 (0.661)
1.289E-6
0.832
(0.047)
(0.562) (0.068)

Time Series Data Additive

(3)
Dependent
Variable(Y)

CPI_2012
base year

Base rate

Dependent variable

Constant

Slope X1

57.736

Independent Variables(X)
Money
Exports
supply(M3)
Slope X2
Slope X3

Imports
Slope X4

Adj R2

5.963E-7
-4.340E-6 (0.211)
3.290E-6
0.921
(0.000) (1.024)
(-0.093)
(0.046) (0.173)

Time Series Data Multiplicative

(1)
Dependent
Variable(Y)

CPI_2012
base year

Base rate

Dependent variable

Constant

Slope X1

-1.940

-.375 (0.017)
(-0.325)

Independent Variables(X)
Money
Exports
supply(M3)
Slope X2
Slope X3

0.387 (0.000)
(0.740)

-.025 (0.460)
(-0.754)

Imports
Slope X4

Adj R2

0.055 (0.019)
0.944
(0.173)

Time Series Data Multiplicative

(2)
Dependent
Variable(Y)

CPI_2012
base year

Base rate

Dependent variable

Constant

Slope X1

6.718

-1.126 (0.000)
(-0.974)

Independent Variables(X)
Money
Exports
supply(M3)
Slope X2
Slope X3

0.021 (0.710)
(0.038)

Imports
Slope X4

Adj R2

0.027 (0.457)
0.84
(0.084)

Time Series Data Multiplicative

(3)
Dependent
Variable(Y)

CPI_2012
base year

Base rate

Dependent variable

Constant

Slope X1

-5.326

Independent Variables(X)
Money
Exports
supply(M3)
Slope X2
Slope X3

0.538 (0.000)
(1.028)

-0.044 (0.252)
(-0.081)

Imports
Slope X4

Adj R2

0.056 (0.036)
0.926
(0.174)

Cross Sectional Data Additive (1)

Independent Variables(X)

Dependent
Variable(Y)

CASP(Cr.)

No. of Villages
Electrified

Dependent variable

Constant

Slope X1

6699.811

GSDP %

Village
Electrification
Fund

Renewable
resource
energy

Slope X2

Slope X3

Slope X4

12.977 (0.540) 21.832 (0.964)

(0.181)
(0.013)

0.096 (0.679)
(0.108)

Adj R2

1.036 (0.148)
(0.396)
0.066

Cross Sectional Data Additive (2)

Independent Variables(X)

Dependent
Variable(Y)

CASP(Cr.)

No. of Villages
Electrified

Dependent variable

Constant

Slope X1

6796.925

13.397 (0.465)
(0.187)

GSDP %

Village
Electrification
Fund

Renewable
resource
energy

Slope X2

Slope X3

Slope X4

0.096 (0.669)
(0.107)

Adj R2

1.043 (0.121)
0.005
(0.399)

Cross Sectional Data Additive (3)

Independent Variables(X)

Dependent
Variable(Y)

GSDP %

Village
Electrification
Fund

Renewable
resource
energy

Slope X1

Slope X2

Slope X3

Slope X4

156.328 (0.715)
(0.090)

0.131 (0.554)
(0.146)

CASP(Cr.)

No. of Villages
Electrified

Dependent variable

Constant

6709.032

Adj R2

0.916 (0.170)
(0.350)
0.023

Cross Sectional Data

Multiplicative (1)
Independent Variables(X)

Dependent
Variable(Y)

GSDP %

Village
Electrification
Fund

Renewable
resource
energy

Slope X1

Slope X2

Slope X3

Slope X4

0.162 (0.172)
(0.307)

0.022 (0.883)
(0.028)

0.164 (0.217)
(0.261)

CASP(Cr.)

No. of Villages
Electrified

Dependent variable

Constant

5.346

Adj R2

0.280 (0.003)
0.491
(0.744)

Cross Sectional Data

Multiplicative (2)
Independent Variables(X)

Dependent
Variable(Y)

GSDP %

Village
Electrification
Fund

Renewable
resource
energy

Slope X1

Slope X2

Slope X3

Slope X4

0.030 (0.846)
(0.044)

0.223 (0.129)
(0.343)

CASP(Cr.)

No. of Villages
Electrified

Dependent variable

Constant

6.257

Adj R2

0.146 (0.059)
0.211
(0.449)

Cross Sectional Data

Multiplicative (3)
Independent Variables(X)

Dependent
Variable(Y)

GSDP %

Village
Electrification
Fund

Renewable
resource
energy

Slope X1

Slope X2

Slope X3

Slope X4

0.217 (0.062)
(0.412)

0.028 (0.856)
(0.036)

CASP(Cr.)

No. of Villages
Electrified

Dependent variable

Constant

6.487

Adj R2

0.288 (0.003)
0.461
(0.765)