--------------------------------------- BETA - FILIP --------------------------------------- ORDINARY LEAST SQUARES ESTIMATION SINGULAR VALUE DECOMPOSITION DEPENDENT VARIABLE IS Y RESULTS OUTPUT # 7 OBSERVATIONS FROM 1 TO 82 NUMBER OF OBSERVATIONS 82 DEGREES OF FREEDOM 71 R**2 .9967256 R**2 ADJ .9962644 UNCENTERED R**2 .9999866 MEAN OF DEP VAR .8495756 F TEST 2161.222 PROB OF F TEST 0 DURBIN-WATSON 1.535574 DURBIN'S H 0 R**2 TIMES N 81.7315 VARIANCE OF ESTIMATE 1.121547E-05 SUM OF SQUARED RESID 7.962981E-04 SEE OR RMSE 3.34895E-03 SUM OF ABS(RES) .1992577 RHO .2283664 LOG(LIKELIHOOD) 356.8796 SCHWARZ CRITERION 332.6426 AKAIKE CRITERION 345.8796 STD DEV OF DEP VAR 5.479338E-02 LOG(LIKELIHOOD) 356.879584566049 NAME COEFFICIENT STD. ERR. T-RATIO SIGNIF ---------------------------------------------------------------------- CONSTANT -1467.486 298.1682 -4.92167 .000005 X -2772.176 559.937 -4.950871 .000005 X2 -2316.369 466.6085 -4.964268 .000005 X3 -1127.974 227.268 -4.963186 .000005 X4 -354.4782 71.66797 -4.946117 .000005 X5 -75.12419 15.29401 -4.912002 .000006 X6 -10.87532 2.237539 -4.860392 .000007 X7 -1.062215 .2216865 -4.791518 .000009 X8 -6.701911E-02 1.424037E-02 -4.706275 .000012 X9 -2.467811E-03 5.357677E-04 -4.606121 .000018 X10 -4.029625E-05 8.968845E-06 -4.492914 .000027 coefficients and SE's displayed to 15 digits -1467.48566770076 298.168257420244 -2772.17590478278 559.937040492686 -2316.36947158146 466.608498240053 -1127.97353557978 227.268028674322 -354.478169892813 71.6679699575029 -75.1241948036151 15.2940083451961 -10.8753174329217 2.23753934921562 -1.06221494051642 .221686519591032 -6.70191128002273E-02 1.42403717036176E-02 -2.46781068341404E-03 5.35767726849426E-04 -4.02962507936206E-05 8.96884472399269E-06 Regression Anova Source Sum of Squares DF MS Error F-stat ------------+----------------------+----------------------+-----------------------+---------------------- Regression | .242391173055302 | 10 | 2.42391173055302E-02 | 2161.222 ------------+----------------------+----------------------+-----------------------+---------------------- Residual | 7.96298164210563E-04 | 71 | 1.12154671015572E-05 | ------------+----------------------+----------------------+-----------------------+---------------------- Total | .243187471219512 | 81 | --------------------------------------- NIST - FILIP --------------------------------------- CERTIFIED REGRESSION STATISTICS STANDARD DEVIATION PARAMETER ESTIMATE OF ESTIMATE B0 -1467.48961422980 298.084530995537 B1 -2772.17959193342 559.779865474950 B2 -2316.37108160893 466.477572127796 B3 -1127.97394098372 227.204274477751 B4 -354.478233703349 71.6478660875927 B5 -75.1242017393757 15.2897178747400 B6 -10.8753180355343 2.23691159816033 B7 -1.06221498588947 0.221624321934227 B8 -0.670191154593408E-01 0.142363763154724E-01 B9 -0.246781078275479E-02 0.535617408889821E-03 B10 -0.402962525080404E-04 0.896632837373868E-05 RESIDUAL STANDARD DEVIATION 0.334801051324544E-02 R-SQUARED 0.996727416185620 CERTIFIED ANALYSIS OF VARIANCE TABLE SOURCE OF DEGREES OF SUMS OF MEAN VARIATION FREEDOM SQUARES SQUARES F STATISTIC REGRESSION 10 0.242391619837339 0.242391619837339E-01 2162.43954511489 RESIDUAL 71 0.795851382172941E-03 0.112091743968020E-04