--------------------------------------- BETAHAT 7 - WAMPLER5 --------------------------------------- OLS Y CONSTANT X X2 X3 X4 X5 / FULL ORDINARY LEAST SQUARES ESTIMATION SINGULAR VALUE DECOMPOSITION DEPENDENT VARIABLE IS Y RESULTS OUTPUT # 11 OBSERVATIONS FROM 1 TO 21 NUMBER OF OBSERVATIONS 21 DEGREES OF FREEDOM 15 R**2 .002246689 R**2 ADJ -.3303377 UNCENTERED R**2 .003219856 MEAN OF DEP VAR 623960.3 F TEST(5,15) .006755244 PROB OF F TEST .9999862 DURBIN-WATSON 3.919738 DURBIN'S H 0 R**2 TIMES N .04718047 VARIANCE OF ESTIMATE 5.570285E+14 SUM OF SQUARED RESID 8.355427E+15 SEE OR RMSE 2.360145E+07 SUM OF ABS(RES) 4.096E+08 RHO -.9734753 LOG(LIKELIHOOD) -382.7779 SCHWARZ CRITERION -391.9115 AKAIKE CRITERION -388.7779 STD DEV OF DEP VAR 2.046245E+07 NAME COEFFICIENT STD. ERR. T-RATIO SIGNIF ---------------------------------------------------------------------- CONSTANT 1 2.152326E+07 4.646138E-08 1.000000 X .9999992 2.363552E+07 4.230917E-08 1.000000 X2 1 7793435 1.283132E-07 1.000000 X3 .9999999 1014755 9.854595E-07 0.999999 X4 1 56456.65 1.77127E-05 0.999986 X5 1 1123.249 .0008902749 0.999301 coefficients and SE's displayed to 15 digits 1.00000044575427 .999999139315224 1.00000030843633 .999999959325353 1.00000000224245 .999999999956166 21523262.4618418 23635517.3474217 7793435.2432734 1014755.07549706 56456.6512168832 1123.24854679042 STDEV of res 23601450.2379268 Regression Anova Source Sum of Squares DF MS Error F-stat ------------+----------------------+----------------------+-----------------------+---------------------- Regression | 18814317208119 | 5 | 3762863441623.8 | .006755244 ------------+----------------------+----------------------+-----------------------+---------------------- Residual | 8.3554268E+15 | 15 | 557028453333333 | ------------+----------------------+----------------------+-----------------------+---------------------- Total | 8.37424111720812E+15 | 20 | --------------------------------------- NIST - WAMPLER5 --------------------------------------- CERTIFIED REGRESSION STATISTICS STANDARD DEVIATION PARAMETER ESTIMATE OF ESTIMATE B0 1.00000000000000 21523262.4678170 B1 1.00000000000000 23635517.3469681 B2 1.00000000000000 7793435.24331583 B3 1.00000000000000 1014755.07550350 B4 1.00000000000000 56456.6512170752 B5 1.00000000000000 1123.24854679312 RESIDUAL STANDARD DEVIATION 23601450.2379268 R-SQUARED 0.224668921574940E-02 CERTIFIED ANALYSIS OF VARIANCE TABLE SOURCE OF DEGREES OF SUMS OF MEAN VARIATION FREEDOM SQUARES SQUARES F STATISTIC REGRESSION 5 18814317208116.7 3762863441623.33 6.7552445824012241E-03 RESIDUAL 15 0.835542680000000E+16 557028453333333.