>USE "Z:\mydocs\ys209\Longley.syd"
SYSTAT Rectangular file Z:\mydocs\ys209\Longley.syd,
created Mon Feb 25, 2002 at 11:20:38, contains variables:
 DEFLATOR     GNP          UNEMPLOY     ARMFORCE     POPULATN     TIME
 TOTAL

>regress
>model total=constant+deflator+gnp+unemploy+armforce+populatn+time


>estimate
 
Dep Var: TOTAL   N: 16   Multiple R: 0.998   Squared multiple R: 0.995
 
Adjusted squared multiple R: 0.992   Standard error of estimate: 304.854
 
Effect         Coefficient    Std Error     Std Coef Tolerance     t   P(2 Tail)

CONSTANT      -3482258.635   890420.384        0.000      .      -3.911    0.004
DEFLATOR            15.062       84.915        0.046     0.007    0.177    0.863
GNP                 -0.036        0.033       -1.014     0.001   -1.070    0.313
UNEMPLOY            -2.020        0.488       -0.538     0.030   -4.136    0.003
ARMFORCE            -1.033        0.214       -0.205     0.279   -4.822    0.001
POPULATN            -0.051        0.226       -0.101     0.003   -0.226    0.826
TIME              1829.151      455.478        2.480     0.001    4.016    0.003

 
Analysis of Variance
Source             Sum-of-Squares   df  Mean-Square     F-ratio       P
 
Regression           1.84172E+08     6  3.06954E+07     330.285       0.000
Residual              836424.056     9    92936.006

 
-------------------------------------------------------------------------------
 
Durbin-Watson D Statistic          2.559
First Order Autocorrelation       -0.348
>rem variables have all low TOL except for ARMFORCE
>rem delet non significant variables
>model total=constant+unemploy+armforce+time


>estimate
 
Dep Var: TOTAL   N: 16   Multiple R: 0.996   Squared multiple R: 0.993
 
Adjusted squared multiple R: 0.991   Standard error of estimate: 332.084
 
Effect         Coefficient    Std Error     Std Coef Tolerance     t   P(2 Tail)

CONSTANT      -1797221.112    68641.553        0.000      .     -26.183    0.000
UNEMPLOY            -1.470        0.167       -0.391     0.301   -8.793    0.000
ARMFORCE            -0.772        0.184       -0.153     0.450   -4.204    0.001
TIME               956.380       35.525        1.297     0.257   26.921    0.000

 
Analysis of Variance
Source             Sum-of-Squares   df  Mean-Square     F-ratio       P
 
Regression           1.83685E+08     3  6.12285E+07     555.209       0.000
Residual             1323360.743    12   110280.062

 
-------------------------------------------------------------------------------
*** WARNING ***
Case           10 is an outlier        (Studentized Residual =        3.248)
 
Durbin-Watson D Statistic          1.463
First Order Autocorrelation        0.134
>rem now TOLs are fine; Voila!

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Last modified 6 Apr 2006