Regression Analysis The regression equation is Sold 5

Regression Analysis The regression equation is Sold = 5, 78 + 0, 0430 time Predictor St. Dev T P 5, 7761 0, 9429 6, 13 0, 000 0, 04302 0, 03420 1, 26 0, 215 Constant Coef time S = 3, 181 R-Sq = 3, 4% R-Sq(adj) = 1, 2% Analysis of Variance Source DF SS MS F P 1 16, 00 1, 58 0, 215 Residual Error 45 455, 27 10, 12 Total 46 471, 28 Regression Tidsserieregression fungerar statistiskt som vanlig regression.

sold time month x 1 x 2 x 3 x 4 x 5 x 6 x 7 x 8 x 9 x 10 x 11 2 1 1 1 0 0 0 0 0 6 2 2 0 1 0 0 0 0 0 5 3 3 0 0 1 0 0 0 0 5 4 4 0 0 0 1 0 0 0 0 10 5 5 0 0 1 0 0 0 8 6 6 0 0 0 1 0 0 0 . . . . 7 46 10 0 0 0 0 1 0 6 47 11 0 0 0 0 0 1 3 48 12 0 0 0

Regression Analysis The regression equation is Sold = 3, 65 + 0, 0285 time - 1, 69 x 1 - 0, 47 x 2 + 2, 75 x 3 + 1, 22 x 4 + 6, 20 x 5 + 2, 42 x 6 + 8, 14 x 7 + 6, 36 x 8 + 0, 58 x 9 + 2, 55 x 10 + 1, 02 x 11 Predictor Constant time x 1 x 2 x 3 x 4 x 5 x 6 x 7 x 8 x 9 x 10 x 11 S = 1, 342 Coef 3, 6491 0, 02851 -1, 691 -0, 469 2, 752 1, 224 6, 195 2, 417 8, 138 6, 360 0, 581 2, 553 1, 024 St. Dev 0, 8526 0, 01481 1, 028 1, 027 1, 026 1, 025 1, 026 1, 027 1, 028 R-Sq = 87, 0% T 4, 28 1, 92 -1, 65 -0, 46 2, 68 1, 19 6, 04 2, 36 7, 94 6, 20 0, 57 2, 49 1, 00 P 0, 000 0, 063 0, 109 0, 651 0, 011 0, 241 0, 000 0, 024 0, 000 0, 575 0, 018 0, 326 R-Sq(adj) = 82, 4% Analysis of Variance Source DF SS MS F P Regression 12 410, 031 34, 169 18, 97 0, 000 Residual Error 34 61, 246 1, 801 Total 46 471, 277

Antagandet om oberoende residualer är ofta inte uppfyllt när det gäller tidsseriedata. Det kan också vara svårt att kolla detta antagande visuellt.

Negativ autokorrelation Positiv autokorrelation