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    Year Quarter Period GDP Index Shipments: Regression Statistics

    Uploaded by

    vsyoi
    This document contains quarterly GDP index and shipments data for 5 years. It includes regression statistics comparing GDP index to shipments. A linear trendline is shown with the equation f(x) = 24.4939849624x + 4167.6631578947 and R^2 value of 0.2795133723. Various moving averages of shipments are also calculated including a 2 period, 3 period, and weighted moving average to smooth the data.

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    Year Quarter Period GDP Index Shipments: Regression Statistics

    Uploaded by

    vsyoi
    28 views7 pages
    This document contains quarterly GDP index and shipments data for 5 years. It includes regression statistics comparing GDP index to shipments. A linear trendline is shown with the equation f(x) = 24.4939849624x + 4167.6631578947 and R^2 value of 0.2795133723. Various moving averages of shipments are also calculated including a 2 period, 3 period, and weighted moving average to smooth the data.

    Original Description:

    qtm

    Original Title

    QTM 16.06.2017

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    © © All Rights Reserved

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    This document contains quarterly GDP index and shipments data for 5 years. It includes regression statistics comparing GDP index to shipments. A linear trendline is shown with the equation f(x) = 24.4939849624x + 4167.6631578947 and R^2 value of 0.2795133723. Various moving averages of shipments are also calculated including a 2 period, 3 period, and weighted moving average to smooth the data.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    28 views7 pages

    Year Quarter Period GDP Index Shipments: Regression Statistics

    Uploaded by

    vsyoi
    This document contains quarterly GDP index and shipments data for 5 years. It includes regression statistics comparing GDP index to shipments. A linear trendline is shown with the equation f(x) = 24.4939849624x + 4167.6631578947 and R^2 value of 0.2795133723. Various moving averages of shipments are also calculated including a 2 period, 3 period, and weighted moving average to smooth the data.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 7

    Year Quarter Period GDP Index Shipments SUMMARY OUTPUT

    1 Q1 1 4.7 4009
    1 Q2 2 4.8 4321 Regression Statistics
    1 Q3 3 4.9 4224 Multiple R
    1 Q4 4 5 3944 R Square
    2 Q1 5 4.9 4123 Adjusted R Square
    2 Q2 6 5.1 4522 Standard Error
    2 Q3 7 5.5 4657 Observations
    2 Q4 8 5.2 4030
    3 Q1 9 5.3 4493 ANOVA
    3 Q2 10 5.4 4806
    3 Q3 11 5.9 4551 Regression
    3 Q4 12 5.7 4485 Residual
    4 Q1 13 5.8 4595 Total
    4 Q2 14 5.6 4799
    4 Q3 15 6.2 4417
    4 Q4 16 6.1 4258 Intercept
    5 Q1 17 6.3 4245 Period
    5 Q2 18 6 4900 GDP Index
    5 Q3 19 6.5 4585
    5 Q4 20 6.6 4533

    RESIDUAL OUTPUT

    Observation
    1
    2
    3
    4
    5
    6
    7
    8
    9
    10
    11
    12
    13
    14
    15
    16
    17
    18
    19
    20
    Regression Statistics
    0.563
    0.317
    0.237
    239.483
    20

    df SS MS F Significance F
    2 452,392.79 226,196.39 3.94 0.04
    17 974,981.76 57,351.87
    19 1,427,374.55

    Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%
    5,687.77 1,578.95 3.60 0.00 2,356.49 9,019.06 2,356.49
    56.21 34.15 1.65 0.12 (15.84) 128.26 (15.84)
    (332.40) 344.41 (0.97) 0.35 (1,059.03) 394.23 (1,059.03)

    Predicted Shipments Residuals


    4181.7103379103 -172.71033791
    4204.6797891365 116.3202108635
    4227.6492403626 -3.6492403626
    4250.6186915888 -306.618691589
    4340.0678106583 -217.067810658
    4329.7974279628 192.2025720373
    4253.0473774239 403.9526225761
    4408.9761643367 -378.976164337
    4431.9456155629 61.0543844372
    4454.915066789 351.084933211
    4344.9251823285 206.0748176715
    4467.6141353196 17.3858646804
    4490.5835865458 104.4164134542
    4613.2725395369 185.7274604631
    4470.0428211548 -53.0428211548
    4559.4919402242 -301.491940224
    4549.2215575287 -304.221557529
    4705.1503444415 194.8496555585
    4595.160459981 -10.160459981
    4618.1299112072 -85.1299112072
    Upper 95.0%
    9,019.06
    128.26
    394.23
    Sum - Shipments Quarter
    Year Q1 Q2 Q3 Q4 Total Result
    1 4009 4321 4224 3944 16498
    2 4123 4522 4657 4030 17332
    3 4493 4806 4551 4485 18335
    4 4595 4799 4417 4258 18069
    5 4245 4900 4585 4533 18263
    Total Result 21465 23348 22434 21250 88497
    W3
    W2
    W1

    Year Quarter Period Shipments 2P MA Abs Err 3P MA Abs Err Wt MA


    1 Q1 1 4009
    1 Q2 2 4321
    1 Q3 3 4224 4,165 59
    1 Q4 4 3944 4,273 329 4,185 241 4,195
    2 Q1 5 4123 4,084 39 4,163 40 4,108
    2 Q2 6 4522 4,034 489 4,097 425 4,104
    2 Q3 7 4657 4,323 335 4,196 461 4,278
    2 Q4 8 4030 4,590 560 4,434 404 4,490
    3 Q1 9 4493 4,344 150 4,403 90 4,310
    3 Q2 10 4806 4,262 545 4,393 413 4,418
    3 Q3 11 4551 4,650 99 4,443 108 4,534
    3 Q4 12 4485 4,679 194 4,617 132 4,600
    4 Q1 13 4595 4,518 77 4,614 19 4,582
    4 Q2 14 4799 4,540 259 4,544 255 4,557
    4 Q3 15 4417 4,697 280 4,626 209 4,670
    4 Q4 16 4258 4,608 350 4,604 346 4,557
    5 Q1 17 4245 4,338 93 4,491 246 4,433
    5 Q2 18 4900 4,252 649 4,307 593 4,291
    5 Q3 19 4585 4,573 13 4,468 117 4,576
    5 Q4 20 4533 4,743 210 4,577 44 4,579

    MAD 262 244


    0.25 Alpha 0.3
    0.25
    0.5

    Abs Err Exp Sm Abs Err Alpha 222


    0.1
    4009 0.2
    4,103 121 0.3
    251 4,139 195 0.4
    15 4,081 42 0.5
    419 4,093 429 0.6
    379 4,222 435 0.7
    460 4,352 5000322 0.8
    183 4,256 237 0.9
    388 4,327 4800479
    17 4,471 80
    115 4,495 4600 10 f(x) = 24.4939849624x + 4167.6631578947
    R = 0.2795133723
    13 4,492 103
    243 4,523 4400276
    253 4,606 189
    299 4,549 4200291

    188 4,462 217 Period


    609 4,397 4000503 Shipments
    Linear
    9 4,548 37 (Shipments)
    46 4,559 3800 26
    0 5 10 15 20 25

    229 222
    Years Q1 Q2 Q3 Q4
    1 4009
    5000 4321 4224 3944
    2 4123 4522 4657 4030
    3 4493
    4800 4806
    Row 2 4551 4485
    4 4595 4799
    Row 3 4417 4258
    5 4600
    4245 4900 4585 4533
    Row 4
    Row 5
    4400
    Row 6
    4200

    4000

    3800
    Years Q1 Q2 Q3 Q4

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