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Multiple Regression Results Residuals / assumptions / prediction, Perform residual analysis, Residual Analysis Residuals () Residuals vs. independent var.
Select variable for scatter plot t1, :
5.9
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- STATISTICA Residual Analysis Advanced () Durbin-Watson statistic ( -).
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5.7:
5.7 -
Durbin- Watson | Serial Corr. | |
Estimate | 1,317 | 0,230 |
( _____), n =25 k =2 d =1,21 d =1,55. , d < DW < d, () (. 5.11).
. 0 =(1-a) 1 | 0 ( ) | . 0 =(1-a) 1 | ||
0 d d 2 4- d 4- d 4 |
5.11 -
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STATISTICA 6.0, :
1. - , et. Residual Analysis Save Save residuals & predicted, Select variables to save with predicted/residual scor . (. 4).
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2. , et-1 . Insert Add Variables Add Variables Name: () Residuals t-1.
5.12.
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3. , Date Shift (Lag) ( ). Shift Variables ( 5.13) Lag 1.
5.13
4. Multiple Regressions Residuals Residuals t-1.
5. Advanced options (stepwise or ridge regressions) Model Definition Intercept Set to zero (.. ). :
5.8 -
Beta | Std.Err. of Beta | B | Std.Err. of B | t(26) | p-level | |
Residuals t-1 | 0,194 | 0,192 | 0,230 | 0,228 | 1,009 | 0,322 |
, 5.8, r , .. 1.