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Regression Statistics

This document contains sales data from 2000 to 2004 organized by year and quarter. A regression analysis was conducted to forecast sales based on time with an R-squared value of 0.9664, indicating the model fits the data well. The regression results show that time and quarter have a significant impact on sales forecasts.

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Bùi Hồng Thảo
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39 views

Regression Statistics

This document contains sales data from 2000 to 2004 organized by year and quarter. A regression analysis was conducted to forecast sales based on time with an R-squared value of 0.9664, indicating the model fits the data well. The regression results show that time and quarter have a significant impact on sales forecasts.

Uploaded by

Bùi Hồng Thảo
Copyright
© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Y Y/CMA

t Year Quarter Sales MA(4) CMA(4) S,I S


1 2000 1 4.8 0.928963
2 2 4.1 5.35 0.831988
3 3 6 5.6 5.475 1.09589 1.093349
4 4 6.5 5.875 5.7375 1.132898 1.143305
5 2001 1 5.8 6.075 5.975 0.970711 0.928963
6 2 5.2 6.3 6.1875 0.840404 0.831988
7 3 6.8 6.35 6.325 1.075099 1.093349
8 4 7.4 6.45 6.4 1.15625 1.143305
9 2002 1 6 6.625 6.5375 0.917782 0.928963
10 2 5.6 6.725 6.675 0.838951 0.831988
11 3 7.5 6.8 6.7625 1.109057 1.093349
12 4 7.8 6.875 6.8375 1.140768 1.143305
13 2003 1 6.3 7.15 7.0125 0.898396 0.928963
14 2 5.9 7.3 7.225 0.816609 0.831988
15 3 8.6 1.093349
16 4 8.4 1.143305
17 2004 1 0.928963
18 2 0.831988
19 3 1.093349
20 4 1.143305

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.952289
R Square 0.906855
Adjusted R 0.900202
Standard Er 0.24857
Observatio 16

ANOVA
df SS MS F Significance F
Regression 1 8.421796 8.421796 136.3035 1.33E-008
Residual 14 0.865019 0.061787
Total 15 9.286815

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%
Intercept 5.062931 0.130351 38.84067 1.17E-015 4.783355 5.342506
X Variable 0.157385 0.013481 11.67491 1.33E-008 0.128472 0.186298
Quarter St
Y/S Regression 1 0.928963
DeseasonalT Forecast AD 2 0.831988
5.167052 5.220316 4.84948 0.04948 3 1.093349
4.927955 5.377701 4.474183 0.374183 4 1.143305
5.487727 5.535085 6.051779 0.051779
5.685271 5.69247 6.50823 0.00823
6.243521 5.849855 5.434299 0.365701
10
6.250089 6.00724 4.997952 0.202048
9
6.219424 6.164625 6.740085 0.059915
8
6.472463 6.32201 7.227986 0.172014 7
6.458815 6.479394 6.019118 0.019118 6
6.730865 6.636779 5.521721 0.078279 5
6.859659 6.794164 7.428391 0.071609 4
6.822326 6.951549 7.947742 0.147742 3
6.781755 7.108934 6.603937 0.303937 2
1
7.091447 7.266319 6.045491 0.145491
0
7.865742 7.423703 8.116698 0.483302

4
Quarter
7.34712 7.581088 8.667497 0.267497
7.738473 7.188755
7.895858 6.56926 Year 2000 2001
8.053243 8.805004
8.210628 9.387253
0.17502

Lower 95.0%
Upper 95.0%
4.783355 5.342506
0.128472 0.186298
Sales
CMA(4)
Forecast
T
3

000 2001 2002 2003


Y
Year Quarter Sales t Q1 Q2 Q3 Q4
2000 1 4.8 1 1 0 0 0
2 4.1 2 0 1 0 0
3 6 3 0 0 1 0
4 6.5 4 0 0 0 1
2001 1 5.8 5 1 0 0 0
2 5.2 6 0 1 0 0
3 6.8 7 0 0 1 0
4 7.4 8 0 0 0 1
2002 1 6 9 1 0 0 0
2 5.6 10 0 1 0 0
3 7.5 11 0 0 1 0
4 7.8 12 0 0 0 1
2003 1 6.3 13 1 0 0 0
2 5.9 14 0 1 0 0
3 8.6 15 0 0 1 0
4 8.4 16 0 0 0 1
2004 1 17 1 0 0 0
2 18 0 1 0 0
3 19 0 0 1 0
4 20 0 0 0 1

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.983067
R Square 0.966421
Adjusted R 0.954211
Standard Er 0.27092
Observatio 16

ANOVA
df SS MS F Significance F
Regression 4 23.237 5.80925 79.14755 4.94E-008
Residual 11 0.807375 0.073398
Total 15 24.04438

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Intercept 5.95625 0.20319 29.31368 8.57E-012 5.509032 6.403468 5.509032
t 0.156875 0.015145 10.35827 5.19E-007 0.123541 0.190209 0.123541
Q1 -1.329375 0.196884 -6.752084 3.15E-005 -1.762713 -0.896037 -1.762713
Q2 -2.01125 0.193949 -10.36998 5.14E-007 -2.43813 -1.58437 -2.43813
Q3 -0.143125 0.192167 -0.744794 0.472009 -0.566082 0.279832 -0.566082
10
Forecast 2 AD
4.78375 0.01625 9
4.25875 0.15875
6.28375 0.28375 8
6.58375 0.08375
5.41125 0.38875 7
4.88625 0.31375
6.91125 0.11125 6
7.21125 0.18875
6.03875 0.03875 5
5.51375 0.08625
4
7.53875 0.03875
7.83875 0.03875
3
6.66625 0.36625
6.14125 0.24125 2
8.16625 0.43375
8.46625 0.06625 1
7.29375
6.76875 0
Quarter

4
8.79375
9.09375
0.178438
Year 2000 2001 2002 2003

Upper 95.0%
6.403468
0.190209
-0.896037
-1.58437
0.279832
Sales
Forecast
Forecast 2
3

02 2003
Q3 Line Fit Plot
10
Q4 Line Fit Plot
Sales
5 10
Sales Predicted Sales
0 Sales
5
0Sales
0.2 0.4 0.6 0.8 1 1.2 Predicted Sales
0 Q3
0 0.2 0.4 0.6 0.8 1 1.2
Q4
m

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