Best model Residuals plot 1
Model: MODEL1
Dependent Variable: PBE
Analysis of Variance
Sum of Mean
Source DF Squares Square F Value Prob>F
Model 4 733.29702 183.32425 67.973 0.0001
Error 12 32.36416 2.69701
C Total 16 765.66118
Root MSE 1.64226 R-square 0.9577
Dep Mean 69.05882 Adj R-sq 0.9436
C.V. 2.37806
Parameter Estimates
Parameter Standard T for H0:
Variable DF Estimate Error Parameter=0 Prob > |T|
INTERCEP 1 -1345.698668 228.77537818 -5.882 0.0001
CBE 1 -0.906166 0.11742595 -7.717 0.0001
CFO 1 -2.059901 0.20598344 -10.000 0.0001
RFP 1 0.037872 0.01159849 3.265 0.0068
YEAR 1 0.837441 0.11998026 6.980 0.0001
Dep Var Predict Std Err Std Err Student
Obs PBE Value Predict Residual Residual Residual
1 59.7000 59.2425 1.074 0.4575 1.242 0.368
2 59.7000 57.7163 1.023 1.9837 1.284 1.544
3 63.0000 65.5848 0.669 -2.5848 1.500 -1.723
4 71.0000 71.5347 0.890 -0.5347 1.380 -0.387
5 71.0000 71.5612 0.893 -0.5612 1.378 -0.407
6 74.2000 73.1522 0.823 1.0478 1.421 0.737
7 72.1000 72.5601 0.762 -0.4601 1.455 -0.316
8 79.0000 77.4544 1.115 1.5456 1.206 1.282
9 73.1000 74.2499 0.919 -1.1499 1.361 -0.845
10 70.2000 71.0687 0.693 -0.8687 1.489 -0.583
11 82.2000 79.6959 1.055 2.5041 1.259 1.989
12 68.4000 69.2444 0.766 -0.8444 1.453 -0.581
13 73.0000 73.0672 0.784 -0.0672 1.443 -0.047
14 70.2000 72.4755 0.631 -2.2755 1.516 -1.501
15 67.8000 66.0707 0.732 1.7293 1.470 1.176
16 63.4000 63.3238 0.935 0.0762 1.350 0.056
17 56.0000 55.9976 1.141 0.00239 1.181 0.002
Cook's Hat Diag Cov
Obs -2-1-0 1 2 D Rstudent H Ratio Dffits
1 | | | 0.020 0.3547 0.4280 2.5518 0.3068
2 | |*** | 0.303 1.6520 0.3884 0.8340 1.3164
3 | ***| | 0.118 -1.9018 0.1657 0.4470 -0.8476
4 | | | 0.012 -0.3732 0.2935 2.0537 -0.2406
5 | | | 0.014 -0.3925 0.2956 2.0462 -0.2543
6 | |* | 0.036 0.7224 0.2511 1.6362 0.4183
Best model Residuals plot 2
Cook's Hat Diag Cov
Obs -2-1-0 1 2 D Rstudent H Ratio Dffits
7 | | | 0.005 -0.3040 0.2150 1.8876 -0.1591
8 | |** | 0.281 1.3212 0.4611 1.3727 1.2221
9 | *| | 0.065 -0.8341 0.3132 1.6555 -0.5632
10 | *| | 0.015 -0.5667 0.1780 1.6277 -0.2637
11 | |*** | 0.556 2.3265 0.4125 0.3556 1.9493
12 | *| | 0.019 -0.5645 0.2175 1.7118 -0.2977
13 | | | 0.000 -0.0446 0.2279 1.9992 -0.0242
14 | ***| | 0.078 -1.5942 0.1476 0.6411 -0.6633
15 | |** | 0.069 1.1974 0.1987 1.0449 0.5961
16 | | | 0.000 0.0540 0.3238 2.2820 0.0374
17 | | | 0.000 0.0019 0.4826 2.9860 0.0019
INTERCEP CBE CFO RFP YEAR
Obs Dfbetas Dfbetas Dfbetas Dfbetas Dfbetas
1 0.2136 0.1992 0.0158 -0.0962 -0.2132
2 0.7432 0.7795 0.1688 -0.1461 -0.7607
3 -0.4166 -0.0617 -0.1289 -0.0987 0.4263
4 -0.0135 0.1726 -0.0675 -0.1028 0.0182
5 0.0331 0.1744 -0.0451 -0.1541 -0.0275
6 -0.0632 -0.3192 0.0664 0.2215 0.0567
7 -0.0732 0.0701 -0.0548 0.0808 0.0712
8 0.4961 -0.2477 0.0523 -0.8290 -0.4516
9 -0.2010 -0.1400 0.1347 0.3978 0.1742
10 0.0187 -0.1632 0.1682 0.0475 -0.0299
11 -1.2795 0.0647 -1.6574 1.1269 1.3487
12 0.1487 -0.1580 0.1851 -0.0995 -0.1536
13 0.0192 -0.0010 0.0142 -0.0154 -0.0194
14 0.3976 -0.0733 0.2822 -0.0655 -0.4110
15 -0.1093 -0.0756 0.2946 -0.1662 0.0935
16 -0.0056 -0.0085 0.0250 -0.0077 0.0041
17 -0.0003 0.0003 0.0011 -0.0002 0.0002
Sum of Residuals 0
Sum of Squared Residuals 32.3642
Predicted Resid SS (Press) 67.5436
Best model Residuals plot 3
-+-----+-----+-----+-----+-----+- -+-----+-----+-----+-----+-----+-
| | | |
4 + + 2 + 1+
| | | |
| | | 1 |
| | | |
| 1| | 1 1 |
2 + 1 + 1 + +
R | 1 1 | S | 1 |
E | 1 | T | |
S | | U | 1 |
I | 1 | D | |
D 0 + 1 1 1 + E 0 + 1 1 1 +
U | 21 | N | |
A | 1 1 | T | 21 |
L | 1 | | 1 1 |
| | | 1 |
-2 + + -1 + +
| 1 1 | | |
| | | |
| | | 1 |
| | | 1 |
-4 + + -2 + +
| | | |
-+-----+-----+-----+-----+-----+- -+-----+-----+-----+-----+-----+-
55 60 65 70 75 80 55 60 65 70 75 80
PRED PRED
Best model Residuals plot 4
-+----+----+----+----+----+----+- -+----+----+----+----+----+----+-
| | | |
90 + + 2 + 1 +
| | | |
| | | 1 |
| | | |
| 1 | | 1 1 |
80 + 1 + 1 + +
P | | S | 1 |
B | | T | |
E | 1 1 1 | U | 1 |
| 2 1 | D | |
70 + 1 1 + E 0 + 11 1+
| 1 1 | N | |
| | T | 2 1 |
| 11 | | 1 1 |
| | | 1 |
60 + 1 1 + -1 + +
| | | |
| 1| | |
| | | 1 |
| | | 1 |
50 + + -2 + +
| | | |
-+----+----+----+----+----+----+- -+----+----+----+----+----+----+-
45.0 47.5 50.0 52.5 55.0 57.5 60.0 45.0 47.5 50.0 52.5 55.0 57.5 60.0
CBE CBE
-+----+----+----+----+----+----+- -+----+----+----+----+----+----+-
| | | |
90 + + 2 + 1 +
| | | |
| | | 1 |
| | | |
| 1 | | 1 1 |
80 + 1 + 1 + +
P | | S | 1 |
B | | T | |
E | 1 11 | U | 1 |
| 1 11 | D | |
70 + 1 1 + E 0 + 1 1 1 +
| 1 1 | N | |
| | T | 1 11 |
| 1 1 | | 1 1 |
| | | 1 |
60 + 1 1 + -1 + +
| | | |
| 1 | | |
| | | 1 |
| | | 1 |
50 + + -2 + +
| | | |
-+----+----+----+----+----+----+- -+----+----+----+----+----+----+-
86 88 90 92 94 96 98 86 88 90 92 94 96 98
CFO CFO
Best model Residuals plot 5
--+------+------+------+------+-- --+------+------+------+------+--
| | | |
90 + + 2 + 1 +
| | | |
| | | 1 |
| | | |
| 1 | | 1 1 |
80 + 1 + 1 + +
P | | S | 1 |
B | | T | |
E | 1 1 1 | U | 1 |
| 1 11 | D | |
70 + 1 1 + E 0 + 1 1 1 +
| 1 1 | N | |
| | T | 1 11 |
| 1 1 | | 1 1 |
| | | 1 |
60 + 1 1 + -1 + +
| | | |
| 1 | | |
| | | 1 |
| | | 1 |
50 + + -2 + +
| | | |
--+------+------+------+------+-- --+------+------+------+------+--
700 750 800 850 900 700 750 800 850 900
RFP RFP
--+------+------+------+------+-- --+------+------+------+------+--
| | | |
90 + + 2 + 1 +
| | | |
| | | 1 |
| | | |
| 1 | | 1 1 |
80 + 1 + 1 + +
P | | S | 1 |
B | | T | |
E | 1 1 1 | U | 1 |
| 1 1 1 | D | |
70 + 1 1 + E 0 + 1 11 +
| 1 1 | N | |
| | T | 1 1 1 |
| 1 1 | | 1 1 |
| | | 1 |
60 + 11 + -1 + +
| | | |
| 1 | | |
| | | 1 |
| | | 1 |
50 + + -2 + +
| | | |
--+------+------+------+------+-- --+------+------+------+------+--
1925 1930 1935 1940 1945 1925 1930 1935 1940 1945
YEAR YEAR
seperate plot 6
A=1, B=2, etc. Plot of RESID*PBE. A=1, B=2, etc. Plot of RESID*CBE.
| |
| |
4 + 4 +
| |
| |
| A | A
R 2 + A R 2 + A
e | A A e | A A
s | A s | A
i | A i | A
d 0 + A A A d 0 + AA A
u | C u | B A
a | AA A a | A A A
l | l |
-2 + -2 +
| A A | B
| |
| |
-4 + -4 +
| |
--+------+------+------+------+- -+---------+---------+---------+
50 60 70 80 90 45 50 55 60
PBE CBE
A=1, B=2, etc. Plot of RESID*CFO. A=1, B=2, etc. Plot of RESID*RFP.
| |
| |
4 + 4 +
| |
| |
| A | A
R 2 + A R 2 + A
e | A A e | A A
s | A s | A
i | A i | A
d 0 + A A A d 0 + A A A
u | A B u | A AA
a | A A A a | A A A
l | l |
-2 + -2 +
| AA | A A
| |
| |
-4 + -4 +
| |
-+---------+---------+---------+ -+--------------+--------------+
85 90 95 100 700 800 900
CFO RFP
seperate plot 7
A=1, B=2, etc. Plot of RESID*YEAR.
|
|
4 +
|
|
| A
R 2 + A
e | A A
s | A
i | A
d 0 + A AA
u | AA A
a | AA A
l |
-2 +
| A A
|
|
-4 +
|
-+---------+---------+---------+
1920 1930 1940 1950
YEAR
seperate plot 8
Correlation
CORR CBE CFO RFP YEAR PBE
CBE 1.0000 0.5068 0.2914 0.2030 -0.7524
CFO 0.5068 1.0000 0.1688 0.4012 -0.7734
RFP 0.2914 0.1688 1.0000 -0.5217 -0.3402
YEAR 0.2030 0.4012 -0.5217 1.0000 0.0413
PBE -0.7524 -0.7734 -0.3402 0.0413 1.0000
seperate plot 9
Model: MODEL1
Dependent Variable: PBE
Analysis of Variance
Sum of Mean
Source DF Squares Square F Value Prob>F
Model 4 733.29702 183.32425 67.973 0.0001
Error 12 32.36416 2.69701
C Total 16 765.66118
Root MSE 1.64226 R-square 0.9577
Dep Mean 69.05882 Adj R-sq 0.9436
C.V. 2.37806
Parameter Estimates
Parameter Standard T for H0:
Variable DF Estimate Error Parameter=0 Prob > |T|
INTERCEP 1 -1345.698668 228.77537818 -5.882 0.0001
CBE 1 -0.906166 0.11742595 -7.717 0.0001
CFO 1 -2.059901 0.20598344 -10.000 0.0001
RFP 1 0.037872 0.01159849 3.265 0.0068
YEAR 1 0.837441 0.11998026 6.980 0.0001
Variance
Variable DF Inflation
INTERCEP 1 0.00000000
CBE 1 1.49860460
CFO 1 1.73034379
RFP 1 1.99798757
YEAR 1 2.17769327
seperate plot 10
Partial Regression Residual Plot
-+---------+---------+---------+---------+---------+---------+---------+--
PBE | |
8 + +
| |
| |
| |
| |
|1 |
| |
6 + +
| |
| |
| |
| |
| |
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4 + +
| 1 |
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| 1 |
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2 + +
| 1 |
| 1 |
| 1 |
| 1 |
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0 + 1 1 +
| |
| 1 |
| 1 |
| 1 |
| 1 |
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-2 + +
| |
| 1 |
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| 1 |
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| |
-4 + 1 +
| |
| 1 |
| |
| |
| |
| |
-6 + +
-+---------+---------+---------+---------+---------+---------+---------+--
-0.003 -0.002 -0.001 0.000 0.001 0.002 0.003 0.004
INTERCEP
seperate plot 11
Partial Regression Residual Plot
------+----+----+----+----+----+----+----+----+----+----+----+----+-------
PBE | |
| |
| |
| |
6 + 1 +
| |
| |
| |
| |
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| 11 |
4 + +
| |
| 1 |
| |
| |
| 1 |
| 1 |
2 + 1 +
| 1 |
| |
| |
| |
| |
| |
0 + +
| 1 |
| |
| |
| |
| 1 |
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-2 + +
| |
| 1 |
| 11 1 |
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-4 + 1 +
| 1 |
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| 1 |
| |
| |
| |
-6 + +
| |
| |
| |
| |
------+----+----+----+----+----+----+----+----+----+----+----+----+-------
-6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6
CBE
seperate plot 12
Partial Regression Residual Plot
-----+------+------+------+------+------+------+------+------+------+-----
12 + +
| 1 |
| |
| |
| |
10 + +
| |
| |
| |
| |
8 + +
| |
| |
| |
| |
6 + +
| |
PBE | |
| |
| 1 |
4 + 1 +
| 1 |
| |
| |
| |
2 + +
| |
| 1 1 |
| 1 |
| 1 |
0 + 1 +
| 1 |
| |
| |
| |
-2 + 1 1 +
| |
| |
| 11 |
| 1 |
-4 + +
| |
| |
| |
| |
-6 + 1 +
| 1 |
| |
| |
| |
-8 + +
-----+------+------+------+------+------+------+------+------+------+-----
-5 -4 -3 -2 -1 0 1 2 3 4
CFO
seperate plot 13
Partial Regression Residual Plot
----+----+----+----+----+----+----+----+----+----+----+----+----+----+----
PBE | |
| |
| |
5 + +
| |
| |
| 1 |
| |
4 + +
| |
| |
| |
| |
3 + +
| |
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| 1 |
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2 + +
| |
| 1 1 |
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| 1 |
1 + 1 +
| 1 |
| |
| |
| |
0 + 1 +
| |
| 1 |
| 1 1 |
| |
-1 + 1 +
| 1 |
| |
| |
| 1 |
-2 + 1 +
| |
| 1 |
| |
| |
-3 + +
| 1 |
| |
| |
| |
-4 + +
| |
| |
----+----+----+----+----+----+----+----+----+----+----+----+----+----+----
-70 -60 -50 -40 -30 -20 -10 0 10 20 30 40 50 60
RFP
seperate plot 14
Partial Regression Residual Plot
----+----+----+----+----+----+----+----+----+----+----+----+----+----+----
PBE | |
8 + +
| 1 |
| |
| |
| |
| |
| |
6 + +
| |
| |
| |
| |
| |
| 1 |
4 + +
| |
| |
| |
| |
| 1 |
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2 + 1 +
| 1 |
| |
| |
| 11 |
| 1 |
| |
0 + 1 +
| 1 |
| |
| |
| 1 |
| 1 |
| |
-2 + +
| 1 |
| |
| 1 |
| 1 |
| |
| |
-4 + +
| |
| |
| 1 1 |
| |
| |
| |
-6 + +
----+----+----+----+----+----+----+----+----+----+----+----+----+----+----
-7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6
YEAR
seperate plot 15
-+----+----+----+----+----+----+----+----+----+----+----+----+----+----+--
PBE | |
| |
| |
| |
85 + +
| |
| |
| |
| 1 |
| |
| |
80 + +
|1 |
| |
| |
| |
| |
| |
75 + +
| 1 |
| |
| 1 1 |
| 1 |
| |
| 1 1 |
70 + 1 1 +
| |
| 1 |
| 1 |
| |
| |
| |
65 + +
| |
| 1 |
| 1 |
| |
| |
| |
60 + 1 1 +
| |
| |
| |
| |
| |
| 1 |
55 + +
| |
| |
| |
| |
-+----+----+----+----+----+----+----+----+----+----+----+----+----+----+--
46 47 48 49 50 51 52 53 54 55 56 57 58 59 60
CBE
seperate plot 16
---+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+----
PBE | |
| |
| |
| |
85 + +
| |
| |
| |
| 1 |
| |
| |
80 + +
| 1 |
| |
| |
| |
| |
| |
75 + +
| 1 |
| |
| 1 1 |
| 1 |
| |
| 1 1 |
70 + 1 1 +
| |
| 1 |
| 1 |
| |
| |
| |
65 + +
| |
| 1 |
| 1 |
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| |
| |
60 + 1 1 +
| |
| |
| |
| |
| |
| 1 |
55 + +
| |
| |
| |
| |
---+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+----
87 88 89 90 91 92 93 94 95 96 97 98
CFO
seperate plot 17
-----+------+------+------+------+------+------+------+------+------+-----
PBE | |
| |
| |
| |
85 + +
| |
| |
| |
| 1 |
| |
| |
80 + +
| 1 |
| |
| |
| |
| |
| |
75 + +
| 1 |
| |
| 1 1 |
| 1 |
| |
| 1 1 |
70 + 1 1 +
| |
| 1 |
| 1 |
| |
| |
| |
65 + +
| |
| 1 |
| 1 |
| |
| |
| |
60 + 1 1 +
| |
| |
| |
| |
| |
| 1 |
55 + +
| |
| |
| |
| |
-----+------+------+------+------+------+------+------+------+------+-----
720 740 760 780 800 820 840 860 880 900
RFP
seperate plot 18
-----+------+------+------+------+------+------+------+------+------+-----
PBE | |
| |
| |
| |
85 + +
| |
| |
| |
| 1 |
| |
| |
80 + +
| 1 |
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| |
| |
| |
| |
75 + +
| 1 |
| |
| 1 1 |
| 1 |
| |
| 1 1 |
70 + 1 1 +
| |
| 1 |
| 1 |
| |
| |
| |
65 + +
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| 1 |
| 1 |
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| |
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60 + 1 1 +
| |
| |
| |
| |
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| 1 |
55 + +
| |
| |
| |
| |
-----+------+------+------+------+------+------+------+------+------+-----
1924 1926 1928 1930 1932 1934 1936 1938 1940 1942
YEAR
NORMAL PLOT OF RESIDUAL FROM THE BEEF PRICE REDUCED MODEL 19
Univariate Procedure
Variable=RESID Residual
Moments
N 17 Sum Wgts 17
Mean 0 Sum 0
Std Dev 1.422238 Variance 2.02276
Skewness 0.03349 Kurtosis -0.42505
USS 32.36416 CSS 32.36416
CV . Std Mean 0.344943
T:Mean=0 0 Pr>|T| 1.0000
Num ^= 0 17 Num > 0 8
M(Sign) -0.5 Pr>=|M| 1.0000
Sgn Rank -3.5 Pr>=|S| 0.8900
W:Normal 0.967353 Pr