Date: Wed, 1 May 2002 21:34:22 -0400
Reply-To: Stephen Waite <swaite@CAMDEN.RUTGERS.EDU>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Stephen Waite <swaite@CAMDEN.RUTGERS.EDU>
Subject: HELP WITH ANALYSIS
Content-Type: TEXT/PLAIN; charset=US-ASCII
I need help with analyising this program, I have no idea how to do it. I
used the durbin-watson test and a lag test
The SAS System 22:19 Tuesday, April 30, 2002 1
The REG Procedure
Model: MODEL1
Dependent Variable: nocars
Analysis of Variance
Sum of Mean
Source DF Squares Square F Value Pr > F
Model 3 3020548 1006849 20.89 <.0001
Error 56 2698682 48191
Corrected Total 59 5719230
Root MSE 219.52392 R-Square 0.5281
Dependent Mean 1894.15703 Adj R-Sq 0.5029
Coeff Var 11.58953
Parameter Estimates
Parameter Standard
Variable DF Estimate Error t Value Pr > |t|
Intercept 1 1032.44083 702.65177 1.47 0.1473
income 1 307.68971 99.36985 3.10 0.0031
price 1 -20.62867 4.65304 -4.43 <.0001
primeint 1 -31.11575 9.74831 -3.19 0.0023
The SAS System 22:19 Tuesday, April 30, 2002 2
The REG Procedure
Model: MODEL1
Dependent Variable: nocars
Durbin-Watson D 1.574
Number of Observations 60
1st Order Autocorrelation 0.191
The SAS System 22:19 Tuesday, April 30, 2002 3
The REG Procedure
Model: MODEL1
Dependent Variable: nocars
Analysis of Variance
Sum of Mean
Source DF Squares Square F Value Pr > F
Model 5 3518192 703638 17.26 <.0001
Error 54 2201038 40760
Corrected Total 59 5719230
Root MSE 201.89099 R-Square 0.6152
Dependent Mean 1894.15703 Adj R-Sq 0.5795
Coeff Var 10.65862
Parameter Estimates
Parameter Standard
Variable DF Estimate Error t Value Pr > |t|
Intercept 1 14003 3785.12900 3.70 0.0005
pop 1 -79.43007 24.09176 -3.30 0.0017
income 1 533.89402 249.04369 2.14 0.0366
price 1 15.16787 12.03917 1.26 0.2131
primeint 1 -40.79993 9.90929 -4.12 0.0001
unemp 1 -27.16847 44.90653 -0.61 0.5477
The SAS System 22:19 Tuesday, April 30, 2002 4
The REG Procedure
Model: MODEL1
Dependent Variable: nocars
Durbin-Watson D 1.989
Number of Observations 60
1st Order Autocorrelation -0.003
The SAS System 22:19 Tuesday, April 30, 2002 5
The AUTOREG Procedure
Dependent Variable nocars
Ordinary Least Squares Estimates
SSE 2201038.41 DFE 54
MSE 40760 Root MSE 201.89099
SBC 825.444406 AIC 812.878339
Regress R-Square 0.6152 Total R-Square 0.6152
Durbin-Watson 1.9891
Standard Approx
Variable DF Estimate Error t Value Pr > |t|
Intercept 1 14003 3785 3.70 0.0005
pop 1 -79.4301 24.0918 -3.30 0.0017
income 1 533.8940 249.0437 2.14 0.0366
price 1 15.1679 12.0392 1.26 0.2131
primeint 1 -40.7999 9.9093 -4.12 0.0001
unemp 1 -27.1685 44.9065 -0.61 0.5477
Estimates of Autocorrelations
Lag Covariance Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1
0 36684.0 1.000000 | |********************|
1 -104.5 -0.002848 | | |
2 -6056.0 -0.165085 | ***| |
3 -861.2 -0.023477 | | |
4 18993.3 0.517756 | |********** |
Preliminary MSE 26591.9
Estimates of Autoregressive Parameters
Standard
Lag Coefficient Error t Value
1 -0.005224 0.122121 -0.04
2 0.081879 0.122086 0.67
3 0.021412 0.122086 0.18
4 -0.504300 0.122121 -4.13
The SAS System 22:19 Tuesday, April 30, 2002 6
The AUTOREG Procedure
Yule-Walker Estimates
SSE 1502661.44 DFE 50
MSE 30053 Root MSE 173.35867
SBC 820.151307 AIC 799.207862
Regress R-Square 0.5901 Total R-Square 0.7373
Durbin-Watson 1.9665
Standard Approx
Variable DF Estimate Error t Value Pr > |t|
Intercept 1 13924 3692 3.77 0.0004
pop 1 -73.5919 21.4632 -3.43 0.0012
income 1 421.4704 179.8765 2.34 0.0231
price 1 16.4224 11.9981 1.37 0.1772
primeint 1 -37.7706 9.7371 -3.88 0.0003
unemp 1 -64.7777 35.3489 -1.83 0.0728
