Your trial period for SPSS Statistics will expire in 30 days. GET DATA /TYPE=XLS /FILE='C:\Users\PARVEZ\Desktop\Book1(97).

xls' /SHEET=name 'Sheet1' /CELLRANGE=full /READNAMES=on /ASSUMEDSTRWIDTH=32767. REGRESSION /DESCRIPTIVES MEAN STDDEV CORR SIG N /MISSING LISTWISE /STATISTICS COEFF OUTS CI(95) BCOV R ANOVA COLLIN TOL CHANGE ZPP /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT SalariesY /METHOD=ENTER YearsofEducationX1 YearsofExperienceX2 /SCATTERPLOT=(*ZPRED ,*SDRESID) /RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID) /CASEWISE PLOT(ZRESID) OUTLIERS(3).

Regression

Notes Output Created Comments Input Active Dataset Filter Weight Split File N of Rows in Working Data File Missing Value Handling Definition of Missing Cases Used User-defined missing values are treated as missing. Statistics are based on cases with no missing values for any variable used. DataSet1 <none> <none> <none> 20 06-Apr-2012 19:44:26

Syntax

REGRESSION /DESCRIPTIVES MEAN STDDEV CORR SIG N /MISSING LISTWISE /STATISTICS COEFF OUTS CI(95) BCOV R ANOVA COLLIN TOL CHANGE ZPP /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT SalariesY /METHOD=ENTER YearsofEducationX1 YearsofExperienceX2 /SCATTERPLOT=(*ZPRED ,*SDRESID) /RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID) /CASEWISE PLOT(ZRESID) OUTLIERS(3).

Resources

Processor Time Elapsed Time Memory Required Additional Memory Required for Residual Plots

0:00:01.154 0:00:01.170 1660 bytes 904 bytes

[DataSet1]

Descriptive Statistics Mean Salaries(Y) Years of Education(X1) Years of Experience(X2) 31.05 10.15 5.65 Std. Deviation 5.558 1.268 1.424 N 20 20 20

Correlations

Years of Salaries(Y) Pearson Correlation Salaries(Y) Years of Education(X1) Years of Experience(X2) Sig. (1-tailed) Salaries(Y) Years of Education(X1) Years of Experience(X2) N Salaries(Y) Years of Education(X1) Years of Experience(X2) 1.000 .902 .906 . .000 .000 20 20 20 Education(X1) .902 1.000 .876 .000 . .000 20 20 20

Years of Experience(X2) .906 .876 1.000 .000 .000 . 20 20 20

Variables Entered/Removed Variables Model 1 Entered Years of Experience(X2) , Years of Education(X1)a a. All requested variables entered. Variables Removed . Method Enter

Model Summaryb Adjusted R Model 1 R .934a R Square .872 Square .857 Std. Error of the Estimate 2.099

a. Predictors: (Constant), Years of Experience(X2), Years of Education(X1) b. Dependent Variable: Salaries(Y) Model Summaryb Change Statistics R Square Model 1 Change .872 F Change 58.094 df1 2 df2 17 Sig. F Change .000 Durbin-Watson 1.042

b. Dependent Variable: Salaries(Y)

ANOVAb Sum of Model 1 Regression Residual Total Squares 512.032 74.918 586.950 df 2 17 19 Mean Square 256.016 4.407 F 58.094 Sig. .000a

a. Predictors: (Constant), Years of Experience(X2), Years of Education(X1) b. Dependent Variable: Salaries(Y)

Coefficientsa Standardized Unstandardized Coefficients Model 1 (Constant) Years of Education(X1) Years of Experience(X2) a. Dependent Variable: Salaries(Y) Coefficientsa 95.0% Confidence Interval for B Model 1 (Constant) Years of Education(X1) Years of Experience(X2) a. Dependent Variable: Salaries(Y) Coefficientsa Collinearity Statistics Model 1 Years of Education(X1) Years of Experience(X2) a. Dependent Variable: Salaries(Y) Tolerance .233 .233 VIF 4.287 4.287 Lower Bound -11.075 .385 .467 Upper Bound 9.720 3.703 3.421 .902 .906 .533 .559 .225 .241 Zero-order Correlations Partial Part B -.677 2.044 1.944 Std. Error 4.928 .786 .700 .466 .498 Coefficients Beta t -.137 2.599 2.777 Sig. .892 .019 .013

Coefficient Correlationsa Years of Model 1 Correlations Years of Experience(X2) Years of Education(X1) Covariances Years of Experience(X2) Years of Education(X1) a. Dependent Variable: Salaries(Y) Experience(X2) 1.000 -.876 .490 -.482 Years of Education(X1) -.876 1.000 -.482 .618

Collinearity Diagnosticsa Variance Proportions Dime Model 1 nsion 1 2 3 Eigenvalue 2.969 .029 .002 Condition Index 1.000 10.112 36.313 (Constant) .00 .14 .86 Years of Education(X1) .00 .00 1.00 Years of Experience(X2) .00 .25 .75

a. Dependent Variable: Salaries(Y)

Residuals Statisticsa Minimum Predicted Value Std. Predicted Value Standard Error of Predicted Value Adjusted Predicted Value Residual Std. Residual Stud. Residual Deleted Residual Stud. Deleted Residual Mahal. Distance Cook's Distance Centered Leverage Value 21.96 -3.399 -1.619 -1.803 -4.213 -1.945 .537 .001 .028 40.21 3.576 1.704 1.774 3.880 1.907 7.409 .284 .390 31.00 .000 .000 .010 .054 .017 1.900 .069 .100 5.312 1.986 .946 1.030 2.373 1.065 1.755 .093 .092 20 20 20 20 20 20 20 20 20 21.50 -1.839 .587 Maximum 39.40 1.608 1.392 Mean 31.05 .000 .784 Std. Deviation 5.191 1.000 .219 N 20 20 20

a. Dependent Variable: Salaries(Y)

Charts

ACF VARIABLES=YearsofEducationX1 YearsofExperienceX2 /MXAUTO 16 /SERROR=IND /PACF.

/LN

/DIFF=1

ACF

Notes Output Created Comments Input Active Dataset Filter Weight Split File DataSet1 <none> <none> <none> 06-Apr-2012 19:45:10

N of Rows in Working Data File Date Missing Value Handling Definition of Missing Cases Used <none> User-defined missing values are treated as missing.

20

For a given time series variable, cases with missing values are not used in the analysis. Also, cases with negative or zero values are not used, if the log transform is requested.

Syntax

ACF VARIABLES=YearsofEducationX1 YearsofExperienceX2 /LN /DIFF=1 /MXAUTO 16 /SERROR=IND /PACF.

Resources Use Time Series Settings (TSET)

Processor Time Elapsed Time From To Amount of Output Saving New Variables Maximum Number of Lags in Autocorrelation or Partial Autocorrelation Plots Maximum Number of Lags Per Cross-Correlation Plots Maximum Number of New Variables Generated Per Procedure Maximum Number of New Cases Per Procedure Treatment of User-Missing Values Confidence Interval Percentage Value CIN = 95 MISSING = EXCLUDE MXPREDICT = 1000 MXNEWVAR = 60 MXCROSS = 7 First observation Last observation PRINT = DEFAULT NEWVAR = CURRENT MXAUTO = 16

0:00:00.921 0:00:00.920

Tolerance for Entering Variables in Regression Equations Maximum Iterative Parameter Change Method of Calculating Std. Errors for Autocorrelations Length of Seasonal Period Variable Whose Values Label Observations in Plots Equations Include

TOLER = .0001

CNVERGE = .001

ACFSE = IND

Unspecified Unspecified

CONSTANT

[DataSet1]

Model Description Model Name Series Name 1 2 Transformation Non-Seasonal Differencing Seasonal Differencing Length of Seasonal Period Maximum Number of Lags Process Assumed for Calculating the Standard Errors of the Autocorrelations Display and Plot Applying the model specifications from MOD_1 a. Not applicable for calculating the standard errors of the partial autocorrelations. All lags Independence(white noise)
a

MOD_1 Years of Education(X1) Years of Experience(X2) Natural logarithm 1 0 No periodicity 16

Case Processing Summary

Years of Education(X1) Series Length Number of Missing Values Negative or Zero Before Log Transform User-Missing System-Missing Number of Valid Values Number of Values Lost Due to Differencing Number of Computable First Lags After Differencing 18 0 0 20 1 20 0

Years of Experience(X2) 20 0 0 0 20 1

18

Years of Education(X1)

Autocorrelations Series:Years of Education(X1) Box-Ljung Statistic Lag 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Autocorrelation -.516 .245 -.229 -.081 .124 -.046 .127 -.204 .076 -.029 .054 .028 .074 -.248 .202 -.158 Std. Error
a

Value 5.899 7.307 8.610 8.784 9.221 9.285 9.822 11.326 11.558 11.594 11.738 11.783 12.145 17.059 21.149 24.451

df 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

Sig.b .015 .026 .035 .067 .101 .158 .199 .184 .239 .313 .384 .463 .516 .253 .132 .080

.212 .206 .200 .194 .187 .181 .173 .166 .158 .150 .142 .132 .123 .112 .100 .087

a. The underlying process assumed is independence (white noise).

b. Based on the asymptotic chi-square approximation.

Partial Autocorrelations Series:Years of Education(X1) Partial Lag 1 2 3 4 5 6 7 8 Autocorrelation -.516 -.029 -.155 -.358 -.093 -.020 .020 -.214 Std. Error .229 .229 .229 .229 .229 .229 .229 .229

9 10 11 12 13 14 15 16

-.153 -.015 -.018 -.068 .151 -.192 .000 -.004

.229 .229 .229 .229 .229 .229 .229 .229

Years of Experience(X2)

Autocorrelations Series:Years of Experience(X2)

Box-Ljung Statistic Lag 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Autocorrelation -.534 .157 -.076 -.089 -.010 .122 .083 -.318 .246 -.061 -.022 .133 -.064 -.086 .051 -.055 Std. Error
a

Value 6.313 6.891 7.035 7.246 7.249 7.706 7.932 11.610 14.020 14.184 14.208 15.222 15.494 16.087 16.342 16.739

df 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

Sig.b .012 .032 .071 .123 .203 .260 .339 .169 .122 .165 .222 .230 .278 .308 .360 .403

.212 .206 .200 .194 .187 .181 .173 .166 .158 .150 .142 .132 .123 .112 .100 .087

a. The underlying process assumed is independence (white noise). b. Based on the asymptotic chi-square approximation.

Partial Autocorrelations Series:Years of Experience(X2) Partial Lag 1 2 3 4 5 6 7 8 9 10 Autocorrelation -.534 -.179 -.105 -.228 -.269 -.039 .220 -.298 -.178 .148 Std. Error .229 .229 .229 .229 .229 .229 .229 .229 .229 .229

11 12 13 14 15 16

.069 .007 .037 .073 .085 -.216

.229 .229 .229 .229 .229 .229