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COMM5005

Lecture 12

regression where we have an employees

superannuation account balance as the

dependent variable. There is data from 20

employees.

We are trying to estimate the relationship that

the independent variables years in workforce,

gender and current salary have on the

superannuation balance.

Gender is a qualitative variable. We represent it

by using a dummy variable which has a value of

1 for a male and 0 for a female employee.

look at how to interpret the Excel

output for a multiple regression

see how to separate the trend and

cyclical components in time

series data

forecasting

see how to calculate index numbers

Business School

J.Watson, Semester 1 2015

superannuation data

Readings

Y e a r s in

W o rk fo rc e

25

31

37

37

40

30

32

26

29

36

28

29

10

15

30

28

35

17

25

22

Ch 12.7

Ch 13.1-13.4, 13.6

Ch 14.1-14.4

Ch 14.9

G ender

1

1

1

1

1

1

1

1

1

1

1

1

0

0

0

0

0

0

0

0

S a la r y

$ '0 0 0

5 0 .6

7 5 .2

4 8 .3

5 2 .3

1 0 6 .2

6 1 .3

5 2 .6

4 8 .9

4 2 .6

8 9 .5

3 3 .1

3 5 .6

3 1 .2

3 3 .9

4 9 .7

6 9 .3

8 6 .4

2 8 .1

4 6 .2

5 0 .7

S u p e r a n n u a tio n

B a la n c e $ '0 0 0

1 1 7 .9

4 1 7 .1

1 5 6 .2

2 0 2 .9

5 0 6 .2

255

1 7 9 .8

8 2 .6

4 7 .3

4 8 8 .5

7 0 .5

1 2 0 .1

1 5 .6

8 .9

1 2 4 .7

2 2 3 .4

3 0 1 .6

5 2 .8

6 7 .9

8 9 .5

4

Excel output

Estimate 1

SUMMARY OUTPUT

So a male employee

with a current salary

of $50,000 who has

worked for 30 years is

estimated to have a

superannuation

balance of

Regression Statistics

Multiple R

0.951399308

R Square

0.905160643

Adjusted R Square

0.887378264

Standard Error

50.11767261

Observations

20

ANOVA

df

Regression

Residual

Total

3

16

19

Intercept

Years in Workforce

Gender

Current Salary $'000

SS

MS

F

Significance F

383564.8798

127855 50.90211 2.09087E-08

40188.49773 2511.781

423753.3775

Coefficients

Standard Error

-196.0738799 45.52498098

-0.604845409 2.633748738

59.58681943 29.84990611

6.480588884 0.799454349

t Stat

-4.306951

-0.229652

1.996215

8.106265

P-value

0.000543

0.821272

0.06322

4.67E-07

-292.582528 -99.56523

-6.18814328 4.978452

-3.6921543 122.8658

4.785821383 8.175356

169.397

or $169,397

Regression equation

Estimate 2

Yi b0 b1 X 1i b2 X 2i b3 X 3i

We can no longer draw this as a line because it is in four

dimensional space. From the Excel output below we see

that the equation should be

where Yi predicted superannuation balance $'000

and period in the workforce is estimated to have a

superannuation balance of

Y 196.07 0.6048(30) 0 6.4806(50)

109.810

X 1i years in workforce

X 2 i gender

or only $109,810

X 3i salary$'000

6

Interpretation of coefficients

residual plots

We should check the residuals against Yi

plus (separately) against each of the

independent variables. These plots are

shown below and on the next slide.

derivative i.e. the rate at which the super

balance changes if all other variables are kept

constant

So we can interpret b3 6.4806 to mean that

the estimated superannuation account

balance will increase by 6.4806 thousand

dollars for every extra thousand dollars of

current salary, keeping gender and working

years constant.

100

80

60

residuals

40

Check

either side

of 0 level

20

0

-100

-20

Residuals

0

100

200

300

400

500

600

-40

-60

-80

-100

11

predicted super

Residuals

Residuals

176.3096018

-58.40960183

332.1030159

84.99698407

154.1461025

2.053897502

180.068458

22.83154197

527.5576627

-21.35766266

242.6276759

12.37232415

185.0368617

-5.236861742

164.6877553

-82.08775532

122.0455091

-74.74550913

10

421.7512099

66.74879007

11

61.08476014

9.415239862

12

76.68138694

13

0.072039187

15.52796081

14

14.54540213

-5.645402131

15

107.8660254

16.83397463

16

236.0952583

-12.69525831

17

342.6794104

-41.07941037

18

-24.25170421

77.05170421

19

88.20819132

-20.30819132

20

119.1853775

-29.68537752

100

Residuals

R e s id u a ls

Observation

-100

20

40

60

80

100

120

100

50

0

-50 0

10

20

30

40

50

-100

Years in Workforce

43.41861306

Residuals

100

50

0

-50 0

-100

0.5

1.5

Gender

10

12

Residuals normal?

reject the hypotheses that 0 and 3 are zero

using two tail tests and a 1% level of significance?

Histogram

F req u en cy

the residuals are

normally distributed.

The histogram here

created from the data

on slide 10 shows that

they are.

8

6

4

2

0

Frequency

-100

-50

50

100

Intercept

Years in Workforce

Gender

Current Salary $'000

Coefficients

Standard Error

-196.0738799 45.52498098

-0.604845409 2.633748738

59.58681943 29.84990611

6.480588884 0.799454349

t Stat

-4.30695

-0.22965

1.996215

8.106265

P-value

0.000543

0.821272

0.06322

4.67E-07

More

Residual

13

2.

R Square

15

the variation in superannuation balances is

explained by this model.

Remember though that if we were

comparing alternative models with

different numbers of variables it would be

preferable to use the adjusted R Square

which tells us that 88.7% of variation of

superannuation is explained.

14

The reason is that for the Intercept,

the P-value is 0.00543<0.01

and for Current salary, the P-value is

4.67 107 0.01

16

5. Analysis of Variance

However, we can only reject the

hypothesis that the gender coefficient 2 0

using a two tail test at the 10% level since

its P-value is 0.06322

We are not able to reject the hypothesis

that the years in the workforce coefficient

1 0 even at the 10% level.

section of the output refers to analysis of

variance and shows sums of squares due to the

regression (SSR), residual or errors (SSE) and

total sum of squares (SST).

We have already seen how these have been

used to give the R 2 value.

They are also used to calculate the F value

which is a measure of the overall significance of

the regression model.

17

Excel also gives us another way of

analysing the beta coefficients. We can

find a confidence interval for each

Lower 95% Upper 95%

population coefficient.

-292.582528 -99.5652

-6.18814328 4.978452

The endpoints of these

-3.6921543 122.8658

4.785821383 8.175356

are shown in the Columns

Lower 95% and Upper 95%.

We can also check these to see which

intervals contain zero and which do not. 18

19

F test

For a regression with only one independent variable the

significance level of F is the same as the p-value for the

slopes t test. In a multiple regression the F value is

used to perform a joint test of the regression coefficients

i.e. that

H 0 1 2 ... K 0

H1 : At least one of the coefficients 1 , 2 ,... K is

non-zero

where the test statistic is F

SSR / k

MSR

SSE / n k 1 MSE

20

F tables

Four separate tables are given for alpha levels

of 0.05, 0.025, 0.01 and 0.005 in the upper tail.

The F distribution depends on degrees of

freedom for both the numerator and

denominator.

If we use a 1% level of significance 3 degrees of

freedom in the numerator and 16 in the

denominator, the critical value is F0.01,3,16 5.29

Since F = 50.90211 > 5.29 we reject the null

hypothesis.

set of variables over time.

Graphs are usually drawn with time on the

horizontal axis and lines connecting the data

points. Often patterns can be determined such

as seasonal variations and long term trends.

21

23

here?

F test conclusion

Instead of using tables you can simply read off

the Significance F relating to F=50.90211 and

compare it with the desired level of significance.

The given value is 2.09087E-08

or 2.09087x10-8 < 0.01

At the 1 % level we would reject

H 0 1 2 ... K 0

between at least one of the variables and the

superannuation balance.

22

http://www.bom.gov.au/cgi-bin/climate/change/timeseries.cgi

Trend

The trend is the continuous long term movement in a

variable over a period of time. If a linear relationship is

appropriate, the most widely used technique for isolating

the trend is to use a linear regression with Y b b t

t

0

1

where t the independent variable is time.

Seasonal Component

Many economic variables fluctuate on a regular basis

throughout a defined period, usually a year. This may be

due to agricultural growing and harvest cycles, holiday

periods such as Christmas or time when school leavers

join the workforce. If only annual data were used the

model would not need to include a seasonal component.

25

27

Cyclical Variation

Business cycles with upswings, peaks,

contractions and troughs will produce a wavelike

effect on time series over a relatively long

period.

Irregular fluctuations

These will be often caused by natural disasters

such as floods, cyclones and tsunamis or manmade disruptions such as wars and elections.

26

28

additive model

multiplicative model

several components. In an additive model

these are usually regarded as the Trend

(T), the Seasonal component (S), Cyclical

variations (C) and some Irregular or

random fluctuations (I). Therefore the

additive model can be written as

Yt Tt S t C t I t

assumption that the components are

independent of each other. A more

realistic alternative is the multiplicative

model which can be written as

Yt Tt S t C t I t

and the other terms are proportions.

29

31

additive example

Petrol example

model of the sales value of swimwear in a retail

store with the additive model

we might find that at time t = 12

Y = $2,000 + $3,000 -$500 +$50 = $4,550

The large positive seasonal component ($3,000)

reflects that swimwear sales are strongly

seasonal and are high in month 12 (December).

The negative value for the cyclical component

might be the result of a downswing in the

business cycle.

how to separate out the trend and (day of

week) cyclical components from a set of

data and to use this to forecast future

Week 1 Week 2 Week 3 Week 4

prices.

30

Sun

Mon

Tue

Wed

Thu

Fri

Sat

1.20

1.18

1.16

1.18

1.27

1.25

1.24

1.23

1.22

1.21

1.21

1.30

1.28

1.26

1.25

1.22

1.20

1.32

1.32

1.30

1.29

1.28

1.26

1.25

1.26

1.35

1.34

1.30

32

Step 1

Day

line so will arrange the

prices in a single column

and number the days

from Sunday in Week 1

as shown at left then

perform a regression with

price as the dependent

variable and time as the

independent one.

The result is the equation

Price

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

19

20

21

22

23

24

25

26

27

28

Yt Tt Ct I t

1.20

1.18

1.16

1.18

1.27

1.25

1.24

1.23

1.22

1.21

1.21

1.30

1.28

1.26

1.25

1.22

1.20

1.32

1.32

1.30

1.29

1.28

1.26

1.25

1.26

1.35

1.34

1.30

Y 1.1917 0.0043t

33

cyclical component but no seasonal one. We will

try to adjust the prices to remove the cyclical

(day of week) component.

Copy the predicted prices from the regression

output onto the data page. Divide the price for

each time period by the corresponding predicted

price. Thus we have an estimate

Yt

Ct I t

Tt

35

Trend line

The plot below shows how the daily price

fluctuates in a fairly regular pattern around

this trend line.

Day Line Fit Plot

Price

1.40

1.30

Price

1.20

Predicted Price

1.10

0

10

20

30

each day of the week. For the four Sundays we

find the average for observations 1,8,15 and 22.

We calculate seven averages in all, one for each

day using the four weeks of observations.

These values become the multiplicative cyclical

(i.e. daily) index. We can check that the index

numbers add to 7. In this case they are very

close to 7 so will not need to be adjusted.

Day

34

36

days 13-28

The adjusted index is then found by

dividing each daily price by the index for

the corresponding day.

For example to find the adjusted price for

Day 1(a Sunday), as we see on the next

slide

adjusted price 1.20 0.998808 1.201

13

14

15

16

17

18

19

20

21

22

23

24

25

26

27

28

1.28

1.26

1.25

1.22

1.20

1.32

1.32

1.30

1.29

1.28

1.26

1.25

1.26

1.35

1.34

1.30

1.248128079

1.252471264

1.25681445

1.261157635

1.265500821

1.269844007

1.274187192

1.278530378

1.282873563

1.287216749

1.291559934

1.29590312

1.300246305

1.304589491

1.308932677

1.313275862

1.025535778

1.006011104

0.994577998

0.967365193

0.948241186

1.03949776

1.035954535

1.016792423

1.005555058

0.994393525

0.975564483

0.964578278

0.969047168

1.034808274

1.023734852

0.989891033

37

Day

Price

1

2

3

4

5

6

7

8

9

10

11

12

Price/predicted

Predicted Price price

1.20 1.196009852 1.003336216

1.18 1.200353038 0.983044124

1.16 1.204696223 0.962898345

1.18 1.209039409 0.975981421

1.27 1.213382594 1.046660802

1.25

1.21772578 1.026503685

1.24 1.222068966 1.014672686

1.23 1.226412151 1.002925484

1.22 1.230755337

0.99126119

1.21 1.235098522 0.979678931

1.21 1.239441708 0.976245992

1.30 1.243784893 1.045196808

Day

Sun

Mon

Tue

Wed

Thu

Fri

Sat

1.246951

1.24178

1.245844

1.241043

1.246237

1.352485

1.261154

1.266435

1.271346

1.275744

1.281733

1.298164

1.291008

1.289816

1.305402

1.281201

39

forecasting

Average

Adjusted

(price/pred

series

price)

0.998808306 1.201432

0.979308748 1.204932

0.963849185 1.203508

0.990193085 1.191687

1.040655105 1.220385

1.023141684 1.221727

1.00403247 1.23502

1.22591

6.999988584 1.241043

1.256623

1.239778

1.242045

38

to make a forecast from our trend line we need

to include the cyclical component.

If we wish to forecast the price at day 35 we

would substitute t = 35 into the regression

equation and multiply the result by the index

relating to a Saturday.

Thus the forecast of Y35 is

1.0040 (1.1917 + 0.0043(35)) = 1.3476

40

10

forecasting

Yt Tt Ct I t

the index for the relevant day from the observed.

When forecasting with the additive model it

should be assumed I = 0 and the index should

be added to the estimate from the trend.

As day 36 is Sunday forecast of Y36 would be

1.1917+0.0043(36)+(-0.0016) = 1.3449

data page this time they should be

subtracted from the observed prices to

give C I . Then the average (pricepredicted price) for each day of the week

should be found , giving a daily index.

t

41

Day

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

Price

1.20

1.18

1.16

1.18

1.27

1.25

1.24

1.23

1.22

1.21

1.21

1.30

1.28

1.26

1.25

1.22

1.20

1.32

Predicted Price

1.196009852

1.200353038

1.204696223

1.209039409

1.213382594

1.21772578

1.222068966

1.226412151

1.230755337

1.235098522

1.239441708

1.243784893

1.248128079

1.252471264

1.25681445

1.261157635

1.265500821

1.269844007

Price predicted

price

Day

0.003990148 Sun

-0.020353038Mon

-0.044696223Tue

-0.029039409Wed

0.056617406 Thu

0.03227422 Fri

0.017931034 Sat

0.003587849

-0.010755337total

-0.025098522

-0.029441708

0.056215107

0.031871921

0.007528736

-0.00681445

-0.041157635

-0.065500821

0.050155993

Average (pricepred.price)

-0.0016133

-0.025956486

-0.045299672

-0.012142857

0.051013957

0.029170772

0.004827586

-3.88578E-16

43

7. Price indices

Adjusted

series

1.201613

1.205956

1.2053

1.192143

1.218986

1.220829

1.235172

1.231613

1.245956

1.2553

1.222143

1.248986

1.250829

1.255172

1.251613

1.245956

1.2453

1.332143

Hang Seng all have in common? They are

indices.

A simple price index looks at only one item

e.g. the price of 1 kg of navel oranges in

2012 compared with the base year of 2000

2012 price

2.99

100

100 186.875

2000 price

1.60

42

44

11

deficiencies

in a number of items.

A simple aggregate index can be found by

finding the sum of current prices x 100

divided by the sum of base year prices

or

index is that it takes no account of

quantities purchased.

if prices are quoted in different units, eg

per mushroom instead of per kilo, the

index will be affected and give a different

result.

a large price for one item may dominate

p 100

p

n

0

45

Example 1

47

Weighted indices

Weighted indices allow greater importance

to be given to items for which greater

quantities are sold or consumed

Laspeyres index uses base period

quantities ( q0 ) as weights

It can be used to compare prices between

other periods

following basket of food items

Item

2000

2012

Zucchini/kg

3.99

5.99

Mushrooms/kg

6.50

7.99

Pink Lady

Apples/kg

3.99

5.99

2.99

Laspeyres index

46

p q 100

pq

n

48

12

Notices

Item

2000 p

2012p

Zucchini/kg

Calculate the 3.99 5.99

2000 q

2012q

3.2

4.3

Mushrooms/kg 6.50

7.99

1.2

1.5

Pink Lady

Apples/kg

3.99

5.99

5.2

5.6

Navel

Oranges/kg

1.60

2.99

6.2

7.0

course on myUNSW. They are carried out

anonymously and will help us plan for future

changes in the course.

We will hand out the assignments which have

been corrected so far during Week 12 tutorials. If

there are any we have not managed to mark by

Thursday the rest will be handed out during the

Week 13 tutorials or can be picked up from

Judiths office after that date.

49

51

Stuvac consultations

The Paasche index used the current

period quantities but has some practical

problems such as obtaining quantity data

for every period

Paasche index =

p q 100

pq

n

50

will be slightly different:

Week 13 as normal- Tuesday 2-4, Thursday

4-5

Tuesday June 9, 2-4

Thursday June 11, 2-3

Monday June 15, 2-4

Thursday June 18, 2-3

Tuesday June 23, 2-4

Thursday June 25, 2-3

and by appointment

52

13

Exam

The exam will consist of two parts:

Part A: 16 multiple choice questions on both

maths and statistics, each worth 1 mark. Use a

pencil to mark answers and your personal

details.

Part B: 3 written problems with two of the three

based on the statistics section of the course.

They are not all of equal marks so plan your time

carefully.

Total marks for the exam: 50

Please bring an approved calculator, textbook,

notes, pencil, pen, ruler, eraser. No tables will

be supplied (you can use the textbook ones). 53

Dont forget that the final Regression eLearning

tutorial will run in week 13 to help with your

revision.

Thanks for your participation in COMM5005.

We hope you have learned some useful skills

and that your efforts are rewarded with good

results.

54

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