You are on page 1of 15

x1(no.

fam)

x2 (surf. comerc)

y (chiffre d'affaires)

x12

x22

x1*y

x2*y

70
35
55
25
28
43
15
33
23
4
45
20
56
452

21
26
14
10
12
20
5
28
9
6
10
8
36
205

198
209
197
156
85
187
43
211
120
62
176
117
273
2034

4900
1225
3025
625
784
1849
225
1089
529
16
2025
400
3136
19828

441
676
196
100
144
400
25
784
81
36
100
64
1296
4343

13860
7315
10835
3900
2380
8041
645
6963
2760
248
7920
2340
15288
82495

4158
5434
2758
1560
1020
3740
215
5908
1080
372
1760
936
9828
38769

x1

y
198
209
197
156
85
187
43
211
120
62
176
117
273

70
35
55
25
28
43
15
33
23
4
45
20
56

250

R Square
Adjusted R Square
Standard Error
Observations

f(x) = 2.8632061354x + 56.910063599


R = 0.6267516711

200
Column C

150

Linear (Column
C)

100
50

SUMMARY OUTPUT
Regression Statistics
Multiple R

300

0.7917
0.6268
0.5928
42.7219
13

10

20

Regression
Residual
Total

1
11
12
Coefficients

Intercept
X Variable 1

SS
33712.4903
20076.7405
53789.2308
Standard Error

56.9101
2.8632

40

50

60

70

80
x1

ANOVA
df

30

MS
33712.4903
1825.1582

t Stat

26.0181
0.6662

>F(0.05;1.11)=4.84
F
18.4710

P-value

2.1873
4.2978

Significance F
0.0012606134

Lower 95%

0.0512
0.0013

-0.3554
1.3969

Upper 95%

114.1755
4.3295

t(0.05;11)=2.201
RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11
12
13

Predicted Y
257.3345
157.1223
214.3864
128.4902
137.0798
180.0279
99.8582
151.3959
122.7638
68.3629
185.7543
114.1742
217.2496
2034.0000

4-d2=2.64<
ui2
3520.5820689345
2691.2980047419
302.2869413849
756.788161551
2712.3092543481
48.6097960277
3232.8498616883
3552.6527817733
7.638616496
40.4863454906
95.1471428509
7.9852230246
3108.1062992564
20076.7404975683
SUMMARY OUTPUT

Residuals
-59.3345
51.8777
-17.3864
27.5098
-52.0798
6.9721
-56.8582
59.6041
-2.7638
-6.3629
-9.7543
2.8258
55.7504
0.0000
d= 2.67

x1(no. fam)
70
35
55
25
28
43
15
33
23
4
45
20
56
452

ui2

(ui-ui-1)2

3520.5821
2691.2980
302.2869
756.7882
2712.3093
48.6098
3232.8499
3552.6528
7.6386
40.4863
95.1471
7.9852
3108.1063
20076.7405

12368.1567
4797.5187
2015.6673
6334.5074
3487.1278
4074.2980
13563.4649
3889.7598
12.9534
11.5019
158.2603
2801.0111
53514.2273

<4-d1=2.92
x1^2
4900
1225
3025
625
784
1849
225
1089
529
16
2025
400
3136
19828

indcision tendant vers autocorrlation ngative

Regression Statistics
Multiple R
0.3011
R Square
0.0907
Adjusted R Square
-0.0912
Standard Error
1635.0152
Observations
13.0000

erreurs homoscdastiques

LM= 1.1789

ANOVA
df
Regression
Residual
Total

2.0000
10.0000
12.0000

SS
2665916.8750
26732746.9329
29398663.8079

Intercept
X Variable 1
X Variable 2

Coefficients
1061.5220
-1.3210
0.3467

Standard Error
1679.6611
98.0582
1.2716

MS
1332958.4375
2673274.6933

<F(0,05;2;10)=7,56
F
0.4986

t Stat

Significance F
0.6217

P-value
0.6320
-0.0135
0.2726

<Chi Deux (0,05;2)=5,991

Lower 95%
Upper 95%
-2680.9961
4804.0401
-219.8083
217.1664
-2.4866
3.1799

0.5416
0.9895
0.7907

Residuals
Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count

0.0000
11.3445
-2.7638
#N/A
40.9031
1673.0617
-0.9519
0.0078
118.9386
-59.3345
59.6041
0.0000
13.0000

Series: Residuals
Sample 1 13
Observations 13

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

Jarque-Bera
Probability

-8.75e-15
-2.763805
59.60413
-59.33449
40.90308
0.006851
1.948166
0.599377
0.741049

0
-75

-50

-25

25

50

75

JB= 8.4595808571
x2

y
198
209
197
156
85
187
43
211
120
62
176
117
273
2034

21
26
14
10
12
20
5
28
9
6
10
8
36
205

SUMMARY OUTPUT
Regression Statistics
0.8662
0.7504
0.7277
34.9373
13

Multiple R
R Square
Adjusted R Square
Standard Error
Observations

ANOVA
df
Regression
Residual
Total

1
11
12
Coefficients

Intercept
X Variable 1

61.3840
6.0293

SS
40362.4920
13426.7387
53789.2308
Standard Error

MS
40362.4920
1220.6126

t Stat

19.1642
1.0485

>F(0.05;1.11)=4.84
F
33.0674

P-value

3.2031
5.7504

Lower 95%

0.0084
0.0001

t(0.05;11)=2.201
RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10

Predicted Y
187.9994
218.1460
145.7943
121.6771
133.7357
181.9701
91.5306
230.2046
115.6478
97.5599

Residuals
10.0006
-9.1460
51.2057
34.3229
-48.7357
5.0299
-48.5306
-19.2046
4.3522
-35.5599

Significance F
0.0001

ui2

(ui-ui-1)2

100.0111
83.6489
2622.0232
1178.0627
2375.1678
25.2995
2355.2146
368.8161
18.9419
1264.5035

366.5896
3642.3240
285.0282
6898.7330
2890.7347
2868.7178
860.0123
554.9233
1592.9743

19.2039
3.7216

Upper 95%

103.5641
8.3370

11
12
13

121.6771
109.6185
278.4390

54.3229
7.3815
-5.4390

2950.9794
54.4870
29.5831
13426.7387

8078.9136
2203.4939
164.3668
30406.8116

0.0000
d2=1.36<

d= 2.26
x2

ui2
100.0111
83.6489
2622.0232
1178.0627
2375.1678
25.2995
2355.2146
368.8161
18.9419
1264.5035
2950.9794
54.4870
29.5831
13426.7387

21
26
14
10
12
20
5
28
9
6
10
8
36
205

<4-d2=2.64

erreurs indpendantes

x2^2
441
676
196
100
144
400
25
784
81
36
100
64
1296
4343

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.5176
R Square
0.2679
Adjusted R Square
0.1215
Standard Error
1083.9526
Observations
13.0000

erreurs homoscdastiques

LM= 3.4826

ANOVA
df
Regression
Residual
Total

2.0000
10.0000
12.0000

SS
4299393.8637
11749532.0268
16048925.8905

Intercept
X Variable 1
X Variable 2

Coefficients
2039.4253
-65.7768
0.0917

Standard Error
1214.7884
151.7756
3.8268

MS
2149696.9318
1174953.2027

<F(0,05;2;10)=7,56
F
1.8296

t Stat

P-value
1.6788
-0.4334
0.0240

0.1241
0.6739
0.9813

<Chi Deux (0,05;2)=5,991

Significance F
0.2103

Lower 95%
Upper 95%
-667.2920
4746.1427
-403.9540
272.4003
-8.4348
8.6183

Residuals
Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count

JB=

0
9.2773
4.3522
#N/A
33.4499
1118.8949
-0.6325
0.1410
103.0586
-48.7357
54.3229
0.0000
13

x1

x2
21
26
14
10
12
20
5
28
9
6
10
8
36
205

SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error

0.9251
0.8558
0.8270
27.8500

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

Jarque-Bera
Probability

7.1903129453

70
35
55
25
28
43
15
33
23
4
45
20
56
452

Series: Residuals
Sample 1 13
Observations 13

-50

y
198
209
197
156
85
187
43
211
120
62
176
117
273
2034

-25

25

50

75

-4.37e4.3522
54.322
-48.735
33.449
0.1241
2.1573

0.4180
0.8113

13

Observations

ANOVA
df
Regression
Residual
Total

SS
46033.0166
7756.2142
53789.2308

2
10
12
Coefficients

Intercept
X Variable 1
X Variable 2

Standard Error

37.5023
1.4963
4.2446

MS
23016.5083
775.6214

t Stat

17.6461
0.5534
1.0650

F(0.05;2;10)=4.1
F
29.6749

P-value

2.1252
2.7039
3.9856

Significance F
0.0001

Lower 95%

0.0595
0.0222
0.0026

-1.8157
0.2633
1.8717

Upper 95%

76.8203
2.7293
6.6176

t(0.05;10)=2.228
RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11
12
13

Predicted Y
231.3796
200.2326
179.2229
117.3557
130.3339
186.7352
81.1697
205.7293
110.1185
68.9552
147.2815
101.3851
274.1009
2034

d2=1.36<
ui2
1114.1950
76.8671
316.0263
1493.3789
2055.1581
0.0701
1456.9290
27.7805
97.6433
48.3748
824.7525
243.8266
1.2120
7756.2142

Residuals
-33.3796
8.7674
17.7771
38.6443
-45.3339
0.2648
-38.1697
5.2707
9.8815
-6.9552
28.7185
15.6149
-1.1009
0.0000

d= 2.17

ui2

(ui-ui-1)2

1114.1950
76.8671
316.0263
1493.3789
2055.1581
0.0701
1456.9290
27.7805
97.6433
48.3748
824.7525
243.8266
1.2120
7756.2142

1776.3654
81.1754
435.4372
7052.3233
2079.2403
1477.2166
1887.0733
21.2589
283.4731
1272.6131
171.7032
279.4195
16817.2993

<4-d2=2.64

erreurs indpendantes

x1(no. fam)

x2 (surf. comerc)

x12

x22

70
35
55
25
28
43
15
33
23
4
45
20
56
452

21
26
14
10
12
20
5
28
9
6
10
8
36
205

4900
1225
3025
625
784
1849
225
1089
529
16
2025
400
3136
19828

441
676
196
100
144
400
25
784
81
36
100
64
1296
4343

x1*x2
1470
910
770
250
336
860
75
924
207
24
450
160
2016
8452

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.5118
R Square
0.2619
Adjusted R Square
-0.2653
Standard Error
798.5811
Observations

erreurs homoscdastiques

LM=n*R2 = 3.4052

13.0000

ANOVA
df
Regression
Residual
Total

Intercept

5.0000
7.0000
12.0000

SS
1584298.1323
4464122.2134
6048420.3457

Coefficients
694.5722

Standard Error
1001.9247

MS
316859.6265
637731.7448

t Stat

<F(0,05;5;7)=3,97
F
0.4969

P-value
0.6932

0.5105

<Chi Deux(0,05;5)=11,07

Significance F
0.7707

Lower 95%
Upper 95%
-1674.6032
3063.7475

x1

29.9052

59.8243

0.4999

0.6325

-111.5568

171.3671

x2

-52.2433

150.4780

-0.3472

0.7387

-408.0672

303.5807

x12

-0.7239

1.2515

-0.5784

0.5811

-3.6832

2.2354

x22

-2.3489

6.4786

-0.3626

0.7276

-17.6684

12.9706

x1*x2

2.4224

4.8958

0.4948

0.6359

-9.1544

13.9992

Column1
Descriptive Statistics pour Residus
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum

0.0000
7.0512
5.2707
#N/A
25.4234
646.3512
-0.4038
-0.5616
83.9781
-45.3339
38.6443

Series: Residuals
Sample 1 13
Observations 13
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

-1.88
5.270
38.64
-45.3
25.42
-0.49
2.307

Jarque-Bera
Probability

0.790
0.673

Sum
Count

0.0000
13.0000

JB=

0
-50

-40

-30

-20

-10

10

20

30

40

6.959006638
13
452
205

452
19828
8452

205
8452
4343

0.4015
-0.0063
-0.0067

-0.0063
0.0004
-0.0005

-0.0067
-0.0005
0.0015

COPY
70
35
55
25
28
43
15
33
23
4
45
20
56

21
26
14
10
12
20
5
28
9
6
10
8
36

X'X=

(X'X)-1=

det(X'X)=

X'Y=

B=(X'X)-1*(X'Y)

2034
82495
38769
37.5023
1.4963
4.2446

36557768
1
1
1
1
1
1
1
1
1
1
1
1
1

X=

Xp=

1
64
23

X'p=

x1
x2
64

Prvision
yp= 231
-0.1556
0.2917
syp= 31.65

0.0081

-0.0032

x1med=

34.7692

x2med=

15.7692
156.4615

ymed=

s2Y=s2u*(1+X'p*(X'X)-1*Xp)

Intervalles de confiance

160.4 301.4

Choix du meilleur modle


M1 et M2
R1=0.7917<R2=0.8662
SSE1=20076.7405>SSE2=13426.7387

M2 est meilleur que M1

k=no vb. exognes pour M3


q=no. vb. exognes pour M2

M2 et M3
Fc=(SSE2-SSE3)/SSE3*(n-k-1)/(k-q)

7.3109

>F(0.05;1;10)=4.96

a augmente le degr de perfo

M3 est le meilleur modle

y (chiffre d'affaires)

x1(no. fam)

x2 (surf. comerc)

198
209
197
156
85
187
43
211
120
62
176
117
273

70
35
55
25
28
43
15
33
23
4
45
20
56

21
26
14
10
12
20
5
28
9
6
10
8
36

Column 1
Column 2
Column 3

Matrice des variances et covariances


Column 1
Column 2
4137.63
905.72
905.72
316.33
514.95
101.87

Column 1
Column 2
Column 3

Matrice des coefficients de corrlation


Column 1
Column 2
1
0.7917
0.7917
1
0.8662
0.6198

cart-type
moyenne

y
64.32
156.46

x1
17.79
34.77

x1*x2
1470
910
770
250
336
860
75
924
207
24
450
160
2016
8452
300
f(x) = 6.0293058057x + 61.3840238326
R = 0.750382399

250
200

Column C

Column C
Linear
(Column C)

150

Linear (Column
C)

100
50
0
70

80

10

15

20

25

30

35

40
x2

x1

Lower 95.000%

-0.3554
1.3969

utocorrlation ngative

Upper 95.000%

114.1755
4.3295

hi Deux (0,05;2)=5,991

Lower 95,0% Upper 95,0%


-2680.9961 4804.0401
-219.8083
217.1664
-2.4866
3.1799

Residuals
1 13
ations 13

m
m
v.
ess
s

Bera
lity

-8.75e-15
-2.763805
59.60413
-59.33449
40.90308
0.006851
1.948166

Les erreurs sont normalement distribues.


JB=0,5994 <CHI DEUX(0,05;2)=5,991

0.599377
0.741049

Lower 95.000%

19.2039
3.7216

Upper 95.000%

103.5641
8.3370

hi Deux (0,05;2)=5,991

Lower 95,0% Upper 95,0%


-667.2920 4746.1427
-403.9540
272.4003
-8.4348
8.6183

Series: Residuals
Sample 1 13
Observations 13
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
Jarque-Bera
Probability

-4.37e-15
4.352224
54.32292
-48.73569
33.44989
0.124182
2.157306
0.418068
0.811368

Les erreurs sont normalement distribues.


JB=0,4181 <CHI DEUX(0,05;2)=5,991

Lower 95.000%

Upper 95.000%

-1.8157
0.2633
1.8717

76.8203
2.7293
6.6176

hi Deux(0,05;5)=11,07

Lower 95,0% Upper 95,0%


-1674.6032 3063.7475
-111.5568

171.3671

-408.0672

303.5807

-3.6832

2.2354

-17.6684

12.9706

-9.1544

13.9992

Series: Residuals
Sample 1 13
Observations 13
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

-1.88e-14
5.270718
38.64426
-45.33385
25.42344
-0.494586
2.307031

Jarque-Bera
Probability

0.790112
0.673642

<Chi Deux(0,05;2)=5,991

Les erreurs sont normalement distribues.


40

COPY
1
X'=
70
21

X'X=

23

13
452
205

PASTE SPECIAL
1
1
35
55
26
14
452
19828
8452

TRANSPOSE
1
1
25
28
10
12

205
8452
4343

1
43
20

1
15
5

X'Y=

2034
82495
38769

36557768

231

no vb. exognes pour M3


no. vb. exognes pour M2

ugmente le degr de performance du modle

covariances
Column 3
514.95
101.87
85.41

16639.86
-70629.95
24898.02

b1=
b2=
b0=

1.4963
4.2446
37.5023

905.72
514.95

101.87
85.41

-0.375596
0.6159
0.2548

b1=
b2=
b0=

1.4963
4.2446
37.5023

0.7917
0.8662

0.6198
1

e corrlation
Column 3
0.8662
0.6198
1

x2
9.24
15.77

1
33
28

1
23
9

1
4
6

1
45
10

1
20
8

1
56
36

You might also like