NPW10.4 Forecast model analysis


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DATE: Nov. 30, 2012, 8:19 a.m.

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  1. Model.f1:
  2. lm(formula = net ~ netlag1 + netlag11 + pricelag1 + pricelag11,
  3. data = alldata, na.action = na.omit)
  4. Residuals:
  5. Min 1Q Median 3Q Max
  6. -0.244190 -0.044882 0.005554 0.042514 0.186536
  7. Coefficients:
  8. Estimate Std. Error t value Pr(>|t|)
  9. (Intercept) 4.55702 0.49136 9.274 2.08e-15 ***
  10. netlag1 0.73812 0.02756 26.782 < 2e-16 ***
  11. netlag11 0.10081 0.01491 6.762 7.24e-10 ***
  12. pricelag1 0.23224 0.02025 11.466 < 2e-16 ***
  13. pricelag11 -0.05139 0.01337 -3.844 0.000205 ***
  14. ---
  15. Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
  16. Residual standard error: 0.06588 on 108 degrees of freedom
  17. (23 observations deleted due to missingness)
  18. Multiple R-squared: 0.9991, Adjusted R-squared: 0.9991
  19. F-statistic: 3.005e+04 on 4 and 108 DF, p-value: < 2.2e-16
  20. Model.f2:
  21. lm(formula = net ~ netlag2 + netlag11 + pricelag2 + pricelag12,
  22. data = alldata, na.action = na.omit)
  23. Residuals:
  24. Min 1Q Median 3Q Max
  25. -0.32227 -0.05663 0.00767 0.06815 0.18924
  26. Coefficients:
  27. Estimate Std. Error t value Pr(>|t|)
  28. (Intercept) 8.53685 0.70969 12.029 < 2e-16 ***
  29. netlag2 0.47975 0.04220 11.369 < 2e-16 ***
  30. netlag11 0.21922 0.02571 8.528 1.07e-13 ***
  31. pricelag2 0.43515 0.03025 14.383 < 2e-16 ***
  32. pricelag12 -0.10761 0.02156 -4.991 2.34e-06 ***
  33. ---
  34. Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
  35. Residual standard error: 0.09841 on 107 degrees of freedom
  36. (24 observations deleted due to missingness)
  37. Multiple R-squared: 0.9979, Adjusted R-squared: 0.9978
  38. F-statistic: 1.256e+04 on 4 and 107 DF, p-value: < 2.2e-16
  39. Model.f3:
  40. lm(formula = net ~ netlag3 + netlag11 + pricelag3 + pricelag9,
  41. data = alldata, na.action = na.omit)
  42. Residuals:
  43. Min 1Q Median 3Q Max
  44. -0.32684 -0.05948 0.00370 0.07135 0.40748
  45. Coefficients:
  46. Estimate Std. Error t value Pr(>|t|)
  47. (Intercept) 8.93382 1.08794 8.212 5.11e-13 ***
  48. netlag3 0.48942 0.06548 7.475 2.15e-11 ***
  49. netlag11 0.19678 0.03235 6.083 1.82e-08 ***
  50. pricelag3 0.52225 0.04226 12.359 < 2e-16 ***
  51. pricelag9 -0.19518 0.02951 -6.613 1.48e-09 ***
  52. ---
  53. Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
  54. Residual standard error: 0.1349 on 108 degrees of freedom
  55. (23 observations deleted due to missingness)
  56. Multiple R-squared: 0.9962, Adjusted R-squared: 0.9961
  57. F-statistic: 7142 on 4 and 108 DF, p-value: < 2.2e-16
  58. Model.f4:
  59. lm(formula = net ~ netlag4 + netlag11 + pricelag4 + pricelag9,
  60. data = alldata, na.action = na.omit)
  61. Residuals:
  62. Min 1Q Median 3Q Max
  63. -0.38865 -0.11274 -0.00182 0.10096 0.56920
  64. Coefficients:
  65. Estimate Std. Error t value Pr(>|t|)
  66. (Intercept) 9.29140 1.40845 6.597 1.60e-09 ***
  67. netlag4 0.45075 0.09191 4.904 3.33e-06 ***
  68. netlag11 0.22519 0.04856 4.637 9.95e-06 ***
  69. pricelag4 0.62582 0.05709 10.963 < 2e-16 ***
  70. pricelag9 -0.31562 0.04151 -7.603 1.13e-11 ***
  71. ---
  72. Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
  73. Residual standard error: 0.1782 on 108 degrees of freedom
  74. (23 observations deleted due to missingness)
  75. Multiple R-squared: 0.9934, Adjusted R-squared: 0.9932
  76. F-statistic: 4084 on 4 and 108 DF, p-value: < 2.2e-16
  77. Canary model:
  78. lm(formula = net.12mo ~ price.12mo + netlag1 + netlag3, data = alldata.12mo,
  79. na.action = na.omit)
  80. Residuals:
  81. Min 1Q Median 3Q Max
  82. -0.112897 -0.025772 0.002283 0.029323 0.105128
  83. Coefficients:
  84. Estimate Std. Error t value Pr(>|t|)
  85. (Intercept) 3.7050 1.2787 2.897 0.005698 **
  86. price.12mo 0.1368 0.0384 3.563 0.000852 ***
  87. netlag1 0.5316 0.1226 4.337 7.59e-05 ***
  88. netlag3 0.3383 0.1073 3.154 0.002810 **
  89. ---
  90. Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
  91. Residual standard error: 0.04435 on 47 degrees of freedom
  92. (15 observations deleted due to missingness)
  93. Multiple R-squared: 0.9843, Adjusted R-squared: 0.9833
  94. F-statistic: 980.9 on 3 and 47 DF, p-value: < 2.2e-16

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