Business Statistics book: online regression exercises
Each link below connects to a page with
updated data for you to perform a regression
calculation.
Paste the data into a spreadsheet such as Excel
and then calculate the indicated regression.
The answers are at the bottom of each page.
The data is from the
Federal Reserve Bank of Saint Louis.
Click here for trend graphs and more
about data links.
- Unemployment rate trend:
Perform a regression calculation with TIME
as the independent variable and UNEMP as the
dependent variable. Determine whether there is
a general trend for unemployment to increase or
decrease. Note that the TIME variable simply
counts the number of months that have passed since
the series begins.
Also, calculate the average, variance, and
standard deviation for the unemployment rate
for this period. Treat the list as a population.
- Real gross domestic product trend:
Perform a regression calculation with TIME
as the independent variable and the base-10
logarithm of real GDP as the dependent variable.
Note that GDP values are given every quarter.
The first view values of the logarithm are given.
Calculate the rest of the logarithm values with
the log10 function in Excel.
After you have performed the regression calculation,
calculate the average percentage growth rate
per quarter. Calculate (10^slope-1) -- that is,
10 to the power of the regression slope, then
subtract 1. The resulting value is the fractional
growth rate per quarter. Multiply this value
by 100 to get the percentage growth rate.
- Total employment trend:
Perform a regression calculation with TIME
as the independent variable and the base-10
logarithm of employment as the dependent variable.
The first view values of the logarithm are given.
Calculate the rest of the logarithm values with
the log10 function in Excel.
After you have performed the regression calculation,
calculate the average percentage growth rate
per quarter. Calculate (10^slope-1) -- that is,
10 to the power of the regression slope, then
subtract 1. The resulting value is the fractional
growth rate per quarter. Multiply this value
by 100 to get the percentage growth rate.
- Money supply trend, M1 definition:
Perform a regression calculation with TIME
as the independent variable and the base-10
logarithm of M1 as the dependent variable.
The first view values of the logarithm are given.
Calculate the rest of the logarithm values with
the log10 function in Excel.
After you have performed the regression calculation,
calculate the average percentage growth rate
per quarter. Calculate (10^slope-1) -- that is,
10 to the power of the regression slope, then
subtract 1. The resulting value is the fractional
growth rate per quarter. Multiply this value
by 100 to get the percentage growth rate.
- Money supply trend, M2 definition :
Perform a regression calculation with TIME
as the independent variable and the base-10
logarithm of M2 as the dependent variable.
The first view values of the logarithm are given.
Calculate the rest of the logarithm values with
the log10 function in Excel.
After you have performed the regression calculation,
calculate the average percentage growth rate
per quarter. Calculate (10^slope-1) -- that is,
10 to the power of the regression slope, then
subtract 1. The resulting value is the fractional
growth rate per quarter. Multiply this value
by 100 to get the percentage growth rate.
- Federal Government revenue trend:
Perform a regression calculation with TIME
as the independent variable and the base-10
logarithm of federal government revenue as the dependent variable.
The first view values of the logarithm are given.
Calculate the rest of the logarithm values with
the log10 function in Excel.
After you have performed the regression calculation,
calculate the average percentage growth rate
per quarter. Calculate (10^slope-1) -- that is,
10 to the power of the regression slope, then
subtract 1. The resulting value is the fractional
growth rate per quarter. Multiply this value
by 100 to get the percentage growth rate.
- Federal Government spending trend:
Perform a regression calculation with TIME
as the independent variable and the base-10
logarithm of federal government spending as the dependent variable.
The first view values of the logarithm are given.
Calculate the rest of the logarithm values with
the log10 function in Excel.
After you have performed the regression calculation,
calculate the average percentage growth rate
per quarter. Calculate (10^slope-1) -- that is,
10 to the power of the regression slope, then
subtract 1. The resulting value is the fractional
growth rate per quarter. Multiply this value
by 100 to get the percentage growth rate.
- Real Gross Domestic Product /Employment relation
Perform a regression calculation with Real
Gross Domestic Product as the independent variable
and Employment as the dependent variable.
(RGDP is measured in billions of chained 2005
dollars. Employment is measured in thousands).
- M1 Money stock / M2 Money stock
Perform a regression calculation with the
money stock, M1 definition, as the independent
variable, and the money stock, M2 definition, as the
dependent variable. Values are measured in billions of
dollars.
- M2 Money stock/ Consumer Price Index
Perform a regression calculation with the
money stock, M2 definition, as the independent variable,
and the Consumer Price Index, CPI, as the dependent
variable. The CPI is scaled so that the value from 1982
to 1984 averages to be 100.
- Consumer Price Index and value of dollar
Perform a regression calculation with the consumer price
index as the independent variable, and the value of the dollar
as the dependent variable. The dollar value is a weighted
average of the value of the dollar relative to other
countries, with the weight for each country determined by the
volume of trade between the U.S. and that country. The
index is scaled so that the value in 1997 is equal to 100.
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