View Single Post
Old
11-19-2012, 08:59 PM
  #25
Czech Your Math
Registered User
 
Czech Your Math's Avatar
 
Join Date: Jan 2006
Location: bohemia
Country: Czech_ Republic
Posts: 3,559
vCash: 50
These are the largest (absolute value of) correlations between variables in the 7 variable model run for 1968-2012:

Xn & Xe: 90%
Xf & Xa: 78%
Xn & Xf: (69%)
Xn & Xt: (65%)
Xe & Xf: (61%)
Xe & Xg: (56%)
Xn & Xa: (53%)
Xe & Xa: (50%)
Xe & Xp: 50%
Xg & Xt: 48%
Xn & Xp: 45%
Xn & Xg: (44%)
Xp & Xf: (42%)
Xp & Xa: (34%)


Xn & Xe are generally the most correlated variables. The largest correlations not involving either of these variables are bolded above. Running the model from 1968-2012 without those two variables, generates the following results:

R^2= .581
B0= 77, 110
Bg=(1.7), 20
Bp=2.6, 24
Bf= 102, 32
Ba= (32), 8.9
Bt= 3.3, 15

The correlations with Y in the 7 variable model ('68-12) were:

Xn (34%)
Xe (14%)
Xg (13%)
Xp 6%
Xf 58%
Xa 36%
Xt 32%

Czech Your Math is offline   Reply With Quote