2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
X1
12.000
25.000
45.000
81.000
52.000
41.000
65.000
32.000
14.000
32.000
45.000
X2
29.000
31.000
46.000
67.000
59.000
41.000
36.000
55.000
46.000
31.000
25.000
X3
52.000
46.000
69.000
72.000
86.000
91.000
75.000
52.000
46.000
39.000
24.000
X4
78.000
67.000
56.000
45.000
32.000
51.000
76.000
91.000
89.000
69.000
54.000
Y
123.00
234.00
345.00
456.00
567.00
654.00
543.00
432.00
321.00
211.00
135.00
Correlation Matrix
X1
X2
X3
X4
Y
X1
1.000000
0.502850
0.487339
-0.138812
0.541464
X2
0.502850
1.000000
0.565019
-0.279522
0.619475
X3
0.487339
0.565019
1.000000
-0.326753
0.885265
X4
-0.138812
-0.279522
-0.326753
1.000000
-0.287769
Y
0.541464
0.619475
0.885265
-0.287769
1.000000
Dependent Variable: Y
Method: Least Squares
Date: 06/19/11 Time: 00:44
Sample: 2000 2010
Included observations: 11
Variable
C
X1
X2
X3
X4
R-squared (R2)
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
-139.8450
0.875735
1.896745
6.559801
0.001261
0.811956
0.686593
100.6838
60823.41
-63.00642
0.767312
Prob.
0.2971
0.6535
0.5528
0.0162
0.9410
365.5455
179.8479
12.36480
12.54566
6.476847
0.022846