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A B C D

1 Mortgage interest rates and home prices


2
3 X VARIABLE Y VARIABLE
4 30-year mortgage
5 Year interest rate (%) Median home price
6 1988 10.30 $183,800
7 1989 10.30 $183,200
8 1990 10.10 $174,900
9 1991 9.30 $173,500
10 1992 8.40 $172,900
11 1993 7.30 $173,200
12 1994 8.40 $173,200
13 1995 7.90 $169,700
14 1996 7.60 $174,500
15 1997 7.60 $177,900
16 1998 6.90 $188,100
17 1999 7.40 $203,200
18 2000 8.10 $230,200
19 2001 7.00 $258,200
20 2002 6.50 $309,800
21 2003 5.80 $329,800
22 Average 7.75 $180,550
23
24
25
26
27
28 To install Analysis ToolPak:
29 1. Click on Excel logo at the top right hand corner or go to the File menu
30 2. Select Excel Options.
31 3. Click Add-Ins.
32 4. Select Analysis ToolPak if it isn't selected already.
33 5. Click Go.
34
35 To create a scatter plot with a regression line:
36 1. With your cursor, select the range from cells B5 to C20.
37 2. Click on Insert and Scatter. A scatter chart will be generated.
38 3. On the scatter chart, right click on any point in the chart.
39 4. Choose "Add Trend Line."
40 5. Select "Linear," "Display Equation on Chart" and "R-Squared Value on Chart."
41
42 To generate more exhaustive diagnostics:
43 1. Click on Data, "Data Analysis," and then select "Regression."
44 2. In the Input Y Range, select C5:C20.
45 3. In the Input X Range, select B5:B20.
46 4. Under Output Options, choose "New Worksheet Ply," then click OK.
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.972364343

R Square 0.9454924155
Adjusted R Square 0.9355819456
Standard Error 5406.370168
Observations 27

ANOVA
df SS
df1 = k SSR (Regression)
df2 = n-k-1 SSE (Residual or error)
df3 = n-1 SST (Total)

Regression 4 11154120959.1878
Residual 22 643034444.664042
Total 26 11797155403.8519

Coefficients Standard Error


Intercept 100222.56066 135917.874046758
X Variable 1 -689.52272282 95.4028672832
X Variable 2 0.05494128 0.0723391486
X Variable 3 -1.3013668666 1.6274500214
X Variable 4 152.45636726 73.8629623667
High R2 (Close to 1) is more
desirable
Measure the accuracy of model

(s)

MS F Significance F
MSR (Regression) = F=MSR/MSE P(f> F) the lower the better
SSR/k P< 0.05 indicates a
MSE (Residual or error) significant relationship
= SSE/ (n-k-1) between X and Y
2788530239.79695 95.403389017 1.43862307492989E-013
29228838.3938201

t Stat P-value Lower 95%


0.7373758703 0.4686859404 -181653.857770626
-7.2274842723 3.05235E-007 -887.3761598785
0.7594958062 0.4556178032 -0.0950809321
-0.7996355338 0.4324716551 -4.6764916354
2.0640434986 0.0510036982 -0.7260411042
Upper 95% Lower 95.0% Upper 95.0%
382098.97909 -181653.85777 382098.97909
-491.66928576 -887.37615988 -491.66928576
0.2049634921 -0.0950809321 0.2049634921
2.0737579022 -4.6764916354 2.0737579022
305.63877563 -0.7260411042 305.63877563
Demand estimation using linear regression

Y X1 X2
City Number of weekly riders Price per week Population of city
1 192,000 $15 1,800,000
2 190,400 $15 1,790,000
3 191,200 $15 1,780,000
4 177,600 $25 1,778,000
5 176,800 $25 1,750,000
6 178,400 $25 1,740,000
7 180,800 $25 1,725,000
8 175,200 $30 1,725,000
9 174,400 $30 1,720,000
10 173,920 $30 1,705,000
11 172,800 $30 1,710,000
12 163,200 $40 1,700,000
13 161,600 $40 1,695,000
14 161,600 $40 1,695,000
15 160,800 $40 1,690,000
16 159,200 $40 1,630,000
17 148,800 $65 1,640,000
18 115,696 $102 1,635,000
19 147,200 $75 1,630,000
20 150,400 $75 1,620,000
21 152,000 $75 1,615,000
22 136,000 $80 1,605,000
23 126,240 $86 1,590,000
24 123,888 $98 1,595,000
25 126,080 $87 1,590,000
26 151,680 $77 1,600,000
27 152,800 $63 1,610,000
average 160,026 $49.93

To generate the linear regression do the following:


1. Click on Data, then "Data Analysis," and select Regression.
2. In the Input Y Range, select B5:B31
3. In the Input X Range, select C5:F31
4. Under Output Options, choose "New Worksheet Ply" option, then click OK.
X3 X4
Monthly income of riders Average parking rates per month
$5,800 $50
$6,200 $50
$6,400 $60
$6,500 $60
$6,550 $60
$6,580 $70
$8,200 $75
$8,600 $75
$8,800 $75
$9,200 $80
$9,630 $80
$10,570 $80
$11,330 $85
$11,600 $100
$11,800 $105
$11,830 $105
$12,650 $105
$13,000 $110
$13,224 $125
$13,766 $130
$14,010 $150
$14,468 $155
$15,000 $165
$15,200 $175
$15,600 $175
$16,000 $190
$16,200 $200

n, then click OK.