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22 Regression

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# y

1 5 -5 25
2 17 7 49 y
3 11 1 1
18
4 8 -2 4
5 14 4 16 16

6 5 -5 25 14
120 SST 12
= SSE
y 10
8
Mean 10.0
Standard Error 2.0 2 6
Median 9.5 4
Mode 5.0 2
Standard Deviation 4.9
0
Sample Variance 24.0 0 1 2 3 4 5 6
Kurtosis -1.5
Skewness 0.4
Range 12.0
Minimum 5.0
Maximum 17.0
Sum 60.0
Count 6.0
4 5 6 7
x y y' (yi-y-)^2 (y^-10)^2
34 5 4.151213 25.0 34.208315
108 17 14.971469 49.0 24.715507
64 11 8.537803 1.0 2.138020
88 8 12.047076 4.0 4.190519
99 14 13.655492 16.0 13.362623
51 5 6.636947 25.0 11.310124
60 120.00 89.925107
10
0.721387 SUMMARY OUTPUT

Regression Statistics
Multiple R 0.865665
0.749376 SSR/SST R Square 0.749376
Adjusted R Square 0.686720
Standard Error 2.742029
Observations 6
mean squared error variance of errors,
2.742029 ANOVA
df
SSR SSR Regression 1
SSE SSE Residual 4
SST SST Total 5

Coefficients
b0 Intercept -0.820257
b1 x 0.146220

RESIDUAL OUTPUT

Observation x y' = b0 * b1 * x
1 34 4.151213
2 108 14.971469
3 64 8.537803
4 88 12.047076
5 99 13.655492
6 51 6.636947

y x Line
18
16
20
14 f(x) = 0.146219686162625 x − 0.820256776034242
15
12
10 10
y

8 5
6
0
4 30 40 50 60 70 80
18
16
20
14 f(x) = 0.146219686162625 x − 0.820256776034242
15
12
10 10

y
8 5
6
0
4 30 40 50 60 70 80
2 x
0
30 40 50 60 70 80 90 100 110 120
(yi-y^) ^2 x
0.720440 1600
4.114937 1156 Mean
6.062413 100 Standard Error
16.378821 196 Median
0.118686 625 Mode
2.679596 529 Standard Devia
30.074893 4206 Sample Varian
Kurtosis
Skewness
tdist(x,deg_freedom,tails) Range
Minimum
0.86566499963 correlation coefficient Maximum
0.749376 0.749376 SSR/SST coefficient of determination Sum
Count

MSR MSR/MSE 11.960157


MSE F Ratio x
SS MS F Significance F y
89.925107 89.925107 11.960157 0.025857 same in simple lr
30.074893 7.518723 x
120.000000 y
tdist(t,df,tail) or t crit
Standard Error t Stat P-value Lower 95% Upper 95%
3.322968 -0.246845 0.817180 -10.046296 8.405783
0.042280 3.458346 0.025857 0.028831 0.263608 0.022254 0.270185
-0.246845
3.458346 t table

Predicted y Residuals y y - y' (y - y')^2


4.558978 0.441022 5.0 0.848787 0.720440
14.587362 2.412638 17.0 2.028531 4.114937
8.624539 2.375461 11.0 2.462197 6.062413
11.876988 -3.876988 8.0 -4.047076 16.378821
13.367693 0.632307 14.0 0.344508 0.118686
6.862796 -1.862796 5.0 -1.636947 2.679596
0.000000 30.074893
2.742029

x Line Fit Plot SE of regression slope = sb1 = sqrt [ Σ(yi – ŷi)^2 / (n

20

15

10 y
5

0
30 40 50 60 70 80 90 100 110 120
20

15

10 y
5

0
30 40 50 60 70 80 90 100 110 120
x
x
y
74
11.8406080924925 Mean 10
76 Standard Error 2
#N/A Median 9.5
29.0034 Mode 5
841.2 Standard Deviati 4.8990
-1.68446441907933 Sample Variance 24
-0.239702917734895 Kurtosis -1.48125
74 Skewness 0.382733
34 Range 12
108 Minimum 5
444 Maximum 17
6 Sum 60
Count 6

x y
701
102.5 20
x y
1
0.8657 1

standard error b0 3.322968

standard error b1 0.042280

sb1 = sqrt [ Σ(yi – ŷi)^2 / (n – 2) ] / sqrt [ Σ(xi – x')^2 ].

0.04228
DISK CPU
14 2
16 5
27 7
42 9
39 10
50 13
83 20

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.985632
R Square 0.971471
Adjusted R Square 0.965765
Standard Error 1.083410
Observations 7.000000

ANOVA
df SS MS F Significance F
Regression 1 199.84540192 199.84540192 170.25844181 4.716105E-05
Residual 5 5.868883792 1.1737767584
Total 6 205.71428571

Coefficients Standard Error t Stat P-value Lower 95% Upper 95%


Intercept -0.008282 0.831105 -0.009965 0.992434 -2.144706 2.128141
DISK 0.243756 0.018681 13.048312 0.000047 0.195735 0.291778
2.015 t table @95

RESIDUAL OUTPUT PROBABILITY OUTPUT

Observation Predicted CPU Residuals Standard Residuals Percentile CPU


1 3.404307 -1.404307 -1.419907 7.142857 2.0
2 3.891820 1.108180 1.120491 21.428571 5.0
3 6.573140 0.426860 0.431602 35.714286 7.0
4 10.229485 -1.229485 -1.243143 50.000000 9.0
5 9.498216 0.501784 0.507358 64.285714 10.0
6 12.179536 0.820464 0.829578 78.571429 13.0
7 20.223496 -0.223496 -0.225979 92.857143 20.0
DISK Residual Plot
2.000000
1.000000
DISK Line Fit Plot
Residuals

0.000000 25 Normal Probability Plot


20
-1.000000 10
15
20 30 40 50 60 70 80 90
CPU
20.0
CPU

-2.000000 10 10.0 Predicted CPU


5
0.0 DISK
0
CPU

10 20 30 00400 50 6000 70 80 0090 0 0 0


0 0 0 0 0 0 00 0 00 0 00
0.
00 DISK0.00 .0
0
.0
0
.0
0
0.
00
2 40 60 80 1 0

Sample Percentile
ot

0 00 0 00
00 00
0 .0
10
a b c y
89 4 3.84 7 test all possible relations
66 1 3.19 5.4 a and y
78 3 3.78 3.89 b and y
111 6 3.89 7.4 c and y
44 1 3.57 4.8
77 3 3.57 6.4
80 3 3.03 7
66 2 3.51 5.6
109 5 3.54 7.3
76 3 3.25 6.4

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.830952
R Square 0.690481
Adjusted R Squar 0.535721
Standard Error 0.794635
Observations 10

ANOVA Fstat p-value


df SS MS F Significance F
Regression 3 8.451825 2.817275 4.461638 0.056798
Residual 6 3.788665 0.631444
Total 9 12.24049
Coef/SE
Coefficients Standard Error t Stat P-value Lower 95%
Intercept 12.578272 5.349700 2.351211 0.056964 -0.511973
a -0.015675 0.051195 -0.306178 0.769815 -0.140945
b 0.900959 0.691732 1.302468 0.240514 -0.791648
c -2.275952 1.214053 -1.874672 0.109964 -5.246634
7.307

RESIDUAL OUTPUT

Observation Predicted y Residuals


1 6.047387 0.952613 0.907472
2 5.184401 0.215599 0.046483
3 5.455409 -1.565409 2.450504
4 7.390659 0.009341 0.000087
5 4.664387 0.135613 0.018391
6 5.949033 0.450967 0.203371
7 7.131023 -0.131023 0.017167
8 5.357055 0.242945 0.059022
9 7.317633 -0.017633 0.000311
10 6.693013 -0.293013 0.085857
3.788665

Mean 79.6
Standard Error 6.32314970740234
Median 77.5
Mode 66
Standard Deviati 19.9955550616186
Sample Variance 399.822222222222
Kurtosis 0.305309798401583
Skewness 0.121343386602004
Range 67
Minimum 44
Maximum 111
Sum 796
Count 10
t all possible relations
a and b
a and c
b and c

is p value [after calculating F critical)

Upper 95%
25.668516
0.109595
2.593566
0.694730
Unix-Bytes Time y' SUMMARY OUTPUT
64 26.4 28.00674
64 26.4 28.00674 Regression Statistics
64 26.4 28.00674 Multiple R 0.900779388
64 26.2 28.00674 R Square 0.811403505
234 33.8 30.95984 Adjusted R Square 0.79425837
590 41.6 37.14397 Standard Error 4.157388553
846 50 41.59099 Observations 13
1060 48.4 45.30842
1082 49 45.69058 ANOVA
1088 42 45.79481 df SS
1088 41.8 45.79481 Regression 1 817.9696323
1088 41.8 45.79481 Residual 11 190.1226754
1088 42.1 45.79481 Total 12 1008.092308

Coefficients Standard Error


Intercept 26.8949845 2.00109441
Unix-Bytes 0.017371164 0.002525114

RESIDUAL OUTPUT

Observation Predicted Time Residuals


1 28.006739 -1.606739002
2 28.006739 -1.606739002
3 28.006739 -1.606739002
4 28.006739 -1.806739002
5 30.95983689 2.840163106
6 37.1439713 4.456028696
7 41.59098931 8.409010694
8 45.30841842 3.091581583
9 45.69058403 3.309415973
10 45.79481101 -3.794811011
11 45.79481101 -3.994811011
12 45.79481101 -3.994811011
13 45.79481101 -3.694811011

ARGUS- Time SUMMARY OUTPUT


92 32.8
92 34.2 Regression Statistics
92 32.4 Multiple R 0.8649797791044
92 34.4 R Square 0.7481900182594
348 41.4 Adjusted R Square 0.7252982017376
604 51.2 Standard Error 9.3311859684155
860 76 Observations 13
1074 80.8
1074 79.8 ANOVA
1088 58.6 df SS MS
1088 57.6 Regression 1 2845.806345 2845.806345
1088 59.8 Residual 11 957.7813473 87.07103158
1088 57.4 Total 12 3803.587692

Coefficients Standard Error t Stat


Intercept 31.067729484046 4.710540893 6.595363503
ARGUS- 0.0337004051506 0.005894803 5.716968862

RESIDUAL OUTPUT

Observation Predicted Time Residuals


1 34.168166757904 -1.368166758
2 34.168166757904 0.031833242
3 34.168166757904 -1.768166758
4 34.168166757904 0.231833242
5 42.795470476463 -1.395470476
6 51.422774195022 -0.222774195
7 60.050077913581 15.94992209
8 67.261964615814 13.53803538
9 67.261964615814 12.53803538
10 67.733770287923 -9.133770288
11 67.733770287923 -10.13377029
12 67.733770287923 -7.933770288
13 67.733770287923 -10.33377029
ARGUS-
Unix-Bytes
Line Fit Plo
Li
100 60
80
60 40

Time

Time
40 20
20
0 0
0 200 400 0 600200800
4001000
6001200
800
ARGUS- Unix-Bytes
MS F Significance F
817.9696323 47.32558038 2.658963E-05
17.28387958

t Stat P-value Lower 95% Upper 95%


13.44013774 3.599382E-08 22.4906054 31.2993636
6.87935901 2.658963E-05 0.011813426 0.022928902
F Significance F
32.68373296 0.000134772

P-value Lower 95% Upper 95%


3.888186E-05 20.69989888 41.43556008
0.000134772 0.020726031 0.046674779
RGUS-
Unix-Bytes
Line Fit Plot
Line Fit Plot
60
40
Time Time
20 Predicted Time
Predicted Time
0
400 0 600200800
4001000
6001200
800 1000 1200
ARGUS- Unix-Bytes
MIPS IO
19.63 288.6
5.45 117.3 IO
2.63 64.6 400
8.24 356.4 350 f(x) = 16.6411316504061 x + 41.6831918507594
14 373.2 300
250
9.87 281.1 200
11.27 149.6 150
10.13 120.6 100
1.01 31.1 50
0
1.26 23.7 0 5 10 15 20 25
log MIPS log IO
1.293 2.460
0.736 2.069 log IO
0.420 1.810 3.000
0.916 2.552 2.500
f(x) = 0.887784454099449 x + 1.4228938682401
1.146 2.572 2.000
0.994 2.449 1.500
1.052 2.175 1.000
1.006 2.081 0.500
0.004 1.493
0.000
0.100 1.375 0.000 0.200 0.400 0.600 0.800 1.000 1.200 1.400
Bytes System Time SUMMARY OUTPUT
64 1 26.4
64 1 26.4 Regression Statistics
64 1 26.4 Multiple R 0.87455232154
64 1 26.2 R Square 0.76484176312
92 0 32.8 Adjusted R Square 0.74439322078
92 0 34.2 Standard Error 8.06252538595
92 0 32.4 Observations 26
92 0 34.4
234 1 33.8 ANOVA
348 0 41.4 df SS
590 1 41.6 Regression 2 4862.744
604 0 51.2 Residual 23 1495.099
846 1 50 Total 25 6357.843
860 0 76
1060 1 48.4 Coefficients Standard Error
1074 0 80.8 Intercept 36.7334 3.2490
1074 0 79.8 Bytes 0.0252 0.0035
1082 1 49 System -14.9188 3.1632
1088 0 58.6
1088 0 57.6
1088 0 59.8
1088 0 57.4 RESIDUAL OUTPUT
1088 1 42
1088 1 41.8 Observation Predicted Time Residuals
1088 1 41.8 1 23.4283531529 2.971647
1088 1 42.1 2 23.4283531529 2.971647
3 23.4283531529 2.971647
4 23.4283531529 2.771647
5 39.0531500644 -6.25315
6 39.0531500644 -4.85315
7 39.0531500644 -6.65315
8 39.0531500644 -4.65315
9 27.7149029068 6.085097
10 45.5081896937 -4.10819
11 36.6914423912 4.908558
12 51.963229323 -0.763229
13 43.1464820205 6.853518
14 58.4182689523 17.58173
15 48.5424917106 -0.142492
16 63.8142786424 16.98572
17 63.8142786424 15.98572
18 49.0972216788 -0.097222
19 64.1672886221 -5.567289
20 64.1672886221 -6.567289
21 64.1672886221 -4.367289
22 64.1672886221 -6.767289
23 49.2485116701 -7.248512
24 49.2485116701 -7.448512
25 49.2485116701 -7.448512
26 49.2485116701 -7.148512
Bytes Line Fit Plot
100
80 System Line Fit Plo
60 Time

Time
40 100
80 Predicte
20
0 60

Time
0 200 40400 600 800 1000 1200
20
0 Bytes
MS F Significance F 0 0.2 0.4 0.6 0.8 1 1.2
2431.372 37.40324 5.897E-08 System
65.00432

t Stat P-value Lower 95%Upper 95%


11.3062 0.0000 30.0124 43.4544
7.1429 0.0000 0.0179 0.0325
-4.7164 0.0001 -21.4623 -8.3753
Line Fit Plot
System Line Fit Plot
Time
Predicted Time
Time
00 800 1000 1200 Predicted Time
es
0.2 0.4 0.6 0.8 1 1.2
System
I/O MS CPU
14 70 2 3.349
16 75 5 3.718
27 144 7 6.8472
42 190 9 9.84
39 210 10 10.0151
50 235 13 11.9783
83 400 20 20.2529

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.987033781265772
R Square 0.974235685359808
Adjusted R Square 0.961353528039711
Standard Error 1.15109595420248
Observations 7

ANOVA
df SS MS F
Regression 2 200.414198 100.207099 75.626750
Residual 4 5.300088 1.325022
Total 6 205.714286

Coefficients Standard Error t Stat P-value


Intercept -0.161447 0.913449 -0.176745 0.868297
I/O 0.118237 0.192603 0.613888 0.572484
MS 0.026501 0.040449 0.655189 0.548113

RESIDUAL OUTPUT
y
Observation I/O MS CPU y'
1 14 70 2 3.349
2 16 75 5 3.718
3 27 144 7 6.8472
4 42 190 9 9.84
5 39 210 10 10.0151
6 50 235 13 11.9783
7 83 400 20 20.2529
I/O Line Fit Plot
25
20 MS Line Fit Plo
15 CPU
25

CPU
10 Pre
5 20
0 15

CPU
10
10 20 30 40 50 60 70 80 90
5
0 I/O
Significance F 50 100 150 200 250 300 350 400
0.000664 MS

Lower 95% Upper 95% Lower 95.0% Upper 95.0%


-2.697587 2.374693 -2.697587 2.374693
-0.416515 0.652989 -0.416515 0.652989
-0.085802 0.138805 -0.085802 0.138805

Predicted CPU Residuals y' y-y^


3.348972 -1.348972 3.348972 -1.348972 1.819724
3.717952 1.282048 3.717952 1.282048 1.643646
6.847160 0.152840 6.847160 0.152840 0.023360
9.839779 -0.839779 9.839779 -0.839779 0.705229
10.015099 -0.015099 10.015099 -0.015099 0.000228
11.978240 1.021760 11.978240 1.021760 1.043993
20.252798 -0.252798 20.252798 -0.252798 0.063907
0.000000 5.300088
1.151096
ne Fit Plot
MS Line Fit Plot
CPU
Predicted CPU
CPU
0 60 70 80 90 Predicted CPU

0 150 200 250 300 350 400 450


MS
x x2 y
168 28224 272 SUMMARY OUTPUT x Li
428 183184 300
400
296 87616 311 Regression Statistics 300
392 153664 365 Multiple R 0.896358 200

y
80 6400 167 R Square 0.803457 100
56 3136 149 Adjusted R 0.788339 0
352 123904 360 Standard E 45.49978 0 100 200
444 197136 310 Observatio 15
168 28224 192
200 40000 229 ANOVA
4 16 88 df SS MS F Significance F
52 2704 118 Regression 1 110019 110019 53.14339 6.092E-06
20 400 62 Residual 13 26912.98 2070.23
228 51984 319 Total 14 136932
72 5184 193
Coefficients
Standard Error t Stat P-value Lower 95%
Intercept 114.6552 19.59701 5.850648 5.679E-05 72.31843
x 0.57945 0.079486 7.289951 6.092E-06 0.407731

RESIDUAL OUTPUT

ObservationPredicted y Residuals
1 212.0028 59.9972
2 362.6598 -62.6598
3 286.1724 24.8276
4 341.7996 23.2004
5 161.0112 5.988802
6 147.1044 1.895602
7 318.6216 41.3784
8 371.931 -61.931
9 212.0028 -20.0028
10 230.5452 -1.5452
11 116.973 -28.973
12 144.7866 -26.7866
13 126.2442 -64.2442
14 246.7698 72.2302
15 156.3756 36.6244

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.953585
R Square 0.909324
Adjusted R 0.894211
Standard E 32.16683
Observatio 15

ANOVA
df SS MS F Significance F
Regression 2 124515.5 62257.77 60.1696 5.558E-07
Residual 12 12416.46 1034.705
Total 14 136932

Coefficients
Standard Error t Stat P-value Lower 95%
Intercept 64.23896 19.32275 3.324525 0.006059 22.13831
x 1.402878 0.227053 6.178632 4.737E-05 0.908172
x2 -0.001844 0.000493 -3.743034 0.002806 -0.002917

RESIDUAL OUTPUT

ObservationPredicted y Residuals
1 247.884 24.11602
2 326.9219 -26.92192
3 317.9473 -6.947285
4 330.8464 34.15364
5 164.6691 2.330895
6 137.0181 11.98191
7 329.6018 30.39821
8 323.6437 -13.64371
9 247.884 -55.88398
10 271.0639 -42.06387
11 69.82098 18.17902
12 132.2031 -14.20308
13 91.55902 -29.55902
14 288.2487 30.75127
15 155.6881 37.3119
x Line Fit Plot
400
300 y
200 Linear (y)
y

100 Predicted y
0
0 100 200 300 400 500
x

Significance F
x Line Fit Plot
400
300
200 y
y

Upper 95%Lower 95.0%


Upper 95.0% Predicted y
100
156.992 72.31843 156.992 0
0.751169 0.407731 0.751169 0 50 00 50 00 50 00 50 00 50 00
1 1 2 2 3 3 4 4 5
x

x2 Line Fit Plot


400
300 y
200 Predicted y
y

100 Polynomial
(Predicted y)
0
0 100000 200000 300000
x2
Significance F

Upper 95%Lower 95.0%


Upper 95.0%
106.3396 22.13831 106.3396
1.897585 0.908172 1.897585
-0.000771 -0.002917 -0.000771

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