Question: Run a multiple linear regression using GAP revenue as the dependent variable and all variables in the X1 variables file as the independent variables. Report

  1. Run a multiple linear regression using GAP revenue as the dependent variable and all variables in the X1 variables file as the independent variables. Report the regression line.
  2. Perform a global F test to determine if the model is valid at the 5% significant level.
  3. Interpret the coefficient for GDP.
Date GDP Interest rate Employment
3/30/1990 5974.665 8.3333 72.4
6/29/1990 6029.504 8.0433 72.1
9/28/1990 6023.332 7.9700 71.7
12/31/1990 6054.867 6.7133 71.2
3/29/1991 6143.612 6.0133 71.0
6/28/1991 6218.425 5.7000 70.9
9/30/1991 6279.296 4.9133 70.7
12/31/1991 6380.798 4.1233 70.7
3/31/1992 6492.299 3.8933 70.9
6/30/1992 6586.548 3.2700 70.9
9/30/1992 6697.553 3.4400 70.7
12/31/1992 6748.182 3.1400 70.9
3/31/1993 6829.594 3.1333 71.2
6/30/1993 6904.222 3.1400 71.3
9/30/1993 7032.844 3.2833 71.4
12/31/1993 7136.259 3.4500 71.6
3/31/1994 7269.847 4.3467 71.8
6/30/1994 7352.255 4.8567 72.1
9/30/1994 7476.661 5.8633 72.6
12/30/1994 7545.296 6.1833 72.7
3/31/1995 7604.923 6.0100 72.5
6/30/1995 7706.531 5.7567 72.5
9/29/1995 7799.493 5.7167 72.5
12/29/1995 7893.146 5.2767 72.5
3/31/1996 8061.535 5.3933 72.7
6/30/1996 8159.043 5.4800 73.1
9/30/1996 8287.078 5.4100 73.2
12/31/1996 8402.060 5.4433 73.2
3/31/1997 8551.940 5.6900 73.4
6/30/1997 8691.756 5.6000 73.7
9/30/1997 8788.320 5.7300 73.7
12/31/1997 8889.732 5.5533 73.8
3/31/1998 8994.738 5.5900 73.9
6/30/1998 9146.521 5.5267 73.8
9/30/1998 9325.650 5.1967 73.9
12/31/1998 9447.103 4.9000 74.0
3/31/1999 9557.005 4.9767 73.9
6/30/1999 9712.280 5.3833 73.9
9/30/1999 9926.101 6.0600 74.0
12/31/1999 10031.031 6.0333 74.2
3/31/2000 10278.340 6.5733 74.3
6/30/2000 10357.445 6.6267 73.9
9/30/2000 10472.285 6.5900 74.0
12/31/2000 10508.121 5.2567 73.9
3/31/2001 10638.384 4.0967 73.4
6/30/2001 10639.486 3.3367 72.8
9/30/2001 10701.317 2.0567 72.3
12/31/2001 10834.445 1.8233 72.2
3/31/2002 10934.752 1.8333 71.9
6/30/2002 11037.057 1.7600 71.9
9/30/2002 11103.834 1.4867 71.7
12/31/2002 11230.078 1.2633 71.5
3/31/2003 11370.653 1.1667 71.3
6/30/2003 11625.137 1.0700 71.0
9/30/2003 11816.827 1.1033 71.1
12/31/2003 11988.403 1.0533 71.2
3/31/2004 12181.398 1.2467 71.1
6/30/2004 12367.744 1.7033 71.2
9/30/2004 12562.163 2.2500 71.3
12/31/2004 12813.729 2.7833 71.3
3/31/2005 12974.083 3.2300 71.5
6/30/2005 13205.445 3.7367 71.7
9/30/2005 13381.629 4.2967 71.6
12/31/2005 13648.904 4.7200 71.8
3/31/2006 13799.794 5.1767 71.9
6/30/2006 13908.498 5.3933 72.1
9/30/2006 14066.370 5.3233 72.2
12/31/2006 14233.226 5.3100 72.0
3/31/2007 14422.313 5.3167 71.7
6/30/2007 14569.675 5.4233 71.7
9/30/2007 14685.330 5.0233 71.6
12/31/2007 14668.445 3.2300 71.5
3/31/2008 14812.974 2.7567 71.2
6/30/2008 14842.983 3.0567 70.7
9/30/2008 14549.949 2.8167 70.0
12/31/2008 14383.885 1.0833 68.7
3/31/2009 14340.417 0.6167 67.9
6/30/2009 14384.145 0.3000 67.3
9/30/2009 14566.511 0.2233 66.6
12/31/2009 14681.063 0.2067 66.8
3/31/2010 14888.600 0.4233 66.8
6/30/2010 15057.660 0.3367 66.7
9/30/2010 15230.208 0.2800 66.5
12/31/2010 15238.371 0.2833 66.7
3/31/2011 15460.926 0.2200 66.5
6/30/2011 15587.125 0.2867 66.6
9/30/2011 15785.312 0.4233 66.8
12/31/2011 15973.881 0.3300 67.0
3/31/2012 16121.851 0.3000 67.0
6/30/2012 16227.939 0.2667 67.1
9/30/2012 16297.349 0.2333 67.4
12/31/2012 16475.440 0.2200 67.2
3/31/2013 16541.390 0.1967 67.3
6/30/2013 16749.349 0.1233 67.5
9/30/2013 16999.888 0.1267 67.4
12/31/2013 17031.324 0.1233 67.8
3/31/2014 17320.921 0.1133 68.0
6/30/2014 17622.257 0.1267 68.2
9/30/2014 17735.933 0.1333 68.5
12/31/2014 17874.715 0.1500 68.5
3/31/2015 18093.224 0.1500 68.7
6/30/2015 18227.689 0.2400 68.7
9/30/2015 18287.226 0.3600 68.9
12/31/2015 18325.187 0.5500 69.3
3/31/2016 18538.039 0.5600 69.2
6/30/2016 18729.130 0.7000 69.3
9/30/2016 18905.545 0.7700 69.5
12/31/2016 19057.705 0.9200 69.8
3/31/2017 19250.009 1.0800 70.0
6/30/2017 19508.986 1.2400 70.2

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