| TESTING 'New Mexico' ED DATA FOR AUTOCORRELATION |
| ITS MODEL: Using ALL Trend-Cycle Component data points with PRESLOPE, INTERVENTION, & POSTSLOPE as predictors |
| INTERPRETING DIAGNOSTIC GRAPHS: **RES: (Residuals over time) If the data are independent, residuals should look randomly scattered about 0. If a noticeable pattern emerges (particularly one that is cyclical) then dependency is likely an issue. **PFITPLOT: (Predicted and actual values over time) Potential patterns in the residuals can also be seen on this plot **ACF: (ACF versus the lag) If you see large ACF values and a non-random pattern, then likely the values are serially correlated. **PACF: (PACF versus the lag) The pattern will usually appear random, but large PACF values at a given lag indicate this value as a possible choice for the order of an autoregressive model. |
| Dependent Variable | TCC |
|---|---|
| Trend-Cycle Component |
| TESTING 'New Mexico' ED DATA FOR AUTOCORRELATION |
| ITS MODEL: Using ALL Trend-Cycle Component data points with PRESLOPE, INTERVENTION, & POSTSLOPE as predictors |
| Durbin-Watson Test and Graphical Diagnostics |
| Ordinary Least Squares Estimates | |||
|---|---|---|---|
| SSE | 19944.0258 | DFE | 68 |
| MSE | 293.29450 | Root MSE | 17.12584 |
| SBC | 626.363167 | AIC | 617.256502 |
| MAE | 13.509841 | AICC | 617.853517 |
| MAPE | 3.07764963 | HQC | 620.881892 |
| Regress R-Square | 0.5290 | ||
| Total R-Square | 0.5290 | ||
| Durbin-Watson Statistics | |||
|---|---|---|---|
| Order | DW | Pr < DW | Pr > DW |
| 1 | 0.0941 | <.0001 | 1.0000 |
| 2 | 0.2980 | <.0001 | 1.0000 |
| 3 | 0.5903 | <.0001 | 1.0000 |
| 4 | 0.9378 | <.0001 | 1.0000 |
| 5 | 1.2945 | 0.0029 | 0.9971 |
| 6 | 1.6415 | 0.1448 | 0.8552 |
| 7 | 1.9690 | 0.6788 | 0.3212 |
| 8 | 2.2558 | 0.9638 | 0.0362 |
| 9 | 2.4956 | 0.9983 | 0.0017 |
| 10 | 2.6284 | 0.9999 | 0.0001 |
| 11 | 2.6845 | 1.0000 | <.0001 |
| 12 | 2.6566 | 1.0000 | <.0001 |
| NOTE: Pr<DW is the p-value for testing positive autocorrelation, and Pr>DW is the p-value for testing negative autocorrelation. |
| Parameter Estimates | |||||
|---|---|---|---|---|---|
| Variable | DF | Estimate | Standard Error |
t Value | Approx Pr > |t| |
| Intercept | 1 | 449.2448 | 4.9986 | 89.87 | <.0001 |
| PRESLOPE | 1 | -0.2651 | 0.1187 | -2.23 | 0.0287 |
| INTERVENTION | 1 | -20.9603 | 13.1522 | -1.59 | 0.1156 |
| POSTSLOPE | 1 | -4.2111 | 2.2109 | -1.90 | 0.0611 |
| TESTING 'New Mexico' ED DATA FOR AUTOCORRELATION |
| ITS MODEL: Using ALL Trend-Cycle Component data points with PRESLOPE, INTERVENTION, & POSTSLOPE as predictors |
| Durbin-Watson Test and Graphical Diagnostics |
| TESTING 'New Mexico' ED DATA FOR AUTOCORRELATION |
| ITS MODEL: Using ALL Trend-Cycle Component data points with PRESLOPE, INTERVENTION, & POSTSLOPE as predictors |
| Durbin-Watson Test and Graphical Diagnostics |
| Dependent Variable | TCC |
|---|---|
| Trend-Cycle Component |
| TESTING 'New Mexico' ED DATA FOR AUTOCORRELATION |
| ITS MODEL: Using ALL Trend-Cycle Component data points with PRESLOPE, INTERVENTION, & POSTSLOPE as predictors |
| Durbin-Watson Test and Graphical Diagnostics |
| Ordinary Least Squares Estimates | |||
|---|---|---|---|
| SSE | 441.032389 | DFE | 68 |
| MSE | 6.48577 | Root MSE | 2.54672 |
| SBC | 351.930371 | AIC | 342.823707 |
| MAE | 1.90082369 | AICC | 343.420722 |
| MAPE | 4.15834553 | HQC | 346.449097 |
| Regress R-Square | 0.8232 | ||
| Total R-Square | 0.8232 | ||
| Durbin-Watson Statistics | |||
|---|---|---|---|
| Order | DW | Pr < DW | Pr > DW |
| 1 | 0.3567 | <.0001 | 1.0000 |
| 2 | 0.7141 | <.0001 | 1.0000 |
| 3 | 0.9529 | <.0001 | 1.0000 |
| 4 | 1.1348 | 0.0001 | 0.9999 |
| 5 | 1.2944 | 0.0029 | 0.9971 |
| 6 | 1.3674 | 0.0116 | 0.9884 |
| 7 | 1.4636 | 0.0440 | 0.9560 |
| 8 | 1.6726 | 0.2471 | 0.7529 |
| 9 | 1.8656 | 0.5897 | 0.4103 |
| 10 | 1.7537 | 0.4517 | 0.5483 |
| 11 | 1.6480 | 0.3273 | 0.6727 |
| 12 | 1.5794 | 0.2688 | 0.7312 |
| NOTE: Pr<DW is the p-value for testing positive autocorrelation, and Pr>DW is the p-value for testing negative autocorrelation. |
| Parameter Estimates | |||||
|---|---|---|---|---|---|
| Variable | DF | Estimate | Standard Error |
t Value | Approx Pr > |t| |
| Intercept | 1 | 43.7566 | 0.7433 | 58.87 | <.0001 |
| PRESLOPE | 1 | 0.0129 | 0.0176 | 0.73 | 0.4685 |
| INTERVENTION | 1 | 11.4670 | 1.9558 | 5.86 | <.0001 |
| POSTSLOPE | 1 | 0.8222 | 0.3288 | 2.50 | 0.0148 |
| TESTING 'New Mexico' ED DATA FOR AUTOCORRELATION |
| ITS MODEL: Using ALL Trend-Cycle Component data points with PRESLOPE, INTERVENTION, & POSTSLOPE as predictors |
| Durbin-Watson Test and Graphical Diagnostics |
| TESTING 'New Mexico' ED DATA FOR AUTOCORRELATION |
| ITS MODEL: Using ALL Trend-Cycle Component data points with PRESLOPE, INTERVENTION, & POSTSLOPE as predictors |
| Durbin-Watson Test and Graphical Diagnostics |
| Dependent Variable | TCC |
|---|---|
| Trend-Cycle Component |
| TESTING 'New Mexico' ED DATA FOR AUTOCORRELATION |
| ITS MODEL: Using ALL Trend-Cycle Component data points with PRESLOPE, INTERVENTION, & POSTSLOPE as predictors |
| Durbin-Watson Test and Graphical Diagnostics |
| Ordinary Least Squares Estimates | |||
|---|---|---|---|
| SSE | 187.946525 | DFE | 68 |
| MSE | 2.76392 | Root MSE | 1.66250 |
| SBC | 290.517191 | AIC | 281.410527 |
| MAE | 1.33571013 | AICC | 282.007542 |
| MAPE | 3.36027311 | HQC | 285.035917 |
| Regress R-Square | 0.9335 | ||
| Total R-Square | 0.9335 | ||
| Durbin-Watson Statistics | |||
|---|---|---|---|
| Order | DW | Pr < DW | Pr > DW |
| 1 | 0.2414 | <.0001 | 1.0000 |
| 2 | 0.5540 | <.0001 | 1.0000 |
| 3 | 0.7952 | <.0001 | 1.0000 |
| 4 | 1.0382 | <.0001 | 1.0000 |
| 5 | 1.2819 | 0.0024 | 0.9976 |
| 6 | 1.4766 | 0.0376 | 0.9624 |
| 7 | 1.6434 | 0.1789 | 0.8211 |
| 8 | 1.7901 | 0.4280 | 0.5720 |
| 9 | 1.8364 | 0.5409 | 0.4591 |
| 10 | 1.9036 | 0.6969 | 0.3031 |
| 11 | 2.0356 | 0.8859 | 0.1141 |
| 12 | 2.0925 | 0.9428 | 0.0572 |
| NOTE: Pr<DW is the p-value for testing positive autocorrelation, and Pr>DW is the p-value for testing negative autocorrelation. |
| Parameter Estimates | |||||
|---|---|---|---|---|---|
| Variable | DF | Estimate | Standard Error |
t Value | Approx Pr > |t| |
| Intercept | 1 | 30.2054 | 0.4852 | 62.25 | <.0001 |
| PRESLOPE | 1 | 0.2581 | 0.0115 | 22.41 | <.0001 |
| INTERVENTION | 1 | 5.3305 | 1.2768 | 4.18 | <.0001 |
| POSTSLOPE | 1 | -0.1479 | 0.2146 | -0.69 | 0.4931 |
| TESTING 'New Mexico' ED DATA FOR AUTOCORRELATION |
| ITS MODEL: Using ALL Trend-Cycle Component data points with PRESLOPE, INTERVENTION, & POSTSLOPE as predictors |
| Durbin-Watson Test and Graphical Diagnostics |