MGS 495 Business Forecasting
¡P Perform Linear Regression using SPSS for Windows
¡P Calculate skewness and kurtosis for residuals
v Data Input
¡P What Format to use? Depends on your own convenience and objective
¡P How to Input Data?
¡P Windows Excel
STEP 1: Input Format
STEP 2: Open Excel file from SPSS
Go to File> Open> Data.
Things to do:
(1) Select data type as ¡§All Files [*.*]¡¨
(2) Check ¡§Read variable names from the first row of data¡¨
¡P SPSS Data Editor ( as shown above)
v Data Process
¡P Regression Analysis ( here we only demonstrate Model 1)
¡P Perform multiple regression analysis with (Yt) as the dependent variable and (X1t), (X2t), and (X3t) as the independent variable (predictors).
¡P Go to Analyze>Regression>Linear ¡K..
v Output ( The outputs are for 3 models we have discussed in class)
v How to calculate skewness and kurtosis of for model 1, 2, and 3 (Assuming that you have derived results for all models)?
Go to Analyze> Descriptive Statistics> Descriptive¡K.
Pick ethm1, ethm2, and ethm3 as Variables to calculate skewness and kurtosis.
Under Options, make sure skewness and kurtosis are checked.