|_* SAMPLE OF U.S. CITIES: PUBLIC TRANSIT STORY
|_sample 1 17
|_read q p y
|_stat q p y / pcor pcov
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
Q 17 4.4824 1.4314 2.0490 1.5000 7.1000
P 17 1.1941 0.17667 0.31213E-01 0.85000 1.5000
Y 17 19.706 1.8572 3.4493 17.200 22.300
CORRELATION MATRIX OF VARIABLES - 17 OBSERVATIONS
Q 1.0000
P -0.41686 1.0000
Y -0.13772 0.94678 1.0000
Q P Y
COVARIANCE MATRIX OF VARIABLES - 17 OBSERVATIONS
Q 2.0490
P -0.10542 0.31213E-01
Y -0.36614 0.31066 3.4493
Q P Y
|_ols q p
REQUIRED MEMORY IS PAR= 2 CURRENT PAR= 500
OLS ESTIMATION
17 OBSERVATIONS DEPENDENT VARIABLE = Q
...NOTE..SAMPLE RANGE SET TO: 1, 17
R-SQUARE = [ ] R-SQUARE ADJUSTED = [ ]
VARIANCE OF THE ESTIMATE-SIGMA**2 = 1.8058
STANDARD ERROR OF THE ESTIMATE-SIGMA = 1.3438
SUM OF SQUARED ERRORS-SSE= 27.088
MEAN OF DEPENDENT VARIABLE = 4.4824
LOG OF THE LIKELIHOOD FUNCTION = -28.0818
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 15 DF P-VALUE CORR. COEFFICIENT AT MEANS
P -3.3775 1.902 -1.776 0.048-0.417 -0.4169 -0.8998
CONSTANT 8.5155 2.294 3.712 0.999 0.692 0.0000 1.8998
|_ols q p y
REQUIRED MEMORY IS PAR= 2 CURRENT PAR= 500
OLS ESTIMATION
17 OBSERVATIONS DEPENDENT VARIABLE = Q
...NOTE..SAMPLE RANGE SET TO: 1, 17
R-SQUARE = 0.8111 R-SQUARE ADJUSTED = 0.7841
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.44243
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.66516
SUM OF SQUARED ERRORS-SSE= 6.1941
MEAN OF DEPENDENT VARIABLE = 4.4824
LOG OF THE LIKELIHOOD FUNCTION = -15.5402
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 14 DF P-VALUE CORR. COEFFICIENT AT MEANS
P -22.403 2.924 -7.661 0.000-0.899 -2.7651 -5.9684
Y 1.9116 0.2782 6.872 1.000 0.878 2.4802 8.4040
CONSTANT -6.4350 2.454 -2.622 0.010-0.574 0.0000 -1.4356
|_* SAMPLE OF CANADIAN CITIES: PUBLIC TRANSIT STORY
|_sample 1 15
|_read q p y
|_stat / pcor pcov
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
Q 15 3.0867 1.6035 2.5712 0.80000 5.8000
P 15 1.3000 0.84515E-01 0.71429E-02 1.2000 1.4000
Y 15 19510. 1664.2 0.27697E+07 17200. 21800.
CORRELATION MATRIX OF VARIABLES - 15 OBSERVATIONS
Q 1.0000
P -0.26353E-01 1.0000
Y 0.98330 0.50783E-02 1.0000
Q P Y
COVARIANCE MATRIX OF VARIABLES - 15 OBSERVATIONS
Q 2.5712
P -0.35714E-02 0.71429E-02
Y 2624.1 0.71429 0.27697E+07
Q P Y
|_ols q p
REQUIRED MEMORY IS PAR= 2 CURRENT PAR= 500
OLS ESTIMATION
15 OBSERVATIONS DEPENDENT VARIABLE = Q
...NOTE..SAMPLE RANGE SET TO: 1, 15
R-SQUARE = 0.0007 R-SQUARE ADJUSTED = -0.0762
VARIANCE OF THE ESTIMATE-SIGMA**2 = 2.7671
STANDARD ERROR OF THE ESTIMATE-SIGMA = 1.6635
SUM OF SQUARED ERRORS-SSE= 35.972
MEAN OF DEPENDENT VARIABLE = 3.0867
LOG OF THE LIKELIHOOD FUNCTION = -27.8443
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 13 DF P-VALUE CORR. COEFFICIENT AT MEANS
P -0.50000 5.260 -0.9505E-01 0.463-0.026 -0.0264 -0.2106
CONSTANT 3.7367 6.852 0.5453 0.703 0.150 0.0000 1.2106
|_ols q p y
REQUIRED MEMORY IS PAR= 2 CURRENT PAR= 500
OLS ESTIMATION
15 OBSERVATIONS DEPENDENT VARIABLE = Q
...NOTE..SAMPLE RANGE SET TO: 1, 15
R-SQUARE = 0.9679 R-SQUARE ADJUSTED = 0.9625
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.96395E-01
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.31048
SUM OF SQUARED ERRORS-SSE= 1.1567
MEAN OF DEPENDENT VARIABLE = 3.0867
LOG OF THE LIKELIHOOD FUNCTION = -2.06576
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 12 DF P-VALUE CORR. COEFFICIENT AT MEANS
P -0.59476 0.9818 -0.6058 0.278-0.172 -0.0313 -0.2505
Y 0.94757E-03 0.4986E-04 19.00 1.000 0.984 0.9835 5.9893
CONSTANT -14.627 1.603 -9.126 0.000-0.935 0.0000 -4.7388