Daniel Loyo Case Study 2 PDF

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Date Mart Reve 1/30/2004 12.131 2/27/2004 13.628 3/31/2004 16.722 4/29/2004 13.98 5/28/2004 14.388 6/30/2004 18.111 7/27/2004 13.764 8/27/2004 14.296 9/30/2004 17.169 10/29/2004 13.915 11/29/2004 15.739 1/21/2005 13.17 2/24/2005 15.139 3/30/2005 18.683 4/29/2005 14.829 5/25/2005 15.697 6/28/2005 19.23 7/28/2005 17.36 8/26/2005 15.709 9/30/2005 19.918 10/31/2005 15.397 11/28/2005 17.384 1/27/2006 14.555 2/23/2006 18.684 3/31/2006 16.639 4/28/2006 20.17 5/25/2006 16.901 6/30/2006 21.47 7/28/2006 16.542 8/29/2006 16.98 9/28/2006 18.091 10/20/2006 16.583 11/24/2006 18.761 1/26/2007 20.473 2/23/2007 20.984 3/30/2007 18.939 4/27/2007 22.47 5/25/2007 19.201 6/29/2007 23.77 7/27/2007 18.942 8/31/2007 19.38 9/28/2007 22.491 10/26/2007 18.983 11/30/2007 21.161 1/25/2008 22.923

CPI 561.9 547.9 561.5 564.2 566.4 558.2 567.5 567.6 568.7 571.9 572.2 579.2 574.5 579 582.9 582.4 582.6 580.2 588.2 585.4 596.7 592 593.9 595.2 598.6 603.5 606.5 607.8 609.6 610.9 607.9 604.6 603.6 606.27 611.2 614.9 619.8 622.8 623.9 625.6 626.9 623.9 621.6 620.6 623.35

nal Consum tail Sales IndDecember 7977730 281463 0 8005878 282445 0 8070480 319107 0 8086579 315278 0 8196516 328499 0 8161271 321151 0 8235349 328025 0 8246121 326280 0 8313670 313444 0 8371605 319639 0 8410820 324067 0 8469443 293027 0 8520687 294892 0 8568959 338969 0 8654352 335626 0 8644646 345400 0 8724753 351068 0 8833907 351887 0 8825450 355897 0 8882536 333652 0 8911627 336662 0 8916377 344441 0 9034368 322222 0 9079246 318184 0 9123848 366989 0 9175181 357334 0 9238576 380085 0 9270505 373279 0 9338876 368611 0 9352650 382600 0 9368494 352686 0 9376027 354740 0 9410758 363468 0 9540335 332797 0 9539246 327686 0 9583848 376491 0 9635181 366936 0 9698576 389687 0 9731285 382781 0 9799656 378113 0 9813630 392125 0 9809274 362211 0 9836807 364265 0 9870758 372970 0 10008141 342422 0

SUMMARY OUTPUT Regress Multiple R R Square Adjusted R Square Standard Error Observations ANOVA Regression Residual Total

Intercept CPI Personal Consumption Retail Sales Index

RESIDUAL OUTPUT Observation 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19

2/29/2008 3/28/2008 4/25/2008 5/30/2008 6/27/2008 7/25/2008 8/29/2008 9/26/2008 10/31/2008 11/28/2008 1/30/2009 2/27/2009 3/27/2009 4/24/2009 5/29/2009 6/26/2009 7/31/2009 8/28/2009

21.512 22.023 20.178 23.509 21.24 24.809 20.981 20.419 23.53 21.022 28.184 23.962 22.951 24.062 26.592 25.29 28.809 27.981

622.28 626.9 631.2 636.1 638.7 640.2 641.9 643.2 641.2 637.9 641.8 639.65 638.93 643.7 646.1 647.5 657.2 659.9

10032148 10030959 10075561 10126994 10190289 10223995 10291369 10305343 10301087 10328520 10438041 10499948 10523764 10522721 10546927 10591006 10723995 10791369

344464 339463 388158 368653 401354 394488 389780 403812 373978 375932 446195 353997 356183 351032 348650 461356 404488 409780

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63

sion Statistics 0.880692453 0.775619197 0.764210003 1.92670013 63

df

SS MS F Significance F 3 757.0823 252.3607802 67.98194848 3.9244E-19 59 219.0182 3.712173391 62 976.1006

Coefficients andard Erro t Stat 8.791580573 19.51145 0.450585699 -0.108210463 0.070284 -1.53960954 7.56768E-06 2.34E-06 3.232183716 1.47192E-05 1.19E-05 1.234014188

P-value Lower 95% Upper 95% 0.653939702 -30.25074175 47.83390289 0.129002062 -0.248849131 0.032428206 0.002012049 2.88265E-06 1.22527E-05 0.222090621 -9.14846E-06 3.85868E-05

Residuals -0.37297 -0.61838 2.918755 0.403451 0.022943 3.233497 -0.76892 -0.28194 2.38784 -1.04951 0.445014 -1.35327 -0.30811 2.708754 -1.32025 -0.57676 2.288225 -0.67958 -1.45992

40 30 20 10 0 0

200000 400000 600000 Retail Sales Index

Retail Sales Index Re Plot 5 Residuals

Predicted Wal Mart Revenue 12.50396897 14.24638486 13.80324472 13.57654888 14.36505667 14.87750289 14.53292416 14.57793723 14.78115983 14.96450547 15.29398561 14.52326935 15.44710822 15.97424573 16.14924597 16.27376454 16.94177525 18.03957839 17.1689187

Wal Mart Revenue

Retail Sales Index Line

0 0 -5

100000

200000

300000

Retail Sales Index

2.341511 -1.22117 0.106797 -3.08248 0.907011 -1.82598 1.988896 -1.7701 2.798122 -2.3838 -2.11527 -1.00849 -2.96083 -1.28234 0.189433 1.317382 -1.38314 2.430258 -1.32874 3.213411 -1.87933 -1.61265 1.646988 -2.34849 -0.66376 0.805788 -0.93273 0.16081 -2.27317 1.48593 -1.46205 2.11525 -1.96936 -2.70298 0.662943 -2.43852 3.28247 -0.2836 -1.58492 0.12596 2.767542 -0.37548 4.023794 2.900203

Personal Consump Residual Plot 5 Residuals

17.57648864 16.61816666 17.27720284 17.63747613 17.77698901 18.46497692 18.1811039 18.67110195 18.67187819 18.92580037 19.09527068 19.09949488 19.54382997 20.04334269 20.28356659 19.66661807 20.32214284 20.03974174 20.52973979 20.556589 20.82133223 20.99265461 20.84401159 21.3314899 21.82476129 22.11721216 22.44473132 21.86219038 22.45116976 22.02306958 22.7020509 22.69374967 22.95035915 23.12197592 22.86705674 23.46051683 24.90153019 24.24559628 24.53591591 23.93604041 23.82445758 25.66547889 24.7852058 25.08079662

0 0 -5

5000000

1000000

Personal Consumption

Lower 95.0% -30.25074175 -0.248849131 2.88265E-06 -9.14846E-06

Upper 95.0% 47.83390289 0.032428206 1.22527E-05 3.85868E-05

Personal Consumption Line Fit Plot

Wal Mart Revenue Predicted Wal Mart Revenue

Wal Mart Revenue

Fit Plot

40 Wal Mart Revenue

20 0 0

Personal Consumption

CPI Line Fit Plot

500000

Wal Mart Revenue

esidual

400000

Predicted Wal Mart Revenue

10000000

40 30 20

Wal Mart Revenue

10 0 0

200

400 CPI

600

800

Predicted Wal Mart Revenue

CPI Residual Plot

tion Residuals

6

00

15000000

4 2 0 -2 0 -4

200

400 CPI

600

800

Date 1/30/2004 2/27/2004 3/31/2004 4/29/2004 5/28/2004 6/30/2004 7/27/2004 8/27/2004 9/30/2004 10/29/2004 11/29/2004 12/31/2004 1/21/2005 2/24/2005 3/30/2005 4/29/2005 5/25/2005 6/28/2005 7/28/2005 8/26/2005 9/30/2005 10/31/2005 11/28/2005 12/30/2005 1/27/2006 2/23/2006 3/31/2006 4/28/2006 5/25/2006 6/30/2006 7/28/2006 8/29/2006 9/28/2006 10/20/2006 11/24/2006 12/29/2006 1/26/2007 2/23/2007 3/30/2007 4/27/2007 5/25/2007 6/29/2007 7/27/2007 8/31/2007 9/28/2007

Wal Mart Revenue 12.131 13.628 16.722 13.98 14.388 18.111 13.764 14.296 17.169 13.915 15.739 26.177 13.17 15.139 18.683 14.829 15.697 19.23 17.36 15.709 19.918 15.397 17.384 27.92 14.555 18.684 16.639 20.17 16.901 21.47 16.542 16.98 18.091 16.583 18.761 28.795 20.473 20.984 18.939 22.47 19.201 23.77 18.942 19.38 22.491

CPI 561.9 547.9 561.5 564.2 566.4 558.2 567.5 567.6 568.7 571.9 572.2 570.1 579.2 574.5 579 582.9 582.4 582.6 580.2 588.2 585.4 596.7 592 584.4 593.9 595.2 598.6 603.5 606.5 607.8 609.6 610.9 607.9 604.6 603.6 609.5 606.27 611.2 614.9 619.8 622.8 623.9 625.6 626.9 623.9

Personal Consumption 7977730 8005878 8070480 8086579 8196516 8161271 8235349 8246121 8313670 8371605 8410820 8462026 8469443 8520687 8568959 8654352 8644646 8724753 8833907 8825450 8882536 8911627 8916377 8955472 9034368 9079246 9123848 9175181 9238576 9270505 9338876 9352650 9368494 9376027 9410758 9478531 9540335 9539246 9583848 9635181 9698576 9731285 9799656 9813630 9809274

Retail Sales Index 281463 282445 319107 315278 328499 321151 328025 326280 313444 319639 324067 386918 293027 294892 338969 335626 345400 351068 351887 355897 333652 336662 344441 406510 322222 318184 366989 357334 380085 373279 368611 382600 352686 354740 363468 424946 332797 327686 376491 366936 389687 382781 378113 392125 362211

10/26/2007 11/30/2007 12/28/2007 1/25/2008 2/29/2008 3/28/2008 4/25/2008 5/30/2008 6/27/2008 7/25/2008 8/29/2008 9/26/2008 10/31/2008 11/28/2008 12/26/2008 1/30/2009 2/27/2009 3/27/2009 4/24/2009 5/29/2009 6/26/2009 7/31/2009 8/28/2009

18.983 21.161 31.245 22.923 21.512 22.023 20.178 23.509 21.24 24.809 20.981 20.419 23.53 21.022 23.2 28.184 23.962 22.951 24.062 26.592 25.29 28.809 27.981

621.6 620.6 622.5 623.35 622.28 626.9 631.2 636.1 638.7 640.2 641.9 643.2 641.2 637.9 636.9 641.8 639.65 638.93 643.7 646.1 647.5 657.2 659.9

9836807 9870758 9946331 10008141 10032148 10030959 10075561 10126994 10190289 10223995 10291369 10305343 10301087 10328520 10362495 10438041 10499948 10523764 10522721 10546927 10591006 10723995 10791369

364265 372970 434488 342422 344464 339463 388158 368653 401354 394488 389780 403812 373978 375932 384677 446195 353997 356183 351032 348650 461356 404488 409780

December

SUMMARY OUTPUT 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0

Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations

0.849227689 0.721187668 0.70811834 2.396294107 68

ANOVA df Regression Residual Total

3 64 67

Intercept CPI Personal Consumption Retail Sales Index

SS 950.5971912 367.5024286 1318.09962

Coefficients Standard Error 62.14708562 21.19747381 -0.303623555 0.075769804 1.27141E-05 2.63801E-06 6.32343E-05 1.12219E-05

RESIDUAL OUTPUT Observation 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

Predicted Wal Mart Revenue 10.7683825 15.43908342 14.44945068 13.5922266 15.15801959 16.73498066 15.28778539 15.28403501 14.99719557 15.153925 15.84142075 21.10440244 12.49860024 14.69508169 16.72968487 16.41985185 17.06631271 18.38248429 20.55075922 18.26781744

Residuals 1.3626175 -1.811083423 2.272549324 0.387773396 -0.770019589 1.376019344 -1.523785389 -0.988035008 2.171804428 -1.238924997 -0.102420754 5.072597562 0.671399755 0.443918313 1.953315125 -1.590851851 -1.369312711 0.847515712 -3.190759222 -2.558817438

0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0

21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67

18.43711159 15.56636501 17.54568677 24.27516894 17.0639436 16.98447422 19.60537433 18.15974252 19.49352179 19.07438574 19.1019582 19.76695499 18.98767741 20.21529326 21.51239716 24.47020345 20.40971287 18.57581284 21.10562588 19.6663175 21.00009677 20.64527896 20.70321378 21.37220777 20.33610635 21.51437967 22.80011222 27.0741117 21.78016174 22.53938953 20.80529717 23.14598031 21.07876244 23.16190062 22.70083866 22.74356821 23.41382688 22.08043206 23.5547341 24.84330115 28.20608669 23.81589374 24.47553064 22.68826585 22.11670163 29.37893189 24.52860643

1.480888409 -0.16936501 -0.161686773 3.644831058 -2.508943597 1.699525779 -2.966374335 2.01025748 -2.592521794 2.395614265 -2.559958202 -2.786954994 -0.896677413 -3.632293263 -2.751397156 4.324796552 0.063287131 2.408187163 -2.166625884 2.803682505 -1.799096769 3.124721044 -1.761213778 -1.992207768 2.154893647 -2.531379672 -1.639112217 4.170888303 1.142838257 -1.027389534 1.217702833 -2.967980313 2.430237564 -1.92190062 2.108161336 -1.762568207 -2.994826882 1.449567941 -2.532734101 -1.643301154 -0.02208669 0.146106259 -1.524530637 1.373734151 4.475298368 -4.088931894 4.280393566

68

24.90005503

3.080944971

MS 316.8657304 5.742225447

F Significance F 55.1816945 9.80837E-18

Retail S Residuals

10 0 0

1000

-10

Wal Mart Revenue

Retail Sa 40 30 20 10 0 0

200000 Retail

Perso 10 Residuals

t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0% 2.931815657 0.004669455 19.80026358 104.4939077 19.80026358 104.4939077 -4.007184089 0.000162824 -0.45499114 -0.15225597 -0.45499114 -0.15225597 4.819564383 9.2178E-06 7.44402E-06 1.79841E-05 7.44402E-06 1.79841E-05 5.634917024 4.22109E-07 4.0816E-05 8.56525E-05 4.0816E-05 8.56525E-05

0 0 -10

000

200000

300000

400000

500000

Wal Mart Revenue

CPI Line Fit Plot

Sales Index Residual Plot

40 30 20

Wal Mart R

10 0 0

Predicted Wal Mart Revenue

Sales Index

Wal Mart Revenue

Wal Mart Revenue

onal Consumption Residual Plot

800

40 Wal Mart R

20 0 0

Predicted W Revenue

10000000 Personal Consumption

CPI Residual Plot 10

15000000

Residuals

10000000

Personal Consumption

600

Personal Consumption Line F Plot

ales Index Line Fit Plot

5000000

400 CPI

Retail Sales Index

0 400000 600000

200

Predicted W Revenue

5 0 0 -5

200

400 CPI

600

Revenue Wal Mart

Fit

Revenue Wal Mart

800

SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations

0.849227689 0.721187668 0.70811834 2.396294107 68

ANOVA df Regression Residual Total

3 64 67

Intercept CPI Personal Consumption Retail Sales Index

SS MS F ignificance 950.5971912 316.8657 55.18169 9.81E-18 367.5024286 5.742225 1318.09962

Coefficients Standard Error 62.14708562 21.19747381 -0.303623555 0.075769804 1.27141E-05 2.63801E-06 6.32343E-05 1.12219E-05

RESIDUAL OUTPUT Observation 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

Predicted Wal Mart Revenue 10.7683825 15.43908342 14.44945068 13.5922266 15.15801959 16.73498066 15.28778539 15.28403501 14.99719557 15.153925 15.84142075 21.10440244 12.49860024 14.69508169 16.72968487 16.41985185 17.06631271 18.38248429 20.55075922 18.26781744

Residuals 1.3626175 -1.811083423 2.272549324 0.387773396 -0.770019589 1.376019344 -1.523785389 -0.988035008 2.171804428 -1.238924997 -0.102420754 5.072597562 0.671399755 0.443918313 1.953315125 -1.590851851 -1.369312711 0.847515712 -3.190759222 -2.558817438

t Stat 2.931816 -4.00718 4.819564 5.634917

P-value 0.004669 0.000163 9.22E-06 4.22E-07

Lower 95% 19.80026 -0.45499 7.44E-06 4.08E-05

21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67

18.43711159 15.56636501 17.54568677 24.27516894 17.0639436 16.98447422 19.60537433 18.15974252 19.49352179 19.07438574 19.1019582 19.76695499 18.98767741 20.21529326 21.51239716 24.47020345 20.40971287 18.57581284 21.10562588 19.6663175 21.00009677 20.64527896 20.70321378 21.37220777 20.33610635 21.51437967 22.80011222 27.0741117 21.78016174 22.53938953 20.80529717 23.14598031 21.07876244 23.16190062 22.70083866 22.74356821 23.41382688 22.08043206 23.5547341 24.84330115 28.20608669 23.81589374 24.47553064 22.68826585 22.11670163 29.37893189 24.52860643

1.480888409 -0.16936501 -0.161686773 3.644831058 -2.508943597 1.699525779 -2.966374335 2.01025748 -2.592521794 2.395614265 -2.559958202 -2.786954994 -0.896677413 -3.632293263 -2.751397156 4.324796552 0.063287131 2.408187163 -2.166625884 2.803682505 -1.799096769 3.124721044 -1.761213778 -1.992207768 2.154893647 -2.531379672 -1.639112217 4.170888303 1.142838257 -1.027389534 1.217702833 -2.967980313 2.430237564 -1.92190062 2.108161336 -1.762568207 -2.994826882 1.449567941 -2.532734101 -1.643301154 -0.02208669 0.146106259 -1.524530637 1.373734151 4.475298368 -4.088931894 4.280393566

68

24.90005503

3.080944971

Residuals 6

F

4 2 0

Upper 95%ower 95.0% Upper 95.0% 104.4939 19.80026 104.4939 -0.15226 -0.45499 -0.15226 1.8E-05 7.44E-06 1.8E-05 8.57E-05 4.08E-05 8.57E-05

0

5

10

15

20

25

-2 -4 -6

The residual plot shows a tight and relatively normal distribu the height and width of the plot. Based on the residual plot d assume the multiple linear regression equation is a good pre Mart's revenue.

30

ution based on data we would edictor of Wal-

35

Wal-Mart's revenue is closely related to the state of the general ecomony because after reviewing all three of the line fit plots for the different predictors the actual revenue and predicted revenue of Wal-Mart are extremely close.

Date Wal Mart Revenue CPI Personal Consumption Retail Sales Index December 1/30/2004 12.131 561.9 7977730 281463 0 2/27/2004 13.628 547.9 8005878 282445 0 3/31/2004 16.722 561.5 8070480 319107 0 4/29/2004 13.98 564.2 8086579 315278 0 5/28/2004 14.388 566.4 8196516 328499 0 6/30/2004 18.111 558.2 8161271 321151 0 7/27/2004 13.764 567.5 8235349 328025 0 8/27/2004 14.296 567.6 8246121 326280 0 9/30/2004 17.169 568.7 8313670 313444 0 10/29/2004 13.915 571.9 8371605 319639 0 11/29/2004 15.739 572.2 8410820 324067 0 1/21/2005 13.17 579.2 8469443 293027 0 2/24/2005 15.139 574.5 8520687 294892 0 3/30/2005 18.683 579 8568959 338969 0 4/29/2005 14.829 582.9 8654352 335626 0 5/25/2005 15.697 582.4 8644646 345400 0 6/28/2005 19.23 582.6 8724753 351068 0 7/28/2005 17.36 580.2 8833907 351887 0 8/26/2005 15.709 588.2 8825450 355897 0 9/30/2005 19.918 585.4 8882536 333652 0 10/31/2005 15.397 596.7 8911627 336662 0 11/28/2005 17.384 592 8916377 344441 0 1/27/2006 14.555 593.9 9034368 322222 0 2/23/2006 18.684 595.2 9079246 318184 0 3/31/2006 16.639 598.6 9123848 366989 0 4/28/2006 20.17 603.5 9175181 357334 0 5/25/2006 16.901 606.5 9238576 380085 0 6/30/2006 21.47 607.8 9270505 373279 0 7/28/2006 16.542 609.6 9338876 368611 0 8/29/2006 16.98 610.9 9352650 382600 0 9/28/2006 18.091 607.9 9368494 352686 0 10/20/2006 16.583 604.6 9376027 354740 0 11/24/2006 18.761 603.6 9410758 363468 0 1/26/2007 20.473 606.27 9540335 332797 0 2/23/2007 20.984 611.2 9539246 327686 0 3/30/2007 18.939 614.9 9583848 376491 0 4/27/2007 22.47 619.8 9635181 366936 0 5/25/2007 19.201 622.8 9698576 389687 0 6/29/2007 23.77 623.9 9731285 382781 0 7/27/2007 18.942 625.6 9799656 378113 0 8/31/2007 19.38 626.9 9813630 392125 0 9/28/2007 22.491 623.9 9809274 362211 0 10/26/2007 18.983 621.6 9836807 364265 0 11/30/2007 21.161 620.6 9870758 372970 0 1/25/2008 22.923 623.35 10008141 342422 0

2/29/2008 3/28/2008 4/25/2008 5/30/2008 6/27/2008 7/25/2008 8/29/2008 9/26/2008 10/31/2008 11/28/2008 1/30/2009 2/27/2009 3/27/2009 4/24/2009 5/29/2009 6/26/2009 7/31/2009 8/28/2009

21.512 622.28 22.023 626.9 20.178 631.2 23.509 636.1 21.24 638.7 24.809 640.2 20.981 641.9 20.419 643.2 23.53 641.2 21.022 637.9 28.184 641.8 23.962 639.65 22.951 638.93 24.062 643.7 26.592 646.1 25.29 647.5 28.809 657.2 27.981 659.9

10032148 10030959 10075561 10126994 10190289 10223995 10291369 10305343 10301087 10328520 10438041 10499948 10523764 10522721 10546927 10591006 10723995 10791369

344464 339463 388158 368653 401354 394488 389780 403812 373978 375932 446195 353997 356183 351032 348650 461356 404488 409780

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations

0.880692453 0.775619197 0.764210003 1.92670013 63

ANOVA df Regression Residual Total

3 59 62
...