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Multiplicative Demand
Functions |
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ROW/COL |
B |
C |
D |
E |
F |
G |
H |
I |
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5 |
For demand equations we
can also use the following: |
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6 |
|
7 |
Q = aPcAdYe |
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8 |
This is called a
multiplicative demand function. |
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9 |
The exponents are the
elasticities of the variables. |
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10 |
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11 |
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12 |
Ln(Q) = a + c*ln(P) +
d*ln(A) + e*ln(Y) |
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13 |
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14 |
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15 |
Some data: |
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16 |
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17 |
Q |
P |
A |
Y |
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18 |
500 |
105.00 |
100.00 |
500.00 |
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19 |
1800 |
90.00 |
195.00 |
576.54 |
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20 |
900 |
75.00 |
95.00 |
600.00 |
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21 |
1400 |
130.00 |
145.00 |
706.23 |
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22 |
1800 |
59.00 |
120.00 |
750.00 |
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23 |
1200 |
114.00 |
169.00 |
810.00 |
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24 |
1300 |
105.00 |
95.00 |
795.00 |
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25 |
975 |
165.00 |
152.00 |
815.00 |
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26 |
2000 |
134.00 |
202.00 |
900.00 |
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27 |
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28 |
A linear fit using the above data |
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29 |
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Q= f + g*P + h*A + i*Y |
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31 |
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32 |
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33 |
SUMMARY OUTPUT |
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34 |
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35 |
Regression
Statistics |
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36 |
Multiple R |
0.888864171 |
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37 |
R Square |
0.790079515 |
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38 |
Adjusted R Square |
0.664127224 |
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39 |
Standard Error |
283.3424136 |
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40 |
Observations |
9 |
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41 |
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42 |
ANOVA |
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43 |
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df |
SS |
MS |
F |
Significance F |
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44 |
Regression |
3 |
1510807.61 |
503602.5 |
6.2728475 |
0.0379091 |
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45 |
Residual |
5 |
401414.617 |
80282.92 |
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46 |
Total |
8 |
1912222.22 |
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47 |
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48 |
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Coefficients |
Standard Error |
t Stat |
P-value |
Lower 95% |
Upper 95% |
|
49 |
Intercept |
-142.008306 |
572.243073 |
-0.24816 |
0.8138798 |
-1613.00355 |
1328.986939 |
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50 |
X Variable 1 |
-9.98905184 |
3.65624537 |
-2.73205 |
0.0411796 |
-19.3877144 |
-0.590389268 |
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51 |
X Variable 2 |
8.198651835 |
2.7095159 |
3.025873 |
0.0292191 |
1.23363086 |
15.16367281 |
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52 |
X Variable 3 |
1.933355427 |
0.88602668 |
2.182051 |
0.0809034 |
-0.34424493 |
4.210955787 |
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53 |
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Estimating the results |
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55 |
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=+$C$49+$C$50*C57+$C$51*D57+$C$52*E57 |
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56 |
Q |
P |
A |
Y |
Estimated Q |
Actual |
Error |
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57 |
500 |
105.00 |
100.00 |
500.00 |
596 |
500 |
96 |
<=+F57-G57 |
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58 |
1800 |
90.00 |
195.00 |
576.54 |
1672 |
1800 |
-128 |
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59 |
900 |
75.00 |
95.00 |
600.00 |
1048 |
900 |
148 |
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60 |
1400 |
130.00 |
145.00 |
706.23 |
1114 |
1400 |
-286 |
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61 |
1800 |
59.00 |
120.00 |
750.00 |
1702 |
1800 |
-98 |
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62 |
1200 |
114.00 |
169.00 |
810.00 |
1671 |
1200 |
471 |
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63 |
1300 |
105.00 |
95.00 |
795.00 |
1125 |
1300 |
-175 |
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64 |
975 |
165.00 |
152.00 |
815.00 |
1032 |
975 |
57 |
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65 |
2000 |
134.00 |
202.00 |
900.00 |
1916 |
2000 |
-84 |
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66 |
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67 |
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68 |
Now try the non-linear
fit |
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69 |
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70 |
Take the logarithms of
the data |
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71 |
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72 |
ln(Q) |
ln(P) |
ln(A) |
ln(Y) |
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73 |
6.2146 |
4.6540 |
4.6052 |
6.2146 |
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74 |
7.4955 |
4.4998 |
5.2730 |
6.3570 |
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75 |
6.8024 |
4.3175 |
4.5539 |
6.3969 |
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76 |
7.2442 |
4.8675 |
4.9767 |
6.5599 |
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77 |
7.4955 |
4.0775 |
4.7875 |
6.6201 |
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78 |
7.0901 |
4.7362 |
5.1299 |
6.6970 |
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79 |
7.1701 |
4.6540 |
4.5539 |
6.6783 |
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80 |
6.8824 |
5.1059 |
5.0239 |
6.7032 |
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81 |
7.6009 |
4.8978 |
5.3083 |
6.8024 |
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82 |
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83 |
The multiplicative fit |
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84 |
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85 |
SUMMARY OUTPUT |
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86 |
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|
87 |
Regression
Statistics |
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|
88 |
Multiple R |
0.889270086 |
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|
89 |
R Square |
0.790801287 |
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|
90 |
Adjusted R Square |
0.665282059 |
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91 |
Standard Error |
0.251221433 |
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92 |
Observations |
9 |
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93 |
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94 |
ANOVA |
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95 |
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df |
SS |
MS |
F |
Significance F |
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96 |
Regression |
3 |
1.19286622 |
0.397622 |
6.3002402 |
0.03759558 |
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97 |
Residual |
5 |
0.31556104 |
0.063112 |
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98 |
Total |
8 |
1.50842726 |
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99 |
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100 |
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Coefficients |
Standard Error |
t Stat |
P-value |
Lower 95% |
Upper 95% |
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101 |
Intercept |
-1.81142129 |
3.01281415 |
-0.60124 |
0.573897 |
-9.55609396 |
5.933251388 |
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102 |
X Variable 1 |
-0.84307889 |
0.32376373 |
-2.60399 |
0.048017 |
-1.67533869 |
-0.010819089 |
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103 |
X Variable 2 |
0.922450092 |
0.34014869 |
2.711902 |
0.0421803 |
0.04807146 |
1.796828719 |
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104 |
X Variable 3 |
1.266559782 |
0.51433052 |
2.462541 |
0.0570503 |
-0.05556676 |
2.588686326 |
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105 |
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106 |
|
107 |
Remember
that the above results are in logs, so the answer will be the log of sales
and you would need to take the anti-log (exp()) of the number ot get the
resulting quantity sold |
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108 |
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109 |
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110 |
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111 |
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=+$C$101+$C$102*C113+$C$103*D113+$C$104*E113 |
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112 |
ln(Q) |
ln(P) |
ln(A) |
ln(Y) |
Estimated
ln(Q) |
Estimated
exp(Q) |
Actual |
error |
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113 |
6.2146 |
4.6540 |
4.6052 |
6.2146 |
6.3841 |
592 |
500 |
92 |
<=+G113-H113 |
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114 |
7.4955 |
4.4998 |
5.2730 |
6.3570 |
7.3105 |
1496 |
1800 |
-304 |
|
115 |
6.8024 |
4.3175 |
4.5539 |
6.3969 |
6.8514 |
945 |
900 |
45 |
|
116 |
7.2442 |
4.8675 |
4.9767 |
6.5599 |
6.9842 |
1079 |
1400 |
-321 |
|
117 |
7.4955 |
4.0775 |
4.7875 |
6.6201 |
7.5518 |
1904 |
1800 |
104 |
|
118 |
7.0901 |
4.7362 |
5.1299 |
6.6970 |
7.4099 |
1652 |
1200 |
452 |
|
119 |
7.1701 |
4.6540 |
4.5539 |
6.6783 |
6.9242 |
1017 |
1300 |
-283 |
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120 |
6.8824 |
5.1059 |
5.0239 |
6.7032 |
7.0081 |
1106 |
975 |
131 |
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121 |
7.6009 |
4.8978 |
5.3083 |
6.8024 |
7.5716 |
1942 |
2000 |
-58 |
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122 |
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123 |
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=EXP(F113) |
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124 |
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125 |
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