| Multiple Linear Regression - Ordinary Least Squares | |||||
| Variable | Parameter | S.E. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
| Verwachting[t] | 0.263868 | 0.190249 | 1.386958 | 0.169405 | 0.084703 |
| Constant | 3.132915 | 2.569067 | 1.219476 | 0.226338 | 0.113169 |
| Variable | Elasticity | S.E.* | T-STAT H0: |elast| = 1 | 2-tail p-value | 1-tail p-value |
| %Verwachting[t] | 0.521692 | 0.376141 | -1.271617 | 0.207288 | 0.103644 |
| %Constant | 0.478308 | 0.392224 | -1.330088 | 0.187366 | 0.093683 |
| Variable | Stand. Coeff. | S.E.* | T-STAT H0: coeff = 0 | 2-tail p-value | 1-tail p-value |
| S-Verwachting[t] | 0.155141 | 0.111857 | 1.386958 | 0.169405 | 0.084703 |
| S-Constant | 0 | 0 | 0 | 1 | 0.5 |
| *Note | computed against deterministic endogenous series | ||||
| Variable | Partial Correlation | ||||
| Verwachting[t] | 0.155141 | ||||
| Constant | 0.136781 | ||||
| Critical Values (alpha = 5%) | |||||
| 1-tail CV at 5% | 1.65 | ||||
| 2-tail CV at 5% | 1.96 | ||||
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.155141 |
| R-squared | 0.024069 |
| Adjusted R-squared | 0.011557 |
| F-TEST | 1.923653 |
| Observations | 80 |
| Degrees of Freedom | 78 |
| Multiple Linear Regression - Residual Statistics | |
| Standard Error | 6.512525 |
| Sum Squared Errors | 3308.212152 |
| Log Likelihood | -262.400545 |
| Durbin-Watson | 1.867444 |
| Von Neumann Ratio | 1.891082 |
| # e[t] > 0 | 31 |
| # e[t] < 0 | 49 |
| # Runs | 37 |
| Stand. Normal Runs Statistic | -0.468466 |
| Multiple Linear Regression - Ad Hoc Selection Test Statistics | |
| Akaike (1969) Final Prediction Error | 43.473301 |
| Akaike (1973) Log Information Criterion | 3.772137 |
| Akaike (1974) Information Criterion | 43.472848 |
| Schwarz (1978) Log Criterion | 3.831687 |
| Schwarz (1978) Criterion | 46.140321 |
| Craven-Wahba (1979) Generalized Cross Validation | 43.500489 |
| Hannan-Quinn (1979) Criterion | 44.523276 |
| Rice (1984) Criterion | 43.529107 |
| Shibata (1981) Criterion | 43.420284 |
| Multiple Linear Regression - Analysis of Variance | |||
| ANOVA | DF | Sum of Squares | Mean Square |
| Regression | 1 | 81.587848 | 81.587848 |
| Residual | 78 | 3308.212152 | 42.412976 |
| Total | 79 | 3389.8 | 42.908860759494 |
| F-TEST | 1.923653 | ||
| p-value | 0.169405 | ||