Multiple Linear Regression - Estimated Regression Equation
A[t] = -59199.6 + 8.25972B[t] + 181.499C[t] -92.2104D[t] + 785.242E[t] + 42.8427F[t] + 5.04409G[t] + 50.1865H[t] -1829.25I[t] -1846.08J[t] + 107.804K[t] + 26.5595L[t] + 0.742319M[t] + 10.2978N[t] -6.70532O[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)-5.92e+04 1.585e+04-3.7340e+00 0.0002705 0.0001353
B+8.26 6.63+1.2460e+00 0.2149 0.1074
C+181.5 91.25+1.9890e+00 0.04859 0.0243
D-92.21 47.2-1.9530e+00 0.0527 0.02635
E+785.2 232.6+3.3760e+00 0.0009471 0.0004735
F+42.84 136.9+3.1290e-01 0.7548 0.3774
G+5.044 1.605+3.1420e+00 0.002035 0.001017
H+50.19 18.73+2.6790e+00 0.008242 0.004121
I-1829 1083-1.6890e+00 0.09331 0.04665
J-1846 781.9-2.3610e+00 0.01956 0.009781
K+107.8 77.3+1.3950e+00 0.1653 0.08265
L+26.56 16.53+1.6060e+00 0.1104 0.05519
M+0.7423 0.568+1.3070e+00 0.1933 0.09666
N+10.3 155.8+6.6090e-02 0.9474 0.4737
O-6.705 140-4.7890e-02 0.9619 0.4809


Multiple Linear Regression - Regression Statistics
Multiple R 0.9223
R-squared 0.8507
Adjusted R-squared 0.8361
F-TEST (value) 58.59
F-TEST (DF numerator)14
F-TEST (DF denominator)144
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 2379
Sum Squared Residuals 8.152e+08


Menu of Residual Diagnostics
DescriptionLink
HistogramCompute
Central TendencyCompute
QQ PlotCompute
Kernel Density PlotCompute
Skewness/Kurtosis TestCompute
Skewness-Kurtosis PlotCompute
Harrell-Davis PlotCompute
Bootstrap Plot -- Central TendencyCompute
Blocked Bootstrap Plot -- Central TendencyCompute
(Partial) Autocorrelation PlotCompute
Spectral AnalysisCompute
Tukey lambda PPCC PlotCompute
Box-Cox Normality PlotCompute
Summary StatisticsCompute


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 1.395e+04 1.136e+04 2594
2 1.745e+04 1.537e+04 2077
3 1.771e+04 1.9e+04-1289
4 2.388e+04 2.088e+04 3000
5 1.643e+04 1.157e+04 4860
6 1.692e+04 1.157e+04 5355
7 2.097e+04 1.495e+04 6018
8 2.11e+04 1.523e+04 5876
9 5151 326.5 4825
10 6295 6246 48.81
11 6575 6015 560.1
12 5572 6145-572.8
13 6377 6102 275
14 7957 8060-103
15 6229 6800-571.3
16 6692 6911-219.2
17 7609 6911 697.8
18 8921 1.107e+04-2149
19 1.296e+04 1.422e+04-1256
20 6479 4590 1889
21 6855 6372 482.7
22 5399 6434-1035
23 6529 7648-1119
24 7129 7729-599.9
25 7295 7430-134.6
26 7295 7883-587.8
27 7895 9271-1376
28 9095 9539-443.5
29 8845 8747 98.44
30 1.03e+04 6969 3326
31 1.294e+04 9960 2985
32 1.034e+04 1.01e+04 243.2
33 3.225e+04 2.924e+04 3013
34 5195 5948-753.1
35 6095 5962 133.1
36 6795 5987 807.9
37 6695 5553 1142
38 7395 5487 1908
39 8845 1.039e+04-1545
40 8495 1.048e+04-1983
41 1.06e+04 1.039e+04 204.8
42 1.024e+04 1.048e+04-232.8
43 1.124e+04 1.055e+04 691.6
44 1.828e+04 1.447e+04 3809
45 2.555e+04 2.407e+04 1480
46 2.825e+04 2.535e+04 2896
47 2.818e+04 2.362e+04 4559
48 3.16e+04 2.639e+04 5214
49 3.506e+04 2.728e+04 7779
50 5389 7282-1893
51 6189 7372-1183
52 6669 7674-1005
53 7689 8374-684.9
54 9959 1.036e+04-399.1
55 8499 9419-920.4
56 6989 9524-2535
57 8189 9726-1537
58 9279 1.044e+04-1164
59 9279 1.054e+04-1263
60 5499 5538-39.08
61 7099 7181-82.02
62 6649 5684 964.6
63 6849 5736 1113
64 7349 5518 1831
65 7299 5851 1448
66 7799 6160 1639
67 7499 5902 1597
68 7999 5583 2416
69 8249 6794 1455
70 8949 9520-570.9
71 9549 9409 140.1
72 1.35e+04 1.918e+04-5685
73 1.44e+04 1.981e+04-5409
74 1.35e+04 1.858e+04-5076
75 1.72e+04 2.005e+04-2853
76 1.97e+04 2.132e+04-1621
77 1.84e+04 2.141e+04-3016
78 1.19e+04 1.69e+04-5004
79 1.32e+04 1.906e+04-5861
80 1.558e+04 1.897e+04-3394
81 1.69e+04 1.934e+04-2438
82 1.663e+04 1.718e+04-550.9
83 1.795e+04 1.934e+04-1388
84 1.815e+04 1.924e+04-1089
85 5572 6364-791.8
86 7957 8068-111.3
87 6229 6850-620.8
88 6692 6047 644.7
89 7609 7468 141.3
90 8921 1.075e+04-1833
91 2.202e+04 1.726e+04 4760
92 1.185e+04 1.263e+04-779.1
93 1.217e+04 1.243e+04-264.8
94 1.504e+04 1.655e+04-1511
95 1.551e+04 1.275e+04 2757
96 1.815e+04 1.486e+04 3291
97 1.862e+04 1.468e+04 3945
98 5118 6857-1739
99 7053 6995 57.67
100 7603 7826-223.1
101 7126 8619-1493
102 7775 8535-759.9
103 9960 1.014e+04-176.3
104 9233 9815-581.8
105 1.126e+04 1.105e+04 210.4
106 7463 9028-1565
107 1.02e+04 1.045e+04-254.2
108 8013 9674-1661
109 1.169e+04 1.15e+04 189.7
110 5348 6267-918.8
111 6338 6510-171.7
112 6488 6276 211.7
113 6918 6827 90.81
114 7898 6903 995
115 8778 1.112e+04-2344
116 6938 6867 71.38
117 7198 6999 198.7
118 7898 8619-721
119 7788 8578-789.9
120 7738 6948 790.5
121 8358 7064 1294
122 9258 7155 2103
123 8058 7186 872
124 8238 7363 875.5
125 9298 9984-685.9
126 9538 1.016e+04-622.4
127 8449 1.201e+04-3559
128 9639 1.199e+04-2348
129 9989 1.206e+04-2074
130 1.12e+04 1.271e+04-1510
131 1.155e+04 1.289e+04-1336
132 1.767e+04 1.424e+04 3424
133 8948 1.014e+04-1188
134 1.07e+04 1.196e+04-1260
135 9988 1.053e+04-542.3
136 1.09e+04 1.057e+04 324.9
137 1.125e+04 1.075e+04 495.8
138 1.656e+04 2.018e+04-3625
139 1.6e+04 2.037e+04-4376
140 1.569e+04 1.898e+04-3289
141 7775 9441-1666
142 7975 9131-1156
143 7995 9225-1230
144 8195 8915-719.7
145 8495 9233-737.5
146 9495 9732-236.8
147 9995 1.005e+04-58.5
148 9980 9248 731.7
149 1.294e+04 1.549e+04-2553
150 1.342e+04 1.592e+04-2509
151 1.598e+04 1.562e+04 366
152 1.652e+04 1.597e+04 540.1
153 1.842e+04 1.672e+04 1701
154 1.895e+04 1.71e+04 1850
155 1.684e+04 1.78e+04-959.5
156 1.904e+04 1.926e+04-210.5
157 2.148e+04 2.111e+04 377.1
158 2.247e+04 2.112e+04 1346
159 2.262e+04 1.834e+04 4287


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
18 0.02497 0.04994 0.975
19 0.006353 0.01271 0.9936
20 0.003197 0.006393 0.9968
21 0.0007184 0.001437 0.9993
22 0.0002077 0.0004154 0.9998
23 0.002773 0.005547 0.9972
24 0.001789 0.003578 0.9982
25 0.0009568 0.001914 0.999
26 0.0003917 0.0007835 0.9996
27 0.0002211 0.0004422 0.9998
28 0.000169 0.0003379 0.9998
29 0.0001102 0.0002204 0.9999
30 4.676e-05 9.351e-05 1
31 9.648e-05 0.000193 0.9999
32 8.893e-05 0.0001779 0.9999
33 6.419e-05 0.0001284 0.9999
34 9.6e-05 0.000192 0.9999
35 5.171e-05 0.0001034 0.9999
36 3.704e-05 7.409e-05 1
37 1.708e-05 3.415e-05 1
38 8.78e-06 1.756e-05 1
39 4.707e-06 9.413e-06 1
40 2.272e-06 4.544e-06 1
41 7.54e-06 1.508e-05 1
42 4.937e-06 9.873e-06 1
43 6.091e-06 1.218e-05 1
44 0.0001879 0.0003757 0.9998
45 0.0003566 0.0007133 0.9996
46 0.000224 0.000448 0.9998
47 0.0004366 0.0008733 0.9996
48 0.002402 0.004804 0.9976
49 0.02055 0.0411 0.9795
50 0.02721 0.05442 0.9728
51 0.02153 0.04305 0.9785
52 0.01637 0.03275 0.9836
53 0.01609 0.03218 0.9839
54 0.02501 0.05003 0.975
55 0.01804 0.03608 0.982
56 0.02275 0.04549 0.9773
57 0.01847 0.03694 0.9815
58 0.04496 0.08992 0.955
59 0.07858 0.1572 0.9214
60 0.06245 0.1249 0.9375
61 0.1282 0.2564 0.8718
62 0.1132 0.2263 0.8868
63 0.1 0.2001 0.9
64 0.09108 0.1822 0.9089
65 0.08617 0.1723 0.9138
66 0.08331 0.1666 0.9167
67 0.0809 0.1618 0.9191
68 0.08568 0.1714 0.9143
69 0.09755 0.1951 0.9024
70 0.0896 0.1792 0.9104
71 0.07311 0.1462 0.9269
72 0.8955 0.2091 0.1045
73 0.9906 0.01877 0.009387
74 0.9959 0.008125 0.004062
75 0.9961 0.007759 0.00388
76 0.9961 0.007706 0.003853
77 0.9973 0.005361 0.00268
78 0.9999 0.0001718 8.592e-05
79 1 1.227e-05 6.134e-06
80 1 4.447e-06 2.224e-06
81 1 6.426e-06 3.213e-06
82 1 7.884e-06 3.942e-06
83 1 1.386e-05 6.932e-06
84 1 1.202e-05 6.01e-06
85 1 1.883e-05 9.413e-06
86 1 2.436e-05 1.218e-05
87 1 3.33e-05 1.665e-05
88 1 5.731e-05 2.866e-05
89 1 9.899e-05 4.949e-05
90 0.9999 0.00016 7.998e-05
91 1 3.224e-05 1.612e-05
92 1 4.747e-05 2.374e-05
93 1 7.281e-05 3.64e-05
94 0.9999 0.0001116 5.579e-05
95 1 9.878e-05 4.939e-05
96 1 6.693e-05 3.346e-05
97 1 1.345e-05 6.724e-06
98 1 1.583e-05 7.917e-06
99 1 2.882e-05 1.441e-05
100 1 4.691e-05 2.345e-05
101 1 6.617e-05 3.309e-05
102 0.9999 0.0001103 5.513e-05
103 0.9999 0.0001945 9.723e-05
104 0.9998 0.0003352 0.0001676
105 0.9997 0.0005701 0.000285
106 0.9996 0.0007449 0.0003724
107 0.9994 0.001168 0.0005839
108 0.9996 0.0008188 0.0004094
109 0.9994 0.001231 0.0006156
110 0.999 0.002069 0.001035
111 0.9983 0.003352 0.001676
112 0.9973 0.005403 0.002702
113 0.9962 0.007501 0.003751
114 0.9967 0.006576 0.003288
115 1 3.373e-06 1.686e-06
116 1 6.382e-06 3.191e-06
117 1 9.304e-06 4.652e-06
118 1 1.896e-05 9.478e-06
119 1 3.988e-05 1.994e-05
120 1 7.333e-05 3.666e-05
121 0.9999 0.0001336 6.681e-05
122 0.9999 0.0002565 0.0001282
123 0.9997 0.0005434 0.0002717
124 0.9996 0.0008452 0.0004226
125 0.9992 0.001699 0.0008495
126 0.9984 0.003274 0.001637
127 0.9974 0.005252 0.002626
128 0.9962 0.007565 0.003783
129 0.9963 0.007384 0.003692
130 0.9935 0.01293 0.006467
131 0.9884 0.02321 0.01161
132 0.9916 0.01675 0.008373
133 0.9844 0.03117 0.01558
134 0.9866 0.02679 0.01339
135 0.9778 0.04434 0.02217
136 0.9609 0.07828 0.03914
137 0.9251 0.1499 0.07494
138 0.8857 0.2286 0.1143
139 0.8317 0.3366 0.1683
140 0.7939 0.4122 0.2061
141 0.6468 0.7063 0.3532


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level85 0.6855NOK
5% type I error level1010.814516NOK
10% type I error level1050.846774NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 19.709, df1 = 2, df2 = 142, p-value = 2.794e-08
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 5.6964, df1 = 28, df2 = 116, p-value = 9.216e-12
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 15.016, df1 = 2, df2 = 142, p-value = 1.214e-06


Variance Inflation Factors (Multicollinearity)
> vif
        B         C         D         E         F         G         H         I 
 1.559208  6.205108  8.256949  5.730235  2.693944 16.702143  9.086919  2.338467 
        J         K         L         M         N         O 
 1.483640  2.522903  7.198786  1.953069 25.188350 22.830928