Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.E. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
2[t] | 0.241619 | 0.792198 | 0.304999 | 0.761201 | 0.3806 |
3[t] | 0.181476 | 0.103482 | 1.753704 | 0.083513 | 0.041756 |
4[t] | 0.173315 | 0.678748 | 0.255345 | 0.799146 | 0.399573 |
Constant | 40.246105 | 7.911237 | 5.087207 | 3E-06 | 1E-06 |
Variable | Elasticity | S.E.* | T-STAT H0: |elast| = 1 | 2-tail p-value | 1-tail p-value |
%2[t] | 0.263237 | 0.863077 | -0.853647 | 0.395983 | 0.197992 |
%3[t] | 0.145978 | 0.08324 | -10.259753 | 0 | 0 |
%4[t] | 0.196278 | 0.768676 | -1.045594 | 0.299063 | 0.149531 |
%Constant | 0.394507 | 0.077549 | -7.807899 | 0 | 0 |
Variable | Stand. Coeff. | S.E.* | T-STAT H0: coeff = 0 | 2-tail p-value | 1-tail p-value |
S-2[t] | 0.322637 | 1.05783 | 0.304999 | 0.761201 | 0.3806 |
S-3[t] | 0.356155 | 0.203087 | 1.753704 | 0.083513 | 0.041756 |
S-4[t] | 0.272278 | 1.066314 | 0.255345 | 0.799146 | 0.399573 |
S-Constant | 0 | 0 | 0 | 1 | 0.5 |
*Note | computed against deterministic endogenous series | ||||
Variable | Partial Correlation | ||||
2[t] | 0.034964 | ||||
3[t] | 0.197213 | ||||
4[t] | 0.029278 | ||||
Constant | 0.504006 | ||||
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 | 0.67925 |
R-squared | 0.461381 |
Adjusted R-squared | 0.44012 |
F-TEST | 21.700529 |
Observations | 80 |
Degrees of Freedom | 76 |
Multiple Linear Regression - Residual Statistics | |
Standard Error | 5.63774 |
Sum Squared Errors | 2415.592613 |
Log Likelihood | -249.822014 |
Durbin-Watson | 1.286627 |
Von Neumann Ratio | 1.302913 |
# e[t] > 0 | 42 |
# e[t] < 0 | 38 |
# Runs | 28 |
Stand. Normal Runs Statistic | -2.910328 |
Multiple Linear Regression - Ad Hoc Selection Test Statistics | |
Akaike (1969) Final Prediction Error | 33.373319 |
Akaike (1973) Log Information Criterion | 3.507673 |
Akaike (1974) Information Criterion | 33.370534 |
Schwarz (1978) Log Criterion | 3.626775 |
Schwarz (1978) Criterion | 37.591374 |
Craven-Wahba (1979) Generalized Cross Validation | 33.456961 |
Hannan-Quinn (1979) Criterion | 35.002673 |
Rice (1984) Criterion | 33.549897 |
Shibata (1981) Criterion | 33.214398 |
Multiple Linear Regression - Analysis of Variance | |||
ANOVA | DF | Sum of Squares | Mean Square |
Regression | 3 | 2069.196262 | 689.732087 |
Residual | 76 | 2415.592613 | 31.784113 |
Total | 79 | 4484.788875 | 56.76947943038 |
F-TEST | 21.700529 | ||
p-value | 0 |