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Estimate Equation

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Wed, 05 Dec 2007 17:04:30 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/06/t1196898968nr2mw0rusp5ebm8.htm/, Retrieved Fri, 03 May 2024 10:02:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2544, Retrieved Fri, 03 May 2024 10:02:00 +0000

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Multiple Regression Employ Trade

Estimated Impact

233

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [Estimate Equation] [Multiple Regressi...] [2007-12-06 00:04:30] [a258e9ec4d5d3b1ce45f1ba54f8fa0ce] [Current]

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Multiple Linear Regression - Estimated Regression Equation
Employ[t] = -6.3895862929151 Trade[t] +743.81860091903 -2.6104080896393 t^1 -10.003475814518 M1[t] -10.270747563061 M2[t] -5.3015337003682 M3[t] +25.696775677633 M4[t] +34.215811243216 M5[t] +19.725045542992 M6[t] +18.292074421342 M7[t] -19.690586252523 M8[t] -28.759850728516 M9[t] -16.799182804374 M10[t] -1.1676413196279 M11[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline

Employ[t] = -6.3895862929151 Trade[t] +743.81860091903 -2.6104080896393 t^1 -10.003475814518 M1[t] -10.270747563061 M2[t] -5.3015337003682 M3[t] +25.696775677633 M4[t] +34.215811243216 M5[t] +19.725045542992 M6[t] +18.292074421342 M7[t] -19.690586252523 M8[t] -28.759850728516 M9[t] -16.799182804374 M10[t] -1.1676413196279 M11[t] + e[t] \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=2544&T=0

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW]

Employ[t] = -6.3895862929151 Trade[t] +743.81860091903 -2.6104080896393 t^1 -10.003475814518 M1[t] -10.270747563061 M2[t] -5.3015337003682 M3[t] +25.696775677633 M4[t] +34.215811243216 M5[t] +19.725045542992 M6[t] +18.292074421342 M7[t] -19.690586252523 M8[t] -28.759850728516 M9[t] -16.799182804374 M10[t] -1.1676413196279 M11[t] + e[t][/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=2544&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2544&T=0

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Multiple Linear Regression - Estimated Regression Equation
Employ[t] = -6.3895862929151 Trade[t] +743.81860091903 -2.6104080896393 t^1 -10.003475814518 M1[t] -10.270747563061 M2[t] -5.3015337003682 M3[t] +25.696775677633 M4[t] +34.215811243216 M5[t] +19.725045542992 M6[t] +18.292074421342 M7[t] -19.690586252523 M8[t] -28.759850728516 M9[t] -16.799182804374 M10[t] -1.1676413196279 M11[t] + e[t]

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.E.	T-STATH0: parameter = 0	2-tail p-value	1-tail p-value
Trade[t]	-6.389586	3.249325	-1.966435	0.053958	0.026979
Constant	743.818601	60.923831	12.208993	0	0
t^1	-2.610408	0.248909	-10.487404	0	0
M1[t]	-10.003476	11.259365	-0.888458	0.377902	0.188951
M2[t]	-10.270748	11.901128	-0.863006	0.391629	0.195814
M3[t]	-5.301534	11.847912	-0.447466	0.656177	0.328089
M4[t]	25.696776	12.493981	2.056732	0.044142	0.022071
M5[t]	34.215811	12.157602	2.814355	0.006632	0.003316
M6[t]	19.725046	14.042598	1.404658	0.165366	0.082683
M7[t]	18.292074	11.708518	1.562288	0.123569	0.061784
M8[t]	-19.690586	12.310286	-1.599523	0.115046	0.057523
M9[t]	-28.759851	11.727142	-2.452418	0.017167	0.008583
M10[t]	-16.799183	11.694561	-1.436495	0.156143	0.078072
M11[t]	-1.167641	13.352737	-0.087446	0.930613	0.465307

Variable	Elasticity	S.E.^*	T-STATH0: \|elast\| = 1	2-tail p-value	1-tail p-value
%Trade[t]	-0.191198	0.097231	-8.318365	0	0
%Constant	1.36814	0.11206	3.285207	0.001718	0.000859
%t^1	-0.177588	0.016933	-48.567373	0	0
%M1[t]	-0.001764	0.001986	-502.666961	0	0
%M2[t]	-0.001553	0.001799	-554.938638	0	0
%M3[t]	-0.000801	0.001791	-557.850615	0	0
%M4[t]	0.003885	0.001889	-527.371538	0	0
%M5[t]	0.005173	0.001838	-541.262244	0	0
%M6[t]	0.002982	0.002123	-469.638285	0	0
%M7[t]	0.002765	0.00177	-563.382555	0	0
%M8[t]	-0.002977	0.001861	-535.728923	0	0
%M9[t]	-0.004348	0.001773	-561.595196	0	0
%M10[t]	-0.00254	0.001768	-564.182549	0	0
%M11[t]	-0.000177	0.002019	-495.291635	0	0
Variable	Stand. Coeff.	S.E.^*	T-STATH0: coeff = 0	2-tail p-value	1-tail p-value
S-Trade[t]	-0.226747	0.115309	-1.966435	0.053958	0.026979
S-Constant	0	0	0	1	0.5
S-t^1	-1.00988	0.096295	-10.487404	0	0
S-M1[t]	-0.054017	0.060799	-0.888458	0.377902	0.188951
S-M2[t]	-0.051734	0.059946	-0.863006	0.391629	0.195814
S-M3[t]	-0.026704	0.059678	-0.447466	0.656177	0.328089
S-M4[t]	0.129435	0.062932	2.056732	0.044142	0.022071
S-M5[t]	0.172345	0.061238	2.814355	0.006632	0.003316
S-M6[t]	0.099355	0.070733	1.404658	0.165366	0.082683
S-M7[t]	0.092137	0.058976	1.562288	0.123569	0.061784
S-M8[t]	-0.099181	0.062007	-1.599523	0.115046	0.057523
S-M9[t]	-0.144863	0.05907	-2.452418	0.017167	0.008583
S-M10[t]	-0.084617	0.058905	-1.436495	0.156143	0.078072
S-M11[t]	-0.005881	0.067258	-0.087446	0.930613	0.465307
^*Note	computed against deterministic endogenous series
Variable	Partial Correlation
Trade[t]	-0.24801
Constant	0.84642
t^1	-0.806758
M1[t]	-0.114901
M2[t]	-0.111651
M3[t]	-0.058156
M4[t]	0.258652
M5[t]	0.344032
M6[t]	0.179888
M7[t]	0.199312
M8[t]	-0.203867
M9[t]	-0.304151
M10[t]	-0.183829
M11[t]	-0.011384
Critical Values (alpha = 5%)
1-tail CV at 5%	1.68
2-tail CV at 5%	2

\begin{tabular}{lllllllll}
\hline

Multiple Linear Regression - Ordinary Least Squares \tabularnewline

Variable

Parameter

S.E.

T-STATH0: parameter = 0

2-tail p-value

1-tail p-value \tabularnewline Trade[t]

-6.389586

3.249325

-1.966435

0.053958

0.026979 \tabularnewline Constant

743.818601

60.923831

12.208993

0 \tabularnewline t^1

-2.610408

0.248909

-10.487404

0 \tabularnewline M1[t]

-10.003476

11.259365

-0.888458

0.377902

0.188951 \tabularnewline M2[t]

-10.270748

11.901128

-0.863006

0.391629

0.195814 \tabularnewline M3[t]

-5.301534

11.847912

-0.447466

0.656177

0.328089 \tabularnewline M4[t]

25.696776

12.493981

2.056732

0.044142

0.022071 \tabularnewline M5[t]

34.215811

12.157602

2.814355

0.006632

0.003316 \tabularnewline M6[t]

19.725046

14.042598

1.404658

0.165366

0.082683 \tabularnewline M7[t]

18.292074

11.708518

1.562288

0.123569

0.061784 \tabularnewline M8[t]

-19.690586

12.310286

-1.599523

0.115046

0.057523 \tabularnewline M9[t]

-28.759851

11.727142

-2.452418

0.017167

0.008583 \tabularnewline M10[t]

-16.799183

11.694561

-1.436495

0.156143

0.078072 \tabularnewline M11[t]

-1.167641

13.352737

-0.087446

0.930613

0.465307 \tabularnewline \tabularnewline

Variable

Elasticity

S.E.^*

T-STATH0: |elast| = 1

2-tail p-value

1-tail p-value \tabularnewline %Trade[t]

-0.191198

0.097231

-8.318365

0 \tabularnewline %Constant

1.36814

0.11206

3.285207

0.001718

0.000859 \tabularnewline %t^1

-0.177588

0.016933

-48.567373

0 \tabularnewline %M1[t]

-0.001764

0.001986

-502.666961

0 \tabularnewline %M2[t]

-0.001553

0.001799

-554.938638

0 \tabularnewline %M3[t]

-0.000801

0.001791

-557.850615

0 \tabularnewline %M4[t]

0.003885

0.001889

-527.371538

0 \tabularnewline %M5[t]

0.005173

0.001838

-541.262244

0 \tabularnewline %M6[t]

0.002982

0.002123

-469.638285

0 \tabularnewline %M7[t]

0.002765

0.00177

-563.382555

0 \tabularnewline %M8[t]

-0.002977

0.001861

-535.728923

0 \tabularnewline %M9[t]

-0.004348

0.001773

-561.595196

0 \tabularnewline %M10[t]

-0.00254

0.001768

-564.182549

0 \tabularnewline %M11[t]

-0.000177

0.002019

-495.291635

0 \tabularnewline

Variable

Stand. Coeff.

S.E.^*

T-STATH0: coeff = 0

2-tail p-value

1-tail p-value \tabularnewline S-Trade[t]

-0.226747

0.115309

-1.966435

0.053958

0.026979 \tabularnewline S-Constant

0.5 \tabularnewline S-t^1

-1.00988

0.096295

-10.487404

0 \tabularnewline S-M1[t]

-0.054017

0.060799

-0.888458

0.377902

0.188951 \tabularnewline S-M2[t]

-0.051734

0.059946

-0.863006

0.391629

0.195814 \tabularnewline S-M3[t]

-0.026704

0.059678

-0.447466

0.656177

0.328089 \tabularnewline S-M4[t]

0.129435

0.062932

2.056732

0.044142

0.022071 \tabularnewline S-M5[t]

0.172345

0.061238

2.814355

0.006632

0.003316 \tabularnewline S-M6[t]

0.099355

0.070733

1.404658

0.165366

0.082683 \tabularnewline S-M7[t]

0.092137

0.058976

1.562288

0.123569

0.061784 \tabularnewline S-M8[t]

-0.099181

0.062007

-1.599523

0.115046

0.057523 \tabularnewline S-M9[t]

-0.144863

0.05907

-2.452418

0.017167

0.008583 \tabularnewline S-M10[t]

-0.084617

0.058905

-1.436495

0.156143

0.078072 \tabularnewline S-M11[t]

-0.005881

0.067258

-0.087446

0.930613

0.465307 \tabularnewline ^*Note

computed against deterministic endogenous series \tabularnewline

Variable

Partial Correlation \tabularnewline Trade[t]

-0.24801 \tabularnewline Constant

0.84642 \tabularnewline t^1

-0.806758 \tabularnewline M1[t]

-0.114901 \tabularnewline M2[t]

-0.111651 \tabularnewline M3[t]

-0.058156 \tabularnewline M4[t]

0.258652 \tabularnewline M5[t]

0.344032 \tabularnewline M6[t]

0.179888 \tabularnewline M7[t]

0.199312 \tabularnewline M8[t]

-0.203867 \tabularnewline M9[t]

-0.304151 \tabularnewline M10[t]

-0.183829 \tabularnewline M11[t]

-0.011384 \tabularnewline Critical Values (alpha = 5%) \tabularnewline 1-tail CV at 5%

1.68 \tabularnewline 2-tail CV at 5%

2 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=2544&T=1

[TABLE]

[ROW][C]Multiple Linear Regression - Ordinary Least Squares[/C][/ROW]

[ROW]

Variable[/C]

Parameter[/C]

S.E.[/C]

T-STATH0: parameter = 0[/C]

2-tail p-value[/C]

1-tail p-value[/C][/ROW] [ROW][C]Trade[t][/C]

-6.389586[/C]

3.249325[/C]

-1.966435[/C]

0.053958[/C]

0.026979[/C][/ROW] [ROW][C]Constant[/C]

743.818601[/C]

60.923831[/C]

12.208993[/C]

0[/C]

0[/C][/ROW] [ROW][C]t^1[/C]

-2.610408[/C]

0.248909[/C]

-10.487404[/C]

0[/C]

0[/C][/ROW] [ROW][C]M1[t][/C]

-10.003476[/C]

11.259365[/C]

-0.888458[/C]

0.377902[/C]

0.188951[/C][/ROW] [ROW][C]M2[t][/C]

-10.270748[/C]

11.901128[/C]

-0.863006[/C]

0.391629[/C]

0.195814[/C][/ROW] [ROW][C]M3[t][/C]

-5.301534[/C]

11.847912[/C]

-0.447466[/C]

0.656177[/C]

0.328089[/C][/ROW] [ROW][C]M4[t][/C]

25.696776[/C]

12.493981[/C]

2.056732[/C]

0.044142[/C]

0.022071[/C][/ROW] [ROW][C]M5[t][/C]

34.215811[/C]

12.157602[/C]

2.814355[/C]

0.006632[/C]

0.003316[/C][/ROW] [ROW][C]M6[t][/C]

19.725046[/C]

14.042598[/C]

1.404658[/C]

0.165366[/C]

0.082683[/C][/ROW] [ROW][C]M7[t][/C]

18.292074[/C]

11.708518[/C]

1.562288[/C]

0.123569[/C]

0.061784[/C][/ROW] [ROW][C]M8[t][/C]

-19.690586[/C]

12.310286[/C]

-1.599523[/C]

0.115046[/C]

0.057523[/C][/ROW] [ROW][C]M9[t][/C]

-28.759851[/C]

11.727142[/C]

-2.452418[/C]

0.017167[/C]

0.008583[/C][/ROW] [ROW][C]M10[t][/C]

-16.799183[/C]

11.694561[/C]

-1.436495[/C]

0.156143[/C]

0.078072[/C][/ROW] [ROW][C]M11[t][/C]

-1.167641[/C]

13.352737[/C]

-0.087446[/C]

0.930613[/C]

0.465307[/C][/ROW] [ROW][C][/C][/ROW] [ROW]

Variable[/C]

Elasticity[/C]

S.E.^*[/C]

T-STATH0: |elast| = 1[/C]

2-tail p-value[/C]

1-tail p-value[/C][/ROW] [ROW][C]%Trade[t][/C]

-0.191198[/C]

0.097231[/C]

-8.318365[/C]

0[/C]

0[/C][/ROW] [ROW][C]%Constant[/C]

1.36814[/C]

0.11206[/C]

3.285207[/C]

0.001718[/C]

0.000859[/C][/ROW] [ROW][C]%t^1[/C]

-0.177588[/C]

0.016933[/C]

-48.567373[/C]

0[/C]

0[/C][/ROW] [ROW][C]%M1[t][/C]

-0.001764[/C]

0.001986[/C]

-502.666961[/C]

0[/C]

0[/C][/ROW] [ROW][C]%M2[t][/C]

-0.001553[/C]

0.001799[/C]

-554.938638[/C]

0[/C]

0[/C][/ROW] [ROW][C]%M3[t][/C]

-0.000801[/C]

0.001791[/C]

-557.850615[/C]

0[/C]

0[/C][/ROW] [ROW][C]%M4[t][/C]

0.003885[/C]

0.001889[/C]

-527.371538[/C]

0[/C]

0[/C][/ROW] [ROW][C]%M5[t][/C]

0.005173[/C]

0.001838[/C]

-541.262244[/C]

0[/C]

0[/C][/ROW] [ROW][C]%M6[t][/C]

0.002982[/C]

0.002123[/C]

-469.638285[/C]

0[/C]

0[/C][/ROW] [ROW][C]%M7[t][/C]

0.002765[/C]

0.00177[/C]

-563.382555[/C]

0[/C]

0[/C][/ROW] [ROW][C]%M8[t][/C]

-0.002977[/C]

0.001861[/C]

-535.728923[/C]

0[/C]

0[/C][/ROW] [ROW][C]%M9[t][/C]

-0.004348[/C]

0.001773[/C]

-561.595196[/C]

0[/C]

0[/C][/ROW] [ROW][C]%M10[t][/C]

-0.00254[/C]

0.001768[/C]

-564.182549[/C]

0[/C]

0[/C][/ROW] [ROW][C]%M11[t][/C]

-0.000177[/C]

0.002019[/C]

-495.291635[/C]

0[/C]

0[/C][/ROW] [ROW]

Variable[/C]

Stand. Coeff.[/C]

S.E.^*[/C]

T-STATH0: coeff = 0[/C]

2-tail p-value[/C]

1-tail p-value[/C][/ROW] [ROW][C]S-Trade[t][/C]

-0.226747[/C]

0.115309[/C]

-1.966435[/C]

0.053958[/C]

0.026979[/C][/ROW] [ROW][C]S-Constant[/C]

0[/C]

1[/C]

0.5[/C][/ROW] [ROW][C]S-t^1[/C]

-1.00988[/C]

0.096295[/C]

-10.487404[/C]

0[/C]

0[/C][/ROW] [ROW][C]S-M1[t][/C]

-0.054017[/C]

0.060799[/C]

-0.888458[/C]

0.377902[/C]

0.188951[/C][/ROW] [ROW][C]S-M2[t][/C]

-0.051734[/C]

0.059946[/C]

-0.863006[/C]

0.391629[/C]

0.195814[/C][/ROW] [ROW][C]S-M3[t][/C]

-0.026704[/C]

0.059678[/C]

-0.447466[/C]

0.656177[/C]

0.328089[/C][/ROW] [ROW][C]S-M4[t][/C]

0.129435[/C]

0.062932[/C]

2.056732[/C]

0.044142[/C]

0.022071[/C][/ROW] [ROW][C]S-M5[t][/C]

0.172345[/C]

0.061238[/C]

2.814355[/C]

0.006632[/C]

0.003316[/C][/ROW] [ROW][C]S-M6[t][/C]

0.099355[/C]

0.070733[/C]

1.404658[/C]

0.165366[/C]

0.082683[/C][/ROW] [ROW][C]S-M7[t][/C]

0.092137[/C]

0.058976[/C]

1.562288[/C]

0.123569[/C]

0.061784[/C][/ROW] [ROW][C]S-M8[t][/C]

-0.099181[/C]

0.062007[/C]

-1.599523[/C]

0.115046[/C]

0.057523[/C][/ROW] [ROW][C]S-M9[t][/C]

-0.144863[/C]

0.05907[/C]

-2.452418[/C]

0.017167[/C]

0.008583[/C][/ROW] [ROW][C]S-M10[t][/C]

-0.084617[/C]

0.058905[/C]

-1.436495[/C]

0.156143[/C]

0.078072[/C][/ROW] [ROW][C]S-M11[t][/C]

-0.005881[/C]

0.067258[/C]

-0.087446[/C]

0.930613[/C]

0.465307[/C][/ROW] [ROW][C]^*Note[/C]

computed against deterministic endogenous series[/C][/ROW] [ROW]

Variable[/C]

Partial Correlation[/C][/ROW] [ROW][C]Trade[t][/C]

-0.24801[/C][/ROW] [ROW][C]Constant[/C]

0.84642[/C][/ROW] [ROW][C]t^1[/C]

-0.806758[/C][/ROW] [ROW][C]M1[t][/C]

-0.114901[/C][/ROW] [ROW][C]M2[t][/C]

-0.111651[/C][/ROW] [ROW][C]M3[t][/C]

-0.058156[/C][/ROW] [ROW][C]M4[t][/C]

0.258652[/C][/ROW] [ROW][C]M5[t][/C]

0.344032[/C][/ROW] [ROW][C]M6[t][/C]

0.179888[/C][/ROW] [ROW][C]M7[t][/C]

0.199312[/C][/ROW] [ROW][C]M8[t][/C]

-0.203867[/C][/ROW] [ROW][C]M9[t][/C]

-0.304151[/C][/ROW] [ROW][C]M10[t][/C]

-0.183829[/C][/ROW] [ROW][C]M11[t][/C]

-0.011384[/C][/ROW] [ROW][C]Critical Values (alpha = 5%)[/C][/ROW] [ROW][C]1-tail CV at 5%[/C]

1.68[/C][/ROW] [ROW][C]2-tail CV at 5%[/C]

2[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=2544&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2544&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.E.	T-STATH0: parameter = 0	2-tail p-value	1-tail p-value
Trade[t]	-6.389586	3.249325	-1.966435	0.053958	0.026979
Constant	743.818601	60.923831	12.208993	0	0
t^1	-2.610408	0.248909	-10.487404	0	0
M1[t]	-10.003476	11.259365	-0.888458	0.377902	0.188951
M2[t]	-10.270748	11.901128	-0.863006	0.391629	0.195814
M3[t]	-5.301534	11.847912	-0.447466	0.656177	0.328089
M4[t]	25.696776	12.493981	2.056732	0.044142	0.022071
M5[t]	34.215811	12.157602	2.814355	0.006632	0.003316
M6[t]	19.725046	14.042598	1.404658	0.165366	0.082683
M7[t]	18.292074	11.708518	1.562288	0.123569	0.061784
M8[t]	-19.690586	12.310286	-1.599523	0.115046	0.057523
M9[t]	-28.759851	11.727142	-2.452418	0.017167	0.008583
M10[t]	-16.799183	11.694561	-1.436495	0.156143	0.078072
M11[t]	-1.167641	13.352737	-0.087446	0.930613	0.465307

Variable	Elasticity	S.E.^*	T-STATH0: \|elast\| = 1	2-tail p-value	1-tail p-value
%Trade[t]	-0.191198	0.097231	-8.318365	0	0
%Constant	1.36814	0.11206	3.285207	0.001718	0.000859
%t^1	-0.177588	0.016933	-48.567373	0	0
%M1[t]	-0.001764	0.001986	-502.666961	0	0
%M2[t]	-0.001553	0.001799	-554.938638	0	0
%M3[t]	-0.000801	0.001791	-557.850615	0	0
%M4[t]	0.003885	0.001889	-527.371538	0	0
%M5[t]	0.005173	0.001838	-541.262244	0	0
%M6[t]	0.002982	0.002123	-469.638285	0	0
%M7[t]	0.002765	0.00177	-563.382555	0	0
%M8[t]	-0.002977	0.001861	-535.728923	0	0
%M9[t]	-0.004348	0.001773	-561.595196	0	0
%M10[t]	-0.00254	0.001768	-564.182549	0	0
%M11[t]	-0.000177	0.002019	-495.291635	0	0
Variable	Stand. Coeff.	S.E.^*	T-STATH0: coeff = 0	2-tail p-value	1-tail p-value
S-Trade[t]	-0.226747	0.115309	-1.966435	0.053958	0.026979
S-Constant	0	0	0	1	0.5
S-t^1	-1.00988	0.096295	-10.487404	0	0
S-M1[t]	-0.054017	0.060799	-0.888458	0.377902	0.188951
S-M2[t]	-0.051734	0.059946	-0.863006	0.391629	0.195814
S-M3[t]	-0.026704	0.059678	-0.447466	0.656177	0.328089
S-M4[t]	0.129435	0.062932	2.056732	0.044142	0.022071
S-M5[t]	0.172345	0.061238	2.814355	0.006632	0.003316
S-M6[t]	0.099355	0.070733	1.404658	0.165366	0.082683
S-M7[t]	0.092137	0.058976	1.562288	0.123569	0.061784
S-M8[t]	-0.099181	0.062007	-1.599523	0.115046	0.057523
S-M9[t]	-0.144863	0.05907	-2.452418	0.017167	0.008583
S-M10[t]	-0.084617	0.058905	-1.436495	0.156143	0.078072
S-M11[t]	-0.005881	0.067258	-0.087446	0.930613	0.465307
^*Note	computed against deterministic endogenous series
Variable	Partial Correlation
Trade[t]	-0.24801
Constant	0.84642
t^1	-0.806758
M1[t]	-0.114901
M2[t]	-0.111651
M3[t]	-0.058156
M4[t]	0.258652
M5[t]	0.344032
M6[t]	0.179888
M7[t]	0.199312
M8[t]	-0.203867
M9[t]	-0.304151
M10[t]	-0.183829
M11[t]	-0.011384
Critical Values (alpha = 5%)
1-tail CV at 5%	1.68
2-tail CV at 5%	2

Multiple Linear Regression - Regression Statistics
Multiple R	0.94316
R-squared	0.88955
Adjusted R-squared	0.865214
F-TEST	36.552312
Observations	73
Degrees of Freedom	59
Multiple Linear Regression - Residual Statistics
Standard Error	20.157477
Sum Squared Errors	23973.108396
Log Likelihood	-315.071855
Durbin-Watson	0.245369
Von Neumann Ratio	0.248777
# e[t] > 0	37
# e[t] < 0	36
# Runs	16
Stand. Normal Runs Statistic	-5.067437

\begin{tabular}{lllllllll}
\hline

Multiple Linear Regression - Regression Statistics \tabularnewline

Multiple R

0.94316 \tabularnewline R-squared

0.88955 \tabularnewline Adjusted R-squared

0.865214 \tabularnewline F-TEST

36.552312 \tabularnewline Observations

73 \tabularnewline Degrees of Freedom

59 \tabularnewline Multiple Linear Regression - Residual Statistics \tabularnewline Standard Error

20.157477 \tabularnewline Sum Squared Errors

23973.108396 \tabularnewline Log Likelihood

-315.071855 \tabularnewline Durbin-Watson

0.245369 \tabularnewline Von Neumann Ratio

0.248777 \tabularnewline # e[t] > 0

37 \tabularnewline # e[t] < 0

36 \tabularnewline # Runs

16 \tabularnewline Stand. Normal Runs Statistic

-5.067437 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=2544&T=2

[TABLE]

[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]

[ROW][C]Multiple R[/C]

0.94316[/C][/ROW] [ROW][C]R-squared[/C]

0.88955[/C][/ROW] [ROW][C]Adjusted R-squared[/C]

0.865214[/C][/ROW] [ROW][C]F-TEST[/C]

36.552312[/C][/ROW] [ROW][C]Observations[/C]

73[/C][/ROW] [ROW][C]Degrees of Freedom[/C]

59[/C][/ROW] [ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW] [ROW][C]Standard Error[/C]

20.157477[/C][/ROW] [ROW][C]Sum Squared Errors[/C]

23973.108396[/C][/ROW] [ROW][C]Log Likelihood[/C]

-315.071855[/C][/ROW] [ROW][C]Durbin-Watson[/C]

0.245369[/C][/ROW] [ROW][C]Von Neumann Ratio[/C]

0.248777[/C][/ROW] [ROW][C]# e[t] > 0[/C]

37[/C][/ROW] [ROW][C]# e[t] < 0[/C]

36[/C][/ROW] [ROW][C]# Runs[/C]

16[/C][/ROW] [ROW][C]Stand. Normal Runs Statistic[/C]

-5.067437[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=2544&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2544&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Regression Statistics
Multiple R	0.94316
R-squared	0.88955
Adjusted R-squared	0.865214
F-TEST	36.552312
Observations	73
Degrees of Freedom	59
Multiple Linear Regression - Residual Statistics
Standard Error	20.157477
Sum Squared Errors	23973.108396
Log Likelihood	-315.071855
Durbin-Watson	0.245369
Von Neumann Ratio	0.248777
# e[t] > 0	37
# e[t] < 0	36
# Runs	16
Stand. Normal Runs Statistic	-5.067437

Multiple Linear Regression - Ad Hoc Selection Test Statistics
Akaike (1969) Final Prediction Error	484.248997
Akaike (1973) Log Information Criterion	6.17779
Akaike (1974) Information Criterion	481.925819
Schwarz (1978) Log Criterion	6.617056
Schwarz (1978) Criterion	747.7408
Craven-Wahba (1979) Generalized Cross Validation	502.739705
Hannan-Quinn (1979) Criterion	574.12398
Rice (1984) Criterion	532.735742
Shibata (1981) Criterion	454.359908

\begin{tabular}{lllllllll}
\hline

Multiple Linear Regression - Ad Hoc Selection Test Statistics \tabularnewline

Akaike (1969) Final Prediction Error

484.248997 \tabularnewline Akaike (1973) Log Information Criterion

6.17779 \tabularnewline Akaike (1974) Information Criterion

481.925819 \tabularnewline Schwarz (1978) Log Criterion

6.617056 \tabularnewline Schwarz (1978) Criterion

747.7408 \tabularnewline Craven-Wahba (1979) Generalized Cross Validation

502.739705 \tabularnewline Hannan-Quinn (1979) Criterion

574.12398 \tabularnewline Rice (1984) Criterion

532.735742 \tabularnewline Shibata (1981) Criterion

454.359908 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=2544&T=3

[TABLE]

[ROW][C]Multiple Linear Regression - Ad Hoc Selection Test Statistics[/C][/ROW]

[ROW][C]Akaike (1969) Final Prediction Error[/C]

484.248997[/C][/ROW] [ROW][C]Akaike (1973) Log Information Criterion[/C]

6.17779[/C][/ROW] [ROW][C]Akaike (1974) Information Criterion[/C]

481.925819[/C][/ROW] [ROW][C]Schwarz (1978) Log Criterion[/C]

6.617056[/C][/ROW] [ROW][C]Schwarz (1978) Criterion[/C]

747.7408[/C][/ROW] [ROW][C]Craven-Wahba (1979) Generalized Cross Validation[/C]

502.739705[/C][/ROW] [ROW][C]Hannan-Quinn (1979) Criterion[/C]

574.12398[/C][/ROW] [ROW][C]Rice (1984) Criterion[/C]

532.735742[/C][/ROW] [ROW][C]Shibata (1981) Criterion[/C]

454.359908[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=2544&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2544&T=3

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Ad Hoc Selection Test Statistics
Akaike (1969) Final Prediction Error	484.248997
Akaike (1973) Log Information Criterion	6.17779
Akaike (1974) Information Criterion	481.925819
Schwarz (1978) Log Criterion	6.617056
Schwarz (1978) Criterion	747.7408
Craven-Wahba (1979) Generalized Cross Validation	502.739705
Hannan-Quinn (1979) Criterion	574.12398
Rice (1984) Criterion	532.735742
Shibata (1981) Criterion	454.359908

Multiple Linear Regression - Analysis of Variance
ANOVA	DF	Sum of Squares	Mean Square
Regression	13	193077.001193	14852.077015
Residual	59	23973.108396	406.323871
Total	72	217050.109589	3014.5848554033
F-TEST	36.552312
p-value	0

\begin{tabular}{lllllllll}
\hline

Multiple Linear Regression - Analysis of Variance \tabularnewline

ANOVA & DF & Sum of Squares & Mean Square \tabularnewline

Regression

193077.001193

14852.077015 \tabularnewline Residual

23973.108396

406.323871 \tabularnewline Total

217050.109589

3014.5848554033 \tabularnewline F-TEST

36.552312 \tabularnewline p-value

0 \tabularnewline

\hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=2544&T=4

[TABLE]

[ROW][C]Multiple Linear Regression - Analysis of Variance[/C][/ROW]

[ROW][C]ANOVA[/C][C]DF[/C][C]Sum of Squares[/C][C]Mean Square[/C][/ROW]

[ROW][C]Regression[/C]

13[/C]

193077.001193[/C]

14852.077015[/C][/ROW] [ROW][C]Residual[/C]

59[/C]

23973.108396[/C]

406.323871[/C][/ROW] [ROW][C]Total[/C]

72[/C]

217050.109589[/C]

3014.5848554033[/C][/ROW] [ROW][C]F-TEST[/C]

36.552312[/C][/ROW] [ROW][C]p-value[/C]

0[/C][/ROW]

[/TABLE] Source: https://freestatistics.org/blog/index.php?pk=2544&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2544&T=4

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Analysis of Variance
ANOVA	DF	Sum of Squares	Mean Square
Regression	13	193077.001193	14852.077015
Residual	59	23973.108396	406.323871
Total	72	217050.109589	3014.5848554033
F-TEST	36.552312
p-value	0

Parameters (Session):

Parameters (R input):

R code (references can be found in the software module):

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code