Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.E. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
Inc[t] | 1.06171 | 0.266674 | 3.981302 | 0.001365 | 0.000683 |
Price[t] | -1.382985 | 0.083814 | -16.500598 | 0 | 0 |
Constant | 130.706587 | 27.094293 | 4.824137 | 0.00027 | 0.000135 |
Variable | Elasticity | S.E.* | T-STAT H0: |elast| = 1 | 2-tail p-value | 1-tail p-value |
%Inc[t] | 0.812882 | 0.204175 | -0.916462 | 0.374942 | 0.187471 |
%Price[t] | -0.784635 | 0.047552 | -4.529043 | 0.000472 | 0.000236 |
%Constant | 0.971754 | 0.201436 | -0.140225 | 0.89048 | 0.44524 |
Variable | Stand. Coeff. | S.E.* | T-STAT H0: coeff = 0 | 2-tail p-value | 1-tail p-value |
S-Inc[t] | 0.238708 | 0.059957 | 3.981302 | 0.001365 | 0.000683 |
S-Price[t] | -0.98933 | 0.059957 | -16.500598 | 0 | 0 |
S-Constant | 0 | 0 | 0 | 1 | 0.5 |
*Note | computed against deterministic endogenous series | ||||
Variable | Partial Correlation | ||||
Inc[t] | 0.728698 | ||||
Price[t] | -0.975241 | ||||
Constant | 0.790181 | ||||
Critical Values (alpha = 5%) | |||||
1-tail CV at 5% | 1.77 | ||||
2-tail CV at 5% | 2.14 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.975337 |
R-squared | 0.951282 |
Adjusted R-squared | 0.944322 |
F-TEST | 136.683086 |
Observations | 17 |
Degrees of Freedom | 14 |
Multiple Linear Regression - Residual Statistics | |
Standard Error | 5.563356 |
Sum Squared Errors | 433.312979 |
Log Likelihood | -51.647054 |
Durbin-Watson | 2.018549 |
Von Neumann Ratio | 2.144708 |
# e[t] > 0 | 9 |
# e[t] < 0 | 8 |
# Runs | 7 |
Runs Statistic | -1.242299 |
Multiple Linear Regression - Ad Hoc Selection Test Statistics | |
Akaike (1969) Final Prediction Error | 36.412855 |
Akaike (1973) Log Information Criterion | 3.591188 |
Akaike (1974) Information Criterion | 36.277152 |
Schwarz (1978) Log Criterion | 3.738226 |
Schwarz (1978) Criterion | 42.023365 |
Craven-Wahba (1979) Generalized Cross Validation | 37.583269 |
Hannan-Quinn (1979) Criterion | 36.811266 |
Rice (1984) Criterion | 39.392089 |
Shibata (1981) Criterion | 34.485116 |
Multiple Linear Regression - Analysis of Variance | |||
ANOVA | DF | Sum of Squares | Mean Square |
Regression | 2 | 8460.936433 | 4230.468217 |
Residual | 14 | 433.312979 | 30.950927 |
Total | 16 | 8894.249412 | 555.89058823529 |
F-TEST | 136.683086 | ||
p-value | 0 |