[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]prijs[t][/C] | 18976.837935[/C] | 2532.22675[/C] | 7.494131[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]Constant[/C] | 7959.146927[/C] | 2812.275594[/C] | 2.830145[/C] | 0.006824[/C] | 0.003412[/C][/ROW]
[ROW][C]M1[t][/C] | 15259.770625[/C] | 1743.036886[/C] | 8.754703[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M2[t][/C] | 11317.146673[/C] | 1738.463398[/C] | 6.509856[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M3[t][/C] | 16094.000769[/C] | 1729.008495[/C] | 9.308225[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M4[t][/C] | 12674.36478[/C] | 1727.306643[/C] | 7.337646[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M5[t][/C] | 10293.121832[/C] | 1728.240865[/C] | 5.955838[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M6[t][/C] | 14883.058959[/C] | 1726.375784[/C] | 8.620985[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M7[t][/C] | 7832.447244[/C] | 1725.211459[/C] | 4.539993[/C] | 3.9E-05[/C] | 2E-05[/C][/ROW]
[ROW][C]M8[t][/C] | 4356.496371[/C] | 1724.750523[/C] | 2.52587[/C] | 0.01497[/C] | 0.007485[/C][/ROW]
[ROW][C]M9[t][/C] | 6813.612238[/C] | 1724.750885[/C] | 3.950491[/C] | 0.00026[/C] | 0.00013[/C][/ROW]
[ROW][C]M10[t][/C] | 9518.316736[/C] | 1725.167046[/C] | 5.51733[/C] | 1E-06[/C] | 1E-06[/C][/ROW]
[ROW][C]M11[t][/C] | 5390.380277[/C] | 1725.345089[/C] | 3.124233[/C] | 0.003051[/C] | 0.001526[/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]%prijs[t][/C] | 0.513624[/C] | 0.068537[/C] | -7.096559[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%Constant[/C] | 0.221268[/C] | 0.078183[/C] | -9.960405[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M1[t][/C] | 0.035352[/C] | 0.004038[/C] | -238.885839[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M2[t][/C] | 0.026219[/C] | 0.004028[/C] | -241.78217[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M3[t][/C] | 0.037285[/C] | 0.004006[/C] | -240.34156[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M4[t][/C] | 0.029363[/C] | 0.004002[/C] | -242.55811[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M5[t][/C] | 0.023846[/C] | 0.004004[/C] | -243.804835[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M6[t][/C] | 0.03448[/C] | 0.004[/C] | -241.409515[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M7[t][/C] | 0.018146[/C] | 0.003997[/C] | -245.65925[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M8[t][/C] | 0.010093[/C] | 0.003996[/C] | -247.740237[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M9[t][/C] | 0.015785[/C] | 0.003996[/C] | -246.315564[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M10[t][/C] | 0.022051[/C] | 0.003997[/C] | -244.688353[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M11[t][/C] | 0.012488[/C] | 0.003997[/C] | -247.055631[/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-prijs[t][/C] | 0.491305[/C] | 0.065559[/C] | 7.494131[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-Constant[/C] | 0[/C] | 0[/C] | 0[/C] | 1[/C] | 0.5[/C][/ROW]
[ROW][C]S-M1[t][/C] | 0.760122[/C] | 0.086824[/C] | 8.754703[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M2[t][/C] | 0.563731[/C] | 0.086597[/C] | 6.509856[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M3[t][/C] | 0.801676[/C] | 0.086126[/C] | 9.308225[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M4[t][/C] | 0.631337[/C] | 0.086041[/C] | 7.337646[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M5[t][/C] | 0.512722[/C] | 0.086087[/C] | 5.955838[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M6[t][/C] | 0.741357[/C] | 0.085994[/C] | 8.620985[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M7[t][/C] | 0.390151[/C] | 0.085936[/C] | 4.539993[/C] | 3.9E-05[/C] | 2E-05[/C][/ROW]
[ROW][C]S-M8[t][/C] | 0.217006[/C] | 0.085913[/C] | 2.52587[/C] | 0.01497[/C] | 0.007485[/C][/ROW]
[ROW][C]S-M9[t][/C] | 0.3394[/C] | 0.085914[/C] | 3.950491[/C] | 0.00026[/C] | 0.00013[/C][/ROW]
[ROW][C]S-M10[t][/C] | 0.474128[/C] | 0.085934[/C] | 5.51733[/C] | 1E-06[/C] | 1E-06[/C][/ROW]
[ROW][C]S-M11[t][/C] | 0.268506[/C] | 0.085943[/C] | 3.124233[/C] | 0.003051[/C] | 0.001526[/C][/ROW]
[ROW][C]*Note[/C] | computed against deterministic endogenous series[/C][/ROW]
[ROW] | Variable[/C] | Partial Correlation[/C][/ROW]
[ROW][C]prijs[t][/C] | 0.737839[/C][/ROW]
[ROW][C]Constant[/C] | 0.381583[/C][/ROW]
[ROW][C]M1[t][/C] | 0.787324[/C][/ROW]
[ROW][C]M2[t][/C] | 0.688582[/C][/ROW]
[ROW][C]M3[t][/C] | 0.805181[/C][/ROW]
[ROW][C]M4[t][/C] | 0.730698[/C][/ROW]
[ROW][C]M5[t][/C] | 0.655827[/C][/ROW]
[ROW][C]M6[t][/C] | 0.782687[/C][/ROW]
[ROW][C]M7[t][/C] | 0.552134[/C][/ROW]
[ROW][C]M8[t][/C] | 0.345718[/C][/ROW]
[ROW][C]M9[t][/C] | 0.499277[/C][/ROW]
[ROW][C]M10[t][/C] | 0.626966[/C][/ROW]
[ROW][C]M11[t][/C] | 0.414686[/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] | 2.01[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=14381&T=1 |