Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.E.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
prijs[t]18976.8379352532.226757.49413100
Constant7959.1469272812.2755942.8301450.0068240.003412
M1[t]15259.7706251743.0368868.75470300
M2[t]11317.1466731738.4633986.50985600
M3[t]16094.0007691729.0084959.30822500
M4[t]12674.364781727.3066437.33764600
M5[t]10293.1218321728.2408655.95583800
M6[t]14883.0589591726.3757848.62098500
M7[t]7832.4472441725.2114594.5399933.9E-052E-05
M8[t]4356.4963711724.7505232.525870.014970.007485
M9[t]6813.6122381724.7508853.9504910.000260.00013
M10[t]9518.3167361725.1670465.517331E-061E-06
M11[t]5390.3802771725.3450893.1242330.0030510.001526
VariableElasticityS.E.*T-STAT
H0: |elast| = 1
2-tail p-value1-tail p-value
%prijs[t]0.5136240.068537-7.09655900
%Constant0.2212680.078183-9.96040500
%M1[t]0.0353520.004038-238.88583900
%M2[t]0.0262190.004028-241.7821700
%M3[t]0.0372850.004006-240.3415600
%M4[t]0.0293630.004002-242.5581100
%M5[t]0.0238460.004004-243.80483500
%M6[t]0.034480.004-241.40951500
%M7[t]0.0181460.003997-245.6592500
%M8[t]0.0100930.003996-247.74023700
%M9[t]0.0157850.003996-246.31556400
%M10[t]0.0220510.003997-244.68835300
%M11[t]0.0124880.003997-247.05563100
VariableStand. Coeff.S.E.*T-STAT
H0: coeff = 0
2-tail p-value1-tail p-value
S-prijs[t]0.4913050.0655597.49413100
S-Constant00010.5
S-M1[t]0.7601220.0868248.75470300
S-M2[t]0.5637310.0865976.50985600
S-M3[t]0.8016760.0861269.30822500
S-M4[t]0.6313370.0860417.33764600
S-M5[t]0.5127220.0860875.95583800
S-M6[t]0.7413570.0859948.62098500
S-M7[t]0.3901510.0859364.5399933.9E-052E-05
S-M8[t]0.2170060.0859132.525870.014970.007485
S-M9[t]0.33940.0859143.9504910.000260.00013
S-M10[t]0.4741280.0859345.517331E-061E-06
S-M11[t]0.2685060.0859433.1242330.0030510.001526
*Notecomputed against deterministic endogenous series
VariablePartial Correlation
prijs[t]0.737839
Constant0.381583
M1[t]0.787324
M2[t]0.688582
M3[t]0.805181
M4[t]0.730698
M5[t]0.655827
M6[t]0.782687
M7[t]0.552134
M8[t]0.345718
M9[t]0.499277
M10[t]0.626966
M11[t]0.414686
Critical Values (alpha = 5%)
1-tail CV at 5%1.68
2-tail CV at 5%2.01

Multiple Linear Regression - Regression Statistics
Multiple R0.90043
R-squared0.810775
Adjusted R-squared0.762462
F-TEST16.781769
Observations60
Degrees of Freedom47
Multiple Linear Regression - Residual Statistics
Standard Error2727.070023
Sum Squared Errors349534812.79822
Log Likelihood-552.469387
Durbin-Watson2.094637
Von Neumann Ratio2.130139
# e[t] > 027
# e[t] < 033
# Runs35
Stand. Normal Runs Statistic1.131293

Multiple Linear Regression - Ad Hoc Selection Test Statistics
Akaike (1969) Final Prediction Error9048241.607897
Akaike (1973) Log Information Criterion16.011102
Akaike (1974) Information Criterion8985318.209618
Schwarz (1978) Log Criterion16.464877
Schwarz (1978) Criterion14145076.180271
Craven-Wahba (1979) Generalized Cross Validation9493928.822043
Hannan-Quinn (1979) Criterion10730478.483565
Rice (1984) Criterion10280435.670536
Shibata (1981) Criterion8349998.305735

Multiple Linear Regression - Analysis of Variance
ANOVADFSum of SquaresMean Square
Regression121497654238.0518124804519.83765
Residual47349534812.798227436910.9106
Total591847189050.8531308288.997458
F-TEST16.781769
p-value0