Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.E. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
prijs[t] | 3434.395545 | 11089.561954 | 0.309696 | 0.757921 | 0.378961 |
Constant | 29858.077966 | 8385.475059 | 3.56069 | 0.000755 | 0.000377 |
t^1 | 90.781512 | 91.680732 | 0.990192 | 0.326265 | 0.163133 |
Variable | Elasticity | S.E.* | T-STAT H0: |elast| = 1 | 2-tail p-value | 1-tail p-value |
%prijs[t] | 0.092955 | 0.300148 | -3.021989 | 0.003757 | 0.001879 |
%Constant | 0.83007 | 0.233121 | -0.728936 | 0.469026 | 0.234513 |
%t^1 | 0.076975 | 0.077738 | -11.873605 | 0 | 0 |
Variable | Stand. Coeff. | S.E.* | T-STAT H0: coeff = 0 | 2-tail p-value | 1-tail p-value |
S-prijs[t] | 0.088916 | 0.287106 | 0.309696 | 0.757921 | 0.378961 |
S-Constant | 0 | 0 | 0 | 1 | 0.5 |
S-t^1 | 0.28429 | 0.287106 | 0.990192 | 0.326265 | 0.163133 |
*Note | computed against deterministic endogenous series | ||||
Variable | Partial Correlation | ||||
prijs[t] | 0.040986 | ||||
Constant | 0.426565 | ||||
t^1 | 0.13004 | ||||
Critical Values (alpha = 5%) | |||||
1-tail CV at 5% | 1.68 | ||||
2-tail CV at 5% | 2 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.36659 |
R-squared | 0.134388 |
Adjusted R-squared | 0.104016 |
F-TEST | 4.424689 |
Observations | 60 |
Degrees of Freedom | 57 |
Multiple Linear Regression - Residual Statistics | |
Standard Error | 5296.388498 |
Sum Squared Errors | 1598948673.6383 |
Log Likelihood | -598.08434 |
Durbin-Watson | 1.60404 |
Von Neumann Ratio | 1.631227 |
# e[t] > 0 | 29 |
# e[t] < 0 | 31 |
# Runs | 26 |
Stand. Normal Runs Statistic | -1.294859 |
Multiple Linear Regression - Ad Hoc Selection Test Statistics | |
Akaike (1969) Final Prediction Error | 29454317.672285 |
Akaike (1973) Log Information Criterion | 17.198268 |
Akaike (1974) Information Criterion | 29451859.560012 |
Schwarz (1978) Log Criterion | 17.302985 |
Schwarz (1978) Criterion | 32703244.042323 |
Craven-Wahba (1979) Generalized Cross Validation | 29528138.017329 |
Hannan-Quinn (1979) Criterion | 30683274.933514 |
Rice (1984) Criterion | 29610160.622932 |
Shibata (1981) Criterion | 29314059.016703 |
Multiple Linear Regression - Analysis of Variance | |||
ANOVA | DF | Sum of Squares | Mean Square |
Regression | 2 | 248240377.21165 | 124120188.60583 |
Residual | 57 | 1598948673.6383 | 28051731.116462 |
Total | 59 | 1847189050.85 | 31308288.997458 |
F-TEST | 4.424689 | ||
p-value | 0.016357 |