Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.E. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
DI[t] | -1565.379287 | 588.646635 | -2.659285 | 0.014012 | 0.007006 |
SP[t] | 53.421207 | 78.528681 | 0.680276 | 0.50312 | 0.25156 |
House[t] | -0.621424 | 0.882675 | -0.704024 | 0.488485 | 0.244243 |
Constant | 15.003401 | 7.094589 | 2.114767 | 0.045497 | 0.022748 |
Variable | Elasticity | S.E.* | T-STAT H0: |elast| = 1 | 2-tail p-value | 1-tail p-value |
%DI[t] | -2.752774 | 1.035155 | 1.693247 | 0.103911 | 0.051956 |
%SP[t] | 0.186298 | 0.273856 | -2.971277 | 0.006835 | 0.003418 |
%House[t] | -0.328638 | 0.466799 | -1.438225 | 0.163839 | 0.08192 |
%Constant | 3.895114 | 1.841865 | 1.571839 | 0.129645 | 0.064822 |
Variable | Stand. Coeff. | S.E.* | T-STAT H0: coeff = 0 | 2-tail p-value | 1-tail p-value |
S-DI[t] | -0.47772 | 0.179642 | -2.659285 | 0.014012 | 0.007006 |
S-SP[t] | 0.123714 | 0.181858 | 0.680276 | 0.50312 | 0.25156 |
S-House[t] | -0.128267 | 0.182191 | -0.704024 | 0.488485 | 0.244243 |
S-Constant | 0 | 0 | 0 | 1 | 0.5 |
*Note | computed against deterministic endogenous series | ||||
Variable | Partial Correlation | ||||
DI[t] | -0.484937 | ||||
SP[t] | 0.140442 | ||||
House[t] | -0.145243 | ||||
Constant | 0.403474 | ||||
Critical Values (alpha = 5%) | |||||
1-tail CV at 5% | 1.72 | ||||
2-tail CV at 5% | 2.07 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.529636 |
R-squared | 0.280514 |
Adjusted R-squared | 0.186668 |
F-TEST | 2.989087 |
Observations | 27 |
Degrees of Freedom | 23 |
Multiple Linear Regression - Residual Statistics | |
Standard Error | 29.320765 |
Sum Squared Errors | 19773.267097 |
Log Likelihood | -127.360706 |
Durbin-Watson | 2.280227 |
Von Neumann Ratio | 2.367928 |
# e[t] > 0 | 12 |
# e[t] < 0 | 15 |
# Runs | 20 |
Stand. Normal Runs Statistic | 2.253226 |
Multiple Linear Regression - Ad Hoc Selection Test Statistics | |
Akaike (1969) Final Prediction Error | 987.071304 |
Akaike (1973) Log Information Criterion | 6.892546 |
Akaike (1974) Information Criterion | 984.905392 |
Schwarz (1978) Log Criterion | 7.084521 |
Schwarz (1978) Criterion | 1193.351985 |
Craven-Wahba (1979) Generalized Cross Validation | 1009.221572 |
Hannan-Quinn (1979) Criterion | 1042.763904 |
Rice (1984) Criterion | 1040.698268 |
Shibata (1981) Criterion | 949.333811 |
Multiple Linear Regression - Analysis of Variance | |||
ANOVA | DF | Sum of Squares | Mean Square |
Regression | 3 | 7709.22031 | 2569.740103 |
Residual | 23 | 19773.267097 | 859.707265 |
Total | 26 | 27482.487407 | 1057.0187464387 |
F-TEST | 2.989087 | ||
p-value | 0.051953 |