Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.E.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
DI[t]-1565.379287588.646635-2.6592850.0140120.007006
SP[t]53.42120778.5286810.6802760.503120.25156
House[t]-0.6214240.882675-0.7040240.4884850.244243
Constant15.0034017.0945892.1147670.0454970.022748
VariableElasticityS.E.*T-STAT
H0: |elast| = 1
2-tail p-value1-tail p-value
%DI[t]-2.7527741.0351551.6932470.1039110.051956
%SP[t]0.1862980.273856-2.9712770.0068350.003418
%House[t]-0.3286380.466799-1.4382250.1638390.08192
%Constant3.8951141.8418651.5718390.1296450.064822
VariableStand. Coeff.S.E.*T-STAT
H0: coeff = 0
2-tail p-value1-tail p-value
S-DI[t]-0.477720.179642-2.6592850.0140120.007006
S-SP[t]0.1237140.1818580.6802760.503120.25156
S-House[t]-0.1282670.182191-0.7040240.4884850.244243
S-Constant00010.5
*Notecomputed against deterministic endogenous series
VariablePartial Correlation
DI[t]-0.484937
SP[t]0.140442
House[t]-0.145243
Constant0.403474
Critical Values (alpha = 5%)
1-tail CV at 5%1.72
2-tail CV at 5%2.07

Multiple Linear Regression - Regression Statistics
Multiple R0.529636
R-squared0.280514
Adjusted R-squared0.186668
F-TEST2.989087
Observations27
Degrees of Freedom23
Multiple Linear Regression - Residual Statistics
Standard Error29.320765
Sum Squared Errors19773.267097
Log Likelihood-127.360706
Durbin-Watson2.280227
Von Neumann Ratio2.367928
# e[t] > 012
# e[t] < 015
# Runs20
Stand. Normal Runs Statistic2.253226

Multiple Linear Regression - Ad Hoc Selection Test Statistics
Akaike (1969) Final Prediction Error987.071304
Akaike (1973) Log Information Criterion6.892546
Akaike (1974) Information Criterion984.905392
Schwarz (1978) Log Criterion7.084521
Schwarz (1978) Criterion1193.351985
Craven-Wahba (1979) Generalized Cross Validation1009.221572
Hannan-Quinn (1979) Criterion1042.763904
Rice (1984) Criterion1040.698268
Shibata (1981) Criterion949.333811

Multiple Linear Regression - Analysis of Variance
ANOVADFSum of SquaresMean Square
Regression37709.220312569.740103
Residual2319773.267097859.707265
Total2627482.4874071057.0187464387
F-TEST2.989087
p-value0.051953