Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.E. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
Low[t] | -0.199802 | 0.362493 | -0.551187 | 0.601412 | 0.300706 |
Medium[t] | 0.150992 | 0.286379 | 0.527245 | 0.616941 | 0.30847 |
High[t] | 0.322037 | 0.329256 | 0.978073 | 0.365811 | 0.182905 |
Constant | 7.411074 | 7.759618 | 0.955082 | 0.376416 | 0.188208 |
Variable | Elasticity | S.E.* | T-STAT H0: |elast| = 1 | 2-tail p-value | 1-tail p-value |
%Low[t] | -0.049624 | 0.090031 | -10.556094 | 4.3E-05 | 2.1E-05 |
%Medium[t] | 0.125333 | 0.237713 | -3.679503 | 0.010337 | 0.005168 |
%High[t] | 0.439907 | 0.449769 | -1.245292 | 0.259451 | 0.129726 |
%Constant | 0.484384 | 0.507165 | -1.016664 | 0.348543 | 0.174271 |
Variable | Stand. Coeff. | S.E.* | T-STAT H0: coeff = 0 | 2-tail p-value | 1-tail p-value |
S-Low[t] | -0.221199 | 0.401314 | -0.551187 | 0.601412 | 0.300706 |
S-Medium[t] | 0.197597 | 0.374773 | 0.527245 | 0.616941 | 0.30847 |
S-High[t] | 0.393632 | 0.402456 | 0.978073 | 0.365811 | 0.182905 |
S-Constant | 0 | 0 | 0 | 1 | 0.5 |
*Note | computed against deterministic endogenous series | ||||
Variable | Partial Correlation | ||||
Low[t] | -0.219532 | ||||
Medium[t] | 0.210427 | ||||
High[t] | 0.370828 | ||||
Constant | 0.363273 | ||||
Critical Values (alpha = 5%) | |||||
1-tail CV at 5% | 1.95 | ||||
2-tail CV at 5% | 2.45 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.406314 |
R-squared | 0.165091 |
F-TEST | 0.39547 |
Observations | 10 |
Degrees of Freedom | 6 |
Multiple Linear Regression - Residual Statistics | |
Standard Error | 2.420388 |
Sum Squared Errors | 35.14968 |
Log Likelihood | -20.474537 |
Durbin-Watson | 2.944651 |
Von Neumann Ratio | 3.271835 |
# e[t] > 0 | 4 |
# e[t] < 0 | 6 |
# Runs | 8 |
Runs Statistic | 1.545367 |
Multiple Linear Regression - Ad Hoc Selection Test Statistics | |
Akaike (1969) Final Prediction Error | 8.201592 |
Akaike (1973) Log Information Criterion | 2.05703 |
Akaike (1974) Information Criterion | 7.822705 |
Schwarz (1978) Log Criterion | 2.178064 |
Schwarz (1978) Criterion | 8.8292 |
Craven-Wahba (1979) Generalized Cross Validation | 9.7638 |
Hannan-Quinn (1979) Criterion | 6.850053 |
Rice (1984) Criterion | 17.57484 |
Shibata (1981) Criterion | 6.326942 |
Multiple Linear Regression - Analysis of Variance | |||
ANOVA | DF | Sum of Squares | Mean Square |
Regression | 3 | 6.95032 | 2.316773 |
Residual | 6 | 35.14968 | 5.85828 |
Total | 9 | 42.1 | 4.6777777777778 |
F-TEST | 0.39547 | ||
p-value | 0.761242 |