Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.E. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
belt[t] | -395.811146 | 38.605577 | -10.252693 | 0 | 0 |
Constant | 2165.226393 | 43.631881 | 49.624869 | 0 | 0 |
M1[t] | -442.550697 | 61.373686 | -7.210756 | 0 | 0 |
M2[t] | -617.8125 | 61.326238 | -10.074195 | 0 | 0 |
M3[t] | -567.25 | 61.326238 | -9.249711 | 0 | 0 |
M4[t] | -680.4375 | 61.326238 | -11.095373 | 0 | 0 |
M5[t] | -543.125 | 61.326238 | -8.856323 | 0 | 0 |
M6[t] | -598.875 | 61.326238 | -9.765396 | 0 | 0 |
M7[t] | -523.25 | 61.326238 | -8.532237 | 0 | 0 |
M8[t] | -508.375 | 61.326238 | -8.289682 | 0 | 0 |
M9[t] | -455.5625 | 61.326238 | -7.428509 | 0 | 0 |
M10[t] | -316.1875 | 61.326238 | -5.155827 | 1E-06 | 0 |
M11[t] | -116.625 | 61.326238 | -1.901715 | 0.058815 | 0.029407 |
Variable | Elasticity | S.E.* | T-STAT H0: |elast| = 1 | 2-tail p-value | 1-tail p-value |
%belt[t] | -0.028387 | 0.002769 | -350.924004 | 0 | 0 |
%Constant | 1.296304 | 0.026122 | 11.343061 | 0 | 0 |
%M1[t] | -0.022079 | 0.003062 | -319.373631 | 0 | 0 |
%M2[t] | -0.030823 | 0.00306 | -316.762868 | 0 | 0 |
%M3[t] | -0.028301 | 0.00306 | -317.587352 | 0 | 0 |
%M4[t] | -0.033948 | 0.00306 | -315.74169 | 0 | 0 |
%M5[t] | -0.027097 | 0.00306 | -317.98074 | 0 | 0 |
%M6[t] | -0.029878 | 0.00306 | -317.071668 | 0 | 0 |
%M7[t] | -0.026105 | 0.00306 | -318.304826 | 0 | 0 |
%M8[t] | -0.025363 | 0.00306 | -318.547382 | 0 | 0 |
%M9[t] | -0.022728 | 0.00306 | -319.408555 | 0 | 0 |
%M10[t] | -0.015775 | 0.00306 | -321.681236 | 0 | 0 |
%M11[t] | -0.005819 | 0.00306 | -324.935349 | 0 | 0 |
Variable | Stand. Coeff. | S.E.* | T-STAT H0: coeff = 0 | 2-tail p-value | 1-tail p-value |
S-belt[t] | -0.444952 | 0.043399 | -10.252693 | 0 | 0 |
S-Constant | 0 | 0 | 0 | 1 | 0.5 |
S-M1[t] | -0.423445 | 0.058724 | -7.210756 | 0 | 0 |
S-M2[t] | -0.591141 | 0.058679 | -10.074195 | 0 | 0 |
S-M3[t] | -0.542761 | 0.058679 | -9.249711 | 0 | 0 |
S-M4[t] | -0.651062 | 0.058679 | -11.095373 | 0 | 0 |
S-M5[t] | -0.519677 | 0.058679 | -8.856323 | 0 | 0 |
S-M6[t] | -0.573021 | 0.058679 | -9.765396 | 0 | 0 |
S-M7[t] | -0.50066 | 0.058679 | -8.532237 | 0 | 0 |
S-M8[t] | -0.486428 | 0.058679 | -8.289682 | 0 | 0 |
S-M9[t] | -0.435895 | 0.058679 | -7.428509 | 0 | 0 |
S-M10[t] | -0.302537 | 0.058679 | -5.155827 | 1E-06 | 0 |
S-M11[t] | -0.11159 | 0.058679 | -1.901715 | 0.058815 | 0.029407 |
*Note | computed against deterministic endogenous series | ||||
Variable | Partial Correlation | ||||
belt[t] | -0.608259 | ||||
Constant | 0.965525 | ||||
M1[t] | -0.474438 | ||||
M2[t] | -0.601523 | ||||
M3[t] | -0.568681 | ||||
M4[t] | -0.638354 | ||||
M5[t] | -0.551976 | ||||
M6[t] | -0.589559 | ||||
M7[t] | -0.537695 | ||||
M8[t] | -0.526694 | ||||
M9[t] | -0.485427 | ||||
M10[t] | -0.359588 | ||||
M11[t] | -0.140726 | ||||
Critical Values (alpha = 5%) | |||||
1-tail CV at 5% | 1.65 | ||||
2-tail CV at 5% | 1.96 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.814751 |
R-squared | 0.66382 |
Adjusted R-squared | 0.641282 |
F-TEST | 29.454359 |
Observations | 192 |
Degrees of Freedom | 179 |
Multiple Linear Regression - Residual Statistics | |
Standard Error | 173.456795 |
Sum Squared Errors | 5385619.467492 |
Log Likelihood | -1255.643961 |
Durbin-Watson | 0.707935 |
Von Neumann Ratio | 0.711642 |
# e[t] > 0 | 84 |
# e[t] < 0 | 108 |
# Runs | 45 |
Stand. Normal Runs Statistic | -7.424827 |
Multiple Linear Regression - Ad Hoc Selection Test Statistics | |
Akaike (1969) Final Prediction Error | 32124.417797 |
Akaike (1973) Log Information Criterion | 10.377164 |
Akaike (1974) Information Criterion | 32117.752459 |
Schwarz (1978) Log Criterion | 10.597724 |
Schwarz (1978) Criterion | 40043.585398 |
Craven-Wahba (1979) Generalized Cross Validation | 32272.367834 |
Hannan-Quinn (1979) Criterion | 35118.819699 |
Rice (1984) Criterion | 32443.490768 |
Shibata (1981) Criterion | 31848.552624 |
Multiple Linear Regression - Analysis of Variance | |||
ANOVA | DF | Sum of Squares | Mean Square |
Regression | 12 | 10634411.402299 | 886200.950192 |
Residual | 179 | 5385619.467492 | 30087.259595 |
Total | 191 | 16020030.869792 | 83874.507171684 |
F-TEST | 29.454359 | ||
p-value | 0 |