Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.E.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
belt[t]-395.81114638.605577-10.25269300
Constant2165.22639343.63188149.62486900
M1[t]-442.55069761.373686-7.21075600
M2[t]-617.812561.326238-10.07419500
M3[t]-567.2561.326238-9.24971100
M4[t]-680.437561.326238-11.09537300
M5[t]-543.12561.326238-8.85632300
M6[t]-598.87561.326238-9.76539600
M7[t]-523.2561.326238-8.53223700
M8[t]-508.37561.326238-8.28968200
M9[t]-455.562561.326238-7.42850900
M10[t]-316.187561.326238-5.1558271E-060
M11[t]-116.62561.326238-1.9017150.0588150.029407
VariableElasticityS.E.*T-STAT
H0: |elast| = 1
2-tail p-value1-tail p-value
%belt[t]-0.0283870.002769-350.92400400
%Constant1.2963040.02612211.34306100
%M1[t]-0.0220790.003062-319.37363100
%M2[t]-0.0308230.00306-316.76286800
%M3[t]-0.0283010.00306-317.58735200
%M4[t]-0.0339480.00306-315.7416900
%M5[t]-0.0270970.00306-317.9807400
%M6[t]-0.0298780.00306-317.07166800
%M7[t]-0.0261050.00306-318.30482600
%M8[t]-0.0253630.00306-318.54738200
%M9[t]-0.0227280.00306-319.40855500
%M10[t]-0.0157750.00306-321.68123600
%M11[t]-0.0058190.00306-324.93534900
VariableStand. Coeff.S.E.*T-STAT
H0: coeff = 0
2-tail p-value1-tail p-value
S-belt[t]-0.4449520.043399-10.25269300
S-Constant00010.5
S-M1[t]-0.4234450.058724-7.21075600
S-M2[t]-0.5911410.058679-10.07419500
S-M3[t]-0.5427610.058679-9.24971100
S-M4[t]-0.6510620.058679-11.09537300
S-M5[t]-0.5196770.058679-8.85632300
S-M6[t]-0.5730210.058679-9.76539600
S-M7[t]-0.500660.058679-8.53223700
S-M8[t]-0.4864280.058679-8.28968200
S-M9[t]-0.4358950.058679-7.42850900
S-M10[t]-0.3025370.058679-5.1558271E-060
S-M11[t]-0.111590.058679-1.9017150.0588150.029407
*Notecomputed against deterministic endogenous series
VariablePartial Correlation
belt[t]-0.608259
Constant0.965525
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 R0.814751
R-squared0.66382
Adjusted R-squared0.641282
F-TEST29.454359
Observations192
Degrees of Freedom179
Multiple Linear Regression - Residual Statistics
Standard Error173.456795
Sum Squared Errors5385619.467492
Log Likelihood-1255.643961
Durbin-Watson0.707935
Von Neumann Ratio0.711642
# e[t] > 084
# e[t] < 0108
# Runs45
Stand. Normal Runs Statistic-7.424827

Multiple Linear Regression - Ad Hoc Selection Test Statistics
Akaike (1969) Final Prediction Error32124.417797
Akaike (1973) Log Information Criterion10.377164
Akaike (1974) Information Criterion32117.752459
Schwarz (1978) Log Criterion10.597724
Schwarz (1978) Criterion40043.585398
Craven-Wahba (1979) Generalized Cross Validation32272.367834
Hannan-Quinn (1979) Criterion35118.819699
Rice (1984) Criterion32443.490768
Shibata (1981) Criterion31848.552624

Multiple Linear Regression - Analysis of Variance
ANOVADFSum of SquaresMean Square
Regression1210634411.402299886200.950192
Residual1795385619.46749230087.259595
Total19116020030.86979283874.507171684
F-TEST29.454359
p-value0