Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.E.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
x[t]-226.38503441.037226-5.51657700
Constant2325.82822844.14871652.68167300
t^1-1.7648550.240551-7.33670700
M1[t]-454.90468453.95579-8.43106300
M2[t]-635.46105353.941479-11.78056400
M3[t]-586.66340953.952742-10.87365300
M4[t]-694.55634353.922166-12.8807200
M5[t]-559.00869853.931287-10.36520200
M6[t]-609.46413253.907141-11.30581400
M7[t]-535.60398753.914117-9.93439200
M8[t]-515.43442153.896405-9.56342900
M9[t]-464.38677753.901237-8.61551200
M10[t]-319.71721153.889963-5.93277800
M11[t]-121.91956653.892648-2.2622670.024890.012445
VariableElasticityS.E.*T-STAT
H0: |elast| = 1
2-tail p-value1-tail p-value
%x[t]-0.0162360.002943-334.25869500
%Constant1.3924550.02643114.84801800
%t^1-0.1019620.013898-64.61831700
%M1[t]-0.0226960.002692-363.05247100
%M2[t]-0.0317040.002691-359.80152400
%M3[t]-0.0292690.002692-360.63086800
%M4[t]-0.0346520.00269-358.83445400
%M5[t]-0.027890.002691-361.28710800
%M6[t]-0.0304070.002689-360.51296900
%M7[t]-0.0267220.00269-361.83627600
%M8[t]-0.0257160.002689-362.32941600
%M9[t]-0.0231690.002689-363.24399900
%M10[t]-0.0159510.002689-366.00452300
%M11[t]-0.0060830.002689-369.65650800
VariableStand. Coeff.S.E.*T-STAT
H0: coeff = 0
2-tail p-value1-tail p-value
S-x[t]-0.2544910.046132-5.51657700
S-Constant00010.5
S-t^1-0.3387460.046171-7.33670700
S-M1[t]-0.4352660.051626-8.43106300
S-M2[t]-0.6080270.051613-11.78056400
S-M3[t]-0.5613360.051624-10.87365300
S-M4[t]-0.6645710.051594-12.8807200
S-M5[t]-0.5348750.051603-10.36520200
S-M6[t]-0.5831530.05158-11.30581400
S-M7[t]-0.5124810.051587-9.93439200
S-M8[t]-0.4931820.05157-9.56342900
S-M9[t]-0.4443380.051574-8.61551200
S-M10[t]-0.3059140.051563-5.93277800
S-M11[t]-0.1166560.051566-2.2622670.024890.012445
*Notecomputed against deterministic endogenous series
VariablePartial Correlation
x[t]-0.382109
Constant0.969397
t^1-0.481858
M1[t]-0.534208
M2[t]-0.66189
M3[t]-0.631766
M4[t]-0.69457
M5[t]-0.613511
M6[t]-0.646499
M7[t]-0.597232
M8[t]-0.582596
M9[t]-0.542482
M10[t]-0.406319
M11[t]-0.167178
Critical Values (alpha = 5%)
1-tail CV at 5%1.65
2-tail CV at 5%1.96

Multiple Linear Regression - Regression Statistics
Multiple R0.861322
R-squared0.741876
Adjusted R-squared0.723025
F-TEST39.353229
Observations192
Degrees of Freedom178
Multiple Linear Regression - Residual Statistics
Standard Error152.41776
Sum Squared Errors4135148.87029
Log Likelihood-1230.279896
Durbin-Watson0.918093
Von Neumann Ratio0.9229
# e[t] > 0100
# e[t] < 092
# Runs66
Stand. Normal Runs Statistic-4.469906

Multiple Linear Regression - Ad Hoc Selection Test Statistics
Akaike (1969) Final Prediction Error24925.113158
Akaike (1973) Log Information Criterion10.123372
Akaike (1974) Information Criterion24918.651283
Schwarz (1978) Log Criterion10.360898
Schwarz (1978) Criterion31599.530877
Craven-Wahba (1979) Generalized Cross Validation25058.344372
Hannan-Quinn (1979) Criterion27434.908117
Rice (1984) Criterion25214.32238
Shibata (1981) Criterion24678.080281

Multiple Linear Regression - Analysis of Variance
ANOVADFSum of SquaresMean Square
Regression1311884881.999502914221.692269
Residual1784135148.8702923231.173429
Total19116020030.86979283874.507171684
F-TEST39.353229
p-value0