Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.E. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
Verwachting[t] | 0.263868 | 0.190249 | 1.386958 | 0.169405 | 0.084703 |
Constant | 3.132915 | 2.569067 | 1.219476 | 0.226338 | 0.113169 |
Variable | Elasticity | S.E.* | T-STAT H0: |elast| = 1 | 2-tail p-value | 1-tail p-value |
%Verwachting[t] | 0.521692 | 0.376141 | -1.271617 | 0.207288 | 0.103644 |
%Constant | 0.478308 | 0.392224 | -1.330088 | 0.187366 | 0.093683 |
Variable | Stand. Coeff. | S.E.* | T-STAT H0: coeff = 0 | 2-tail p-value | 1-tail p-value |
S-Verwachting[t] | 0.155141 | 0.111857 | 1.386958 | 0.169405 | 0.084703 |
S-Constant | 0 | 0 | 0 | 1 | 0.5 |
*Note | computed against deterministic endogenous series | ||||
Variable | Partial Correlation | ||||
Verwachting[t] | 0.155141 | ||||
Constant | 0.136781 | ||||
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 | 0.155141 |
R-squared | 0.024069 |
Adjusted R-squared | 0.011557 |
F-TEST | 1.923653 |
Observations | 80 |
Degrees of Freedom | 78 |
Multiple Linear Regression - Residual Statistics | |
Standard Error | 6.512525 |
Sum Squared Errors | 3308.212152 |
Log Likelihood | -262.400545 |
Durbin-Watson | 1.867444 |
Von Neumann Ratio | 1.891082 |
# e[t] > 0 | 31 |
# e[t] < 0 | 49 |
# Runs | 37 |
Stand. Normal Runs Statistic | -0.468466 |
Multiple Linear Regression - Ad Hoc Selection Test Statistics | |
Akaike (1969) Final Prediction Error | 43.473301 |
Akaike (1973) Log Information Criterion | 3.772137 |
Akaike (1974) Information Criterion | 43.472848 |
Schwarz (1978) Log Criterion | 3.831687 |
Schwarz (1978) Criterion | 46.140321 |
Craven-Wahba (1979) Generalized Cross Validation | 43.500489 |
Hannan-Quinn (1979) Criterion | 44.523276 |
Rice (1984) Criterion | 43.529107 |
Shibata (1981) Criterion | 43.420284 |
Multiple Linear Regression - Analysis of Variance | |||
ANOVA | DF | Sum of Squares | Mean Square |
Regression | 1 | 81.587848 | 81.587848 |
Residual | 78 | 3308.212152 | 42.412976 |
Total | 79 | 3389.8 | 42.908860759494 |
F-TEST | 1.923653 | ||
p-value | 0.169405 |