Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.E. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
Perf[t] | 0.320281 | 0.120039 | 2.668144 | 0.008483 | 0.004242 |
Constant | -0.176475 | 2.724153 | -0.064781 | 0.948436 | 0.474218 |
Variable | Elasticity | S.E.* | T-STAT H0: |elast| = 1 | 2-tail p-value | 1-tail p-value |
%Perf[t] | 1.025332 | 0.384287 | 0.06592 | 0.947531 | 0.473766 |
%Constant | -0.025332 | 0.391039 | -2.492506 | 0.013794 | 0.006897 |
Variable | Stand. Coeff. | S.E.* | T-STAT H0: coeff = 0 | 2-tail p-value | 1-tail p-value |
S-Perf[t] | 0.214922 | 0.080551 | 2.668144 | 0.008483 | 0.004242 |
S-Constant | 0 | 0 | 0 | 1 | 0.5 |
*Note | computed against deterministic endogenous series | ||||
Variable | Partial Correlation | ||||
Perf[t] | 0.214922 | ||||
Constant | -0.005343 | ||||
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 | 0.214922 |
R-squared | 0.046192 |
Adjusted R-squared | 0.039703 |
F-TEST | 7.118995 |
Observations | 149 |
Degrees of Freedom | 147 |
Multiple Linear Regression - Residual Statistics | |
Standard Error | 6.152988 |
Sum Squared Errors | 5565.312286 |
Log Likelihood | -481.138816 |
Durbin-Watson | 1.806237 |
Von Neumann Ratio | 1.818441 |
# e[t] > 0 | 67 |
# e[t] < 0 | 82 |
# Runs | 72 |
Stand. Normal Runs Statistic | -0.455932 |
Multiple Linear Regression - Ad Hoc Selection Test Statistics | |
Akaike (1969) Final Prediction Error | 38.367445 |
Akaike (1973) Log Information Criterion | 3.647208 |
Akaike (1974) Information Criterion | 38.367383 |
Schwarz (1978) Log Criterion | 3.687529 |
Schwarz (1978) Criterion | 39.946024 |
Craven-Wahba (1979) Generalized Cross Validation | 38.374359 |
Hannan-Quinn (1979) Criterion | 39.001092 |
Rice (1984) Criterion | 38.381464 |
Shibata (1981) Criterion | 38.353803 |
Multiple Linear Regression - Analysis of Variance | |||
ANOVA | DF | Sum of Squares | Mean Square |
Regression | 1 | 269.519929 | 269.519929 |
Residual | 147 | 5565.312286 | 37.859267 |
Total | 148 | 5834.832215 | 39.424541991656 |
F-TEST | 7.118995 | ||
p-value | 0.008483 |