| Multiple Linear Regression - Estimated Regression Equation |
| Score[t] = -3.89483 -2.87878X1[t] + 0.156245X2[t] -0.448907X3[t] + 0.98967X4[t] + 3.73413X5[t] -0.271171Inter[t] + e[t] |
| Warning: you did not specify the column number of the endogenous series! The first column was selected by default. |
| Multiple Linear Regression - Ordinary Least Squares | |||||
| Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
| (Intercept) | -3.895 | 11.6 | -3.3570e-01 | 0.7425 | 0.3712 |
| X1 | -2.879 | 3.26 | -8.8300e-01 | 0.3933 | 0.1966 |
| X2 | +0.1562 | 2.819 | +5.5420e-02 | 0.9566 | 0.4783 |
| X3 | -0.4489 | 2.88 | -1.5590e-01 | 0.8785 | 0.4393 |
| X4 | +0.9897 | 2.991 | +3.3090e-01 | 0.746 | 0.373 |
| X5 | +3.734 | 3.514 | +1.0630e+00 | 0.3073 | 0.1536 |
| Inter | -0.2712 | 0.7357 | -3.6860e-01 | 0.7184 | 0.3592 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.4492 |
| R-squared | 0.2018 |
| Adjusted R-squared | -0.1667 |
| F-TEST (value) | 0.5476 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 13 |
| p-value | 0.7636 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.421 |
| Sum Squared Residuals | 382 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6 | 4.308 | 1.692 |
| 2 | 7 | 9.574 | -2.574 |
| 3 | 2 | 7.191 | -5.191 |
| 4 | 11 | 10.32 | 0.6795 |
| 5 | 13 | 9.074 | 3.926 |
| 6 | 3 | 3.309 | -0.3085 |
| 7 | 17 | 9.269 | 7.731 |
| 8 | 10 | 10.32 | -0.3205 |
| 9 | 4 | 6.386 | -2.386 |
| 10 | 12 | 8.957 | 3.043 |
| 11 | 7 | 9.908 | -2.908 |
| 12 | 11 | 9.331 | 1.669 |
| 13 | 3 | 5.353 | -2.353 |
| 14 | 5 | 6.967 | -1.967 |
| 15 | 1 | 11.15 | -10.15 |
| 16 | 12 | 9.417 | 2.583 |
| 17 | 18 | 8.572 | 9.428 |
| 18 | 8 | 6.22 | 1.78 |
| 19 | 6 | 4.81 | 1.19 |
| 20 | 1 | 6.561 | -5.561 |
| Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 5.4682, df1 = 2, df2 = 11, p-value = 0.02245 |
| Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 0.15599, df1 = 12, df2 = 1, p-value = 0.9737 |
| Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 9.5913, df1 = 2, df2 = 11, p-value = 0.003882 |
| Variance Inflation Factors (Multicollinearity) |
> vif
X1 X2 X3 X4 X5 Inter
1.519129 1.352560 1.058179 1.385193 1.215344 1.159644
|
