Multiple Linear Regression - Estimated Regression Equation |
barrels_purchased[t] = + 75150 -1307.99cpi[t] -52.1466unit_price[t] + 145.537US_IND_PROD[t] + 0.322095`barrels_purchased(t-1)`[t] + 0.278952`barrels_purchased(t-2)`[t] + 0.235297`barrels_purchased(t-3)`[t] + 5950.23M1[t] + 11752.8M2[t] + 6724.72M3[t] + 5415.77M4[t] + 6896.75M5[t] -8440.23M6[t] -2351.05M7[t] -11217.9M8[t] -8735.48M9[t] + 1040.14M10[t] -23997.9M11[t] + 569.901t + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | +7.515e+04 | 3.059e+04 | +2.4560e+00 | 0.01446 | 0.00723 |
cpi | -1308 | 469.3 | -2.7870e+00 | 0.00557 | 0.002785 |
unit_price | -52.15 | 85.8 | -6.0780e-01 | 0.5437 | 0.2718 |
US_IND_PROD | +145.5 | 300.9 | +4.8360e-01 | 0.6289 | 0.3145 |
`barrels_purchased(t-1)` | +0.3221 | 0.04879 | +6.6020e+00 | 1.299e-10 | 6.494e-11 |
`barrels_purchased(t-2)` | +0.2789 | 0.04924 | +5.6650e+00 | 2.83e-08 | 1.415e-08 |
`barrels_purchased(t-3)` | +0.2353 | 0.04807 | +4.8950e+00 | 1.433e-06 | 7.164e-07 |
M1 | +5950 | 4457 | +1.3350e+00 | 0.1826 | 0.09131 |
M2 | +1.175e+04 | 4418 | +2.6600e+00 | 0.008127 | 0.004063 |
M3 | +6725 | 4335 | +1.5510e+00 | 0.1216 | 0.0608 |
M4 | +5416 | 4296 | +1.2610e+00 | 0.2081 | 0.1041 |
M5 | +6897 | 4295 | +1.6060e+00 | 0.1091 | 0.05456 |
M6 | -8440 | 4347 | -1.9420e+00 | 0.05289 | 0.02644 |
M7 | -2351 | 4156 | -5.6580e-01 | 0.5719 | 0.2859 |
M8 | -1.122e+04 | 4287 | -2.6170e+00 | 0.009212 | 0.004606 |
M9 | -8736 | 4132 | -2.1140e+00 | 0.03512 | 0.01756 |
M10 | +1040 | 4219 | +2.4650e-01 | 0.8054 | 0.4027 |
M11 | -2.4e+04 | 4323 | -5.5510e+00 | 5.2e-08 | 2.6e-08 |
t | +569.9 | 218.1 | +2.6130e+00 | 0.009305 | 0.004653 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.9726 |
R-squared | 0.9459 |
Adjusted R-squared | 0.9435 |
F-TEST (value) | 386.7 |
F-TEST (DF numerator) | 18 |
F-TEST (DF denominator) | 398 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.685e+04 |
Sum Squared Residuals | 1.13e+11 |
Menu of Residual Diagnostics | |
Description | Link |
Histogram | Compute |
Central Tendency | Compute |
QQ Plot | Compute |
Kernel Density Plot | Compute |
Skewness/Kurtosis Test | Compute |
Skewness-Kurtosis Plot | Compute |
Harrell-Davis Plot | Compute |
Bootstrap Plot -- Central Tendency | Compute |
Blocked Bootstrap Plot -- Central Tendency | Compute |
(Partial) Autocorrelation Plot | Compute |
Spectral Analysis | Compute |
Tukey lambda PPCC Plot | Compute |
Box-Cox Normality Plot | Compute |
Summary Statistics | Compute |
Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 2.2267, df1 = 2, df2 = 396, p-value = 0.1092 |
Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 0.99915, df1 = 36, df2 = 362, p-value = 0.4744 |
Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 7.7095, df1 = 2, df2 = 396, p-value = 0.0005192 |
Variance Inflation Factors (Multicollinearity) |
> vif cpi unit_price US_IND_PROD 713.791625 1.865501 48.707837 `barrels_purchased(t-1)` `barrels_purchased(t-2)` `barrels_purchased(t-3)` 17.512974 17.866306 17.009943 M1 M2 M3 2.242697 2.203886 2.121380 M4 M5 M6 2.083521 2.082724 2.133470 M7 M8 M9 1.949679 2.074807 1.927435 M10 M11 t 1.957260 2.055328 1011.902399 |