Multiple Linear Regression - Estimated Regression Equation
barrels_purchased[t] = -51565.9 -380.407unit_price[t] -793.591cpi[t] + 5296.58US_IND_PROD[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)-5.157e+04 6770-7.6160e+00 1.774e-13 8.868e-14
unit_price-380.4 132.1-2.8800e+00 0.004177 0.002089
cpi-793.6 107.1-7.4090e+00 7.176e-13 3.588e-13
US_IND_PROD+5297 262.6+2.0170e+01 1.34e-63 6.699e-64


Multiple Linear Regression - Regression Statistics
Multiple R 0.9046
R-squared 0.8184
Adjusted R-squared 0.8171
F-TEST (value) 624.8
F-TEST (DF numerator)3
F-TEST (DF denominator)416
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 3.043e+04
Sum Squared Residuals 3.853e+11


Menu of Residual Diagnostics
DescriptionLink
HistogramCompute
Central TendencyCompute
QQ PlotCompute
Kernel Density PlotCompute
Skewness/Kurtosis TestCompute
Skewness-Kurtosis PlotCompute
Harrell-Davis PlotCompute
Bootstrap Plot -- Central TendencyCompute
Blocked Bootstrap Plot -- Central TendencyCompute
(Partial) Autocorrelation PlotCompute
Spectral AnalysisCompute
Tukey lambda PPCC PlotCompute
Box-Cox Normality PlotCompute
Summary StatisticsCompute


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 16.461, df1 = 2, df2 = 414, p-value = 1.321e-07
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 28.148, df1 = 6, df2 = 410, p-value < 2.2e-16
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 8.0484, df1 = 2, df2 = 414, p-value = 0.0003723


Variance Inflation Factors (Multicollinearity)
> vif
 unit_price         cpi US_IND_PROD 
   1.377752   11.669076   11.493779