Multiple Linear Regression - Estimated Regression Equation
barrels_purchased[t] = -2603.29 -4583.16unit_price[t] + 570.576cpi[t] + 2.91625defl_tval[t] + 963.657US_IND_PROD[t] + 0.0979866`barrels_purchased(t-1)`[t] + 0.0536991`barrels_purchased(t-2)`[t] + 0.0725056`barrels_purchased(t-3)`[t] + 1527.25M1[t] + 6984.95M2[t] + 4303.15M3[t] + 6374.93M4[t] + 5928.51M5[t] + 121.357M6[t] + 2042.65M7[t] -2259.45M8[t] -2599.37M9[t] + 630.711M10[t] -12621.5M11[t] + 88.8446t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)-2603 1.868e+04-1.3940e-01 0.8892 0.4446
unit_price-4583 179.2-2.5580e+01 5.43e-86 2.715e-86
cpi+570.6 291.7+1.9560e+00 0.05119 0.02559
defl_tval+2.916 0.1104+2.6420e+01 1.756e-89 8.782e-90
US_IND_PROD+963.7 184.1+5.2360e+00 2.669e-07 1.335e-07
`barrels_purchased(t-1)`+0.09799 0.03061+3.2010e+00 0.001481 0.0007404
`barrels_purchased(t-2)`+0.0537 0.03089+1.7380e+00 0.08292 0.04146
`barrels_purchased(t-3)`+0.07251 0.02963+2.4470e+00 0.01484 0.00742
M1+1527 2692+5.6730e-01 0.5709 0.2854
M2+6985 2670+2.6160e+00 0.00923 0.004615
M3+4303 2615+1.6460e+00 0.1006 0.05032
M4+6375 2590+2.4610e+00 0.01428 0.007138
M5+5928 2590+2.2890e+00 0.02259 0.0113
M6+121.4 2641+4.5950e-02 0.9634 0.4817
M7+2043 2511+8.1350e-01 0.4164 0.2082
M8-2260 2607-8.6680e-01 0.3866 0.1933
M9-2599 2502-1.0390e+00 0.2995 0.1497
M10+630.7 2544+2.4800e-01 0.8043 0.4021
M11-1.262e+04 2642-4.7770e+00 2.503e-06 1.252e-06
t+88.84 132.7+6.6930e-01 0.5037 0.2518


Multiple Linear Regression - Regression Statistics
Multiple R 0.9901
R-squared 0.9804
Adjusted R-squared 0.9794
F-TEST (value) 1044
F-TEST (DF numerator)19
F-TEST (DF denominator)397
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.016e+04
Sum Squared Residuals 4.098e+10


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 = 43.054, df1 = 2, df2 = 395, p-value < 2.2e-16
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 9.3478, df1 = 38, df2 = 359, 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 = 13.801, df1 = 2, df2 = 395, p-value = 1.608e-06


Variance Inflation Factors (Multicollinearity)
> vif
              unit_price                      cpi                defl_tval 
               22.373639               758.881515                20.686821 
             US_IND_PROD `barrels_purchased(t-1)` `barrels_purchased(t-2)` 
               50.127023                18.969680                19.339799 
`barrels_purchased(t-3)`                       M1                       M2 
               17.778887                 2.251404                 2.214003 
                      M3                       M4                       M5 
                2.123989                 2.083930                 2.083141 
                      M6                       M7                       M8 
                2.166092                 1.958271                 2.110525 
                      M9                      M10                      M11 
                1.944192                 1.957333                 2.111429 
                       t 
             1031.312781