Multiple Linear Regression - Estimated Regression Equation
barrels_purchased[t] = -31878.5 -133.099unit_price[t] -1019.29cpi[t] + 5433.37US_IND_PROD[t] -15866.4dum[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)-3.188e+04 1.19e+04-2.6780e+00 0.007709 0.003854
unit_price-133.1 180.3-7.3830e-01 0.4608 0.2304
cpi-1019 155-6.5740e+00 1.472e-10 7.361e-11
US_IND_PROD+5433 270.4+2.0100e+01 3.156e-63 1.578e-63
dum-1.587e+04 7906-2.0070e+00 0.04541 0.0227


Multiple Linear Regression - Regression Statistics
Multiple R 0.9056
R-squared 0.8201
Adjusted R-squared 0.8184
F-TEST (value) 473
F-TEST (DF numerator)4
F-TEST (DF denominator)415
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 3.032e+04
Sum Squared Residuals 3.816e+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 = 16.652, df1 = 2, df2 = 413, p-value = 1.109e-07
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 22.977, df1 = 8, df2 = 407, 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 = 6.3988, df1 = 2, df2 = 413, p-value = 0.001833


Variance Inflation Factors (Multicollinearity)
> vif
 unit_price         cpi US_IND_PROD         dum 
   2.585966   24.625320   12.273823    6.732657