| Multiple Linear Regression - Estimated Regression Equation |
| barrels_purchased[t] = + 8149.91 -222.412unit_price[t] -335.809cpi[t] + 1011.87US_IND_PROD[t] -10790.1dum[t] + 0.250276`barrels_purchased(t-1)`[t] + 0.218761`barrels_purchased(t-2)`[t] + 0.105554`barrels_purchased(t-3)`[t] + 0.310951`barrels_purchased(t-1s)`[t] + 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) | +8150 | 7178 | +1.1350e+00 | 0.2569 | 0.1285 |
| unit_price | -222.4 | 107.4 | -2.0710e+00 | 0.039 | 0.0195 |
| cpi | -335.8 | 107.4 | -3.1270e+00 | 0.001894 | 0.0009469 |
| US_IND_PROD | +1012 | 268.3 | +3.7720e+00 | 0.0001869 | 9.346e-05 |
| dum | -1.079e+04 | 4733 | -2.2800e+00 | 0.02316 | 0.01158 |
| `barrels_purchased(t-1)` | +0.2503 | 0.04768 | +5.2500e+00 | 2.493e-07 | 1.246e-07 |
| `barrels_purchased(t-2)` | +0.2188 | 0.04743 | +4.6120e+00 | 5.383e-06 | 2.691e-06 |
| `barrels_purchased(t-3)` | +0.1056 | 0.04604 | +2.2930e+00 | 0.02239 | 0.01119 |
| `barrels_purchased(t-1s)` | +0.311 | 0.03877 | +8.0210e+00 | 1.201e-14 | 6.006e-15 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.9676 |
| R-squared | 0.9363 |
| Adjusted R-squared | 0.9351 |
| F-TEST (value) | 728 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 396 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.783e+04 |
| Sum Squared Residuals | 1.259e+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 = 1.1124, df1 = 2, df2 = 394, p-value = 0.3298 |
| Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 2.2496, df1 = 16, df2 = 380, p-value = 0.003955 |
| Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 1.9701, df1 = 2, df2 = 394, p-value = 0.1408 |
| Variance Inflation Factors (Multicollinearity) |
> vif
unit_price cpi US_IND_PROD
2.462918 30.339124 33.160690
dum `barrels_purchased(t-1)` `barrels_purchased(t-2)`
6.560090 14.179605 14.073959
`barrels_purchased(t-3)` `barrels_purchased(t-1s)`
13.265116 9.262347
|
