Multiple Linear Regression - Estimated Regression Equation |
Carbon_Footprint[t] = -1.2628 + 0.000107097`Population_(millions)`[t] + 3.22652HDI[t] + 6.37398e-05GDP_per_Capita[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) | -1.263 | 0.4485 | -2.8160e+00 | 0.005484 | 0.002742 |
`Population_(millions)` | +0.0001071 | 0.0005463 | +1.9610e-01 | 0.8448 | 0.4224 |
HDI | +3.227 | 0.7154 | +4.5100e+00 | 1.256e-05 | 6.279e-06 |
GDP_per_Capita | +6.374e-05 | 5.685e-06 | +1.1210e+01 | 7.847e-22 | 3.924e-22 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.8459 |
R-squared | 0.7155 |
Adjusted R-squared | 0.7101 |
F-TEST (value) | 132.4 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 158 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.045 |
Sum Squared Residuals | 172.4 |
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 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0.18 | 0.2638 | -0.08377 |
2 | 0.87 | 1.382 | -0.5119 |
3 | 1.14 | 1.443 | -0.3028 |
4 | 0.2 | 0.7146 | -0.5146 |
5 | 1.08 | 2.283 | -1.203 |
6 | 0.89 | 1.311 | -0.4213 |
7 | 4.85 | 5.986 | -1.136 |
8 | 4.14 | 4.846 | -0.7056 |
9 | 1.25 | 1.611 | -0.361 |
10 | 4.46 | 2.697 | 1.763 |
11 | 6.19 | 2.932 | 3.258 |
12 | 0.26 | 0.6153 | -0.3553 |
13 | 3.28 | 2.288 | 0.9916 |
14 | 2.57 | 1.721 | 0.849 |
15 | 4.43 | 4.673 | -0.2429 |
16 | 0.51 | 0.3346 | 0.1754 |
17 | 0.63 | 0.7936 | -0.1636 |
18 | 0.67 | 0.9792 | -0.3092 |
19 | 1.74 | 1.393 | 0.3469 |
20 | 2.36 | 1.457 | 0.9027 |
21 | 0.91 | 2.022 | -1.112 |
22 | 3.24 | 4.482 | -1.242 |
23 | 2.08 | 1.74 | 0.3399 |
24 | 0.12 | 0.04008 | 0.07992 |
25 | 0.04 | 0.01424 | 0.02576 |
26 | 0.19 | 0.4338 | -0.2438 |
27 | 5 | 5.001 | -0.0008036 |
28 | 0.08 | -0.03695 | 0.1169 |
29 | 0.01 | 0.0709 | -0.0609 |
30 | 2.04 | 2.343 | -0.303 |
31 | 2.32 | 1.566 | 0.7545 |
32 | 0.67 | 1.531 | -0.861 |
33 | 0.25 | 0.4054 | -0.1554 |
34 | 0.47 | 0.7007 | -0.2307 |
35 | 0.07 | 0.121 | -0.05096 |
36 | 1.37 | 1.762 | -0.3923 |
37 | 2.21 | 2.309 | -0.09909 |
38 | 1.23 | 1.553 | -0.3227 |
39 | 2.94 | 3.485 | -0.5448 |
40 | 3.42 | 2.927 | 0.4929 |
41 | 2.6 | 5.621 | -3.021 |
42 | 1.47 | 1.512 | -0.04209 |
43 | 0.86 | 1.417 | -0.557 |
44 | 1.08 | 1.425 | -0.3452 |
45 | 1.02 | 1.159 | -0.1389 |
46 | 0.84 | 1.103 | -0.263 |
47 | 3.17 | 2.143 | 1.028 |
48 | 0.03 | 0.02423 | 0.005769 |
49 | 0.07 | 0.1586 | -0.08861 |
50 | 1.06 | 1.328 | -0.2682 |
51 | 2.71 | 4.511 | -1.801 |
52 | 0.43 | 1.663 | -1.233 |
53 | 0.21 | 0.1893 | 0.0207 |
54 | 0.83 | 1.394 | -0.5641 |
55 | 3.28 | 4.667 | -1.387 |
56 | 0.43 | 0.6828 | -0.2528 |
57 | 2.58 | 3.17 | -0.5896 |
58 | 0.7 | 0.9454 | -0.2454 |
59 | 0.16 | 0.09057 | 0.06943 |
60 | 0.09 | 0.1359 | -0.04594 |
61 | 1.25 | 0.9784 | 0.2716 |
62 | 0.15 | 0.3348 | -0.1848 |
63 | 0.6 | 0.8509 | -0.2509 |
64 | 1.9 | 2.274 | -0.3741 |
65 | 0.61 | 0.9021 | -0.2921 |
66 | 0.64 | 1.193 | -0.5528 |
67 | 1.72 | 1.676 | 0.0437 |
68 | 1.36 | 1.211 | 0.1493 |
69 | 3.22 | 5.043 | -1.823 |
70 | 4.59 | 3.759 | 0.8311 |
71 | 2.77 | 3.999 | -1.229 |
72 | 1.09 | 1.394 | -0.3037 |
73 | 3.69 | 4.567 | -0.8773 |
74 | 1.09 | 1.452 | -0.362 |
75 | 4.59 | 1.974 | 2.616 |
76 | 0.2 | 0.5518 | -0.3518 |
77 | 4.17 | 3.154 | 1.016 |
78 | 6.89 | 4.05 | 2.84 |
79 | 0.95 | 0.9062 | 0.04382 |
80 | 0.09 | 0.6236 | -0.5336 |
81 | 1.66 | 2.226 | -0.5662 |
82 | 2.52 | 1.773 | 0.7473 |
83 | 0.51 | 0.3715 | 0.1385 |
84 | 0.14 | 0.1181 | 0.02188 |
85 | 2.33 | 1.499 | 0.831 |
86 | 2.15 | 2.332 | -0.1817 |
87 | 12.65 | 8.918 | 3.732 |
88 | 2.06 | 1.455 | 0.6051 |
89 | 0.07 | 0.4142 | -0.3442 |
90 | 0.07 | 0.1578 | -0.08779 |
91 | 2.1 | 1.878 | 0.2217 |
92 | 0.1 | 0.1089 | -0.008912 |
93 | 0.55 | 0.448 | 0.102 |
94 | 1.99 | 1.783 | 0.2066 |
95 | 1.74 | 1.815 | -0.07533 |
96 | 1.03 | 1.057 | -0.02725 |
97 | 2.09 | 1.266 | 0.8235 |
98 | 2.13 | 1.781 | 0.3493 |
99 | 0.67 | 0.9419 | -0.2719 |
100 | 0.17 | 0.09712 | 0.07288 |
101 | 0.09 | 0.5241 | -0.4341 |
102 | 1.02 | 1.113 | -0.09273 |
103 | 0.16 | 0.5271 | -0.3671 |
104 | 3.23 | 5.123 | -1.893 |
105 | 2.84 | 4.063 | -1.223 |
106 | 0.45 | 0.8742 | -0.4242 |
107 | 0.1 | -0.1378 | 0.2377 |
108 | 0.21 | 0.535 | -0.325 |
109 | 5.8 | 2.728 | 3.072 |
110 | 0.38 | 0.5441 | -0.1641 |
111 | 1.44 | 1.758 | -0.3181 |
112 | 0.35 | 0.4705 | -0.1205 |
113 | 0.97 | 1.126 | -0.1564 |
114 | 0.67 | 1.458 | -0.7881 |
115 | 0.34 | 1.029 | -0.6887 |
116 | 2.64 | 2.329 | 0.3108 |
117 | 2.15 | 2.896 | -0.7462 |
118 | 9.57 | 7.818 | 1.752 |
119 | 1.46 | 1.876 | -0.4158 |
120 | 3.87 | 2.151 | 1.719 |
121 | 0.07 | 0.3272 | -0.2572 |
122 | 3.34 | 1.95 | 1.39 |
123 | 1.56 | 1.586 | -0.02575 |
124 | 0.96 | 1.255 | -0.295 |
125 | 0.37 | 0.6001 | -0.2301 |
126 | 4.21 | 2.922 | 1.288 |
127 | 0.3 | 0.2917 | 0.008335 |
128 | 1.66 | 1.6 | 0.06002 |
129 | 0.07 | 0.06031 | 0.009685 |
130 | 5.91 | 5.06 | 0.8501 |
131 | 2.82 | 2.602 | 0.218 |
132 | 4.27 | 3.173 | 1.097 |
133 | 0 | 0.4556 | -0.4556 |
134 | 2.34 | 1.388 | 0.952 |
135 | 2.22 | 3.59 | -1.37 |
136 | 0.52 | 1.343 | -0.8229 |
137 | 3.01 | 1.55 | 1.46 |
138 | 0.67 | 0.7443 | -0.07426 |
139 | 3.88 | 5.427 | -1.547 |
140 | 4.26 | 7.38 | -3.12 |
141 | 0.13 | 0.7918 | -0.6618 |
142 | 0.17 | 0.4366 | -0.2666 |
143 | 1.54 | 1.417 | 0.1233 |
144 | 0.06 | 1.003 | -0.9426 |
145 | 0.31 | 0.2914 | 0.0186 |
146 | 0.88 | 1.336 | -0.4564 |
147 | 6.89 | 2.389 | 4.501 |
148 | 1.11 | 1.336 | -0.2259 |
149 | 1.92 | 1.863 | 0.05742 |
150 | 4.13 | 1.269 | 2.861 |
151 | 0.08 | 0.3282 | -0.2482 |
152 | 1.92 | 1.359 | 0.5615 |
153 | 3.14 | 4.26 | -1.12 |
154 | 6.37 | 4.018 | 2.352 |
155 | 5.9 | 4.877 | 1.023 |
156 | 0.98 | 2.194 | -1.214 |
157 | 1.41 | 1.002 | 0.4085 |
158 | 2.13 | 1.858 | 0.2725 |
159 | 0.79 | 0.9741 | -0.1841 |
160 | 0.42 | 0.436 | -0.01603 |
161 | 0.24 | 0.721 | -0.481 |
162 | 0.53 | 0.3749 | 0.1551 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.03881 | 0.07762 | 0.9612 |
8 | 0.01215 | 0.0243 | 0.9879 |
9 | 0.003387 | 0.006773 | 0.9966 |
10 | 0.3072 | 0.6144 | 0.6928 |
11 | 0.9006 | 0.1988 | 0.09939 |
12 | 0.9465 | 0.1069 | 0.05347 |
13 | 0.9291 | 0.1419 | 0.07095 |
14 | 0.9007 | 0.1987 | 0.09935 |
15 | 0.8584 | 0.2832 | 0.1416 |
16 | 0.8059 | 0.3882 | 0.1941 |
17 | 0.7538 | 0.4924 | 0.2462 |
18 | 0.7019 | 0.5961 | 0.2981 |
19 | 0.6319 | 0.7362 | 0.3681 |
20 | 0.5865 | 0.827 | 0.4135 |
21 | 0.5222 | 0.9557 | 0.4778 |
22 | 0.5311 | 0.9377 | 0.4689 |
23 | 0.4611 | 0.9223 | 0.5389 |
24 | 0.3958 | 0.7916 | 0.6042 |
25 | 0.3313 | 0.6625 | 0.6687 |
26 | 0.2749 | 0.5497 | 0.7251 |
27 | 0.2307 | 0.4614 | 0.7693 |
28 | 0.1847 | 0.3693 | 0.8153 |
29 | 0.1442 | 0.2885 | 0.8558 |
30 | 0.1186 | 0.2372 | 0.8814 |
31 | 0.1854 | 0.3708 | 0.8146 |
32 | 0.1816 | 0.3632 | 0.8184 |
33 | 0.1445 | 0.289 | 0.8555 |
34 | 0.1144 | 0.2287 | 0.8856 |
35 | 0.08793 | 0.1759 | 0.9121 |
36 | 0.07067 | 0.1413 | 0.9293 |
37 | 0.05307 | 0.1061 | 0.9469 |
38 | 0.04111 | 0.08222 | 0.9589 |
39 | 0.03178 | 0.06357 | 0.9682 |
40 | 0.02515 | 0.05031 | 0.9748 |
41 | 0.119 | 0.238 | 0.881 |
42 | 0.09394 | 0.1879 | 0.9061 |
43 | 0.08045 | 0.1609 | 0.9195 |
44 | 0.06497 | 0.1299 | 0.935 |
45 | 0.05018 | 0.1004 | 0.9498 |
46 | 0.03866 | 0.07732 | 0.9613 |
47 | 0.04981 | 0.09962 | 0.9502 |
48 | 0.03766 | 0.07533 | 0.9623 |
49 | 0.02812 | 0.05625 | 0.9719 |
50 | 0.02131 | 0.04261 | 0.9787 |
51 | 0.0298 | 0.05959 | 0.9702 |
52 | 0.03307 | 0.06614 | 0.9669 |
53 | 0.02473 | 0.04945 | 0.9753 |
54 | 0.0204 | 0.04081 | 0.9796 |
55 | 0.02072 | 0.04143 | 0.9793 |
56 | 0.01551 | 0.03103 | 0.9845 |
57 | 0.01199 | 0.02398 | 0.988 |
58 | 0.008777 | 0.01755 | 0.9912 |
59 | 0.006255 | 0.01251 | 0.9937 |
60 | 0.004382 | 0.008763 | 0.9956 |
61 | 0.003137 | 0.006274 | 0.9969 |
62 | 0.00217 | 0.004339 | 0.9978 |
63 | 0.001505 | 0.00301 | 0.9985 |
64 | 0.001049 | 0.002098 | 0.999 |
65 | 0.0007871 | 0.001574 | 0.9992 |
66 | 0.0005801 | 0.00116 | 0.9994 |
67 | 0.0003789 | 0.0007578 | 0.9996 |
68 | 0.0002483 | 0.0004966 | 0.9998 |
69 | 0.000414 | 0.0008281 | 0.9996 |
70 | 0.0005459 | 0.001092 | 0.9995 |
71 | 0.0005521 | 0.001104 | 0.9994 |
72 | 0.0003801 | 0.0007602 | 0.9996 |
73 | 0.0003068 | 0.0006137 | 0.9997 |
74 | 0.000214 | 0.000428 | 0.9998 |
75 | 0.003102 | 0.006203 | 0.9969 |
76 | 0.002265 | 0.004529 | 0.9977 |
77 | 0.00258 | 0.00516 | 0.9974 |
78 | 0.03896 | 0.07791 | 0.961 |
79 | 0.03018 | 0.06035 | 0.9698 |
80 | 0.02495 | 0.0499 | 0.975 |
81 | 0.0209 | 0.0418 | 0.9791 |
82 | 0.01812 | 0.03624 | 0.9819 |
83 | 0.0137 | 0.0274 | 0.9863 |
84 | 0.01017 | 0.02034 | 0.9898 |
85 | 0.00892 | 0.01784 | 0.9911 |
86 | 0.006617 | 0.01323 | 0.9934 |
87 | 0.1728 | 0.3455 | 0.8272 |
88 | 0.1545 | 0.3089 | 0.8455 |
89 | 0.1312 | 0.2624 | 0.8688 |
90 | 0.1085 | 0.2169 | 0.8915 |
91 | 0.08974 | 0.1795 | 0.9103 |
92 | 0.07259 | 0.1452 | 0.9274 |
93 | 0.05816 | 0.1163 | 0.9418 |
94 | 0.04659 | 0.09318 | 0.9534 |
95 | 0.03676 | 0.07352 | 0.9632 |
96 | 0.02853 | 0.05705 | 0.9715 |
97 | 0.0256 | 0.0512 | 0.9744 |
98 | 0.02008 | 0.04016 | 0.9799 |
99 | 0.01542 | 0.03084 | 0.9846 |
100 | 0.01149 | 0.02298 | 0.9885 |
101 | 0.008885 | 0.01777 | 0.9911 |
102 | 0.006462 | 0.01292 | 0.9935 |
103 | 0.00482 | 0.00964 | 0.9952 |
104 | 0.009843 | 0.01969 | 0.9902 |
105 | 0.01146 | 0.02293 | 0.9885 |
106 | 0.008895 | 0.01779 | 0.9911 |
107 | 0.006676 | 0.01335 | 0.9933 |
108 | 0.004905 | 0.009811 | 0.9951 |
109 | 0.03853 | 0.07705 | 0.9615 |
110 | 0.0301 | 0.06019 | 0.9699 |
111 | 0.0237 | 0.0474 | 0.9763 |
112 | 0.01772 | 0.03545 | 0.9823 |
113 | 0.01322 | 0.02644 | 0.9868 |
114 | 0.01196 | 0.02393 | 0.988 |
115 | 0.01062 | 0.02123 | 0.9894 |
116 | 0.007798 | 0.0156 | 0.9922 |
117 | 0.006892 | 0.01378 | 0.9931 |
118 | 0.02325 | 0.04651 | 0.9767 |
119 | 0.02042 | 0.04084 | 0.9796 |
120 | 0.02448 | 0.04896 | 0.9755 |
121 | 0.01812 | 0.03624 | 0.9819 |
122 | 0.02018 | 0.04037 | 0.9798 |
123 | 0.01502 | 0.03004 | 0.985 |
124 | 0.01177 | 0.02355 | 0.9882 |
125 | 0.008423 | 0.01685 | 0.9916 |
126 | 0.008626 | 0.01725 | 0.9914 |
127 | 0.005987 | 0.01197 | 0.994 |
128 | 0.004251 | 0.008503 | 0.9957 |
129 | 0.002948 | 0.005896 | 0.9971 |
130 | 0.003169 | 0.006338 | 0.9968 |
131 | 0.002089 | 0.004179 | 0.9979 |
132 | 0.00186 | 0.003719 | 0.9981 |
133 | 0.001227 | 0.002454 | 0.9988 |
134 | 0.0009688 | 0.001938 | 0.999 |
135 | 0.001212 | 0.002423 | 0.9988 |
136 | 0.001466 | 0.002932 | 0.9985 |
137 | 0.00156 | 0.00312 | 0.9984 |
138 | 0.0009483 | 0.001897 | 0.9991 |
139 | 0.0008835 | 0.001767 | 0.9991 |
140 | 0.01476 | 0.02952 | 0.9852 |
141 | 0.01152 | 0.02303 | 0.9885 |
142 | 0.007398 | 0.0148 | 0.9926 |
143 | 0.004536 | 0.009072 | 0.9955 |
144 | 0.00469 | 0.00938 | 0.9953 |
145 | 0.002788 | 0.005576 | 0.9972 |
146 | 0.002062 | 0.004123 | 0.9979 |
147 | 0.1799 | 0.3597 | 0.8201 |
148 | 0.1329 | 0.2659 | 0.8671 |
149 | 0.09094 | 0.1819 | 0.9091 |
150 | 0.4642 | 0.9284 | 0.5358 |
151 | 0.3739 | 0.7478 | 0.6261 |
152 | 0.3525 | 0.705 | 0.6475 |
153 | 0.6925 | 0.6149 | 0.3075 |
154 | 0.8653 | 0.2694 | 0.1347 |
155 | 0.791 | 0.418 | 0.209 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 37 | 0.2483 | NOK |
5% type I error level | 82 | 0.550336 | NOK |
10% type I error level | 100 | 0.671141 | NOK |
Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 27.973, df1 = 2, df2 = 156, p-value = 4.152e-11 |
Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 14.261, df1 = 6, df2 = 152, p-value = 7.432e-13 |
Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 32.691, df1 = 2, df2 = 156, p-value = 1.389e-12 |
Variance Inflation Factors (Multicollinearity) |
> vif `Population_(millions)` HDI GDP_per_Capita 1.003850 1.850481 1.854204 |