Multiple Linear Regression - Estimated Regression Equation
TVDC[t] = + 6.17113 + 0.654382SKEOU1[t] + 1.21091SKEOU2[t] -0.0176858SKEOU3[t] + 0.489403SKEOU4[t] + 0.156109SKEOU5[t] -0.0646882SKEOU6[t] -0.0029188t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+6.171 2.159+2.8580e+00 0.00525 0.002625
SKEOU1+0.6544 0.2154+3.0380e+00 0.003083 0.001541
SKEOU2+1.211 0.239+5.0670e+00 2.017e-06 1.008e-06
SKEOU3-0.01769 0.2043-8.6580e-02 0.9312 0.4656
SKEOU4+0.4894 0.2881+1.6980e+00 0.09272 0.04636
SKEOU5+0.1561 0.2416+6.4620e-01 0.5197 0.2598
SKEOU6-0.06469 0.2606-2.4830e-01 0.8045 0.4022
t-0.002919 0.005257-5.5520e-01 0.5801 0.29


Multiple Linear Regression - Regression Statistics
Multiple R 0.6161
R-squared 0.3796
Adjusted R-squared 0.3334
F-TEST (value) 8.217
F-TEST (DF numerator)7
F-TEST (DF denominator)94
p-value 8.693e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.531
Sum Squared Residuals 220.5


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


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 13 13.13-0.1268
2 16 15.5 0.5037
3 17 16.01 0.9855
4 16 15.31 0.6898
5 17 17.15-0.1549
6 17 16.06 0.9412
7 15 15.51-0.5134
8 16 15.31 0.6926
9 14 13.91 0.08909
10 16 15.46 0.5389
11 17 15.12 1.884
12 16 14.62 1.376
13 16 15.76 0.2355
14 16 14.79 1.208
15 15 15.84-0.8411
16 16 14.6 1.397
17 16 16.49-0.4896
18 13 14.6-1.604
19 15 17.11-2.114
20 17 16.4 0.6015
21 13 13.44-0.4423
22 17 17.07-0.0669
23 14 14.04-0.03502
24 14 14.62-0.6216
25 18 15.79 2.206
26 17 17.09-0.09359
27 13 13.94-0.9407
28 16 17.25-1.253
29 15 15.95-0.9475
30 15 15.24-0.2432
31 15 15.69-0.6877
32 13 15.95-2.948
33 17 16.98 0.01826
34 11 14.65-3.648
35 14 14.02-0.01768
36 13 15.76-2.762
37 17 15.19 1.813
38 16 15.44 0.5594
39 17 17.75-0.7454
40 16 14.55 1.449
41 16 15.86 0.1434
42 16 14.8 1.204
43 15 15.83-0.8331
44 12 13.33-1.335
45 17 15.48 1.515
46 14 15.42-1.417
47 14 15.67-1.674
48 16 14.69 1.308
49 15 15.11-0.1051
50 16 15.89 0.105
51 14 14.67-0.6659
52 15 13.79 1.215
53 17 14.5 2.498
54 10 13.88-3.88
55 17 15.83 1.167
56 20 16.38 3.624
57 17 16.82 0.1848
58 18 15.79 2.211
59 14 12.82 1.181
60 17 15.63 1.373
61 17 17.14-0.1385
62 16 15.62 0.3785
63 18 16.31 1.692
64 18 16.76 1.241
65 16 17-0.9974
66 15 15.61-0.6098
67 13 16.28-3.279
68 16 15.67 0.3313
69 12 13.42-1.42
70 16 15.01 0.9915
71 16 15.5 0.4962
72 16 16.4-0.4028
73 14 15.74-1.736
74 15 15.16-0.1618
75 14 14.46-0.4575
76 15 15.82-0.8191
77 15 15.01-0.005707
78 16 15.17 0.8322
79 11 11.6-0.5993
80 18 15.97 2.028
81 11 13.78-2.783
82 18 17.67 0.3331
83 15 16.84-1.836
84 19 18.13 0.8672
85 17 16.92 0.07862
86 14 15.12-1.118
87 13 15.67-2.666
88 17 15.74 1.263
89 14 15.72-1.716
90 19 15.93 3.074
91 14 14.39-0.3906
92 16 16.87-0.8742
93 16 15.12 0.876
94 15 15.55-0.5458
95 12 14.54-2.538
96 17 16.4 0.6026
97 18 15.54 2.463
98 15 13.99 1.01
99 18 15.66 2.339
100 15 17.28-2.276
101 16 15.53 0.4747
102 16 13.71 2.287


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
11 0.2079 0.4158 0.7921
12 0.1238 0.2476 0.8762
13 0.05998 0.12 0.94
14 0.02666 0.05332 0.9733
15 0.03582 0.07165 0.9642
16 0.01816 0.03633 0.9818
17 0.008131 0.01626 0.9919
18 0.006119 0.01224 0.9939
19 0.009484 0.01897 0.9905
20 0.02475 0.04949 0.9753
21 0.01341 0.02683 0.9866
22 0.007029 0.01406 0.993
23 0.003603 0.007207 0.9964
24 0.001778 0.003557 0.9982
25 0.02884 0.05768 0.9712
26 0.01777 0.03555 0.9822
27 0.01265 0.0253 0.9874
28 0.008305 0.01661 0.9917
29 0.004874 0.009748 0.9951
30 0.002704 0.005407 0.9973
31 0.001681 0.003361 0.9983
32 0.003388 0.006776 0.9966
33 0.002671 0.005342 0.9973
34 0.007776 0.01555 0.9922
35 0.006585 0.01317 0.9934
36 0.008867 0.01773 0.9911
37 0.02664 0.05329 0.9734
38 0.02873 0.05747 0.9713
39 0.02197 0.04394 0.978
40 0.02619 0.05239 0.9738
41 0.02264 0.04528 0.9774
42 0.02206 0.04413 0.9779
43 0.01699 0.03397 0.983
44 0.01563 0.03125 0.9844
45 0.02253 0.04507 0.9775
46 0.02053 0.04107 0.9795
47 0.01864 0.03728 0.9814
48 0.01942 0.03884 0.9806
49 0.01469 0.02938 0.9853
50 0.01178 0.02356 0.9882
51 0.008007 0.01601 0.992
52 0.009934 0.01987 0.9901
53 0.03465 0.0693 0.9653
54 0.1596 0.3191 0.8404
55 0.1638 0.3276 0.8362
56 0.4215 0.8429 0.5785
57 0.3656 0.7312 0.6344
58 0.4368 0.8736 0.5632
59 0.4032 0.8065 0.5968
60 0.4087 0.8174 0.5913
61 0.3541 0.7082 0.6459
62 0.3119 0.6237 0.6881
63 0.3463 0.6926 0.6537
64 0.352 0.7041 0.648
65 0.3153 0.6306 0.6847
66 0.2733 0.5465 0.7267
67 0.4145 0.8291 0.5855
68 0.3649 0.7299 0.6351
69 0.3284 0.6569 0.6716
70 0.3721 0.7442 0.6279
71 0.3948 0.7896 0.6052
72 0.33 0.66 0.67
73 0.3084 0.6168 0.6916
74 0.2556 0.5112 0.7444
75 0.2456 0.4911 0.7544
76 0.2001 0.4003 0.7999
77 0.2233 0.4466 0.7767
78 0.2586 0.5172 0.7414
79 0.2058 0.4117 0.7942
80 0.2118 0.4235 0.7882
81 0.2009 0.4019 0.7991
82 0.1486 0.2971 0.8514
83 0.1143 0.2286 0.8857
84 0.08816 0.1763 0.9118
85 0.11 0.22 0.89
86 0.07917 0.1583 0.9208
87 0.3373 0.6746 0.6627
88 0.2477 0.4954 0.7523
89 0.4045 0.809 0.5955
90 0.6215 0.7569 0.3785
91 0.4495 0.899 0.5505


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level7 0.08642NOK
5% type I error level330.407407NOK
10% type I error level400.493827NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.86436, df1 = 2, df2 = 92, p-value = 0.4247
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.1394, df1 = 14, df2 = 80, p-value = 0.3383
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.63548, df1 = 2, df2 = 92, p-value = 0.532


Variance Inflation Factors (Multicollinearity)
> vif
  SKEOU1   SKEOU2   SKEOU3   SKEOU4   SKEOU5   SKEOU6        t 
1.079926 1.174041 1.060037 1.074538 1.034518 1.057194 1.042031