| Multiple Linear Regression - Estimated Regression Equation |
| costs[t] = + 0.453326 + 0.012004machine[t] + 0.0043789manufacturing[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) | +0.4533 | 0.239 | +1.8970e+00 | 0.0903 | 0.04515 |
| machine | +0.012 | 0.002638 | +4.5500e+00 | 0.001385 | 0.0006927 |
| manufacturing | +0.004379 | 0.003457 | +1.2670e+00 | 0.2371 | 0.1186 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.8543 |
| R-squared | 0.7298 |
| Adjusted R-squared | 0.6697 |
| F-TEST (value) | 12.15 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 9 |
| p-value | 0.002771 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.1427 |
| Sum Squared Residuals | 0.1832 |
| 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 | 1.69 | 1.483 | 0.2071 |
| 2 | 1.711 | 1.745 | -0.03385 |
| 3 | 1.504 | 1.437 | 0.06687 |
| 4 | 1.417 | 1.487 | -0.07011 |
| 5 | 1.27 | 1.461 | -0.1913 |
| 6 | 1.956 | 1.885 | 0.07133 |
| 7 | 1.68 | 1.664 | 0.01578 |
| 8 | 1.21 | 1.249 | -0.03944 |
| 9 | 1.816 | 1.826 | -0.01009 |
| 10 | 1.82 | 1.795 | 0.02502 |
| 11 | 1.252 | 1.478 | -0.2265 |
| 12 | 1.463 | 1.278 | 0.1852 |
| Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 0.43797, df1 = 2, df2 = 7, p-value = 0.6619 |
| Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 0.20509, df1 = 4, df2 = 5, p-value = 0.925 |
| Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 0.40254, df1 = 2, df2 = 7, p-value = 0.6832 |
| Variance Inflation Factors (Multicollinearity) |
> vif
machine manufacturing
1.01855 1.01855
|
