Multiple Linear Regression - Estimated Regression Equation |
Total_Ecological_Footprint[t] = + 2.58433 -0.00563894Grazing_Land[t] -0.0375181Forest_Land[t] + 0.351754Fishing_Water[t] + 0.960884Cropland[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) | +2.584 | 0.2207 | +1.1710e+01 | 1.554e-23 | 7.769e-24 |
Grazing_Land | -0.005639 | 0.1737 | -3.2470e-02 | 0.9741 | 0.4871 |
Forest_Land | -0.03752 | 0.02547 | -1.4730e+00 | 0.1426 | 0.07128 |
Fishing_Water | +0.3518 | 0.1629 | +2.1590e+00 | 0.03224 | 0.01612 |
Cropland | +0.9609 | 0.2632 | +3.6510e+00 | 0.0003486 | 0.0001743 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.3416 |
R-squared | 0.1167 |
Adjusted R-squared | 0.09563 |
F-TEST (value) | 5.547 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 168 |
p-value | 0.0003221 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.194 |
Sum Squared Residuals | 808.6 |
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 | 0.79 | 2.813 | -2.023 |
2 | 2.21 | 3.125 | -0.9154 |
3 | 2.12 | 2.816 | -0.6958 |
4 | 0.93 | 2.836 | -1.906 |
5 | 3.14 | 5.673 | -2.533 |
6 | 2.23 | 3.009 | -0.7789 |
7 | 9.31 | 8.806 | 0.5038 |
8 | 6.06 | 3.189 | 2.871 |
9 | 2.31 | 3.028 | -0.7181 |
10 | 6.84 | 5.497 | 1.343 |
11 | 7.49 | 2.756 | 4.734 |
12 | 0.72 | 2.842 | -2.122 |
13 | 4.48 | 2.675 | 1.805 |
14 | 5.09 | 3.986 | 1.104 |
15 | 7.44 | 3.126 | 4.314 |
16 | 1.41 | 3.001 | -1.591 |
17 | 4.84 | 2.691 | 2.149 |
18 | 2.96 | 2.637 | 0.3235 |
19 | 3.12 | 2.829 | 0.2909 |
20 | 3.83 | 2.699 | 1.131 |
21 | 3.11 | 3.344 | -0.2335 |
22 | 4.06 | 2.981 | 1.079 |
23 | 3.32 | 3.859 | -0.539 |
24 | 1.21 | 3.054 | -1.844 |
25 | 0.8 | 2.779 | -1.979 |
26 | 1.17 | 3.106 | -1.936 |
27 | 8.17 | 6.428 | 1.742 |
28 | 5.65 | 2.616 | 3.034 |
29 | 1.24 | 2.598 | -1.358 |
30 | 1.46 | 2.923 | -1.463 |
31 | 4.36 | 3.085 | 1.275 |
32 | 3.38 | 3.032 | 0.3484 |
33 | 1.87 | 2.736 | -0.8656 |
34 | 1.03 | 2.829 | -1.799 |
35 | 1.29 | 2.54 | -1.25 |
36 | 0.82 | 2.63 | -1.81 |
37 | 2.84 | 2.966 | -0.1264 |
38 | 1.27 | 3.424 | -2.154 |
39 | 3.92 | 3.295 | 0.6254 |
40 | 1.95 | 2.881 | -0.9313 |
41 | 4.21 | 2.776 | 1.434 |
42 | 5.19 | 3.438 | 1.752 |
43 | 5.51 | 5.492 | 0.01842 |
44 | 2.57 | 2.984 | -0.4143 |
45 | 1.53 | 2.796 | -1.266 |
46 | 2.17 | 2.876 | -0.7059 |
47 | 2.15 | 2.957 | -0.8065 |
48 | 2.07 | 2.88 | -0.8101 |
49 | 3.97 | 2.947 | 1.023 |
50 | 0.42 | 2.974 | -2.554 |
51 | 1.02 | 2.894 | -1.874 |
52 | 2.9 | 3.033 | -0.1327 |
53 | 5.14 | 4.191 | 0.9492 |
54 | 2.34 | 4.734 | -2.394 |
55 | 4.73 | 2.887 | 1.843 |
56 | 2.02 | 3.103 | -1.083 |
57 | 1.03 | 2.91 | -1.88 |
58 | 1.58 | 2.692 | -1.112 |
59 | 5.3 | 3.765 | 1.535 |
60 | 1.97 | 3.237 | -1.267 |
61 | 4.38 | 3.605 | 0.7748 |
62 | 3.23 | 2.748 | 0.4817 |
63 | 1.89 | 2.953 | -1.063 |
64 | 1.41 | 2.998 | -1.588 |
65 | 1.53 | 3.66 | -2.13 |
66 | 3.07 | 2.819 | 0.2509 |
67 | 0.61 | 2.76 | -2.15 |
68 | 1.68 | 2.947 | -1.267 |
69 | 2.92 | 3.788 | -0.868 |
70 | 1.16 | 2.93 | -1.77 |
71 | 1.58 | 3.148 | -1.568 |
72 | 2.79 | 3.11 | -0.3197 |
73 | 1.88 | 2.755 | -0.8753 |
74 | 5.57 | 3.893 | 1.677 |
75 | 6.22 | 2.802 | 3.418 |
76 | 4.61 | 3.15 | 1.46 |
77 | 1.89 | 2.773 | -0.883 |
78 | 5.02 | 2.76 | 2.26 |
79 | 2.1 | 2.67 | -0.5696 |
80 | 5.55 | 3.681 | 1.869 |
81 | 1.03 | 2.781 | -1.751 |
82 | 1.17 | 2.839 | -1.669 |
83 | 5.69 | 2.847 | 2.843 |
84 | 8.13 | 2.734 | 5.396 |
85 | 1.91 | 3.048 | -1.138 |
86 | 1.22 | 3.113 | -1.893 |
87 | 6.29 | 6.087 | 0.2029 |
88 | 3.84 | 2.739 | 1.101 |
89 | 1.66 | 2.619 | -0.9586 |
90 | 1.21 | 2.783 | -1.573 |
91 | 3.69 | 2.834 | 0.8564 |
92 | 5.83 | 5.522 | 0.3077 |
93 | 15.82 | 3.098 | 12.72 |
94 | 3.26 | 2.921 | 0.339 |
95 | 0.99 | 2.871 | -1.881 |
96 | 0.81 | 3.037 | -2.227 |
97 | 3.71 | 3.573 | 0.137 |
98 | 1.53 | 3.079 | -1.549 |
99 | 2.08 | 2.737 | -0.657 |
100 | 2.54 | 3.148 | -0.6076 |
101 | 3.46 | 2.915 | 0.5445 |
102 | 2.89 | 2.97 | -0.08012 |
103 | 1.78 | 3.151 | -1.371 |
104 | 6.08 | 2.525 | 3.555 |
105 | 3.78 | 2.703 | 1.077 |
106 | 1.68 | 2.931 | -1.251 |
107 | 0.87 | 2.885 | -2.015 |
108 | 1.43 | 3.507 | -2.077 |
109 | 2.48 | 4.371 | -1.891 |
110 | 0.98 | 2.941 | -1.961 |
111 | 5.28 | 3.165 | 2.115 |
112 | 3.58 | 4.459 | -0.8789 |
113 | 5.6 | 3.138 | 2.462 |
114 | 1.39 | 3.11 | -1.72 |
115 | 1.56 | 3.204 | -1.644 |
116 | 1.16 | 3.07 | -1.91 |
117 | 7.52 | 3.218 | 4.302 |
118 | 0.79 | 2.848 | -2.058 |
119 | 2.79 | 2.862 | -0.0722 |
120 | 1.91 | 3.087 | -1.177 |
121 | 4.16 | 4.793 | -0.633 |
122 | 2.28 | 2.892 | -0.6119 |
123 | 1.1 | 2.913 | -1.813 |
124 | 4.44 | 3.603 | 0.8373 |
125 | 3.88 | 3.028 | 0.8517 |
126 | 10.8 | 3.005 | 7.795 |
127 | 3.65 | 2.717 | 0.9327 |
128 | 2.71 | 3.405 | -0.6951 |
129 | 5.69 | 3.653 | 2.037 |
130 | 0.87 | 2.991 | -2.121 |
131 | 4.94 | 2.769 | 2.171 |
132 | 2.45 | 2.726 | -0.2759 |
133 | 2.77 | 3.224 | -0.4545 |
134 | 1.49 | 2.957 | -1.467 |
135 | 5.61 | 2.731 | 2.879 |
136 | 1.21 | 2.828 | -1.618 |
137 | 2.7 | 3.268 | -0.5684 |
138 | 1.24 | 3.056 | -1.816 |
139 | 7.97 | 2.588 | 5.382 |
140 | 4.06 | 3.197 | 0.8632 |
141 | 5.81 | 2.869 | 2.941 |
142 | 1.29 | 3.552 | -2.262 |
143 | 1.24 | 2.775 | -1.535 |
144 | 3.31 | 2.976 | 0.3336 |
145 | 3.67 | 3.284 | 0.386 |
146 | 1.32 | 2.857 | -1.537 |
147 | 4.25 | 2.413 | 1.837 |
148 | 2.01 | 2.82 | -0.8098 |
149 | 7.25 | 4.362 | 2.888 |
150 | 5.79 | 2.867 | 2.923 |
151 | 1.51 | 2.976 | -1.466 |
152 | 0.91 | 2.865 | -1.955 |
153 | 1.32 | 3.039 | -1.719 |
154 | 2.66 | 3.383 | -0.7235 |
155 | 0.48 | 3.097 | -2.617 |
156 | 1.13 | 2.916 | -1.786 |
157 | 2.7 | 3.561 | -0.8605 |
158 | 7.92 | 3.099 | 4.821 |
159 | 2.34 | 3.176 | -0.8357 |
160 | 3.33 | 3.296 | 0.03395 |
161 | 5.47 | 3.195 | 2.275 |
162 | 1.24 | 2.933 | -1.693 |
163 | 2.84 | 4.062 | -1.222 |
164 | 4.94 | 3.261 | 1.679 |
165 | 7.93 | 2.766 | 5.164 |
166 | 8.22 | 4.072 | 4.148 |
167 | 2.91 | 5.094 | -2.184 |
168 | 2.32 | 3.13 | -0.8096 |
169 | 3.57 | 2.733 | 0.8371 |
170 | 1.65 | 3.163 | -1.513 |
171 | 1.03 | 2.739 | -1.709 |
172 | 0.99 | 2.78 | -1.79 |
173 | 1.37 | 2.726 | -1.356 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.02608 | 0.05215 | 0.9739 |
9 | 0.005763 | 0.01153 | 0.9942 |
10 | 0.05045 | 0.1009 | 0.9496 |
11 | 0.7467 | 0.5065 | 0.2533 |
12 | 0.6893 | 0.6215 | 0.3107 |
13 | 0.6865 | 0.6269 | 0.3135 |
14 | 0.5967 | 0.8067 | 0.4033 |
15 | 0.7854 | 0.4292 | 0.2146 |
16 | 0.7598 | 0.4803 | 0.2402 |
17 | 0.7144 | 0.5712 | 0.2856 |
18 | 0.7096 | 0.5807 | 0.2904 |
19 | 0.6373 | 0.7253 | 0.3627 |
20 | 0.6239 | 0.7522 | 0.3761 |
21 | 0.5609 | 0.8783 | 0.4391 |
22 | 0.4915 | 0.9831 | 0.5085 |
23 | 0.4284 | 0.8568 | 0.5716 |
24 | 0.4171 | 0.8342 | 0.5829 |
25 | 0.4095 | 0.8189 | 0.5905 |
26 | 0.3962 | 0.7925 | 0.6038 |
27 | 0.3416 | 0.6833 | 0.6584 |
28 | 0.3956 | 0.7913 | 0.6044 |
29 | 0.3791 | 0.7581 | 0.6209 |
30 | 0.3419 | 0.6838 | 0.6581 |
31 | 0.3011 | 0.6023 | 0.6989 |
32 | 0.2504 | 0.5008 | 0.7496 |
33 | 0.2108 | 0.4215 | 0.7892 |
34 | 0.1988 | 0.3976 | 0.8012 |
35 | 0.1687 | 0.3374 | 0.8313 |
36 | 0.1596 | 0.3191 | 0.8404 |
37 | 0.1266 | 0.2532 | 0.8734 |
38 | 0.1254 | 0.2508 | 0.8746 |
39 | 0.1004 | 0.2008 | 0.8996 |
40 | 0.0809 | 0.1618 | 0.9191 |
41 | 0.07177 | 0.1435 | 0.9282 |
42 | 0.06581 | 0.1316 | 0.9342 |
43 | 0.05074 | 0.1015 | 0.9493 |
44 | 0.03839 | 0.07677 | 0.9616 |
45 | 0.03133 | 0.06266 | 0.9687 |
46 | 0.02365 | 0.04731 | 0.9763 |
47 | 0.01778 | 0.03556 | 0.9822 |
48 | 0.01318 | 0.02635 | 0.9868 |
49 | 0.009855 | 0.01971 | 0.9901 |
50 | 0.01181 | 0.02361 | 0.9882 |
51 | 0.01057 | 0.02114 | 0.9894 |
52 | 0.007449 | 0.0149 | 0.9926 |
53 | 0.005627 | 0.01125 | 0.9944 |
54 | 0.007368 | 0.01474 | 0.9926 |
55 | 0.007017 | 0.01404 | 0.993 |
56 | 0.005173 | 0.01035 | 0.9948 |
57 | 0.004873 | 0.009745 | 0.9951 |
58 | 0.003671 | 0.007343 | 0.9963 |
59 | 0.0031 | 0.0062 | 0.9969 |
60 | 0.002433 | 0.004867 | 0.9976 |
61 | 0.001741 | 0.003482 | 0.9983 |
62 | 0.001204 | 0.002408 | 0.9988 |
63 | 0.0008836 | 0.001767 | 0.9991 |
64 | 0.0007182 | 0.001436 | 0.9993 |
65 | 0.0007658 | 0.001532 | 0.9992 |
66 | 0.0006429 | 0.001286 | 0.9994 |
67 | 0.0006456 | 0.001291 | 0.9994 |
68 | 0.0004834 | 0.0009668 | 0.9995 |
69 | 0.0003436 | 0.0006872 | 0.9997 |
70 | 0.0002972 | 0.0005944 | 0.9997 |
71 | 0.0002403 | 0.0004805 | 0.9998 |
72 | 0.0001546 | 0.0003092 | 0.9998 |
73 | 0.0001038 | 0.0002076 | 0.9999 |
74 | 9.567e-05 | 0.0001913 | 0.9999 |
75 | 0.0002465 | 0.0004931 | 0.9998 |
76 | 0.0002036 | 0.0004072 | 0.9998 |
77 | 0.0001397 | 0.0002795 | 0.9999 |
78 | 0.0001629 | 0.0003258 | 0.9998 |
79 | 0.0001069 | 0.0002139 | 0.9999 |
80 | 0.0001085 | 0.000217 | 0.9999 |
81 | 9.249e-05 | 0.000185 | 0.9999 |
82 | 7.713e-05 | 0.0001543 | 0.9999 |
83 | 0.000122 | 0.000244 | 0.9999 |
84 | 0.001271 | 0.002542 | 0.9987 |
85 | 0.0009607 | 0.001921 | 0.999 |
86 | 0.0008834 | 0.001767 | 0.9991 |
87 | 0.0006116 | 0.001223 | 0.9994 |
88 | 0.0004603 | 0.0009205 | 0.9995 |
89 | 0.00033 | 0.0006599 | 0.9997 |
90 | 0.00027 | 0.00054 | 0.9997 |
91 | 0.0001911 | 0.0003823 | 0.9998 |
92 | 0.0001319 | 0.0002639 | 0.9999 |
93 | 0.5174 | 0.9651 | 0.4826 |
94 | 0.474 | 0.948 | 0.526 |
95 | 0.4623 | 0.9246 | 0.5377 |
96 | 0.4626 | 0.9252 | 0.5374 |
97 | 0.4193 | 0.8386 | 0.5807 |
98 | 0.3958 | 0.7917 | 0.6042 |
99 | 0.3581 | 0.7161 | 0.6419 |
100 | 0.3262 | 0.6525 | 0.6738 |
101 | 0.2883 | 0.5766 | 0.7117 |
102 | 0.2511 | 0.5022 | 0.7489 |
103 | 0.2286 | 0.4571 | 0.7714 |
104 | 0.282 | 0.5639 | 0.718 |
105 | 0.2526 | 0.5052 | 0.7474 |
106 | 0.2284 | 0.4568 | 0.7716 |
107 | 0.2211 | 0.4423 | 0.7789 |
108 | 0.2152 | 0.4304 | 0.7848 |
109 | 0.2254 | 0.4508 | 0.7746 |
110 | 0.218 | 0.436 | 0.782 |
111 | 0.2124 | 0.4248 | 0.7876 |
112 | 0.3091 | 0.6181 | 0.6909 |
113 | 0.3511 | 0.7023 | 0.6489 |
114 | 0.3389 | 0.6779 | 0.6611 |
115 | 0.3121 | 0.6241 | 0.6879 |
116 | 0.2983 | 0.5966 | 0.7017 |
117 | 0.3344 | 0.6687 | 0.6656 |
118 | 0.3292 | 0.6583 | 0.6708 |
119 | 0.2886 | 0.5772 | 0.7114 |
120 | 0.2729 | 0.5459 | 0.7271 |
121 | 0.2728 | 0.5457 | 0.7272 |
122 | 0.2346 | 0.4692 | 0.7654 |
123 | 0.2252 | 0.4504 | 0.7748 |
124 | 0.1998 | 0.3997 | 0.8002 |
125 | 0.1728 | 0.3455 | 0.8272 |
126 | 0.4984 | 0.9968 | 0.5016 |
127 | 0.4559 | 0.9117 | 0.5441 |
128 | 0.408 | 0.8159 | 0.592 |
129 | 0.3861 | 0.7722 | 0.6139 |
130 | 0.3799 | 0.7599 | 0.6201 |
131 | 0.3649 | 0.7298 | 0.6351 |
132 | 0.3179 | 0.6358 | 0.6821 |
133 | 0.2731 | 0.5463 | 0.7269 |
134 | 0.2563 | 0.5127 | 0.7437 |
135 | 0.2775 | 0.555 | 0.7225 |
136 | 0.2566 | 0.5132 | 0.7434 |
137 | 0.2161 | 0.4322 | 0.7839 |
138 | 0.2022 | 0.4044 | 0.7978 |
139 | 0.4335 | 0.867 | 0.5665 |
140 | 0.3885 | 0.777 | 0.6115 |
141 | 0.455 | 0.9099 | 0.545 |
142 | 0.5251 | 0.9498 | 0.4749 |
143 | 0.4867 | 0.9735 | 0.5133 |
144 | 0.431 | 0.862 | 0.569 |
145 | 0.3743 | 0.7486 | 0.6257 |
146 | 0.338 | 0.676 | 0.662 |
147 | 0.324 | 0.6479 | 0.676 |
148 | 0.2685 | 0.5369 | 0.7315 |
149 | 0.2767 | 0.5534 | 0.7233 |
150 | 0.3077 | 0.6154 | 0.6923 |
151 | 0.2566 | 0.5133 | 0.7434 |
152 | 0.2215 | 0.4431 | 0.7785 |
153 | 0.1843 | 0.3686 | 0.8157 |
154 | 0.1413 | 0.2826 | 0.8587 |
155 | 0.2866 | 0.5732 | 0.7134 |
156 | 0.2478 | 0.4956 | 0.7522 |
157 | 0.2212 | 0.4424 | 0.7788 |
158 | 0.2045 | 0.409 | 0.7955 |
159 | 0.1562 | 0.3123 | 0.8438 |
160 | 0.1064 | 0.2129 | 0.8936 |
161 | 0.7753 | 0.4494 | 0.2247 |
162 | 0.674 | 0.6521 | 0.326 |
163 | 0.6036 | 0.7929 | 0.3964 |
164 | 0.4644 | 0.9287 | 0.5356 |
165 | 0.9361 | 0.1278 | 0.0639 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 36 | 0.2278 | NOK |
5% type I error level | 48 | 0.303797 | NOK |
10% type I error level | 51 | 0.322785 | NOK |
Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 0.23611, df1 = 2, df2 = 166, p-value = 0.79 |
Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 2.0188, df1 = 8, df2 = 160, p-value = 0.04734 |
Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 1.3197, df1 = 2, df2 = 166, p-value = 0.27 |
Variance Inflation Factors (Multicollinearity) |
> vif Grazing_Land Forest_Land Fishing_Water Cropland 1.110049 2.600970 2.618816 1.119633 |