Multiple Linear Regression - Estimated Regression Equation |
V1[t] = -0.000580433 + 0.539555V2[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) | -0.0005804 | 0.000616 | -9.4220e-01 | 0.3466 | 0.1733 |
V2 | +0.5395 | 0.03935 | +1.3710e+01 | 1.867e-36 | 9.337e-37 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.5262 |
R-squared | 0.2769 |
Adjusted R-squared | 0.2754 |
F-TEST (value) | 188 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 491 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.01367 |
Sum Squared Residuals | 0.09176 |
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 = 3.3861, df1 = 2, df2 = 489, p-value = 0.03464 |
Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 3.3861, df1 = 2, df2 = 489, p-value = 0.03464 |
Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 3.3861, df1 = 2, df2 = 489, p-value = 0.03464 |