Multiple Linear Regression - Estimated Regression Equation
TVSUM[t] = + 7.63641 + 0.508377SK1[t] + 1.10968SK2[t] + 0.393957SK4[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+7.636 1.011+7.5540e+00 2.989e-12 1.494e-12
SK1+0.5084 0.1573+3.2320e+00 0.00149 0.0007449
SK2+1.11 0.1895+5.8560e+00 2.591e-08 1.295e-08
SK4+0.394 0.2027+1.9440e+00 0.05366 0.02683


Multiple Linear Regression - Regression Statistics
Multiple R 0.5525
R-squared 0.3052
Adjusted R-squared 0.2923
F-TEST (value) 23.58
F-TEST (DF numerator)3
F-TEST (DF denominator)161
p-value 1.056e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.395
Sum Squared Residuals 313.4


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 13 13.07-0.07114
2 16 15.08 0.9168
3 17 15.68 1.316
4 15 14.78 0.2179
5 16 15.68 0.3155
6 16 15.18 0.8239
7 17 14.78 2.218
8 16 15.18 0.8239
9 17 16.79 0.2059
10 17 16.79 0.2059
11 17 15.68 1.316
12 15 15.29-0.2905
13 16 15.29 0.7095
14 14 14.07-0.0664
15 16 15.68 0.3155
16 17 15.18 1.824
17 16 15.18 0.8239
18 15 16.91-1.909
19 17 15.68 1.316
20 16 14.78 1.218
21 15 15.68-0.6845
22 16 15.68 0.3155
23 15 15.68-0.6845
24 17 15.68 1.316
25 15 15.18-0.1761
26 16 14.78 1.218
27 15 15.68-0.6845
28 16 14.67 1.332
29 16 16.19-0.1928
30 13 14.57-1.575
31 15 16.79-1.794
32 17 16.19 0.8072
33 15 14.57 0.4252
34 13 13.56-0.558
35 17 16.79 0.2059
36 15 15.18-0.1761
37 14 14.18-0.1808
38 14 14.57-0.5748
39 18 15.68 2.316
40 15 16.19-1.193
41 17 16.79 0.2059
42 13 14.07-1.066
43 16 16.91-0.9085
44 15 15.8-0.7989
45 15 15.29-0.2905
46 16 15.68 0.3155
47 15 15.89-0.8918
48 13 15.68-2.684
49 17 16.79 0.2059
50 17 17.3-0.3025
51 17 17.3-0.3025
52 11 14.57-3.575
53 14 14.18-0.1808
54 13 15.68-2.684
55 15 14.78 0.2179
56 17 15.18 1.824
57 16 15.29 0.7095
58 15 15.68-0.6845
59 17 17.3-0.3025
60 16 14.67 1.332
61 16 15.68 0.3155
62 16 15.18 0.8239
63 15 15.68-0.6845
64 12 13.47-1.465
65 17 15.29 1.71
66 14 15.29-1.29
67 14 15.8-1.799
68 16 14.78 1.218
69 15 14.78 0.2179
70 15 17.19-2.188
71 13 15.68-2.684
72 13 15.68-2.684
73 17 16.08 0.9216
74 15 15.18-0.1761
75 16 15.68 0.3155
76 14 14.78-0.7821
77 15 14.07 0.9336
78 17 14.57 2.425
79 16 15.68 0.3155
80 12 14.07-2.066
81 16 15.68 0.3155
82 17 15.68 1.316
83 17 15.68 1.316
84 20 16.19 3.807
85 17 16.59 0.4132
86 18 15.68 2.316
87 15 15.18-0.1761
88 17 15.18 1.824
89 14 13.07 0.9289
90 15 15.68-0.6845
91 17 15.68 1.316
92 16 15.68 0.3155
93 17 16.79 0.2059
94 15 14.78 0.2179
95 16 15.68 0.3155
96 18 16.19 1.807
97 18 16.59 1.413
98 16 16.79-0.7941
99 17 15.08 1.917
100 15 15.68-0.6845
101 13 16.19-3.193
102 15 14.78 0.2179
103 17 16.59 0.4132
104 16 15.29 0.7095
105 16 15.29 0.7095
106 15 15.68-0.6845
107 16 15.68 0.3155
108 16 15.18 0.8239
109 13 15.68-2.684
110 15 15.29-0.2905
111 12 13.67-1.672
112 19 15.29 3.71
113 16 15.18 0.8239
114 16 15.68 0.3155
115 17 16.59 0.4132
116 16 16.19-0.1928
117 14 15.68-1.684
118 15 15.29-0.2905
119 14 14.78-0.7821
120 16 15.68 0.3155
121 15 15.68-0.6845
122 17 16.79 0.2059
123 15 15.18-0.1761
124 16 15.29 0.7095
125 16 15.68 0.3155
126 15 14.78 0.2179
127 15 15.29-0.2905
128 11 12.17-1.169
129 16 15.29 0.7095
130 18 15.8 2.201
131 13 14.27-1.274
132 11 14.07-3.066
133 16 15.29 0.7095
134 18 17.3 0.6975
135 15 16.79-1.794
136 19 17.7 1.304
137 17 16.79 0.2059
138 13 15.29-2.29
139 14 15.18-1.176
140 16 15.68 0.3155
141 13 15.68-2.684
142 17 15.68 1.316
143 14 15.68-1.684
144 19 15.8 3.201
145 14 14.57-0.5748
146 16 15.68 0.3155
147 12 13.67-1.672
148 16 16.79-0.7941
149 16 15.29 0.7095
150 15 15.68-0.6845
151 12 14.78-2.782
152 15 15.68-0.6845
153 17 16.19 0.8072
154 13 15.68-2.684
155 15 13.56 1.442
156 18 15.68 2.316
157 15 14.18 0.8192
158 18 15.68 2.316
159 15 17.19-2.188
160 15 16.19-1.193
161 16 15.8 0.2011
162 13 14.07-1.066
163 16 15.68 0.3155
164 13 15.68-2.684
165 16 13.95 2.048


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
7 0.2862 0.5724 0.7138
8 0.1504 0.3008 0.8496
9 0.13 0.2601 0.87
10 0.07769 0.1554 0.9223
11 0.05117 0.1023 0.9488
12 0.03429 0.06858 0.9657
13 0.01881 0.03763 0.9812
14 0.01666 0.03333 0.9833
15 0.008611 0.01722 0.9914
16 0.008582 0.01716 0.9914
17 0.004281 0.008563 0.9957
18 0.01095 0.0219 0.9891
19 0.008141 0.01628 0.9919
20 0.005352 0.0107 0.9946
21 0.006326 0.01265 0.9937
22 0.003493 0.006987 0.9965
23 0.003614 0.007229 0.9964
24 0.003067 0.006134 0.9969
25 0.003455 0.00691 0.9965
26 0.002264 0.004527 0.9977
27 0.002124 0.004247 0.9979
28 0.001313 0.002626 0.9987
29 0.00072 0.00144 0.9993
30 0.002254 0.004509 0.9977
31 0.005583 0.01117 0.9944
32 0.00573 0.01146 0.9943
33 0.003591 0.007183 0.9964
34 0.006053 0.01211 0.9939
35 0.003847 0.007694 0.9962
36 0.002841 0.005682 0.9972
37 0.001872 0.003744 0.9981
38 0.001369 0.002737 0.9986
39 0.00395 0.0079 0.996
40 0.003537 0.007075 0.9965
41 0.002273 0.004546 0.9977
42 0.002835 0.00567 0.9972
43 0.002247 0.004494 0.9978
44 0.00159 0.00318 0.9984
45 0.001044 0.002088 0.999
46 0.0006588 0.001318 0.9993
47 0.0006996 0.001399 0.9993
48 0.004084 0.008168 0.9959
49 0.002749 0.005498 0.9973
50 0.001827 0.003654 0.9982
51 0.001199 0.002399 0.9988
52 0.01536 0.03072 0.9846
53 0.0111 0.0222 0.9889
54 0.02896 0.05793 0.971
55 0.02184 0.04369 0.9782
56 0.02526 0.05051 0.9747
57 0.02064 0.04127 0.9794
58 0.01633 0.03267 0.9837
59 0.01207 0.02413 0.9879
60 0.01074 0.02147 0.9893
61 0.007941 0.01588 0.9921
62 0.006222 0.01244 0.9938
63 0.004775 0.00955 0.9952
64 0.004702 0.009403 0.9953
65 0.006021 0.01204 0.994
66 0.006117 0.01223 0.9939
67 0.007261 0.01452 0.9927
68 0.006466 0.01293 0.9935
69 0.004825 0.009649 0.9952
70 0.008075 0.01615 0.9919
71 0.0192 0.0384 0.9808
72 0.04016 0.08032 0.9598
73 0.0393 0.0786 0.9607
74 0.03142 0.06285 0.9686
75 0.02494 0.04987 0.9751
76 0.02277 0.04554 0.9772
77 0.01968 0.03935 0.9803
78 0.03967 0.07935 0.9603
79 0.03159 0.06319 0.9684
80 0.04592 0.09184 0.9541
81 0.03684 0.07367 0.9632
82 0.03751 0.07503 0.9625
83 0.038 0.076 0.962
84 0.1701 0.3402 0.8299
85 0.1479 0.2958 0.8521
86 0.2006 0.4011 0.7994
87 0.1729 0.3458 0.8271
88 0.2017 0.4035 0.7983
89 0.1831 0.3662 0.8169
90 0.1606 0.3212 0.8394
91 0.159 0.318 0.841
92 0.1346 0.2692 0.8654
93 0.1128 0.2256 0.8872
94 0.09511 0.1902 0.9049
95 0.07836 0.1567 0.9216
96 0.08976 0.1795 0.9102
97 0.08974 0.1795 0.9103
98 0.07696 0.1539 0.923
99 0.09056 0.1811 0.9094
100 0.07665 0.1533 0.9233
101 0.1765 0.3531 0.8235
102 0.1514 0.3028 0.8486
103 0.1274 0.2548 0.8726
104 0.1104 0.2208 0.8896
105 0.09514 0.1903 0.9049
106 0.0804 0.1608 0.9196
107 0.06537 0.1307 0.9346
108 0.0605 0.121 0.9395
109 0.1038 0.2077 0.8962
110 0.0846 0.1692 0.9154
111 0.08858 0.1772 0.9114
112 0.2677 0.5353 0.7323
113 0.2592 0.5184 0.7408
114 0.2245 0.4489 0.7755
115 0.191 0.3821 0.809
116 0.1625 0.3251 0.8375
117 0.1719 0.3438 0.8281
118 0.1426 0.2852 0.8574
119 0.1204 0.2408 0.8796
120 0.09858 0.1972 0.9014
121 0.08191 0.1638 0.9181
122 0.0664 0.1328 0.9336
123 0.05328 0.1066 0.9467
124 0.04477 0.08953 0.9552
125 0.0346 0.0692 0.9654
126 0.02931 0.05861 0.9707
127 0.02166 0.04332 0.9783
128 0.01887 0.03773 0.9811
129 0.01538 0.03076 0.9846
130 0.02121 0.04242 0.9788
131 0.01744 0.03489 0.9826
132 0.04584 0.09168 0.9542
133 0.04135 0.08271 0.9586
134 0.03509 0.07018 0.9649
135 0.03069 0.06139 0.9693
136 0.02872 0.05743 0.9713
137 0.02677 0.05354 0.9732
138 0.03167 0.06335 0.9683
139 0.02394 0.04788 0.9761
140 0.01729 0.03457 0.9827
141 0.03151 0.06303 0.9685
142 0.03082 0.06165 0.9692
143 0.03014 0.06028 0.9699
144 0.1129 0.2257 0.8871
145 0.105 0.21 0.895
146 0.07923 0.1585 0.9208
147 0.09124 0.1825 0.9088
148 0.07733 0.1547 0.9227
149 0.0836 0.1672 0.9164
150 0.05734 0.1147 0.9427
151 0.06084 0.1217 0.9392
152 0.04003 0.08007 0.96
153 0.03527 0.07054 0.9647
154 0.07002 0.14 0.93
155 0.04465 0.08931 0.9553
156 0.08392 0.1678 0.9161
157 0.04548 0.09097 0.9545
158 0.1408 0.2816 0.8592


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level31 0.2039NOK
5% type I error level670.440789NOK
10% type I error level960.631579NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 1.6335, df1 = 2, df2 = 159, p-value = 0.1985
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.877, df1 = 6, df2 = 155, p-value = 0.08805
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.30827, df1 = 2, df2 = 159, p-value = 0.7352


Variance Inflation Factors (Multicollinearity)
> vif
     SK1      SK2      SK4 
1.090360 1.099743 1.050502