Multiple Linear Regression - Estimated Regression Equation
TV3[t] = + 1.92089 -0.0336881IV1[t] + 0.0415329IV3[t] + 0.432953TV1[t] + 0.146175TV4[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+1.921 0.3513+5.4680e+00 1.71e-07 8.548e-08
IV1-0.03369 0.04027-8.3660e-01 0.4041 0.202
IV3+0.04153 0.0407+1.0210e+00 0.309 0.1545
TV1+0.433 0.04538+9.5400e+00 2.241e-17 1.12e-17
TV4+0.1462 0.06594+2.2170e+00 0.02803 0.01402


Multiple Linear Regression - Regression Statistics
Multiple R 0.6318
R-squared 0.3992
Adjusted R-squared 0.3843
F-TEST (value) 26.75
F-TEST (DF numerator)4
F-TEST (DF denominator)161
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 0.4979
Sum Squared Residuals 39.91


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 3 4.148-1.148
2 4 4.431-0.431
3 5 4.164 0.8359
4 4 4.123-0.1226
5 4 4.261-0.2609
6 5 4.472 0.5275
7 5 4.949 0.05103
8 5 4.597 0.4029
9 5 4.777 0.223
10 5 4.514 0.486
11 5 4.54 0.4601
12 4 4.04-0.03954
13 4 4.269-0.2688
14 4 4.089-0.08892
15 4 4.269-0.2688
16 5 4.698 0.3018
17 4 4.253-0.2531
18 4 3.753 0.2472
19 5 4.668 0.332
20 4 4.522-0.5219
21 4 4.123-0.1226
22 4 4.698-0.6982
23 4 4.081-0.08107
24 5 4.769 0.2309
25 5 4.514 0.486
26 4 4.194-0.1936
27 4 4.115-0.1148
28 5 4.13 0.8696
29 5 4.156 0.8437
30 3 3.656-0.656
31 5 4.148 0.8516
32 4 4.761-0.7613
33 5 4.417 0.5828
34 4 4.081-0.08107
35 5 4.514 0.486
36 4 4.115-0.1148
37 4 3.844 0.1563
38 4 3.361 0.6387
39 5 4.694 0.3061
40 4 4.081-0.08107
41 5 4.623 0.3771
42 3 4.115-1.115
43 5 4.099 0.9009
44 4 4.156-0.1563
45 5 3.723 1.277
46 5 4.548 0.4523
47 4 4.123-0.1226
48 3 3.69-0.6897
49 5 4.556 0.4444
50 5 4.556 0.4444
51 4 4.295-0.2946
52 3 3.14-0.1399
53 4 3.723 0.2767
54 4 3.249 0.7511
55 4 4.081-0.08107
56 4 4.514-0.514
57 4 4.269-0.2688
58 4 4.156-0.1563
59 5 4.514 0.486
60 4 4.556-0.5556
61 4 4.164-0.1641
62 4 4.472-0.4725
63 4 4.081-0.08107
64 4 4.002-0.002273
65 5 4.514 0.486
66 4 3.69 0.3103
67 4 3.361 0.6387
68 4 4.556-0.5556
69 4 4.081-0.08107
70 4 3.964 0.03568
71 3 3.723-0.7233
72 4 4.148-0.1484
73 4 4.186-0.1857
74 4 4.047-0.04738
75 5 4.514 0.486
76 4 3.656 0.344
77 4 3.557 0.4431
78 5 4.581 0.4186
79 5 4.556 0.4444
80 3 2.741 0.2593
81 5 4.472 0.5275
82 4 4.652-0.6524
83 5 4.66 0.3398
84 5 4.915 0.08472
85 5 4.194 0.8064
86 5 4.777 0.223
87 4 4.123-0.1226
88 4 4.769-0.7691
89 2 4.514-2.514
90 4 4.156-0.1563
91 5 4.115 0.8852
92 5 4.597 0.4029
93 5 4.123 0.8774
94 4 4.123-0.1226
95 4 4.261-0.2609
96 4 4.415-0.415
97 5 4.611 0.3892
98 4 4.589-0.5892
99 5 4.702 0.2983
100 4 4.156-0.1563
101 4 3.29 0.7096
102 4 4.047-0.04738
103 5 4.71 0.2904
104 4 4.227-0.2272
105 5 4.563 0.4366
106 4 4.123-0.1226
107 4 4.269-0.2688
108 4 4.269-0.2688
109 3 3.69-0.6897
110 4 4.115-0.1148
111 3 3.69-0.6897
112 5 4.84 0.1599
113 4 4.227-0.2272
114 4 4.581-0.5814
115 5 4.761 0.2387
116 4 4.439-0.4388
117 4 3.69 0.3103
118 4 4.115-0.1148
119 4 3.607 0.3934
120 4 4.269-0.2688
121 4 4.123-0.1226
122 5 4.66 0.3398
123 4 4.19-0.19
124 4 4.597-0.5971
125 5 4.556 0.4444
126 4 4.123-0.1226
127 4 4.123-0.1226
128 3 3.29-0.2904
129 4 4.269-0.2688
130 4 4.423-0.4228
131 4 4.107-0.1069
132 3 3.223-0.223
133 4 4.269-0.2688
134 5 4.49 0.5098
135 3 3.69-0.6897
136 4 4.19-0.19
137 5 4.811 0.1894
138 5 4.107 0.8931
139 4 4.123-0.1226
140 4 3.731 0.2688
141 4 4.194-0.1936
142 3 3.723-0.7233
143 5 4.156 0.8437
144 4 3.361 0.6387
145 5 4.743 0.2567
146 4 4.164-0.1641
147 4 4.227-0.2272
148 3 3.607-0.6066
149 4 4.269-0.2688
150 4 4.597-0.5971
151 4 4.148-0.1484
152 3 3.181-0.1815
153 4 4.123-0.1226
154 5 4.514 0.486
155 3 3.607-0.6066
156 4 4.081-0.08107
157 5 4.66 0.3398
158 4 4.19-0.19
159 5 4.465 0.5354
160 4 3.87 0.1305
161 4 4.081-0.08107
162 4 4.227-0.2272
163 4 4.04-0.03954
164 4 4.227-0.2272
165 3 3.682-0.6818
166 4 4.057-0.05722


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
8 0.602 0.7959 0.398
9 0.5382 0.9237 0.4618
10 0.4317 0.8634 0.5683
11 0.6891 0.6218 0.3109
12 0.6041 0.7918 0.3959
13 0.5222 0.9557 0.4778
14 0.4386 0.8772 0.5614
15 0.3495 0.6989 0.6505
16 0.2668 0.5337 0.7332
17 0.2392 0.4784 0.7608
18 0.3936 0.7872 0.6064
19 0.3199 0.6397 0.6801
20 0.459 0.918 0.541
21 0.387 0.774 0.613
22 0.455 0.91 0.545
23 0.383 0.7661 0.617
24 0.3275 0.6551 0.6725
25 0.301 0.6021 0.699
26 0.2591 0.5183 0.7409
27 0.2076 0.4153 0.7924
28 0.2859 0.5718 0.7141
29 0.4136 0.8272 0.5864
30 0.4527 0.9055 0.5473
31 0.6086 0.7828 0.3914
32 0.662 0.676 0.338
33 0.6319 0.7362 0.3681
34 0.5777 0.8446 0.4223
35 0.5503 0.8994 0.4497
36 0.4947 0.9894 0.5053
37 0.4456 0.8912 0.5544
38 0.5304 0.9393 0.4696
39 0.496 0.992 0.504
40 0.446 0.892 0.554
41 0.4152 0.8304 0.5848
42 0.6234 0.7532 0.3766
43 0.7621 0.4758 0.2379
44 0.7276 0.5449 0.2724
45 0.8811 0.2379 0.1189
46 0.8716 0.2567 0.1284
47 0.85 0.3001 0.15
48 0.8839 0.2321 0.1161
49 0.8732 0.2537 0.1268
50 0.862 0.276 0.138
51 0.8423 0.3155 0.1577
52 0.8133 0.3733 0.1867
53 0.7873 0.4253 0.2127
54 0.8196 0.3608 0.1804
55 0.7895 0.421 0.2105
56 0.796 0.408 0.204
57 0.7706 0.4588 0.2294
58 0.7421 0.5157 0.2579
59 0.7365 0.527 0.2635
60 0.7522 0.4957 0.2478
61 0.7231 0.5539 0.2769
62 0.7178 0.5644 0.2822
63 0.6791 0.6417 0.3209
64 0.6419 0.7162 0.3581
65 0.6392 0.7216 0.3608
66 0.6091 0.7818 0.3909
67 0.6287 0.7427 0.3713
68 0.6397 0.7207 0.3603
69 0.5981 0.8039 0.4019
70 0.5532 0.8936 0.4468
71 0.6157 0.7686 0.3843
72 0.5762 0.8477 0.4238
73 0.5366 0.9268 0.4634
74 0.492 0.984 0.508
75 0.4907 0.9815 0.5093
76 0.466 0.9321 0.534
77 0.4513 0.9025 0.5487
78 0.4381 0.8761 0.5619
79 0.431 0.862 0.569
80 0.398 0.7961 0.602
81 0.4081 0.8161 0.5919
82 0.4363 0.8725 0.5637
83 0.4143 0.8286 0.5857
84 0.3725 0.745 0.6275
85 0.4479 0.8957 0.5521
86 0.411 0.822 0.589
87 0.3725 0.745 0.6275
88 0.4429 0.8857 0.5571
89 0.9966 0.006716 0.003358
90 0.9954 0.009116 0.004558
91 0.9981 0.003755 0.001877
92 0.998 0.003979 0.001989
93 0.9994 0.001169 0.0005846
94 0.9991 0.001709 0.0008544
95 0.9989 0.002196 0.001098
96 0.9989 0.002266 0.001133
97 0.9986 0.002767 0.001384
98 0.9989 0.00223 0.001115
99 0.9986 0.002823 0.001412
100 0.998 0.004025 0.002012
101 0.9993 0.001405 0.0007027
102 0.999 0.002076 0.001038
103 0.9988 0.002491 0.001246
104 0.9983 0.003393 0.001697
105 0.9988 0.002415 0.001207
106 0.9982 0.003502 0.001751
107 0.9976 0.00471 0.002355
108 0.9969 0.006286 0.003143
109 0.9974 0.005251 0.002626
110 0.9962 0.007603 0.003802
111 0.9968 0.006345 0.003172
112 0.9955 0.009048 0.004524
113 0.9941 0.01186 0.005929
114 0.9962 0.007599 0.003799
115 0.9947 0.0105 0.005251
116 0.9945 0.01103 0.005516
117 0.9952 0.009609 0.004805
118 0.9932 0.01369 0.006844
119 0.9936 0.0129 0.006449
120 0.9916 0.01686 0.00843
121 0.988 0.02398 0.01199
122 0.9845 0.03097 0.01548
123 0.9798 0.04047 0.02024
124 0.9818 0.03637 0.01819
125 0.9827 0.03469 0.01735
126 0.9757 0.04857 0.02428
127 0.9665 0.06699 0.0335
128 0.9556 0.08879 0.04439
129 0.9444 0.1113 0.05565
130 0.9405 0.119 0.0595
131 0.9257 0.1485 0.07427
132 0.9124 0.1753 0.08764
133 0.8948 0.2104 0.1052
134 0.8813 0.2374 0.1187
135 0.8809 0.2382 0.1191
136 0.8561 0.2879 0.1439
137 0.8177 0.3647 0.1823
138 0.8897 0.2207 0.1103
139 0.8543 0.2914 0.1457
140 0.8704 0.2592 0.1296
141 0.838 0.324 0.162
142 0.8456 0.3087 0.1544
143 0.9606 0.0789 0.03945
144 0.9948 0.01035 0.005177
145 0.9919 0.01624 0.008119
146 0.9873 0.02537 0.01268
147 0.9819 0.0362 0.0181
148 0.9815 0.03691 0.01846
149 0.9716 0.05672 0.02836
150 0.9865 0.02695 0.01348
151 0.9739 0.0522 0.0261
152 0.9908 0.01842 0.009212
153 0.9795 0.04093 0.02047
154 0.972 0.05597 0.02798
155 0.9463 0.1073 0.05366
156 0.9029 0.1943 0.09714
157 0.8132 0.3737 0.1868
158 0.7666 0.4668 0.2334


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level26 0.1722NOK
5% type I error level460.304636NOK
10% type I error level520.344371NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 1.205, df1 = 2, df2 = 159, p-value = 0.3024
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.1903, df1 = 8, df2 = 153, p-value = 0.3083
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.82435, df1 = 2, df2 = 159, p-value = 0.4404


Variance Inflation Factors (Multicollinearity)
> vif
     IV1      IV3      TV1      TV4 
1.049752 1.025240 1.039620 1.017672