Multiple Linear Regression - Estimated Regression Equation
TVDC[t] = + 6.79398 + 0.562836SK1[t] + 1.10586SK2[t] + 0.0919962SK3[t] + 0.287161SK4[t] + 0.202138SK5[t] -0.039412SK6[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+6.794 1.515+4.4850e+00 1.395e-05 6.976e-06
SK1+0.5628 0.1618+3.4790e+00 0.0006498 0.0003249
SK2+1.106 0.195+5.6720e+00 6.546e-08 3.273e-08
SK3+0.092 0.1434+6.4170e-01 0.522 0.261
SK4+0.2872 0.1952+1.4710e+00 0.1432 0.07158
SK5+0.2021 0.1855+1.0900e+00 0.2774 0.1387
SK6-0.03941 0.193-2.0420e-01 0.8385 0.4192


Multiple Linear Regression - Regression Statistics
Multiple R 0.56
R-squared 0.3136
Adjusted R-squared 0.2875
F-TEST (value) 12.03
F-TEST (DF numerator)6
F-TEST (DF denominator)158
p-value 4.134e-11
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.431
Sum Squared Residuals 323.5


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 13 13.34-0.3396
2 16 15.2 0.7966
3 17 15.93 1.07
4 15 14.69 0.3057
5 16 15.93 0.06957
6 16 15.24 0.7638
7 18 14.58 3.416
8 16 15.17 0.8345
9 17 16.9 0.09512
10 17 17 0.003121
11 17 15.65 1.346
12 15 15.64-0.6433
13 16 15.31 0.6903
14 14 14.02-0.02019
15 16 15.28 0.7154
16 17 15.13 1.874
17 16 15.13 0.874
18 15 17.02-2.018
19 17 15.84 1.162
20 16 14.84 1.161
21 15 15.8-0.799
22 16 15.69 0.3111
23 15 15.73-0.7283
24 17 15.69 1.311
25 14 15.07-1.073
26 16 14.95 1.051
27 15 15.64-0.6363
28 16 14.77 1.235
29 16 16.2-0.1991
30 13 14.62-1.622
31 15 17-1.997
32 17 16.25 0.7483
33 15 14.79 0.2148
34 13 13.7-0.6989
35 17 16.56 0.4418
36 15 15.17-0.1655
37 14 14.3-0.2959
38 14 14.44-0.4384
39 18 15.73 2.272
40 15 16.2-1.199
41 17 17 0.003121
42 13 13.97-0.9676
43 16 17.27-1.273
44 15 16-1.004
45 15 15.31-0.3097
46 16 15.64 0.3637
47 15 15.78-0.782
48 13 15.84-2.838
49 17 16.83 0.1658
50 18 17.32 0.6769
51 18 17.4 0.603
52 11 14.79-3.785
53 14 14.2-0.2039
54 13 15.73-2.728
55 15 14.58 0.4158
56 17 15.11 1.887
57 16 15.55 0.4487
58 15 15.84-0.8384
59 17 17.38-0.3757
60 16 14.67 1.327
61 16 15.8 0.201
62 16 14.67 1.331
63 15 15.89-0.891
64 12 13.42-1.425
65 17 15.59 1.409
66 14 15.55-1.551
67 14 15.76-1.762
68 16 14.95 1.051
69 15 14.75 0.2531
70 15 17.32-2.323
71 14 15.54-1.544
72 13 15.64-2.636
73 18 16.13 1.874
74 15 14.98 0.01853
75 16 15.84 0.1616
76 14 15.04-1.041
77 15 14.02 0.9798
78 17 14.62 2.378
79 16 15.69 0.3111
80 10 13.88-3.876
81 16 15.84 0.1616
82 17 15.71 1.293
83 17 15.8 1.201
84 20 16.2 3.801
85 17 16.35 0.6451
86 18 15.89 2.109
87 15 15.13-0.126
88 17 13.97 3.032
89 14 13.05 0.9546
90 15 15.77-0.7677
91 17 15.69 1.311
92 16 15.84 0.1616
93 17 16.98 0.01629
94 15 14.95 0.05097
95 16 15.69 0.3111
96 18 16.07 1.932
97 18 16.54 1.461
98 16 16.9-0.9049
99 17 15.26 1.744
100 15 15.69-0.6889
101 13 16.16-3.16
102 15 14.79 0.2137
103 17 16.65 0.351
104 16 15.6 0.3961
105 16 15.3 0.7034
106 15 15.73-0.7283
107 16 15.73 0.2717
108 16 15.41 0.593
109 14 15.64-1.636
110 15 15.31-0.3097
111 12 13.84-1.843
112 19 15.35 3.651
113 16 15.17 0.8345
114 16 15.53 0.4738
115 17 15.59 1.408
116 16 16.45-0.4539
117 14 15.68-1.676
118 15 15.44-0.4411
119 14 14.75-0.7469
120 16 15.64 0.3637
121 15 15.84-0.8384
122 17 16.65 0.3498
123 15 15.07-0.07346
124 16 15.35 0.6509
125 16 15.6 0.4031
126 15 14.69 0.3057
127 15 15.39-0.3885
128 11 12.29-1.287
129 16 15.55 0.4487
130 18 16.11 1.886
131 13 13.98-0.9819
132 11 13.97-2.968
133 16 15.35 0.6509
134 18 17.51 0.4929
135 15 16.83-1.834
136 19 17.89 1.114
137 17 17 0.003121
138 13 15.31-2.31
139 14 15.37-1.368
140 16 15.73 0.2717
141 13 15.45-2.452
142 17 15.71 1.293
143 14 15.8-1.799
144 19 16.21 2.794
145 14 14.62-0.6224
146 16 15.73 0.2717
147 12 13.5-1.496
148 16 16.87-0.8736
149 16 15.35 0.6509
150 15 15.6-0.5969
151 12 15.04-3.041
152 15 15.69-0.6889
153 17 16.49 0.5067
154 14 15.53-1.526
155 15 13.5 1.503
156 18 15.6 2.403
157 15 14.41 0.594
158 18 15.68 2.324
159 15 17.12-2.121
160 15 16.11-1.107
161 16 15.91 0.08803
162 13 13.85-0.8543
163 16 15.6 0.4031
164 14 15.84-1.838
165 16 13.89 2.106


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
10 0.2732 0.5463 0.7268
11 0.1967 0.3934 0.8033
12 0.1037 0.2073 0.8963
13 0.05505 0.1101 0.9449
14 0.05148 0.103 0.9485
15 0.07033 0.1407 0.9297
16 0.07718 0.1544 0.9228
17 0.04505 0.09009 0.955
18 0.09545 0.1909 0.9045
19 0.06746 0.1349 0.9325
20 0.0522 0.1044 0.9478
21 0.04314 0.08627 0.9569
22 0.02661 0.05322 0.9734
23 0.02765 0.05531 0.9723
24 0.02704 0.05407 0.973
25 0.08292 0.1658 0.9171
26 0.06013 0.1203 0.9399
27 0.05158 0.1032 0.9484
28 0.03686 0.07373 0.9631
29 0.02457 0.04914 0.9754
30 0.03317 0.06634 0.9668
31 0.04886 0.09771 0.9511
32 0.04645 0.09291 0.9535
33 0.03251 0.06502 0.9675
34 0.03171 0.06341 0.9683
35 0.02278 0.04556 0.9772
36 0.01574 0.03148 0.9843
37 0.01202 0.02403 0.988
38 0.01012 0.02025 0.9899
39 0.02718 0.05437 0.9728
40 0.02354 0.04708 0.9765
41 0.01644 0.03288 0.9836
42 0.01769 0.03537 0.9823
43 0.01494 0.02988 0.9851
44 0.01104 0.02208 0.989
45 0.00842 0.01684 0.9916
46 0.005789 0.01158 0.9942
47 0.005148 0.0103 0.9949
48 0.01621 0.03243 0.9838
49 0.012 0.02401 0.988
50 0.009623 0.01925 0.9904
51 0.008735 0.01747 0.9913
52 0.06073 0.1215 0.9393
53 0.04713 0.09426 0.9529
54 0.08786 0.1757 0.9121
55 0.0718 0.1436 0.9282
56 0.08544 0.1709 0.9146
57 0.07222 0.1444 0.9278
58 0.06045 0.1209 0.9395
59 0.0478 0.09559 0.9522
60 0.04248 0.08495 0.9575
61 0.03265 0.0653 0.9674
62 0.0311 0.0622 0.9689
63 0.02562 0.05124 0.9744
64 0.02633 0.05267 0.9737
65 0.03012 0.06024 0.9699
66 0.03244 0.06488 0.9676
67 0.03437 0.06873 0.9656
68 0.02987 0.05974 0.9701
69 0.02424 0.04849 0.9758
70 0.03614 0.07229 0.9639
71 0.04234 0.08469 0.9577
72 0.07898 0.158 0.921
73 0.1045 0.2089 0.8955
74 0.09141 0.1828 0.9086
75 0.0747 0.1494 0.9253
76 0.06854 0.1371 0.9315
77 0.06056 0.1211 0.9394
78 0.1012 0.2024 0.8988
79 0.08373 0.1675 0.9163
80 0.3019 0.6037 0.6981
81 0.2651 0.5301 0.7349
82 0.2596 0.5192 0.7404
83 0.2503 0.5007 0.7497
84 0.5226 0.9549 0.4774
85 0.4843 0.9686 0.5157
86 0.5387 0.9226 0.4613
87 0.4972 0.9944 0.5028
88 0.6548 0.6904 0.3452
89 0.6258 0.7485 0.3742
90 0.595 0.8101 0.405
91 0.595 0.8101 0.405
92 0.5499 0.9001 0.4501
93 0.5043 0.9913 0.4957
94 0.4614 0.9229 0.5386
95 0.4207 0.8414 0.5793
96 0.4649 0.9299 0.5351
97 0.478 0.956 0.522
98 0.4469 0.8939 0.5531
99 0.4714 0.9427 0.5286
100 0.4319 0.8639 0.5681
101 0.5928 0.8144 0.4072
102 0.5504 0.8992 0.4496
103 0.506 0.9879 0.494
104 0.4635 0.9269 0.5365
105 0.4252 0.8504 0.5748
106 0.3879 0.7757 0.6121
107 0.3448 0.6896 0.6552
108 0.3074 0.6149 0.6926
109 0.3147 0.6294 0.6853
110 0.2735 0.5469 0.7265
111 0.2934 0.5868 0.7066
112 0.5703 0.8593 0.4297
113 0.5519 0.8962 0.4481
114 0.5226 0.9549 0.4774
115 0.5116 0.9768 0.4884
116 0.4736 0.9473 0.5264
117 0.491 0.982 0.509
118 0.4415 0.8831 0.5585
119 0.4005 0.8009 0.5995
120 0.3566 0.7132 0.6434
121 0.3315 0.6629 0.6685
122 0.3019 0.6037 0.6981
123 0.2625 0.525 0.7375
124 0.2367 0.4734 0.7633
125 0.211 0.4219 0.789
126 0.1995 0.3989 0.8005
127 0.1635 0.3271 0.8365
128 0.1624 0.3248 0.8376
129 0.1315 0.2631 0.8685
130 0.1341 0.2683 0.8659
131 0.1393 0.2786 0.8607
132 0.2735 0.547 0.7265
133 0.2625 0.525 0.7375
134 0.228 0.4561 0.772
135 0.2019 0.4038 0.7981
136 0.1723 0.3445 0.8277
137 0.1613 0.3225 0.8387
138 0.1578 0.3156 0.8422
139 0.1453 0.2907 0.8547
140 0.1105 0.221 0.8895
141 0.1228 0.2456 0.8772
142 0.1468 0.2935 0.8532
143 0.1356 0.2713 0.8644
144 0.2384 0.4767 0.7616
145 0.334 0.6681 0.666
146 0.2624 0.5248 0.7376
147 0.2889 0.5778 0.7111
148 0.2259 0.4517 0.7741
149 0.2163 0.4326 0.7837
150 0.1525 0.3049 0.8475
151 0.1439 0.2878 0.8561
152 0.09794 0.1959 0.9021
153 0.05921 0.1184 0.9408
154 0.1581 0.3163 0.8419
155 0.5804 0.8391 0.4196


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level0 0OK
5% type I error level180.123288NOK
10% type I error level430.294521NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 1.4823, df1 = 2, df2 = 156, p-value = 0.2303
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.0889, df1 = 12, df2 = 146, p-value = 0.3737
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.3856, df1 = 2, df2 = 156, p-value = 0.2532


Variance Inflation Factors (Multicollinearity)
> vif
     SK1      SK2      SK3      SK4      SK5      SK6 
1.096654 1.123377 1.041969 1.038007 1.046991 1.042807