Multiple Linear Regression - Estimated Regression Equation
TVDC[t] = + 12.7461 + 0.206081IH1[t] + 0.368411IH2[t] + 0.0533223IH3[t] -0.021047IH4[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+12.75 0.9918+1.2850e+01 2.014e-26 1.007e-26
IH1+0.2061 0.2207+9.3380e-01 0.3518 0.1759
IH2+0.3684 0.2439+1.5100e+00 0.1329 0.06645
IH3+0.05332 0.205+2.6010e-01 0.7951 0.3976
IH4-0.02105 0.1695-1.2420e-01 0.9013 0.4507


Multiple Linear Regression - Regression Statistics
Multiple R 0.2125
R-squared 0.04514
Adjusted R-squared 0.02126
F-TEST (value) 1.891
F-TEST (DF numerator)4
F-TEST (DF denominator)160
p-value 0.1146
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.787
Sum Squared Residuals 510.8


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 13 14.91-1.914
2 16 15.8 0.199
3 17 15.38 1.621
4 15 15.38-0.3792
5 16 15.12 0.8802
6 16 15.78 0.2201
7 17 15.35 1.653
8 16 15.8 0.199
9 17 15.81 1.189
10 17 15.35 1.653
11 17 15.8 1.199
12 15 15.25-0.2475
13 16 15.78 0.2201
14 14 15.75-1.748
15 16 15.12 0.8802
16 17 14.99 2.012
17 16 15.78 0.2201
18 15 15.33-0.3259
19 17 14.94 2.064
20 16 15.17 0.8269
21 15 15.01-0.01152
22 16 15.73 0.2734
23 15 15.73-0.7266
24 17 15.79 1.21
25 15 15.19-0.1942
26 16 15.59 0.4051
27 15 15.54-0.5416
28 16 15.73 0.2734
29 16 15.77 0.2313
30 13 14.85-1.847
31 15 15.73-0.7266
32 17 15.78 1.22
33 15 13.33 1.668
34 13 15.73-2.727
35 17 15.56 1.437
36 15 15.19-0.1942
37 14 15.17-1.173
38 14 15.75-1.748
39 18 15.25 2.752
40 15 15.19-0.1942
41 17 15.38 1.621
42 13 14.62-1.62
43 16 15.78 0.2201
44 15 15.8-0.801
45 15 13.91 1.094
46 12 14.55-2.545
47 15 15.1-0.09878
48 13 15.49-2.488
49 17 15.75 1.252
50 17 15.82 1.178
51 17 15.17 1.827
52 11 15.69-4.694
53 14 15.8-1.801
54 13 15.17-2.173
55 15 15.73-0.7266
56 17 15.55 1.449
57 16 15.17 0.8269
58 15 14.93 0.06521
59 17 15.18 1.817
60 16 15.54 0.4584
61 16 15.38 0.6208
62 16 15.54 0.4584
63 15 15.56-0.5626
64 12 15.17-3.173
65 17 14.75 2.249
66 14 15.17-1.173
67 14 14.78-0.782
68 16 15.56 0.4374
69 15 15.14-0.1409
70 15 15.78-0.7799
71 13 14.57-1.566
72 13 14.93-1.935
73 17 15.43 1.567
74 15 14.75 0.2486
75 16 15.8 0.199
76 14 15.52-1.521
77 15 14.75 0.2486
78 17 15.67 1.327
79 16 15.8 0.199
80 10 15.35-5.347
81 16 15.14 0.8591
82 17 15.38 1.621
83 17 15.8 1.199
84 20 15.17 4.829
85 17 15.41 1.589
86 18 15.75 2.252
87 15 15.78-0.7799
88 17 15.42 1.579
89 14 15.19-1.194
90 15 15.19-0.1942
91 17 15.78 1.22
92 16 15.19 0.8058
93 17 15.8 1.199
94 15 15.75-0.7476
95 16 15.43 0.5675
96 18 15.19 2.806
97 18 15.78 2.22
98 16 15.84 0.1569
99 17 15.43 1.567
100 15 15.8-0.801
101 13 15.78-2.78
102 15 14.77 0.2275
103 17 15.23 1.774
104 16 15.19 0.8058
105 16 15.17 0.8269
106 15 15.82-0.822
107 16 15.75 0.2524
108 16 15.07 0.9335
109 13 14.97-1.967
110 15 14.96 0.04416
111 12 15.23-3.226
112 19 15.14 3.859
113 16 15.75 0.2524
114 16 15.38 0.6208
115 17 15.23 1.774
116 16 15.78 0.2201
117 14 15.4-1.4
118 15 15.14-0.1409
119 14 15.12-1.12
120 16 15.75 0.2524
121 15 15.78-0.7799
122 17 15.69 1.306
123 15 15.69-0.6943
124 16 15.54 0.4584
125 16 15.38 0.6208
126 15 14.97 0.03294
127 15 15.77-0.7687
128 11 15.43-4.433
129 16 15.54 0.4584
130 18 15.78 2.22
131 13 15.19-2.194
132 11 15.17-4.173
133 8 15.19-7.194
134 18 15.21 2.795
135 15 15.19-0.1942
136 19 15.43 3.567
137 17 15.78 1.22
138 13 15.8-2.801
139 14 15.22-1.215
140 16 15.56 0.4374
141 13 15.42-2.421
142 17 15.38 1.621
143 14 15.43-1.433
144 19 15.78 3.22
145 14 15.06-1.064
146 16 15.43 0.5675
147 12 15.19-3.194
148 16 15.4 0.5997
149 16 14.59 1.413
150 15 14.97 0.03294
151 12 15.52-3.521
152 15 15.54-0.5416
153 17 15.26 1.739
154 13 14.96-1.956
155 15 15.8-0.801
156 18 15.75 2.252
157 15 15.42-0.4213
158 18 15.38 2.621
159 15 15.8-0.801
160 15 15.43-0.4325
161 16 15.8 0.199
162 13 15.47-2.475
163 16 15.17 0.8269
164 13 15.25-2.248
165 16 14.84 1.165


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
8 0.1434 0.2868 0.8566
9 0.05939 0.1188 0.9406
10 0.02355 0.04711 0.9764
11 0.01663 0.03327 0.9834
12 0.01087 0.02173 0.9891
13 0.004099 0.008198 0.9959
14 0.02583 0.05167 0.9742
15 0.01893 0.03786 0.9811
16 0.04871 0.09742 0.9513
17 0.02925 0.05849 0.9708
18 0.02164 0.04327 0.9784
19 0.01475 0.0295 0.9852
20 0.008308 0.01662 0.9917
21 0.006196 0.01239 0.9938
22 0.003565 0.007129 0.9964
23 0.00204 0.004081 0.998
24 0.001109 0.002217 0.9989
25 0.0008567 0.001713 0.9991
26 0.0004839 0.0009678 0.9995
27 0.0002496 0.0004992 0.9998
28 0.0001299 0.0002598 0.9999
29 6.362e-05 0.0001272 0.9999
30 0.0007716 0.001543 0.9992
31 0.0005499 0.0011 0.9994
32 0.0004434 0.0008867 0.9996
33 0.0003508 0.0007017 0.9996
34 0.001609 0.003219 0.9984
35 0.001452 0.002904 0.9985
36 0.0009511 0.001902 0.999
37 0.0008838 0.001768 0.9991
38 0.001166 0.002332 0.9988
39 0.002134 0.004269 0.9979
40 0.001469 0.002939 0.9985
41 0.001233 0.002467 0.9988
42 0.001971 0.003943 0.998
43 0.001258 0.002517 0.9987
44 0.0009221 0.001844 0.9991
45 0.0006135 0.001227 0.9994
46 0.001439 0.002877 0.9986
47 0.0009103 0.001821 0.9991
48 0.00146 0.002921 0.9985
49 0.001198 0.002397 0.9988
50 0.0008536 0.001707 0.9991
51 0.0009745 0.001949 0.999
52 0.0147 0.02941 0.9853
53 0.01647 0.03294 0.9835
54 0.02083 0.04167 0.9792
55 0.01577 0.03153 0.9842
56 0.01328 0.02655 0.9867
57 0.01035 0.02069 0.9897
58 0.007384 0.01477 0.9926
59 0.006558 0.01312 0.9934
60 0.004996 0.009991 0.995
61 0.003545 0.00709 0.9965
62 0.002637 0.005274 0.9974
63 0.001887 0.003773 0.9981
64 0.005194 0.01039 0.9948
65 0.006294 0.01259 0.9937
66 0.005296 0.01059 0.9947
67 0.00386 0.00772 0.9961
68 0.002771 0.005541 0.9972
69 0.001944 0.003888 0.9981
70 0.001418 0.002835 0.9986
71 0.001463 0.002926 0.9985
72 0.00155 0.003101 0.9984
73 0.001321 0.002642 0.9987
74 0.0008936 0.001787 0.9991
75 0.0005969 0.001194 0.9994
76 0.0005091 0.001018 0.9995
77 0.0003349 0.0006699 0.9997
78 0.0003411 0.0006822 0.9997
79 0.0002219 0.0004437 0.9998
80 0.009842 0.01968 0.9902
81 0.007681 0.01536 0.9923
82 0.007011 0.01402 0.993
83 0.005815 0.01163 0.9942
84 0.04536 0.09073 0.9546
85 0.04139 0.08279 0.9586
86 0.04809 0.09618 0.9519
87 0.04012 0.08024 0.9599
88 0.03921 0.07843 0.9608
89 0.03544 0.07087 0.9646
90 0.028 0.056 0.972
91 0.02409 0.04817 0.9759
92 0.01961 0.03922 0.9804
93 0.01685 0.03369 0.9832
94 0.01333 0.02666 0.9867
95 0.0101 0.0202 0.9899
96 0.01617 0.03233 0.9838
97 0.01838 0.03675 0.9816
98 0.0172 0.03439 0.9828
99 0.01579 0.03157 0.9842
100 0.01261 0.02521 0.9874
101 0.02079 0.04157 0.9792
102 0.01569 0.03137 0.9843
103 0.01586 0.03172 0.9841
104 0.01328 0.02656 0.9867
105 0.01033 0.02066 0.9897
106 0.00849 0.01698 0.9915
107 0.006181 0.01236 0.9938
108 0.005 0.009999 0.995
109 0.005449 0.0109 0.9946
110 0.004201 0.008402 0.9958
111 0.008912 0.01782 0.9911
112 0.0299 0.05981 0.9701
113 0.02277 0.04554 0.9772
114 0.01737 0.03475 0.9826
115 0.01759 0.03519 0.9824
116 0.01308 0.02616 0.9869
117 0.01133 0.02267 0.9887
118 0.008302 0.0166 0.9917
119 0.007029 0.01406 0.993
120 0.004973 0.009946 0.995
121 0.003982 0.007964 0.996
122 0.003247 0.006494 0.9968
123 0.002386 0.004772 0.9976
124 0.001647 0.003295 0.9984
125 0.001108 0.002217 0.9989
126 0.0007155 0.001431 0.9993
127 0.0004859 0.0009718 0.9995
128 0.003911 0.007821 0.9961
129 0.002726 0.005452 0.9973
130 0.002693 0.005385 0.9973
131 0.002621 0.005242 0.9974
132 0.01479 0.02957 0.9852
133 0.3818 0.7636 0.6182
134 0.3891 0.7783 0.6109
135 0.3325 0.6649 0.6675
136 0.5031 0.9938 0.4969
137 0.4602 0.9205 0.5398
138 0.511 0.978 0.489
139 0.4519 0.9039 0.5481
140 0.4107 0.8213 0.5893
141 0.3959 0.7918 0.6041
142 0.3555 0.711 0.6445
143 0.3275 0.6551 0.6725
144 0.4609 0.9217 0.5391
145 0.4557 0.9113 0.5443
146 0.3812 0.7624 0.6188
147 0.5326 0.9349 0.4674
148 0.4524 0.9048 0.5476
149 0.3877 0.7753 0.6123
150 0.3076 0.6152 0.6924
151 0.8087 0.3826 0.1913
152 0.7551 0.4898 0.2449
153 0.7149 0.5701 0.2851
154 0.9258 0.1484 0.07421
155 0.8686 0.2628 0.1314
156 0.7692 0.4616 0.2308
157 0.611 0.778 0.389


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level62 0.4133NOK
5% type I error level1120.746667NOK
10% type I error level1230.82NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.73353, df1 = 2, df2 = 158, p-value = 0.4818
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.1321, df1 = 8, df2 = 152, p-value = 0.3449
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.3534, df1 = 2, df2 = 158, p-value = 0.2613


Variance Inflation Factors (Multicollinearity)
> vif
     IH1      IH2      IH3      IH4 
1.641601 1.440620 1.521724 1.266961