Multiple Linear Regression - Estimated Regression Equation
TVDCSUM[t] = + 12.2345 -0.283388EP3[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+12.23 0.2627+4.6570e+01 3.226e-97 1.613e-97
EP3-0.2834 0.09267-3.0580e+00 0.002598 0.001299


Multiple Linear Regression - Regression Statistics
Multiple R 0.2309
R-squared 0.05333
Adjusted R-squared 0.04763
F-TEST (value) 9.351
F-TEST (DF numerator)1
F-TEST (DF denominator)166
p-value 0.002598
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.194
Sum Squared Residuals 236.6


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 9 11.1-2.101
2 11 11.67-0.6677
3 13 11.38 1.616
4 11 11.67-0.6677
5 12 11.67 0.3323
6 11 11.38-0.3843
7 12 11.38 0.6157
8 12 11.67 0.3323
9 13 11.67 1.332
10 12 11.1 0.8991
11 12 11.67 0.3323
12 11 11.67-0.6677
13 12 11.38 0.6157
14 10 11.67-1.668
15 12 11.38 0.6157
16 12 11.67 0.3323
17 12 11.67 0.3323
18 12 10.82 1.182
19 13 11.38 1.616
20 11 11.67-0.6677
21 11 11.67-0.6677
22 11 11.38-0.3843
23 11 11.95-0.9511
24 13 11.67 1.332
25 11 11.38-0.3843
26 12 11.67 0.3323
27 11 11.67-0.6677
28 12 11.38 0.6157
29 12 10.82 1.182
30 10 11.67-1.668
31 11 10.82 0.1825
32 12 11.67 0.3323
33 11 11.67-0.6677
34 9 11.1-2.101
35 12 11.95 0.04892
36 11 11.67-0.6677
37 11 11.67-0.6677
38 12 11.38 0.6157
39 13 11.67 1.332
40 11 11.38-0.3843
41 12 11.67 0.3323
42 9 11.38-2.384
43 12 11.1 0.8991
44 11 11.1-0.1009
45 12 11.38 0.6157
46 12 11.67 0.3323
47 11 11.67-0.6677
48 10 11.1-1.101
49 9 11.1-2.101
50 12 11.38 0.6157
51 13 11.67 1.332
52 13 11.67 1.332
53 9 11.67-2.668
54 11 11.67-0.6677
55 11 11.38-0.3843
56 11 11.67-0.6677
57 12 11.67 0.3323
58 12 11.38 0.6157
59 11 11.38-0.3843
60 12 11.67 0.3323
61 11 11.67-0.6677
62 12 11.1 0.8991
63 11 11.1-0.1009
64 11 11.38-0.3843
65 8 11.1-3.101
66 12 11.1 0.8991
67 11 11.1-0.1009
68 12 11.1 0.8991
69 11 10.82 0.1825
70 11 11.38-0.3843
71 11 11.1-0.1009
72 10 11.1-1.101
73 10 11.67-1.668
74 13 11.67 1.332
75 11 11.38-0.3843
76 11 11.1-0.1009
77 11 11.67-0.6677
78 13 10.82 2.182
79 12 11.95 0.04892
80 12 11.38 0.6157
81 9 11.38-2.384
82 12 11.67 0.3323
83 12 11.67 0.3323
84 13 11.95 1.049
85 15 11.67 3.332
86 13 11.95 1.049
87 13 11.67 1.332
88 11 11.67-0.6677
89 12 11.67 0.3323
90 9 11.67-2.668
91 11 11.38-0.3843
92 13 11.67 1.332
93 12 11.95 0.04892
94 13 11.95 1.049
95 11 11.38-0.3843
96 12 11.67 0.3323
97 14 11.38 2.616
98 13 11.95 1.049
99 11 11.67-0.6677
100 12 11.67 0.3323
101 13 11.38 1.616
102 11 11.67-0.6677
103 11 11.67-0.6677
104 11 11.38-0.3843
105 13 11.95 1.049
106 12 11.1 0.8991
107 12 11.38 0.6157
108 11 11.67-0.6677
109 12 11.38 0.6157
110 12 11.38 0.6157
111 10 11.38-1.384
112 11 11.1-0.1009
113 9 11.38-2.384
114 14 11.67 2.332
115 12 11.38 0.6157
116 11 11.67-0.6677
117 13 11.95 1.049
118 11 11.95-0.9511
119 11 11.67-0.6677
120 11 11.1-0.1009
121 11 11.38-0.3843
122 12 11.67 0.3323
123 11 11.67-0.6677
124 13 11.38 1.616
125 11 11.38-0.3843
126 11 11.38-0.3843
127 12 11.67 0.3323
128 11 11.67-0.6677
129 11 11.67-0.6677
130 9 11.38-2.384
131 12 11.1 0.8991
132 14 11.67 2.332
133 10 11.67-1.668
134 9 11.95-2.951
135 12 11.38 0.6157
136 14 11.38 2.616
137 9 11.1-2.101
138 11 11.38-0.3843
139 14 11.95 2.049
140 13 11.95 1.049
141 10 11.67-1.668
142 11 11.95-0.9511
143 12 10.82 1.182
144 10 11.38-1.384
145 13 11.67 1.332
146 12 11.67 0.3323
147 14 11.1 2.899
148 10 11.67-1.668
149 12 11.1 0.8991
150 9 11.1-2.101
151 12 11.38 0.6157
152 11 11.1-0.1009
153 11 11.38-0.3843
154 10 11.1-1.101
155 11 11.38-0.3843
156 12 11.1 0.8991
157 10 11.67-1.668
158 11 11.1-0.1009
159 13 11.95 1.049
160 11 11.1-0.1009
161 13 11.38 1.616
162 12 11.67 0.3323
163 11 11.67-0.6677
164 12 11.67 0.3323
165 10 11.1-1.101
166 12 11.38 0.6157
167 10 11.38-1.384
168 13 11.67 1.332


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
5 0.8013 0.3973 0.1987
6 0.6754 0.6492 0.3246
7 0.6237 0.7527 0.3763
8 0.4995 0.999 0.5005
9 0.4738 0.9477 0.5262
10 0.5047 0.9906 0.4953
11 0.4013 0.8027 0.5987
12 0.3623 0.7245 0.6377
13 0.297 0.5941 0.703
14 0.406 0.8121 0.594
15 0.3443 0.6886 0.6557
16 0.2749 0.5499 0.7251
17 0.214 0.4281 0.786
18 0.1901 0.3802 0.8099
19 0.2209 0.4418 0.7791
20 0.1877 0.3753 0.8123
21 0.1562 0.3124 0.8438
22 0.1268 0.2535 0.8732
23 0.1027 0.2055 0.8973
24 0.1239 0.2478 0.8761
25 0.1005 0.201 0.8995
26 0.07664 0.1533 0.9234
27 0.06177 0.1235 0.9382
28 0.04668 0.09336 0.9533
29 0.03585 0.07169 0.9642
30 0.0527 0.1054 0.9473
31 0.0425 0.08499 0.9575
32 0.03206 0.06411 0.9679
33 0.0249 0.0498 0.9751
34 0.08282 0.1656 0.9172
35 0.06439 0.1288 0.9356
36 0.05195 0.1039 0.948
37 0.04145 0.08289 0.9586
38 0.03306 0.06612 0.9669
39 0.0408 0.08159 0.9592
40 0.03162 0.06323 0.9684
41 0.02406 0.04812 0.9759
42 0.0705 0.141 0.9295
43 0.0612 0.1224 0.9388
44 0.04746 0.09492 0.9525
45 0.03873 0.07745 0.9613
46 0.03018 0.06036 0.9698
47 0.02426 0.04851 0.9757
48 0.02585 0.0517 0.9741
49 0.05356 0.1071 0.9464
50 0.04496 0.08993 0.955
51 0.05135 0.1027 0.9487
52 0.05724 0.1145 0.9428
53 0.1421 0.2842 0.8579
54 0.1229 0.2457 0.8771
55 0.1019 0.2037 0.8981
56 0.0868 0.1736 0.9132
57 0.07146 0.1429 0.9285
58 0.06088 0.1218 0.9391
59 0.04891 0.09781 0.9511
60 0.03925 0.07849 0.9608
61 0.03246 0.06493 0.9675
62 0.02897 0.05794 0.971
63 0.0221 0.0442 0.9779
64 0.01709 0.03419 0.9829
65 0.0802 0.1604 0.9198
66 0.07413 0.1483 0.9259
67 0.05934 0.1187 0.9407
68 0.05421 0.1084 0.9458
69 0.04289 0.08578 0.9571
70 0.03423 0.06846 0.9658
71 0.02647 0.05294 0.9735
72 0.02565 0.05129 0.9744
73 0.03225 0.0645 0.9678
74 0.03609 0.07218 0.9639
75 0.02868 0.05737 0.9713
76 0.02209 0.04418 0.9779
77 0.01814 0.03628 0.9819
78 0.03366 0.06732 0.9663
79 0.02645 0.0529 0.9736
80 0.02199 0.04399 0.978
81 0.04673 0.09346 0.9533
82 0.03794 0.07588 0.9621
83 0.03052 0.06105 0.9695
84 0.02986 0.05972 0.9701
85 0.1325 0.265 0.8675
86 0.1274 0.2548 0.8726
87 0.1329 0.2658 0.8671
88 0.1171 0.2341 0.8829
89 0.09812 0.1962 0.9019
90 0.1952 0.3904 0.8048
91 0.1689 0.3379 0.8311
92 0.1751 0.3502 0.8249
93 0.148 0.296 0.852
94 0.1417 0.2835 0.8583
95 0.1205 0.241 0.8795
96 0.101 0.2021 0.899
97 0.1929 0.3858 0.8071
98 0.1859 0.3718 0.8141
99 0.1655 0.331 0.8345
100 0.1411 0.2822 0.8589
101 0.1617 0.3234 0.8383
102 0.1428 0.2857 0.8572
103 0.1255 0.2511 0.8745
104 0.1056 0.2113 0.8944
105 0.1012 0.2023 0.8988
106 0.09218 0.1844 0.9078
107 0.07912 0.1582 0.9209
108 0.06765 0.1353 0.9323
109 0.05735 0.1147 0.9427
110 0.04834 0.09669 0.9517
111 0.05109 0.1022 0.9489
112 0.04011 0.08022 0.9599
113 0.0759 0.1518 0.9241
114 0.1316 0.2631 0.8684
115 0.114 0.228 0.886
116 0.09799 0.196 0.902
117 0.09512 0.1902 0.9049
118 0.0852 0.1704 0.9148
119 0.07206 0.1441 0.9279
120 0.05705 0.1141 0.9429
121 0.0455 0.091 0.9545
122 0.03592 0.07183 0.9641
123 0.02926 0.05851 0.9707
124 0.03546 0.07092 0.9645
125 0.02745 0.05491 0.9725
126 0.02099 0.04198 0.979
127 0.01591 0.03183 0.9841
128 0.01246 0.02492 0.9875
129 0.009678 0.01936 0.9903
130 0.02174 0.04348 0.9783
131 0.01834 0.03667 0.9817
132 0.03852 0.07703 0.9615
133 0.04579 0.09157 0.9542
134 0.1446 0.2893 0.8554
135 0.1214 0.2428 0.8786
136 0.2428 0.4856 0.7572
137 0.3267 0.6534 0.6733
138 0.2818 0.5636 0.7182
139 0.3748 0.7497 0.6252
140 0.3751 0.7503 0.6249
141 0.413 0.8259 0.587
142 0.3841 0.7681 0.6159
143 0.3816 0.7633 0.6184
144 0.4018 0.8035 0.5982
145 0.4061 0.8122 0.5939
146 0.347 0.6939 0.653
147 0.7086 0.5828 0.2914
148 0.7896 0.4208 0.2104
149 0.8035 0.393 0.1965
150 0.8787 0.2425 0.1213
151 0.8503 0.2994 0.1497
152 0.7979 0.4041 0.2021
153 0.7379 0.5243 0.2621
154 0.7097 0.5805 0.2903
155 0.638 0.724 0.362
156 0.63 0.7401 0.37
157 0.814 0.372 0.186
158 0.7373 0.5253 0.2627
159 0.6403 0.7195 0.3597
160 0.5337 0.9325 0.4663
161 0.737 0.5261 0.263
162 0.5975 0.8049 0.4025
163 0.6179 0.7642 0.3821


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level0 0OK
5% type I error level140.0880503NOK
10% type I error level530.333333NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 1.8095, df1 = 2, df2 = 164, p-value = 0.167
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.8095, df1 = 2, df2 = 164, p-value = 0.167
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.8095, df1 = 2, df2 = 164, p-value = 0.167