Multiple Linear Regression - Estimated Regression Equation
V2[t] = + 11455.1 -53.4529V1[t] -2396.37V3[t] + 462.269V4[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+1.146e+04 57.32+1.9980e+02 3.128e-85 1.564e-85
V1-53.45 3.18-1.6810e+01 3.62e-24 1.81e-24
V3-2396 126.2-1.8990e+01 8.261e-27 4.131e-27
V4+462.3 89.75+5.1500e+00 3.144e-06 1.572e-06


Multiple Linear Regression - Regression Statistics
Multiple R 0.9966
R-squared 0.9931
Adjusted R-squared 0.9928
F-TEST (value) 2851
F-TEST (DF numerator)3
F-TEST (DF denominator)59
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 180.2
Sum Squared Residuals 1.915e+06


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 1.128e+04 1.14e+04-116.7
2 1.122e+04 1.135e+04-130.2
3 1.12e+04 1.129e+04-99.74
4 1.114e+04 1.124e+04-96.29
5 1.115e+04 1.119e+04-34.84
6 1.123e+04 1.113e+04 95.61
7 1.113e+04 1.108e+04 52.07
8 1.122e+04 1.103e+04 189.5
9 1.115e+04 1.097e+04 174
10 1.11e+04 1.092e+04 174.4
11 1.102e+04 1.087e+04 155.9
12 1.101e+04 1.081e+04 192.3
13 1.092e+04 1.076e+04 160.8
14 1.085e+04 1.071e+04 139.2
15 1.077e+04 1.065e+04 117.7
16 1.081e+04 1.06e+04 212.1
17 1.071e+04 1.055e+04 167.6
18 1.059e+04 1.049e+04 98.05
19 1.044e+04 1.044e+04 3.502
20 1.036e+04 1.039e+04-26.04
21 1.026e+04 1.033e+04-77.59
22 1.016e+04 1.028e+04-114.1
23 1.011e+04 1.023e+04-117.7
24 9999 1.017e+04-173.2
25 1.005e+04 1.012e+04-67.78
26 9794 1.007e+04-271.3
27 9696 1.001e+04-315.9
28 9667 9958-291.4
29 1.042e+04 1.037e+04 54.76
30 1.059e+04 1.031e+04 279.2
31 1.034e+04 1.026e+04 84.67
32 1.03e+04 1.021e+04 98.12
33 1.027e+04 1.015e+04 112.6
34 1.009e+04 1.01e+04-11.97
35 1.008e+04 1.005e+04 28.48
36 1.007e+04 9993 80.93
37 1.004e+04 9940 97.39
38 9062 9886-824.2
39 6608 6974-366.1
40 6604 6921-316.6
41 6798 6867-69.17
42 6720 6814-93.72
43 6729 6760-31.26
44 6695 6707-11.81
45 6564 6653-89.36
46 6536 6600-63.9
47 6491 6546-55.45
48 6452 6493-41
49 6391 6440-48.55
50 6348 6386-38.09
51 6331 6333-1.64
52 6414 6279 134.8
53 6299 6226 73.27
54 6299 6172 126.7
55 6268 6119 149.2
56 6135 6065 69.62
57 6107 6012 95.08
58 5992 5958 33.53
59 5952 5905 46.98
60 5914 5852 62.44
61 5902 5798 103.9
62 5886 5745 141.3
63 5881 5691 189.8


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
7 0.03696 0.07391 0.963
8 0.01932 0.03864 0.9807
9 0.005354 0.01071 0.9946
10 0.001808 0.003616 0.9982
11 0.001212 0.002424 0.9988
12 0.0005494 0.001099 0.9995
13 0.0005732 0.001146 0.9994
14 0.0008266 0.001653 0.9992
15 0.001308 0.002617 0.9987
16 0.0007746 0.001549 0.9992
17 0.0007699 0.00154 0.9992
18 0.001844 0.003688 0.9982
19 0.009134 0.01827 0.9909
20 0.02346 0.04693 0.9765
21 0.04939 0.09877 0.9506
22 0.07996 0.1599 0.92
23 0.09681 0.1936 0.9032
24 0.1188 0.2375 0.8812
25 0.1074 0.2148 0.8926
26 0.1467 0.2934 0.8533
27 0.1818 0.3637 0.8182
28 0.1764 0.3528 0.8236
29 0.136 0.2721 0.864
30 0.1941 0.3883 0.8059
31 0.1705 0.341 0.8295
32 0.1555 0.3109 0.8445
33 0.1573 0.3146 0.8427
34 0.142 0.2841 0.858
35 0.1436 0.2872 0.8564
36 0.2508 0.5017 0.7492
37 0.9965 0.007047 0.003524
38 1 5.83e-05 2.915e-05
39 1 7.162e-06 3.581e-06
40 1 1.655e-07 8.275e-08
41 1 4.202e-07 2.101e-07
42 1 1.322e-06 6.609e-07
43 1 3.238e-06 1.619e-06
44 1 6.334e-06 3.167e-06
45 1 1.917e-05 9.586e-06
46 1 5.908e-05 2.954e-05
47 0.9999 0.0001662 8.312e-05
48 0.9998 0.0004392 0.0002196
49 0.9996 0.0008053 0.0004027
50 0.9995 0.001019 0.0005094
51 0.9993 0.001374 0.0006868
52 0.9986 0.002877 0.001439
53 0.9953 0.009349 0.004675
54 0.9895 0.02109 0.01055
55 0.992 0.01596 0.00798
56 0.9751 0.04977 0.02488


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level26 0.52NOK
5% type I error level330.66NOK
10% type I error level350.7NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 20.033, df1 = 2, df2 = 57, p-value = 2.577e-07
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 4.8032, df1 = 6, df2 = 53, p-value = 0.0005588
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 15.504, df1 = 2, df2 = 57, p-value = 4.202e-06


Variance Inflation Factors (Multicollinearity)
> vif
      V1       V3       V4 
6.490731 7.401105 2.087972