Multiple Linear Regression - Estimated Regression Equation
SN1[t] = + 2.43341 + 0.157235SN2[t] + 0.199941SN4[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+2.433 0.227+1.0720e+01 1.247e-20 6.236e-21
SN2+0.1572 0.06583+2.3880e+00 0.01807 0.009034
SN4+0.1999 0.06489+3.0810e+00 0.00242 0.00121


Multiple Linear Regression - Regression Statistics
Multiple R 0.3256
R-squared 0.106
Adjusted R-squared 0.09504
F-TEST (value) 9.664
F-TEST (DF numerator)2
F-TEST (DF denominator)163
p-value 0.0001081
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 0.9163
Sum Squared Residuals 136.9


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 4 3.348 0.6523
2 3 3.548-0.5476
3 4 3.348 0.6523
4 4 3.862 0.1379
5 3 3.505-0.5049
6 4 2.991 1.009
7 2 3.305-1.305
8 4 2.791 1.209
9 2 3.262-1.262
10 4 3.548 0.4524
11 4 3.42 0.5805
12 3 3.348-0.3477
13 4 4.062-0.06205
14 3 3.462-0.4622
15 3 3.305-0.305
16 2 2.991-0.9905
17 4 3.819 0.1806
18 4 3.505 0.4951
19 3 3.505-0.5049
20 5 3.748 1.252
21 3 3.348-0.3477
22 4 2.991 1.009
23 4 3.548 0.4524
24 2 3.148-1.148
25 4 3.305 0.695
26 3 3.548-0.5476
27 2 3.148-1.148
28 4 3.905 0.09518
29 4 2.991 1.009
30 3 2.791 0.2094
31 2 3.548-1.548
32 5 3.42 1.58
33 2 3.348-1.348
34 3 3.705-0.7049
35 4 3.19 0.8095
36 3 2.991 0.009477
37 3 4.062-1.062
38 3 3.148-0.1478
39 4 3.148 0.8522
40 3 3.548-0.5476
41 4 3.148 0.8522
42 4 3.348 0.6523
43 4 3.42 0.5805
44 4 3.862 0.1379
45 3 3.348-0.3477
46 2 3.148-1.148
47 5 4.219 0.7807
48 3 3.348-0.3477
49 4 3.505 0.4951
50 5 3.548 1.452
51 2 3.148-1.148
52 4 3.662 0.3378
53 5 3.39 1.61
54 5 3.619 1.381
55 3 3.305-0.305
56 3 2.791 0.2094
57 4 2.948 1.052
58 4 3.505 0.4951
59 3 3.662-0.6622
60 3 3.148-0.1478
61 5 3.148 1.852
62 4 3.662 0.3378
63 4 3.548 0.4524
64 4 3.662 0.3378
65 2 3.148-1.148
66 2 3.705-1.705
67 4 3.862 0.1379
68 4 3.862 0.1379
69 5 3.748 1.252
70 4 3.462 0.5378
71 4 3.348 0.6523
72 3 3.305-0.305
73 1 2.791-1.791
74 3 3.548-0.5476
75 4 3.662 0.3378
76 1 2.991-1.991
77 2 3.19-1.19
78 4 2.991 1.009
79 4 2.791 1.209
80 3 3.19-0.1905
81 2 3.505-1.505
82 2 2.791-0.7906
83 3 2.791 0.2094
84 2 3.819-1.819
85 5 3.862 1.138
86 3 3.505-0.5049
87 4 3.262 0.7377
88 2 3.705-1.705
89 4 3.705 0.2951
90 5 4.019 0.9807
91 4 2.991 1.009
92 2 2.791-0.7906
93 3 3.505-0.5049
94 3 3.148-0.1478
95 3 3.505-0.5049
96 3 3.305-0.305
97 1 2.948-1.948
98 3 3.462-0.4622
99 3 3.305-0.305
100 4 3.348 0.6523
101 4 2.948 1.052
102 2 2.948-0.9478
103 4 3.505 0.4951
104 3 2.791 0.2094
105 4 3.505 0.4951
106 3 3.505-0.5049
107 4 3.705 0.2951
108 4 3.705 0.2951
109 2 3.705-1.705
110 4 3.862 0.1379
111 4 3.662 0.3378
112 4 3.705 0.2951
113 3 3.19-0.1905
114 3 2.948 0.05218
115 4 3.19 0.8095
116 4 3.548 0.4524
117 4 3.59 0.4097
118 3 3.148-0.1478
119 3 3.19-0.1905
120 3 3.662-0.6622
121 2 3.348-1.348
122 4 2.948 1.052
123 2 3.39-1.39
124 3 3.348-0.3477
125 4 3.705 0.2951
126 2 3.148-1.148
127 3 3.505-0.5049
128 3 3.505-0.5049
129 2 3.148-1.148
130 4 3.505 0.4951
131 3 2.948 0.05218
132 4 3.862 0.1379
133 2 3.19-1.19
134 3 3.662-0.6622
135 5 3.748 1.252
136 2 3.305-1.305
137 3 3.105-0.1051
138 2 2.948-0.9478
139 4 3.348 0.6523
140 4 2.948 1.052
141 4 3.505 0.4951
142 2 3.505-1.505
143 3 3.505-0.5049
144 3 3.348-0.3477
145 4 3.462 0.5378
146 3 2.991 0.009477
147 5 3.548 1.452
148 3 3.505-0.5049
149 4 3.705 0.2951
150 4 2.991 1.009
151 4 3.505 0.4951
152 5 3.705 1.295
153 5 2.791 2.209
154 4 3.39 0.6096
155 4 3.105 0.8949
156 3 3.305-0.305
157 4 3.862 0.1379
158 2 2.991-0.9905
159 4 3.105 0.8949
160 3 2.791 0.2094
161 3 3.548-0.5476
162 5 3.548 1.452
163 5 3.505 1.495
164 5 3.505 1.495
165 3 3.505-0.5049
166 1 3.705-2.705


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
6 0.2797 0.5594 0.7203
7 0.4854 0.9709 0.5146
8 0.4117 0.8234 0.5883
9 0.2978 0.5956 0.7022
10 0.1982 0.3963 0.8018
11 0.4567 0.9134 0.5433
12 0.3953 0.7905 0.6047
13 0.3207 0.6414 0.6793
14 0.243 0.486 0.757
15 0.1818 0.3636 0.8182
16 0.2775 0.5551 0.7225
17 0.2363 0.4726 0.7637
18 0.1989 0.3978 0.8011
19 0.1614 0.3228 0.8386
20 0.1795 0.3589 0.8205
21 0.1475 0.2949 0.8525
22 0.1438 0.2877 0.8562
23 0.1083 0.2166 0.8917
24 0.1451 0.2901 0.8549
25 0.1411 0.2821 0.8589
26 0.1335 0.2671 0.8665
27 0.1628 0.3255 0.8372
28 0.126 0.252 0.874
29 0.1286 0.2571 0.8714
30 0.0987 0.1974 0.9013
31 0.1918 0.3835 0.8082
32 0.3265 0.6531 0.6735
33 0.392 0.784 0.608
34 0.3624 0.7248 0.6376
35 0.35 0.7001 0.65
36 0.2993 0.5987 0.7007
37 0.2945 0.5891 0.7055
38 0.2504 0.5009 0.7496
39 0.2412 0.4825 0.7588
40 0.211 0.422 0.789
41 0.2017 0.4035 0.7983
42 0.1844 0.3687 0.8156
43 0.1626 0.3251 0.8374
44 0.1357 0.2715 0.8643
45 0.1131 0.2262 0.8869
46 0.138 0.2759 0.862
47 0.143 0.2861 0.857
48 0.1196 0.2392 0.8804
49 0.1031 0.2062 0.8969
50 0.1495 0.299 0.8505
51 0.1722 0.3443 0.8278
52 0.146 0.292 0.854
53 0.2144 0.4287 0.7856
54 0.2592 0.5185 0.7408
55 0.2272 0.4544 0.7728
56 0.1934 0.3869 0.8066
57 0.1991 0.3981 0.8009
58 0.175 0.3499 0.825
59 0.1629 0.3259 0.8371
60 0.1369 0.2738 0.8631
61 0.2255 0.4511 0.7745
62 0.1956 0.3911 0.8044
63 0.1713 0.3426 0.8287
64 0.1463 0.2926 0.8537
65 0.1692 0.3384 0.8308
66 0.2529 0.5057 0.7471
67 0.2183 0.4366 0.7817
68 0.1866 0.3732 0.8134
69 0.2153 0.4307 0.7847
70 0.193 0.386 0.807
71 0.1765 0.3529 0.8235
72 0.1526 0.3052 0.8474
73 0.2475 0.495 0.7525
74 0.2258 0.4516 0.7742
75 0.1974 0.3947 0.8026
76 0.3325 0.665 0.6675
77 0.3604 0.7209 0.6396
78 0.3691 0.7383 0.6309
79 0.3989 0.7979 0.6011
80 0.3583 0.7166 0.6417
81 0.4296 0.8593 0.5704
82 0.4185 0.8369 0.5815
83 0.3772 0.7543 0.6228
84 0.5005 0.9989 0.4995
85 0.5237 0.9527 0.4763
86 0.4919 0.9838 0.5081
87 0.4772 0.9545 0.5228
88 0.5835 0.8331 0.4165
89 0.5435 0.9129 0.4565
90 0.5536 0.8927 0.4464
91 0.5595 0.8811 0.4405
92 0.5489 0.9022 0.4511
93 0.5164 0.9672 0.4836
94 0.4724 0.9449 0.5276
95 0.44 0.88 0.56
96 0.3999 0.7997 0.6001
97 0.557 0.8859 0.443
98 0.5217 0.9567 0.4783
99 0.4811 0.9623 0.5189
100 0.4568 0.9136 0.5432
101 0.4666 0.9332 0.5334
102 0.4724 0.9448 0.5276
103 0.4398 0.8795 0.5602
104 0.3961 0.7923 0.6039
105 0.3647 0.7295 0.6353
106 0.3338 0.6676 0.6662
107 0.2971 0.5942 0.7029
108 0.2624 0.5249 0.7376
109 0.3557 0.7114 0.6443
110 0.3139 0.6279 0.6861
111 0.2793 0.5586 0.7207
112 0.2449 0.4897 0.7551
113 0.2117 0.4234 0.7883
114 0.1788 0.3575 0.8212
115 0.1674 0.3347 0.8326
116 0.1449 0.2899 0.8551
117 0.1239 0.2477 0.8761
118 0.1014 0.2029 0.8986
119 0.08234 0.1647 0.9177
120 0.07241 0.1448 0.9276
121 0.0922 0.1844 0.9078
122 0.09343 0.1869 0.9066
123 0.1278 0.2557 0.8722
124 0.1081 0.2163 0.8919
125 0.08765 0.1753 0.9123
126 0.1021 0.2041 0.8979
127 0.08696 0.1739 0.913
128 0.07376 0.1475 0.9262
129 0.0895 0.179 0.9105
130 0.07348 0.147 0.9265
131 0.05691 0.1138 0.9431
132 0.04344 0.08687 0.9566
133 0.0666 0.1332 0.9334
134 0.05551 0.111 0.9445
135 0.05856 0.1171 0.9414
136 0.08065 0.1613 0.9194
137 0.06387 0.1277 0.9361
138 0.08689 0.1738 0.9131
139 0.06964 0.1393 0.9304
140 0.05876 0.1175 0.9412
141 0.04485 0.08971 0.9551
142 0.07968 0.1594 0.9203
143 0.06964 0.1393 0.9304
144 0.05857 0.1171 0.9414
145 0.04273 0.08547 0.9573
146 0.03395 0.06791 0.966
147 0.04251 0.08502 0.9575
148 0.03589 0.07178 0.9641
149 0.02418 0.04837 0.9758
150 0.01756 0.03511 0.9824
151 0.01115 0.0223 0.9889
152 0.0145 0.02899 0.9855
153 0.02921 0.05841 0.9708
154 0.02653 0.05306 0.9735
155 0.01641 0.03283 0.9836
156 0.0115 0.023 0.9885
157 0.005865 0.01173 0.9941
158 0.005376 0.01075 0.9946
159 0.002395 0.004791 0.9976
160 0.1169 0.2338 0.8831


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1 0.006452OK
5% type I error level90.0580645NOK
10% type I error level170.109677NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.83417, df1 = 2, df2 = 161, p-value = 0.4361
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 2.317, df1 = 4, df2 = 159, p-value = 0.05951
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.80517, df1 = 2, df2 = 161, p-value = 0.4488


Variance Inflation Factors (Multicollinearity)
> vif
     SN2      SN4 
1.049951 1.049951