Multiple Linear Regression - Estimated Regression Equation
TVDCSUM[t] = + 6.58336 + 0.347738SKSUM[t] + 0.044963AGE[t] -0.288097GENDER[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)+6.583 1.948+3.3800e+00 0.0009142 0.0004571
SKSUM+0.3477 0.06205+5.6040e+00 9.166e-08 4.583e-08
AGE+0.04496 0.0634+7.0920e-01 0.4792 0.2396
GENDER-0.2881 0.2228-1.2930e+00 0.1979 0.09893


Multiple Linear Regression - Regression Statistics
Multiple R 0.4206
R-squared 0.1769
Adjusted R-squared 0.1612
F-TEST (value) 11.25
F-TEST (DF numerator)3
F-TEST (DF denominator)157
p-value 1.003e-06
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.408
Sum Squared Residuals 311.2


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1 12 14.69-2.692
2 12 15.33-3.327
3 12 13.89-1.891
4 12 15.51-3.51
5 13 14.93-1.935
6 13 15.59-2.585
7 13 14.95-1.949
8 13 14.47-1.467
9 13 15.69-2.69
10 13 15.64-2.645
11 13 15.16-2.162
12 13 16.17-3.172
13 13 14.16-1.164
14 13 15.5-2.495
15 13 14.93-1.935
16 13 14.68-1.677
17 14 15.59-1.585
18 14 15.24-1.237
19 14 15.21-1.207
20 14 14.8-0.7998
21 14 15.24-1.237
22 14 15.34-1.342
23 14 15.98-1.978
24 14 15.33-1.327
25 14 15.64-1.645
26 14 13.86 0.1388
27 14 15.3-1.297
28 14 15.1-1.103
29 14 15.19-1.192
30 14 15.84-1.843
31 14 15.95-1.948
32 14 15.34-1.342
33 14 15.59-1.585
34 14 15.64-1.645
35 15 14.25 0.7461
36 15 15.84-0.843
37 15 15.64-0.6448
38 15 16.24-1.236
39 15 15.69-0.6898
40 15 15.5-0.4953
41 15 16.6-1.598
42 15 15.84-0.843
43 15 15.68-0.6751
44 15 15.51-0.51
45 15 15.51-0.51
46 15 15.34-0.3421
47 15 14.86 0.1406
48 15 14.5 0.503
49 15 15.98-0.9779
50 15 16.58-1.583
51 15 14.95 0.05063
52 15 16.73-1.733
53 15 14.65 0.3534
54 15 15.59-0.5852
55 15 15.73-0.7348
56 15 15.5-0.4953
57 15 15.39-0.387
58 15 16.33-1.326
59 15 14.25 0.7461
60 15 15.89-0.888
61 15 15.21-0.2072
62 15 15.5-0.4953
63 15 15.69-0.6898
64 15 14.99 0.005669
65 15 14.45 0.5479
66 15 14.47 0.5333
67 15 15.99-0.9926
68 15 15.51-0.51
69 15 15.95-0.9476
70 15 14.74 0.2635
71 15 15.25-0.2521
72 15 16.72-1.718
73 15 15.63-0.6302
74 16 15.43 0.568
75 16 16.42-0.4156
76 16 15.6 0.4001
77 16 15.25 0.7479
78 16 15.5 0.5047
79 16 15.59 0.4148
80 16 15.98 0.0221
81 16 15.3 0.7029
82 16 16.04-0.03755
83 16 15.5 0.5047
84 16 16.02-0.02287
85 16 15.93 0.06706
86 16 16.73-0.733
87 16 15.34 0.6579
88 16 15.21 0.7928
89 16 15.21 0.7928
90 16 15.99 0.007418
91 16 14.25 1.746
92 16 15.3 0.7029
93 16 15.93 0.06706
94 16 15.99 0.007418
95 16 15.93 0.06706
96 16 15.98 0.0221
97 16 16.04-0.03755
98 16 16.34-0.3403
99 16 15.9 0.09734
100 16 14.59 1.413
101 16 15.93 0.06706
102 16 15.48 0.523
103 16 15.3 0.7029
104 16 15.72 0.2799
105 16 16.6-0.5981
106 16 15.21 0.7928
107 16 15.08 0.9157
108 16 16.25-0.2477
109 16 15.21 0.7928
110 16 15.24 0.7625
111 16 15.64 0.3552
112 16 16.02-0.02287
113 16 15.93 0.06706
114 16 15.19 0.8075
115 16 15.59 0.4148
116 16 15.64 0.3552
117 16 15.28 0.7176
118 17 15.99 1.007
119 17 16.54 0.4615
120 17 17.07-0.06608
121 17 15.24 1.763
122 17 15.69 1.31
123 17 15.64 1.355
124 17 16.42 0.5844
125 17 16.63 0.3716
126 17 15.24 1.763
127 17 16.73 0.267
128 17 15.9 1.097
129 17 14.8 2.2
130 17 16.57 0.4349
131 17 15.28 1.718
132 17 15.39 1.613
133 17 15.84 1.157
134 17 15.99 1.007
135 17 15.99 1.007
136 17 15.19 1.808
137 17 16.37 0.6294
138 17 15.84 1.157
139 17 16.28 0.7193
140 17 16.78 0.222
141 17 15.93 1.067
142 17 15.3 1.703
143 17 17.02-0.02112
144 17 15.64 1.355
145 17 16.25 0.7496
146 18 14.3 3.701
147 18 15.84 2.157
148 18 15.84 2.157
149 18 16.25 1.75
150 18 16.42 1.584
151 18 16.43 1.57
152 18 15.69 2.31
153 18 16.98 1.024
154 18 16.02 1.977
155 18 16.54 1.462
156 18 15.84 2.157
157 18 15.15 2.852
158 19 15.28 3.718
159 19 17.41 1.586
160 19 16.08 2.917
161 20 15.64 4.355


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
7 0.1699 0.3398 0.8301
8 0.09757 0.1951 0.9024
9 0.05647 0.1129 0.9435
10 0.02798 0.05597 0.972
11 0.0127 0.0254 0.9873
12 0.006286 0.01257 0.9937
13 0.003454 0.006908 0.9965
14 0.001612 0.003225 0.9984
15 0.000941 0.001882 0.9991
16 0.0006092 0.001218 0.9994
17 0.001463 0.002925 0.9985
18 0.002269 0.004537 0.9977
19 0.003561 0.007121 0.9964
20 0.003381 0.006761 0.9966
21 0.003159 0.006319 0.9968
22 0.00539 0.01078 0.9946
23 0.004217 0.008435 0.9958
24 0.004254 0.008508 0.9957
25 0.004296 0.008593 0.9957
26 0.008282 0.01656 0.9917
27 0.00827 0.01654 0.9917
28 0.006258 0.01252 0.9937
29 0.005155 0.01031 0.9948
30 0.003993 0.007986 0.996
31 0.003418 0.006836 0.9966
32 0.003763 0.007526 0.9962
33 0.003349 0.006697 0.9967
34 0.003179 0.006359 0.9968
35 0.01441 0.02882 0.9856
36 0.01858 0.03717 0.9814
37 0.02878 0.05756 0.9712
38 0.03138 0.06276 0.9686
39 0.04367 0.08735 0.9563
40 0.04797 0.09595 0.952
41 0.04343 0.08687 0.9566
42 0.04258 0.08517 0.9574
43 0.05609 0.1122 0.9439
44 0.05519 0.1104 0.9448
45 0.05289 0.1058 0.9471
46 0.06847 0.1369 0.9315
47 0.07728 0.1546 0.9227
48 0.1007 0.2014 0.8993
49 0.1081 0.2162 0.8919
50 0.1077 0.2153 0.8923
51 0.1266 0.2533 0.8734
52 0.1289 0.2578 0.8711
53 0.1619 0.3238 0.8381
54 0.1711 0.3423 0.8289
55 0.182 0.364 0.818
56 0.1844 0.3687 0.8156
57 0.1996 0.3993 0.8004
58 0.2123 0.4245 0.7877
59 0.2445 0.489 0.7555
60 0.2553 0.5107 0.7447
61 0.2539 0.5079 0.7461
62 0.2646 0.5292 0.7354
63 0.2729 0.5457 0.7271
64 0.2883 0.5767 0.7117
65 0.3117 0.6233 0.6883
66 0.3142 0.6285 0.6858
67 0.3268 0.6537 0.6732
68 0.3368 0.6736 0.6632
69 0.3584 0.7168 0.6416
70 0.3943 0.7886 0.6057
71 0.4153 0.8307 0.5847
72 0.4706 0.9411 0.5294
73 0.5179 0.9643 0.4821
74 0.581 0.8379 0.419
75 0.6195 0.7609 0.3805
76 0.6431 0.7138 0.3569
77 0.6716 0.6568 0.3284
78 0.7056 0.5889 0.2944
79 0.7367 0.5267 0.2633
80 0.7572 0.4856 0.2428
81 0.7738 0.4524 0.2262
82 0.7766 0.4468 0.2234
83 0.7941 0.4117 0.2059
84 0.8064 0.3871 0.1936
85 0.8167 0.3666 0.1833
86 0.8148 0.3704 0.1852
87 0.8226 0.3549 0.1774
88 0.8281 0.3438 0.1719
89 0.8322 0.3355 0.1678
90 0.8308 0.3385 0.1692
91 0.8518 0.2965 0.1482
92 0.8532 0.2935 0.1468
93 0.8595 0.281 0.1405
94 0.8583 0.2833 0.1417
95 0.8645 0.271 0.1355
96 0.8701 0.2599 0.1299
97 0.8688 0.2623 0.1312
98 0.8718 0.2565 0.1282
99 0.8772 0.2457 0.1228
100 0.8908 0.2184 0.1092
101 0.8969 0.2062 0.1031
102 0.8952 0.2096 0.1048
103 0.898 0.204 0.102
104 0.9011 0.1977 0.09887
105 0.916 0.168 0.08401
106 0.9241 0.1519 0.07594
107 0.9256 0.1487 0.07437
108 0.9272 0.1455 0.07276
109 0.9356 0.1289 0.06444
110 0.9425 0.1149 0.05747
111 0.9522 0.09554 0.04777
112 0.959 0.08196 0.04098
113 0.9666 0.06686 0.03343
114 0.9741 0.05184 0.02592
115 0.9813 0.03743 0.01872
116 0.9874 0.02529 0.01264
117 0.9927 0.0146 0.0073
118 0.992 0.01608 0.008041
119 0.9906 0.01874 0.009372
120 0.9887 0.02255 0.01128
121 0.9893 0.02147 0.01074
122 0.9883 0.02331 0.01165
123 0.9873 0.02539 0.0127
124 0.9857 0.02862 0.01431
125 0.9831 0.03381 0.01691
126 0.9833 0.0335 0.01675
127 0.9795 0.04095 0.02048
128 0.976 0.0479 0.02395
129 0.9766 0.04687 0.02344
130 0.9747 0.05068 0.02534
131 0.975 0.04995 0.02498
132 0.9762 0.04752 0.02376
133 0.9718 0.05633 0.02816
134 0.9682 0.06368 0.03184
135 0.9653 0.06942 0.03471
136 0.9649 0.0701 0.03505
137 0.9655 0.06892 0.03446
138 0.9611 0.0777 0.03885
139 0.9604 0.07926 0.03963
140 0.9604 0.0792 0.0396
141 0.9649 0.07017 0.03508
142 0.9714 0.0573 0.02865
143 0.9786 0.04278 0.02139
144 0.9859 0.02822 0.01411
145 0.991 0.01806 0.009032
146 0.9907 0.0187 0.009349
147 0.9831 0.03379 0.0169
148 0.9698 0.06031 0.03015
149 0.9529 0.09417 0.04708
150 0.9244 0.1512 0.07559
151 0.9202 0.1596 0.07981
152 0.96 0.08004 0.04002
153 0.9139 0.1723 0.08614
154 0.8856 0.2288 0.1144


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level17 0.1149NOK
5% type I error level480.324324NOK
10% type I error level730.493243NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.30557, df1 = 2, df2 = 155, p-value = 0.7371
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.46906, df1 = 6, df2 = 151, p-value = 0.8304
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.12213, df1 = 2, df2 = 155, p-value = 0.8851


Variance Inflation Factors (Multicollinearity)
> vif
   SKSUM      AGE   GENDER 
1.014197 1.009472 1.006787