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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-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 Index | Actuals | Interpolation 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-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
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 tests | OK/NOK |
1% type I error level | 17 | 0.1149 | NOK |
5% type I error level | 48 | 0.324324 | NOK |
10% type I error level | 73 | 0.493243 | NOK |
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 |