Multiple Linear Regression - Estimated Regression Equation
SOMIVBH [t] = + 12.4174 -0.273014TVDC1[t] + 0.578048TVDC2[t] -0.128915TVDC3[t] + 0.280259TVDC4[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+12.42 1.543+8.0490e+00 1.649e-13 8.243e-14
TVDC1-0.273 0.2241-1.2180e+00 0.2249 0.1125
TVDC2+0.578 0.3414+1.6930e+00 0.09232 0.04616
TVDC3-0.1289 0.2875-4.4840e-01 0.6544 0.3272
TVDC4+0.2803 0.2826+9.9170e-01 0.3228 0.1614


Multiple Linear Regression - Regression Statistics
Multiple R 0.184
R-squared 0.03385
Adjusted R-squared 0.01015
F-TEST (value) 1.428
F-TEST (DF numerator)4
F-TEST (DF denominator)163
p-value 0.227
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 2.08
Sum Squared Residuals 705.3


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 11 13.51-2.514
2 11 13.69-2.69
3 15 14.41 0.5882
4 15 13.96 1.037
5 13 14.24-1.243
6 14 12.98 1.017
7 13 13.54-0.5432
8 15 13.83 1.166
9 14 14.11-0.114
10 15 13.56 1.439
11 10 13.56-3.561
12 11 13.96-2.963
13 16 14.24 1.757
14 17 13.38 3.615
15 14 14.24-0.2429
16 13 13.56-0.5607
17 10 14.24-4.243
18 13 14.52-1.516
19 17 14.11 2.886
20 18 13.69 4.31
21 17 13.96 3.037
22 11 13.69-2.69
23 15 13.96 1.037
24 12 14.11-2.114
25 15 13.53 1.471
26 15 14.24 0.7571
27 12 13.96-1.963
28 19 13.83 5.166
29 13 13.83-0.8337
30 15 14.36 0.6354
31 13 13.26-0.2557
32 10 13.97-3.97
33 14 13.55 0.4465
34 12 12.81-0.8066
35 15 13.56 1.439
36 13 13.96-0.9627
37 18 13.94 4.062
38 15 14.79 0.2111
39 11 13.84-2.841
40 14 13.96 0.03735
41 11 13.56-2.561
42 14 13.51 0.4865
43 9 13.83-4.834
44 13 13.96-0.9627
45 13 14.11-1.107
46 12 13.83-1.834
47 17 13.96 3.037
48 16 14.36 1.635
49 15 13.79 1.213
50 16 13.56 2.439
51 16 14.14 1.861
52 13 14.55-1.548
53 13 14.06-1.06
54 12 14.24-2.236
55 11 14.51-3.509
56 13 13.96-0.9627
57 15 14.27 0.7323
58 13 14.24-1.243
59 14 13.96 0.03735
60 13 13.56-0.5607
61 15 13.69 1.31
62 14 14.54-0.5407
63 14 13.69 0.3104
64 13 13.96-0.9627
65 11 12.53-1.526
66 14 13.56 0.4393
67 17 14.24 2.764
68 15 14.79 0.2111
69 15 13.69 1.31
70 13 13.96-0.9627
71 12 13.96-1.963
72 14 14.09-0.09156
73 11 13.66-2.658
74 14 14.55-0.5479
75 18 13.96 4.037
76 15 12.98 2.017
77 18 14.24 3.764
78 16 15.07 0.9308
79 12 13.56-1.561
80 14 13.83 0.1663
81 14 14.33-0.3326
82 14 13.83 0.1663
83 14 13.97 0.03011
84 13 14.11-1.114
85 12 14.7-2.699
86 13 14.11-1.114
87 15 13.84 1.159
88 13 13.96-0.9627
89 14 13.97 0.03011
90 15 13.95 1.053
91 13 13.96-0.9627
92 14 14.41-0.4118
93 17 13.83 3.166
94 15 14.41 0.5882
95 13 13.96-0.9627
96 14 14.24-0.2429
97 17 15.1 1.899
98 8 13.84-5.841
99 15 13.69 1.31
100 10 14.24-4.243
101 15 14.11 0.886
102 15 13.96 1.037
103 14 14.51-0.5087
104 15 13.96 1.037
105 18 14.11 3.886
106 14 14.24-0.2429
107 19 13.83 5.166
108 16 13.96 2.037
109 17 14.24 2.757
110 18 14.24 3.757
111 13 14.09-1.092
112 10 13.96-3.963
113 14 13.79 0.2135
114 13 14.12-1.121
115 12 14.24-2.243
116 13 13.69-0.6896
117 12 14.11-2.114
118 13 13.69-0.6896
119 16 14.24 1.764
120 12 13.96-1.963
121 14 14.24-0.2357
122 17 14.24 2.757
123 14 13.96 0.03735
124 12 14.11-2.114
125 14 13.96 0.03735
126 17 13.69 3.31
127 13 13.83-0.8337
128 11 13.96-2.963
129 14 13.96 0.03735
130 11 14.06-3.06
131 17 14.24 2.757
132 15 15.1-0.1012
133 10 13.66-3.658
134 15 14.06 0.9405
135 16 14.24 1.757
136 17 14.39 2.606
137 15 13.79 1.213
138 12 13.96-1.963
139 15 14.42 0.581
140 10 14.41-4.412
141 13 13.66-0.6576
142 17 14.24 2.764
143 17 14.24 2.757
144 16 14.36 1.635
145 15 14.41 0.5882
146 16 14.79 1.211
147 16 14.42 1.581
148 15 13.38 1.615
149 16 14.24 1.757
150 14 13.79 0.2135
151 17 14.24 2.757
152 14 13.69 0.3104
153 12 13.96-1.963
154 15 14.64 0.3624
155 14 13.96 0.03735
156 15 13.56 1.439
157 14 14.09-0.09156
158 13 13.96-0.9627
159 16 13.84 2.159
160 13 13.96-0.9627
161 14 14.14-0.1388
162 13 14.52-1.516
163 13 13.96-0.9627
164 15 14.24 0.7571
165 13 13.66-0.6576
166 14 14.24-0.2429
167 13 14.09-1.092
168 12 14.8-2.796


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
8 0.1417 0.2834 0.8583
9 0.08644 0.1729 0.9136
10 0.06396 0.1279 0.936
11 0.3277 0.6554 0.6723
12 0.35 0.6999 0.65
13 0.4566 0.9132 0.5434
14 0.562 0.876 0.438
15 0.4695 0.939 0.5305
16 0.3798 0.7595 0.6202
17 0.5213 0.9573 0.4787
18 0.5264 0.9472 0.4736
19 0.5385 0.923 0.4615
20 0.9019 0.1961 0.09805
21 0.9254 0.1492 0.07461
22 0.9184 0.1633 0.08163
23 0.8954 0.2093 0.1046
24 0.8977 0.2045 0.1023
25 0.8757 0.2486 0.1243
26 0.8558 0.2884 0.1442
27 0.8469 0.3063 0.1531
28 0.9297 0.1406 0.07028
29 0.9224 0.1552 0.07758
30 0.9015 0.197 0.0985
31 0.8873 0.2254 0.1127
32 0.9052 0.1897 0.09483
33 0.8882 0.2236 0.1118
34 0.8681 0.2637 0.1319
35 0.8504 0.2992 0.1496
36 0.8219 0.3562 0.1781
37 0.8825 0.2349 0.1175
38 0.8607 0.2786 0.1393
39 0.865 0.27 0.135
40 0.8338 0.3324 0.1662
41 0.8406 0.3187 0.1594
42 0.8111 0.3779 0.1889
43 0.9339 0.1321 0.06607
44 0.9189 0.1622 0.08111
45 0.9144 0.1712 0.08561
46 0.9096 0.1807 0.09037
47 0.931 0.138 0.06899
48 0.9207 0.1586 0.07928
49 0.9037 0.1925 0.09625
50 0.918 0.1639 0.08195
51 0.9226 0.1547 0.07735
52 0.9094 0.1812 0.0906
53 0.9041 0.1917 0.09586
54 0.91 0.1801 0.09003
55 0.9416 0.1168 0.05839
56 0.9291 0.1418 0.07089
57 0.9166 0.1668 0.08341
58 0.9017 0.1966 0.09832
59 0.8797 0.2405 0.1203
60 0.8562 0.2875 0.1438
61 0.8403 0.3195 0.1597
62 0.8117 0.3766 0.1883
63 0.7796 0.4407 0.2204
64 0.7508 0.4985 0.2492
65 0.7449 0.5103 0.2551
66 0.7082 0.5837 0.2918
67 0.7363 0.5274 0.2637
68 0.6985 0.6031 0.3015
69 0.6749 0.6502 0.3251
70 0.6411 0.7178 0.3589
71 0.6341 0.7318 0.3659
72 0.5907 0.8186 0.4093
73 0.618 0.7639 0.382
74 0.5764 0.8473 0.4236
75 0.6904 0.6193 0.3096
76 0.6862 0.6276 0.3138
77 0.7678 0.4643 0.2322
78 0.7428 0.5144 0.2572
79 0.7253 0.5495 0.2747
80 0.6866 0.6268 0.3134
81 0.6477 0.7046 0.3523
82 0.6053 0.7894 0.3947
83 0.5629 0.8743 0.4371
84 0.5291 0.9417 0.4709
85 0.5559 0.8883 0.4441
86 0.5232 0.9537 0.4768
87 0.4948 0.9896 0.5052
88 0.459 0.918 0.541
89 0.417 0.8341 0.583
90 0.3832 0.7664 0.6168
91 0.3495 0.699 0.6505
92 0.31 0.62 0.69
93 0.3643 0.7285 0.6358
94 0.3265 0.653 0.6735
95 0.2945 0.5889 0.7055
96 0.2582 0.5163 0.7418
97 0.2526 0.5052 0.7474
98 0.5622 0.8757 0.4378
99 0.5308 0.9384 0.4692
100 0.6865 0.627 0.3135
101 0.6517 0.6965 0.3483
102 0.6187 0.7626 0.3813
103 0.5766 0.8469 0.4234
104 0.542 0.9159 0.458
105 0.6451 0.7099 0.3549
106 0.6046 0.7909 0.3954
107 0.8416 0.3168 0.1584
108 0.8457 0.3087 0.1543
109 0.859 0.2819 0.1409
110 0.9057 0.1885 0.09426
111 0.8945 0.2109 0.1055
112 0.9428 0.1143 0.05716
113 0.9272 0.1457 0.07283
114 0.9269 0.1461 0.07306
115 0.9418 0.1165 0.05825
116 0.9314 0.1372 0.06859
117 0.9349 0.1301 0.06506
118 0.9247 0.1506 0.07532
119 0.9357 0.1286 0.06431
120 0.9351 0.1298 0.06489
121 0.9196 0.1608 0.08041
122 0.9232 0.1536 0.07678
123 0.9021 0.1959 0.09794
124 0.9101 0.1799 0.08995
125 0.8859 0.2282 0.1141
126 0.9102 0.1796 0.0898
127 0.8869 0.2262 0.1131
128 0.9143 0.1714 0.0857
129 0.8898 0.2203 0.1102
130 0.9116 0.1767 0.08837
131 0.916 0.168 0.084
132 0.9019 0.1963 0.09813
133 0.9554 0.08916 0.04458
134 0.9434 0.1132 0.05661
135 0.9305 0.1389 0.06945
136 0.9228 0.1543 0.07715
137 0.9033 0.1934 0.09668
138 0.905 0.19 0.09501
139 0.8747 0.2506 0.1253
140 0.9683 0.06348 0.03174
141 0.9582 0.08363 0.04182
142 0.974 0.05206 0.02603
143 0.9813 0.03742 0.01871
144 0.986 0.02792 0.01396
145 0.9782 0.04352 0.02176
146 0.9833 0.0335 0.01675
147 0.9793 0.04134 0.02067
148 0.9695 0.06098 0.03049
149 0.969 0.06193 0.03097
150 0.9517 0.09658 0.04829
151 0.9867 0.02656 0.01328
152 0.975 0.05 0.025
153 0.979 0.0419 0.02095
154 0.9998 0.0004979 0.0002489
155 0.9994 0.001202 0.0006011
156 0.9981 0.003877 0.001938
157 0.9962 0.007656 0.003828
158 0.9885 0.02296 0.01148
159 0.9651 0.06975 0.03487
160 0.909 0.182 0.091


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level4 0.02614NOK
5% type I error level130.0849673NOK
10% type I error level210.137255NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.1889, df1 = 2, df2 = 161, p-value = 0.8281
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.21683, df1 = 8, df2 = 155, p-value = 0.9875
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.43373, df1 = 2, df2 = 161, p-value = 0.6488


Variance Inflation Factors (Multicollinearity)
> vif
   TVDC1    TVDC2    TVDC3    TVDC4 
1.310090 1.223031 1.297079 1.081239