Multiple Linear Regression - Estimated Regression Equation
SOMIVBH [t] = + 12.7877 -0.318131TVDC1[t] + 0.6312TVDC2[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+12.79 1.286+9.9440e+00 1.509e-18 7.543e-19
TVDC1-0.3181 0.2069-1.5370e+00 0.1261 0.06307
TVDC2+0.6312 0.3262+1.9350e+00 0.05474 0.02737


Multiple Linear Regression - Regression Statistics
Multiple R 0.1655
R-squared 0.02739
Adjusted R-squared 0.0156
F-TEST (value) 2.323
F-TEST (DF numerator)2
F-TEST (DF denominator)165
p-value 0.1012
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 2.074
Sum Squared Residuals 710


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 11 13.41-2.409
2 11 13.72-2.722
3 15 14.67 0.3288
4 15 14.04 0.96
5 13 14.04-1.04
6 14 13.09 0.9093
7 13 13.09-0.09068
8 15 14.04 0.96
9 14 14.04-0.04001
10 15 13.72 1.278
11 10 13.72-3.722
12 11 14.04-3.04
13 16 14.04 1.96
14 17 13.41 3.591
15 14 14.04-0.04001
16 13 13.72-0.7219
17 10 14.04-4.04
18 13 14.36-1.358
19 17 14.04 2.96
20 18 13.72 4.278
21 17 14.04 2.96
22 11 13.72-2.722
23 15 14.04 0.96
24 12 14.04-2.04
25 15 13.73 1.273
26 15 14.04 0.96
27 12 14.04-2.04
28 19 14.04 4.96
29 13 14.04-1.04
30 15 14.36 0.6419
31 13 13.41-0.4088
32 10 13.72-3.722
33 14 14.04-0.04001
34 12 12.78-0.7776
35 15 13.72 1.278
36 13 14.04-1.04
37 18 13.73 4.273
38 15 14.68 0.3237
39 11 13.72-2.722
40 14 14.04-0.04001
41 11 13.72-2.722
42 14 13.41 0.5912
43 9 14.04-5.04
44 13 14.04-1.04
45 13 14.36-1.358
46 12 14.04-2.04
47 17 14.04 2.96
48 16 14.36 1.642
49 15 13.73 1.273
50 16 13.72 2.278
51 16 14.35 1.647
52 13 14.35-1.353
53 13 14.05-1.045
54 12 14.36-2.358
55 11 14.68-3.676
56 13 14.04-1.04
57 15 14.35 0.6469
58 13 14.04-1.04
59 14 14.04-0.04001
60 13 13.72-0.7219
61 15 13.72 1.278
62 14 14.67-0.6712
63 14 13.72 0.2781
64 13 14.04-1.04
65 11 12.78-1.778
66 14 13.72 0.2781
67 17 14.36 2.642
68 15 14.68 0.3237
69 15 13.72 1.278
70 13 14.04-1.04
71 12 14.04-2.04
72 14 14.04-0.04001
73 11 13.73-2.727
74 14 14.35-0.3531
75 18 14.04 3.96
76 15 13.09 1.909
77 18 14.36 3.642
78 16 14.68 1.324
79 12 13.72-1.722
80 14 14.04-0.04001
81 14 14.36-0.3632
82 14 14.04-0.04001
83 14 13.72 0.2781
84 13 14.04-1.04
85 12 14.35-2.353
86 13 14.04-1.04
87 15 13.72 1.278
88 13 14.04-1.04
89 14 13.72 0.2781
90 15 13.72 1.278
91 13 14.04-1.04
92 14 14.67-0.6712
93 17 14.04 2.96
94 15 14.67 0.3288
95 13 14.04-1.04
96 14 14.04-0.04001
97 17 14.67 2.329
98 8 13.72-5.722
99 15 13.72 1.278
100 10 14.04-4.04
101 15 14.04 0.96
102 15 14.04 0.96
103 14 14.68-0.6763
104 15 14.04 0.96
105 18 14.04 3.96
106 14 14.04-0.04001
107 19 14.04 4.96
108 16 14.04 1.96
109 17 14.04 2.96
110 18 14.04 3.96
111 13 14.04-1.04
112 10 14.04-4.04
113 14 13.73 0.2731
114 13 13.72-0.7219
115 12 14.04-2.04
116 13 13.72-0.7219
117 12 14.04-2.04
118 13 13.72-0.7219
119 16 14.36 1.642
120 12 14.04-2.04
121 14 14.36-0.3581
122 17 14.04 2.96
123 14 14.04-0.04001
124 12 14.04-2.04
125 14 14.04-0.04001
126 17 13.72 3.278
127 13 14.04-1.04
128 11 14.04-3.04
129 14 14.04-0.04001
130 11 14.05-3.045
131 17 14.04 2.96
132 15 14.67 0.3288
133 10 13.73-3.727
134 15 14.05 0.9549
135 16 14.04 1.96
136 17 14.04 2.96
137 15 13.73 1.273
138 12 14.04-2.04
139 15 14.35 0.6469
140 10 14.67-4.671
141 13 13.73-0.7269
142 17 14.36 2.642
143 17 14.04 2.96
144 16 14.36 1.642
145 15 14.67 0.3288
146 16 14.68 1.324
147 16 14.35 1.647
148 15 13.41 1.591
149 16 14.04 1.96
150 14 13.73 0.2731
151 17 14.04 2.96
152 14 13.72 0.2781
153 12 14.04-2.04
154 15 14.68 0.3237
155 14 14.04-0.04001
156 15 13.72 1.278
157 14 14.04-0.04001
158 13 14.04-1.04
159 16 13.72 2.278
160 13 14.04-1.04
161 14 14.35-0.3531
162 13 14.36-1.358
163 13 14.04-1.04
164 15 14.04 0.96
165 13 13.73-0.7269
166 14 14.04-0.04001
167 13 14.04-1.04
168 12 14.36-2.358


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
6 0.6025 0.7951 0.3976
7 0.4577 0.9153 0.5423
8 0.3752 0.7504 0.6248
9 0.2543 0.5086 0.7457
10 0.2131 0.4262 0.7869
11 0.4063 0.8126 0.5937
12 0.4747 0.9495 0.5253
13 0.5045 0.9909 0.4955
14 0.6315 0.7369 0.3685
15 0.5462 0.9077 0.4538
16 0.4649 0.9298 0.5351
17 0.6571 0.6857 0.3429
18 0.6177 0.7646 0.3823
19 0.7129 0.5742 0.2871
20 0.8796 0.2409 0.1204
21 0.905 0.1899 0.09496
22 0.9126 0.1748 0.08739
23 0.8893 0.2214 0.1107
24 0.883 0.234 0.117
25 0.8524 0.2952 0.1476
26 0.8216 0.3568 0.1784
27 0.8142 0.3717 0.1858
28 0.9329 0.1343 0.06715
29 0.9171 0.1657 0.08287
30 0.8932 0.2137 0.1068
31 0.8685 0.2629 0.1315
32 0.9037 0.1926 0.0963
33 0.8775 0.245 0.1225
34 0.8574 0.2852 0.1426
35 0.8453 0.3094 0.1547
36 0.8191 0.3618 0.1809
37 0.8749 0.2502 0.1251
38 0.8525 0.295 0.1475
39 0.856 0.2879 0.144
40 0.8242 0.3515 0.1758
41 0.827 0.3461 0.173
42 0.7929 0.4143 0.2071
43 0.916 0.1679 0.08397
44 0.8991 0.2017 0.1009
45 0.8902 0.2195 0.1098
46 0.8848 0.2303 0.1152
47 0.9101 0.1797 0.08986
48 0.8981 0.2039 0.1019
49 0.8787 0.2426 0.1213
50 0.8961 0.2077 0.1039
51 0.9012 0.1977 0.09883
52 0.8843 0.2313 0.1157
53 0.8777 0.2445 0.1223
54 0.8855 0.2289 0.1145
55 0.9255 0.149 0.07451
56 0.9112 0.1777 0.08885
57 0.8965 0.207 0.1035
58 0.8786 0.2427 0.1214
59 0.8538 0.2923 0.1462
60 0.8283 0.3433 0.1717
61 0.8112 0.3776 0.1888
62 0.7816 0.4369 0.2184
63 0.7475 0.5051 0.2525
64 0.7176 0.5649 0.2824
65 0.7112 0.5776 0.2888
66 0.6726 0.6549 0.3274
67 0.6999 0.6002 0.3001
68 0.6605 0.6791 0.3395
69 0.636 0.728 0.364
70 0.6026 0.7948 0.3974
71 0.5983 0.8034 0.4017
72 0.5544 0.8911 0.4456
73 0.5856 0.8288 0.4144
74 0.5426 0.9148 0.4574
75 0.657 0.686 0.343
76 0.6488 0.7024 0.3512
77 0.7299 0.5403 0.2701
78 0.7075 0.5849 0.2925
79 0.6956 0.6089 0.3044
80 0.6555 0.689 0.3445
81 0.6157 0.7687 0.3843
82 0.5725 0.855 0.4275
83 0.5295 0.941 0.4705
84 0.4961 0.9922 0.5039
85 0.5087 0.9826 0.4913
86 0.4756 0.9511 0.5244
87 0.4472 0.8945 0.5528
88 0.4146 0.8293 0.5854
89 0.3729 0.7458 0.6271
90 0.3457 0.6915 0.6543
91 0.3157 0.6314 0.6843
92 0.2818 0.5637 0.7182
93 0.3195 0.639 0.6805
94 0.2819 0.5639 0.7181
95 0.2547 0.5093 0.7453
96 0.2201 0.4402 0.7799
97 0.2267 0.4535 0.7733
98 0.5132 0.9736 0.4868
99 0.4808 0.9615 0.5192
100 0.6144 0.7713 0.3856
101 0.5778 0.8445 0.4222
102 0.5403 0.9193 0.4597
103 0.4973 0.9945 0.5027
104 0.4593 0.9187 0.5407
105 0.5699 0.8602 0.4301
106 0.5244 0.9513 0.4756
107 0.7205 0.5591 0.2795
108 0.7139 0.5722 0.2861
109 0.752 0.496 0.248
110 0.8412 0.3176 0.1588
111 0.8187 0.3626 0.1813
112 0.8981 0.2038 0.1019
113 0.8754 0.2491 0.1246
114 0.8557 0.2886 0.1443
115 0.8583 0.2835 0.1417
116 0.8385 0.323 0.1615
117 0.8431 0.3138 0.1569
118 0.8247 0.3506 0.1753
119 0.8197 0.3605 0.1803
120 0.8271 0.3459 0.1729
121 0.7929 0.4142 0.2071
122 0.8235 0.3529 0.1765
123 0.7885 0.4231 0.2115
124 0.7969 0.4062 0.2031
125 0.7586 0.4828 0.2414
126 0.7892 0.4217 0.2108
127 0.7636 0.4728 0.2364
128 0.8257 0.3487 0.1743
129 0.7893 0.4214 0.2107
130 0.827 0.346 0.173
131 0.8547 0.2906 0.1453
132 0.821 0.3579 0.179
133 0.9218 0.1565 0.07823
134 0.9013 0.1974 0.09872
135 0.8939 0.2122 0.1061
136 0.9179 0.1642 0.08208
137 0.8976 0.2049 0.1024
138 0.9075 0.1849 0.09246
139 0.8814 0.2371 0.1186
140 0.9794 0.04111 0.02056
141 0.9723 0.05537 0.02769
142 0.9813 0.03741 0.01871
143 0.9894 0.0211 0.01055
144 0.9896 0.02071 0.01036
145 0.9835 0.03294 0.01647
146 0.9897 0.02063 0.01031
147 0.9886 0.02273 0.01137
148 0.9828 0.03437 0.01718
149 0.9862 0.02754 0.01377
150 0.9774 0.04523 0.02262
151 0.9961 0.007745 0.003873
152 0.9923 0.01539 0.007695
153 0.9943 0.01149 0.005745
154 0.9999 0.0002568 0.0001284
155 0.9996 0.0007541 0.0003771
156 0.9989 0.002178 0.001089
157 0.997 0.005961 0.00298
158 0.9941 0.01183 0.005915
159 0.991 0.01805 0.009023
160 0.9798 0.04032 0.02016
161 0.9466 0.1069 0.05344
162 0.8907 0.2185 0.1093


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level5 0.03185NOK
5% type I error level200.127389NOK
10% type I error level210.133758NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.06001, df1 = 2, df2 = 163, p-value = 0.9418
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.35289, df1 = 4, df2 = 161, p-value = 0.8417
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.2836, df1 = 2, df2 = 163, p-value = 0.7534


Variance Inflation Factors (Multicollinearity)
> vif
   TVDC1    TVDC2 
1.123144 1.123144