Multiple Linear Regression - Estimated Regression Equation
ITHSUM[t] = + 14.0048 + 0.109864TVDC1[t] + 0.0746083TVDC2[t] + 0.408337TVDC3[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+14.01 1.748+8.0140e+00 2.128e-13 1.064e-13
TVDC1+0.1099 0.2636+4.1670e-01 0.6774 0.3387
TVDC2+0.07461 0.3971+1.8790e-01 0.8512 0.4256
TVDC3+0.4083 0.3401+1.2000e+00 0.2317 0.1159


Multiple Linear Regression - Regression Statistics
Multiple R 0.1307
R-squared 0.01709
Adjusted R-squared-0.001226
F-TEST (value) 0.9331
F-TEST (DF numerator)3
F-TEST (DF denominator)161
p-value 0.4262
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 2.455
Sum Squared Residuals 970


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 14 15.89-1.893
2 19 16.49 2.514
3 17 16.86 0.141
4 17 16.38 0.624
5 15 16.38-1.376
6 20 16.82 3.18
7 15 16.82-1.82
8 19 16.78 2.216
9 15 16.78-1.784
10 15 16.89-1.894
11 19 16.89 2.106
12 16 16.38-0.376
13 20 16.38 3.624
14 18 16.3 1.699
15 15 16.38-1.376
16 14 16.89-2.894
17 20 16.38 3.624
18 16 16.27-0.2662
19 16 16.78-0.7844
20 16 16.49-0.4859
21 10 16.38-6.376
22 19 16.49 2.514
23 19 16.38 2.624
24 16 16.78-0.7844
25 15 16.6-1.6
26 18 16.38 1.624
27 17 16.38 0.624
28 19 16.78 2.216
29 17 16.78 0.2156
30 14 15.86-1.858
31 19 16.71 2.29
32 20 16.49 3.514
33 5 16.78-11.78
34 19 16.23 2.773
35 16 16.89-0.8942
36 15 16.38-1.376
37 16 16.19-0.1915
38 18 16.16 1.844
39 16 16.89-0.8942
40 15 16.38-1.376
41 17 16.89 0.1058
42 14 15.89-1.893
43 20 16.78 3.216
44 19 16.38 2.624
45 7 16.67-9.674
46 13 16.78-3.784
47 16 16.38-0.376
48 16 15.86 0.1422
49 18 16.89 1.106
50 18 16.97 1.031
51 16 16.56-0.5605
52 17 15.67 1.327
53 19 16.27 2.734
54 16 16.16-0.1563
55 19 16.38 2.624
56 13 16.56-3.56
57 16 16.38-0.376
58 13 16.38-3.376
59 12 16.89-4.894
60 17 16.49 0.5141
61 17 16.45 0.5494
62 17 16.49 0.5141
63 16 16.38-0.376
64 16 16.23-0.2268
65 14 16.89-2.894
66 16 16.27-0.2662
67 13 16.16-3.156
68 16 16.49-0.4859
69 14 16.38-2.376
70 20 16.38 3.624
71 12 15.97-3.968
72 13 16.19-3.192
73 18 16.56 1.44
74 14 16.38-2.376
75 19 16.82 2.18
76 18 16.27 1.734
77 14 16.16-2.156
78 18 16.89 1.106
79 19 16.78 2.216
80 15 15.56-0.5635
81 14 16.78-2.784
82 17 16.49 0.5141
83 19 16.78 2.216
84 13 16.97-3.969
85 19 16.78 2.216
86 18 16.89 1.106
87 20 16.38 3.624
88 15 16.49-1.486
89 15 15.67-0.6692
90 15 16.38-1.376
91 20 16.86 3.141
92 15 16.78-1.784
93 19 16.86 2.141
94 18 16.38 1.624
95 18 16.38 1.624
96 15 16.45-1.451
97 20 16.89 3.106
98 17 16.49 0.5141
99 18 16.78 1.216
100 19 16.38 2.624
101 20 16.16 3.844
102 13 16.38-3.376
103 17 16.78 0.2156
104 15 16.38-1.376
105 16 16.78-0.7844
106 18 16.38 1.624
107 18 16.38 1.624
108 14 16.38-2.376
109 15 15.97-0.9677
110 12 16.38-4.376
111 17 15.78 1.217
112 14 16.89-2.894
113 18 16.38 1.624
114 17 16.49 0.5141
115 17 16.78 0.2156
116 20 16.49 3.514
117 16 16.27-0.2662
118 14 16.38-2.376
119 15 16.27-1.266
120 18 16.38 1.624
121 20 16.38 3.624
122 17 16.78 0.2156
123 17 16.38 0.624
124 17 16.49 0.5141
125 17 16.78 0.2156
126 15 16.38-1.376
127 17 16.38 0.624
128 18 15.67 2.327
129 17 16.38 0.624
130 20 16.45 3.549
131 15 16.19-1.192
132 16 15.67 0.3267
133 15 16.38-1.376
134 18 16.78 1.216
135 15 16.38-1.376
136 18 16.97 1.031
137 20 16.86 3.141
138 19 16.19 2.808
139 14 16.27-2.266
140 16 16.38-0.376
141 15 15.86-0.8578
142 17 16.86 0.141
143 18 16.16 1.844
144 20 16.97 3.031
145 17 16.3 0.6986
146 18 16.38 1.624
147 15 15.78-0.7832
148 16 16.38-0.376
149 11 16.49-5.486
150 15 16.38-1.376
151 18 15.75 2.252
152 17 16.38 0.624
153 16 16.89-0.8942
154 12 15.97-3.968
155 19 16.38 2.624
156 18 16.89 1.106
157 15 16.38-1.376
158 17 16.97 0.03117
159 19 16.27 2.734
160 18 16.38 1.624
161 19 16.38 2.624
162 16 16.19-0.1915
163 16 16.38-0.376
164 16 15.97 0.03232
165 14 16.27-2.266


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
7 0.5054 0.9892 0.4946
8 0.5023 0.9953 0.4977
9 0.434 0.8681 0.566
10 0.5286 0.9429 0.4714
11 0.4371 0.8742 0.5629
12 0.3287 0.6574 0.6713
13 0.4676 0.9351 0.5324
14 0.4293 0.8586 0.5707
15 0.3783 0.7566 0.6217
16 0.458 0.916 0.542
17 0.5255 0.949 0.4745
18 0.4492 0.8984 0.5508
19 0.3798 0.7596 0.6202
20 0.318 0.6361 0.6819
21 0.7176 0.5648 0.2824
22 0.7065 0.5869 0.2935
23 0.7075 0.585 0.2925
24 0.6497 0.7005 0.3503
25 0.5923 0.8154 0.4077
26 0.5503 0.8993 0.4497
27 0.4875 0.9749 0.5125
28 0.4822 0.9643 0.5178
29 0.4203 0.8405 0.5797
30 0.3886 0.7773 0.6114
31 0.3829 0.7658 0.6171
32 0.4041 0.8083 0.5959
33 0.9932 0.01364 0.006819
34 0.9924 0.01515 0.007574
35 0.9897 0.02062 0.01031
36 0.9866 0.02678 0.01339
37 0.9813 0.03736 0.01868
38 0.983 0.03405 0.01702
39 0.9773 0.04549 0.02274
40 0.9718 0.05643 0.02822
41 0.9624 0.0752 0.0376
42 0.9628 0.07437 0.03719
43 0.9704 0.05913 0.02956
44 0.9707 0.05855 0.02928
45 0.9995 0.0009526 0.0004763
46 0.9997 0.0006425 0.0003213
47 0.9995 0.0009894 0.0004947
48 0.9992 0.001503 0.0007516
49 0.9989 0.002113 0.001056
50 0.9986 0.0029 0.00145
51 0.998 0.004058 0.002029
52 0.9975 0.004997 0.002499
53 0.9979 0.004125 0.002062
54 0.9972 0.005575 0.002787
55 0.9973 0.005468 0.002734
56 0.9982 0.003642 0.001821
57 0.9974 0.005216 0.002608
58 0.9981 0.003856 0.001928
59 0.9994 0.001285 0.0006426
60 0.9991 0.001878 0.0009392
61 0.9987 0.002625 0.001312
62 0.9981 0.003745 0.001873
63 0.9973 0.005331 0.002665
64 0.9964 0.007223 0.003612
65 0.9968 0.006329 0.003165
66 0.9956 0.008799 0.0044
67 0.9966 0.006883 0.003442
68 0.9953 0.009444 0.004722
69 0.9952 0.009556 0.004778
70 0.9969 0.006211 0.003105
71 0.9983 0.0033 0.00165
72 0.9988 0.002435 0.001218
73 0.9985 0.00304 0.00152
74 0.9985 0.00304 0.00152
75 0.9984 0.003282 0.001641
76 0.9981 0.003822 0.001911
77 0.9983 0.003477 0.001739
78 0.9977 0.004565 0.002282
79 0.9976 0.00475 0.002375
80 0.997 0.006042 0.003021
81 0.9976 0.004782 0.002391
82 0.9968 0.006495 0.003248
83 0.9966 0.006879 0.003439
84 0.9984 0.003153 0.001576
85 0.9983 0.00338 0.00169
86 0.9978 0.004446 0.002223
87 0.9987 0.00266 0.00133
88 0.9983 0.003454 0.001727
89 0.9978 0.00448 0.00224
90 0.9972 0.005621 0.002811
91 0.9976 0.004896 0.002448
92 0.9975 0.004981 0.002491
93 0.9971 0.005837 0.002918
94 0.9965 0.007051 0.003525
95 0.9958 0.008479 0.00424
96 0.9952 0.009564 0.004782
97 0.9965 0.007007 0.003503
98 0.9954 0.0092 0.0046
99 0.9939 0.0122 0.006101
100 0.9945 0.01102 0.005509
101 0.9957 0.008694 0.004347
102 0.9972 0.005671 0.002835
103 0.9959 0.008117 0.004058
104 0.9949 0.01011 0.005055
105 0.9935 0.01298 0.006492
106 0.9922 0.01557 0.007785
107 0.9907 0.01856 0.009281
108 0.9911 0.01788 0.008938
109 0.9879 0.02416 0.01208
110 0.9956 0.00886 0.00443
111 0.9946 0.01086 0.005428
112 0.996 0.008086 0.004043
113 0.995 0.01 0.005
114 0.9932 0.0137 0.006848
115 0.9905 0.019 0.0095
116 0.996 0.007941 0.003971
117 0.9947 0.01054 0.005271
118 0.9951 0.009715 0.004857
119 0.9952 0.009583 0.004792
120 0.9942 0.01164 0.005819
121 0.9972 0.005617 0.002809
122 0.996 0.008042 0.004021
123 0.9942 0.0117 0.005849
124 0.9932 0.01369 0.006847
125 0.9906 0.01883 0.009414
126 0.988 0.024 0.012
127 0.9832 0.03361 0.01681
128 0.9827 0.03458 0.01729
129 0.9761 0.04774 0.02387
130 0.9838 0.03234 0.01617
131 0.9818 0.03639 0.0182
132 0.9736 0.05281 0.0264
133 0.9663 0.06739 0.0337
134 0.9536 0.09271 0.04635
135 0.9422 0.1156 0.05779
136 0.9223 0.1555 0.07775
137 0.9132 0.1737 0.08683
138 0.91 0.18 0.09002
139 0.9369 0.1263 0.06313
140 0.9122 0.1755 0.08777
141 0.8825 0.235 0.1175
142 0.8735 0.2531 0.1265
143 0.8504 0.2992 0.1496
144 0.8525 0.295 0.1475
145 0.8259 0.3482 0.1741
146 0.8056 0.3887 0.1944
147 0.7454 0.5093 0.2546
148 0.6727 0.6546 0.3273
149 0.8064 0.3873 0.1936
150 0.7665 0.467 0.2335
151 0.7196 0.5608 0.2804
152 0.6337 0.7326 0.3663
153 0.5906 0.8188 0.4094
154 0.7252 0.5497 0.2748
155 0.71 0.5801 0.29
156 0.589 0.822 0.411
157 0.5266 0.9469 0.4734
158 0.4278 0.8557 0.5722


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level65 0.4276NOK
5% type I error level940.618421NOK
10% type I error level1020.671053NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.20899, df1 = 2, df2 = 159, p-value = 0.8116
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.92721, df1 = 6, df2 = 155, p-value = 0.4771
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.39082, df1 = 2, df2 = 159, p-value = 0.6771


Variance Inflation Factors (Multicollinearity)
> vif
   TVDC1    TVDC2    TVDC3 
1.279896 1.141096 1.248034