Multiple Linear Regression - Estimated Regression Equation
barrels_purchased[t] = + 2017.47 -370.92unit_price[t] + 338.291US_IND_PROD[t] -614.346dum[t] + 0.270976`barrels_purchased(t-1)`[t] + 0.234394`barrels_purchased(t-2)`[t] + 0.117325`barrels_purchased(t-3)`[t] + 0.307988`barrels_purchased(t-1s)`[t] + e[t]
Warning: you did not specify the column number of the endogenous series! The first column was selected by default.


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+2018 6981+2.8900e-01 0.7727 0.3864
unit_price-370.9 97.38-3.8090e+00 0.0001616 8.082e-05
US_IND_PROD+338.3 161.7+2.0920e+00 0.03709 0.01854
dum-614.4 3475-1.7680e-01 0.8598 0.4299
`barrels_purchased(t-1)`+0.271 0.04773+5.6770e+00 2.652e-08 1.326e-08
`barrels_purchased(t-2)`+0.2344 0.04768+4.9160e+00 1.298e-06 6.488e-07
`barrels_purchased(t-3)`+0.1173 0.04639+2.5290e+00 0.01182 0.00591
`barrels_purchased(t-1s)`+0.308 0.03918+7.8600e+00 3.649e-14 1.824e-14


Multiple Linear Regression - Regression Statistics
Multiple R 0.9668
R-squared 0.9348
Adjusted R-squared 0.9336
F-TEST (value) 812.7
F-TEST (DF numerator)7
F-TEST (DF denominator)397
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.803e+04
Sum Squared Residuals 1.29e+11


Menu of Residual Diagnostics
DescriptionLink
HistogramCompute
Central TendencyCompute
QQ PlotCompute
Kernel Density PlotCompute
Skewness/Kurtosis TestCompute
Skewness-Kurtosis PlotCompute
Harrell-Davis PlotCompute
Bootstrap Plot -- Central TendencyCompute
Blocked Bootstrap Plot -- Central TendencyCompute
(Partial) Autocorrelation PlotCompute
Spectral AnalysisCompute
Tukey lambda PPCC PlotCompute
Box-Cox Normality PlotCompute
Summary StatisticsCompute


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.85408, df1 = 2, df2 = 395, p-value = 0.4265
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 2.1296, df1 = 14, df2 = 383, p-value = 0.009954
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.7416, df1 = 2, df2 = 395, p-value = 0.1766


Variance Inflation Factors (Multicollinearity)
> vif
               unit_price               US_IND_PROD                       dum 
                 1.981365                 11.788899                  3.460126 
 `barrels_purchased(t-1)`  `barrels_purchased(t-2)`  `barrels_purchased(t-3)` 
                13.906291                 13.917632                 13.176446 
`barrels_purchased(t-1s)` 
                 9.256817