Multiple Linear Regression - Estimated Regression Equation
barrels_purchased[t] = -24518.8 -159.417cpi[t] -292.582unit_price[t] + 862.398US_IND_PROD[t] + 0.347273`barrels_purchased(t-1)`[t] + 0.334244`barrels_purchased(t-2)`[t] + 0.196889`barrels_purchased(t-1s)`[t] + 20412.3M1[t] + 28237.9M2[t] + 25141.6M3[t] + 23362M4[t] + 23270.6M5[t] + 23748.2M6[t] + 11716.4M7[t] + 18047.6M8[t] + 12716.4M9[t] + 13935.3M10[t] + 23745.4M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)-2.452e+04 5182-4.7310e+00 3.131e-06 1.566e-06
cpi-159.4 73.41-2.1720e+00 0.0305 0.01525
unit_price-292.6 79-3.7040e+00 0.0002434 0.0001217
US_IND_PROD+862.4 247.6+3.4840e+00 0.0005511 0.0002756
`barrels_purchased(t-1)`+0.3473 0.04774+7.2750e+00 1.935e-12 9.674e-13
`barrels_purchased(t-2)`+0.3342 0.04638+7.2070e+00 3.012e-12 1.506e-12
`barrels_purchased(t-1s)`+0.1969 0.03865+5.0950e+00 5.468e-07 2.734e-07
M1+2.041e+04 4460+4.5770e+00 6.371e-06 3.185e-06
M2+2.824e+04 4347+6.4950e+00 2.54e-10 1.27e-10
M3+2.514e+04 4278+5.8770e+00 9.023e-09 4.511e-09
M4+2.336e+04 4258+5.4860e+00 7.418e-08 3.709e-08
M5+2.327e+04 4268+5.4530e+00 8.846e-08 4.423e-08
M6+2.375e+04 4292+5.5330e+00 5.797e-08 2.899e-08
M7+1.172e+04 4190+2.7970e+00 0.005422 0.002711
M8+1.805e+04 4297+4.2000e+00 3.311e-05 1.655e-05
M9+1.272e+04 4168+3.0510e+00 0.002435 0.001217
M10+1.394e+04 4228+3.2960e+00 0.001071 0.0005353
M11+2.374e+04 4297+5.5260e+00 6.036e-08 3.018e-08


Multiple Linear Regression - Regression Statistics
Multiple R 0.9719
R-squared 0.9446
Adjusted R-squared 0.9422
F-TEST (value) 389.3
F-TEST (DF numerator)17
F-TEST (DF denominator)388
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.686e+04
Sum Squared Residuals 1.103e+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 = 0.51357, df1 = 2, df2 = 386, p-value = 0.5988
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.0519, df1 = 34, df2 = 354, p-value = 0.3935
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.51047, df1 = 2, df2 = 386, p-value = 0.6006


Variance Inflation Factors (Multicollinearity)
> vif
                      cpi                unit_price               US_IND_PROD 
                15.987777                  1.493721                 31.690502 
 `barrels_purchased(t-1)`  `barrels_purchased(t-2)` `barrels_purchased(t-1s)` 
                16.015475                 15.143902                 10.336480 
                       M1                        M2                        M3 
                 2.180003                  2.071123                  2.005805 
                       M4                        M5                        M6 
                 1.987101                  1.995945                  2.018745 
                       M7                        M8                        M9 
                 1.923586                  2.023276                  1.903321 
                      M10                       M11 
                 1.958816                  1.969603