Multiple Linear Regression - Estimated Regression Equation
barrels_purchased[t] = -19242 -295.764unit_price[t] + 268.903dum[t] + 390.741US_IND_PROD[t] + 0.362847`barrels_purchased(t-1)`[t] + 0.346738`barrels_purchased(t-2)`[t] + 0.203354`barrels_purchased(t-1s)`[t] + 20739.4M1[t] + 28552.5M2[t] + 25105.6M3[t] + 23106.2M4[t] + 22847.5M5[t] + 23231M6[t] + 11142.1M7[t] + 17623.2M8[t] + 12494.6M9[t] + 13895.2M10[t] + 23684.3M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)-1.924e+04 7442-2.5850e+00 0.01009 0.005045
unit_price-295.8 92.84-3.1860e+00 0.001561 0.0007803
dum+268.9 3290+8.1740e-02 0.9349 0.4674
US_IND_PROD+390.7 155.9+2.5060e+00 0.01261 0.006306
`barrels_purchased(t-1)`+0.3629 0.04752+7.6360e+00 1.761e-13 8.803e-14
`barrels_purchased(t-2)`+0.3467 0.04632+7.4850e+00 4.833e-13 2.417e-13
`barrels_purchased(t-1s)`+0.2034 0.03915+5.1940e+00 3.323e-07 1.662e-07
M1+2.074e+04 4485+4.6250e+00 5.12e-06 2.56e-06
M2+2.855e+04 4371+6.5320e+00 2.044e-10 1.022e-10
M3+2.511e+04 4309+5.8260e+00 1.195e-08 5.975e-09
M4+2.311e+04 4290+5.3860e+00 1.249e-07 6.243e-08
M5+2.285e+04 4299+5.3140e+00 1.809e-07 9.046e-08
M6+2.323e+04 4325+5.3720e+00 1.346e-07 6.73e-08
M7+1.114e+04 4217+2.6420e+00 0.008565 0.004282
M8+1.762e+04 4328+4.0720e+00 5.651e-05 2.826e-05
M9+1.25e+04 4196+2.9780e+00 0.003088 0.001544
M10+1.39e+04 4256+3.2650e+00 0.001192 0.0005961
M11+2.368e+04 4326+5.4750e+00 7.868e-08 3.934e-08


Multiple Linear Regression - Regression Statistics
Multiple R 0.9716
R-squared 0.9439
Adjusted R-squared 0.9415
F-TEST (value) 384.4
F-TEST (DF numerator)17
F-TEST (DF denominator)388
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.696e+04
Sum Squared Residuals 1.116e+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 = 0.007783, df1 = 2, df2 = 386, p-value = 0.9922
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.59647, df1 = 34, df2 = 354, p-value = 0.9658
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.038841, df1 = 2, df2 = 386, p-value = 0.9619


Variance Inflation Factors (Multicollinearity)
> vif
               unit_price                       dum               US_IND_PROD 
                 2.038244                  3.517158                 12.418907 
 `barrels_purchased(t-1)`  `barrels_purchased(t-2)` `barrels_purchased(t-1s)` 
                15.678477                 14.924917                 10.479343 
                       M1                        M2                        M3 
                 2.177529                  2.069024                  2.010739 
                       M4                        M5                        M6 
                 1.992411                  2.001242                  2.024911 
                       M7                        M8                        M9 
                 1.925100                  2.028035                  1.906562 
                      M10                       M11 
                 1.961163                  1.971781