Multiple Linear Regression - Estimated Regression Equation
barrels_purchased[t] = + 64646.8 -440020defl_price[t] + 197852defl_pricedum[t] + 0.00684709total_value[t] + 0.271577`barrels_purchased(t-1)`[t] + 0.27762`barrels_purchased(t-2)`[t] + 0.217994`barrels_purchased(t-1s)`[t] + 15315.1M1[t] + 22104.7M2[t] + 19720.7M3[t] + 17832.1M4[t] + 18020M5[t] + 17898.5M6[t] + 9379.88M7[t] + 13974.3M8[t] + 10109.2M9[t] + 10861.5M10[t] + 19493.7M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+6.465e+04 8211+7.8730e+00 3.494e-14 1.747e-14
defl_price-4.4e+05 4.622e+04-9.5210e+00 1.881e-19 9.403e-20
defl_pricedum+1.978e+05 2.571e+04+7.6950e+00 1.182e-13 5.912e-14
total_value+0.006847 0.0007186+9.5280e+00 1.777e-19 8.883e-20
`barrels_purchased(t-1)`+0.2716 0.0436+6.2290e+00 1.223e-09 6.116e-10
`barrels_purchased(t-2)`+0.2776 0.04206+6.6010e+00 1.347e-10 6.735e-11
`barrels_purchased(t-1s)`+0.218 0.03426+6.3630e+00 5.573e-10 2.787e-10
M1+1.532e+04 4074+3.7590e+00 0.0001966 9.83e-05
M2+2.21e+04 3989+5.5420e+00 5.532e-08 2.766e-08
M3+1.972e+04 3899+5.0580e+00 6.55e-07 3.275e-07
M4+1.783e+04 3867+4.6120e+00 5.432e-06 2.716e-06
M5+1.802e+04 3856+4.6730e+00 4.098e-06 2.049e-06
M6+1.79e+04 3870+4.6260e+00 5.098e-06 2.549e-06
M7+9380 3759+2.4950e+00 0.01301 0.006504
M8+1.397e+04 3874+3.6070e+00 0.0003501 0.0001751
M9+1.011e+04 3768+2.6830e+00 0.007608 0.003804
M10+1.086e+04 3833+2.8340e+00 0.004839 0.002419
M11+1.949e+04 3905+4.9920e+00 9.063e-07 4.532e-07


Multiple Linear Regression - Regression Statistics
Multiple R 0.977
R-squared 0.9546
Adjusted R-squared 0.9526
F-TEST (value) 479.9
F-TEST (DF numerator)17
F-TEST (DF denominator)388
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.527e+04
Sum Squared Residuals 9.041e+10


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 = 7.1205, df1 = 2, df2 = 386, p-value = 0.000919
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 3.8993, df1 = 34, df2 = 354, p-value = 3.982e-11
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 32.397, df1 = 2, df2 = 386, p-value = 9.854e-14


Variance Inflation Factors (Multicollinearity)
> vif
               defl_price             defl_pricedum               total_value 
                28.890558                 21.274305                 17.924218 
 `barrels_purchased(t-1)`  `barrels_purchased(t-2)` `barrels_purchased(t-1s)` 
                16.298513                 15.192997                  9.908485 
                       M1                        M2                        M3 
                 2.218785                  2.126833                  2.032309 
                       M4                        M5                        M6 
                 1.998870                  1.987864                  2.001699 
                       M7                        M8                        M9 
                 1.889428                  2.006532                  1.897894 
                      M10                       M11 
                 1.963857                  1.984312