Multiple Linear Regression - Estimated Regression Equation
barrels_purchased[t] = + 9013.83 -171.548unit_price[t] -278.737cpi[t] -8819.06dum[t] + 855.489US_IND_PROD[t] + 0.282029`barrels_purchased(t-1)`[t] + 0.300877`barrels_purchased(t-2)`[t] + 0.145139`barrels_purchased(t-3)`[t] + 0.153519`barrels_purchased(t-1s)`[t] + 0.00346685`barrels_purchased(t-2s)`[t] + 0.0162583`barrels_purchased(t-3s)`[t] + 4287.71M1[t] + 6850.14M2[t] + 5187.78M3[t] + 2046.86M4[t] + 2029.05M5[t] -10480.3M6[t] -4440.89M7[t] -10246.8M8[t] -8983.07M9[t] -1355.11M10[t] -20937.6M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+9014 7851+1.1480e+00 0.2517 0.1258
unit_price-171.6 100.4-1.7080e+00 0.08848 0.04424
cpi-278.7 118.5-2.3520e+00 0.01919 0.009594
dum-8819 4856-1.8160e+00 0.07017 0.03508
US_IND_PROD+855.5 275.4+3.1060e+00 0.002046 0.001023
`barrels_purchased(t-1)`+0.282 0.05199+5.4240e+00 1.072e-07 5.36e-08
`barrels_purchased(t-2)`+0.3009 0.05165+5.8260e+00 1.266e-08 6.329e-09
`barrels_purchased(t-3)`+0.1451 0.05155+2.8160e+00 0.005134 0.002567
`barrels_purchased(t-1s)`+0.1535 0.04555+3.3700e+00 0.0008323 0.0004161
`barrels_purchased(t-2s)`+0.003467 0.04378+7.9200e-02 0.9369 0.4685
`barrels_purchased(t-3s)`+0.01626 0.03949+4.1170e-01 0.6808 0.3404
M1+4288 4467+9.5990e-01 0.3378 0.1689
M2+6850 4462+1.5350e+00 0.1256 0.0628
M3+5188 4344+1.1940e+00 0.2332 0.1166
M4+2047 4353+4.7020e-01 0.6385 0.3192
M5+2029 4306+4.7120e-01 0.6378 0.3189
M6-1.048e+04 4336-2.4170e+00 0.01614 0.008069
M7-4441 4150-1.0700e+00 0.2853 0.1426
M8-1.025e+04 4303-2.3810e+00 0.01778 0.008889
M9-8983 4139-2.1700e+00 0.03063 0.01531
M10-1355 4209-3.2200e-01 0.7477 0.3738
M11-2.094e+04 4397-4.7620e+00 2.783e-06 1.392e-06


Multiple Linear Regression - Regression Statistics
Multiple R 0.9743
R-squared 0.9492
Adjusted R-squared 0.9462
F-TEST (value) 319.2
F-TEST (DF numerator)21
F-TEST (DF denominator)359
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.606e+04
Sum Squared Residuals 9.26e+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 = 0.040154, df1 = 2, df2 = 357, p-value = 0.9606
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.3211, df1 = 42, df2 = 317, p-value = 0.09701
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 0.96177, df1 = 2, df2 = 357, p-value = 0.3832


Variance Inflation Factors (Multicollinearity)
> vif
               unit_price                       cpi                       dum 
                 2.520552                 37.140434                  7.547450 
              US_IND_PROD  `barrels_purchased(t-1)`  `barrels_purchased(t-2)` 
                37.973631                 19.049990                 18.789198 
 `barrels_purchased(t-3)` `barrels_purchased(t-1s)` `barrels_purchased(t-2s)` 
                18.625688                 14.289173                 12.736382 
`barrels_purchased(t-3s)`                        M1                        M2 
                 9.990720                  2.267429                  2.262196 
                       M3                        M4                        M5 
                 2.144312                  2.152989                  2.107448 
                       M6                        M7                        M8 
                 2.136160                  1.956801                  2.104311 
                       M9                       M10                       M11 
                 1.946481                  1.955763                  2.134070