Multiple Linear Regression - Estimated Regression Equation |
Score[t] = + 8.24412 -3.08824X1[t] + 1.06471X2[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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | +8.244 | 2.07 | +3.9830e+00 | 0.0009617 | 0.0004808 |
X1 | -3.088 | 2.695 | -1.1460e+00 | 0.2676 | 0.1338 |
X2 | +1.065 | 2.47 | +4.3110e-01 | 0.6718 | 0.3359 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.3508 |
R-squared | 0.123 |
Adjusted R-squared | 0.01986 |
F-TEST (value) | 1.192 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 17 |
p-value | 0.3276 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.969 |
Sum Squared Residuals | 419.7 |
Menu of Residual Diagnostics | |
Description | Link |
Histogram | Compute |
Central Tendency | Compute |
QQ Plot | Compute |
Kernel Density Plot | Compute |
Skewness/Kurtosis Test | Compute |
Skewness-Kurtosis Plot | Compute |
Harrell-Davis Plot | Compute |
Bootstrap Plot -- Central Tendency | Compute |
Blocked Bootstrap Plot -- Central Tendency | Compute |
(Partial) Autocorrelation Plot | Compute |
Spectral Analysis | Compute |
Tukey lambda PPCC Plot | Compute |
Box-Cox Normality Plot | Compute |
Summary Statistics | Compute |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6 | 5.156 | 0.8441 |
2 | 7 | 9.309 | -2.309 |
3 | 2 | 9.309 | -7.309 |
4 | 11 | 9.309 | 1.691 |
5 | 13 | 9.309 | 3.691 |
6 | 3 | 5.156 | -2.156 |
7 | 17 | 9.309 | 7.691 |
8 | 10 | 9.309 | 0.6912 |
9 | 4 | 5.156 | -1.156 |
10 | 12 | 9.309 | 2.691 |
11 | 7 | 8.244 | -1.244 |
12 | 11 | 9.309 | 1.691 |
13 | 3 | 8.244 | -5.244 |
14 | 5 | 5.156 | -0.1559 |
15 | 1 | 9.309 | -8.309 |
16 | 12 | 8.244 | 3.756 |
17 | 18 | 8.244 | 9.756 |
18 | 8 | 5.156 | 2.844 |
19 | 6 | 6.221 | -0.2206 |
20 | 1 | 8.244 | -7.244 |
Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 0.0013143, df1 = 2, df2 = 15, p-value = 0.9987 |
Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 0, df1 = 4, df2 = 13, p-value = 1 |
Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 0.0013143, df1 = 2, df2 = 15, p-value = 0.9987 |
Variance Inflation Factors (Multicollinearity) |
> vif X1 X2 1.235294 1.235294 |