Multiple Linear Regression - Estimated Regression Equation
ITHSUM[t] = + 7.09805 -0.0609545TVDC[t] + 0.433396SKEOUSUM[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)+7.098 2.948+2.4080e+00 0.01796 0.00898
TVDC-0.06095 0.1326-4.5960e-01 0.6468 0.3234
SKEOUSUM+0.4334 0.1323+3.2760e+00 0.001468 0.0007338


Multiple Linear Regression - Regression Statistics
Multiple R 0.3354
R-squared 0.1125
Adjusted R-squared 0.09398
F-TEST (value) 6.083
F-TEST (DF numerator)2
F-TEST (DF denominator)96
p-value 0.003256
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 2.174
Sum Squared Residuals 453.9


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


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast		Residuals
Prediction Error
1 14 15.84-1.84
2 19 16.52 2.476
3 17 17.33-0.3301
4 20 16.96 3.042
5 15 18.2-3.197
6 19 16.03 2.97
7 20 16.52 3.476
8 18 16.65 1.354
9 15 16.52-1.524
10 14 16.9-2.897
11 16 16.52-0.5243
12 19 17.39 1.609
13 18 16.52 1.476
14 17 16.59 0.4148
15 19 16.96 2.042
16 17 16.96 0.04233
17 19 18.32 0.6812
18 20 17.76 2.236
19 19 16.27 2.726
20 16 16.03-0.02993
21 16 16.65-0.6462
22 18 15.78 2.221
23 16 16.84-0.8358
24 17 18.2-1.197
25 20 18.26 1.742
26 19 17.02 1.981
27 7 16.59-9.585
28 16 16.15-0.1518
29 16 17.14-1.141
30 18 17.33 0.6699
31 17 17.7-0.6958
32 19 16.21 2.787
33 16 17.14-1.141
34 13 15.6-2.597
35 16 16.52-0.5243
36 12 17.76-5.764
37 17 16.52 0.4757
38 17 17.39-0.3911
39 17 15.22 1.776
40 16 17.89-1.885
41 16 15.9 0.0987
42 14 16.03-2.03
43 16 16.65-0.6462
44 13 17.08-4.08
45 16 16.52-0.5243
46 14 15.72-1.718
47 19 16.96 2.042
48 18 17.08 0.9204
49 14 16.59-2.585
50 18 16.46 1.537
51 15 15.59-0.5898
52 17 16.9 0.1033
53 13 16.71-3.714
54 19 17.33 1.67
55 18 17.7 0.2974
56 15 14.91 0.0874
57 20 17.33 2.67
58 19 16.9 2.103
59 18 17.39 0.6089
60 15 16.84-1.836
61 20 18.14 1.864
62 17 17.82-0.8245
63 19 17.45 1.548
64 20 17.57 2.426
65 18 16.96 1.042
66 17 16.33 0.6653
67 18 16.52 1.476
68 17 16.52 0.4757
69 20 18.26 1.742
70 16 16.21-0.2128
71 14 16.59-2.585
72 15 16.21-1.213
73 20 17.02 2.981
74 17 16.15 0.8482
75 17 16.09 0.9091
76 18 14.66 3.338
77 20 16.84 3.164
78 16 15.96 0.03774
79 18 17.7 0.2974
80 15 17.45-2.452
81 18 18.51-0.5084
82 20 18.2 1.803
83 14 17.08-3.08
84 15 15.84-0.8403
85 17 16.9 0.1033
86 18 17.51 0.487
87 20 17.21 2.792
88 17 16.65 0.3538
89 16 16.96-0.9577
90 11 16.09-5.091
91 15 17.02-2.019
92 18 17.2 0.7985
93 16 17.76-1.764
94 18 16.84 1.164
95 15 16.59-1.585
96 17 15.97 1.031
97 19 17.89 1.115
98 16 16.96-0.9577
99 14 16.09-2.091


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
6 0.6131 0.7738 0.3869
7 0.5839 0.8321 0.4161
8 0.5903 0.8193 0.4097
9 0.6888 0.6224 0.3112
10 0.8277 0.3446 0.1723
11 0.7744 0.4512 0.2256
12 0.7706 0.4589 0.2294
13 0.7014 0.5971 0.2986
14 0.6164 0.7671 0.3836
15 0.5876 0.8247 0.4124
16 0.5019 0.9963 0.4981
17 0.4796 0.9592 0.5204
18 0.4722 0.9444 0.5278
19 0.4669 0.9338 0.5331
20 0.4069 0.8138 0.5931
21 0.3631 0.7261 0.6369
22 0.3225 0.645 0.6775
23 0.2788 0.5575 0.7212
24 0.2321 0.4643 0.7679
25 0.2188 0.4375 0.7812
26 0.1929 0.3857 0.8071
27 0.9897 0.02055 0.01028
28 0.9847 0.03063 0.01531
29 0.9797 0.04061 0.02031
30 0.9713 0.05739 0.0287
31 0.9602 0.07956 0.03978
32 0.9646 0.07073 0.03537
33 0.9546 0.09076 0.04538
34 0.9625 0.07494 0.03747
35 0.9494 0.1013 0.05064
36 0.993 0.01409 0.007045
37 0.9896 0.02084 0.01042
38 0.9848 0.03038 0.01519
39 0.9826 0.03481 0.0174
40 0.981 0.03793 0.01896
41 0.9734 0.05326 0.02663
42 0.9717 0.05659 0.02829
43 0.9619 0.0762 0.0381
44 0.9848 0.0304 0.0152
45 0.9785 0.04294 0.02147
46 0.9755 0.04904 0.02452
47 0.9746 0.05081 0.02541
48 0.9663 0.06745 0.03372
49 0.9712 0.05758 0.02879
50 0.9665 0.06695 0.03347
51 0.9554 0.08919 0.0446
52 0.9395 0.1209 0.06045
53 0.9669 0.06614 0.03307
54 0.962 0.07598 0.03799
55 0.9486 0.1029 0.05144
56 0.9309 0.1383 0.06913
57 0.9397 0.1207 0.06034
58 0.9385 0.123 0.06151
59 0.919 0.1619 0.08096
60 0.9137 0.1725 0.08627
61 0.9049 0.1903 0.09514
62 0.8823 0.2355 0.1177
63 0.8644 0.2712 0.1356
64 0.874 0.252 0.126
65 0.8464 0.3073 0.1536
66 0.8119 0.3762 0.1881
67 0.7873 0.4255 0.2127
68 0.7394 0.5212 0.2606
69 0.7258 0.5483 0.2742
70 0.6681 0.6639 0.3319
71 0.6889 0.6222 0.3111
72 0.6455 0.709 0.3545
73 0.71 0.5801 0.29
74 0.6569 0.6861 0.3431
75 0.6002 0.7995 0.3998
76 0.7836 0.4328 0.2164
77 0.8618 0.2764 0.1382
78 0.8524 0.2953 0.1476
79 0.8018 0.3964 0.1982
80 0.8071 0.3858 0.1929
81 0.805 0.3901 0.195
82 0.7525 0.4949 0.2475
83 0.788 0.424 0.212
84 0.7532 0.4936 0.2468
85 0.6739 0.6522 0.3261
86 0.5895 0.8209 0.4105
87 0.633 0.7339 0.367
88 0.5828 0.8344 0.4172
89 0.4725 0.9451 0.5275
90 0.7568 0.4864 0.2432
91 0.7202 0.5596 0.2798
92 0.7092 0.5815 0.2908
93 0.9238 0.1525 0.07625


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level0 0OK
5% type I error level110.125NOK
10% type I error level260.295455NOK


Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 1.0906, df1 = 2, df2 = 94, p-value = 0.3402
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 0.83118, df1 = 4, df2 = 92, p-value = 0.5087
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.2135, df1 = 2, df2 = 94, p-value = 0.3018


Variance Inflation Factors (Multicollinearity)
> vif
    TVDC SKEOUSUM 
1.274892 1.274892