Multiple Linear Regression - Estimated Regression Equation |
TVDCSUM[t] = + 2.77125 + 0.792291`SK/EOU1`[t] + 0.817175`SK/EOU2`[t] + 0.809125`SK/EOU4`[t] + 0.208463EC2[t] + 0.447436GW1[t] + 0.583635GW2[t] + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | +2.771 | 1.471 | +1.8840e+00 | 0.06303 | 0.03151 |
`SK/EOU1` | +0.7923 | 0.1928 | +4.1080e+00 | 9.217e-05 | 4.608e-05 |
`SK/EOU2` | +0.8172 | 0.2313 | +3.5330e+00 | 0.0006698 | 0.0003349 |
`SK/EOU4` | +0.8091 | 0.265 | +3.0530e+00 | 0.003032 | 0.001516 |
EC2 | +0.2085 | 0.1088 | +1.9170e+00 | 0.0587 | 0.02935 |
GW1 | +0.4474 | 0.221 | +2.0250e+00 | 0.04608 | 0.02304 |
GW2 | +0.5836 | 0.1506 | +3.8750e+00 | 0.0002105 | 0.0001053 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.7208 |
R-squared | 0.5196 |
Adjusted R-squared | 0.4852 |
F-TEST (value) | 15.14 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 84 |
p-value | 1.135e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.308 |
Sum Squared Residuals | 143.7 |
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 | 13 | 13.27 | -0.2733 |
2 | 16 | 14.45 | 1.548 |
3 | 17 | 15.72 | 1.283 |
4 | 16 | 15.13 | 0.867 |
5 | 17 | 16.33 | 0.6745 |
6 | 17 | 15.51 | 1.492 |
7 | 15 | 15.56 | -0.5636 |
8 | 16 | 15.91 | 0.09178 |
9 | 14 | 15.11 | -1.108 |
10 | 16 | 15.51 | 0.4917 |
11 | 17 | 15.16 | 1.837 |
12 | 16 | 14.32 | 1.676 |
13 | 16 | 16.51 | -0.5089 |
14 | 16 | 14.53 | 1.468 |
15 | 15 | 15.51 | -0.5083 |
16 | 16 | 15.75 | 0.2531 |
17 | 13 | 14.93 | -1.93 |
18 | 15 | 15.74 | -0.7419 |
19 | 17 | 16.68 | 0.3242 |
20 | 13 | 13.9 | -0.8987 |
21 | 17 | 16.53 | 0.466 |
22 | 14 | 14.47 | -0.4657 |
23 | 14 | 14.32 | -0.316 |
24 | 18 | 15.75 | 2.253 |
25 | 17 | 16.77 | 0.2271 |
26 | 13 | 13.9 | -0.8989 |
27 | 16 | 16.76 | -0.7561 |
28 | 15 | 16.49 | -1.492 |
29 | 15 | 16.38 | -1.381 |
30 | 13 | 15.93 | -2.925 |
31 | 17 | 17.77 | -0.7735 |
32 | 11 | 13.08 | -2.076 |
33 | 13 | 14.13 | -1.133 |
34 | 17 | 16.51 | 0.4913 |
35 | 16 | 15.94 | 0.06127 |
36 | 17 | 17.57 | -0.5652 |
37 | 16 | 15.09 | 0.909 |
38 | 16 | 16.54 | -0.5394 |
39 | 16 | 15.34 | 0.6586 |
40 | 17 | 14.91 | 2.092 |
41 | 14 | 15.7 | -1.7 |
42 | 14 | 15.28 | -1.283 |
43 | 16 | 14.87 | 1.134 |
44 | 15 | 14.92 | 0.07551 |
45 | 16 | 15.51 | 0.4917 |
46 | 14 | 13.32 | 0.6767 |
47 | 15 | 14.52 | 0.4758 |
48 | 17 | 15.76 | 1.236 |
49 | 17 | 15.88 | 1.117 |
50 | 20 | 17.47 | 2.532 |
51 | 17 | 16.81 | 0.1932 |
52 | 18 | 16.58 | 1.419 |
53 | 14 | 13.14 | 0.8629 |
54 | 17 | 16.37 | 0.6273 |
55 | 17 | 17.4 | -0.3983 |
56 | 16 | 15.75 | 0.2527 |
57 | 18 | 15.93 | 2.075 |
58 | 18 | 19.41 | -1.411 |
59 | 16 | 16.77 | -0.7729 |
60 | 13 | 15.72 | -2.717 |
61 | 16 | 16.37 | -0.3727 |
62 | 12 | 13.06 | -1.059 |
63 | 16 | 14.55 | 1.451 |
64 | 16 | 16.3 | -0.3004 |
65 | 16 | 16 | 0.0023 |
66 | 14 | 16.88 | -2.884 |
67 | 15 | 14.53 | 0.4675 |
68 | 14 | 14.56 | -0.5628 |
69 | 15 | 15.3 | -0.2999 |
70 | 15 | 16.16 | -1.164 |
71 | 16 | 16.01 | -0.01099 |
72 | 11 | 11.3 | -0.2967 |
73 | 18 | 16.56 | 1.436 |
74 | 11 | 14.32 | -3.316 |
75 | 18 | 18.33 | -0.3268 |
76 | 19 | 18.44 | 0.5617 |
77 | 17 | 16.77 | 0.2271 |
78 | 14 | 14.96 | -0.955 |
79 | 17 | 16.51 | 0.4911 |
80 | 14 | 15.3 | -1.3 |
81 | 19 | 17.08 | 1.924 |
82 | 16 | 17.53 | -1.535 |
83 | 16 | 15.19 | 0.8116 |
84 | 15 | 16.13 | -1.134 |
85 | 12 | 14.32 | -2.324 |
86 | 17 | 16.75 | 0.252 |
87 | 18 | 16.51 | 1.491 |
88 | 15 | 13.88 | 1.118 |
89 | 18 | 16.3 | 1.7 |
90 | 16 | 16.3 | -0.3004 |
91 | 16 | 13.99 | 2.012 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.1974 | 0.3947 | 0.8026 |
11 | 0.2259 | 0.4519 | 0.7741 |
12 | 0.1365 | 0.2729 | 0.8635 |
13 | 0.07034 | 0.1407 | 0.9297 |
14 | 0.03793 | 0.07587 | 0.9621 |
15 | 0.06892 | 0.1378 | 0.9311 |
16 | 0.04164 | 0.08329 | 0.9584 |
17 | 0.06216 | 0.1243 | 0.9378 |
18 | 0.2086 | 0.4172 | 0.7914 |
19 | 0.1579 | 0.3158 | 0.8421 |
20 | 0.2088 | 0.4177 | 0.7912 |
21 | 0.155 | 0.3101 | 0.845 |
22 | 0.1222 | 0.2443 | 0.8778 |
23 | 0.08584 | 0.1717 | 0.9142 |
24 | 0.1946 | 0.3892 | 0.8054 |
25 | 0.1489 | 0.2979 | 0.8511 |
26 | 0.1367 | 0.2735 | 0.8633 |
27 | 0.1358 | 0.2715 | 0.8642 |
28 | 0.1325 | 0.2649 | 0.8675 |
29 | 0.1358 | 0.2716 | 0.8642 |
30 | 0.3253 | 0.6506 | 0.6747 |
31 | 0.2714 | 0.5428 | 0.7286 |
32 | 0.4519 | 0.9038 | 0.5481 |
33 | 0.45 | 0.9 | 0.55 |
34 | 0.3938 | 0.7877 | 0.6062 |
35 | 0.3308 | 0.6615 | 0.6692 |
36 | 0.2744 | 0.5487 | 0.7256 |
37 | 0.2409 | 0.4818 | 0.7591 |
38 | 0.1955 | 0.391 | 0.8045 |
39 | 0.173 | 0.346 | 0.827 |
40 | 0.2282 | 0.4564 | 0.7718 |
41 | 0.2693 | 0.5386 | 0.7307 |
42 | 0.2839 | 0.5677 | 0.7161 |
43 | 0.2613 | 0.5226 | 0.7387 |
44 | 0.2143 | 0.4287 | 0.7857 |
45 | 0.1754 | 0.3508 | 0.8246 |
46 | 0.1506 | 0.3013 | 0.8494 |
47 | 0.1267 | 0.2535 | 0.8733 |
48 | 0.1471 | 0.2943 | 0.8529 |
49 | 0.1389 | 0.2778 | 0.8611 |
50 | 0.2488 | 0.4975 | 0.7512 |
51 | 0.2159 | 0.4318 | 0.7841 |
52 | 0.2225 | 0.445 | 0.7775 |
53 | 0.1968 | 0.3937 | 0.8032 |
54 | 0.1625 | 0.325 | 0.8375 |
55 | 0.1275 | 0.255 | 0.8725 |
56 | 0.0992 | 0.1984 | 0.9008 |
57 | 0.1332 | 0.2663 | 0.8668 |
58 | 0.1486 | 0.2973 | 0.8514 |
59 | 0.1196 | 0.2391 | 0.8804 |
60 | 0.2916 | 0.5832 | 0.7084 |
61 | 0.2424 | 0.4849 | 0.7576 |
62 | 0.2082 | 0.4163 | 0.7918 |
63 | 0.2678 | 0.5355 | 0.7322 |
64 | 0.2132 | 0.4264 | 0.7868 |
65 | 0.2089 | 0.4177 | 0.7911 |
66 | 0.4156 | 0.8312 | 0.5844 |
67 | 0.4008 | 0.8016 | 0.5992 |
68 | 0.3399 | 0.6798 | 0.6601 |
69 | 0.2708 | 0.5416 | 0.7292 |
70 | 0.2578 | 0.5157 | 0.7422 |
71 | 0.2637 | 0.5273 | 0.7363 |
72 | 0.2116 | 0.4232 | 0.7884 |
73 | 0.1688 | 0.3376 | 0.8312 |
74 | 0.6903 | 0.6194 | 0.3097 |
75 | 0.5949 | 0.8101 | 0.4051 |
76 | 0.6445 | 0.7111 | 0.3555 |
77 | 0.7948 | 0.4104 | 0.2052 |
78 | 0.7281 | 0.5437 | 0.2719 |
79 | 0.6085 | 0.7829 | 0.3915 |
80 | 0.5096 | 0.9808 | 0.4904 |
81 | 0.6382 | 0.7235 | 0.3618 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 2 | 0.0277778 | OK |
Ramsey RESET F-Test for powers (2 and 3) of fitted values |
> reset_test_fitted RESET test data: mylm RESET = 0.78749, df1 = 2, df2 = 82, p-value = 0.4584 |
Ramsey RESET F-Test for powers (2 and 3) of regressors |
> reset_test_regressors RESET test data: mylm RESET = 1.6041, df1 = 12, df2 = 72, p-value = 0.1097 |
Ramsey RESET F-Test for powers (2 and 3) of principal components |
> reset_test_principal_components RESET test data: mylm RESET = 1.1867, df1 = 2, df2 = 82, p-value = 0.3104 |
Variance Inflation Factors (Multicollinearity) |
> vif `SK/EOU1` `SK/EOU2` `SK/EOU4` EC2 GW1 GW2 1.139783 1.238548 1.116313 1.091735 1.040507 1.074693 |