Multiple Linear Regression - Estimated Regression Equation
a[t] = -0.644818 + 0.399552b[t] + 1.97377c[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
VariableParameterS.D.T-STAT
H0: parameter = 0		2-tail p-value1-tail p-value
(Intercept)-0.6448 0.004957-1.3010e+02 7.717e-258 3.858e-258
b+0.3996 0.01074+3.7200e+01 5.212e-112 2.606e-112
c+1.974 0.02036+9.6930e+01 6.886e-222 3.443e-222


Multiple Linear Regression - Regression Statistics
Multiple R 0.9944
R-squared 0.9889
Adjusted R-squared 0.9888
F-TEST (value) 1.28e+04
F-TEST (DF numerator)2
F-TEST (DF denominator)288
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 0.01411
Sum Squared Residuals 0.05737


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 = 52.498, df1 = 2, df2 = 286, p-value < 2.2e-16
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 35.545, df1 = 4, df2 = 284, p-value < 2.2e-16
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 20.862, df1 = 2, df2 = 286, p-value = 3.49e-09


Variance Inflation Factors (Multicollinearity)
> vif
       b        c 
1.668485 1.668485