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Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R ServerBig Analytics Cloud Computing Center


Multiple Linear Regression - Estimated Regression Equation
barrels_purchased[t] = + 472867 + 420.902unit_price[t] -8489.12cpi[t] + 8148.24M1[t] -15686.1M2[t] + 2996.93M3[t] + 9747.91M4[t] + 16241.1M5[t] + 19039.2M6[t] + 20874.6M7[t] + 25260.2M8[t] + 13478M9[t] + 16828.9M10[t] + 5015.56M11[t] + 3769.91t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)+4.729e+05 1.732e+04+2.7300e+01 7.589e-94 3.795e-94
unit_price+420.9 115.9+3.6330e+00 0.0003162 0.0001581
cpi-8489 377.4-2.2500e+01 2.636e-73 1.318e-73
M1+8148 6208+1.3130e+00 0.1901 0.09504
M2-1.569e+04 6209-2.5260e+00 0.0119 0.005952
M3+2997 6211+4.8260e-01 0.6297 0.3148
M4+9748 6212+1.5690e+00 0.1173 0.05867
M5+1.624e+04 6211+2.6150e+00 0.009257 0.004629
M6+1.904e+04 6211+3.0650e+00 0.002319 0.00116
M7+2.088e+04 6209+3.3620e+00 0.0008472 0.0004236
M8+2.526e+04 6208+4.0690e+00 5.681e-05 2.84e-05
M9+1.348e+04 6210+2.1700e+00 0.03055 0.01527
M10+1.683e+04 6209+2.7110e+00 0.007003 0.003501
M11+5016 6206+8.0820e-01 0.4195 0.2097
t+3770 145.8+2.5860e+01 8.6e-88 4.3e-88


Multiple Linear Regression - Regression Statistics
Multiple R 0.9335
R-squared 0.8714
Adjusted R-squared 0.8669
F-TEST (value) 196
F-TEST (DF numerator)14
F-TEST (DF denominator)405
p-value 0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 2.596e+04
Sum Squared Residuals 2.728e+11


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 = 17.897, df1 = 2, df2 = 403, p-value = 3.575e-08
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 2.729, df1 = 28, df2 = 377, p-value = 9.975e-06
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 11.865, df1 = 2, df2 = 403, p-value = 9.839e-06


Variance Inflation Factors (Multicollinearity)
> vif
unit_price        cpi         M1         M2         M3         M4         M5 
  1.457742 199.095559   1.835326   1.835924   1.836937   1.837472   1.837112 
        M6         M7         M8         M9        M10        M11          t 
  1.837144   1.835908   1.835517   1.836389   1.835805   1.834183 194.704921 












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