[TABLE]
[ROW][C]Multiple Linear Regression - Ordinary Least Squares[/C][/ROW]
[ROW]Variable[/C] | Parameter[/C] | S.E.[/C] | T-STATH0: parameter = 0[/C] | 2-tail p-value[/C] | 1-tail p-value[/C][/ROW]
[ROW][C]x[t][/C] | -226.385034[/C] | 41.037226[/C] | -5.516577[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]Constant[/C] | 2325.828228[/C] | 44.148716[/C] | 52.681673[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]t^1[/C] | -1.764855[/C] | 0.240551[/C] | -7.336707[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M1[t][/C] | -454.904684[/C] | 53.95579[/C] | -8.431063[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M2[t][/C] | -635.461053[/C] | 53.941479[/C] | -11.780564[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M3[t][/C] | -586.663409[/C] | 53.952742[/C] | -10.873653[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M4[t][/C] | -694.556343[/C] | 53.922166[/C] | -12.88072[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M5[t][/C] | -559.008698[/C] | 53.931287[/C] | -10.365202[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M6[t][/C] | -609.464132[/C] | 53.907141[/C] | -11.305814[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M7[t][/C] | -535.603987[/C] | 53.914117[/C] | -9.934392[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M8[t][/C] | -515.434421[/C] | 53.896405[/C] | -9.563429[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M9[t][/C] | -464.386777[/C] | 53.901237[/C] | -8.615512[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M10[t][/C] | -319.717211[/C] | 53.889963[/C] | -5.932778[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]M11[t][/C] | -121.919566[/C] | 53.892648[/C] | -2.262267[/C] | 0.02489[/C] | 0.012445[/C][/ROW]
[ROW][C][/C][/ROW]
[ROW] | Variable[/C] | Elasticity[/C] | S.E.*[/C] | T-STATH0: |elast| = 1[/C] | 2-tail p-value[/C] | 1-tail p-value[/C][/ROW]
[ROW][C]%x[t][/C] | -0.016236[/C] | 0.002943[/C] | -334.258695[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%Constant[/C] | 1.392455[/C] | 0.026431[/C] | 14.848018[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%t^1[/C] | -0.101962[/C] | 0.013898[/C] | -64.618317[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M1[t][/C] | -0.022696[/C] | 0.002692[/C] | -363.052471[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M2[t][/C] | -0.031704[/C] | 0.002691[/C] | -359.801524[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M3[t][/C] | -0.029269[/C] | 0.002692[/C] | -360.630868[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M4[t][/C] | -0.034652[/C] | 0.00269[/C] | -358.834454[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M5[t][/C] | -0.02789[/C] | 0.002691[/C] | -361.287108[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M6[t][/C] | -0.030407[/C] | 0.002689[/C] | -360.512969[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M7[t][/C] | -0.026722[/C] | 0.00269[/C] | -361.836276[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M8[t][/C] | -0.025716[/C] | 0.002689[/C] | -362.329416[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M9[t][/C] | -0.023169[/C] | 0.002689[/C] | -363.243999[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M10[t][/C] | -0.015951[/C] | 0.002689[/C] | -366.004523[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]%M11[t][/C] | -0.006083[/C] | 0.002689[/C] | -369.656508[/C] | 0[/C] | 0[/C][/ROW]
[ROW] | Variable[/C] | Stand. Coeff.[/C] | S.E.*[/C] | T-STATH0: coeff = 0[/C] | 2-tail p-value[/C] | 1-tail p-value[/C][/ROW]
[ROW][C]S-x[t][/C] | -0.254491[/C] | 0.046132[/C] | -5.516577[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-Constant[/C] | 0[/C] | 0[/C] | 0[/C] | 1[/C] | 0.5[/C][/ROW]
[ROW][C]S-t^1[/C] | -0.338746[/C] | 0.046171[/C] | -7.336707[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M1[t][/C] | -0.435266[/C] | 0.051626[/C] | -8.431063[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M2[t][/C] | -0.608027[/C] | 0.051613[/C] | -11.780564[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M3[t][/C] | -0.561336[/C] | 0.051624[/C] | -10.873653[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M4[t][/C] | -0.664571[/C] | 0.051594[/C] | -12.88072[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M5[t][/C] | -0.534875[/C] | 0.051603[/C] | -10.365202[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M6[t][/C] | -0.583153[/C] | 0.05158[/C] | -11.305814[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M7[t][/C] | -0.512481[/C] | 0.051587[/C] | -9.934392[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M8[t][/C] | -0.493182[/C] | 0.05157[/C] | -9.563429[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M9[t][/C] | -0.444338[/C] | 0.051574[/C] | -8.615512[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M10[t][/C] | -0.305914[/C] | 0.051563[/C] | -5.932778[/C] | 0[/C] | 0[/C][/ROW]
[ROW][C]S-M11[t][/C] | -0.116656[/C] | 0.051566[/C] | -2.262267[/C] | 0.02489[/C] | 0.012445[/C][/ROW]
[ROW][C]*Note[/C] | computed against deterministic endogenous series[/C][/ROW]
[ROW] | Variable[/C] | Partial Correlation[/C][/ROW]
[ROW][C]x[t][/C] | -0.382109[/C][/ROW]
[ROW][C]Constant[/C] | 0.969397[/C][/ROW]
[ROW][C]t^1[/C] | -0.481858[/C][/ROW]
[ROW][C]M1[t][/C] | -0.534208[/C][/ROW]
[ROW][C]M2[t][/C] | -0.66189[/C][/ROW]
[ROW][C]M3[t][/C] | -0.631766[/C][/ROW]
[ROW][C]M4[t][/C] | -0.69457[/C][/ROW]
[ROW][C]M5[t][/C] | -0.613511[/C][/ROW]
[ROW][C]M6[t][/C] | -0.646499[/C][/ROW]
[ROW][C]M7[t][/C] | -0.597232[/C][/ROW]
[ROW][C]M8[t][/C] | -0.582596[/C][/ROW]
[ROW][C]M9[t][/C] | -0.542482[/C][/ROW]
[ROW][C]M10[t][/C] | -0.406319[/C][/ROW]
[ROW][C]M11[t][/C] | -0.167178[/C][/ROW]
[ROW][C]Critical Values (alpha = 5%)[/C][/ROW]
[ROW][C]1-tail CV at 5%[/C] | 1.65[/C][/ROW]
[ROW][C]2-tail CV at 5%[/C] | 1.96[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5910&T=1 |