Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.E. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
Sq.ft.[t] | 403.474806 | 20.815067 | 19.383786 | 0 | 0 |
Constant | -53888.068175 | 26457.447154 | -2.036783 | 0.048164 | 0.024082 |
Variable | Elasticity | S.E.* | T-STAT H0: |elast| = 1 | 2-tail p-value | 1-tail p-value |
%Sq.ft.[t] | 1.1266 | 0.058121 | 2.178226 | 0.035194 | 0.017597 |
%Constant | -0.1266 | 0.062157 | -14.051535 | 0 | 0 |
Variable | Stand. Coeff. | S.E.* | T-STAT H0: coeff = 0 | 2-tail p-value | 1-tail p-value |
S-Sq.ft.[t] | 0.949534 | 0.048986 | 19.383786 | 0 | 0 |
S-Constant | 0 | 0 | 0 | 1 | 0.5 |
*Note | computed against deterministic endogenous series | ||||
Variable | Partial Correlation | ||||
Sq.ft.[t] | 0.949534 | ||||
Constant | -0.303126 | ||||
Critical Values (alpha = 5%) | |||||
1-tail CV at 5% | 1.69 | ||||
2-tail CV at 5% | 2.02 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.949534 |
R-squared | 0.901615 |
Adjusted R-squared | 0.899216 |
F-TEST | 375.731178 |
Observations | 43 |
Degrees of Freedom | 41 |
Multiple Linear Regression - Residual Statistics | |
Standard Error | 61499.186737 |
Sum Squared Errors | 155068148740.06 |
Log Likelihood | -534.141861 |
Durbin-Watson | 1.55192 |
Von Neumann Ratio | 1.588871 |
# e[t] > 0 | 18 |
# e[t] < 0 | 25 |
# Runs | 12 |
Stand. Normal Runs Statistic | -3.150945 |
Multiple Linear Regression - Ad Hoc Selection Test Statistics | |
Akaike (1969) Final Prediction Error | 3958063921.3289 |
Akaike (1973) Log Information Criterion | 22.098954 |
Akaike (1974) Information Criterion | 3957798077.9799 |
Schwarz (1978) Log Criterion | 22.18087 |
Schwarz (1978) Criterion | 4295655289.6811 |
Craven-Wahba (1979) Generalized Cross Validation | 3966645089.7221 |
Hannan-Quinn (1979) Criterion | 4079180146.6172 |
Rice (1984) Criterion | 3976106377.9504 |
Shibata (1981) Criterion | 3941699832.7653 |
Multiple Linear Regression - Analysis of Variance | |||
ANOVA | DF | Sum of Squares | Mean Square |
Regression | 1 | 1421071662306.4 | 1421071662306.4 |
Residual | 41 | 155068148740.06 | 3782149969.2699 |
Total | 42 | 1576139811046.5 | 37527138358.25 |
F-TEST | 375.731178 | ||
p-value | 0 |