Dependent Variable: Y
Method: Least Squares
Date: 06/17/22 Time: 22:09
Sample: 1 32
Included observations: 32
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1
X2
X3
X4
3.577370
-5.48E-08
2.92E-09
-3.21E-07
1.24E-06
0.489483
8.51E-09
9.88E-10
1.96E-07
1.20E-07
7.308465
-6.446925
2.951969
-1.638411
10.27602
0.0000
0.0000
0.0065
0.1129
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.925799
0.914807
0.446033
5.371536
-16.85208
84.21949
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
Variance Inflation Factors
Date: 06/17/22 Time: 22:11
Sample: 1 32
Included observations: 32
Variable
Coefficient
Variance
Uncentered
VIF
Centered
VIF
C
X1
X2
X3
X4
0.239594
7.24E-17
9.77E-19
3.83E-14
1.45E-14
38.53813
53.45674
127.8727
210.0846
27.94857
NA
6.310976
11.64107
11.66093
6.482937
4.530625
1.528144
1.365755
1.594776
1.441669
1.686080
Heteroskedasticity Test: White
Null hypothesis: Homoskedasticity
F-statistic
Obs*R-squared
Scaled explained SS
15.41917
29.66392
39.33001
Prob. F(14,17)
Prob. Chi-Square(14)
Prob. Chi-Square(14)
0.0000
0.0085
0.0003
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 06/17/22 Time: 22:12
Sample: 1 32
Included observations: 32
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1^2
X1*X2
X1*X3
X1*X4
X1
X2^2
X2*X3
X2*X4
X2
X3^2
X3*X4
X3
X4^2
X4
2.025607
5.70E-16
9.10E-18
1.13E-14
-1.63E-14
-1.10E-07
8.56E-18
-5.55E-15
7.96E-16
1.26E-08
3.86E-13
2.63E-13
-1.22E-06
-1.66E-13
2.64E-07
1.726205
4.41E-16
7.94E-17
1.51E-14
6.90E-15
4.05E-08
4.27E-18
1.69E-15
1.18E-15
4.66E-09
1.80E-13
1.19E-13
8.30E-07
5.35E-14
6.48E-07
1.173445
1.292859
0.114624
0.751756
-2.361938
-2.714385
2.003854
-3.282899
0.672196
2.693282
2.142257
2.214382
-1.467814
-3.099731
0.406796
0.2568
0.2134
0.9101
0.4625
0.0304
0.0147
0.0613
0.0044
0.5105
0.0154
0.0469
0.0408
0.1604
0.0065
0.6892
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.926997
0.866878
0.120093
0.245179
32.53800
15.41917
0.000001
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.167861
0.329148
-1.096125
-0.409061
-0.868383
2.150391
Ramsey RESET Test
Equation: UNTITLED
Omitted Variables: Powers of fitted values from 2 to 3
Specification: Y C X1 X2 X3 X4
F-statistic
Likelihood ratio
Value
2.401592
5.623660
df
(2, 25)
2
Sum of Sq.
0.865695
5.371536
4.505841
df
2
27
25
Probability
0.1112
0.0601
F-test summary:
Test SSR
Restricted SSR
Unrestricted SSR
Mean Squares
0.432848
0.198946
0.180234
LR test summary:
Restricted LogL
Unrestricted LogL
Value
-16.85208
-14.04025
Unrestricted Test Equation:
Dependent Variable: Y
Method: Least Squares
Date: 06/17/22 Time: 22:13
Sample: 1 32
Included observations: 32
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1
X2
X3
X4
FITTED^2
FITTED^3
13.28662
-2.91E-07
1.55E-08
-1.87E-06
6.77E-06
-0.935091
0.062246
6.042780
1.48E-07
7.23E-09
9.85E-07
3.59E-06
0.537855
0.032947
2.198759
-1.973163
2.149329
-1.901795
1.886933
-1.738554
1.889307
0.0374
0.0596
0.0415
0.0688
0.0708
0.0944
0.0705
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.937758
0.922820
0.424539
4.505841
-14.04025
62.77606
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
4.530625
1.528144
1.315016
1.635645
1.421295
1.635214
Breusch-Godfrey Serial Correlation LM Test:
Null hypothesis: No serial correlation at up to 2 lags
F-statistic
Obs*R-squared
0.521312
1.281128
Prob. F(2,25)
Prob. Chi-Square(2)
0.6001
0.5270
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 06/17/22 Time: 22:13
Sample: 1 32
Included observations: 32
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1
X2
X3
X4
RESID(-1)
RESID(-2)
-0.048788
1.95E-09
-2.38E-10
3.43E-08
-2.35E-08
0.127908
0.171412
0.505878
9.03E-09
1.03E-09
2.04E-07
1.25E-07
0.216226
0.216806
-0.096443
0.215647
-0.229965
0.168038
-0.187337
0.591548
0.790624
0.9239
0.8310
0.8200
0.8679
0.8529
0.5595
0.4366
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.040035
-0.190356
0.454158
5.156486
-16.19834
0.173771
0.981497
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-6.94E-17
0.416264
1.449896
1.770526
1.556176
1.890659