Correlation Matrix
CT TN TG UD GT
CT 1.000000 0.897155 0.621319 0.617921 0.047066
TN 0.897155 1.000000 0.615813 0.472316 0.056150
TG 0.621319 0.615813 1.000000 0.432100 -0.536234
UD 0.617921 0.472316 0.432100 1.000000 -0.171432
GT 0.047066 0.056150 -0.536234 -0.171432 1.000000
Dependent Variable: CT
Method: Least Squares
Date: 11/09/24 Time: 17:32
Sample(adjusted): 1 60
Included observations: 60 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C -0.335547 0.121581 -2.759859 0.0078
TN 0.217149 0.027103 8.012024 0.0000
TG 0.207404 0.092283 2.247471 0.0286
UD 0.011803 0.002650 4.453386 0.0000
GT 0.170981 0.074968 2.280731 0.0265
R-squared 0.867812 Mean dependent var 1.143333
Adjusted R-squared 0.858198 S.D. dependent var 0.511683
S.E. of regression 0.192682 Akaike info criterion -0.375893
Sum squared resid 2.041955 Schwarz criterion -0.201365
Log likelihood 16.27680 F-statistic 90.26839
Durbin-Watson stat 1.719619 Prob(F-statistic) 0.000000
Redundant Variables: TN TG UD GT
F-statistic 90.26839 Probability 0.000000
Log likelihood ratio 121.4117 Probability 0.000000
Test Equation:
Dependent Variable: CT
Method: Least Squares
Date: 11/09/24 Time: 23:37
Sample: 1 60
Included observations: 60
Variable Coefficient Std. Error t-Statistic Prob.
C 1.143333 0.066058 17.30803 0.0000
R-squared 0.000000 Mean dependent var 1.143333
Adjusted R-squared 0.000000 S.D. dependent var 0.511683
S.E. of regression 0.511683 Akaike info criterion 1.514302
Sum squared resid 15.44733 Schwarz criterion 1.549208
Log likelihood -44.42907 Durbin-Watson stat 0.018773
Ramsey RESET Test:
F-statistic 2.77E-05 Probability 0.995821
Log likelihood ratio 3.08E-05 Probability 0.995574
Test Equation:
Dependent Variable: CT
Method: Least Squares
Date: 11/09/24 Time: 17:33
Sample: 1 60
Included observations: 60
Variable Coefficient Std. Error t-Statistic Prob.
C -0.336782 0.264825 -1.271718 0.2089
TN 0.217447 0.062788 3.463183 0.0011
TG 0.207725 0.111342 1.865646 0.0675
UD 0.011823 0.004561 2.592360 0.0122
GT 0.171246 0.090816 1.885626 0.0647
FITTED^2 -0.000619 0.117718 -0.005262 0.9958
R-squared 0.867812 Mean dependent var 1.143333
Adjusted R-squared 0.855572 S.D. dependent var 0.511683
S.E. of regression 0.194458 Akaike info criterion -0.342560
Sum squared resid 2.041954 Schwarz criterion -0.133126
Log likelihood 16.27681 F-statistic 70.90176
Durbin-Watson stat 1.719173 Prob(F-statistic) 0.000000
White Heteroskedasticity Test:
F-statistic 1.184119 Probability 0.320687
Obs*R-squared 15.04414 Probability 0.304605
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 11/09/24 Time: 17:33
Sample: 1 60
Included observations: 60
Variable Coefficient Std. Error t-Statistic Prob.
C -0.017865 0.172751 -0.103412 0.9181
TN 0.033510 0.053160 0.630360 0.5316
TN^2 5.87E-05 0.007233 0.008120 0.9936
TN*TG -0.022181 0.038950 -0.569465 0.5718
TN*UD 0.000623 0.001243 0.501315 0.6185
TN*GT -0.015154 0.035263 -0.429756 0.6694
TG -0.026177 0.220636 -0.118641 0.9061
TG^2 0.036262 0.093659 0.387166 0.7004
TG*UD -0.001762 0.004512 -0.390544 0.6979
TG*GT 0.073339 0.128484 0.570802 0.5709
UD -0.000734 0.006923 -0.106092 0.9160
UD^2 6.21E-05 6.81E-05 0.912741 0.3661
UD*GT -0.005031 0.003424 -1.469120 0.1486
GT 0.067144 0.115903 0.579313 0.5652
R-squared 0.250736 Mean dependent var 0.034033
Adjusted R-squared 0.038987 S.D. dependent var 0.060162
S.E. of regression 0.058977 Akaike info criterion -2.622364
Sum squared resid 0.160003 Schwarz criterion -2.133683
Log likelihood 92.67091 F-statistic 1.184119
Durbin-Watson stat 1.750228 Prob(F-statistic) 0.320687
12
Series: Residuals
Sample 1 60
10
Observations 60
8 Mean 1.76E-17
Median 0.004410
6 Maximum 0.390280
Minimum -0.655165
Std. Dev. 0.186036
4 Skewness -0.502951
Kurtosis 4.072925
2
Jarque-Bera 5.407518
Probability 0.066953
0
-0.6 -0.4 -0.2 0.0 0.2 0.4
