estimator

Value (t-statistic) [2-tailed p-value]

β 1

32.01419 (0.738198) [0.4610]

β 2

−0.800573 (-18.2417) [0.0000]

β 3

−0.638817 (-6.83912) [0.0000]

β 4

0.165551 (5.329664) [0.0000]

β 5

0.248744 (4.952784) [0.0000]

Diagnostics

Adjusted R-square

0.510759

Standard error of regression

397.1833

Log likelihood

−2188.389

F-statistic

62.59499

p-value of F-statistic

0.000000

Durbin-Watson statistic

2.064683

Schwarz information criterion

14.90176

Q (3)

[0.057]

Q (6)

[0.000]

Q (12)

[0.000]

Q2 (3)

[0.017]

Q2 (6)

[0.051]

Q2 (12)

[0.032]

Normality test

[0.000000]

Ramsey RESET test

[0.0006]