FREDML / data /exports /regression_summary.txt
Edwin Salguero
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OLS Regression Results
==============================================================================
Dep. Variable: GDP R-squared: 0.971
Model: OLS Adj. R-squared: 0.970
Method: Least Squares F-statistic: 839.9
Date: Thu, 10 Jul 2025 Prob (F-statistic): 5.55e-76
Time: 22:30:42 Log-Likelihood: -903.30
No. Observations: 105 AIC: 1817.
Df Residuals: 100 BIC: 1830.
Df Model: 4
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const -328.8855 630.799 -0.521 0.603 -1580.374 922.603
UNRATE -21.7142 79.789 -0.272 0.786 -180.013 136.584
CPIAUCSL 85.7935 2.036 42.144 0.000 81.755 89.832
FEDFUNDS 492.3433 92.591 5.317 0.000 308.646 676.041
DGS10 -883.8622 122.881 -7.193 0.000 -1127.655 -640.070
==============================================================================
Omnibus: 12.409 Durbin-Watson: 2.138
Prob(Omnibus): 0.002 Jarque-Bera (JB): 13.297
Skew: 0.746 Prob(JB): 0.00130
Kurtosis: 3.902 Cond. No. 812.
==============================================================================
Notes:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.