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Thread Subject: Interpreting Matlab OLS results

Subject: Interpreting Matlab OLS results

From: kostas Lynch

Date: 7 Nov, 2009 10:45:03

Message: 1 of 1

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Hi,
I'm new to matlab and trying to teach myself.I'm looking for a bit of help for interpreting the below results. I'm not really sure what I'm looking at here. I have a dependent variable and six independent variables. I'm not sure what the significance of the results are for the R squared, coefficients, t stats etc. Any help would be greatly appreciated. Thanks.

Ordinary Least-squares Estimates
R-squared = 0.0644
Rbar-squared = 0.0457
sigma^2 = 0.0000
Durbin-Watson = 0.4464
Nobs, Nvars = 256, 6
***************************************************************
Variable Coefficient t-statistic t-probability
variable 1 0.146728 162.088033 0.000000
variable 2 0.000095 0.017054 0.986407
variable 3 -0.014683 -2.153490 0.032237
variable 4 0.011606 2.488331 0.013486
variable 5 0.000000 1.598341 0.111230
variable 6 -0.000000 -1.059647 0.290328

Wald F-test results

ans =

1.0475 0.3832

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