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alkaline-ml / statsmodels   python

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Version: 0.11.1 

/ regression / tests / results / leverage_influence_ols_nostars.txt

                residual        leverage       influence        DFFITS
                    u          0<=h<=1         u h/(1-h)

  1959:2        -2.0742          0.026        -0.054583         -0.032
  1959:3        -16.829          0.010         -0.17499         -0.162
  1959:4         17.807          0.006          0.11026          0.132
  1960:1         14.214          0.023          0.33301          0.206
  1960:2        -24.269          0.015         -0.36715         -0.284
  1960:3         5.7992          0.008         0.049617          0.050
  1960:4        -20.886          0.034         -0.73335         -0.375
  1961:1         9.8798          0.005          0.05179          0.067
  1961:2         7.4863          0.014          0.10314          0.083
  1961:3          14.11          0.010          0.13739          0.131
  1961:4        -18.151          0.015         -0.27316         -0.211
  1962:1         2.6465          0.011         0.030731          0.027
  1962:2        -13.329          0.006        -0.083492         -0.099
  1962:3         2.0981          0.006         0.013157          0.016
  1962:4        -8.0123          0.007        -0.056953         -0.063
  1963:1         9.6415          0.007          0.06812          0.076
  1963:2        -5.0585          0.007        -0.035805         -0.040
  1963:3        -10.143          0.014         -0.13973         -0.112
  1963:4         2.7192          0.006         0.016533          0.020
  1964:1        -12.585          0.019         -0.23723         -0.163
  1964:2        -10.268          0.009        -0.088872         -0.090
  1964:3        -3.1627          0.008        -0.025489         -0.027
  1964:4         9.2701          0.007         0.067079          0.074
  1965:1         6.4275          0.022          0.14784          0.092
  1965:2        -12.496          0.008         -0.10223         -0.106
  1965:3        -10.836          0.015         -0.16227         -0.125
  1965:4        -28.524          0.023         -0.67634         -0.422
  1966:1        0.41525          0.022        0.0095312          0.006
  1966:2        -3.9265          0.008        -0.032508         -0.033
  1966:3        -4.4059          0.006        -0.026898         -0.032
  1966:4        -2.5184          0.006        -0.014469         -0.018
  1967:1        -14.274          0.011         -0.16548         -0.145
  1967:2        -7.2071          0.009        -0.064055         -0.064
  1967:3         7.0015          0.006         0.041966          0.051
  1967:4         5.2597          0.005         0.027186          0.035
  1968:1        -17.488          0.016         -0.29267         -0.214
  1968:2         -3.098          0.010        -0.032174         -0.030
  1968:3        -15.821          0.007         -0.10969         -0.124
  1968:4         6.4495          0.006         0.039111          0.047
  1969:1         8.4822          0.009         0.076508          0.076
  1969:2        0.83748          0.009         0.007586          0.007
  1969:3         8.2205          0.005         0.042642          0.055
  1969:4        -3.4261          0.015         -0.05238         -0.040
  1970:1        0.28305          0.011        0.0030162          0.003
  1970:2         7.8525          0.008         0.060957          0.065
  1970:3         2.2956          0.006         0.013765          0.017
  1970:4         4.9034          0.027          0.13486          0.077
  1971:1         10.614          0.031          0.34456          0.182
  1971:2         12.805          0.005         0.068279          0.088
  1971:3        0.68069          0.007        0.0045619          0.005
  1971:4        -7.0127          0.007        -0.047212         -0.054
  1972:1         6.3863          0.012         0.074474          0.065
  1972:2        -7.3721          0.021         -0.16064         -0.103
  1972:3       -0.95255          0.005       -0.0050441         -0.006
  1972:4        -16.627          0.010         -0.17016         -0.159
  1973:1        -9.8533          0.026         -0.25905         -0.151
  1973:2         5.6197          0.021          0.12265          0.078
  1973:3         4.5097          0.017         0.080032          0.057
  1973:4          5.179          0.029          0.15387          0.084
  1974:1        -3.1457          0.033         -0.10821         -0.055
  1974:2           1.08          0.021         0.022905          0.015
  1974:3         2.4398          0.032         0.080559          0.042
  1974:4          16.85          0.045          0.79075          0.350
  1975:1        -48.281          0.043          -2.1902         -1.037
  1975:2        -17.841          0.006         -0.10532         -0.129
  1975:3         11.599          0.018           0.2142          0.149
  1975:4        -2.5892          0.009        -0.023227         -0.023
  1976:1         8.8047          0.024           0.2192          0.131
  1976:2         14.779          0.006         0.094697          0.111
  1976:3         1.0038          0.010        0.0097456          0.009
  1976:4         -1.156          0.010         -0.01127         -0.011
  1977:1         7.9332          0.010         0.077599          0.074
  1977:2         2.2751          0.037         0.086679          0.042
  1977:3       -0.45568          0.013       -0.0061948         -0.005
  1977:4        -1.2479          0.009        -0.011785         -0.011
  1978:1         10.833          0.010          0.10458          0.100
  1978:2         -32.23          0.072          -2.5075         -0.892
  1978:3         2.6192          0.020         0.053266          0.035
  1978:4        -5.7424          0.015        -0.088262         -0.067
  1979:1         6.9597          0.008         0.052818          0.057
  1979:2         5.2803          0.019          0.10193          0.069
  1979:3        -13.413          0.026         -0.35491         -0.207
  1979:4        -3.6896          0.012        -0.043521         -0.038
  1980:1       -0.70094          0.018        -0.012507         -0.009
  1980:2         7.3702          0.060          0.46678          0.178
  1980:3        -19.233          0.013         -0.25082         -0.208
  1980:4          16.33          0.013            0.217          0.178
  1981:1         13.303          0.017          0.23446          0.167
  1981:2         7.2551          0.033          0.24794          0.127
  1981:3         15.318          0.014          0.21378          0.171
  1981:4           19.5          0.051           1.0428          0.435
  1982:1        -1.2325          0.068        -0.090284         -0.032
  1982:2         6.0687          0.064           0.4129          0.153
  1982:3         12.515          0.014          0.17407          0.139
  1982:4        -25.737          0.022         -0.56739         -0.365
  1983:1          7.234          0.045          0.33773          0.149
  1983:2         10.245          0.025          0.26194          0.155
  1983:3         4.2063          0.021         0.090006          0.058
  1983:4         16.804          0.024          0.41352          0.250
  1984:1         17.996          0.017          0.31173          0.224
  1984:2        -4.2825          0.018        -0.079641         -0.055
  1984:3         5.9567          0.026          0.16111          0.093
  1984:4        -7.4108          0.023           -0.172         -0.107
  1985:1        -16.758          0.019         -0.33137         -0.223
  1985:2         3.6384          0.008         0.028555          0.030
  1985:3        -19.283          0.016         -0.30668         -0.230
  1985:4         14.153          0.011          0.15085          0.138
  1986:1        -6.8394          0.005        -0.037411         -0.047
  1986:2        0.21312          0.071         0.016406          0.006
  1986:3        -18.126          0.007         -0.13387         -0.147
  1986:4         3.3595          0.007         0.023536          0.026
  1987:1         12.522          0.005         0.066831          0.086
  1987:2        -7.8712          0.006        -0.044228         -0.055
  1987:3        -4.1257          0.005        -0.021252         -0.028
  1987:4         11.053          0.011          0.11837          0.107
  1988:1        -21.337          0.006         -0.12956         -0.157
  1988:2        -2.2261          0.007        -0.014779         -0.017
  1988:3         4.3039          0.006         0.024997          0.031
  1988:4        -6.9168          0.008        -0.054036         -0.057
  1989:1         10.457          0.009         0.094882          0.093
  1989:2        -6.7649          0.006        -0.039373         -0.048
  1989:3        -6.8402          0.009        -0.059272         -0.060
  1989:4         4.5364          0.016           0.0739          0.054
  1990:1        -4.1645          0.005        -0.023026         -0.029
  1990:2         4.7673          0.009         0.043593          0.043
  1990:3         1.6749          0.010         0.017602          0.016
  1990:4        -2.1491          0.027        -0.060722         -0.034
  1991:1         3.0644          0.017         0.052763          0.038
  1991:2        -1.4489          0.013         -0.01868         -0.015
  1991:3         13.369          0.006         0.086494          0.101
  1991:4         19.045          0.007          0.12493          0.145
  1992:1        -18.029          0.006         -0.10394         -0.129
  1992:2         16.942          0.006          0.09862          0.122
  1992:3        -4.1448          0.006         -0.02545         -0.030
  1992:4         3.3586          0.008          0.02638          0.028
  1993:1         15.572          0.008          0.13114          0.134
  1993:2         1.5315          0.006        0.0094249          0.011
  1993:3        0.67663          0.005        0.0036734          0.005
  1993:4         7.0721          0.008         0.059242          0.061
  1994:1          10.12          0.005         0.053258          0.069
  1994:2         8.9972          0.007         0.065707          0.072
  1994:3        -8.4192          0.005        -0.043756         -0.057
  1994:4         9.6114          0.006         0.057062          0.069
  1995:1         10.836          0.008         0.086906          0.091
  1995:2        -3.7803          0.008        -0.029172         -0.031
  1995:3        -6.9312          0.008        -0.055583         -0.058
  1995:4         10.256          0.007           0.0707          0.080
  1996:1         4.0309          0.005         0.021694          0.028
  1996:2         0.4955          0.011        0.0053216          0.005
  1996:3         15.719          0.006           0.1017          0.119
  1996:4        -9.3751          0.006        -0.054944         -0.067
  1997:1         6.5172          0.005         0.034166          0.044
  1997:2         10.854          0.012          0.13379          0.113
  1997:3        -2.9846          0.010        -0.030983         -0.028
  1997:4         3.8535          0.006         0.021563          0.027
  1998:1         14.065          0.010          0.13561          0.130
  1998:2        -8.2154          0.012         -0.10053         -0.085
  1998:3       -0.60661          0.008       -0.0046736         -0.005
  1998:4        -6.1779          0.012        -0.074119         -0.063
  1999:1         7.8563          0.006         0.045995          0.056
  1999:2        -4.6266          0.005        -0.023074         -0.031
  1999:3        -1.1028          0.008       -0.0083415         -0.009
  1999:4        -6.8508          0.011        -0.079265         -0.069
  2000:1        0.73293          0.007        0.0054868          0.006
  2000:2         3.6035          0.014         0.049842          0.040
  2000:3          2.708          0.008         0.022145          0.023
  2000:4         1.3636          0.008         0.010847          0.011
  2001:1        -5.3679          0.013        -0.070967         -0.058
  2001:2        -1.6618          0.006        -0.010209         -0.012
  2001:3         6.5455          0.012          0.07979          0.068
  2001:4         -19.04          0.007          -0.1294         -0.148
  2002:1         8.6579          0.005         0.043551          0.057
  2002:2         3.8596          0.012         0.048695          0.041
  2002:3         1.6741          0.006         0.010859          0.013
  2002:4         8.1865          0.012          0.10312          0.086
  2003:1         1.2353          0.013         0.016361          0.013
  2003:2        -2.2006          0.007         -0.01465         -0.017
  2003:3        -5.4225          0.012        -0.064693         -0.056
  2003:4         7.3162          0.012         0.085825          0.074
  2004:1        -2.0091          0.013        -0.027416         -0.022
  2004:2         13.225          0.010          0.13921          0.128
  2004:3        0.34955          0.015        0.0053195          0.004
  2004:4         1.3304          0.013         0.017246          0.014
  2005:1        0.58582          0.006        0.0037749          0.004
  2005:2        -6.0779          0.011        -0.068898         -0.061
  2005:3         1.3355          0.005        0.0066849          0.009
  2005:4         11.099          0.040          0.45714          0.215
  2006:1        -5.3245          0.010        -0.054333         -0.050
  2006:2         3.7492          0.006         0.023831          0.028
  2006:3         3.9062          0.009         0.034228          0.034
  2006:4         -10.87          0.024         -0.26209         -0.160
  2007:1       -0.97833          0.006       -0.0063771         -0.007
  2007:2         1.3714          0.006        0.0078089          0.010
  2007:3        -3.9713          0.005        -0.021069         -0.027
  2007:4        -7.4003          0.006        -0.043073         -0.053
  2008:1         2.8908          0.026         0.077049          0.045
  2008:2        -8.5902          0.011        -0.093244         -0.084
  2008:3         10.043          0.064           0.6827          0.253
  2008:4         8.6286          0.042          0.37961          0.173
  2009:1        -26.221          0.086          -2.4808         -0.800
  2009:2         -14.74          0.014         -0.20334         -0.163
  2009:3         3.5952          0.020         0.071804          0.048

('*' indicates a leverage point)

Cross-validation criterion = 23908.4