Ran a bunch of variables in R and the final result of StepAIC is as below:
Why are the first 5 variables kept in the stepwise result?? Are the last
4 variables finally chosen after Stepwise? Thanks
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.315e-01 2.687e-01 0.490 0.63611
Core_CPI__ 1.290e-02 7.496e-03 1.721 0.11927
GDP_change -3.482e-03 2.075e-03 -1.678 0.12767
Unemployment 1.209e-02 6.970e-03 1.735 0.11685
interest -5.580e-03 3.923e-03 -1.422 0.18863
housing 6.692e-04 5.812e-04 1.151 0.27928
S_P 7.636e-05 3.967e-05 1.925 0.08641 .
d1 2.087e-02 6.102e-03 3.421 0.00762 **
d2 -2.059e-02 7.331e-03 -2.808 0.02043 *
d3 -2.769e-02 6.268e-03 -4.418 0.00168 **
---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
Residual standard error: 0.008362 on 9 degrees of freedom
Multiple R-squared: 0.9534, Adjusted R-squared: 0.9069
F-statistic: 20.48 on 9 and 9 DF, p-value: 5.866e-05
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