Multiple Linear Regression - Estimated Regression Equation |
HPC[t] = + 18935.8222222222 + 31487.6691358025M1[t] + 27454.1419753086M2[t] + 34760.1148148148M3[t] + 27482.587654321M4[t] + 20811.5604938272M5[t] + 22451.5333333334M6[t] + 12611.3395061728M7[t] + 8403.14567901236M8[t] + 11943.6185185185M9[t] + 17990.7580246914M10[t] + 10203.7308641976M11[t] + 96.8604938271604t + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 18935.8222222222 | 1714.889383 | 11.042 | 0 | 0 |
M1 | 31487.6691358025 | 2102.756003 | 14.9745 | 0 | 0 |
M2 | 27454.1419753086 | 2101.872884 | 13.0618 | 0 | 0 |
M3 | 34760.1148148148 | 2101.185757 | 16.5431 | 0 | 0 |
M4 | 27482.587654321 | 2100.694814 | 13.0826 | 0 | 0 |
M5 | 20811.5604938272 | 2100.400193 | 9.9084 | 0 | 0 |
M6 | 22451.5333333334 | 2100.301977 | 10.6897 | 0 | 0 |
M7 | 12611.3395061728 | 2100.400193 | 6.0043 | 0 | 0 |
M8 | 8403.14567901236 | 2100.694814 | 4.0002 | 0.000182 | 9.1e-05 |
M9 | 11943.6185185185 | 2101.185757 | 5.6842 | 0 | 0 |
M10 | 17990.7580246914 | 2101.872884 | 8.5594 | 0 | 0 |
M11 | 10203.7308641976 | 2102.756003 | 4.8526 | 1e-05 | 5e-06 |
t | 96.8604938271604 | 20.31198 | 4.7686 | 1.3e-05 | 6e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.952646944818744 |
R-squared | 0.907536201472488 |
Adjusted R-squared | 0.88840576039783 |
F-TEST (value) | 47.4393767467658 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 58 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3468.53455910986 |
Sum Squared Residuals | 697782455.288888 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 56421 | 50520.3518518518 | 5900.6481481482 |
2 | 53152 | 46583.6851851853 | 6568.3148148147 |
3 | 53536 | 53986.5185185185 | -450.518518518497 |
4 | 52408 | 46805.8518518518 | 5602.14814814817 |
5 | 41454 | 40231.6851851852 | 1222.31481481484 |
6 | 38271 | 41968.5185185185 | -3697.51851851849 |
7 | 35306 | 32225.1851851852 | 3080.81481481477 |
8 | 26414 | 28113.8518518518 | -1699.85185185184 |
9 | 31917 | 31751.1851851852 | 165.814814814821 |
10 | 38030 | 37895.1851851852 | 134.814814814837 |
11 | 27534 | 30205.0185185185 | -2671.01851851852 |
12 | 18387 | 20098.1481481481 | -1711.14814814815 |
13 | 50556 | 51682.6777777778 | -1126.67777777779 |
14 | 43901 | 47746.0111111111 | -3845.01111111109 |
15 | 48572 | 55148.8444444444 | -6576.84444444445 |
16 | 43899 | 47968.1777777778 | -4069.17777777778 |
17 | 37532 | 41394.0111111111 | -3862.01111111112 |
18 | 40357 | 43130.8444444445 | -2773.84444444445 |
19 | 35489 | 33387.5111111111 | 2101.48888888889 |
20 | 29027 | 29276.1777777778 | -249.177777777783 |
21 | 34485 | 32913.5111111111 | 1571.48888888889 |
22 | 42598 | 39057.5111111111 | 3540.48888888888 |
23 | 30306 | 31367.3444444444 | -1061.34444444445 |
24 | 26451 | 21260.4740740741 | 5190.52592592594 |
25 | 47460 | 52845.0037037037 | -5385.00370370372 |
26 | 50104 | 48908.337037037 | 1195.66296296298 |
27 | 61465 | 56311.1703703704 | 5153.82962962962 |
28 | 53726 | 49130.5037037037 | 4595.49629629629 |
29 | 39477 | 42556.337037037 | -3079.33703703704 |
30 | 43895 | 44293.1703703704 | -398.170370370378 |
31 | 31481 | 34549.8370370370 | -3068.83703703703 |
32 | 29896 | 30438.5037037037 | -542.503703703708 |
33 | 33842 | 34075.8370370370 | -233.837037037040 |
34 | 39120 | 40219.837037037 | -1099.83703703704 |
35 | 33702 | 32529.6703703704 | 1172.32962962963 |
36 | 25094 | 22422.8 | 2671.20000000001 |
37 | 51442 | 54007.3296296296 | -2565.32962962964 |
38 | 45594 | 50070.662962963 | -4476.66296296294 |
39 | 52518 | 57473.4962962963 | -4955.4962962963 |
40 | 48564 | 50292.8296296296 | -1728.82962962963 |
41 | 41745 | 43718.662962963 | -1973.66296296297 |
42 | 49585 | 45455.4962962963 | 4129.5037037037 |
43 | 32747 | 35712.1629629630 | -2965.16296296296 |
44 | 33379 | 31600.8296296296 | 1778.17037037037 |
45 | 35645 | 35238.1629629630 | 406.837037037037 |
46 | 37034 | 41382.162962963 | -4348.16296296297 |
47 | 35681 | 33691.9962962963 | 1989.00370370371 |
48 | 20972 | 23585.1259259259 | -2613.12592592592 |
49 | 58552 | 55169.6555555556 | 3382.34444444443 |
50 | 54955 | 51232.9888888889 | 3722.01111111113 |
51 | 65540 | 58635.8222222222 | 6904.17777777777 |
52 | 51570 | 51455.1555555556 | 114.844444444442 |
53 | 51145 | 44880.9888888889 | 6264.01111111111 |
54 | 46641 | 46617.8222222222 | 23.1777777777726 |
55 | 35704 | 36874.4888888889 | -1170.48888888888 |
56 | 33253 | 32763.1555555556 | 489.844444444443 |
57 | 35193 | 36400.4888888889 | -1207.48888888889 |
58 | 41668 | 42544.4888888889 | -876.488888888891 |
59 | 34865 | 34854.3222222222 | 10.6777777777801 |
60 | 21210 | 24747.4518518518 | -3537.45185185184 |
61 | 56126 | 56331.9814814815 | -205.981481481489 |
62 | 49231 | 52395.3148148148 | -3164.31481481479 |
63 | 59723 | 59798.1481481482 | -75.148148148152 |
64 | 48103 | 52617.4814814815 | -4514.48148148148 |
65 | 47472 | 46043.3148148148 | 1428.68518518518 |
66 | 50497 | 47780.1481481482 | 2716.85185185185 |
67 | 40059 | 38036.8148148148 | 2022.18518518519 |
68 | 34149 | 33925.4814814815 | 223.518518518516 |
69 | 36860 | 37562.8148148148 | -702.814814814815 |
70 | 46356 | 43706.8148148148 | 2649.18518518518 |
71 | 36577 | 36016.6481481481 | 560.351851851855 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.103677820602556 | 0.207355641205112 | 0.896322179397444 |
17 | 0.0921982834404402 | 0.184396566880880 | 0.90780171655956 |
18 | 0.442058442310998 | 0.884116884621996 | 0.557941557689002 |
19 | 0.460925178565330 | 0.921850357130659 | 0.53907482143467 |
20 | 0.549351395214822 | 0.901297209570356 | 0.450648604785178 |
21 | 0.574099166629647 | 0.851801666740705 | 0.425900833370353 |
22 | 0.669316228868049 | 0.661367542263903 | 0.330683771131951 |
23 | 0.641020586714981 | 0.717958826570038 | 0.358979413285019 |
24 | 0.818290023481946 | 0.363419953036109 | 0.181709976518054 |
25 | 0.829960869135443 | 0.340078261729114 | 0.170039130864557 |
26 | 0.802877378106639 | 0.394245243786722 | 0.197122621893361 |
27 | 0.942789617780222 | 0.114420764439557 | 0.0572103822197784 |
28 | 0.967782971437918 | 0.0644340571241633 | 0.0322170285620817 |
29 | 0.959083583265748 | 0.0818328334685047 | 0.0409164167342523 |
30 | 0.947085401109073 | 0.105829197781855 | 0.0529145988909275 |
31 | 0.938102884553635 | 0.123794230892729 | 0.0618971154463646 |
32 | 0.909532759328414 | 0.180934481343172 | 0.0904672406715862 |
33 | 0.870271314434697 | 0.259457371130606 | 0.129728685565303 |
34 | 0.824256333041598 | 0.351487333916803 | 0.175743666958402 |
35 | 0.788790830320734 | 0.422418339358532 | 0.211209169679266 |
36 | 0.813829124987639 | 0.372341750024723 | 0.186170875012361 |
37 | 0.777184505631736 | 0.445630988736527 | 0.222815494368264 |
38 | 0.780832969807531 | 0.438334060384938 | 0.219167030192469 |
39 | 0.88047384776566 | 0.239052304468679 | 0.119526152234340 |
40 | 0.834494324355582 | 0.331011351288836 | 0.165505675644418 |
41 | 0.880311775391213 | 0.239376449217575 | 0.119688224608787 |
42 | 0.896824267090981 | 0.206351465818038 | 0.103175732909019 |
43 | 0.894955474522744 | 0.210089050954513 | 0.105044525477256 |
44 | 0.858037734996396 | 0.283924530007208 | 0.141962265003604 |
45 | 0.797761542562943 | 0.404476914874114 | 0.202238457437057 |
46 | 0.893220311460625 | 0.213559377078751 | 0.106779688539376 |
47 | 0.849912023868411 | 0.300175952263177 | 0.150087976131589 |
48 | 0.789851620903545 | 0.420296758192909 | 0.210148379096455 |
49 | 0.749100875289016 | 0.501798249421967 | 0.250899124710984 |
50 | 0.803940346937344 | 0.392119306125312 | 0.196059653062656 |
51 | 0.917467531910788 | 0.165064936178424 | 0.0825324680892118 |
52 | 0.939126404807528 | 0.121747190384944 | 0.060873595192472 |
53 | 0.994105033809123 | 0.0117899323817539 | 0.00589496619087696 |
54 | 0.981905921617886 | 0.0361881567642288 | 0.0180940783821144 |
55 | 0.962122003444933 | 0.0757559931101333 | 0.0378779965550666 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 2 | 0.05 | NOK |
10% type I error level | 5 | 0.125 | NOK |