Multiple Linear Regression - Estimated Regression Equation |
metaalind[t] = + 97.545 + 5.53874999999998law[t] -5.30886408730163M1[t] -2.22558531746031M2[t] + 12.8950148809524M3[t] -0.964563492063498M4[t] + 0.304429563492081M5[t] + 14.3591369047619M6[t] -18.4290128968254M7[t] -17.2028769841270M8[t] + 6.26683035714287M9[t] + 6.88344246031746M10[t] + 2.70005456349207M11[t] + 0.116721230158731t + 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) | 97.545 | 3.117271 | 31.2918 | 0 | 0 |
law | 5.53874999999998 | 2.969448 | 1.8652 | 0.066593 | 0.033297 |
M1 | -5.30886408730163 | 3.660279 | -1.4504 | 0.151683 | 0.075842 |
M2 | -2.22558531746031 | 3.658449 | -0.6083 | 0.545049 | 0.272525 |
M3 | 12.8950148809524 | 3.677018 | 3.5069 | 0.000821 | 0.00041 |
M4 | -0.964563492063498 | 3.671017 | -0.2628 | 0.793561 | 0.39678 |
M5 | 0.304429563492081 | 3.666127 | 0.083 | 0.934072 | 0.467036 |
M6 | 14.3591369047619 | 3.662351 | 3.9207 | 0.000213 | 0.000106 |
M7 | -18.4290128968254 | 3.659693 | -5.0357 | 4e-06 | 2e-06 |
M8 | -17.2028769841270 | 3.658156 | -4.7026 | 1.4e-05 | 7e-06 |
M9 | 6.26683035714287 | 3.799089 | 1.6496 | 0.103785 | 0.051892 |
M10 | 6.88344246031746 | 3.796386 | 1.8132 | 0.074355 | 0.037177 |
M11 | 2.70005456349207 | 3.794763 | 0.7115 | 0.479269 | 0.239634 |
t | 0.116721230158731 | 0.064078 | 1.8215 | 0.073057 | 0.036529 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.881461940737189 |
R-squared | 0.776975152968172 |
Adjusted R-squared | 0.733046016431599 |
F-TEST (value) | 17.6870117244694 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 66 |
p-value | 1.11022302462516e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.57178533306778 |
Sum Squared Residuals | 2850.43192261904 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 106.7 | 92.3528571428574 | 14.3471428571426 |
2 | 110.2 | 95.5528571428571 | 14.6471428571429 |
3 | 125.9 | 110.790178571429 | 15.1098214285714 |
4 | 100.1 | 97.0473214285714 | 3.05267857142857 |
5 | 106.4 | 98.4330357142857 | 7.9669642857143 |
6 | 114.8 | 112.604464285714 | 2.19553571428574 |
7 | 81.3 | 79.9330357142857 | 1.36696428571428 |
8 | 87 | 81.2758928571428 | 5.72410714285718 |
9 | 104.2 | 104.862321428571 | -0.662321428571399 |
10 | 108 | 105.595654761905 | 2.40434523809523 |
11 | 105 | 101.528988095238 | 3.47101190476192 |
12 | 94.5 | 98.9456547619047 | -4.44565476190473 |
13 | 92 | 93.7535119047619 | -1.75351190476185 |
14 | 95.9 | 96.9535119047619 | -1.0535119047619 |
15 | 108.8 | 112.190833333333 | -3.39083333333333 |
16 | 103.4 | 98.4479761904762 | 4.95202380952382 |
17 | 102.1 | 99.8336904761905 | 2.26630952380952 |
18 | 110.1 | 114.005119047619 | -3.90511904761906 |
19 | 83.2 | 81.3336904761905 | 1.86630952380953 |
20 | 82.7 | 82.6765476190476 | 0.0234523809523808 |
21 | 106.8 | 106.262976190476 | 0.537023809523803 |
22 | 113.7 | 106.996309523810 | 6.70369047619048 |
23 | 102.5 | 102.929642857143 | -0.429642857142853 |
24 | 96.6 | 100.346309523810 | -3.74630952380952 |
25 | 92.1 | 95.1541666666666 | -3.05416666666662 |
26 | 95.6 | 98.3541666666667 | -2.75416666666667 |
27 | 102.3 | 113.591488095238 | -11.2914880952381 |
28 | 98.6 | 99.848630952381 | -1.24863095238096 |
29 | 98.2 | 101.234345238095 | -3.03434523809524 |
30 | 104.5 | 115.405773809524 | -10.9057738095238 |
31 | 84 | 82.7343452380952 | 1.26565476190476 |
32 | 73.8 | 84.0772023809524 | -10.2772023809524 |
33 | 103.9 | 107.663630952381 | -3.76363095238096 |
34 | 106 | 108.396964285714 | -2.39696428571429 |
35 | 97.2 | 104.330297619048 | -7.13029761904762 |
36 | 102.6 | 101.746964285714 | 0.85303571428571 |
37 | 89 | 96.5548214285714 | -7.55482142857139 |
38 | 93.8 | 99.7548214285714 | -5.95482142857143 |
39 | 116.7 | 120.530892857143 | -3.83089285714285 |
40 | 106.8 | 106.788035714286 | 0.0119642857142910 |
41 | 98.5 | 108.17375 | -9.67375 |
42 | 118.7 | 122.345178571429 | -3.64517857142857 |
43 | 90 | 89.67375 | 0.326250000000014 |
44 | 91.9 | 91.0166071428571 | 0.883392857142863 |
45 | 113.3 | 114.603035714286 | -1.30303571428572 |
46 | 113.1 | 115.336369047619 | -2.23636904761905 |
47 | 104.1 | 111.269702380952 | -7.16970238095238 |
48 | 108.7 | 108.686369047619 | 0.0136309523809659 |
49 | 96.7 | 103.494226190476 | -6.79422619047614 |
50 | 101 | 106.694226190476 | -5.69422619047618 |
51 | 116.9 | 121.931547619048 | -5.03154761904762 |
52 | 105.8 | 108.188690476190 | -2.38869047619048 |
53 | 99 | 109.574404761905 | -10.5744047619048 |
54 | 129.4 | 123.745833333333 | 5.65416666666667 |
55 | 83 | 91.0744047619048 | -8.07440476190475 |
56 | 88.9 | 92.4172619047619 | -3.51726190476191 |
57 | 115.9 | 116.003690476190 | -0.103690476190482 |
58 | 104.2 | 116.737023809524 | -12.5370238095238 |
59 | 113.4 | 112.670357142857 | 0.72964285714286 |
60 | 112.2 | 110.087023809524 | 2.11297619047620 |
61 | 100.8 | 104.894880952381 | -4.09488095238091 |
62 | 107.3 | 108.094880952381 | -0.794880952380956 |
63 | 126.6 | 123.332202380952 | 3.2677976190476 |
64 | 102.9 | 109.589345238095 | -6.68934523809524 |
65 | 117.9 | 110.975059523810 | 6.92494047619047 |
66 | 128.8 | 125.146488095238 | 3.6535119047619 |
67 | 87.5 | 92.4750595238095 | -4.97505952380952 |
68 | 93.8 | 93.8179166666667 | -0.0179166666666888 |
69 | 122.7 | 117.404345238095 | 5.29565476190475 |
70 | 126.2 | 118.137678571429 | 8.06232142857142 |
71 | 124.6 | 114.071011904762 | 10.5289880952381 |
72 | 116.7 | 111.487678571429 | 5.21232142857142 |
73 | 115.2 | 106.295535714286 | 8.90446428571433 |
74 | 111.1 | 109.495535714286 | 1.60446428571427 |
75 | 129.9 | 124.732857142857 | 5.16714285714284 |
76 | 113.3 | 110.99 | 2.30999999999998 |
77 | 118.5 | 112.375714285714 | 6.1242857142857 |
78 | 133.5 | 126.547142857143 | 6.95285714285712 |
79 | 102.1 | 93.8757142857143 | 8.2242857142857 |
80 | 102.4 | 95.2185714285715 | 7.18142857142855 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.850685723842055 | 0.298628552315891 | 0.149314276157945 |
18 | 0.767733313755148 | 0.464533372489703 | 0.232266686244852 |
19 | 0.804127360046864 | 0.391745279906272 | 0.195872639953136 |
20 | 0.733258702608141 | 0.533482594783719 | 0.266741297391859 |
21 | 0.746389412964275 | 0.50722117407145 | 0.253610587035725 |
22 | 0.861392408702478 | 0.277215182595044 | 0.138607591297522 |
23 | 0.816512132834124 | 0.366975734331752 | 0.183487867165876 |
24 | 0.781463102309576 | 0.437073795380847 | 0.218536897690424 |
25 | 0.72391564421278 | 0.55216871157444 | 0.27608435578722 |
26 | 0.67071135461738 | 0.658577290765241 | 0.329288645382620 |
27 | 0.705962260206525 | 0.58807547958695 | 0.294037739793475 |
28 | 0.678886294360593 | 0.642227411278813 | 0.321113705639407 |
29 | 0.619697856617883 | 0.760604286764233 | 0.380302143382117 |
30 | 0.589592645534006 | 0.820814708931987 | 0.410407354465994 |
31 | 0.68153765648234 | 0.636924687035321 | 0.318462343517660 |
32 | 0.655472466215206 | 0.689055067569587 | 0.344527533784794 |
33 | 0.609061720553005 | 0.78187655889399 | 0.390938279446995 |
34 | 0.552539349161065 | 0.89492130167787 | 0.447460650838935 |
35 | 0.485454737385915 | 0.97090947477183 | 0.514545262614085 |
36 | 0.623647678753003 | 0.752704642493995 | 0.376352321246997 |
37 | 0.549783898620783 | 0.900432202758433 | 0.450216101379217 |
38 | 0.470272468383593 | 0.940544936767186 | 0.529727531616407 |
39 | 0.398162674181317 | 0.796325348362634 | 0.601837325818683 |
40 | 0.439800740897382 | 0.879601481794763 | 0.560199259102618 |
41 | 0.434819946133476 | 0.869639892266952 | 0.565180053866524 |
42 | 0.39727017005104 | 0.79454034010208 | 0.60272982994896 |
43 | 0.473176592458614 | 0.946353184917229 | 0.526823407541386 |
44 | 0.56116572292981 | 0.87766855414038 | 0.43883427707019 |
45 | 0.509657324950316 | 0.980685350099368 | 0.490342675049684 |
46 | 0.535638873948162 | 0.928722252103677 | 0.464361126051838 |
47 | 0.495711066972232 | 0.991422133944464 | 0.504288933027768 |
48 | 0.477036636845486 | 0.954073273690972 | 0.522963363154514 |
49 | 0.400221215446911 | 0.800442430893821 | 0.599778784553089 |
50 | 0.332751134624169 | 0.665502269248339 | 0.66724886537583 |
51 | 0.265881476758207 | 0.531762953516414 | 0.734118523241793 |
52 | 0.321492748694865 | 0.642985497389731 | 0.678507251305135 |
53 | 0.364212160350684 | 0.728424320701369 | 0.635787839649316 |
54 | 0.691563133843189 | 0.616873732313622 | 0.308436866156811 |
55 | 0.606795797619115 | 0.786408404761771 | 0.393204202380885 |
56 | 0.544911735537458 | 0.910176528925083 | 0.455088264462542 |
57 | 0.478328132965662 | 0.956656265931323 | 0.521671867034338 |
58 | 0.7969599533224 | 0.406080093355201 | 0.203040046677601 |
59 | 0.76618891224435 | 0.467622175511301 | 0.233811087755651 |
60 | 0.70739156679133 | 0.585216866417341 | 0.292608433208671 |
61 | 0.736245918033133 | 0.527508163933735 | 0.263754081966867 |
62 | 0.634151492888319 | 0.731697014223363 | 0.365848507111681 |
63 | 0.561504354490356 | 0.876991291019287 | 0.438495645509644 |
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 | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |