| Multiple Linear Regression - Estimated Regression Equation |
| elektrictietsindex[t] = + 101.353243204545 + 14.6742235386364dumivariable[t] -0.0137343840908889M1[t] -2.22380407227273M2[t] -3.83379648M3[t] -1.70781196000000M4[t] + 1.06505220772727M5[t] + 1.29236566772727M6[t] + 1.07082164772728M7[t] + 1.10784808772727M8[t] + 2.39602778772727M9[t] + 2.57769504772728M10[t] -0.165457779999996M11[t] + 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) | 101.353243204545 | 3.433573 | 29.5183 | 0 | 0 |
| dumivariable | 14.6742235386364 | 2.168692 | 6.7664 | 0 | 0 |
| M1 | -0.0137343840908889 | 4.500581 | -0.0031 | 0.997578 | 0.498789 |
| M2 | -2.22380407227273 | 4.718256 | -0.4713 | 0.639548 | 0.319774 |
| M3 | -3.83379648 | 4.698277 | -0.816 | 0.418531 | 0.209265 |
| M4 | -1.70781196000000 | 4.698277 | -0.3635 | 0.717829 | 0.358915 |
| M5 | 1.06505220772727 | 4.718256 | 0.2257 | 0.82237 | 0.411185 |
| M6 | 1.29236566772727 | 4.718256 | 0.2739 | 0.785331 | 0.392665 |
| M7 | 1.07082164772728 | 4.718256 | 0.227 | 0.821424 | 0.410712 |
| M8 | 1.10784808772727 | 4.718256 | 0.2348 | 0.815362 | 0.407681 |
| M9 | 2.39602778772727 | 4.718256 | 0.5078 | 0.613905 | 0.306952 |
| M10 | 2.57769504772728 | 4.718256 | 0.5463 | 0.587374 | 0.293687 |
| M11 | -0.165457779999996 | 4.698277 | -0.0352 | 0.972053 | 0.486027 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.707474490780227 |
| R-squared | 0.500520155104742 |
| Adjusted R-squared | 0.375650193880927 |
| F-TEST (value) | 4.00833114865487 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 48 |
| p-value | 0.000267584983496993 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 7.42862879287303 |
| Sum Squared Residuals | 2648.85723563050 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 97.57 | 101.339508820454 | -3.76950882045444 |
| 2 | 97.74 | 99.1294391322728 | -1.38943913227276 |
| 3 | 97.92 | 97.5194467245454 | 0.400553275454549 |
| 4 | 98.19 | 99.6454312445454 | -1.45543124454546 |
| 5 | 98.23 | 102.418295412273 | -4.18829541227272 |
| 6 | 98.41 | 102.645608872273 | -4.23560887227273 |
| 7 | 98.59 | 102.424064852273 | -3.83406485227272 |
| 8 | 98.71 | 102.461091292273 | -3.75109129227273 |
| 9 | 99.14 | 103.749270992273 | -4.60927099227272 |
| 10 | 99.62 | 103.930938252273 | -4.31093825227272 |
| 11 | 100.18 | 115.862008963182 | -15.6820089631818 |
| 12 | 100.66 | 116.027466743182 | -15.3674667431818 |
| 13 | 101.19 | 116.013732359091 | -14.8237323590909 |
| 14 | 101.75 | 113.803662670909 | -12.0536626709091 |
| 15 | 102.2 | 112.193670263182 | -9.99367026318181 |
| 16 | 102.87 | 114.319654783182 | -11.4496547831818 |
| 17 | 98.81 | 102.418295412273 | -3.60829541227273 |
| 18 | 97.6 | 102.645608872273 | -5.04560887227273 |
| 19 | 96.68 | 102.424064852273 | -5.74406485227272 |
| 20 | 95.96 | 102.461091292273 | -6.50109129227273 |
| 21 | 98.89 | 103.749270992273 | -4.85927099227272 |
| 22 | 99.05 | 103.930938252273 | -4.88093825227273 |
| 23 | 99.2 | 101.187785424545 | -1.98778542454545 |
| 24 | 99.11 | 101.353243204545 | -2.24324320454545 |
| 25 | 99.19 | 101.339508820455 | -2.14950882045457 |
| 26 | 99.77 | 99.1294391322727 | 0.640560867727276 |
| 27 | 100.6956867 | 97.5194467245455 | 3.17623997545454 |
| 28 | 100.7751938 | 99.6454312445454 | 1.12976255545454 |
| 29 | 100.5267342 | 102.418295412273 | -1.89156121227272 |
| 30 | 101.013715 | 102.645608872273 | -1.63189387227272 |
| 31 | 100.9242695 | 102.424064852273 | -1.49979535227274 |
| 32 | 101.1031604 | 102.461091292273 | -1.35793089227273 |
| 33 | 103.1107136 | 103.749270992273 | -0.638557392272729 |
| 34 | 102.991453 | 103.930938252273 | -0.939485252272721 |
| 35 | 102.3057046 | 101.187785424545 | 1.11791917545454 |
| 36 | 102.6137945 | 101.353243204545 | 1.26055129545454 |
| 37 | 103.6772014 | 101.339508820455 | 2.33769257954544 |
| 38 | 104.7207315 | 99.1294391322727 | 5.59129236772728 |
| 39 | 107.6624925 | 97.5194467245455 | 10.1430457754545 |
| 40 | 108.8749752 | 99.6454312445455 | 9.22954395545454 |
| 41 | 108.1196581 | 102.418295412273 | 5.70136268772727 |
| 42 | 107.6128006 | 102.645608872273 | 4.96719172772727 |
| 43 | 106.4201948 | 102.424064852273 | 3.99612994772727 |
| 44 | 105.6052475 | 102.461091292273 | 3.14415620772728 |
| 45 | 105.7145697 | 103.749270992273 | 1.96529870772727 |
| 46 | 105.4859869 | 103.930938252273 | 1.55504864772727 |
| 47 | 105.5654939 | 101.187785424545 | 4.37770847545455 |
| 48 | 105.177897 | 101.353243204545 | 3.82465379545455 |
| 49 | 106.0922282 | 101.339508820455 | 4.75271937954543 |
| 50 | 106.3406877 | 99.1294391322727 | 7.21124856772728 |
| 51 | 108.4675015 | 112.193670263182 | -3.72616876318182 |
| 52 | 116.8654343 | 114.319654783182 | 2.54577951681819 |
| 53 | 121.0793083 | 117.092518950909 | 3.98678934909090 |
| 54 | 123.2657523 | 117.319832410909 | 5.94591988909092 |
| 55 | 124.1800835 | 117.098288390909 | 7.0817951090909 |
| 56 | 125.6012721 | 117.135314830909 | 8.46595726909092 |
| 57 | 126.5652952 | 118.423494530909 | 8.14180066909091 |
| 58 | 127.1814749 | 118.605161790909 | 8.57631310909091 |
| 59 | 128.0361757 | 115.862008963182 | 12.1741667368182 |
| 60 | 128.5529716 | 116.027466743182 | 12.5255048568182 |
| 61 | 129.6660704 | 116.013732359091 | 13.6523380409091 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.000416771805278683 | 0.000833543610557367 | 0.999583228194721 |
| 17 | 5.55740633752767e-05 | 0.000111148126750553 | 0.999944425936625 |
| 18 | 1.36792321537974e-05 | 2.73584643075948e-05 | 0.999986320767846 |
| 19 | 3.95291394501148e-05 | 7.90582789002296e-05 | 0.99996047086055 |
| 20 | 0.000131159895007100 | 0.000262319790014200 | 0.999868840104993 |
| 21 | 2.9286647549791e-05 | 5.8573295099582e-05 | 0.99997071335245 |
| 22 | 7.05248664720533e-06 | 1.41049732944107e-05 | 0.999992947513353 |
| 23 | 1.47636935649005e-05 | 2.95273871298011e-05 | 0.999985236306435 |
| 24 | 8.6436008291465e-06 | 1.7287201658293e-05 | 0.99999135639917 |
| 25 | 5.24230628149549e-06 | 1.04846125629910e-05 | 0.999994757693718 |
| 26 | 2.97874849890889e-06 | 5.95749699781778e-06 | 0.9999970212515 |
| 27 | 2.08104443612206e-06 | 4.16208887224413e-06 | 0.999997918955564 |
| 28 | 9.24915554449449e-07 | 1.84983110889890e-06 | 0.999999075084446 |
| 29 | 6.8629426476618e-07 | 1.37258852953236e-06 | 0.999999313705735 |
| 30 | 1.36986573602832e-06 | 2.73973147205664e-06 | 0.999998630134264 |
| 31 | 2.91535187153434e-06 | 5.83070374306869e-06 | 0.999997084648129 |
| 32 | 7.89633299694378e-06 | 1.57926659938876e-05 | 0.999992103667003 |
| 33 | 1.77083396945187e-05 | 3.54166793890374e-05 | 0.999982291660306 |
| 34 | 2.51089268843423e-05 | 5.02178537686845e-05 | 0.999974891073116 |
| 35 | 4.35089817103412e-05 | 8.70179634206825e-05 | 0.99995649101829 |
| 36 | 6.78666978961213e-05 | 0.000135733395792243 | 0.999932133302104 |
| 37 | 0.000209814136259831 | 0.000419628272519662 | 0.99979018586374 |
| 38 | 0.000367262738898591 | 0.000734525477797182 | 0.999632737261101 |
| 39 | 0.08258984138004 | 0.16517968276008 | 0.91741015861996 |
| 40 | 0.598695395865356 | 0.802609208269287 | 0.401304604134644 |
| 41 | 0.904078460701588 | 0.191843078596825 | 0.0959215392984123 |
| 42 | 0.979696300683228 | 0.0406073986335448 | 0.0203036993167724 |
| 43 | 0.995058118788993 | 0.00988376242201403 | 0.00494188121100701 |
| 44 | 0.9953704152568 | 0.0092591694864005 | 0.00462958474320025 |
| 45 | 0.993785126923816 | 0.0124297461523685 | 0.00621487307618425 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 25 | 0.833333333333333 | NOK |
| 5% type I error level | 27 | 0.9 | NOK |
| 10% type I error level | 27 | 0.9 | NOK |
