| Multiple Linear Regression - Estimated Regression Equation |
| IndProd[t] = + 84.4853364381417 + 0.135748650387401ProdMetal[t] -1.04833736119274M1[t] -0.149332550138457M2[t] + 9.20693921848341M3[t] + 3.50350868507176M4[t] + 2.17827118122570M5[t] + 9.67526754496379M6[t] -11.2749187994741M7[t] -2.78398075578305M8[t] + 10.3777991105144M9[t] + 11.1270264048558M10[t] + 5.325595284048M11[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) | 84.4853364381417 | 8.357482 | 10.1089 | 0 | 0 |
| ProdMetal | 0.135748650387401 | 0.091283 | 1.4871 | 0.143663 | 0.071831 |
| M1 | -1.04833736119274 | 2.24351 | -0.4673 | 0.642462 | 0.321231 |
| M2 | -0.149332550138457 | 2.240602 | -0.0666 | 0.947144 | 0.473572 |
| M3 | 9.20693921848341 | 2.540879 | 3.6235 | 0.000712 | 0.000356 |
| M4 | 3.50350868507176 | 2.371319 | 1.4775 | 0.146225 | 0.073112 |
| M5 | 2.17827118122570 | 2.222878 | 0.9799 | 0.332137 | 0.166068 |
| M6 | 9.67526754496379 | 2.484877 | 3.8937 | 0.000311 | 0.000155 |
| M7 | -11.2749187994741 | 2.262879 | -4.9826 | 9e-06 | 4e-06 |
| M8 | -2.78398075578305 | 2.183806 | -1.2748 | 0.208636 | 0.104318 |
| M9 | 10.3777991105144 | 2.537151 | 4.0903 | 0.000167 | 8.4e-05 |
| M10 | 11.1270264048558 | 2.619615 | 4.2476 | 0.000101 | 5.1e-05 |
| M11 | 5.325595284048 | 2.291337 | 2.3242 | 0.024486 | 0.012243 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.921265756082445 |
| R-squared | 0.848730593330158 |
| Adjusted R-squared | 0.810108617159135 |
| F-TEST (value) | 21.975327973169 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 2.66453525910038e-15 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.45195491173586 |
| Sum Squared Residuals | 560.051657494894 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 98.8 | 96.9982892506505 | 1.80171074934948 |
| 2 | 100.5 | 97.720820816201 | 2.77917918379904 |
| 3 | 110.4 | 108.244530978154 | 2.15546902184554 |
| 4 | 96.4 | 100.979990965288 | -4.57999096528768 |
| 5 | 101.9 | 99.3832561606668 | 2.51674383933317 |
| 6 | 106.2 | 108.644984979441 | -2.44498497944114 |
| 7 | 81 | 84.9798256272552 | -3.97982562725518 |
| 8 | 94.7 | 94.638202064278 | 0.061797935722086 |
| 9 | 101 | 108.342976532125 | -7.34297653212498 |
| 10 | 109.4 | 109.431575452435 | -0.0315754524348984 |
| 11 | 102.3 | 102.842802159380 | -0.54280215938016 |
| 12 | 90.7 | 96.9334876786663 | -6.23348767866633 |
| 13 | 96.2 | 96.3738454588682 | -0.173845458868235 |
| 14 | 96.1 | 97.4493235154261 | -1.34932351542614 |
| 15 | 106 | 108.244530978154 | -2.24453097815446 |
| 16 | 103.1 | 102.649699365053 | 0.45030063494727 |
| 17 | 102 | 100.021274817488 | 1.97872518251238 |
| 18 | 104.7 | 108.156289838046 | -3.45628983804649 |
| 19 | 86 | 84.2196331850857 | 1.78036681491426 |
| 20 | 92.1 | 94.8146753097815 | -2.71467530978155 |
| 21 | 106.9 | 108.940270593830 | -2.04027059382954 |
| 22 | 112.6 | 110.083168974294 | 2.51683102570557 |
| 23 | 101.7 | 103.06 | -1.36000000000000 |
| 24 | 92 | 96.376918212078 | -4.37691821207798 |
| 25 | 97.4 | 96.9304149254566 | 0.469585074543429 |
| 26 | 97 | 97.7072459511622 | -0.707245951162202 |
| 27 | 105.4 | 107.973033677380 | -2.57303367737965 |
| 28 | 102.7 | 102.188153953736 | 0.511846046264444 |
| 29 | 98.1 | 99.899101032139 | -1.79910103213897 |
| 30 | 104.5 | 108.943632010293 | -4.44363201029342 |
| 31 | 87.4 | 84.993400492294 | 2.40659950770608 |
| 32 | 89.9 | 93.7694107017985 | -3.86941070179855 |
| 33 | 109.8 | 109.836211686386 | -0.036211686386394 |
| 34 | 111.7 | 111.196307907471 | 0.503692092528893 |
| 35 | 98.6 | 102.652754048838 | -4.0527540488378 |
| 36 | 96.9 | 96.9742122737826 | -0.0742122737825428 |
| 37 | 95.1 | 96.1702224832871 | -1.07022248328714 |
| 38 | 97 | 97.0692272943414 | -0.069227294341417 |
| 39 | 112.7 | 108.298830438309 | 4.40116956169059 |
| 40 | 102.9 | 101.699458812341 | 1.20054118765909 |
| 41 | 97.4 | 99.6140288663254 | -2.21402886632541 |
| 42 | 111.4 | 107.260348745490 | 4.13965125451037 |
| 43 | 87.4 | 85.3191972532237 | 2.08080274677632 |
| 44 | 96.8 | 93.5250631311012 | 3.27493686889877 |
| 45 | 114.1 | 109.863361416464 | 4.23663858353612 |
| 46 | 110.3 | 110.653313305922 | -0.353313305921513 |
| 47 | 103.9 | 103.955941092557 | -0.0559410925568403 |
| 48 | 101.6 | 96.5533914575816 | 5.04660854241839 |
| 49 | 94.6 | 95.6272278817375 | -1.02722788173753 |
| 50 | 95.9 | 96.5533824228693 | -0.653382422869288 |
| 51 | 104.7 | 106.439073928002 | -1.73907392800202 |
| 52 | 102.8 | 100.382696903583 | 2.41730309641687 |
| 53 | 98.1 | 98.5823391233812 | -0.482339123381171 |
| 54 | 113.9 | 107.694744426729 | 6.20525557327068 |
| 55 | 80.9 | 83.1879434421415 | -2.28794344214148 |
| 56 | 95.7 | 92.4526487930408 | 3.24735120695924 |
| 57 | 113.2 | 108.017179771195 | 5.18282022880479 |
| 58 | 105.9 | 108.535634359878 | -2.63563435987805 |
| 59 | 108.8 | 102.788502699225 | 6.0114973007748 |
| 60 | 102.3 | 96.6619903778915 | 5.63800962210847 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.271117229841029 | 0.542234459682058 | 0.728882770158971 |
| 17 | 0.188117640137312 | 0.376235280274624 | 0.811882359862688 |
| 18 | 0.106486262239244 | 0.212972524478487 | 0.893513737760756 |
| 19 | 0.312380405695799 | 0.624760811391599 | 0.6876195943042 |
| 20 | 0.256789506441944 | 0.513579012883889 | 0.743210493558056 |
| 21 | 0.272516660049601 | 0.545033320099202 | 0.7274833399504 |
| 22 | 0.200231287119842 | 0.400462574239685 | 0.799768712880158 |
| 23 | 0.136707912068986 | 0.273415824137972 | 0.863292087931014 |
| 24 | 0.171297754798385 | 0.342595509596769 | 0.828702245201616 |
| 25 | 0.115868517149005 | 0.231737034298010 | 0.884131482850995 |
| 26 | 0.0781760045614825 | 0.156352009122965 | 0.921823995438517 |
| 27 | 0.0627387304761923 | 0.125477460952385 | 0.937261269523808 |
| 28 | 0.0423205024137596 | 0.0846410048275191 | 0.95767949758624 |
| 29 | 0.0474768954470265 | 0.094953790894053 | 0.952523104552974 |
| 30 | 0.117903615917635 | 0.235807231835270 | 0.882096384082365 |
| 31 | 0.101573456770861 | 0.203146913541722 | 0.898426543229139 |
| 32 | 0.169076558809241 | 0.338153117618481 | 0.83092344119076 |
| 33 | 0.219147479358587 | 0.438294958717174 | 0.780852520641413 |
| 34 | 0.194585820472787 | 0.389171640945574 | 0.805414179527213 |
| 35 | 0.359831634179349 | 0.719663268358698 | 0.640168365820651 |
| 36 | 0.614796607555171 | 0.770406784889658 | 0.385203392444829 |
| 37 | 0.510636928361818 | 0.978726143276364 | 0.489363071638182 |
| 38 | 0.403106324593866 | 0.806212649187732 | 0.596893675406134 |
| 39 | 0.614934655557761 | 0.770130688884479 | 0.385065344442239 |
| 40 | 0.540794028074474 | 0.918411943851052 | 0.459205971925526 |
| 41 | 0.475958562185786 | 0.951917124371571 | 0.524041437814214 |
| 42 | 0.565741811780439 | 0.868516376439123 | 0.434258188219561 |
| 43 | 0.597459674886877 | 0.805080650226247 | 0.402540325113123 |
| 44 | 0.472610741455947 | 0.945221482911894 | 0.527389258544053 |
| 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 | 2 | 0.0689655172413793 | OK |
