| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 18182.6675136116 -1149.48457350272X[t] + 1763.19168179067M1[t] + 4089.63817301875M2[t] -3.31533575318088M3[t] -6467.66884452512M4[t] + 11870.7776467030M5[t] + 9068.42413793104M6[t] + 12305.2706291591M7[t] + 9645.6140350877M8[t] + 6230.26052631579M9[t] + 7330.10701754386M10[t] + 1259.35350877193M11[t] + 4.95350877192993t + 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) | 18182.6675136116 | 1091.674707 | 16.6558 | 0 | 0 |
| X | -1149.48457350272 | 933.248488 | -1.2317 | 0.22432 | 0.11216 |
| M1 | 1763.19168179067 | 1275.953226 | 1.3819 | 0.173688 | 0.086844 |
| M2 | 4089.63817301875 | 1273.889567 | 3.2104 | 0.002419 | 0.00121 |
| M3 | -3.31533575318088 | 1272.282185 | -0.0026 | 0.997932 | 0.498966 |
| M4 | -6467.66884452512 | 1271.13281 | -5.0881 | 7e-06 | 3e-06 |
| M5 | 11870.7776467030 | 1270.442686 | 9.3438 | 0 | 0 |
| M6 | 9068.42413793104 | 1270.212562 | 7.1393 | 0 | 0 |
| M7 | 12305.2706291591 | 1270.442686 | 9.6858 | 0 | 0 |
| M8 | 9645.6140350877 | 1268.465429 | 7.6042 | 0 | 0 |
| M9 | 6230.26052631579 | 1266.851164 | 4.9179 | 1.2e-05 | 6e-06 |
| M10 | 7330.10701754386 | 1265.696858 | 5.7914 | 1e-06 | 0 |
| M11 | 1259.35350877193 | 1265.003768 | 0.9955 | 0.324685 | 0.162343 |
| t | 4.95350877192993 | 24.179896 | 0.2049 | 0.838585 | 0.419292 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.951798276886878 |
| R-squared | 0.905919959884831 |
| Adjusted R-squared | 0.879332122460979 |
| F-TEST (value) | 34.0727207498314 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1999.78115458550 |
| Sum Squared Residuals | 183959734.646824 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 20366 | 19950.8127041743 | 415.187295825736 |
| 2 | 22782 | 22282.2127041742 | 499.787295825769 |
| 3 | 19169 | 18194.2127041742 | 974.787295825774 |
| 4 | 13807 | 11734.8127041742 | 2072.18729582577 |
| 5 | 29743 | 30078.2127041742 | -335.212704174221 |
| 6 | 25591 | 27280.8127041742 | -1689.81270417421 |
| 7 | 29096 | 30522.6127041742 | -1426.61270417423 |
| 8 | 26482 | 27867.9096188748 | -1385.90961887478 |
| 9 | 22405 | 24457.5096188748 | -2052.50961887477 |
| 10 | 27044 | 25562.3096188748 | 1481.69038112524 |
| 11 | 17970 | 19496.5096188748 | -1526.50961887477 |
| 12 | 18730 | 18242.1096188748 | 487.890381125225 |
| 13 | 19684 | 20010.2548094374 | -326.254809437375 |
| 14 | 19785 | 22341.6548094374 | -2556.65480943739 |
| 15 | 18479 | 18253.6548094374 | 225.345190562615 |
| 16 | 10698 | 11794.2548094374 | -1096.25480943738 |
| 17 | 31956 | 30137.6548094374 | 1818.34519056261 |
| 18 | 29506 | 27340.2548094374 | 2165.74519056261 |
| 19 | 34506 | 30582.0548094374 | 3923.94519056261 |
| 20 | 27165 | 27927.3517241379 | -762.351724137928 |
| 21 | 26736 | 24516.9517241379 | 2219.04827586207 |
| 22 | 23691 | 25621.7517241379 | -1930.75172413793 |
| 23 | 18157 | 19555.9517241379 | -1398.95172413793 |
| 24 | 17328 | 18301.5517241379 | -973.551724137934 |
| 25 | 18205 | 20069.6969147005 | -1864.69691470053 |
| 26 | 20995 | 22401.0969147005 | -1406.09691470054 |
| 27 | 17382 | 18313.0969147005 | -931.096914700544 |
| 28 | 9367 | 11853.6969147005 | -2486.69691470054 |
| 29 | 31124 | 30197.0969147005 | 926.903085299456 |
| 30 | 26551 | 27399.6969147006 | -848.69691470055 |
| 31 | 30651 | 30641.4969147005 | 9.50308529945833 |
| 32 | 25859 | 27986.7938294011 | -2127.79382940109 |
| 33 | 25100 | 24576.3938294011 | 523.60617059891 |
| 34 | 25778 | 25681.1938294011 | 96.8061705989072 |
| 35 | 20418 | 19615.3938294011 | 802.606170598909 |
| 36 | 18688 | 18360.9938294011 | 327.006170598908 |
| 37 | 20424 | 20129.1390199637 | 294.860980036307 |
| 38 | 24776 | 22460.5390199637 | 2315.46098003630 |
| 39 | 19814 | 18372.5390199637 | 1441.46098003630 |
| 40 | 12738 | 11913.1390199637 | 824.860980036297 |
| 41 | 31566 | 30256.5390199637 | 1309.46098003629 |
| 42 | 30111 | 27459.1390199637 | 2651.86098003629 |
| 43 | 30019 | 30700.9390199637 | -681.939019963701 |
| 44 | 31934 | 26896.7513611615 | 5037.24863883848 |
| 45 | 25826 | 23486.3513611615 | 2339.64863883848 |
| 46 | 26835 | 24591.1513611615 | 2243.84863883847 |
| 47 | 20205 | 18525.3513611615 | 1679.64863883848 |
| 48 | 17789 | 17270.9513611615 | 518.048638838473 |
| 49 | 20520 | 19039.0965517241 | 1480.90344827587 |
| 50 | 22518 | 21370.4965517241 | 1147.50344827586 |
| 51 | 15572 | 17282.4965517241 | -1710.49655172414 |
| 52 | 11509 | 10823.0965517241 | 685.903448275864 |
| 53 | 25447 | 29166.4965517241 | -3719.49655172414 |
| 54 | 24090 | 26369.0965517241 | -2279.09655172415 |
| 55 | 27786 | 29610.8965517241 | -1824.89655172414 |
| 56 | 26195 | 26956.1934664247 | -761.193466424679 |
| 57 | 20516 | 23545.7934664247 | -3029.79346642468 |
| 58 | 22759 | 24650.5934664247 | -1891.59346642468 |
| 59 | 19028 | 18584.7934664247 | 443.206533575316 |
| 60 | 16971 | 17330.3934664247 | -359.393466424685 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.407973665427501 | 0.815947330855003 | 0.592026334572499 |
| 18 | 0.57185114251397 | 0.856297714972061 | 0.428148857486031 |
| 19 | 0.767109349833135 | 0.46578130033373 | 0.232890650166865 |
| 20 | 0.658166835848972 | 0.683666328302056 | 0.341833164151028 |
| 21 | 0.666453194005617 | 0.667093611988765 | 0.333546805994383 |
| 22 | 0.692793554498137 | 0.614412891003726 | 0.307206445501863 |
| 23 | 0.612363177607481 | 0.775273644785038 | 0.387636822392519 |
| 24 | 0.537110114336526 | 0.925779771326948 | 0.462889885663474 |
| 25 | 0.519061886313934 | 0.961876227372132 | 0.480938113686066 |
| 26 | 0.492644187837396 | 0.985288375674792 | 0.507355812162604 |
| 27 | 0.424519818197129 | 0.849039636394258 | 0.575480181802871 |
| 28 | 0.516256101706097 | 0.967487796587805 | 0.483743898293903 |
| 29 | 0.420271413616392 | 0.840542827232785 | 0.579728586383608 |
| 30 | 0.382836596895144 | 0.765673193790289 | 0.617163403104856 |
| 31 | 0.298044288830049 | 0.596088577660097 | 0.701955711169951 |
| 32 | 0.509560988810694 | 0.98087802237861 | 0.490439011189305 |
| 33 | 0.432189835499259 | 0.864379670998518 | 0.567810164500741 |
| 34 | 0.403812024405007 | 0.807624048810014 | 0.596187975594993 |
| 35 | 0.478450509371811 | 0.956901018743622 | 0.521549490628189 |
| 36 | 0.532822574731586 | 0.934354850536827 | 0.467177425268414 |
| 37 | 0.604622500206896 | 0.790754999586208 | 0.395377499793104 |
| 38 | 0.610614601344063 | 0.778770797311875 | 0.389385398655937 |
| 39 | 0.497784585949271 | 0.995569171898542 | 0.502215414050729 |
| 40 | 0.537631746605026 | 0.924736506789948 | 0.462368253394974 |
| 41 | 0.448685680198024 | 0.897371360396048 | 0.551314319801976 |
| 42 | 0.477005079821945 | 0.95401015964389 | 0.522994920178055 |
| 43 | 0.32691241234275 | 0.6538248246855 | 0.67308758765725 |
| 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 |
