| Multiple Linear Regression - Estimated Regression Equation |
| GP[t] = + 778.153450228708 -68.6145719886735TW[t] -11.7049313874972M1[t] -47.8474972772816M2[t] -56.3904116750164M3[t] -42.204371596602M4[t] -11.1122914397735M5[t] + 2.81229143977347M6[t] + 5.57854280113265M7[t] + 5.59562840339795M8[t] -7.04416031365714M9[t] -20.1456175125245M10[t] + 10.7754171204530M11[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) | 778.153450228708 | 80.142163 | 9.7097 | 0 | 0 |
| TW | -68.6145719886735 | 9.588368 | -7.156 | 0 | 0 |
| M1 | -11.7049313874972 | 28.738457 | -0.4073 | 0.685605 | 0.342802 |
| M2 | -47.8474972772816 | 30.095462 | -1.5899 | 0.118433 | 0.059216 |
| M3 | -56.3904116750164 | 30.302479 | -1.8609 | 0.068887 | 0.034443 |
| M4 | -42.204371596602 | 30.14491 | -1.4 | 0.167929 | 0.083965 |
| M5 | -11.1122914397735 | 30.007967 | -0.3703 | 0.71278 | 0.35639 |
| M6 | 2.81229143977347 | 30.007967 | 0.0937 | 0.925723 | 0.462862 |
| M7 | 5.57854280113265 | 30.022669 | 0.1858 | 0.853376 | 0.426688 |
| M8 | 5.59562840339795 | 30.14491 | 0.1856 | 0.853522 | 0.426761 |
| M9 | -7.04416031365714 | 30.483974 | -0.2311 | 0.818237 | 0.409118 |
| M10 | -20.1456175125245 | 30.667392 | -0.6569 | 0.514378 | 0.257189 |
| M11 | 10.7754171204530 | 30.009805 | 0.3591 | 0.721122 | 0.360561 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.752809599250182 |
| R-squared | 0.56672229272322 |
| Adjusted R-squared | 0.458402865904025 |
| F-TEST (value) | 5.23195431664518 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 48 |
| p-value | 1.55958954396462e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 47.4457925164591 |
| Sum Squared Residuals | 108052.954920714 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 145 | 128.332999346547 | 16.6670006534528 |
| 2 | 137.7 | 133.359176649967 | 4.34082335003272 |
| 3 | 148.3 | 159.123548246569 | -10.8235482465694 |
| 4 | 152.2 | 166.448131126116 | -14.2481311261163 |
| 5 | 169.4 | 183.817296885210 | -14.4172968852102 |
| 6 | 168.6 | 190.880422565890 | -22.2804225658898 |
| 7 | 161.1 | 200.508131126116 | -39.4081311261163 |
| 8 | 174.1 | 221.109588324984 | -47.0095883249838 |
| 9 | 179 | 215.331256806796 | -36.3312568067959 |
| 10 | 190.6 | 215.952714005663 | -25.3527140056633 |
| 11 | 190 | 198.843548246569 | -8.8435482465694 |
| 12 | 181.6 | 181.206673927249 | 0.393326072750949 |
| 13 | 174.8 | 169.501742539752 | 5.29825746024819 |
| 14 | 180.5 | 147.082091047702 | 33.4179089522979 |
| 15 | 196.8 | 145.400633848835 | 51.3993661511654 |
| 16 | 193.8 | 152.725216728382 | 41.0747832716184 |
| 17 | 197 | 170.094382487476 | 26.9056175125244 |
| 18 | 216.3 | 184.018965367022 | 32.2810346329775 |
| 19 | 221.4 | 193.646673927249 | 27.753326072751 |
| 20 | 217.9 | 200.525216728382 | 17.3747832716184 |
| 21 | 229.7 | 201.608342409061 | 28.0916575909388 |
| 22 | 227.4 | 209.091256806796 | 18.3087431932041 |
| 23 | 204.2 | 226.289377042039 | -22.0893770420388 |
| 24 | 196.6 | 222.375417120453 | -25.7754171204531 |
| 25 | 198.8 | 210.670485732956 | -11.8704857329559 |
| 26 | 207.5 | 181.389377042039 | 26.1106229579612 |
| 27 | 190.7 | 179.707919843171 | 10.9920801568286 |
| 28 | 201.6 | 193.893959921586 | 7.70604007841429 |
| 29 | 210.5 | 218.124582879547 | -7.62458287954692 |
| 30 | 223.5 | 232.049165759094 | -8.54916575909386 |
| 31 | 223.8 | 241.676874319320 | -17.8768743193204 |
| 32 | 231.2 | 234.832502722718 | -3.63250272271837 |
| 33 | 244 | 242.777085602265 | 1.22291439773470 |
| 34 | 234.7 | 263.982914397735 | -29.2829143977347 |
| 35 | 250.2 | 274.31957743411 | -24.1195774341102 |
| 36 | 265.7 | 277.267074711392 | -11.5670747113919 |
| 37 | 287.6 | 286.146514920497 | 1.45348507950335 |
| 38 | 283.3 | 250.003949030712 | 33.2960509692877 |
| 39 | 295.4 | 241.461034632978 | 53.9389653670224 |
| 40 | 312.3 | 241.924160313657 | 70.3758396863429 |
| 41 | 333.8 | 266.154783271618 | 67.6452167283816 |
| 42 | 347.7 | 293.8022805489 | 53.8977194511 |
| 43 | 383.2 | 317.152903506861 | 66.0470964931388 |
| 44 | 407.1 | 344.615817904596 | 62.4841820954041 |
| 45 | 413.6 | 352.560400784143 | 61.0395992158571 |
| 46 | 362.7 | 312.013114789806 | 50.6868852101939 |
| 47 | 321.9 | 260.596663036375 | 61.3033369636245 |
| 48 | 239.4 | 236.098331518188 | 3.30166848181227 |
| 49 | 191 | 251.83922892616 | -60.83922892616 |
| 50 | 159.7 | 256.865406229580 | -97.1654062295796 |
| 51 | 163.4 | 268.906863428447 | -105.506863428447 |
| 52 | 157.6 | 262.508531910259 | -104.908531910259 |
| 53 | 166.2 | 238.708954476149 | -72.508954476149 |
| 54 | 176.7 | 232.049165759094 | -55.3491657590939 |
| 55 | 198.3 | 234.815417120453 | -36.5154171204531 |
| 56 | 226.2 | 255.416874319320 | -29.2168743193204 |
| 57 | 216.2 | 270.222914397735 | -54.0229143977347 |
| 58 | 235.9 | 250.26 | -14.3600000000000 |
| 59 | 226.9 | 233.150834240906 | -6.25083424090613 |
| 60 | 242.3 | 208.652502722718 | 33.6474972772817 |
| 61 | 253.1 | 203.809028534089 | 49.2909714659114 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.235075301653969 | 0.470150603307939 | 0.764924698346031 |
| 17 | 0.137590070705310 | 0.275180141410619 | 0.86240992929469 |
| 18 | 0.107540038444535 | 0.215080076889069 | 0.892459961555465 |
| 19 | 0.102798285272010 | 0.205596570544021 | 0.89720171472799 |
| 20 | 0.0663566929569409 | 0.132713385913882 | 0.933643307043059 |
| 21 | 0.0475708920195838 | 0.0951417840391675 | 0.952429107980416 |
| 22 | 0.0288882681629786 | 0.0577765363259573 | 0.971111731837021 |
| 23 | 0.0169141740231301 | 0.0338283480462602 | 0.98308582597687 |
| 24 | 0.0096392870227353 | 0.0192785740454706 | 0.990360712977265 |
| 25 | 0.00662817088008041 | 0.0132563417601608 | 0.99337182911992 |
| 26 | 0.00541548591656098 | 0.0108309718331220 | 0.99458451408344 |
| 27 | 0.00288774281017935 | 0.0057754856203587 | 0.99711225718982 |
| 28 | 0.00148082253685615 | 0.00296164507371230 | 0.998519177463144 |
| 29 | 0.000625184277404634 | 0.00125036855480927 | 0.999374815722595 |
| 30 | 0.000251737674574878 | 0.000503475349149755 | 0.999748262325425 |
| 31 | 9.77832193518592e-05 | 0.000195566438703718 | 0.999902216780648 |
| 32 | 4.21273513613147e-05 | 8.42547027226293e-05 | 0.999957872648639 |
| 33 | 1.80629971241985e-05 | 3.61259942483969e-05 | 0.999981937002876 |
| 34 | 6.44591366356302e-06 | 1.28918273271260e-05 | 0.999993554086337 |
| 35 | 3.15089279319709e-06 | 6.30178558639417e-06 | 0.999996849107207 |
| 36 | 1.88317633961417e-06 | 3.76635267922833e-06 | 0.99999811682366 |
| 37 | 9.1892515605494e-07 | 1.83785031210988e-06 | 0.999999081074844 |
| 38 | 1.55460653861463e-06 | 3.10921307722927e-06 | 0.999998445393461 |
| 39 | 2.44612350469799e-05 | 4.89224700939597e-05 | 0.999975538764953 |
| 40 | 0.00280859934134784 | 0.00561719868269568 | 0.997191400658652 |
| 41 | 0.0168750423999310 | 0.0337500847998621 | 0.983124957600069 |
| 42 | 0.0165739340611925 | 0.0331478681223849 | 0.983426065938808 |
| 43 | 0.0149343445744819 | 0.0298686891489637 | 0.985065655425518 |
| 44 | 0.00937150312751316 | 0.0187430062550263 | 0.990628496872487 |
| 45 | 0.0145072038604476 | 0.0290144077208951 | 0.985492796139552 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 14 | 0.466666666666667 | NOK |
| 5% type I error level | 23 | 0.766666666666667 | NOK |
| 10% type I error level | 25 | 0.833333333333333 | NOK |
