Multiple Linear Regression - Estimated Regression Equation |
Promet[t] = + 101.309677040517 -12.0624779800352Dummy[t] + 28.1271129379527M1[t] + 30.4107848894109M2[t] + 23.7269524368761M3[t] + 11.3581287923273M4[t] + 4.48180074378546M5[t] + 9.4654726952437M6[t] + 17.0291446467019M7[t] + 15.4053121941671M8[t] + 11.2764885496183M9[t] + 29.2526560970836M10[t] -8.2036719514582M11[t] + 0.296328048541789t + 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) | 101.309677040517 | 6.903119 | 14.6759 | 0 | 0 |
Dummy | -12.0624779800352 | 3.397488 | -3.5504 | 9e-04 | 0.00045 |
M1 | 28.1271129379527 | 8.183803 | 3.4369 | 0.001259 | 0.000629 |
M2 | 30.4107848894109 | 8.172433 | 3.7211 | 0.000539 | 0.000269 |
M3 | 23.7269524368761 | 8.142757 | 2.9139 | 0.005495 | 0.002748 |
M4 | 11.3581287923273 | 8.153186 | 1.3931 | 0.170288 | 0.085144 |
M5 | 4.48180074378546 | 8.145316 | 0.5502 | 0.584823 | 0.292412 |
M6 | 9.4654726952437 | 8.138622 | 1.163 | 0.250815 | 0.125407 |
M7 | 17.0291446467019 | 8.133104 | 2.0938 | 0.041817 | 0.020909 |
M8 | 15.4053121941671 | 8.104274 | 1.9009 | 0.063593 | 0.031796 |
M9 | 11.2764885496183 | 8.12561 | 1.3878 | 0.171893 | 0.085946 |
M10 | 29.2526560970836 | 8.097149 | 3.6127 | 0.000747 | 0.000374 |
M11 | -8.2036719514582 | 8.095367 | -1.0134 | 0.31618 | 0.15809 |
t | 0.296328048541789 | 0.098077 | 3.0214 | 0.004101 | 0.00205 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.767100556821748 |
R-squared | 0.588443264276236 |
Adjusted R-squared | 0.472133752006477 |
F-TEST (value) | 5.05928752337509 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 1.90461905464900e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 12.7989599352620 |
Sum Squared Residuals | 7535.41526952436 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 121.6 | 129.733118027011 | -8.13311802701108 |
2 | 118.8 | 132.313118027011 | -13.5131180270111 |
3 | 114 | 113.863135642983 | 0.136864357017022 |
4 | 111.5 | 101.790640046976 | 9.70935995302416 |
5 | 97.2 | 95.210640046976 | 1.98935995302406 |
6 | 102.5 | 100.490640046976 | 2.00935995302408 |
7 | 113.4 | 108.350640046976 | 5.04935995302407 |
8 | 109.8 | 107.023135642983 | 2.77686435701701 |
9 | 104.9 | 103.190640046976 | 1.70935995302405 |
10 | 126.1 | 121.463135642983 | 4.63686435701701 |
11 | 80 | 84.303135642983 | -4.30313564298296 |
12 | 96.8 | 92.803135642983 | 3.99686435701701 |
13 | 117.2 | 121.226576629477 | -4.02657662947741 |
14 | 112.3 | 123.806576629477 | -11.5065766294774 |
15 | 117.3 | 117.419072225484 | -0.119072225484445 |
16 | 111.1 | 117.409054609513 | -6.30905460951265 |
17 | 102.2 | 110.829054609513 | -8.62905460951262 |
18 | 104.3 | 116.109054609513 | -11.8090546095126 |
19 | 122.9 | 123.969054609513 | -1.06905460951263 |
20 | 107.6 | 122.641550205520 | -15.0415502055197 |
21 | 121.3 | 118.809054609513 | 2.49094539048737 |
22 | 131.5 | 137.081550205520 | -5.58155020551967 |
23 | 89 | 99.9215502055197 | -10.9215502055197 |
24 | 104.4 | 108.421550205520 | -4.02155020551968 |
25 | 128.9 | 136.844991192014 | -7.94499119201412 |
26 | 135.9 | 139.424991192014 | -3.52499119201409 |
27 | 133.3 | 133.037486788021 | 0.262513211978872 |
28 | 121.3 | 120.964991192014 | 0.335008807985887 |
29 | 120.5 | 114.384991192014 | 6.1150088079859 |
30 | 120.4 | 119.664991192014 | 0.735008807985902 |
31 | 137.9 | 127.524991192014 | 10.3750088079859 |
32 | 126.1 | 126.197486788021 | -0.0974867880211346 |
33 | 133.2 | 122.364991192014 | 10.8350088079859 |
34 | 151.1 | 140.637486788021 | 10.4625132119789 |
35 | 105 | 103.477486788021 | 1.52251321197885 |
36 | 119 | 111.977486788021 | 7.02251321197885 |
37 | 140.4 | 140.400927774516 | -0.000927774515589896 |
38 | 156.6 | 142.980927774516 | 13.6190722254844 |
39 | 137.1 | 136.593423370523 | 0.506576629477393 |
40 | 122.7 | 124.520927774516 | -1.82092777451557 |
41 | 125.8 | 117.940927774516 | 7.85907222548444 |
42 | 139.3 | 123.220927774516 | 16.0790722254844 |
43 | 134.9 | 131.080927774516 | 3.81907222548444 |
44 | 149.2 | 117.690945390487 | 31.5090546095126 |
45 | 132.3 | 125.920927774516 | 6.37907222548446 |
46 | 149 | 132.130945390487 | 16.8690546095126 |
47 | 117.2 | 94.9709453904874 | 22.2290546095126 |
48 | 119.6 | 103.470945390487 | 16.1290546095126 |
49 | 152 | 131.894386376982 | 20.1056136230182 |
50 | 149.4 | 134.474386376982 | 14.9256136230182 |
51 | 127.3 | 128.086881972989 | -0.786881972988836 |
52 | 114.1 | 116.014386376982 | -1.91438637698181 |
53 | 102.1 | 109.434386376982 | -7.3343863769818 |
54 | 107.7 | 114.714386376982 | -7.01438637698179 |
55 | 104.4 | 122.574386376982 | -18.1743863769818 |
56 | 102.1 | 121.246881972989 | -19.1468819729888 |
57 | 96 | 117.414386376982 | -21.4143863769818 |
58 | 109.3 | 135.686881972989 | -26.3868819729888 |
59 | 90 | 98.5268819729888 | -8.52688197298884 |
60 | 83.9 | 107.026881972989 | -23.1268819729888 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.00603478257279155 | 0.0120695651455831 | 0.993965217427208 |
18 | 0.000915753295123846 | 0.00183150659024769 | 0.999084246704876 |
19 | 0.000542065470918489 | 0.00108413094183698 | 0.999457934529081 |
20 | 0.000324942277672244 | 0.000649884555344489 | 0.999675057722328 |
21 | 0.00101736241502918 | 0.00203472483005836 | 0.99898263758497 |
22 | 0.00027431576926143 | 0.00054863153852286 | 0.999725684230738 |
23 | 0.000116024986585688 | 0.000232049973171376 | 0.999883975013414 |
24 | 3.50899353468321e-05 | 7.01798706936641e-05 | 0.999964910064653 |
25 | 3.0052660052094e-05 | 6.0105320104188e-05 | 0.999969947339948 |
26 | 0.000519194519006628 | 0.00103838903801326 | 0.999480805480993 |
27 | 0.00044579622004586 | 0.00089159244009172 | 0.999554203779954 |
28 | 0.000224905107720563 | 0.000449810215441125 | 0.99977509489228 |
29 | 0.000424015932907489 | 0.000848031865814978 | 0.999575984067093 |
30 | 0.000835292286610938 | 0.00167058457322188 | 0.99916470771339 |
31 | 0.000749715293683688 | 0.00149943058736738 | 0.999250284706316 |
32 | 0.00102551393620651 | 0.00205102787241302 | 0.998974486063793 |
33 | 0.00112605138600281 | 0.00225210277200562 | 0.998873948613997 |
34 | 0.00089729906921231 | 0.00179459813842462 | 0.999102700930788 |
35 | 0.00454461854199947 | 0.00908923708399894 | 0.995455381458 |
36 | 0.00586864390370277 | 0.0117372878074055 | 0.994131356096297 |
37 | 0.0538733865439854 | 0.107746773087971 | 0.946126613456015 |
38 | 0.153630104054221 | 0.307260208108443 | 0.846369895945779 |
39 | 0.222360255309370 | 0.444720510618741 | 0.77763974469063 |
40 | 0.662484589996821 | 0.675030820006358 | 0.337515410003179 |
41 | 0.649515789993387 | 0.700968420013226 | 0.350484210006613 |
42 | 0.547107389922018 | 0.905785220155964 | 0.452892610077982 |
43 | 0.434520448212209 | 0.869040896424417 | 0.565479551787791 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 18 | 0.666666666666667 | NOK |
5% type I error level | 20 | 0.740740740740741 | NOK |
10% type I error level | 20 | 0.740740740740741 | NOK |