Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 760.910465164322 -2.06240628200625X[t] + 3.45928596790644M1[t] + 0.653985478545425M2[t] + 10.6593264140061M3[t] -7.49846960282977M4[t] -20.8087207010408M5[t] + 0.136244178883754M6[t] + 2.29792932742970M7[t] + 31.6605759872561M8[t] + 56.4080613861209M9[t] + 41.8549160805557M10[t] + 10.3472950039748M11[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) | 760.910465164322 | 88.594009 | 8.5887 | 0 | 0 |
X | -2.06240628200625 | 0.877141 | -2.3513 | 0.022069 | 0.011034 |
M1 | 3.45928596790644 | 21.432277 | 0.1614 | 0.872326 | 0.436163 |
M2 | 0.653985478545425 | 21.483107 | 0.0304 | 0.975817 | 0.487909 |
M3 | 10.6593264140061 | 23.722802 | 0.4493 | 0.654841 | 0.327421 |
M4 | -7.49846960282977 | 22.032479 | -0.3403 | 0.734812 | 0.367406 |
M5 | -20.8087207010408 | 21.720785 | -0.958 | 0.341967 | 0.170984 |
M6 | 0.136244178883754 | 24.429438 | 0.0056 | 0.995569 | 0.497784 |
M7 | 2.29792932742970 | 23.580127 | 0.0975 | 0.922698 | 0.461349 |
M8 | 31.6605759872561 | 21.467921 | 1.4748 | 0.145587 | 0.072793 |
M9 | 56.4080613861209 | 24.694235 | 2.2843 | 0.02597 | 0.012985 |
M10 | 41.8549160805557 | 24.789402 | 1.6884 | 0.09661 | 0.048305 |
M11 | 10.3472950039748 | 22.192377 | 0.4663 | 0.64275 | 0.321375 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.562739380611654 |
R-squared | 0.316675610491188 |
Adjusted R-squared | 0.177694378726684 |
F-TEST (value) | 2.27854945930957 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 59 |
p-value | 0.0186566079569896 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 37.0937250185948 |
Sum Squared Residuals | 81180.7217095526 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 519 | 563.491379264817 | -44.4913792648167 |
2 | 517 | 561.511041288261 | -44.5110412882611 |
3 | 510 | 554.192169454869 | -44.1921694548693 |
4 | 509 | 541.60287039945 | -32.6028703994503 |
5 | 501 | 537.779688198468 | -36.779688198468 |
6 | 507 | 545.525252873553 | -38.5252528735526 |
7 | 569 | 582.954085444405 | -13.9540854444054 |
8 | 580 | 607.160716399216 | -27.1607163992161 |
9 | 578 | 590.866316786157 | -12.8663167861567 |
10 | 565 | 572.39459954478 | -7.39459954477948 |
11 | 547 | 567.90450076248 | -20.9045007624805 |
12 | 555 | 561.063296437916 | -6.06329643791635 |
13 | 562 | 568.234913713434 | -6.23491371343404 |
14 | 561 | 561.511041288261 | -0.511041288261143 |
15 | 555 | 539.136603596224 | 15.8633964037764 |
16 | 544 | 541.190389143049 | 2.80961085695095 |
17 | 537 | 539.223372595872 | -2.22337259587238 |
18 | 543 | 531.294649527709 | 11.7053504722905 |
19 | 594 | 582.954085444405 | 11.0459145555946 |
20 | 611 | 592.930113053373 | 18.0698869466270 |
21 | 613 | 581.99796977353 | 31.0020302264702 |
22 | 611 | 575.281968339588 | 35.7180316604118 |
23 | 594 | 556.973747467847 | 37.0262525321526 |
24 | 595 | 551.369986912487 | 43.630013087513 |
25 | 591 | 569.266116854437 | 21.7338831455628 |
26 | 589 | 563.779688198468 | 25.220311801532 |
27 | 584 | 555.635853852274 | 28.3641461477264 |
28 | 573 | 541.39662977125 | 31.6033702287503 |
29 | 567 | 537.779688198468 | 29.2203118015320 |
30 | 569 | 526.138633822694 | 42.8613661773062 |
31 | 621 | 596.359726277446 | 24.6402737225540 |
32 | 629 | 595.19875996358 | 33.8012400364201 |
33 | 628 | 583.854135427335 | 44.1458645726646 |
34 | 612 | 584.356555980416 | 27.6434440195843 |
35 | 595 | 546.867956686017 | 48.1320433139832 |
36 | 597 | 549.926302515083 | 47.0736974849174 |
37 | 593 | 560.19152921361 | 32.8084707863903 |
38 | 590 | 553.880138044838 | 36.119861955162 |
39 | 580 | 533.361866006606 | 46.6381339933939 |
40 | 574 | 545.727682963463 | 28.2723170365372 |
41 | 573 | 513.443294070794 | 59.5567059292057 |
42 | 573 | 524.694949425289 | 48.3050505747105 |
43 | 620 | 587.078898008418 | 32.9211019915821 |
44 | 626 | 585.29920980995 | 40.7007901900501 |
45 | 620 | 580.554285376125 | 39.4457146238746 |
46 | 588 | 562.495049391149 | 25.5049506088505 |
47 | 566 | 538.412090929791 | 27.5879090702089 |
48 | 557 | 550.545024399685 | 6.45497560031553 |
49 | 561 | 545.754685239566 | 15.2453147604341 |
50 | 549 | 544.393069147609 | 4.60693085239073 |
51 | 532 | 526.555925275985 | 5.44407472401448 |
52 | 526 | 534.590689040629 | -8.59068904062907 |
53 | 511 | 514.680737839998 | -3.68073783999802 |
54 | 499 | 519.332693092073 | -20.3326930920732 |
55 | 555 | 572.435813406174 | -17.4358134061736 |
56 | 565 | 577.668306566527 | -12.6683065665268 |
57 | 542 | 585.29781982474 | -43.2978198247398 |
58 | 527 | 550.326852327313 | -23.3268523273126 |
59 | 510 | 537.587128416989 | -27.5871284169886 |
60 | 514 | 554.669836963697 | -40.669836963697 |
61 | 517 | 536.061375714136 | -19.0613757141365 |
62 | 508 | 528.925022032562 | -20.9250220325624 |
63 | 493 | 545.117581814042 | -52.1175818140418 |
64 | 490 | 511.491738682159 | -21.4917386821591 |
65 | 469 | 515.093219096399 | -46.0932190963993 |
66 | 478 | 522.013821258681 | -44.0138212586814 |
67 | 528 | 565.217391419152 | -37.2173914191517 |
68 | 534 | 586.742894207354 | -52.7428942073543 |
69 | 518 | 576.429472812113 | -58.4294728121129 |
70 | 506 | 564.144974416755 | -58.1449744167545 |
71 | 502 | 566.254575736875 | -64.2545757368755 |
72 | 516 | 566.425552771133 | -50.4255527711326 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.4358344776658 | 0.8716689553316 | 0.5641655223342 |
17 | 0.359282441641826 | 0.718564883283652 | 0.640717558358174 |
18 | 0.225727758686337 | 0.451455517372674 | 0.774272241313663 |
19 | 0.152559919667847 | 0.305119839335694 | 0.847440080332153 |
20 | 0.0849096755653747 | 0.169819351130749 | 0.915090324434625 |
21 | 0.0500888331591953 | 0.100177666318391 | 0.949911166840805 |
22 | 0.0634562278450795 | 0.126912455690159 | 0.93654377215492 |
23 | 0.0416580930508185 | 0.083316186101637 | 0.958341906949182 |
24 | 0.0278714651645578 | 0.0557429303291156 | 0.972128534835442 |
25 | 0.0512867216595767 | 0.102573443319153 | 0.948713278340423 |
26 | 0.0674102885773216 | 0.134820577154643 | 0.932589711422678 |
27 | 0.105773450152467 | 0.211546900304935 | 0.894226549847533 |
28 | 0.102476585020777 | 0.204953170041555 | 0.897523414979223 |
29 | 0.0961712832827984 | 0.192342566565597 | 0.903828716717202 |
30 | 0.0772689871225576 | 0.154537974245115 | 0.922731012877442 |
31 | 0.0850934043140457 | 0.170186808628091 | 0.914906595685954 |
32 | 0.067530510102559 | 0.135061020205118 | 0.932469489897441 |
33 | 0.0640860281079343 | 0.128172056215869 | 0.935913971892066 |
34 | 0.0549454815233865 | 0.109890963046773 | 0.945054518476613 |
35 | 0.0509515990661706 | 0.101903198132341 | 0.94904840093383 |
36 | 0.0548063760185757 | 0.109612752037151 | 0.945193623981424 |
37 | 0.0430882367998698 | 0.0861764735997396 | 0.95691176320013 |
38 | 0.0350674529536257 | 0.0701349059072514 | 0.964932547046374 |
39 | 0.0344639342971967 | 0.0689278685943935 | 0.965536065702803 |
40 | 0.0344733827207722 | 0.0689467654415444 | 0.965526617279228 |
41 | 0.0455476029400157 | 0.0910952058800313 | 0.954452397059984 |
42 | 0.0677352345833527 | 0.135470469166705 | 0.932264765416647 |
43 | 0.0964526179047947 | 0.192905235809589 | 0.903547382095205 |
44 | 0.143901289045322 | 0.287802578090644 | 0.856098710954678 |
45 | 0.316416734937357 | 0.632833469874714 | 0.683583265062643 |
46 | 0.521151208577732 | 0.957697582844536 | 0.478848791422268 |
47 | 0.681050074189525 | 0.63789985162095 | 0.318949925810475 |
48 | 0.745448656239074 | 0.509102687521852 | 0.254551343760926 |
49 | 0.771206852710771 | 0.457586294578457 | 0.228793147289229 |
50 | 0.801778681965382 | 0.396442636069236 | 0.198221318034618 |
51 | 0.836131165234399 | 0.327737669531202 | 0.163868834765601 |
52 | 0.855366084257952 | 0.289267831484095 | 0.144633915742048 |
53 | 0.913251425566058 | 0.173497148867884 | 0.0867485744339422 |
54 | 0.888842569875084 | 0.222314860249832 | 0.111157430124916 |
55 | 0.893423340267359 | 0.213153319465283 | 0.106576659732641 |
56 | 0.895051610999712 | 0.209896778000575 | 0.104948389000288 |
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 | 7 | 0.170731707317073 | NOK |