Multiple Linear Regression - Estimated Regression Equation |
prod[t] = + 68.0312982366911 + 0.229514405745129`inv `[t] + 24.5735355099470M1[t] + 25.0803868545787M2[t] + 14.0488543217235M3[t] + 5.09316380538653M4[t] + 13.3292942013657M5[t] + 7.78424888359052M6[t] + 16.411509807828M7[t] + 12.3623368066073M8[t] + 3.00635086491699M9[t] + 19.3761303959791M10[t] + 4.75718490958852M11[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) | 68.0312982366911 | 11.617085 | 5.8561 | 0 | 0 |
`inv ` | 0.229514405745129 | 0.129095 | 1.7779 | 0.081896 | 0.040948 |
M1 | 24.5735355099470 | 7.288152 | 3.3717 | 0.001502 | 0.000751 |
M2 | 25.0803868545787 | 7.133824 | 3.5157 | 0.000983 | 0.000491 |
M3 | 14.0488543217235 | 7.027721 | 1.9991 | 0.051403 | 0.025701 |
M4 | 5.09316380538653 | 7.10123 | 0.7172 | 0.476786 | 0.238393 |
M5 | 13.3292942013657 | 7.415723 | 1.7974 | 0.078693 | 0.039346 |
M6 | 7.78424888359052 | 7.033145 | 1.1068 | 0.274015 | 0.137008 |
M7 | 16.411509807828 | 7.063913 | 2.3233 | 0.024541 | 0.01227 |
M8 | 12.3623368066073 | 7.080958 | 1.7459 | 0.08737 | 0.043685 |
M9 | 3.00635086491699 | 8.235492 | 0.365 | 0.716713 | 0.358357 |
M10 | 19.3761303959791 | 7.155684 | 2.7078 | 0.009415 | 0.004708 |
M11 | 4.75718490958852 | 7.573057 | 0.6282 | 0.532932 | 0.266466 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.614117486163206 |
R-squared | 0.377140286811415 |
Adjusted R-squared | 0.218112274933479 |
F-TEST (value) | 2.37153368364369 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 47 |
p-value | 0.0175319062285035 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 11.1116343779799 |
Sum Squared Residuals | 5803.01567184553 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 110.5 | 105.228126062621 | 5.27187393737922 |
2 | 110.8 | 104.289036651058 | 6.51096334894232 |
3 | 104.2 | 98.2150152822973 | 5.9849847177027 |
4 | 88.9 | 94.882427706716 | -5.98242770671593 |
5 | 89.8 | 94.787185174147 | -4.98718517414693 |
6 | 90 | 90.1372460387778 | -0.137246038777776 |
7 | 93.9 | 97.456274850268 | -3.55627485026802 |
8 | 91.3 | 95.3350228573064 | -4.03502285730637 |
9 | 87.8 | 97.294097118851 | -9.49409711885096 |
10 | 99.7 | 99.0438090039484 | 0.656190996051607 |
11 | 73.5 | 83.001874201938 | -9.50187420193796 |
12 | 79.2 | 84.5563354503405 | -5.35633545034049 |
13 | 96.9 | 106.651115378240 | -9.75111537824013 |
14 | 95.2 | 108.810470444237 | -13.6104704442368 |
15 | 95.6 | 100.142936290556 | -4.5429362905564 |
16 | 89.7 | 87.8363354503405 | 1.86366454965950 |
17 | 92.8 | 96.1872230491922 | -3.38722304919221 |
18 | 88 | 92.3176328933565 | -4.31763289335650 |
19 | 101.1 | 100.738330852423 | 0.361669147576616 |
20 | 92.7 | 97.9285356422263 | -5.22853564222632 |
21 | 95.8 | 97.9596888955118 | -2.15968889551185 |
22 | 103.8 | 102.578330852423 | 1.22166914757662 |
23 | 81.8 | 85.9396585954756 | -4.13965859547562 |
24 | 87.1 | 85.2448786675759 | 1.85512133242411 |
25 | 105.9 | 107.247852833177 | -1.34785283317747 |
26 | 108.1 | 107.387481128617 | 0.712518871383038 |
27 | 102.6 | 99.3855387515975 | 3.21446124840253 |
28 | 93.7 | 86.4362975752952 | 7.2637024247048 |
29 | 103.5 | 95.6134370348294 | 7.88656296517062 |
30 | 100.6 | 98.5833761701985 | 2.01662382980146 |
31 | 113.3 | 100.669476530700 | 12.6305234693002 |
32 | 102.4 | 97.2170409844164 | 5.18295901558358 |
33 | 102.1 | 96.5596510204666 | 5.54034897953343 |
34 | 106.9 | 103.220971188510 | 3.67902881149027 |
35 | 87.3 | 86.0085129171992 | 1.29148708280084 |
36 | 93.1 | 84.7628984155111 | 8.33710158448889 |
37 | 109.1 | 110.024977142694 | -0.92497714269355 |
38 | 120.3 | 111.335128907433 | 8.96487109256682 |
39 | 104.9 | 104.320098475118 | 0.579901524882256 |
40 | 92.6 | 90.3839453541114 | 2.21605464588856 |
41 | 109.8 | 95.2003111044882 | 14.5996888955119 |
42 | 111.4 | 96.2193777910237 | 15.1806222089763 |
43 | 117.9 | 105.213861764453 | 12.6861382355466 |
44 | 121.6 | 98.7318360623343 | 22.8681639376657 |
45 | 117.8 | 97.7301744897667 | 20.0698255102333 |
46 | 124.2 | 109.257200059607 | 14.9427999403934 |
47 | 106.8 | 91.4939072145077 | 15.3060927854922 |
48 | 102.7 | 88.4810317885822 | 14.2189682114178 |
49 | 116.8 | 110.047928583268 | 6.75207141673194 |
50 | 113.6 | 116.177882868655 | -2.57788286865542 |
51 | 96.1 | 101.336411200431 | -5.23641120043107 |
52 | 85 | 90.360993913537 | -5.36099391353692 |
53 | 83.2 | 97.3118436373433 | -14.1118436373433 |
54 | 84.9 | 97.6423671066435 | -12.7423671066435 |
55 | 83 | 105.122056002155 | -22.1220560021553 |
56 | 79.6 | 98.3875644537166 | -18.7875644537166 |
57 | 83.2 | 97.156388475404 | -13.9563884754039 |
58 | 83.8 | 104.299688895512 | -20.4996888955119 |
59 | 82.8 | 85.7560470708795 | -2.95604707087951 |
60 | 71.4 | 90.4548556779903 | -19.0548556779903 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.209887016147859 | 0.419774032295718 | 0.79011298385214 |
17 | 0.107378880919970 | 0.214757761839941 | 0.89262111908003 |
18 | 0.0461704898151589 | 0.0923409796303177 | 0.95382951018484 |
19 | 0.0363449999768493 | 0.0726899999536987 | 0.96365500002315 |
20 | 0.0165218069675441 | 0.0330436139350881 | 0.983478193032456 |
21 | 0.0101325058766649 | 0.0202650117533298 | 0.989867494123335 |
22 | 0.00505279747581958 | 0.0101055949516392 | 0.99494720252418 |
23 | 0.00352581484248761 | 0.00705162968497521 | 0.996474185157512 |
24 | 0.00196505396621746 | 0.00393010793243492 | 0.998034946033783 |
25 | 0.000777192321977265 | 0.00155438464395453 | 0.999222807678023 |
26 | 0.000357633152275751 | 0.000715266304551501 | 0.999642366847724 |
27 | 0.000130279214427562 | 0.000260558428855124 | 0.999869720785572 |
28 | 4.75730427334324e-05 | 9.51460854668649e-05 | 0.999952426957267 |
29 | 6.29326012836504e-05 | 0.000125865202567301 | 0.999937067398716 |
30 | 6.05353059205804e-05 | 0.000121070611841161 | 0.99993946469408 |
31 | 0.000129685727751855 | 0.000259371455503709 | 0.999870314272248 |
32 | 8.56086493629671e-05 | 0.000171217298725934 | 0.999914391350637 |
33 | 5.77543215715624e-05 | 0.000115508643143125 | 0.999942245678428 |
34 | 2.32062683285219e-05 | 4.64125366570438e-05 | 0.999976793731671 |
35 | 1.20972345965863e-05 | 2.41944691931725e-05 | 0.999987902765403 |
36 | 8.61494758849676e-06 | 1.72298951769935e-05 | 0.999991385052412 |
37 | 2.91531545926922e-06 | 5.83063091853844e-06 | 0.99999708468454 |
38 | 3.27450558586208e-06 | 6.54901117172416e-06 | 0.999996725494414 |
39 | 9.21611265676386e-07 | 1.84322253135277e-06 | 0.999999078388734 |
40 | 2.56925726715466e-07 | 5.13851453430933e-07 | 0.999999743074273 |
41 | 1.10792036203647e-06 | 2.21584072407293e-06 | 0.999998892079638 |
42 | 5.2799082870685e-06 | 1.0559816574137e-05 | 0.999994720091713 |
43 | 1.43417887654176e-05 | 2.86835775308352e-05 | 0.999985658211235 |
44 | 0.000573856094067586 | 0.00114771218813517 | 0.999426143905932 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 22 | 0.758620689655172 | NOK |
5% type I error level | 25 | 0.862068965517241 | NOK |
10% type I error level | 27 | 0.93103448275862 | NOK |