| Multiple Linear Regression - Estimated Regression Equation |
| Consvertr[t] = -0.872484218315952 + 0.00413803755490541Aand[t] + 0.437427745519679Y1[t] -0.0161778421047462Y2[t] -0.0110721431993476Y3[t] + 0.00787373937551976Y4[t] -0.101399226156349t + 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) | -0.872484218315952 | 1.951029 | -0.4472 | 0.656668 | 0.328334 |
| Aand | 0.00413803755490541 | 0.000941 | 4.3982 | 5.7e-05 | 2.9e-05 |
| Y1 | 0.437427745519679 | 0.138562 | 3.1569 | 0.002702 | 0.001351 |
| Y2 | -0.0161778421047462 | 0.145394 | -0.1113 | 0.911848 | 0.455924 |
| Y3 | -0.0110721431993476 | 0.145564 | -0.0761 | 0.939672 | 0.469836 |
| Y4 | 0.00787373937551976 | 0.123182 | 0.0639 | 0.949289 | 0.474645 |
| t | -0.101399226156349 | 0.02836 | -3.5755 | 0.000787 | 0.000393 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.924194193330778 |
| R-squared | 0.854134906986328 |
| Adjusted R-squared | 0.836631095824687 |
| F-TEST (value) | 48.7970819096901 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 50 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.83563052198185 |
| Sum Squared Residuals | 402.040022859754 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 23 | 18.0987866910656 | 4.90121330893445 |
| 2 | 23 | 19.4663759370354 | 3.53362406296457 |
| 3 | 19 | 19.8839707688212 | -0.88397076882118 |
| 4 | 18 | 18.3620311708896 | -0.362031170889643 |
| 5 | 19 | 18.2023052167212 | 0.797694783278835 |
| 6 | 19 | 18.8487789996785 | 0.151221000321536 |
| 7 | 22 | 19.1193275649104 | 2.88067243508955 |
| 8 | 23 | 20.4173649756460 | 2.58263502435396 |
| 9 | 20 | 20.7669006196644 | -0.766900619664364 |
| 10 | 14 | 19.0636108051839 | -5.06361080518393 |
| 11 | 14 | 16.5479039610053 | -2.5479039610053 |
| 12 | 14 | 16.8510688142358 | -2.8510688142358 |
| 13 | 15 | 17.1875396745158 | -2.18753967451580 |
| 14 | 11 | 17.5584658030909 | -6.55846580309088 |
| 15 | 17 | 15.7669452203814 | 1.23305477961861 |
| 16 | 16 | 18.6279107314581 | -2.6279107314581 |
| 17 | 20 | 18.5828687482241 | 1.41713125177591 |
| 18 | 24 | 20.864731701294 | 3.13526829870601 |
| 19 | 23 | 23.1109242923927 | -0.110924292392672 |
| 20 | 20 | 22.8893037796343 | -2.88930377963433 |
| 21 | 21 | 21.3861066006207 | -0.38610660062075 |
| 22 | 19 | 21.4223980999389 | -2.42239809993893 |
| 23 | 23 | 19.4996698379311 | 3.50033016206886 |
| 24 | 23 | 21.6897544748316 | 1.31024552516839 |
| 25 | 23 | 22.2184790196016 | 0.78152098039841 |
| 26 | 23 | 22.5032483314423 | 0.49675166855774 |
| 27 | 27 | 23.1302723477852 | 3.86972765221484 |
| 28 | 26 | 25.0319561431944 | 0.968043856805617 |
| 29 | 17 | 24.8055585458534 | -7.80555854585345 |
| 30 | 24 | 21.3724013859790 | 2.62759861402103 |
| 31 | 26 | 24.7641910037041 | 1.23580899629589 |
| 32 | 24 | 24.913431373025 | -0.91343137302498 |
| 33 | 27 | 24.7259531335835 | 2.27404686641654 |
| 34 | 27 | 26.4395139066035 | 0.560486093396464 |
| 35 | 26 | 26.0148028016340 | -0.0148028016340279 |
| 36 | 24 | 25.1846884423937 | -1.18468844239366 |
| 37 | 23 | 22.7572150936457 | 0.242784906354258 |
| 38 | 23 | 22.650667338413 | 0.349332661586988 |
| 39 | 24 | 23.1538278317522 | 0.84617216824784 |
| 40 | 17 | 22.1194217205673 | -5.11942172056727 |
| 41 | 21 | 18.9795641261743 | 2.02043587382568 |
| 42 | 19 | 19.6037161915609 | -0.603716191560853 |
| 43 | 22 | 18.1370398293107 | 3.86296017068925 |
| 44 | 22 | 19.0881249861894 | 2.91187501381059 |
| 45 | 18 | 19.7500027184294 | -1.75000271842936 |
| 46 | 16 | 17.6158811977398 | -1.61588119773976 |
| 47 | 14 | 15.5002447049247 | -1.50024470492471 |
| 48 | 12 | 12.6484322674582 | -0.648432267458164 |
| 49 | 14 | 11.7548944452859 | 2.24510555471415 |
| 50 | 16 | 12.2166528015011 | 3.78334719849893 |
| 51 | 8 | 9.80053771834596 | -1.80053771834596 |
| 52 | 3 | 5.37067713222995 | -2.37067713222995 |
| 53 | 0 | 2.57775585359076 | -2.57775585359076 |
| 54 | 5 | 1.52548486483280 | 3.4745151351672 |
| 55 | 1 | 3.26141518764749 | -2.26141518764749 |
| 56 | 1 | 0.740131249371868 | 0.259868750628132 |
| 57 | 3 | 1.42877181705817 | 1.57122818294183 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.0872217606610457 | 0.174443521322091 | 0.912778239338954 |
| 11 | 0.125006643493869 | 0.250013286987739 | 0.87499335650613 |
| 12 | 0.0883164471251433 | 0.176632894250287 | 0.911683552874857 |
| 13 | 0.104894203338286 | 0.209788406676572 | 0.895105796661714 |
| 14 | 0.555889623219017 | 0.888220753561966 | 0.444110376780983 |
| 15 | 0.65153280358854 | 0.696934392822919 | 0.348467196411459 |
| 16 | 0.620591686963095 | 0.75881662607381 | 0.379408313036905 |
| 17 | 0.699904308877153 | 0.600191382245694 | 0.300095691122847 |
| 18 | 0.768285147796566 | 0.463429704406867 | 0.231714852203434 |
| 19 | 0.695986582444638 | 0.608026835110723 | 0.304013417555362 |
| 20 | 0.663958078232683 | 0.672083843534634 | 0.336041921767317 |
| 21 | 0.695187917526052 | 0.609624164947896 | 0.304812082473948 |
| 22 | 0.729177366230462 | 0.541645267539076 | 0.270822633769538 |
| 23 | 0.842198656504536 | 0.315602686990928 | 0.157801343495464 |
| 24 | 0.79025407326371 | 0.419491853472579 | 0.209745926736290 |
| 25 | 0.725147219499511 | 0.549705561000978 | 0.274852780500489 |
| 26 | 0.652521697268629 | 0.694956605462741 | 0.347478302731371 |
| 27 | 0.763221967460548 | 0.473556065078903 | 0.236778032539452 |
| 28 | 0.766500277492533 | 0.466999445014934 | 0.233499722507467 |
| 29 | 0.967809131616808 | 0.0643817367663846 | 0.0321908683831923 |
| 30 | 0.968873916784251 | 0.0622521664314976 | 0.0311260832157488 |
| 31 | 0.95392564788637 | 0.0921487042272602 | 0.0460743521136301 |
| 32 | 0.938568775069846 | 0.122862449860308 | 0.0614312249301541 |
| 33 | 0.9205753711819 | 0.158849257636201 | 0.0794246288181007 |
| 34 | 0.881511066501582 | 0.236977866996837 | 0.118488933498418 |
| 35 | 0.828536162927729 | 0.342927674144542 | 0.171463837072271 |
| 36 | 0.771835551804006 | 0.456328896391988 | 0.228164448195994 |
| 37 | 0.70252706753904 | 0.59494586492192 | 0.29747293246096 |
| 38 | 0.61457471335284 | 0.77085057329432 | 0.38542528664716 |
| 39 | 0.517965952759574 | 0.964068094480852 | 0.482034047240426 |
| 40 | 0.762195616970236 | 0.475608766059528 | 0.237804383029764 |
| 41 | 0.692571948854967 | 0.614856102290066 | 0.307428051145033 |
| 42 | 0.686536695931744 | 0.626926608136511 | 0.313463304068256 |
| 43 | 0.613940444341006 | 0.772119111317988 | 0.386059555658994 |
| 44 | 0.90318490062956 | 0.193630198740880 | 0.0968150993704402 |
| 45 | 0.83368716331832 | 0.332625673363361 | 0.166312836681680 |
| 46 | 0.718576986141355 | 0.562846027717289 | 0.281423013858645 |
| 47 | 0.884132744767533 | 0.231734510464935 | 0.115867255232467 |
| 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 | 3 | 0.0789473684210526 | OK |
