| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 42.6772231284869 -7.03032756296926X[t] + 0.238951819573219Y1[t] + 0.0273389519798325Y2[t] + 0.402193805311858Y3[t] + 35.1639106297578O1[t] + 46.4502697020821O2[t] + 48.3685051126588O3[t] -11.0549275547205M1[t] -13.5843855756605M2[t] -8.58775754021385M3[t] -20.1079767133796M4[t] -20.0203484270343M5[t] -19.5705285141657M6[t] -11.6321889599801M7[t] -26.7128084146589M8[t] -13.1819891149909M9[t] -20.6649646317261M10[t] -9.85178558791026M11[t] + 0.183754648718384t + 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) | 42.6772231284869 | 8.797585 | 4.851 | 6e-06 | 3e-06 |
| X | -7.03032756296926 | 3.552399 | -1.979 | 0.051049 | 0.025525 |
| Y1 | 0.238951819573219 | 0.082788 | 2.8863 | 0.00494 | 0.00247 |
| Y2 | 0.0273389519798325 | 0.083131 | 0.3289 | 0.743066 | 0.371533 |
| Y3 | 0.402193805311858 | 0.080734 | 4.9817 | 3e-06 | 2e-06 |
| O1 | 35.1639106297578 | 10.177873 | 3.4549 | 0.000861 | 0.000431 |
| O2 | 46.4502697020821 | 10.606483 | 4.3794 | 3.4e-05 | 1.7e-05 |
| O3 | 48.3685051126588 | 10.129672 | 4.7749 | 7e-06 | 4e-06 |
| M1 | -11.0549275547205 | 4.699848 | -2.3522 | 0.020975 | 0.010487 |
| M2 | -13.5843855756605 | 4.758527 | -2.8547 | 0.00541 | 0.002705 |
| M3 | -8.58775754021385 | 4.701252 | -1.8267 | 0.071256 | 0.035628 |
| M4 | -20.1079767133796 | 4.662171 | -4.313 | 4.3e-05 | 2.2e-05 |
| M5 | -20.0203484270343 | 4.654534 | -4.3013 | 4.5e-05 | 2.3e-05 |
| M6 | -19.5705285141657 | 4.751112 | -4.1191 | 8.8e-05 | 4.4e-05 |
| M7 | -11.6321889599801 | 4.72272 | -2.463 | 0.015794 | 0.007897 |
| M8 | -26.7128084146589 | 4.617594 | -5.785 | 0 | 0 |
| M9 | -13.1819891149909 | 4.73033 | -2.7867 | 0.006566 | 0.003283 |
| M10 | -20.6649646317261 | 5.198466 | -3.9752 | 0.000147 | 7.4e-05 |
| M11 | -9.85178558791026 | 4.740023 | -2.0784 | 0.040686 | 0.020343 |
| t | 0.183754648718384 | 0.061673 | 2.9795 | 0.003763 | 0.001882 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.8889895636866 |
| R-squared | 0.79030244434369 |
| Adjusted R-squared | 0.743428873079338 |
| F-TEST (value) | 16.8602993760949 |
| F-TEST (DF numerator) | 19 |
| F-TEST (DF denominator) | 85 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 9.36884861575549 |
| Sum Squared Residuals | 7460.9025727202 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 102.1880309 | 102.226401502267 | -0.0383706022670232 |
| 2 | 110.3672031 | 100.495098444817 | 9.87210465518332 |
| 3 | 96.8602511 | 109.663025019250 | -12.8027739192496 |
| 4 | 94.1944583 | 90.5659149253409 | 3.62854337465911 |
| 5 | 99.51621961 | 93.1206482995364 | 6.39557131046357 |
| 6 | 94.06333487 | 89.5205750050903 | 4.54275986490975 |
| 7 | 97.5541476 | 95.4130185039455 | 2.14112909605448 |
| 8 | 78.15062422 | 83.3415930297799 | -5.19096880977987 |
| 9 | 81.2434643 | 90.3219784584722 | -9.0785141584722 |
| 10 | 92.36262465 | 84.6353086168048 | 7.72731603319523 |
| 11 | 96.06324371 | 90.5697640088665 | 5.49347970113348 |
| 12 | 114.0523777 | 103.037481215290 | 11.0148964847095 |
| 13 | 110.6616666 | 101.038073068561 | 9.62359353143855 |
| 14 | 104.9171949 | 99.86232324141 | 5.05487165858988 |
| 15 | 90.00187193 | 110.812473726136 | -20.8106017961359 |
| 16 | 95.7008067 | 94.3911948025069 | 1.30961189749312 |
| 17 | 86.02741157 | 93.3061883395213 | -7.27877676952126 |
| 18 | 84.85287668 | 85.7852399345976 | -0.932363254597588 |
| 19 | 100.04328 | 95.6542926648133 | 4.38898733518674 |
| 20 | 80.91713823 | 80.4645122216417 | 0.452626008358317 |
| 21 | 74.06539709 | 89.5517588427103 | -15.4863617527103 |
| 22 | 77.30281369 | 86.201899406129 | -8.89908571612898 |
| 23 | 97.23043249 | 90.0926845245347 | 7.13774796546531 |
| 24 | 90.75515676 | 102.222745268043 | -11.4675885080425 |
| 25 | 100.5614455 | 91.651162559298 | 8.91028294070206 |
| 26 | 92.01293267 | 99.4864273084972 | -7.47349463849718 |
| 27 | 99.24012138 | 100.287905167960 | -1.04778378795975 |
| 28 | 105.8672755 | 94.388711738735 | 11.478563761265 |
| 29 | 90.9920463 | 93.0030900696017 | -2.01104376960173 |
| 30 | 93.30624423 | 93.1701115245115 | 0.136132705488542 |
| 31 | 91.17419413 | 104.103914690765 | -12.9297205607647 |
| 32 | 77.33295039 | 82.7781353432341 | -5.44518495323413 |
| 33 | 91.1277721 | 94.0577869712 | -2.93001487120001 |
| 34 | 85.01249943 | 88.8189614106923 | -3.8064619806923 |
| 35 | 83.90390242 | 93.1649130498042 | -9.26101062980418 |
| 36 | 104.8626302 | 108.316558704995 | -3.45392850499472 |
| 37 | 110.9039108 | 99.963679271875 | 10.9402315281250 |
| 38 | 95.43714373 | 99.1886696939024 | -3.75152596390237 |
| 39 | 111.6238727 | 109.267873004329 | 2.35599969567055 |
| 40 | 108.8925403 | 103.806177251463 | 5.08636304853713 |
| 41 | 96.17511682 | 97.6467936419532 | -1.47167682195316 |
| 42 | 101.9740205 | 101.677047077382 | 0.29697342261759 |
| 43 | 99.11953031 | 109.738593864798 | -10.6190635547978 |
| 44 | 86.78158147 | 89.2033104400426 | -2.42172897004263 |
| 45 | 118.4195003 | 102.223953430774 | 16.1955468692255 |
| 46 | 118.7441447 | 100.999305972088 | 17.7448387279119 |
| 47 | 106.5296192 | 107.976514984649 | -1.44689578464920 |
| 48 | 134.7772694 | 127.826822531877 | 6.95044686812313 |
| 49 | 104.6778714 | 123.502114680341 | -18.8242432803408 |
| 50 | 105.2954304 | 109.823760049398 | -4.52832964939781 |
| 51 | 139.4139849 | 125.689853508819 | 13.7241313911809 |
| 52 | 103.6060491 | 110.417171659984 | -6.81112255998436 |
| 53 | 99.78182974 | 103.313327107788 | -3.53149736778837 |
| 54 | 103.4610301 | 115.776417323618 | -12.3153872236181 |
| 55 | 120.0594945 | 110.271383037911 | 9.78811146208948 |
| 56 | 96.71377168 | 97.903259647672 | -1.18948796767198 |
| 57 | 107.1308929 | 107.972866863431 | -0.841973963430958 |
| 58 | 105.3608372 | 109.200388029907 | -3.83955082990689 |
| 59 | 111.6942359 | 110.669651770250 | 1.02458412974980 |
| 60 | 132.0519998 | 126.359879306409 | 5.69212049359073 |
| 61 | 126.8037879 | 119.814474172086 | 6.9893137279144 |
| 62 | 154.4824253 | 154.4824253 | -1.10458517332823e-15 |
| 63 | 141.5570984 | 139.157044041912 | 2.40005435808808 |
| 64 | 109.9506882 | 123.377955759733 | -13.4272675597327 |
| 65 | 127.904198 | 126.875741077639 | 1.02845692236082 |
| 66 | 133.0888617 | 125.736766932138 | 7.35209476786163 |
| 67 | 120.0796299 | 122.876673711739 | -2.79704381173873 |
| 68 | 117.5557142 | 112.233762993010 | 5.32195120698979 |
| 69 | 143.0362309 | 127.074823551723 | 15.9614073482774 |
| 70 | 159.982927 | 159.982927 | 5.22368606703516e-15 |
| 71 | 128.5991124 | 128.260542222115 | 0.338570177885233 |
| 72 | 149.7373327 | 141.508273738705 | 8.2290589612951 |
| 73 | 126.8169313 | 141.645972627557 | -14.8290413275566 |
| 74 | 140.9639674 | 121.778918606001 | 19.1850487939986 |
| 75 | 137.6691981 | 138.214802814574 | -0.545604714573759 |
| 76 | 117.9402337 | 117.259368853071 | 0.680864846928982 |
| 77 | 122.3095247 | 118.416254589725 | 3.89327011027469 |
| 78 | 127.7804207 | 118.229374173272 | 9.55104652672794 |
| 79 | 136.1677176 | 119.843333500009 | 16.3243840999913 |
| 80 | 116.2405856 | 108.857498886440 | 7.38308671356037 |
| 81 | 123.1576893 | 120.240108772445 | 2.91758052755468 |
| 82 | 116.3400234 | 117.422274371368 | -1.08225097136772 |
| 83 | 108.6119282 | 118.964651709717 | -10.3527235097168 |
| 84 | 125.8982264 | 129.749177954655 | -3.85095155465549 |
| 85 | 112.8003105 | 120.055296441994 | -7.25498594199434 |
| 86 | 107.5182447 | 111.944219492949 | -4.42597479294927 |
| 87 | 135.0955413 | 122.456801702086 | 12.6387395979136 |
| 88 | 115.5096488 | 112.297675598383 | 3.21197320161680 |
| 89 | 115.8640759 | 106.518494126078 | 9.34558177392226 |
| 90 | 104.5883906 | 117.792719773344 | -13.2043291733439 |
| 91 | 163.7213386 | 163.7213386 | 3.38704758684472e-16 |
| 92 | 113.4482275 | 114.420177167808 | -0.971949667807623 |
| 93 | 98.0428844 | 113.203521790734 | -15.1606373907343 |
| 94 | 116.7868521 | 124.631657363011 | -7.84480526301127 |
| 95 | 126.5330444 | 119.466796450064 | 7.06624794993638 |
| 96 | 113.0336597 | 126.147713940026 | -13.1140542400258 |
| 97 | 124.3392163 | 119.855996876021 | 4.48321942397876 |
| 98 | 109.8298759 | 123.762575963025 | -13.9327000630252 |
| 99 | 124.4434777 | 120.355638524934 | 4.08783917506596 |
| 100 | 111.5039454 | 116.661475410783 | -5.15753001078309 |
| 101 | 102.0350019 | 108.404887288157 | -6.36988538815682 |
| 102 | 116.8726598 | 112.299587436046 | 4.57307236395417 |
| 103 | 112.2073122 | 118.504096266021 | -6.29678406602085 |
| 104 | 101.1513902 | 99.0897337603722 | 2.06165643962777 |
| 105 | 124.4255108 | 116.002543408510 | 8.42296739149013 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 23 | 0.352910328754100 | 0.705820657508201 | 0.6470896712459 |
| 24 | 0.686145372693966 | 0.627709254612067 | 0.313854627306034 |
| 25 | 0.562389608012211 | 0.875220783975577 | 0.437610391987789 |
| 26 | 0.506451236685197 | 0.987097526629606 | 0.493548763314803 |
| 27 | 0.470061648376634 | 0.940123296753268 | 0.529938351623366 |
| 28 | 0.639983564304086 | 0.720032871391829 | 0.360016435695914 |
| 29 | 0.541639717934672 | 0.916720564130655 | 0.458360282065328 |
| 30 | 0.488962226713076 | 0.977924453426153 | 0.511037773286924 |
| 31 | 0.428222933765779 | 0.856445867531557 | 0.571777066234221 |
| 32 | 0.34683084474597 | 0.69366168949194 | 0.65316915525403 |
| 33 | 0.438910315073898 | 0.877820630147797 | 0.561089684926102 |
| 34 | 0.361822667780859 | 0.723645335561717 | 0.638177332219141 |
| 35 | 0.355066487413616 | 0.710132974827231 | 0.644933512586384 |
| 36 | 0.302794800506555 | 0.605589601013111 | 0.697205199493445 |
| 37 | 0.289849965293229 | 0.579699930586458 | 0.710150034706771 |
| 38 | 0.232850637577868 | 0.465701275155737 | 0.767149362422131 |
| 39 | 0.334464160575603 | 0.668928321151205 | 0.665535839424397 |
| 40 | 0.298717157764362 | 0.597434315528724 | 0.701282842235638 |
| 41 | 0.246777356327045 | 0.49355471265409 | 0.753222643672955 |
| 42 | 0.201029649968424 | 0.402059299936848 | 0.798970350031576 |
| 43 | 0.206737433754852 | 0.413474867509704 | 0.793262566245148 |
| 44 | 0.185594443911517 | 0.371188887823034 | 0.814405556088483 |
| 45 | 0.437420918861137 | 0.874841837722275 | 0.562579081138863 |
| 46 | 0.577569167898136 | 0.844861664203729 | 0.422430832101864 |
| 47 | 0.517614378722756 | 0.964771242554488 | 0.482385621277244 |
| 48 | 0.471220686898609 | 0.942441373797218 | 0.528779313101391 |
| 49 | 0.69095976513152 | 0.61808046973696 | 0.30904023486848 |
| 50 | 0.646010069828044 | 0.707979860343912 | 0.353989930171956 |
| 51 | 0.727131035166796 | 0.545737929666408 | 0.272868964833204 |
| 52 | 0.695249079425826 | 0.609501841148347 | 0.304750920574174 |
| 53 | 0.650015791507066 | 0.699968416985869 | 0.349984208492934 |
| 54 | 0.740478134428546 | 0.519043731142909 | 0.259521865571454 |
| 55 | 0.725535759603412 | 0.548928480793177 | 0.274464240396589 |
| 56 | 0.71769513802178 | 0.56460972395644 | 0.28230486197822 |
| 57 | 0.73362594580363 | 0.532748108392741 | 0.266374054196371 |
| 58 | 0.708418276993747 | 0.583163446012507 | 0.291581723006253 |
| 59 | 0.693270950673751 | 0.613458098652498 | 0.306729049326249 |
| 60 | 0.647225462096205 | 0.70554907580759 | 0.352774537903795 |
| 61 | 0.58699732351 | 0.82600535298 | 0.41300267649 |
| 62 | 0.513609709925897 | 0.972780580148205 | 0.486390290074103 |
| 63 | 0.456797677383785 | 0.913595354767569 | 0.543202322616215 |
| 64 | 0.457423715585032 | 0.914847431170064 | 0.542576284414968 |
| 65 | 0.397219721977236 | 0.794439443954473 | 0.602780278022764 |
| 66 | 0.349194215907692 | 0.698388431815383 | 0.650805784092308 |
| 67 | 0.318088780265585 | 0.63617756053117 | 0.681911219734415 |
| 68 | 0.330369049099256 | 0.660738098198512 | 0.669630950900744 |
| 69 | 0.307394839508877 | 0.614789679017755 | 0.692605160491123 |
| 70 | 0.239086230889119 | 0.478172461778238 | 0.760913769110881 |
| 71 | 0.191503422906962 | 0.383006845813924 | 0.808496577093038 |
| 72 | 0.234582423346692 | 0.469164846693385 | 0.765417576653308 |
| 73 | 0.227193407706159 | 0.454386815412319 | 0.77280659229384 |
| 74 | 0.556421121478639 | 0.887157757042723 | 0.443578878521362 |
| 75 | 0.462007717163515 | 0.924015434327029 | 0.537992282836485 |
| 76 | 0.375952852898251 | 0.751905705796502 | 0.624047147101749 |
| 77 | 0.281564430619134 | 0.563128861238268 | 0.718435569380866 |
| 78 | 0.235372552365092 | 0.470745104730185 | 0.764627447634908 |
| 79 | 0.349861949899768 | 0.699723899799536 | 0.650138050100232 |
| 80 | 0.285311847111056 | 0.570623694222113 | 0.714688152888943 |
| 81 | 0.200749929484737 | 0.401499858969474 | 0.799250070515263 |
| 82 | 0.11977533085352 | 0.23955066170704 | 0.88022466914648 |
| 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 | 0 | 0 | OK |
