| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = -24.6219614667864 + 1.31422861183913X[t] + 0.396153803546174M1[t] + 1.12802237964250M2[t] -1.30919291896518M3[t] + 9.3338218086357M4[t] -4.98132953523177M5[t] -4.23025703750864M6[t] -3.3337553621986M7[t] -2.29447514335494M8[t] -0.545258879251453M9[t] + 0.748405068033284M10[t] -0.519582457705025M11[t] + 0.17120575811066t + 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) | -24.6219614667864 | 10.456775 | -2.3546 | 0.022864 | 0.011432 |
| X | 1.31422861183913 | 0.096083 | 13.678 | 0 | 0 |
| M1 | 0.396153803546174 | 2.346093 | 0.1689 | 0.86665 | 0.433325 |
| M2 | 1.12802237964250 | 2.363136 | 0.4773 | 0.635379 | 0.31769 |
| M3 | -1.30919291896518 | 2.367355 | -0.553 | 0.582928 | 0.291464 |
| M4 | 9.3338218086357 | 3.082101 | 3.0284 | 0.004022 | 0.002011 |
| M5 | -4.98132953523177 | 2.515298 | -1.9804 | 0.053656 | 0.026828 |
| M6 | -4.23025703750864 | 2.348809 | -1.801 | 0.078257 | 0.039128 |
| M7 | -3.3337553621986 | 2.343343 | -1.4226 | 0.161584 | 0.080792 |
| M8 | -2.29447514335494 | 2.316977 | -0.9903 | 0.327214 | 0.163607 |
| M9 | -0.545258879251453 | 2.499253 | -0.2182 | 0.828263 | 0.414131 |
| M10 | 0.748405068033284 | 2.493823 | 0.3001 | 0.76545 | 0.382725 |
| M11 | -0.519582457705025 | 2.450689 | -0.212 | 0.833032 | 0.416516 |
| t | 0.17120575811066 | 0.029137 | 5.876 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.962264891450104 |
| R-squared | 0.92595372131748 |
| Adjusted R-squared | 0.905027599081115 |
| F-TEST (value) | 44.2487007797554 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.64189471923847 |
| Sum Squared Residuals | 610.116268716785 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 108.01 | 111.179522253117 | -3.16952225311654 |
| 2 | 101.21 | 104.854339222208 | -3.64433922220817 |
| 3 | 119.93 | 120.987530247459 | -1.05753024745896 |
| 4 | 94.76 | 100.260264049031 | -5.50026404903146 |
| 5 | 95.26 | 98.4700674145624 | -3.21006741456242 |
| 6 | 117.96 | 122.128500655213 | -4.16850065521311 |
| 7 | 115.86 | 118.202139363645 | -2.34213936364512 |
| 8 | 111.44 | 111.001562224829 | 0.438437775170948 |
| 9 | 108.16 | 109.899258439813 | -1.73925843981319 |
| 10 | 108.77 | 102.164527862335 | 6.60547213766529 |
| 11 | 109.45 | 102.776243290098 | 6.67375670990207 |
| 12 | 124.83 | 115.032243290098 | 9.79775670990208 |
| 13 | 115.31 | 113.102568489260 | 2.20743151073959 |
| 14 | 109.49 | 107.828768347823 | 1.66123165217649 |
| 15 | 124.24 | 126.327570874385 | -2.0875708743847 |
| 16 | 92.85 | 93.772247169405 | -0.92224716940508 |
| 17 | 98.42 | 99.0788850388673 | -0.658885038867318 |
| 18 | 120.88 | 123.000164001886 | -2.12016400188582 |
| 19 | 111.72 | 114.474002568881 | -2.75400256888090 |
| 20 | 116.1 | 119.495751520169 | -3.39575152016868 |
| 21 | 109.37 | 112.873687565428 | -3.5036875654285 |
| 22 | 111.65 | 110.001602851755 | 1.64839714824522 |
| 23 | 114.29 | 111.139009724254 | 3.15099027574635 |
| 24 | 133.68 | 131.280381395288 | 2.3996186047116 |
| 25 | 114.27 | 112.397157501726 | 1.87284249827382 |
| 26 | 126.49 | 125.391135064853 | 1.09886493514687 |
| 27 | 131 | 129.302 | 1.69800000000001 |
| 28 | 104 | 101.740745020009 | 2.25925497999095 |
| 29 | 108.88 | 107.441651473023 | 1.43834852697696 |
| 30 | 128.48 | 127.157398878156 | 1.32260112184365 |
| 31 | 132.44 | 130.459294951704 | 1.98070504829644 |
| 32 | 128.04 | 126.938557926037 | 1.10144207396297 |
| 33 | 116.35 | 114.533888079205 | 1.81611192079531 |
| 34 | 120.93 | 121.255672231957 | -0.325672231956583 |
| 35 | 118.59 | 119.238930436042 | -0.648930436041546 |
| 36 | 133.1 | 137.671804911685 | -4.57180491168545 |
| 37 | 121.05 | 121.548461102985 | -0.498461102985367 |
| 38 | 127.62 | 126.657066995078 | 0.962933004922446 |
| 39 | 135.44 | 134.773463488110 | 0.666536511890348 |
| 40 | 114.88 | 113.126237261395 | 1.75376273860523 |
| 41 | 114.34 | 114.358766434156 | -0.0187664341557281 |
| 42 | 128.85 | 126.189142168254 | 2.66085783174573 |
| 43 | 138.9 | 140.267712858882 | -1.36771285888232 |
| 44 | 129.44 | 129.518718468101 | -0.078718468100583 |
| 45 | 114.96 | 113.959899952854 | 1.00010004714564 |
| 46 | 127.98 | 129.487015804928 | -1.50701580492840 |
| 47 | 127.03 | 131.150114122163 | -4.12011412216291 |
| 48 | 128.75 | 127.898216502461 | 0.851783497538777 |
| 49 | 137.91 | 138.322290652912 | -0.412290652911507 |
| 50 | 128.37 | 128.448690370038 | -0.0786903700376452 |
| 51 | 135.9 | 135.119435390047 | 0.780564609953298 |
| 52 | 122.19 | 119.780506500160 | 2.40949349984037 |
| 53 | 113.08 | 110.630629639391 | 2.44937036060851 |
| 54 | 136.2 | 133.894794296490 | 2.30520570350956 |
| 55 | 138 | 133.516850256888 | 4.48314974311191 |
| 56 | 115.24 | 113.305409860865 | 1.93459013913534 |
| 57 | 110.95 | 108.523265962699 | 2.42673403730075 |
| 58 | 99.23 | 105.651181249026 | -6.42118124902553 |
| 59 | 102.39 | 107.445702427444 | -5.05570242744397 |
| 60 | 112.67 | 121.147353900467 | -8.47735390046699 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.292793070314049 | 0.585586140628098 | 0.707206929685951 |
| 18 | 0.183797476376682 | 0.367594952753364 | 0.816202523623318 |
| 19 | 0.259464128657442 | 0.518928257314883 | 0.740535871342558 |
| 20 | 0.365481685150644 | 0.730963370301287 | 0.634518314849357 |
| 21 | 0.457043150021585 | 0.914086300043169 | 0.542956849978415 |
| 22 | 0.453385716954363 | 0.906771433908725 | 0.546614283045637 |
| 23 | 0.432420180365512 | 0.864840360731024 | 0.567579819634488 |
| 24 | 0.445907366472363 | 0.891814732944727 | 0.554092633527637 |
| 25 | 0.359559005840081 | 0.719118011680162 | 0.640440994159919 |
| 26 | 0.70773598625288 | 0.58452802749424 | 0.29226401374712 |
| 27 | 0.64481626533171 | 0.71036746933658 | 0.35518373466829 |
| 28 | 0.628282612647919 | 0.743434774704162 | 0.371717387352081 |
| 29 | 0.56321033562707 | 0.87357932874586 | 0.43678966437293 |
| 30 | 0.501133948608053 | 0.997732102783893 | 0.498866051391947 |
| 31 | 0.508408052509954 | 0.983183894980093 | 0.491591947490046 |
| 32 | 0.420980634509848 | 0.841961269019696 | 0.579019365490152 |
| 33 | 0.33310628198934 | 0.66621256397868 | 0.66689371801066 |
| 34 | 0.354402848397587 | 0.708805696795174 | 0.645597151602413 |
| 35 | 0.454920832039858 | 0.909841664079716 | 0.545079167960142 |
| 36 | 0.60067610920617 | 0.798647781587661 | 0.399323890793830 |
| 37 | 0.507555248091256 | 0.984889503817487 | 0.492444751908744 |
| 38 | 0.407142607527302 | 0.814285215054605 | 0.592857392472698 |
| 39 | 0.296089619776318 | 0.592179239552637 | 0.703910380223682 |
| 40 | 0.219114401106056 | 0.438228802212112 | 0.780885598893944 |
| 41 | 0.151488906838398 | 0.302977813676796 | 0.848511093161602 |
| 42 | 0.0855601077920609 | 0.171120215584122 | 0.91443989220794 |
| 43 | 0.140141744315776 | 0.280283488631551 | 0.859858255684224 |
| 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 |
