| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = -50.9640522907201 + 1.07016114979443X[t] + 0.173985757105798Y1[t] + 0.293977711131534Y2[t] + 1.59007716465838M1[t] + 4.34909964071228M2[t] -6.16808657058887M3[t] + 5.25575586956772M4[t] + 2.64205857405578M5[t] -3.92509865437882M6[t] -2.86912893355579M7[t] + 2.20031881493963M8[t] + 3.4871885785655M9[t] + 5.68632854743579M10[t] + 1.38569107000666M11[t] + 0.0128020945805415t + 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) | -50.9640522907201 | 9.03349 | -5.6417 | 1e-06 | 1e-06 |
| X | 1.07016114979443 | 0.079565 | 13.4502 | 0 | 0 |
| Y1 | 0.173985757105798 | 0.061556 | 2.8265 | 0.007177 | 0.003588 |
| Y2 | 0.293977711131534 | 0.068868 | 4.2687 | 0.00011 | 5.5e-05 |
| M1 | 1.59007716465838 | 2.057163 | 0.7729 | 0.443882 | 0.221941 |
| M2 | 4.34909964071228 | 2.466178 | 1.7635 | 0.085091 | 0.042545 |
| M3 | -6.16808657058887 | 2.035795 | -3.0298 | 0.004176 | 0.002088 |
| M4 | 5.25575586956772 | 2.618043 | 2.0075 | 0.051158 | 0.025579 |
| M5 | 2.64205857405578 | 2.655649 | 0.9949 | 0.325491 | 0.162745 |
| M6 | -3.92509865437882 | 1.846348 | -2.1259 | 0.039436 | 0.019718 |
| M7 | -2.86912893355579 | 1.846323 | -1.554 | 0.127696 | 0.063848 |
| M8 | 2.20031881493963 | 1.929678 | 1.1403 | 0.260642 | 0.130321 |
| M9 | 3.4871885785655 | 2.121885 | 1.6434 | 0.107759 | 0.053879 |
| M10 | 5.68632854743579 | 2.203347 | 2.5808 | 0.013442 | 0.006721 |
| M11 | 1.38569107000666 | 2.198415 | 0.6303 | 0.531904 | 0.265952 |
| t | 0.0128020945805415 | 0.032064 | 0.3993 | 0.691717 | 0.345859 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.980850670429848 |
| R-squared | 0.962068037682683 |
| Adjusted R-squared | 0.948520908283641 |
| F-TEST (value) | 71.0163761889459 |
| F-TEST (DF numerator) | 15 |
| F-TEST (DF denominator) | 42 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.65910913178632 |
| Sum Squared Residuals | 296.976177739476 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 119.93 | 119.216410111613 | 0.713589888387024 |
| 2 | 94.76 | 97.5623320245071 | -2.80233202450712 |
| 3 | 95.26 | 98.2415039618835 | -2.98150396188351 |
| 4 | 117.96 | 120.879510277436 | -2.91951027743645 |
| 5 | 115.86 | 118.308468249154 | -2.4484682491536 |
| 6 | 111.44 | 111.213005709379 | 0.226994290621141 |
| 7 | 108.16 | 108.434036640471 | -0.274036640471373 |
| 8 | 108.77 | 104.155103668478 | 4.61489633152204 |
| 9 | 109.45 | 105.987869440740 | 3.46213055925976 |
| 10 | 124.83 | 117.914866341004 | 6.91513365899579 |
| 11 | 115.31 | 114.469530561403 | 0.840469438597184 |
| 12 | 109.49 | 110.931916971499 | -1.44191697149868 |
| 13 | 124.24 | 125.632077481162 | -1.39207748116161 |
| 14 | 92.85 | 93.943923747105 | -1.09392374710498 |
| 15 | 98.42 | 98.152682970981 | 0.267317029019022 |
| 16 | 120.88 | 120.058287941781 | 0.821712058218956 |
| 17 | 111.72 | 115.190392302949 | -3.47039230294921 |
| 18 | 116.1 | 116.748534360424 | -0.648534360424116 |
| 19 | 109.37 | 108.930480484322 | 0.43951951567756 |
| 20 | 111.65 | 110.597896762511 | 1.05210323748911 |
| 21 | 114.29 | 112.135060105654 | 2.15493989434616 |
| 22 | 133.68 | 131.314978766201 | 2.36502123379860 |
| 23 | 114.27 | 115.338443354064 | -1.06844335406398 |
| 24 | 126.49 | 126.134201230163 | 0.355798769836524 |
| 25 | 131 | 129.186836472206 | 1.81316352779402 |
| 26 | 104 | 105.087038863418 | -1.08703886341766 |
| 27 | 108.88 | 107.370312143940 | 1.50968785606044 |
| 28 | 128.48 | 127.021913414862 | 1.45808658513812 |
| 29 | 132.44 | 131.085024238177 | 1.35497576182347 |
| 30 | 128.04 | 127.129035701380 | 0.91096429862042 |
| 31 | 116.35 | 116.931665388839 | -0.581665388839237 |
| 32 | 120.93 | 122.967164401547 | -2.03716440154736 |
| 33 | 118.59 | 120.877978779315 | -2.28797877931461 |
| 34 | 133.1 | 138.476387610345 | -5.37638761034508 |
| 35 | 121.05 | 122.434131116665 | -1.38413111666460 |
| 36 | 127.62 | 126.654846035974 | 0.965153964025679 |
| 37 | 135.44 | 134.312653383639 | 1.12734661636065 |
| 38 | 114.88 | 113.943499737053 | 0.936500262947035 |
| 39 | 114.34 | 114.681759607881 | -0.341759607880524 |
| 40 | 128.85 | 128.86260763621 | -0.0126076362099425 |
| 41 | 138.9 | 139.222093189837 | -0.32209318983747 |
| 42 | 129.44 | 128.943445040286 | 0.496554959714038 |
| 43 | 114.96 | 117.087644298075 | -2.12764429807471 |
| 44 | 127.98 | 128.320275533755 | -0.340275533754762 |
| 45 | 127.03 | 129.875783106862 | -2.84578310686236 |
| 46 | 128.75 | 132.539545050612 | -3.78954505061198 |
| 47 | 137.91 | 136.297894967869 | 1.61210503213140 |
| 48 | 128.37 | 128.249035762364 | 0.120964237636472 |
| 49 | 135.9 | 138.16202255138 | -2.26202255138009 |
| 50 | 122.19 | 118.143205627917 | 4.04679437208273 |
| 51 | 113.08 | 111.533741315315 | 1.54625868468456 |
| 52 | 136.2 | 135.547680729711 | 0.652319270289317 |
| 53 | 138 | 133.114022019883 | 4.88597798011681 |
| 54 | 115.24 | 116.225979188531 | -0.985979188531487 |
| 55 | 110.95 | 108.406173188292 | 2.54382681170776 |
| 56 | 99.23 | 102.519559633709 | -3.28955963370902 |
| 57 | 102.39 | 102.873308567429 | -0.483308567428939 |
| 58 | 112.67 | 112.784222231837 | -0.114222231837341 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 19 | 0.451742723768434 | 0.903485447536869 | 0.548257276231566 |
| 20 | 0.387156793693091 | 0.774313587386181 | 0.612843206306909 |
| 21 | 0.3171503437278 | 0.6343006874556 | 0.6828496562722 |
| 22 | 0.376808683241654 | 0.753617366483307 | 0.623191316758346 |
| 23 | 0.285160955818219 | 0.570321911636438 | 0.714839044181781 |
| 24 | 0.596286879060739 | 0.807426241878523 | 0.403713120939262 |
| 25 | 0.762876560402685 | 0.474246879194631 | 0.237123439597315 |
| 26 | 0.700765201707346 | 0.598469596585307 | 0.299234798292653 |
| 27 | 0.690770362727257 | 0.618459274545486 | 0.309229637272743 |
| 28 | 0.620551291507581 | 0.758897416984837 | 0.379448708492419 |
| 29 | 0.65746643613881 | 0.685067127722379 | 0.342533563861189 |
| 30 | 0.569594005423297 | 0.860811989153405 | 0.430405994576703 |
| 31 | 0.505227538800412 | 0.989544922399177 | 0.494772461199588 |
| 32 | 0.596553715674367 | 0.806892568651265 | 0.403446284325633 |
| 33 | 0.681206537516712 | 0.637586924966577 | 0.318793462483288 |
| 34 | 0.819417136910929 | 0.361165726178141 | 0.180582863089071 |
| 35 | 0.71977877664451 | 0.560442446710981 | 0.280221223355491 |
| 36 | 0.638667151731845 | 0.72266569653631 | 0.361332848268155 |
| 37 | 0.694500098768653 | 0.610999802462693 | 0.305499901231347 |
| 38 | 0.578546666133162 | 0.842906667733676 | 0.421453333866838 |
| 39 | 0.403352834313603 | 0.806705668627205 | 0.596647165686397 |
| 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 |
