| Multiple Linear Regression - Estimated Regression Equation |
| HFCE[t] = + 7117.57957043553 + 942.117029576953RPI[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) | 7117.57957043553 | 5207.509379 | 1.3668 | 0.175172 | 0.087586 |
| RPI | 942.117029576953 | 31.942573 | 29.4941 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.95295985390233 |
| R-squared | 0.90813248314955 |
| Adjusted R-squared | 0.907088534094432 |
| F-TEST (value) | 869.901149578852 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 88 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 9503.7112551085 |
| Sum Squared Residuals | 7948206430.60187 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 106370 | 101611.917637004 | 4758.08236299578 |
| 2 | 109375 | 103119.304884327 | 6255.69511567294 |
| 3 | 116476 | 103307.728290242 | 13168.2717097576 |
| 4 | 123297 | 104344.057022777 | 18952.9429772229 |
| 5 | 114813 | 104815.115537566 | 9997.88446243442 |
| 6 | 117925 | 107170.408111508 | 10754.5918884920 |
| 7 | 126466 | 108583.583655873 | 17882.4163441266 |
| 8 | 131235 | 110656.241120943 | 20578.7588790573 |
| 9 | 120546 | 112352.051774181 | 8193.94822581879 |
| 10 | 123791 | 115366.826268827 | 8424.17373117254 |
| 11 | 129813 | 116403.155001362 | 13409.8449986379 |
| 12 | 133463 | 118570.024169389 | 14892.9758306109 |
| 13 | 122987 | 120548.469931501 | 2438.5300684993 |
| 14 | 125418 | 125824.325297132 | -406.32529713163 |
| 15 | 130199 | 127802.771059243 | 2396.22894075677 |
| 16 | 133016 | 129687.005118397 | 3328.99488160287 |
| 17 | 121454 | 130346.487039101 | -8892.48703910101 |
| 18 | 122044 | 132984.414721916 | -10940.4147219165 |
| 19 | 128313 | 133549.684939663 | -5236.68493966263 |
| 20 | 131556 | 134774.437078113 | -3218.43707811268 |
| 21 | 120027 | 135433.918998817 | -15406.9189988165 |
| 22 | 123001 | 138166.058384590 | -15165.0583845897 |
| 23 | 130111 | 138071.846681632 | -7960.84668163202 |
| 24 | 132524 | 138637.116899378 | -6113.11689937818 |
| 25 | 123742 | 137789.211572759 | -14047.2115727589 |
| 26 | 124931 | 139861.869037828 | -14930.8690378282 |
| 27 | 133646 | 140238.715849659 | -6592.71584965902 |
| 28 | 136557 | 140709.774364447 | -4152.7743644475 |
| 29 | 127509 | 140898.197770363 | -13389.1977703629 |
| 30 | 128945 | 143253.490344305 | -14308.4903443053 |
| 31 | 137191 | 143347.702047263 | -6156.70204726295 |
| 32 | 139716 | 144195.607373882 | -4479.60737388221 |
| 33 | 129083 | 145420.359512332 | -16337.3595123323 |
| 34 | 131604 | 147964.07549219 | -16360.0754921900 |
| 35 | 139413 | 148340.922304021 | -8927.92230402081 |
| 36 | 143125 | 148529.345709936 | -5404.34570993619 |
| 37 | 133948 | 149283.039333598 | -15335.0393335978 |
| 38 | 137116 | 151073.061689794 | -13957.0616897940 |
| 39 | 144864 | 151355.696798667 | -6491.69679866705 |
| 40 | 149277 | 152203.602125286 | -2926.60212528631 |
| 41 | 138796 | 153051.507451906 | -14255.5074519056 |
| 42 | 143258 | 154935.741511059 | -11677.7415110595 |
| 43 | 150034 | 156348.917055425 | -6314.91705542491 |
| 44 | 154708 | 157573.669193875 | -2865.66919387493 |
| 45 | 144888 | 158044.727708663 | -13156.7277086634 |
| 46 | 148762 | 160871.078797394 | -12109.0787973943 |
| 47 | 156500 | 161342.137312183 | -4842.13731218275 |
| 48 | 161088 | 162001.619232887 | -913.619232886629 |
| 49 | 152772 | 161342.137312183 | -8570.13731218275 |
| 50 | 158011 | 163037.947965421 | -5026.94796542127 |
| 51 | 163318 | 163132.159668379 | 185.840331621038 |
| 52 | 169969 | 164262.700103871 | 5706.29989612868 |
| 53 | 162269 | 164922.182024575 | -2653.18202457518 |
| 54 | 165765 | 167842.744816264 | -2077.74481626373 |
| 55 | 170600 | 168125.379925137 | 2474.62007486318 |
| 56 | 174681 | 169161.708657671 | 5519.29134232854 |
| 57 | 166364 | 168973.285251756 | -2609.28525175609 |
| 58 | 170240 | 170951.731013868 | -711.731013867682 |
| 59 | 176150 | 171045.942716825 | 5104.05728317462 |
| 60 | 182056 | 170857.51931091 | 11198.48068909 |
| 61 | 172218 | 170951.731013868 | 1266.26898613232 |
| 62 | 177856 | 172930.176775979 | 4925.82322402072 |
| 63 | 182253 | 173495.446993725 | 8757.55300627456 |
| 64 | 188090 | 175002.834241049 | 13087.1657589514 |
| 65 | 176863 | 175944.951270626 | 918.048729374482 |
| 66 | 183273 | 177923.397032737 | 5349.60296726286 |
| 67 | 187969 | 178394.455547526 | 9574.54445247439 |
| 68 | 194650 | 179430.784280060 | 15219.2157199397 |
| 69 | 183036 | 180278.689606680 | 2757.31039332048 |
| 70 | 189516 | 182633.982180622 | 6882.0178193781 |
| 71 | 193805 | 183670.310913157 | 10134.6890868435 |
| 72 | 200499 | 185366.121566395 | 15132.8784336050 |
| 73 | 188142 | 185837.180081184 | 2304.81991881647 |
| 74 | 193732 | 187909.837546253 | 5822.16245374717 |
| 75 | 197126 | 188569.319466957 | 8556.68053304331 |
| 76 | 205140 | 189605.648199491 | 15534.3518005087 |
| 77 | 191751 | 190076.706714280 | 1674.29328572019 |
| 78 | 196700 | 193279.904614841 | 3420.09538515854 |
| 79 | 199784 | 194881.503565122 | 4902.49643487771 |
| 80 | 207360 | 196859.949327234 | 10500.0506727661 |
| 81 | 196101 | 198367.336574557 | -2266.33657455701 |
| 82 | 200824 | 201476.322772161 | -652.322772160962 |
| 83 | 205743 | 202230.016395823 | 3512.98360417749 |
| 84 | 212489 | 204773.732375680 | 7715.2676243197 |
| 85 | 200810 | 205998.484514130 | -5188.48451413032 |
| 86 | 203683 | 209955.376038354 | -6272.37603835354 |
| 87 | 207286 | 211933.821800465 | -4647.82180046513 |
| 88 | 210910 | 210143.799444269 | 766.200555731074 |
| 89 | 194915 | 205810.061108215 | -10895.0611082149 |
| 90 | 217920 | 207411.660058496 | 10508.3399415042 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.168560274331752 | 0.337120548663505 | 0.831439725668248 |
| 6 | 0.141336574113161 | 0.282673148226322 | 0.858663425886839 |
| 7 | 0.0806079834539858 | 0.161215966907972 | 0.919392016546014 |
| 8 | 0.0488561050817873 | 0.0977122101635746 | 0.951143894918213 |
| 9 | 0.143854965070560 | 0.287709930141119 | 0.85614503492944 |
| 10 | 0.154955938019746 | 0.309911876039492 | 0.845044061980254 |
| 11 | 0.126207839923069 | 0.252415679846138 | 0.873792160076931 |
| 12 | 0.119384947484536 | 0.238769894969071 | 0.880615052515464 |
| 13 | 0.221792370022380 | 0.443584740044759 | 0.77820762997762 |
| 14 | 0.276168784401322 | 0.552337568802645 | 0.723831215598678 |
| 15 | 0.242918600800659 | 0.485837201601318 | 0.757081399199341 |
| 16 | 0.211352244392847 | 0.422704488785694 | 0.788647755607153 |
| 17 | 0.316760505330473 | 0.633521010660945 | 0.683239494669527 |
| 18 | 0.362358019044491 | 0.724716038088982 | 0.637641980955509 |
| 19 | 0.300489462398163 | 0.600978924796326 | 0.699510537601837 |
| 20 | 0.247342267092178 | 0.494684534184355 | 0.752657732907822 |
| 21 | 0.310985323033706 | 0.621970646067412 | 0.689014676966294 |
| 22 | 0.306319505816718 | 0.612639011633436 | 0.693680494183282 |
| 23 | 0.245734064085329 | 0.491468128170658 | 0.754265935914671 |
| 24 | 0.201458472305119 | 0.402916944610237 | 0.798541527694881 |
| 25 | 0.183790157609529 | 0.367580315219057 | 0.816209842390471 |
| 26 | 0.162939308785125 | 0.325878617570250 | 0.837060691214875 |
| 27 | 0.135927326850338 | 0.271854653700675 | 0.864072673149662 |
| 28 | 0.129474441880495 | 0.258948883760990 | 0.870525558119505 |
| 29 | 0.105290055760070 | 0.210580111520141 | 0.89470994423993 |
| 30 | 0.08609179055941 | 0.17218358111882 | 0.91390820944059 |
| 31 | 0.0777965639701615 | 0.155593127940323 | 0.922203436029839 |
| 32 | 0.079687498475619 | 0.159374996951238 | 0.920312501524381 |
| 33 | 0.0744837511941968 | 0.148967502388394 | 0.925516248805803 |
| 34 | 0.0701963914970464 | 0.140392782994093 | 0.929803608502954 |
| 35 | 0.0643160672069142 | 0.128632134413828 | 0.935683932793086 |
| 36 | 0.071426842708806 | 0.142853685417612 | 0.928573157291194 |
| 37 | 0.0693467511580726 | 0.138693502316145 | 0.930653248841927 |
| 38 | 0.0680152392812337 | 0.136030478562467 | 0.931984760718766 |
| 39 | 0.076930743437782 | 0.153861486875564 | 0.923069256562218 |
| 40 | 0.109066584819248 | 0.218133169638496 | 0.890933415180752 |
| 41 | 0.119481201959119 | 0.238962403918238 | 0.880518798040881 |
| 42 | 0.13192816937339 | 0.26385633874678 | 0.86807183062661 |
| 43 | 0.160554813772191 | 0.321109627544381 | 0.839445186227809 |
| 44 | 0.218801705296822 | 0.437603410593643 | 0.781198294703178 |
| 45 | 0.278398328728696 | 0.556796657457391 | 0.721601671271304 |
| 46 | 0.372355538939091 | 0.744711077878182 | 0.627644461060909 |
| 47 | 0.458448820587021 | 0.916897641174043 | 0.541551179412979 |
| 48 | 0.561743372156219 | 0.876513255687561 | 0.438256627843781 |
| 49 | 0.658670504484025 | 0.68265899103195 | 0.341329495515975 |
| 50 | 0.73956247028942 | 0.52087505942116 | 0.26043752971058 |
| 51 | 0.803639136393638 | 0.392721727212724 | 0.196360863606362 |
| 52 | 0.875636784793912 | 0.248726430412177 | 0.124363215206088 |
| 53 | 0.905328701930201 | 0.189342596139599 | 0.0946712980697993 |
| 54 | 0.93158551806954 | 0.136828963860919 | 0.0684144819304594 |
| 55 | 0.946512395708525 | 0.106975208582951 | 0.0534876042914754 |
| 56 | 0.958027367454414 | 0.0839452650911726 | 0.0419726325455863 |
| 57 | 0.973420017237096 | 0.0531599655258076 | 0.0265799827629038 |
| 58 | 0.982505388762715 | 0.0349892224745693 | 0.0174946112372847 |
| 59 | 0.985008977862029 | 0.029982044275943 | 0.0149910221379715 |
| 60 | 0.988712597124446 | 0.0225748057511074 | 0.0112874028755537 |
| 61 | 0.99170873798077 | 0.0165825240384601 | 0.00829126201923006 |
| 62 | 0.992107232652045 | 0.0157855346959096 | 0.0078927673479548 |
| 63 | 0.991608369950604 | 0.0167832600987911 | 0.00839163004939553 |
| 64 | 0.992447699172063 | 0.0151046016558733 | 0.00755230082793667 |
| 65 | 0.994557912543335 | 0.0108841749133306 | 0.00544208745666531 |
| 66 | 0.993942213530946 | 0.0121155729381074 | 0.00605778646905371 |
| 67 | 0.992170841801656 | 0.0156583163966881 | 0.00782915819834406 |
| 68 | 0.992815457161779 | 0.0143690856764427 | 0.00718454283822133 |
| 69 | 0.992862859318753 | 0.0142742813624941 | 0.00713714068124703 |
| 70 | 0.989863397125188 | 0.0202732057496248 | 0.0101366028748124 |
| 71 | 0.984971050412187 | 0.0300578991756262 | 0.0150289495878131 |
| 72 | 0.985803690646625 | 0.0283926187067508 | 0.0141963093533754 |
| 73 | 0.982487949425414 | 0.0350241011491725 | 0.0175120505745862 |
| 74 | 0.972562285580466 | 0.0548754288390675 | 0.0274377144195337 |
| 75 | 0.956409617194278 | 0.0871807656114446 | 0.0435903828057223 |
| 76 | 0.965566497289299 | 0.0688670054214026 | 0.0344335027107013 |
| 77 | 0.948845314432565 | 0.102309371134870 | 0.0511546855674348 |
| 78 | 0.918177155135035 | 0.163645689729931 | 0.0818228448649654 |
| 79 | 0.869603222520928 | 0.260793554958144 | 0.130396777479072 |
| 80 | 0.857875918060095 | 0.28424816387981 | 0.142124081939905 |
| 81 | 0.79911529273791 | 0.40176941452418 | 0.20088470726209 |
| 82 | 0.710733388101687 | 0.578533223796626 | 0.289266611898313 |
| 83 | 0.584748438601267 | 0.830503122797466 | 0.415251561398733 |
| 84 | 0.568241895814561 | 0.863516208370877 | 0.431758104185439 |
| 85 | 0.410628768869048 | 0.821257537738097 | 0.589371231130952 |
| 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 | 16 | 0.197530864197531 | NOK |
| 10% type I error level | 22 | 0.271604938271605 | NOK |
