Multiple Linear Regression - Estimated Regression Equation |
Ipzb[t] = + 75.7409869117733 + 0.549150534516807Cvn[t] + 17.0989534888664M1[t] + 17.8337099537553M2[t] + 13.5730053380130M3[t] + 9.82430309154084M4[t] + 8.19845267982208M5[t] + 7.83205624092391M6[t] + 16.6573223851026M7[t] + 8.96292831547462M8[t] + 7.83938371132981M9[t] + 15.6769920109720M10[t] -0.989537973133346M11[t] + 0.135546973414980t + 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) | 75.7409869117733 | 3.208801 | 23.6041 | 0 | 0 |
Cvn | 0.549150534516807 | 0.054863 | 10.0095 | 0 | 0 |
M1 | 17.0989534888664 | 2.562351 | 6.6731 | 0 | 0 |
M2 | 17.8337099537553 | 2.559247 | 6.9683 | 0 | 0 |
M3 | 13.5730053380130 | 2.562525 | 5.2967 | 3e-06 | 2e-06 |
M4 | 9.82430309154084 | 2.564728 | 3.8305 | 0.000386 | 0.000193 |
M5 | 8.19845267982208 | 2.556536 | 3.2069 | 0.002443 | 0.001222 |
M6 | 7.83205624092391 | 2.55751 | 3.0624 | 0.003662 | 0.001831 |
M7 | 16.6573223851026 | 2.555156 | 6.5191 | 0 | 0 |
M8 | 8.96292831547462 | 2.551279 | 3.5131 | 0.001005 | 0.000503 |
M9 | 7.83938371132981 | 2.544659 | 3.0807 | 0.003481 | 0.00174 |
M10 | 15.6769920109720 | 2.540776 | 6.1702 | 0 | 0 |
M11 | -0.989537973133346 | 2.540027 | -0.3896 | 0.698647 | 0.349323 |
t | 0.135546973414980 | 0.034394 | 3.941 | 0.000274 | 0.000137 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.913511293399156 |
R-squared | 0.8345028831678 |
Adjusted R-squared | 0.787731958845656 |
F-TEST (value) | 17.8423431921081 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 9.15933995315754e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.01570337139246 |
Sum Squared Residuals | 741.790184082586 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 115.6 | 113.40388725808 | 2.19611274191999 |
2 | 111.9 | 114.274190696384 | -2.37419069638375 |
3 | 107 | 108.776156717764 | -1.77615671776442 |
4 | 107.1 | 103.954870268770 | 3.14512973122969 |
5 | 100.6 | 103.013717364983 | -2.41371736498335 |
6 | 99.2 | 101.684566830467 | -2.48456683046652 |
7 | 108.4 | 110.480634787705 | -2.08063478770517 |
8 | 103 | 100.615355446522 | 2.38464455347843 |
9 | 99.8 | 99.4626126554367 | 0.337387344563305 |
10 | 115 | 107.325937821590 | 7.67406217840954 |
11 | 90.8 | 90.5203795436417 | 0.279620456358269 |
12 | 95.9 | 92.3044451316102 | 3.59555486838979 |
13 | 114.4 | 111.351142357797 | 3.04885764220289 |
14 | 108.2 | 113.978727506555 | -5.77872750655469 |
15 | 112.6 | 110.128145131486 | 2.47185486851421 |
16 | 109.1 | 107.887866194721 | 1.21213380527934 |
17 | 105 | 106.122987489158 | -1.12298748915847 |
18 | 105 | 107.155184253064 | -2.15518425306394 |
19 | 118.5 | 116.939723172433 | 1.56027682756716 |
20 | 103.7 | 110.753752412512 | -7.05375241251183 |
21 | 112.5 | 110.314905316299 | 2.18509468370119 |
22 | 116.6 | 118.178230482453 | -1.57823048245260 |
23 | 96.6 | 102.855378647699 | -6.25537864769924 |
24 | 101.9 | 103.321482952827 | -1.42148295282738 |
25 | 116.5 | 119.842087720237 | -3.34208772023697 |
26 | 119.3 | 120.986966425799 | -1.68696642579916 |
27 | 115.4 | 115.763507714438 | -0.363507714438231 |
28 | 108.5 | 112.699502975898 | -4.1995029758979 |
29 | 111.5 | 110.550218896174 | 0.949781103826055 |
30 | 108.8 | 109.330898468561 | -0.53089846856051 |
31 | 121.8 | 117.742561051637 | 4.0574389483626 |
32 | 109.6 | 111.556590291716 | -1.95659029171639 |
33 | 112.2 | 112.490619531795 | -0.290619531795379 |
34 | 119.6 | 121.287500606628 | -1.68750060662774 |
35 | 104.1 | 103.658216526904 | 0.441783473096213 |
36 | 105.3 | 103.410425137160 | 1.88957486283991 |
37 | 115 | 120.535095492538 | -5.53509549253816 |
38 | 124.1 | 119.593202166936 | 4.50679783306351 |
39 | 116.8 | 115.468044524609 | 1.33195547539082 |
40 | 107.5 | 110.866418289422 | -3.36641828942178 |
41 | 115.6 | 110.74899118741 | 4.85100881258998 |
42 | 116.2 | 110.518141721927 | 5.68185827807318 |
43 | 116.3 | 119.753530106779 | -3.45353010677893 |
44 | 119 | 110.272656139757 | 8.72734386024292 |
45 | 111.9 | 109.723978936641 | 2.17602106335931 |
46 | 118.6 | 117.806964316601 | 0.793035683398797 |
47 | 106.9 | 100.177680236877 | 6.72231976312276 |
48 | 103.2 | 101.467510343781 | 1.73248965621940 |
49 | 118.6 | 114.967787171348 | 3.63221282865225 |
50 | 118.7 | 113.366913204326 | 5.3330867956741 |
51 | 102.8 | 104.464145911702 | -1.66414591170238 |
52 | 100.6 | 97.3913422711893 | 3.20865772881065 |
53 | 94.9 | 97.1640850622742 | -2.26408506227422 |
54 | 94.5 | 95.0112087259822 | -0.51120872598221 |
55 | 102.9 | 102.983550881446 | -0.083550881445649 |
56 | 95.3 | 97.4016457094931 | -2.10164570949313 |
57 | 92.5 | 96.9078835598284 | -4.40788355982843 |
58 | 102.7 | 107.901366772728 | -5.20136677272801 |
59 | 91.5 | 92.688345044878 | -1.18834504487801 |
60 | 89.5 | 95.2961364346217 | -5.79613643462172 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.243481460600032 | 0.486962921200063 | 0.756518539399968 |
18 | 0.116357959017887 | 0.232715918035775 | 0.883642040982113 |
19 | 0.0748016405583889 | 0.149603281116778 | 0.925198359441611 |
20 | 0.277043656498803 | 0.554087312997606 | 0.722956343501197 |
21 | 0.279811458367422 | 0.559622916734845 | 0.720188541632578 |
22 | 0.32786340031502 | 0.65572680063004 | 0.67213659968498 |
23 | 0.267121953793194 | 0.534243907586387 | 0.732878046206806 |
24 | 0.185609030371583 | 0.371218060743165 | 0.814390969628417 |
25 | 0.152420894022175 | 0.304841788044351 | 0.847579105977825 |
26 | 0.166807953825635 | 0.333615907651271 | 0.833192046174365 |
27 | 0.108614912488365 | 0.217229824976729 | 0.891385087511635 |
28 | 0.117338175585636 | 0.234676351171273 | 0.882661824414364 |
29 | 0.100365501555851 | 0.200731003111702 | 0.89963449844415 |
30 | 0.0759266883270901 | 0.151853376654180 | 0.92407331167291 |
31 | 0.0770287051691976 | 0.154057410338395 | 0.922971294830802 |
32 | 0.0686389314928278 | 0.137277862985656 | 0.931361068507172 |
33 | 0.0411356390566211 | 0.0822712781132423 | 0.958864360943379 |
34 | 0.0269397144377801 | 0.0538794288755603 | 0.97306028556222 |
35 | 0.0297308989843244 | 0.0594617979686489 | 0.970269101015676 |
36 | 0.0162385098269018 | 0.0324770196538036 | 0.983761490173098 |
37 | 0.132215763844406 | 0.264431527688812 | 0.867784236155594 |
38 | 0.234651994669569 | 0.469303989339139 | 0.76534800533043 |
39 | 0.1663912638137 | 0.3327825276274 | 0.8336087361863 |
40 | 0.608131288665232 | 0.783737422669535 | 0.391868711334768 |
41 | 0.528509493212394 | 0.942981013575212 | 0.471490506787606 |
42 | 0.482653854624642 | 0.965307709249283 | 0.517346145375358 |
43 | 0.897426716618084 | 0.205146566763832 | 0.102573283381916 |
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 | 1 | 0.0370370370370370 | OK |
10% type I error level | 4 | 0.148148148148148 | NOK |