| Multiple Linear Regression - Estimated Regression Equation |
| nwwmb[t] = + 280315.607407407 -7229.51851851852dummy_variable[t] -4302.90370370365M1[t] -9774.70370370372M2[t] -15334.7037037037M3[t] -13009.3037037037M4[t] -11027.3037037037M5[t] -11855.1037037037M6[t] -15430.3037037037M7[t] -16916.3037037037M8[t] -22763.1037037037M9[t] -23322.2M10[t] -2171.60000000001M11[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) | 280315.607407407 | 8458.084243 | 33.1417 | 0 | 0 |
| dummy_variable | -7229.51851851852 | 5553.004354 | -1.3019 | 0.199292 | 0.099646 |
| M1 | -4302.90370370365 | 11595.0135 | -0.3711 | 0.712231 | 0.356115 |
| M2 | -9774.70370370372 | 11595.0135 | -0.843 | 0.403493 | 0.201747 |
| M3 | -15334.7037037037 | 11595.0135 | -1.3225 | 0.192393 | 0.096196 |
| M4 | -13009.3037037037 | 11595.0135 | -1.122 | 0.267573 | 0.133786 |
| M5 | -11027.3037037037 | 11595.0135 | -0.951 | 0.34645 | 0.173225 |
| M6 | -11855.1037037037 | 11595.0135 | -1.0224 | 0.311811 | 0.155905 |
| M7 | -15430.3037037037 | 11595.0135 | -1.3308 | 0.189685 | 0.094842 |
| M8 | -16916.3037037037 | 11595.0135 | -1.4589 | 0.151236 | 0.075618 |
| M9 | -22763.1037037037 | 11595.0135 | -1.9632 | 0.055558 | 0.027779 |
| M10 | -23322.2 | 11541.702811 | -2.0207 | 0.04903 | 0.024515 |
| M11 | -2171.60000000001 | 11541.702811 | -0.1882 | 0.851567 | 0.425784 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.423309059985496 |
| R-squared | 0.179190560265804 |
| Adjusted R-squared | -0.0303778073259051 |
| F-TEST (value) | 0.855045836950505 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 0.595817608029634 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 18249.0344800242 |
| Sum Squared Residuals | 15652281194.2963 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 286602 | 276012.703703703 | 10589.2962962966 |
| 2 | 283042 | 270540.903703704 | 12501.0962962963 |
| 3 | 276687 | 264980.903703704 | 11706.0962962963 |
| 4 | 277915 | 267306.303703704 | 10608.6962962963 |
| 5 | 277128 | 269288.303703704 | 7839.69629629632 |
| 6 | 277103 | 268460.503703704 | 8642.4962962963 |
| 7 | 275037 | 264885.303703704 | 10151.6962962963 |
| 8 | 270150 | 263399.303703704 | 6750.69629629628 |
| 9 | 267140 | 257552.503703704 | 9587.49629629633 |
| 10 | 264993 | 256993.407407407 | 7999.5925925926 |
| 11 | 287259 | 278144.007407407 | 9114.99259259259 |
| 12 | 291186 | 280315.607407407 | 10870.3925925926 |
| 13 | 292300 | 276012.703703704 | 16287.2962962962 |
| 14 | 288186 | 270540.903703704 | 17645.0962962963 |
| 15 | 281477 | 264980.903703704 | 16496.0962962963 |
| 16 | 282656 | 267306.303703704 | 15349.6962962963 |
| 17 | 280190 | 269288.303703704 | 10901.6962962963 |
| 18 | 280408 | 268460.503703704 | 11947.4962962963 |
| 19 | 276836 | 264885.303703704 | 11950.6962962963 |
| 20 | 275216 | 263399.303703704 | 11816.6962962963 |
| 21 | 274352 | 257552.503703704 | 16799.4962962963 |
| 22 | 271311 | 256993.407407407 | 14317.5925925926 |
| 23 | 289802 | 278144.007407407 | 11657.9925925926 |
| 24 | 290726 | 280315.607407407 | 10410.3925925926 |
| 25 | 292300 | 276012.703703704 | 16287.2962962962 |
| 26 | 278506 | 270540.903703704 | 7965.0962962963 |
| 27 | 269826 | 264980.903703704 | 4845.09629629629 |
| 28 | 265861 | 267306.303703704 | -1445.30370370371 |
| 29 | 269034 | 269288.303703704 | -254.303703703708 |
| 30 | 264176 | 268460.503703704 | -4284.5037037037 |
| 31 | 255198 | 264885.303703704 | -9687.3037037037 |
| 32 | 253353 | 263399.303703704 | -10046.3037037037 |
| 33 | 246057 | 257552.503703704 | -11495.5037037037 |
| 34 | 235372 | 256993.407407407 | -21621.4074074074 |
| 35 | 258556 | 278144.007407407 | -19588.0074074074 |
| 36 | 260993 | 280315.607407407 | -19322.6074074074 |
| 37 | 254663 | 276012.703703704 | -21349.7037037038 |
| 38 | 250643 | 270540.903703704 | -19897.9037037037 |
| 39 | 243422 | 264980.903703704 | -21558.9037037037 |
| 40 | 247105 | 267306.303703704 | -20201.3037037037 |
| 41 | 248541 | 269288.303703704 | -20747.3037037037 |
| 42 | 245039 | 268460.503703704 | -23421.5037037037 |
| 43 | 237080 | 264885.303703704 | -27805.3037037037 |
| 44 | 237085 | 263399.303703704 | -26314.3037037037 |
| 45 | 225554 | 257552.503703704 | -31998.5037037037 |
| 46 | 226839 | 249763.888888889 | -22924.8888888889 |
| 47 | 247934 | 270914.488888889 | -22980.4888888889 |
| 48 | 248333 | 273086.088888889 | -24753.0888888889 |
| 49 | 246969 | 268783.185185185 | -21814.1851851852 |
| 50 | 245098 | 263311.385185185 | -18213.3851851852 |
| 51 | 246263 | 257751.385185185 | -11488.3851851852 |
| 52 | 255765 | 260076.785185185 | -4311.78518518518 |
| 53 | 264319 | 262058.785185185 | 2260.21481481482 |
| 54 | 268347 | 261230.985185185 | 7116.01481481482 |
| 55 | 273046 | 257655.785185185 | 15390.2148148148 |
| 56 | 273963 | 256169.785185185 | 17793.2148148148 |
| 57 | 267430 | 250322.985185185 | 17107.0148148148 |
| 58 | 271993 | 249763.888888889 | 22229.1111111111 |
| 59 | 292710 | 270914.488888889 | 21795.5111111111 |
| 60 | 295881 | 273086.088888889 | 22794.9111111111 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0132003402450938 | 0.0264006804901877 | 0.986799659754906 |
| 17 | 0.00276282108519264 | 0.00552564217038527 | 0.997237178914807 |
| 18 | 0.000590551806344612 | 0.00118110361268922 | 0.999409448193655 |
| 19 | 0.000107098133618631 | 0.000214196267237261 | 0.999892901866381 |
| 20 | 3.19451423826744e-05 | 6.38902847653488e-05 | 0.999968054857617 |
| 21 | 1.85074315587043e-05 | 3.70148631174086e-05 | 0.999981492568441 |
| 22 | 8.629697499727e-06 | 1.7259394999454e-05 | 0.9999913703025 |
| 23 | 2.22681911124678e-06 | 4.45363822249355e-06 | 0.999997773180889 |
| 24 | 5.21299249819169e-07 | 1.04259849963834e-06 | 0.99999947870075 |
| 25 | 3.11468622378155e-07 | 6.22937244756309e-07 | 0.999999688531378 |
| 26 | 4.89464989846093e-07 | 9.78929979692187e-07 | 0.99999951053501 |
| 27 | 1.33583296998494e-06 | 2.67166593996987e-06 | 0.99999866416703 |
| 28 | 1.11248061855685e-05 | 2.22496123711369e-05 | 0.999988875193814 |
| 29 | 1.27486690731494e-05 | 2.54973381462989e-05 | 0.999987251330927 |
| 30 | 3.48197090339416e-05 | 6.96394180678833e-05 | 0.999965180290966 |
| 31 | 0.000207785856561576 | 0.000415571713123152 | 0.999792214143438 |
| 32 | 0.000452976179492956 | 0.000905952358985912 | 0.999547023820507 |
| 33 | 0.00150246490898493 | 0.00300492981796986 | 0.998497535091015 |
| 34 | 0.00699095335079604 | 0.0139819067015921 | 0.993009046649204 |
| 35 | 0.0129584871556606 | 0.0259169743113213 | 0.98704151284434 |
| 36 | 0.018499950966882 | 0.036999901933764 | 0.981500049033118 |
| 37 | 0.0452392181342164 | 0.0904784362684329 | 0.954760781865784 |
| 38 | 0.0740904318614539 | 0.148180863722908 | 0.925909568138546 |
| 39 | 0.094111675883865 | 0.18822335176773 | 0.905888324116135 |
| 40 | 0.0943915340138384 | 0.188783068027677 | 0.905608465986162 |
| 41 | 0.0814956129703632 | 0.162991225940726 | 0.918504387029637 |
| 42 | 0.0641440560726251 | 0.128288112145250 | 0.935855943927375 |
| 43 | 0.0444148739175566 | 0.0888297478351133 | 0.955585126082443 |
| 44 | 0.0252870438385458 | 0.0505740876770916 | 0.974712956161454 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 17 | 0.586206896551724 | NOK |
| 5% type I error level | 21 | 0.724137931034483 | NOK |
| 10% type I error level | 24 | 0.827586206896552 | NOK |
