Multiple Linear Regression - Estimated Regression Equation |
nwwmb[t] = + 300922.883597884 + 18529.5767195767dummy_variable[t] -8596.08624338618M1[t] -13209.2497354498M2[t] -17910.6132275132M3[t] -14726.5767195767M4[t] -11885.9402116402M5[t] -11855.1037037037M6[t] -14571.6671957672M7[t] -15199.0306878307M8[t] -20187.1941798942M9[t] -25039.473015873M10[t] -3030.23650793651M11[t] -858.636507936508t + 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) | 300922.883597884 | 7984.947807 | 37.6863 | 0 | 0 |
dummy_variable | 18529.5767195767 | 6809.58637 | 2.7211 | 0.009155 | 0.004578 |
M1 | -8596.08624338618 | 9443.315278 | -0.9103 | 0.367419 | 0.183709 |
M2 | -13209.2497354498 | 9429.494661 | -1.4008 | 0.167971 | 0.083985 |
M3 | -17910.6132275132 | 9418.731272 | -1.9016 | 0.063498 | 0.031749 |
M4 | -14726.5767195767 | 9411.0356 | -1.5648 | 0.124479 | 0.06224 |
M5 | -11885.9402116402 | 9406.415175 | -1.2636 | 0.21274 | 0.10637 |
M6 | -11855.1037037037 | 9404.874529 | -1.2605 | 0.213836 | 0.106918 |
M7 | -14571.6671957672 | 9406.415175 | -1.5491 | 0.128206 | 0.064103 |
M8 | -15199.0306878307 | 9411.0356 | -1.615 | 0.113145 | 0.056573 |
M9 | -20187.1941798942 | 9418.731272 | -2.1433 | 0.03741 | 0.018705 |
M10 | -25039.473015873 | 9367.823008 | -2.6729 | 0.01037 | 0.005185 |
M11 | -3030.23650793651 | 9363.181258 | -0.3236 | 0.747683 | 0.373841 |
t | -858.636507936508 | 170.239659 | -5.0437 | 8e-06 | 4e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.686640127164347 |
R-squared | 0.47147466423227 |
Adjusted R-squared | 0.322108808471825 |
F-TEST (value) | 3.15650897477149 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0.00197702536040545 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 14802.0422352870 |
Sum Squared Residuals | 10078620899.4201 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 286602 | 291468.160846561 | -4866.16084656058 |
2 | 283042 | 285996.360846561 | -2954.36084656087 |
3 | 276687 | 280436.360846561 | -3749.36084656086 |
4 | 277915 | 282761.760846561 | -4846.76084656088 |
5 | 277128 | 284743.760846561 | -7615.76084656085 |
6 | 277103 | 283915.960846561 | -6812.96084656087 |
7 | 275037 | 280340.760846561 | -5303.76084656087 |
8 | 270150 | 278854.760846561 | -8704.76084656087 |
9 | 267140 | 273007.960846561 | -5867.96084656083 |
10 | 264993 | 267297.045502645 | -2304.04550264550 |
11 | 287259 | 288447.645502646 | -1188.64550264552 |
12 | 291186 | 290619.245502645 | 566.754497354496 |
13 | 292300 | 281164.522751323 | 11135.4772486772 |
14 | 288186 | 275692.722751323 | 12493.2772486772 |
15 | 281477 | 270132.722751323 | 11344.2772486772 |
16 | 282656 | 272458.122751323 | 10197.8772486773 |
17 | 280190 | 274440.122751323 | 5749.87724867724 |
18 | 280408 | 273612.322751323 | 6795.67724867724 |
19 | 276836 | 270037.122751323 | 6798.87724867725 |
20 | 275216 | 268551.122751323 | 6664.87724867725 |
21 | 274352 | 262704.322751323 | 11647.6772486772 |
22 | 271311 | 256993.407407407 | 14317.5925925926 |
23 | 289802 | 278144.007407407 | 11657.9925925926 |
24 | 290726 | 280315.607407407 | 10410.3925925926 |
25 | 292300 | 270860.884656085 | 21439.1153439153 |
26 | 278506 | 265389.084656085 | 13116.9153439154 |
27 | 269826 | 259829.084656085 | 9996.91534391535 |
28 | 265861 | 262154.484656085 | 3706.51534391535 |
29 | 269034 | 264136.484656085 | 4897.51534391534 |
30 | 264176 | 263308.684656085 | 867.315343915351 |
31 | 255198 | 259733.484656085 | -4535.48465608465 |
32 | 253353 | 258247.484656085 | -4894.48465608464 |
33 | 246057 | 252400.684656085 | -6343.68465608465 |
34 | 235372 | 246689.769312169 | -11317.7693121693 |
35 | 258556 | 267840.369312169 | -9284.3693121693 |
36 | 260993 | 270011.969312169 | -9018.96931216931 |
37 | 254663 | 260557.246560847 | -5894.24656084662 |
38 | 250643 | 255085.446560847 | -4442.44656084654 |
39 | 243422 | 249525.446560847 | -6103.44656084655 |
40 | 247105 | 251850.846560847 | -4745.84656084654 |
41 | 248541 | 253832.846560847 | -5291.84656084655 |
42 | 245039 | 253005.046560847 | -7966.04656084655 |
43 | 237080 | 249429.846560847 | -12349.8465608465 |
44 | 237085 | 247943.846560847 | -10858.8465608466 |
45 | 225554 | 242097.046560847 | -16543.0465608466 |
46 | 226839 | 254915.707936508 | -28076.7079365079 |
47 | 247934 | 276066.307936508 | -28132.3079365079 |
48 | 248333 | 278237.907936508 | -29904.9079365079 |
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 | 2260.21481481481 |
54 | 268347 | 261230.985185185 | 7116.01481481481 |
55 | 273046 | 257655.785185185 | 15390.2148148148 |
56 | 273963 | 256169.785185185 | 17793.2148148148 |
57 | 267430 | 250322.985185185 | 17107.0148148148 |
58 | 271993 | 244612.06984127 | 27380.9301587302 |
59 | 292710 | 265762.66984127 | 26947.3301587302 |
60 | 295881 | 267934.26984127 | 27946.7301587302 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.000136108739726055 | 0.000272217479452110 | 0.999863891260274 |
18 | 9.8240077334868e-06 | 1.96480154669736e-05 | 0.999990175992266 |
19 | 2.41865338570884e-06 | 4.83730677141767e-06 | 0.999997581346614 |
20 | 1.50760129608247e-07 | 3.01520259216494e-07 | 0.99999984923987 |
21 | 4.27371871427268e-08 | 8.54743742854537e-08 | 0.999999957262813 |
22 | 4.61035879434699e-09 | 9.22071758869399e-09 | 0.99999999538964 |
23 | 6.35788730089558e-10 | 1.27157746017912e-09 | 0.999999999364211 |
24 | 8.76244940826283e-10 | 1.75248988165257e-09 | 0.999999999123755 |
25 | 4.98162206386414e-10 | 9.96324412772828e-10 | 0.999999999501838 |
26 | 2.42428256344013e-07 | 4.84856512688027e-07 | 0.999999757571744 |
27 | 2.88850392459384e-06 | 5.77700784918767e-06 | 0.999997111496075 |
28 | 3.18550778620203e-05 | 6.37101557240405e-05 | 0.999968144922138 |
29 | 4.17225184766949e-05 | 8.34450369533899e-05 | 0.999958277481523 |
30 | 0.000112814280269323 | 0.000225628560538645 | 0.99988718571973 |
31 | 0.000557302764205200 | 0.00111460552841040 | 0.999442697235795 |
32 | 0.00144299842322808 | 0.00288599684645616 | 0.998557001576772 |
33 | 0.0128520775144557 | 0.0257041550289113 | 0.987147922485544 |
34 | 0.0417405053008607 | 0.0834810106017214 | 0.95825949469914 |
35 | 0.0824288361115926 | 0.164857672223185 | 0.917571163888407 |
36 | 0.188163900789082 | 0.376327801578163 | 0.811836099210918 |
37 | 0.342850405167805 | 0.685700810335609 | 0.657149594832195 |
38 | 0.564078727279963 | 0.871842545440074 | 0.435921272720037 |
39 | 0.736120453741328 | 0.527759092517344 | 0.263879546258672 |
40 | 0.874836556606486 | 0.250326886787029 | 0.125163443393514 |
41 | 0.96026901317121 | 0.0794619736575782 | 0.0397309868287891 |
42 | 0.997814670622459 | 0.00437065875508251 | 0.00218532937754125 |
43 | 0.992758255068867 | 0.0144834898622669 | 0.00724174493113345 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 17 | 0.62962962962963 | NOK |
5% type I error level | 19 | 0.703703703703704 | NOK |
10% type I error level | 21 | 0.777777777777778 | NOK |