| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 63.2419011471966 + 1.16232044459361X[t] + 0.780421649089665Y1[t] -0.792732218814561Y2[t] + 2.1038959924636Y3[t] -0.00841697355310678Y4[t] + 2.76698178211044M1[t] + 1.94119087812141M2[t] + 15.8696883851779M3[t] + 71.1133254322051M4[t] + 35.4385310945394M5[t] -25.7506260674336M6[t] -19.305462552463M7[t] -9.41876002842492M8[t] + 12.5861140469189M9[t] + 26.7813873646183M10[t] + 19.3890177289188M11[t] -0.268119756372126t + 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) | 63.2419011471966 | 52.569279 | 1.203 | 0.23661 | 0.118305 |
| X | 1.16232044459361 | 0.35631 | 3.2621 | 0.002381 | 0.00119 |
| Y1 | 0.780421649089665 | 0.130898 | 5.9621 | 1e-06 | 0 |
| Y2 | -0.792732218814561 | 0.3909 | -2.028 | 0.04981 | 0.024905 |
| Y3 | 2.1038959924636 | 0.867991 | 2.4239 | 0.020362 | 0.010181 |
| Y4 | -0.00841697355310678 | 0.002094 | -4.0189 | 0.000276 | 0.000138 |
| M1 | 2.76698178211044 | 4.622443 | 0.5986 | 0.553089 | 0.276544 |
| M2 | 1.94119087812141 | 4.867364 | 0.3988 | 0.69232 | 0.34616 |
| M3 | 15.8696883851779 | 6.404088 | 2.4781 | 0.017898 | 0.008949 |
| M4 | 71.1133254322051 | 5.929281 | 11.9936 | 0 | 0 |
| M5 | 35.4385310945394 | 12.032187 | 2.9453 | 0.005551 | 0.002776 |
| M6 | -25.7506260674336 | 12.556784 | -2.0507 | 0.047426 | 0.023713 |
| M7 | -19.305462552463 | 8.113687 | -2.3794 | 0.022612 | 0.011306 |
| M8 | -9.41876002842492 | 8.46238 | -1.113 | 0.272881 | 0.13644 |
| M9 | 12.5861140469189 | 8.935126 | 1.4086 | 0.167299 | 0.083649 |
| M10 | 26.7813873646183 | 6.758611 | 3.9626 | 0.000325 | 0.000163 |
| M11 | 19.3890177289188 | 5.787196 | 3.3503 | 0.001868 | 0.000934 |
| t | -0.268119756372126 | 0.15773 | -1.6999 | 0.097549 | 0.048775 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.991847531674969 |
| R-squared | 0.983761526089728 |
| Adjusted R-squared | 0.976300605644468 |
| F-TEST (value) | 131.855249403537 |
| F-TEST (DF numerator) | 17 |
| F-TEST (DF denominator) | 37 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 6.40981784371308 |
| Sum Squared Residuals | 1520.17329721456 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 573 | 577.834528310712 | -4.8345283107124 |
| 2 | 567 | 567.74570286082 | -0.745702860820217 |
| 3 | 569 | 568.992304775555 | 0.00769522444461956 |
| 4 | 621 | 622.107538716716 | -1.10753871671601 |
| 5 | 629 | 634.579191413877 | -5.5791914138769 |
| 6 | 628 | 627.359233383478 | 0.640766616522358 |
| 7 | 612 | 608.994830982024 | 3.0051690179756 |
| 8 | 595 | 598.30216041208 | -3.30216041208038 |
| 9 | 597 | 598.332533531781 | -1.33253353178128 |
| 10 | 593 | 595.46570977598 | -2.46570977598044 |
| 11 | 590 | 586.465390642093 | 3.53460935790709 |
| 12 | 580 | 573.797445548672 | 6.20255445132768 |
| 13 | 574 | 568.796407928695 | 5.20359207130536 |
| 14 | 573 | 559.846516653591 | 13.1534833464093 |
| 15 | 573 | 566.324552848744 | 6.6754471512564 |
| 16 | 620 | 621.779086947154 | -1.77908694715427 |
| 17 | 626 | 625.156852008574 | 0.843147991426047 |
| 18 | 620 | 613.692400877587 | 6.30759912241258 |
| 19 | 588 | 590.612011865547 | -2.61201186554723 |
| 20 | 566 | 579.929251812658 | -13.9292518126580 |
| 21 | 557 | 564.434531233533 | -7.4345312335326 |
| 22 | 561 | 558.966306530488 | 2.03369346951169 |
| 23 | 549 | 550.311340500483 | -1.31134050048295 |
| 24 | 532 | 537.876362565007 | -5.87636256500654 |
| 25 | 526 | 523.569697021621 | 2.43030297837865 |
| 26 | 511 | 509.921316935459 | 1.07868306454139 |
| 27 | 499 | 508.550830519589 | -9.55083051958893 |
| 28 | 555 | 554.745483572323 | 0.254516427676753 |
| 29 | 565 | 551.61341657332 | 13.3865834266802 |
| 30 | 542 | 546.338035154327 | -4.33803515432753 |
| 31 | 527 | 521.990175239284 | 5.00982476071635 |
| 32 | 510 | 501.602444476286 | 8.39755552371353 |
| 33 | 514 | 508.525177334192 | 5.47482266580849 |
| 34 | 517 | 515.665561105431 | 1.33443889456896 |
| 35 | 508 | 513.473002888583 | -5.47300288858287 |
| 36 | 493 | 495.550991464417 | -2.55099146441657 |
| 37 | 490 | 491.879508483902 | -1.87950848390173 |
| 38 | 469 | 476.67292188871 | -7.67292188871048 |
| 39 | 478 | 478.687651256193 | -0.687651256192748 |
| 40 | 528 | 529.69800806831 | -1.69800806830980 |
| 41 | 534 | 542.644003104468 | -8.64400310446758 |
| 42 | 518 | 521.357515066629 | -3.35751506662908 |
| 43 | 506 | 509.583190652468 | -3.58319065246789 |
| 44 | 502 | 493.166143298975 | 8.83385670102484 |
| 45 | 516 | 512.707757900495 | 3.29224209950538 |
| 46 | 528 | 528.9024225881 | -0.902422588100215 |
| 47 | 533 | 529.750265968841 | 3.24973403115873 |
| 48 | 536 | 533.775200421905 | 2.22479957809542 |
| 49 | 537 | 537.91985825507 | -0.919858255069904 |
| 50 | 524 | 529.81354166142 | -5.81354166141999 |
| 51 | 536 | 532.444660599919 | 3.55533940008066 |
| 52 | 587 | 582.669882695497 | 4.33011730450333 |
| 53 | 597 | 597.006536899762 | -0.00653689976171934 |
| 54 | 581 | 580.252815517978 | 0.747184482021662 |
| 55 | 564 | 565.819791260677 | -1.81979126067682 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 21 | 0.198529094071920 | 0.397058188143841 | 0.80147090592808 |
| 22 | 0.738814735487518 | 0.522370529024963 | 0.261185264512482 |
| 23 | 0.837092289114336 | 0.325815421771328 | 0.162907710885664 |
| 24 | 0.801741935672868 | 0.396516128654264 | 0.198258064327132 |
| 25 | 0.719802626335485 | 0.56039474732903 | 0.280197373664515 |
| 26 | 0.675813552209365 | 0.64837289558127 | 0.324186447790635 |
| 27 | 0.840354213785654 | 0.319291572428693 | 0.159645786214346 |
| 28 | 0.865954608931249 | 0.268090782137502 | 0.134045391068751 |
| 29 | 0.935658563881482 | 0.128682872237035 | 0.0643414361185176 |
| 30 | 0.884343621115744 | 0.231312757768513 | 0.115656378884256 |
| 31 | 0.987284834403505 | 0.0254303311929904 | 0.0127151655964952 |
| 32 | 0.98166039153787 | 0.0366792169242601 | 0.0183396084621300 |
| 33 | 0.99973115684092 | 0.000537686318161881 | 0.000268843159080941 |
| 34 | 0.998080932662638 | 0.00383813467472402 | 0.00191906733736201 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 2 | 0.142857142857143 | NOK |
| 5% type I error level | 4 | 0.285714285714286 | NOK |
| 10% type I error level | 4 | 0.285714285714286 | NOK |
