| Multiple Linear Regression - Estimated Regression Equation |
| TotProd[t] = + 57.9679669988610 + 0.331044808698439ProdMetal[t] + 5.75269254643562M1[t] + 5.32137311478093M2[t] + 10.5521608310994M3[t] + 8.52450133355162M4[t] + 3.65307453564437M5[t] + 9.21284738848986M6[t] -2.49449512622698M7[t] + 0.386788152877537M8[t] + 10.0881488530092M9[t] + 11.4637249404847M10[t] + 5.51455501667793M11[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) | 57.9679669988610 | 21.660842 | 2.6762 | 0.010219 | 0.00511 |
| ProdMetal | 0.331044808698439 | 0.222609 | 1.4871 | 0.143663 | 0.071831 |
| M1 | 5.75269254643562 | 3.409913 | 1.687 | 0.098221 | 0.049111 |
| M2 | 5.32137311478093 | 3.411959 | 1.5596 | 0.125558 | 0.062779 |
| M3 | 10.5521608310994 | 4.215844 | 2.503 | 0.015849 | 0.007925 |
| M4 | 8.52450133355162 | 3.578231 | 2.3823 | 0.021302 | 0.010651 |
| M5 | 3.65307453564437 | 3.465852 | 1.054 | 0.297263 | 0.148631 |
| M6 | 9.21284738848986 | 4.255469 | 2.1649 | 0.035503 | 0.017751 |
| M7 | -2.49449512622698 | 4.353281 | -0.573 | 0.569366 | 0.284683 |
| M8 | 0.386788152877537 | 3.468279 | 0.1115 | 0.911678 | 0.455839 |
| M9 | 10.0881488530092 | 4.372728 | 2.3071 | 0.025505 | 0.012753 |
| M10 | 11.4637249404847 | 4.512539 | 2.5404 | 0.014435 | 0.007218 |
| M11 | 5.51455501667793 | 3.691624 | 1.4938 | 0.141911 | 0.070956 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.814925846393735 |
| R-squared | 0.664104135120545 |
| Adjusted R-squared | 0.578343488768344 |
| F-TEST (value) | 7.74369321323916 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 1.14025975106458e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.39064515829913 |
| Sum Squared Residuals | 1365.77559546661 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 99.9 | 96.427886644702 | 3.47211335529794 |
| 2 | 98.6 | 96.559343387835 | 2.040656612165 |
| 3 | 107.2 | 105.067474710268 | 2.13252528973200 |
| 4 | 95.7 | 98.405187890942 | -2.70518789094208 |
| 5 | 93.7 | 95.3545075408763 | -1.65450754087626 |
| 6 | 106.7 | 102.337773071125 | 4.36222692887497 |
| 7 | 86.7 | 82.2881013772075 | 4.41189862279248 |
| 8 | 95.3 | 89.7046985354807 | 5.59530146451934 |
| 9 | 99.3 | 101.491641530412 | -2.19164153041248 |
| 10 | 101.8 | 105.647994010955 | -3.84799401095491 |
| 11 | 96 | 97.3484059453892 | -1.34840594538917 |
| 12 | 91.7 | 87.9937311478094 | 3.70626885219064 |
| 13 | 95.3 | 95.5671701420864 | -0.267170142086404 |
| 14 | 96.6 | 95.1027462295619 | 1.49725377043812 |
| 15 | 107.2 | 103.610877551995 | 3.58912244800513 |
| 16 | 108 | 100.623188109222 | 7.37681189077837 |
| 17 | 98.4 | 95.387612021746 | 3.01238797825391 |
| 18 | 103.1 | 101.841205858077 | 1.25879414192263 |
| 19 | 81.1 | 83.9433254206997 | -2.84332542069973 |
| 20 | 96.6 | 88.8439820328647 | 7.75601796713528 |
| 21 | 103.7 | 103.444805901733 | 0.255194098266718 |
| 22 | 106.6 | 106.70733739879 | -0.107337398789911 |
| 23 | 97.6 | 97.1497790601701 | 0.450220939829870 |
| 24 | 87.6 | 88.4240893991173 | -0.824089399117342 |
| 25 | 99.4 | 95.9644239125245 | 3.43557608747548 |
| 26 | 98.5 | 95.4006865573905 | 3.09931344260953 |
| 27 | 105.2 | 103.412250666776 | 1.78774933322419 |
| 28 | 104.6 | 100.490770185742 | 4.10922981425774 |
| 29 | 97.5 | 94.0965372678222 | 3.40346273217782 |
| 30 | 108.9 | 101.774996896338 | 7.12500310366232 |
| 31 | 86.8 | 84.4067881528775 | 2.39321184712246 |
| 32 | 88.9 | 88.1156834537282 | 0.784316546271857 |
| 33 | 110.3 | 104.404835846959 | 5.89516415304124 |
| 34 | 114.8 | 106.409397070961 | 8.39060292903869 |
| 35 | 94.6 | 96.123540153205 | -1.52354015320497 |
| 36 | 92 | 90.0462089617397 | 1.95379103826031 |
| 37 | 93.8 | 95.203020852518 | -1.40302085251812 |
| 38 | 93.8 | 95.4006865573905 | -1.60068655739047 |
| 39 | 107.6 | 105.828877770274 | 1.77112222972558 |
| 40 | 101 | 100.556979147482 | 0.443020852518057 |
| 41 | 95.4 | 93.8648059017333 | 1.53519409826673 |
| 42 | 96.5 | 104.059206076357 | -7.55920607635692 |
| 43 | 89.2 | 84.4067881528775 | 4.79321184712246 |
| 44 | 87.1 | 90.3998926337474 | -3.29989263374738 |
| 45 | 110.5 | 105.828328524362 | 4.67167147563796 |
| 46 | 110.8 | 105.945934338784 | 4.8540656612165 |
| 47 | 104.2 | 97.8780776393067 | 6.32192236069331 |
| 48 | 88.9 | 91.6021195626223 | -2.70211956262234 |
| 49 | 89.8 | 95.0374984481689 | -5.2374984481689 |
| 50 | 90 | 95.0365372678222 | -5.03653726782219 |
| 51 | 93.9 | 103.180519300687 | -9.2805193006869 |
| 52 | 91.3 | 100.523874666612 | -9.2238746666121 |
| 53 | 87.8 | 94.0965372678222 | -6.29653726782219 |
| 54 | 99.7 | 104.886818098103 | -5.18681809810301 |
| 55 | 73.5 | 82.2549968963377 | -8.75499689633769 |
| 56 | 79.2 | 90.035743344179 | -10.8357433441791 |
| 57 | 96.9 | 105.530388196533 | -8.63038819653344 |
| 58 | 95.2 | 104.489337180510 | -9.28933718051036 |
| 59 | 95.6 | 99.500197201929 | -3.90019720192905 |
| 60 | 89.7 | 91.8338509287113 | -2.13385092871126 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.15609546910124 | 0.31219093820248 | 0.84390453089876 |
| 17 | 0.106456257338005 | 0.212912514676009 | 0.893543742661995 |
| 18 | 0.0494150740094112 | 0.0988301480188225 | 0.950584925990589 |
| 19 | 0.128252646062678 | 0.256505292125356 | 0.871747353937322 |
| 20 | 0.098748157408818 | 0.197496314817636 | 0.901251842591182 |
| 21 | 0.0522515161125840 | 0.104503032225168 | 0.947748483887416 |
| 22 | 0.0289718211230598 | 0.0579436422461196 | 0.97102817887694 |
| 23 | 0.0146315789409702 | 0.0292631578819404 | 0.98536842105903 |
| 24 | 0.0103341942833584 | 0.0206683885667168 | 0.989665805716642 |
| 25 | 0.00571565077629259 | 0.0114313015525852 | 0.994284349223707 |
| 26 | 0.00305642005271608 | 0.00611284010543216 | 0.996943579947284 |
| 27 | 0.00142995129332808 | 0.00285990258665617 | 0.998570048706672 |
| 28 | 0.000789388223759572 | 0.00157877644751914 | 0.99921061177624 |
| 29 | 0.000563992542502653 | 0.00112798508500531 | 0.999436007457497 |
| 30 | 0.00151942601831112 | 0.00303885203662225 | 0.99848057398169 |
| 31 | 0.000682124722288089 | 0.00136424944457618 | 0.999317875277712 |
| 32 | 0.00137110759247551 | 0.00274221518495101 | 0.998628892407525 |
| 33 | 0.00260142809641477 | 0.00520285619282953 | 0.997398571903585 |
| 34 | 0.0123969842241173 | 0.0247939684482345 | 0.987603015775883 |
| 35 | 0.0071927815034362 | 0.0143855630068724 | 0.992807218496564 |
| 36 | 0.00972323927551902 | 0.0194464785510380 | 0.99027676072448 |
| 37 | 0.00576374291054047 | 0.0115274858210809 | 0.99423625708946 |
| 38 | 0.00338812135556609 | 0.00677624271113218 | 0.996611878644434 |
| 39 | 0.00175895543549514 | 0.00351791087099028 | 0.998241044564505 |
| 40 | 0.0020873968911785 | 0.004174793782357 | 0.997912603108821 |
| 41 | 0.00193296708975173 | 0.00386593417950346 | 0.998067032910248 |
| 42 | 0.00722712213065592 | 0.0144542442613118 | 0.992772877869344 |
| 43 | 0.0047447629831715 | 0.009489525966343 | 0.995255237016828 |
| 44 | 0.00501408706213681 | 0.0100281741242736 | 0.994985912937863 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 13 | 0.448275862068966 | NOK |
| 5% type I error level | 22 | 0.758620689655172 | NOK |
| 10% type I error level | 24 | 0.827586206896552 | NOK |
