| Multiple Linear Regression - Estimated Regression Equation |
| Y(Export_farma_prod)[t] = + 472.118850243288 + 874.564984681923`X(sprong)`[t] -115.286974529945M1[t] -194.639386075569M2[t] + 107.418202378807M3[t] + 15.3157908331826M4[t] + 91.1233792875589M5[t] -247.605530726257M6[t] -196.257942271881M7[t] -59.5103538175048M8[t] + 114.267234636871M9[t] -139.805176908753M10[t] -266.707588454377M11[t] + 13.6124115456238t + 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) | 472.118850243288 | 75.243245 | 6.2746 | 0 | 0 |
| `X(sprong)` | 874.564984681923 | 65.503371 | 13.3514 | 0 | 0 |
| M1 | -115.286974529945 | 91.94054 | -1.2539 | 0.212626 | 0.106313 |
| M2 | -194.639386075569 | 91.908568 | -2.1178 | 0.036534 | 0.018267 |
| M3 | 107.418202378807 | 91.883693 | 1.1691 | 0.244999 | 0.122499 |
| M4 | 15.3157908331826 | 91.865921 | 0.1667 | 0.867909 | 0.433954 |
| M5 | 91.1233792875589 | 91.855256 | 0.992 | 0.323441 | 0.16172 |
| M6 | -247.605530726257 | 91.874111 | -2.6951 | 0.008186 | 0.004093 |
| M7 | -196.257942271881 | 91.835005 | -2.1371 | 0.034892 | 0.017446 |
| M8 | -59.5103538175048 | 91.802996 | -0.6482 | 0.518232 | 0.259116 |
| M9 | 114.267234636871 | 91.778092 | 1.245 | 0.215863 | 0.107932 |
| M10 | -139.805176908753 | 91.7603 | -1.5236 | 0.130589 | 0.065294 |
| M11 | -266.707588454377 | 91.749623 | -2.9069 | 0.004446 | 0.002223 |
| t | 13.6124115456238 | 0.808155 | 16.8438 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.97203000679112 |
| R-squared | 0.944842334102346 |
| Adjusted R-squared | 0.938077714699803 |
| F-TEST (value) | 139.674130631388 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 106 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 205.150435212925 |
| Sum Squared Residuals | 4461190.31321355 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 423.4 | 370.444287258967 | 52.955712741033 |
| 2 | 404.1 | 304.70428725896 | 99.39571274104 |
| 3 | 500 | 620.374287258967 | -120.374287258967 |
| 4 | 472.6 | 541.884287258965 | -69.2842872589649 |
| 5 | 496.1 | 631.304287258966 | -135.204287258967 |
| 6 | 562 | 306.187788790772 | 255.812211209228 |
| 7 | 434.8 | 371.147788790773 | 63.652211209227 |
| 8 | 538.2 | 521.507788790773 | 16.692211209227 |
| 9 | 577.6 | 708.897788790773 | -131.297788790773 |
| 10 | 518.1 | 468.437788790774 | 49.6622112092263 |
| 11 | 625.2 | 355.147788790773 | 270.052211209227 |
| 12 | 561.2 | 635.467788790773 | -74.2677887907733 |
| 13 | 523.3 | 533.793225806452 | -10.4932258064518 |
| 14 | 536.1 | 468.053225806453 | 68.0467741935474 |
| 15 | 607.3 | 783.723225806451 | -176.423225806451 |
| 16 | 637.3 | 705.233225806452 | -67.9332258064518 |
| 17 | 606.9 | 794.653225806452 | -187.753225806452 |
| 18 | 652.9 | 469.53672733826 | 183.363272661741 |
| 19 | 617.2 | 534.496727338259 | 82.7032726617407 |
| 20 | 670.4 | 684.856727338259 | -14.4567273382594 |
| 21 | 729.9 | 872.24672733826 | -142.346727338259 |
| 22 | 677.2 | 631.786727338259 | 45.4132726617408 |
| 23 | 710 | 518.496727338259 | 191.503272661741 |
| 24 | 844.3 | 798.81672733826 | 45.4832726617404 |
| 25 | 748.2 | 697.142164353938 | 51.0578356460624 |
| 26 | 653.9 | 631.402164353938 | 22.4978356460617 |
| 27 | 742.6 | 947.072164353937 | -204.472164353937 |
| 28 | 854.2 | 868.582164353938 | -14.3821643539378 |
| 29 | 808.4 | 958.002164353938 | -149.602164353938 |
| 30 | 1819 | 1507.45065056767 | 311.54934943233 |
| 31 | 1936.5 | 1572.41065056767 | 364.08934943233 |
| 32 | 1966.1 | 1722.77065056767 | 243.32934943233 |
| 33 | 2083.1 | 1910.16065056767 | 172.939349432330 |
| 34 | 1620.1 | 1669.70065056767 | -49.6006505676697 |
| 35 | 1527.6 | 1556.41065056767 | -28.8106505676698 |
| 36 | 1795 | 1836.73065056767 | -41.7306505676701 |
| 37 | 1685.1 | 1735.05608758335 | -49.9560875833482 |
| 38 | 1851.8 | 1669.31608758335 | 182.483912416651 |
| 39 | 2164.4 | 1984.98608758335 | 179.413912416652 |
| 40 | 1981.8 | 1906.49608758335 | 75.3039124166515 |
| 41 | 1726.5 | 1995.91608758335 | -269.416087583348 |
| 42 | 2144.6 | 1670.79958911516 | 473.800410884844 |
| 43 | 1758.2 | 1735.75958911516 | 22.4404108848441 |
| 44 | 1672.9 | 1886.11958911516 | -213.219589115156 |
| 45 | 1837.3 | 2073.50958911516 | -236.209589115156 |
| 46 | 1596.1 | 1833.04958911516 | -236.949589115156 |
| 47 | 1446 | 1719.75958911516 | -273.759589115156 |
| 48 | 1898.4 | 2000.07958911516 | -101.679589115156 |
| 49 | 1964.1 | 1898.40502613083 | 65.6949738691657 |
| 50 | 1755.9 | 1832.66502613083 | -76.7650261308347 |
| 51 | 2255.3 | 2148.33502613083 | 106.964973869166 |
| 52 | 1881.2 | 2069.84502613083 | -188.645026130834 |
| 53 | 2117.9 | 2159.26502613083 | -41.3650261308341 |
| 54 | 1656.5 | 1834.14852766264 | -177.648527662642 |
| 55 | 1544.1 | 1899.10852766264 | -355.008527662642 |
| 56 | 2098.9 | 2049.46852766264 | 49.4314723373582 |
| 57 | 2133.3 | 2236.85852766264 | -103.558527662642 |
| 58 | 1963.5 | 1996.39852766264 | -32.8985276626418 |
| 59 | 1801.2 | 1883.10852766264 | -81.9085276626418 |
| 60 | 2365.4 | 2163.42852766264 | 201.971472337358 |
| 61 | 1936.5 | 2061.75396467832 | -125.253964678320 |
| 62 | 1667.6 | 1996.01396467832 | -328.413964678321 |
| 63 | 1983.5 | 2311.68396467832 | -328.18396467832 |
| 64 | 2058.6 | 2233.19396467832 | -174.593964678321 |
| 65 | 2448.3 | 2322.61396467832 | 125.686035321680 |
| 66 | 1858.1 | 1997.49746621013 | -139.397466210128 |
| 67 | 1625.4 | 2062.45746621013 | -437.057466210128 |
| 68 | 2130.6 | 2212.81746621013 | -82.217466210128 |
| 69 | 2515.7 | 2400.20746621013 | 115.492533789872 |
| 70 | 2230.2 | 2159.74746621013 | 70.452533789872 |
| 71 | 2086.9 | 2046.45746621013 | 40.4425337898722 |
| 72 | 2235 | 2326.77746621013 | -91.7774662101283 |
| 73 | 2100.2 | 2225.10290322581 | -124.902903225806 |
| 74 | 2288.6 | 2159.36290322581 | 129.237096774193 |
| 75 | 2490 | 2475.03290322581 | 14.9670967741939 |
| 76 | 2573.7 | 2396.54290322581 | 177.157096774193 |
| 77 | 2543.8 | 2485.96290322581 | 57.8370967741938 |
| 78 | 2004.7 | 2160.84640475761 | -156.146404757614 |
| 79 | 2390 | 2225.80640475761 | 164.193595242386 |
| 80 | 2338.4 | 2376.16640475761 | -37.7664047576138 |
| 81 | 2724.5 | 2563.55640475761 | 160.943595242386 |
| 82 | 2292.5 | 2323.09640475761 | -30.5964047576139 |
| 83 | 2386 | 2209.80640475761 | 176.193595242386 |
| 84 | 2477.9 | 2490.12640475761 | -12.2264047576142 |
| 85 | 2337 | 2388.45184177329 | -51.4518417732923 |
| 86 | 2605.1 | 2322.71184177329 | 282.388158226707 |
| 87 | 2560.8 | 2638.38184177329 | -77.581841773292 |
| 88 | 2839.3 | 2559.89184177329 | 279.408158226707 |
| 89 | 2407.2 | 2649.31184177329 | -242.111841773293 |
| 90 | 2085.2 | 2324.1953433051 | -238.995343305100 |
| 91 | 2735.6 | 2389.1553433051 | 346.4446566949 |
| 92 | 2798.7 | 2539.5153433051 | 259.1846566949 |
| 93 | 3053.2 | 2726.9053433051 | 326.2946566949 |
| 94 | 2405 | 2486.4453433051 | -81.4453433051 |
| 95 | 2471.9 | 2373.1553433051 | 98.7446566949002 |
| 96 | 2727.3 | 2653.4753433051 | 73.8246566948999 |
| 97 | 2790.7 | 2551.80078032078 | 238.899219679221 |
| 98 | 2385.4 | 2486.06078032078 | -100.660780320779 |
| 99 | 3206.6 | 2801.73078032078 | 404.869219679222 |
| 100 | 2705.6 | 2723.24078032078 | -17.6407803207786 |
| 101 | 3518.4 | 2812.66078032078 | 705.739219679223 |
| 102 | 1954.9 | 2487.54428185259 | -532.644281852586 |
| 103 | 2584.3 | 2552.50428185259 | 31.7957181474141 |
| 104 | 2535.8 | 2702.86428185259 | -167.064281852586 |
| 105 | 2685.9 | 2890.25428185259 | -204.354281852586 |
| 106 | 2866 | 2649.79428185259 | 216.205718147414 |
| 107 | 2236.6 | 2536.50428185259 | -299.904281852586 |
| 108 | 2934.9 | 2816.82428185259 | 118.075718147414 |
| 109 | 2668.6 | 2715.14971886826 | -46.5497188682645 |
| 110 | 2371.2 | 2649.40971886826 | -278.209718868265 |
| 111 | 3165.9 | 2965.07971886826 | 200.820281131736 |
| 112 | 2887.2 | 2886.58971886826 | 0.610281131735011 |
| 113 | 3112.2 | 2976.00971886826 | 136.190281131735 |
| 114 | 2671.2 | 2650.89322040007 | 20.3067795999276 |
| 115 | 2432.6 | 2715.85322040007 | -283.253220400072 |
| 116 | 2812.3 | 2866.21322040007 | -53.913220400072 |
| 117 | 3095.7 | 3053.60322040007 | 42.0967795999279 |
| 118 | 2862.9 | 2813.14322040007 | 49.7567795999281 |
| 119 | 2607.3 | 2699.85322040007 | -92.5532204000718 |
| 120 | 2862.5 | 2980.17322040007 | -117.673220400073 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.00136049548565108 | 0.00272099097130215 | 0.998639504514349 |
| 18 | 0.000191839335201649 | 0.000383678670403299 | 0.999808160664798 |
| 19 | 8.95729806534943e-05 | 0.000179145961306989 | 0.999910427019347 |
| 20 | 9.75641441404676e-06 | 1.95128288280935e-05 | 0.999990243585586 |
| 21 | 1.28020089534354e-06 | 2.56040179068708e-06 | 0.999998719799105 |
| 22 | 1.79721535441836e-07 | 3.59443070883671e-07 | 0.999999820278465 |
| 23 | 5.0378347251856e-08 | 1.00756694503712e-07 | 0.999999949621653 |
| 24 | 1.24056793811648e-06 | 2.48113587623297e-06 | 0.999998759432062 |
| 25 | 4.12153113856137e-07 | 8.24306227712274e-07 | 0.999999587846886 |
| 26 | 9.96409406059555e-08 | 1.99281881211911e-07 | 0.99999990035906 |
| 27 | 2.0158895327569e-08 | 4.0317790655138e-08 | 0.999999979841105 |
| 28 | 1.27541965640027e-08 | 2.55083931280054e-08 | 0.999999987245803 |
| 29 | 2.68166879090223e-09 | 5.36333758180445e-09 | 0.999999997318331 |
| 30 | 6.34151656966387e-10 | 1.26830331393277e-09 | 0.999999999365848 |
| 31 | 5.36196931684638e-09 | 1.07239386336928e-08 | 0.99999999463803 |
| 32 | 1.76765653891894e-09 | 3.53531307783789e-09 | 0.999999998232344 |
| 33 | 1.21859754681983e-09 | 2.43719509363966e-09 | 0.999999998781402 |
| 34 | 5.90443088427099e-07 | 1.18088617685420e-06 | 0.999999409556912 |
| 35 | 7.82238354857151e-05 | 0.000156447670971430 | 0.999921776164514 |
| 36 | 4.78583942099387e-05 | 9.57167884198774e-05 | 0.99995214160579 |
| 37 | 3.75672005295841e-05 | 7.51344010591682e-05 | 0.99996243279947 |
| 38 | 2.23821512839676e-05 | 4.47643025679352e-05 | 0.999977617848716 |
| 39 | 7.72498676212473e-05 | 0.000154499735242495 | 0.999922750132379 |
| 40 | 3.78549461877936e-05 | 7.57098923755871e-05 | 0.999962145053812 |
| 41 | 5.93832759805872e-05 | 0.000118766551961174 | 0.99994061672402 |
| 42 | 0.000266159439465591 | 0.000532318878931182 | 0.999733840560534 |
| 43 | 0.000337465596728041 | 0.000674931193456082 | 0.999662534403272 |
| 44 | 0.00116951865463583 | 0.00233903730927166 | 0.998830481345364 |
| 45 | 0.00149808167024227 | 0.00299616334048453 | 0.998501918329758 |
| 46 | 0.00226656057894911 | 0.00453312115789822 | 0.99773343942105 |
| 47 | 0.00849708951322944 | 0.0169941790264589 | 0.99150291048677 |
| 48 | 0.00560667700746569 | 0.0112133540149314 | 0.994393322992534 |
| 49 | 0.00410322691815107 | 0.00820645383630213 | 0.995896773081849 |
| 50 | 0.00300837126186058 | 0.00601674252372116 | 0.99699162873814 |
| 51 | 0.00335723209378749 | 0.00671446418757499 | 0.996642767906213 |
| 52 | 0.00275787946380521 | 0.00551575892761042 | 0.997242120536195 |
| 53 | 0.00253916757842770 | 0.00507833515685541 | 0.997460832421572 |
| 54 | 0.00719092792907754 | 0.0143818558581551 | 0.992809072070922 |
| 55 | 0.0165207373512522 | 0.0330414747025044 | 0.983479262648748 |
| 56 | 0.0136230714651316 | 0.0272461429302632 | 0.986376928534868 |
| 57 | 0.0103603801222215 | 0.0207207602444429 | 0.989639619877779 |
| 58 | 0.00758727882543021 | 0.0151745576508604 | 0.99241272117457 |
| 59 | 0.00498971231582186 | 0.00997942463164372 | 0.995010287684178 |
| 60 | 0.00843580394435844 | 0.0168716078887169 | 0.991564196055642 |
| 61 | 0.00580495012484927 | 0.0116099002496985 | 0.99419504987515 |
| 62 | 0.00863247378075162 | 0.0172649475615032 | 0.991367526219248 |
| 63 | 0.0133521588938644 | 0.0267043177877289 | 0.986647841106136 |
| 64 | 0.0121906231560214 | 0.0243812463120427 | 0.987809376843979 |
| 65 | 0.0203429978210581 | 0.0406859956421162 | 0.979657002178942 |
| 66 | 0.0177107075998662 | 0.0354214151997324 | 0.982289292400134 |
| 67 | 0.0487759499200259 | 0.0975518998400518 | 0.951224050079974 |
| 68 | 0.0384837976785629 | 0.0769675953571258 | 0.961516202321437 |
| 69 | 0.0467550038999331 | 0.0935100077998662 | 0.953244996100067 |
| 70 | 0.0432286033644389 | 0.0864572067288779 | 0.956771396635561 |
| 71 | 0.0339188181632297 | 0.0678376363264595 | 0.96608118183677 |
| 72 | 0.0267482690794838 | 0.0534965381589677 | 0.973251730920516 |
| 73 | 0.0227023297322374 | 0.0454046594644748 | 0.977297670267763 |
| 74 | 0.0215239163668552 | 0.0430478327337104 | 0.978476083633145 |
| 75 | 0.0218235208976324 | 0.0436470417952647 | 0.978176479102368 |
| 76 | 0.0237213668773671 | 0.0474427337547342 | 0.976278633122633 |
| 77 | 0.0245522671169802 | 0.0491045342339605 | 0.97544773288302 |
| 78 | 0.0199363019923911 | 0.0398726039847822 | 0.980063698007609 |
| 79 | 0.0185504654584787 | 0.0371009309169574 | 0.981449534541521 |
| 80 | 0.0135901813251850 | 0.0271803626503701 | 0.986409818674815 |
| 81 | 0.0119393298936034 | 0.0238786597872067 | 0.988060670106397 |
| 82 | 0.00928021492385571 | 0.0185604298477114 | 0.990719785076144 |
| 83 | 0.0078391443406636 | 0.0156782886813272 | 0.992160855659336 |
| 84 | 0.0054702018081245 | 0.0109404036162490 | 0.994529798191875 |
| 85 | 0.00432498658585523 | 0.00864997317171046 | 0.995675013414145 |
| 86 | 0.00702625296933968 | 0.0140525059386794 | 0.99297374703066 |
| 87 | 0.0117225547788564 | 0.0234451095577128 | 0.988277445221144 |
| 88 | 0.0122869151445936 | 0.0245738302891871 | 0.987713084855406 |
| 89 | 0.126489789359588 | 0.252979578719177 | 0.873510210640412 |
| 90 | 0.121260228352399 | 0.242520456704798 | 0.8787397716476 |
| 91 | 0.162599591272528 | 0.325199182545056 | 0.837400408727472 |
| 92 | 0.165232728132736 | 0.330465456265473 | 0.834767271867264 |
| 93 | 0.204261061009699 | 0.408522122019398 | 0.795738938990301 |
| 94 | 0.228639008981976 | 0.457278017963952 | 0.771360991018024 |
| 95 | 0.194319953331094 | 0.388639906662188 | 0.805680046668906 |
| 96 | 0.139348801501412 | 0.278697603002825 | 0.860651198498588 |
| 97 | 0.123701570721141 | 0.247403141442283 | 0.876298429278859 |
| 98 | 0.0904457040660556 | 0.180891408132111 | 0.909554295933944 |
| 99 | 0.0827331909358937 | 0.165466381871787 | 0.917266809064106 |
| 100 | 0.049204801404871 | 0.098409602809742 | 0.95079519859513 |
| 101 | 0.217148738504443 | 0.434297477008886 | 0.782851261495557 |
| 102 | 0.506785395546698 | 0.986429208906604 | 0.493214604453302 |
| 103 | 0.530665434447814 | 0.938669131104372 | 0.469334565552186 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 37 | 0.425287356321839 | NOK |
| 5% type I error level | 66 | 0.758620689655172 | NOK |
| 10% type I error level | 73 | 0.839080459770115 | NOK |
