| Multiple Linear Regression - Estimated Regression Equation |
| ipchn[t] = + 72.0310065429256 + 0.454345599215138Tip[t] -0.367700417679697M1[t] -4.49300307308312M2[t] -0.194193207476405M3[t] -3.98677708605355M4[t] -4.58869119843028M5[t] -5.64310424677002M6[t] + 5.2881430931375M7[t] -2.51335481846447M8[t] -5.75753778233051M9[t] -7.17562366995377M10[t] -5.75315845855307M11[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) | 72.0310065429256 | 15.543362 | 4.6342 | 2.9e-05 | 1.4e-05 |
| Tip | 0.454345599215138 | 0.1529 | 2.9715 | 0.004659 | 0.00233 |
| M1 | -0.367700417679697 | 3.236915 | -0.1136 | 0.910042 | 0.455021 |
| M2 | -4.49300307308312 | 3.22724 | -1.3922 | 0.170411 | 0.085205 |
| M3 | -0.194193207476405 | 3.623232 | -0.0536 | 0.957484 | 0.478742 |
| M4 | -3.98677708605355 | 3.242583 | -1.2295 | 0.225002 | 0.112501 |
| M5 | -4.58869119843028 | 3.234822 | -1.4185 | 0.162633 | 0.081317 |
| M6 | -5.64310424677002 | 3.688326 | -1.53 | 0.132722 | 0.066361 |
| M7 | 5.2881430931375 | 3.853389 | 1.3723 | 0.176473 | 0.088237 |
| M8 | -2.51335481846447 | 3.255927 | -0.7719 | 0.444019 | 0.222009 |
| M9 | -5.75753778233051 | 3.730818 | -1.5432 | 0.12948 | 0.06474 |
| M10 | -7.17562366995377 | 3.768407 | -1.9042 | 0.063022 | 0.031511 |
| M11 | -5.75315845855307 | 3.390656 | -1.6968 | 0.096355 | 0.048177 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.570122019367822 |
| R-squared | 0.325039116968044 |
| Adjusted R-squared | 0.152708678747119 |
| F-TEST (value) | 1.88613874788242 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 0.0610475160037202 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.09179673527599 |
| Sum Squared Residuals | 1218.54051768826 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 116.7 | 115.916567488801 | 0.783432511199086 |
| 2 | 109 | 111.609526593711 | -2.60952659371103 |
| 3 | 119.5 | 119.724839492725 | -0.224839492724873 |
| 4 | 115.1 | 114.705522496267 | 0.394477503733143 |
| 5 | 107.1 | 112.013618627500 | -4.91361862750048 |
| 6 | 109.7 | 113.867017414138 | -4.16701741413762 |
| 7 | 110.4 | 117.028955007466 | -6.62895500746629 |
| 8 | 105 | 110.363321093902 | -5.36332109390216 |
| 9 | 115.8 | 116.160615554417 | -0.36061555441738 |
| 10 | 116.4 | 115.605786305303 | 0.794213694697134 |
| 11 | 111.1 | 111.076324166985 | 0.0236758330147292 |
| 12 | 119.5 | 116.057095106873 | 3.4429048931274 |
| 13 | 110.9 | 114.871572610606 | -3.97157261060565 |
| 14 | 115.1 | 111.609526593711 | 3.49047340628900 |
| 15 | 125.2 | 123.041562366995 | 2.15843763300463 |
| 16 | 116 | 114.796391616110 | 1.20360838389012 |
| 17 | 112.9 | 111.69557670805 | 1.20442329195012 |
| 18 | 121.7 | 117.002002048722 | 4.69799795127792 |
| 19 | 123.2 | 117.028955007466 | 6.17104499253371 |
| 20 | 116.6 | 113.498305728487 | 3.10169427151338 |
| 21 | 136.2 | 118.114301631042 | 18.0856983689575 |
| 22 | 120.9 | 114.969702466402 | 5.93029753359833 |
| 23 | 119.6 | 113.484355842826 | 6.11564415717449 |
| 24 | 125.9 | 118.192519423184 | 7.70748057681626 |
| 25 | 116.1 | 114.644399810998 | 1.45560018900191 |
| 26 | 107.5 | 111.109746434574 | -3.60974643457434 |
| 27 | 116.7 | 119.406797573274 | -2.70679757327427 |
| 28 | 112.5 | 114.750957056188 | -2.25095705618836 |
| 29 | 113 | 112.013618627500 | 0.98638137249952 |
| 30 | 126.4 | 118.13786604676 | 8.26213395324008 |
| 31 | 114.1 | 114.075708612568 | 0.0242913874320967 |
| 32 | 112.5 | 112.99852556935 | -0.498525569349962 |
| 33 | 112.4 | 117.705390591749 | -5.30539059174884 |
| 34 | 113.1 | 112.970581829855 | 0.129418170144920 |
| 35 | 116.3 | 115.710649278980 | 0.589350721020324 |
| 36 | 111.7 | 118.510561342634 | -6.81056134263434 |
| 37 | 118.8 | 116.643520447545 | 2.15647955245531 |
| 38 | 116.5 | 113.290605310807 | 3.20939468919300 |
| 39 | 125.1 | 124.313730044798 | 0.786269955202232 |
| 40 | 113.1 | 113.796831297837 | -0.696831297836579 |
| 41 | 119.6 | 117.374896698239 | 2.22510330176088 |
| 42 | 114.4 | 118.455907966211 | -4.05590796621051 |
| 43 | 114 | 116.120263809036 | -2.12026380903602 |
| 44 | 117.8 | 115.179384445583 | 2.62061555441737 |
| 45 | 117 | 118.432343550493 | -1.43234355049306 |
| 46 | 120.9 | 117.786645181536 | 3.11335481846447 |
| 47 | 115 | 117.573466235762 | -2.57346623576174 |
| 48 | 117.3 | 118.374257662870 | -1.07425766286981 |
| 49 | 119.4 | 119.823939642051 | -0.423939642050653 |
| 50 | 114.9 | 115.380595067197 | -0.480595067196628 |
| 51 | 125.8 | 125.813070522208 | -0.0130705222077194 |
| 52 | 117.6 | 116.250297533598 | 1.34970246640168 |
| 53 | 117.6 | 117.10228933871 | 0.497710661289967 |
| 54 | 114.9 | 119.63720652417 | -4.73720652416987 |
| 55 | 121.9 | 119.346117563463 | 2.55388243653651 |
| 56 | 117 | 116.860463162679 | 0.139536837321364 |
| 57 | 106.4 | 117.387348672298 | -10.9873486722982 |
| 58 | 110.5 | 120.467284216905 | -9.96728421690485 |
| 59 | 113.6 | 117.755204475448 | -4.1552044754478 |
| 60 | 114.2 | 117.465566464440 | -3.26556646443952 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.154487878117345 | 0.30897575623469 | 0.845512121882655 |
| 17 | 0.160337950340942 | 0.320675900681883 | 0.839662049659058 |
| 18 | 0.113557224699952 | 0.227114449399904 | 0.886442775300048 |
| 19 | 0.333643436025001 | 0.667286872050001 | 0.666356563975 |
| 20 | 0.231305407696933 | 0.462610815393866 | 0.768694592303067 |
| 21 | 0.789551866067193 | 0.420896267865614 | 0.210448133932807 |
| 22 | 0.806094775227241 | 0.387810449545517 | 0.193905224772759 |
| 23 | 0.779402046322515 | 0.44119590735497 | 0.220597953677485 |
| 24 | 0.846334847492596 | 0.307330305014808 | 0.153665152507404 |
| 25 | 0.812065011054054 | 0.375869977891892 | 0.187934988945946 |
| 26 | 0.786773435992038 | 0.426453128015925 | 0.213226564007963 |
| 27 | 0.74462810422464 | 0.51074379155072 | 0.25537189577536 |
| 28 | 0.686113462240925 | 0.62777307551815 | 0.313886537759075 |
| 29 | 0.619425821649849 | 0.761148356700302 | 0.380574178350151 |
| 30 | 0.82292234727426 | 0.354155305451481 | 0.177077652725740 |
| 31 | 0.822881550773445 | 0.354236898453110 | 0.177118449226555 |
| 32 | 0.783681729348216 | 0.432636541303569 | 0.216318270651784 |
| 33 | 0.899709448043013 | 0.200581103913975 | 0.100290551956987 |
| 34 | 0.847619287019 | 0.304761425961998 | 0.152380712980999 |
| 35 | 0.835333469949716 | 0.329333060100568 | 0.164666530050284 |
| 36 | 0.891474772153852 | 0.217050455692297 | 0.108525227846148 |
| 37 | 0.830837899475273 | 0.338324201049453 | 0.169162100524727 |
| 38 | 0.763588357014529 | 0.472823285970942 | 0.236411642985471 |
| 39 | 0.669438800883402 | 0.661122398233196 | 0.330561199116598 |
| 40 | 0.569631714327734 | 0.860736571344531 | 0.430368285672266 |
| 41 | 0.452414236040179 | 0.904828472080358 | 0.547585763959821 |
| 42 | 0.367229240907505 | 0.73445848181501 | 0.632770759092495 |
| 43 | 0.392269638617372 | 0.784539277234744 | 0.607730361382628 |
| 44 | 0.248796086146082 | 0.497592172292163 | 0.751203913853918 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
