Multiple Linear Regression - Estimated Regression Equation |
CM[t] = -1.97155708164813 -0.115718741599823O[t] + 0.810124516285501D[t] + 0.251253601241108PE[t] + 0.188518804715735PC[t] + 0.566064813317673PS[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) | -1.97155708164813 | 3.052906 | -0.6458 | 0.519378 | 0.259689 |
O | -0.115718741599823 | 0.103024 | -1.1232 | 0.263103 | 0.131551 |
D | 0.810124516285501 | 0.130335 | 6.2157 | 0 | 0 |
PE | 0.251253601241108 | 0.13276 | 1.8925 | 0.060307 | 0.030154 |
PC | 0.188518804715735 | 0.168259 | 1.1204 | 0.264294 | 0.132147 |
PS | 0.566064813317673 | 0.095813 | 5.908 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.638102890589065 |
R-squared | 0.40717529897812 |
Adjusted R-squared | 0.387801942735575 |
F-TEST (value) | 21.0172823893021 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 153 |
p-value | 6.66133814775094e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.47771018087769 |
Sum Squared Residuals | 3067.63293498216 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 24.973069654619 | -0.97306965461902 |
2 | 25 | 21.6968275200520 | 3.30317247994805 |
3 | 17 | 22.7576275344242 | -5.75762753442423 |
4 | 18 | 19.8643239601547 | -1.86432396015471 |
5 | 18 | 19.4759213085630 | -1.47592130856297 |
6 | 16 | 19.5619453157043 | -3.56194531570426 |
7 | 20 | 20.9062047066683 | -0.90620470666828 |
8 | 16 | 22.3667061957279 | -6.36670619572787 |
9 | 18 | 22.4023995380277 | -4.40239953802768 |
10 | 17 | 20.5201335863125 | -3.52013358631251 |
11 | 23 | 22.3178193586678 | 0.68218064133223 |
12 | 30 | 22.3274768850320 | 7.67252311496805 |
13 | 23 | 15.1035765940144 | 7.89642340598558 |
14 | 18 | 19.0918794530003 | -1.09187945300028 |
15 | 15 | 21.6854310399808 | -6.68543103998084 |
16 | 12 | 17.8354454157556 | -5.83544541575558 |
17 | 21 | 19.4165662795253 | 1.58343372047467 |
18 | 15 | 15.3176615872635 | -0.317661587263513 |
19 | 20 | 19.7765579973379 | 0.223442002662065 |
20 | 31 | 26.4203200936308 | 4.57967990636915 |
21 | 27 | 25.2301666514384 | 1.76983334856160 |
22 | 34 | 27.1596931008076 | 6.84030689919239 |
23 | 21 | 19.6129963230410 | 1.38700367695903 |
24 | 31 | 20.9185081794081 | 10.0814918205920 |
25 | 19 | 19.2929241504289 | -0.292924150428885 |
26 | 16 | 20.2171532176049 | -4.21715321760486 |
27 | 20 | 21.5938509463785 | -1.59385094637850 |
28 | 21 | 18.2605112781375 | 2.73948872186255 |
29 | 22 | 21.9603148900490 | 0.0396851099510331 |
30 | 17 | 19.5088680455431 | -2.50886804554309 |
31 | 24 | 20.3178601472182 | 3.68213985278176 |
32 | 25 | 30.4697362245754 | -5.46973622457535 |
33 | 26 | 26.7379136808267 | -0.737913680826726 |
34 | 25 | 24.0652193827093 | 0.934780617290698 |
35 | 17 | 23.0090707878074 | -6.0090707878074 |
36 | 32 | 27.7900227230014 | 4.20997727699859 |
37 | 33 | 23.6362102946555 | 9.36378970534448 |
38 | 13 | 22.0253619285962 | -9.02536192859621 |
39 | 32 | 27.8387300504054 | 4.16126994959459 |
40 | 25 | 25.8389604910979 | -0.838960491097933 |
41 | 29 | 27.024061914111 | 1.97593808588899 |
42 | 22 | 22.0238725008844 | -0.0238725008844235 |
43 | 18 | 17.3643313167998 | 0.635668683200168 |
44 | 17 | 21.7723044845037 | -4.7723044845037 |
45 | 20 | 22.2065286208074 | -2.20652862080743 |
46 | 15 | 20.4502048915139 | -5.45020489151386 |
47 | 20 | 22.1848414522041 | -2.18484145220413 |
48 | 33 | 28.0994056135831 | 4.90059438641693 |
49 | 29 | 22.1429710099720 | 6.85702899002803 |
50 | 23 | 26.6826557598034 | -3.68265575980343 |
51 | 26 | 23.2430193118991 | 2.75698068810089 |
52 | 18 | 18.9528684988160 | -0.952868498815957 |
53 | 20 | 18.7340532353845 | 1.26594676461551 |
54 | 11 | 11.7902591765424 | -0.79025917654241 |
55 | 28 | 28.9774711402709 | -0.97747114027092 |
56 | 26 | 23.3129672959119 | 2.68703270408814 |
57 | 22 | 22.2461608568904 | -0.246160856890354 |
58 | 17 | 20.1978454987339 | -3.19784549873387 |
59 | 12 | 15.4254660880949 | -3.42546608809486 |
60 | 14 | 21.0281654373449 | -7.02816543734494 |
61 | 17 | 20.7238630018849 | -3.72386300188489 |
62 | 21 | 21.3354034468641 | -0.335403446864116 |
63 | 19 | 22.9325499189927 | -3.93254991899267 |
64 | 18 | 23.0750654036623 | -5.07506540366228 |
65 | 10 | 17.9297721146776 | -7.92977211467762 |
66 | 29 | 24.2201359970942 | 4.77986400290578 |
67 | 31 | 18.4575551946070 | 12.5424448053930 |
68 | 19 | 22.9476672047626 | -3.94766720476257 |
69 | 9 | 20.0659733838091 | -11.0659733838091 |
70 | 20 | 22.4704044418167 | -2.47040444181672 |
71 | 28 | 17.6195978476967 | 10.3804021523033 |
72 | 19 | 18.1263076319767 | 0.87369236802328 |
73 | 30 | 23.0600995039614 | 6.93990049603859 |
74 | 29 | 27.134541986358 | 1.86545801364201 |
75 | 26 | 21.4781322047787 | 4.52186779522132 |
76 | 23 | 19.5440844265833 | 3.45591557341675 |
77 | 13 | 22.7619883304533 | -9.76198833045328 |
78 | 21 | 22.6403328681881 | -1.64033286818808 |
79 | 19 | 21.4342707638265 | -2.43427076382648 |
80 | 28 | 22.9430302596669 | 5.05696974033306 |
81 | 23 | 25.5488853193873 | -2.54888531938726 |
82 | 18 | 13.775544612248 | 4.22445538775199 |
83 | 21 | 20.7338035054779 | 0.266196494522132 |
84 | 20 | 21.7890552501970 | -1.78905525019705 |
85 | 23 | 19.953634409697 | 3.04636559030299 |
86 | 21 | 20.823548318318 | 0.176451681682016 |
87 | 21 | 21.7765070663015 | -0.77650706630151 |
88 | 15 | 22.8032661951564 | -7.80326619515637 |
89 | 28 | 27.147195644037 | 0.852804355963014 |
90 | 19 | 17.6573711819145 | 1.3426288180855 |
91 | 26 | 21.241739029455 | 4.75826097054501 |
92 | 10 | 13.1981887926427 | -3.19818879264270 |
93 | 16 | 17.1052598018456 | -1.10525980184556 |
94 | 22 | 21.1686559891103 | 0.831344010889722 |
95 | 19 | 18.7314962822068 | 0.268503717793151 |
96 | 31 | 28.7736261084291 | 2.22637389157087 |
97 | 31 | 25.1990473784126 | 5.80095262158741 |
98 | 29 | 24.802119615067 | 4.19788038493298 |
99 | 19 | 17.4133114789467 | 1.58668852105333 |
100 | 22 | 18.8946458843887 | 3.10535411561134 |
101 | 23 | 22.3730772796911 | 0.626922720308933 |
102 | 15 | 16.1706084549776 | -1.17060845497761 |
103 | 20 | 21.4483664364161 | -1.44836643641609 |
104 | 18 | 19.5049798788849 | -1.50497987888490 |
105 | 23 | 21.9846165671170 | 1.01538343288296 |
106 | 25 | 20.9638904859829 | 4.03610951401713 |
107 | 21 | 16.5635547265782 | 4.43644527342175 |
108 | 24 | 19.4904987572516 | 4.50950124274840 |
109 | 25 | 25.2360293362311 | -0.236029336231133 |
110 | 17 | 19.5772208157054 | -2.57722081570542 |
111 | 13 | 14.5703651925901 | -1.57036519259012 |
112 | 28 | 18.2036391664048 | 9.7963608335952 |
113 | 21 | 20.1156089993066 | 0.884391000693353 |
114 | 25 | 28.140636065485 | -3.14063606548499 |
115 | 9 | 20.7272742072834 | -11.7272742072834 |
116 | 16 | 17.8284411696244 | -1.82844116962436 |
117 | 19 | 21.2002096254339 | -2.20020962543392 |
118 | 17 | 19.4548480129136 | -2.45484801291361 |
119 | 25 | 24.5118355020002 | 0.488164497999806 |
120 | 20 | 15.5584155586163 | 4.44158444138375 |
121 | 29 | 21.6245358561065 | 7.37546414389351 |
122 | 14 | 19.0460894061991 | -5.04608940619912 |
123 | 22 | 26.9144076581427 | -4.91440765814269 |
124 | 15 | 15.5764012107348 | -0.57640121073484 |
125 | 19 | 25.4228566000411 | -6.42285660004113 |
126 | 20 | 21.9451042791923 | -1.94510427919232 |
127 | 15 | 17.4522263745030 | -2.45222637450297 |
128 | 20 | 21.7886208868992 | -1.78862088689922 |
129 | 18 | 20.2225815390998 | -2.22258153909976 |
130 | 33 | 25.4668428039909 | 7.5331571960091 |
131 | 22 | 23.7824344363272 | -1.78243443632723 |
132 | 16 | 16.4697006570271 | -0.469700657027061 |
133 | 17 | 19.0367506268633 | -2.03675062686334 |
134 | 16 | 15.052432261591 | 0.947567738409004 |
135 | 21 | 17.0483876901129 | 3.95161230988708 |
136 | 26 | 27.6421945331063 | -1.64219453310631 |
137 | 18 | 21.1470742942904 | -3.14707429429044 |
138 | 18 | 23.0959206112274 | -5.09592061122736 |
139 | 17 | 18.3312627872462 | -1.33126278724619 |
140 | 22 | 24.7434940752527 | -2.74349407525272 |
141 | 30 | 24.7275661238695 | 5.27243387613055 |
142 | 30 | 27.2739964505683 | 2.72600354943172 |
143 | 24 | 29.9008223341231 | -5.9008223341231 |
144 | 21 | 21.9917911761762 | -0.991791176176217 |
145 | 21 | 25.3787580941457 | -4.3787580941457 |
146 | 29 | 27.3918377820479 | 1.60816221795208 |
147 | 31 | 23.2405082710070 | 7.75949172899296 |
148 | 20 | 18.9759710592584 | 1.02402894074159 |
149 | 16 | 14.1875805146353 | 1.81241948536466 |
150 | 22 | 18.9190989475258 | 3.08090105247424 |
151 | 20 | 20.3316462195076 | -0.331646219507593 |
152 | 28 | 27.3269489577319 | 0.673051042268084 |
153 | 38 | 26.5958059363835 | 11.4041940636165 |
154 | 22 | 19.3348333644292 | 2.66516663557077 |
155 | 20 | 25.6868097712468 | -5.68680977124681 |
156 | 17 | 18.0421110887897 | -1.04211108878972 |
157 | 28 | 24.4504319189554 | 3.54956808104463 |
158 | 22 | 24.1216672736301 | -2.12166727363007 |
159 | 31 | 26.0892814723567 | 4.9107185276433 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.211396023302327 | 0.422792046604654 | 0.788603976697673 |
10 | 0.102076375342587 | 0.204152750685175 | 0.897923624657413 |
11 | 0.227238038192076 | 0.454476076384151 | 0.772761961807924 |
12 | 0.651688236191951 | 0.696623527616098 | 0.348311763808049 |
13 | 0.667307232542331 | 0.665385534915338 | 0.332692767457669 |
14 | 0.642015414981076 | 0.715969170037848 | 0.357984585018924 |
15 | 0.647421329942229 | 0.705157340115542 | 0.352578670057771 |
16 | 0.58200717018021 | 0.83598565963958 | 0.41799282981979 |
17 | 0.497441679833795 | 0.99488335966759 | 0.502558320166205 |
18 | 0.46685371751748 | 0.93370743503496 | 0.53314628248252 |
19 | 0.403185159454761 | 0.806370318909522 | 0.596814840545239 |
20 | 0.437609217255158 | 0.875218434510316 | 0.562390782744842 |
21 | 0.396901525097772 | 0.793803050195543 | 0.603098474902228 |
22 | 0.400777969653791 | 0.801555939307583 | 0.599222030346209 |
23 | 0.338769951631692 | 0.677539903263384 | 0.661230048368308 |
24 | 0.603341567728287 | 0.793316864543426 | 0.396658432271713 |
25 | 0.533551201044859 | 0.932897597910281 | 0.466448798955141 |
26 | 0.503544024150426 | 0.992911951699147 | 0.496455975849574 |
27 | 0.441730998369871 | 0.883461996739743 | 0.558269001630129 |
28 | 0.395183167548785 | 0.79036633509757 | 0.604816832451215 |
29 | 0.334977520412383 | 0.669955040824767 | 0.665022479587617 |
30 | 0.282918967778748 | 0.565837935557496 | 0.717081032221252 |
31 | 0.342901815128518 | 0.685803630257036 | 0.657098184871482 |
32 | 0.404232070072038 | 0.808464140144076 | 0.595767929927962 |
33 | 0.360398880532785 | 0.720797761065569 | 0.639601119467215 |
34 | 0.370631372835848 | 0.741262745671697 | 0.629368627164152 |
35 | 0.385307154342616 | 0.770614308685231 | 0.614692845657384 |
36 | 0.375949698359977 | 0.751899396719955 | 0.624050301640023 |
37 | 0.554989703390058 | 0.890020593219883 | 0.445010296609942 |
38 | 0.758465746223827 | 0.483068507552345 | 0.241534253776173 |
39 | 0.754517941616512 | 0.490964116766976 | 0.245482058383488 |
40 | 0.712620047429135 | 0.57475990514173 | 0.287379952570865 |
41 | 0.68761372332183 | 0.624772553356341 | 0.312386276678170 |
42 | 0.63817357765374 | 0.723652844692521 | 0.361826422346260 |
43 | 0.589575343770856 | 0.820849312458289 | 0.410424656229145 |
44 | 0.576187266799631 | 0.847625466400739 | 0.423812733200369 |
45 | 0.541737547165999 | 0.916524905668002 | 0.458262452834001 |
46 | 0.563830488846728 | 0.872339022306543 | 0.436169511153272 |
47 | 0.52281042816352 | 0.95437914367296 | 0.47718957183648 |
48 | 0.51322633604015 | 0.97354732791970 | 0.48677366395985 |
49 | 0.578119098257291 | 0.843761803485417 | 0.421880901742709 |
50 | 0.557204565171353 | 0.885590869657295 | 0.442795434828647 |
51 | 0.521832610252998 | 0.956334779494005 | 0.478167389747003 |
52 | 0.472518698692184 | 0.945037397384367 | 0.527481301307816 |
53 | 0.434388024384905 | 0.86877604876981 | 0.565611975615095 |
54 | 0.387597441853448 | 0.775194883706896 | 0.612402558146552 |
55 | 0.344799433006013 | 0.689598866012026 | 0.655200566993987 |
56 | 0.31767947265381 | 0.63535894530762 | 0.68232052734619 |
57 | 0.274752158603492 | 0.549504317206984 | 0.725247841396508 |
58 | 0.251105924453973 | 0.502211848907946 | 0.748894075546027 |
59 | 0.231434319721368 | 0.462868639442736 | 0.768565680278632 |
60 | 0.290144078219362 | 0.580288156438723 | 0.709855921780638 |
61 | 0.278497186524718 | 0.556994373049435 | 0.721502813475282 |
62 | 0.241248961424152 | 0.482497922848303 | 0.758751038575848 |
63 | 0.228675123650198 | 0.457350247300395 | 0.771324876349802 |
64 | 0.262536263897204 | 0.525072527794407 | 0.737463736102796 |
65 | 0.338838414452534 | 0.677676828905067 | 0.661161585547466 |
66 | 0.341559278538765 | 0.683118557077529 | 0.658440721461235 |
67 | 0.674526217673852 | 0.650947564652297 | 0.325473782326148 |
68 | 0.667298147675608 | 0.665403704648785 | 0.332701852324392 |
69 | 0.844206840041378 | 0.311586319917243 | 0.155793159958622 |
70 | 0.824478189179527 | 0.351043621640947 | 0.175521810820473 |
71 | 0.930528498621507 | 0.138943002756986 | 0.0694715013784930 |
72 | 0.914237531913635 | 0.171524936172730 | 0.0857624680863652 |
73 | 0.937422576584964 | 0.125154846830073 | 0.0625774234150364 |
74 | 0.92557432123351 | 0.148851357532979 | 0.0744256787664893 |
75 | 0.927322042553002 | 0.145355914893997 | 0.0726779574469984 |
76 | 0.921002404447875 | 0.15799519110425 | 0.078997595552125 |
77 | 0.97009612299005 | 0.0598077540198999 | 0.0299038770099500 |
78 | 0.962737123434993 | 0.074525753130014 | 0.037262876565007 |
79 | 0.955322112720419 | 0.0893557745591622 | 0.0446778872795811 |
80 | 0.958001069235287 | 0.0839978615294254 | 0.0419989307647127 |
81 | 0.950327240193386 | 0.099345519613227 | 0.0496727598066135 |
82 | 0.950009769558878 | 0.0999804608822438 | 0.0499902304411219 |
83 | 0.937189377311647 | 0.125621245376707 | 0.0628106226883533 |
84 | 0.924429516664979 | 0.151140966670042 | 0.075570483335021 |
85 | 0.915951672892238 | 0.168096654215525 | 0.0840483271077623 |
86 | 0.900653181134238 | 0.198693637731523 | 0.0993468188657616 |
87 | 0.879710042132296 | 0.240579915735408 | 0.120289957867704 |
88 | 0.923727400022814 | 0.152545199954372 | 0.0762725999771862 |
89 | 0.907794947977105 | 0.18441010404579 | 0.092205052022895 |
90 | 0.888521028335509 | 0.222957943328981 | 0.111478971664491 |
91 | 0.890348508172257 | 0.219302983655486 | 0.109651491827743 |
92 | 0.87972329404173 | 0.240553411916539 | 0.120276705958270 |
93 | 0.858486388567674 | 0.283027222864653 | 0.141513611432326 |
94 | 0.83180233324056 | 0.336395333518881 | 0.168197666759440 |
95 | 0.799891741151273 | 0.400216517697454 | 0.200108258848727 |
96 | 0.771363589009716 | 0.457272821980568 | 0.228636410990284 |
97 | 0.790445706797612 | 0.419108586404775 | 0.209554293202388 |
98 | 0.785253416561085 | 0.429493166877829 | 0.214746583438914 |
99 | 0.751315699297826 | 0.497368601404348 | 0.248684300702174 |
100 | 0.727772355364808 | 0.544455289270384 | 0.272227644635192 |
101 | 0.686415862962309 | 0.627168274075382 | 0.313584137037691 |
102 | 0.648669584234022 | 0.702660831531957 | 0.351330415765979 |
103 | 0.610688735942807 | 0.778622528114386 | 0.389311264057193 |
104 | 0.568912513183683 | 0.862174973632635 | 0.431087486816318 |
105 | 0.523348261113884 | 0.953303477772232 | 0.476651738886116 |
106 | 0.503744802868190 | 0.992510394263621 | 0.496255197131810 |
107 | 0.50060149680882 | 0.99879700638236 | 0.49939850319118 |
108 | 0.512066888836197 | 0.975866222327607 | 0.487933111163803 |
109 | 0.461970607190603 | 0.923941214381207 | 0.538029392809397 |
110 | 0.438871952745133 | 0.877743905490266 | 0.561128047254867 |
111 | 0.399245111949123 | 0.798490223898247 | 0.600754888050877 |
112 | 0.622464003183592 | 0.755071993632817 | 0.377535996816408 |
113 | 0.6143504316766 | 0.7712991366468 | 0.3856495683234 |
114 | 0.586012234060729 | 0.827975531878541 | 0.413987765939271 |
115 | 0.787995057379244 | 0.424009885241512 | 0.212004942620756 |
116 | 0.766002840747051 | 0.467994318505897 | 0.233997159252949 |
117 | 0.755053282831569 | 0.489893434336861 | 0.244946717168431 |
118 | 0.728310027616058 | 0.543379944767885 | 0.271689972383942 |
119 | 0.680521723246861 | 0.638956553506277 | 0.319478276753139 |
120 | 0.689821686952419 | 0.620356626095162 | 0.310178313047581 |
121 | 0.741250456736066 | 0.517499086527868 | 0.258749543263934 |
122 | 0.746311092056203 | 0.507377815887594 | 0.253688907943797 |
123 | 0.752066455515674 | 0.495867088968652 | 0.247933544484326 |
124 | 0.702722865924084 | 0.594554268151831 | 0.297277134075916 |
125 | 0.746671936072012 | 0.506656127855977 | 0.253328063927988 |
126 | 0.719710175859793 | 0.560579648280414 | 0.280289824140207 |
127 | 0.709720699392158 | 0.580558601215685 | 0.290279300607842 |
128 | 0.676029679145159 | 0.647940641709683 | 0.323970320854841 |
129 | 0.650880955155708 | 0.698238089688584 | 0.349119044844292 |
130 | 0.72046223026605 | 0.559075539467901 | 0.279537769733951 |
131 | 0.666986057099335 | 0.66602788580133 | 0.333013942900665 |
132 | 0.606230214360546 | 0.787539571278909 | 0.393769785639454 |
133 | 0.605895172509634 | 0.788209654980733 | 0.394104827490366 |
134 | 0.546964777920311 | 0.906070444159379 | 0.453035222079689 |
135 | 0.506212479145599 | 0.987575041708802 | 0.493787520854401 |
136 | 0.478869778858994 | 0.957739557717989 | 0.521130221141006 |
137 | 0.485143350871993 | 0.970286701743986 | 0.514856649128007 |
138 | 0.528733486885148 | 0.942533026229705 | 0.471266513114852 |
139 | 0.461648300276757 | 0.923296600553515 | 0.538351699723243 |
140 | 0.387508920972159 | 0.775017841944318 | 0.612491079027841 |
141 | 0.500398992333827 | 0.999202015332345 | 0.499601007666173 |
142 | 0.44773143010602 | 0.89546286021204 | 0.55226856989398 |
143 | 0.377989760724786 | 0.755979521449572 | 0.622010239275214 |
144 | 0.298009846375372 | 0.596019692750744 | 0.701990153624628 |
145 | 0.355263275293376 | 0.710526550586752 | 0.644736724706624 |
146 | 0.262950876609858 | 0.525901753219716 | 0.737049123390142 |
147 | 0.34057333573603 | 0.68114667147206 | 0.65942666426397 |
148 | 0.234921271540772 | 0.469842543081545 | 0.765078728459228 |
149 | 0.146077973504985 | 0.292155947009969 | 0.853922026495015 |
150 | 0.0919194134704895 | 0.183838826940979 | 0.90808058652951 |
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 | 6 | 0.0422535211267606 | OK |