Multiple Linear Regression - Estimated Regression Equation |
PS[t] = + 7.49421672000384 + 0.328566099942966CM[t] -0.367928837189673D[t] + 0.183960797094827PE[t] + 0.0231775389634428PC[t] + 0.400279254796218O[t] + 0.000246245385480168Time[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) | 7.49421672000384 | 2.256315 | 3.3214 | 0.001122 | 0.000561 |
CM | 0.328566099942966 | 0.055712 | 5.8975 | 0 | 0 |
D | -0.367928837189673 | 0.108331 | -3.3963 | 0.000872 | 0.000436 |
PE | 0.183960797094827 | 0.101668 | 1.8094 | 0.072361 | 0.03618 |
PC | 0.0231775389634428 | 0.128986 | 0.1797 | 0.857635 | 0.428817 |
O | 0.400279254796218 | 0.072026 | 5.5574 | 0 | 0 |
Time | 0.000246245385480168 | 0.000664 | 0.3707 | 0.7114 | 0.3557 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.60633034651225 |
R-squared | 0.367636489101665 |
Adjusted R-squared | 0.342674771566204 |
F-TEST (value) | 14.728012548792 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 3.17190718135407e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.4189243604304 |
Sum Squared Residuals | 1776.73465491636 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 22.9962642069312 | 1.00373579306882 |
2 | 25 | 22.3811254427617 | 2.61887455723832 |
3 | 30 | 24.2605231153304 | 5.73947688466962 |
4 | 19 | 20.2789742488144 | -1.27897424881439 |
5 | 22 | 20.5489472802111 | 1.45105271978886 |
6 | 22 | 23.153848562909 | -1.15384856290904 |
7 | 25 | 22.5432268051941 | 2.45677319480592 |
8 | 23 | 19.4237781389559 | 3.57622186104408 |
9 | 17 | 18.7441947478246 | -1.74419474782463 |
10 | 21 | 21.6473957180592 | -0.647395718059238 |
11 | 19 | 22.782068518612 | -3.78206851861198 |
12 | 19 | 23.3708343007121 | -4.3708343007121 |
13 | 15 | 23.2086573942195 | -8.20865739421955 |
14 | 16 | 17.0740571207245 | -1.07405712072445 |
15 | 23 | 19.433540079847 | 3.566459920153 |
16 | 27 | 24.063293041457 | 2.93670695854302 |
17 | 22 | 20.9902568584156 | 1.00974314158442 |
18 | 14 | 16.5316300716229 | -2.53163007162287 |
19 | 22 | 24.0564220145432 | -2.05642201454321 |
20 | 23 | 23.9781140043529 | -0.978114004352875 |
21 | 23 | 21.5484938589602 | 1.45150614103982 |
22 | 21 | 24.3886861147034 | -3.38868611470337 |
23 | 19 | 22.4026230187959 | -3.40262301879589 |
24 | 18 | 23.8283281616084 | -5.8283281616084 |
25 | 20 | 23.1529104528613 | -3.1529104528613 |
26 | 23 | 22.4271500905962 | 0.572849909403776 |
27 | 25 | 23.3186785103398 | 1.6813214896602 |
28 | 19 | 23.3497551673766 | -4.3497551673766 |
29 | 24 | 23.8313248013151 | 0.168675198684945 |
30 | 22 | 21.5505540118512 | 0.449445988148773 |
31 | 25 | 25.1797431201842 | -0.179743120184167 |
32 | 26 | 23.1797718262475 | 2.82022817375252 |
33 | 29 | 22.6786476391182 | 6.32135236088176 |
34 | 32 | 25.1814763720624 | 6.81852362793758 |
35 | 25 | 21.6069345987572 | 3.3930654012428 |
36 | 29 | 24.5887517812315 | 4.41124821876851 |
37 | 28 | 24.9516733952663 | 3.0483266047337 |
38 | 17 | 17.1455292201308 | -0.145529220130813 |
39 | 28 | 26.1689748879406 | 1.83102511205941 |
40 | 29 | 22.9436438707969 | 6.05635612920314 |
41 | 26 | 27.4788173843796 | -1.47881738437958 |
42 | 25 | 23.4547304446488 | 1.54526955535121 |
43 | 14 | 19.5175237491656 | -5.51752374916558 |
44 | 25 | 22.0881209893503 | 2.91187901064969 |
45 | 26 | 21.6701564357049 | 4.32984356429514 |
46 | 20 | 20.3197264124031 | -0.319726412403089 |
47 | 18 | 21.3671547222272 | -3.36715472222716 |
48 | 32 | 24.643367074705 | 7.35663292529504 |
49 | 25 | 25.0016361320139 | -0.00163613201390608 |
50 | 25 | 21.7203585993336 | 3.27964140066644 |
51 | 23 | 20.8060346700993 | 2.19396532990071 |
52 | 21 | 22.1492356754625 | -1.14923567546245 |
53 | 20 | 24.0299933640438 | -4.02999336404385 |
54 | 15 | 16.5442987740029 | -1.54429877400293 |
55 | 30 | 26.7137918866851 | 3.2862081133149 |
56 | 24 | 25.3300162522617 | -1.33001625226169 |
57 | 26 | 24.3094954671993 | 1.69050453280074 |
58 | 24 | 21.7460901356922 | 2.25390986430777 |
59 | 22 | 21.5386621916241 | 0.461337808375948 |
60 | 14 | 15.6507000971806 | -1.65070009718056 |
61 | 24 | 22.2400416508248 | 1.7599583491752 |
62 | 24 | 22.9193513522898 | 1.08064864771015 |
63 | 24 | 23.3132390401273 | 0.68676095987275 |
64 | 24 | 19.9847646016855 | 4.01523539831449 |
65 | 19 | 18.5362706691139 | 0.463729330886069 |
66 | 31 | 26.8120887294192 | 4.18791127058078 |
67 | 22 | 26.6055871493741 | -4.60558714937407 |
68 | 27 | 21.4729775347493 | 5.5270224652507 |
69 | 19 | 17.6955673571701 | 1.30443264282986 |
70 | 25 | 22.2984211526827 | 2.70157884731732 |
71 | 20 | 25.0122922063225 | -5.01229220632251 |
72 | 21 | 21.5762342604157 | -0.576234260415737 |
73 | 27 | 27.4556169963108 | -0.455616996310772 |
74 | 23 | 24.3037504827979 | -1.30375048279792 |
75 | 25 | 25.6728958132087 | -0.672895813208659 |
76 | 20 | 22.2299078147637 | -2.2299078147637 |
77 | 21 | 19.1981960583815 | 1.80180394161847 |
78 | 22 | 22.417505141978 | -0.417505141978007 |
79 | 23 | 23.0204165951386 | -0.0204165951386168 |
80 | 25 | 24.0533155072195 | 0.946684492780452 |
81 | 25 | 23.4189332648042 | 1.58106673519578 |
82 | 17 | 23.8763795816059 | -6.8763795816059 |
83 | 19 | 21.4424520620989 | -2.44245206209886 |
84 | 25 | 23.9653388818638 | 1.03466111813623 |
85 | 19 | 22.3636478391902 | -3.36364783919022 |
86 | 20 | 23.1563781126177 | -3.1563781126177 |
87 | 26 | 22.5190116148012 | 3.48098838519878 |
88 | 23 | 20.7769259189403 | 2.22307408105969 |
89 | 27 | 24.392222416458 | 2.60777758354202 |
90 | 17 | 20.8995279474386 | -3.89952794743858 |
91 | 17 | 23.3043464837684 | -6.30434648376844 |
92 | 19 | 20.2150781936552 | -1.21507819365519 |
93 | 17 | 19.7149683814551 | -2.71496838145506 |
94 | 22 | 22.06731290046 | -0.0673129004599782 |
95 | 21 | 23.5448525940642 | -2.54485259406416 |
96 | 32 | 28.5872719187446 | 3.41272808125542 |
97 | 21 | 25.0868789369244 | -4.08687893692439 |
98 | 21 | 24.2853818863904 | -3.28538188639035 |
99 | 18 | 21.2932588686096 | -3.29325886860963 |
100 | 18 | 21.282026438249 | -3.28202643824897 |
101 | 23 | 22.8180415895634 | 0.18195841043657 |
102 | 19 | 20.6573878892702 | -1.65738788927018 |
103 | 20 | 20.8995953382737 | -0.899595338273686 |
104 | 21 | 22.3335305420844 | -1.33353054208437 |
105 | 20 | 23.8127345742175 | -3.81273457421754 |
106 | 17 | 18.7686083422305 | -1.76860834223047 |
107 | 18 | 20.3002417700377 | -2.30024177003772 |
108 | 19 | 20.7495092255928 | -1.74950922559285 |
109 | 22 | 22.0366239387346 | -0.0366239387345734 |
110 | 15 | 18.7407712497276 | -3.74077124972764 |
111 | 14 | 18.8355296791659 | -4.83552967916586 |
112 | 18 | 26.6291025639715 | -8.62910256397148 |
113 | 24 | 21.5505509898711 | 2.44944901012894 |
114 | 35 | 23.5633972054291 | 11.4366027945709 |
115 | 29 | 19.2039535019427 | 9.79604649805726 |
116 | 21 | 21.967868257756 | -0.967868257756 |
117 | 25 | 20.5021838260721 | 4.49781617392795 |
118 | 20 | 18.4812793547594 | 1.51872064524063 |
119 | 22 | 23.1946468951034 | -1.19464689510339 |
120 | 13 | 16.8291807695812 | -3.82918076958117 |
121 | 26 | 23.2344953166909 | 2.76550468330912 |
122 | 17 | 16.873350631813 | 0.12664936818703 |
123 | 25 | 20.0720113696827 | 4.92798863031729 |
124 | 20 | 20.7767361587495 | -0.776736158749502 |
125 | 19 | 18.0601762336538 | 0.939823766346184 |
126 | 21 | 22.5959450671439 | -1.59594506714386 |
127 | 22 | 21.0689785113094 | 0.931021488690564 |
128 | 24 | 22.6905984418058 | 1.30940155819417 |
129 | 21 | 22.982097229875 | -1.982097229875 |
130 | 26 | 25.5178091406303 | 0.482190859369658 |
131 | 24 | 20.5703782637555 | 3.42962173624446 |
132 | 16 | 20.3122802923847 | -4.31228029238474 |
133 | 23 | 22.3629503695323 | 0.637049630467728 |
134 | 18 | 20.8149317488686 | -2.81493174886861 |
135 | 16 | 22.3642469310098 | -6.36424693100983 |
136 | 26 | 24.0302321620341 | 1.96976783796592 |
137 | 19 | 19.0871712491341 | -0.0871712491341471 |
138 | 21 | 16.8582901590141 | 4.14170984098589 |
139 | 21 | 22.2021942974782 | -1.20219429747818 |
140 | 22 | 18.4932588273828 | 3.50674117261723 |
141 | 23 | 19.729833383401 | 3.27016661659905 |
142 | 29 | 24.7920678538949 | 4.20793214610507 |
143 | 21 | 19.17187081109 | 1.82812918891002 |
144 | 21 | 19.9285190316639 | 1.07148096833607 |
145 | 23 | 23.0163143430536 | -0.0163143430536237 |
146 | 27 | 22.9393206891251 | 4.06067931087485 |
147 | 25 | 25.3596759096072 | -0.359675909607165 |
148 | 21 | 20.9918076532554 | 0.00819234674459343 |
149 | 10 | 17.1263926997398 | -7.12639269973983 |
150 | 20 | 22.6678186162857 | -2.6678186162857 |
151 | 26 | 22.5737736927436 | 3.42622630725645 |
152 | 24 | 23.5995633031397 | 0.400436696860332 |
153 | 29 | 31.612147522841 | -2.61214752284098 |
154 | 19 | 18.970886893116 | 0.0291131068840264 |
155 | 24 | 22.0494535679128 | 1.95054643208716 |
156 | 19 | 20.7482599647819 | -1.74825996478193 |
157 | 24 | 23.419837637952 | 0.580162362047991 |
158 | 22 | 21.7948537513373 | 0.205146248662671 |
159 | 17 | 23.6833853837874 | -6.68338538378743 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.111826554309661 | 0.223653108619321 | 0.88817344569034 |
11 | 0.312023218759579 | 0.624046437519159 | 0.68797678124042 |
12 | 0.192339400052152 | 0.384678800104304 | 0.807660599947848 |
13 | 0.904219024549064 | 0.191561950901872 | 0.095780975450936 |
14 | 0.849641488857788 | 0.300717022284424 | 0.150358511142212 |
15 | 0.799604632407437 | 0.400790735185126 | 0.200395367592563 |
16 | 0.754654552119464 | 0.490690895761071 | 0.245345447880536 |
17 | 0.679008324136573 | 0.641983351726855 | 0.320991675863427 |
18 | 0.644380953876067 | 0.711238092247866 | 0.355619046123933 |
19 | 0.58564313300994 | 0.828713733980119 | 0.414356866990059 |
20 | 0.581757570265131 | 0.836484859469738 | 0.418242429734869 |
21 | 0.562501662946044 | 0.874996674107911 | 0.437498337053956 |
22 | 0.493090472662342 | 0.986180945324683 | 0.506909527337658 |
23 | 0.444621239753454 | 0.889242479506908 | 0.555378760246546 |
24 | 0.489029153775673 | 0.978058307551345 | 0.510970846224328 |
25 | 0.502087969291693 | 0.995824061416615 | 0.497912030708307 |
26 | 0.431246973008219 | 0.862493946016437 | 0.568753026991781 |
27 | 0.377457063728912 | 0.754914127457824 | 0.622542936271088 |
28 | 0.391459414209954 | 0.782918828419908 | 0.608540585790046 |
29 | 0.334415085545063 | 0.668830171090126 | 0.665584914454937 |
30 | 0.276648702510233 | 0.553297405020466 | 0.723351297489767 |
31 | 0.225256085763367 | 0.450512171526734 | 0.774743914236633 |
32 | 0.245215053104534 | 0.490430106209067 | 0.754784946895466 |
33 | 0.396015868106801 | 0.792031736213602 | 0.603984131893199 |
34 | 0.632669865507602 | 0.734660268984797 | 0.367330134492399 |
35 | 0.60669986357242 | 0.78660027285516 | 0.39330013642758 |
36 | 0.573623522029754 | 0.852752955940492 | 0.426376477970246 |
37 | 0.580443426413375 | 0.83911314717325 | 0.419556573586625 |
38 | 0.550804949340372 | 0.898390101319255 | 0.449195050659628 |
39 | 0.496764478746724 | 0.993528957493447 | 0.503235521253276 |
40 | 0.589594893611027 | 0.820810212777946 | 0.410405106388973 |
41 | 0.543438644540949 | 0.913122710918102 | 0.456561355459051 |
42 | 0.496678804851487 | 0.993357609702975 | 0.503321195148513 |
43 | 0.58224460551052 | 0.83551078897896 | 0.41775539448948 |
44 | 0.553339465535186 | 0.893321068929628 | 0.446660534464814 |
45 | 0.581097108909403 | 0.837805782181194 | 0.418902891090597 |
46 | 0.532801697246697 | 0.934396605506606 | 0.467198302753303 |
47 | 0.510841140407933 | 0.978317719184134 | 0.489158859592067 |
48 | 0.657789957721259 | 0.684420084557483 | 0.342210042278741 |
49 | 0.613769847275331 | 0.772460305449338 | 0.386230152724669 |
50 | 0.593467987099017 | 0.813064025801965 | 0.406532012900982 |
51 | 0.555560575771904 | 0.888878848456192 | 0.444439424228096 |
52 | 0.51369087886096 | 0.97261824227808 | 0.48630912113904 |
53 | 0.541205405586484 | 0.917589188827032 | 0.458794594413516 |
54 | 0.512609192476076 | 0.974781615047848 | 0.487390807523924 |
55 | 0.545338976206478 | 0.909322047587045 | 0.454661023793523 |
56 | 0.509911830771903 | 0.980176338456193 | 0.490088169228097 |
57 | 0.468893416240098 | 0.937786832480196 | 0.531106583759902 |
58 | 0.434091656542364 | 0.868183313084728 | 0.565908343457636 |
59 | 0.390602502722927 | 0.781205005445854 | 0.609397497277073 |
60 | 0.352681288257497 | 0.705362576514994 | 0.647318711742503 |
61 | 0.322718510683227 | 0.645437021366455 | 0.677281489316773 |
62 | 0.285357892404444 | 0.570715784808888 | 0.714642107595556 |
63 | 0.248339592652623 | 0.496679185305245 | 0.751660407347377 |
64 | 0.274760658556674 | 0.549521317113348 | 0.725239341443326 |
65 | 0.237424672141676 | 0.474849344283352 | 0.762575327858324 |
66 | 0.252312154407402 | 0.504624308814805 | 0.747687845592598 |
67 | 0.31220735204485 | 0.6244147040897 | 0.68779264795515 |
68 | 0.381940406072917 | 0.763880812145835 | 0.618059593927083 |
69 | 0.34859503042642 | 0.69719006085284 | 0.65140496957358 |
70 | 0.332868185802845 | 0.66573637160569 | 0.667131814197155 |
71 | 0.414771347756137 | 0.829542695512275 | 0.585228652243863 |
72 | 0.378089183316672 | 0.756178366633345 | 0.621910816683328 |
73 | 0.33598078675489 | 0.67196157350978 | 0.66401921324511 |
74 | 0.29697894643773 | 0.59395789287546 | 0.70302105356227 |
75 | 0.263721722289576 | 0.527443444579151 | 0.736278277710424 |
76 | 0.241756850656723 | 0.483513701313447 | 0.758243149343277 |
77 | 0.222453493429253 | 0.444906986858507 | 0.777546506570747 |
78 | 0.18930027455861 | 0.378600549117219 | 0.81069972544139 |
79 | 0.160459600954963 | 0.320919201909927 | 0.839540399045037 |
80 | 0.136965801232548 | 0.273931602465095 | 0.863034198767452 |
81 | 0.118144083834776 | 0.236288167669552 | 0.881855916165224 |
82 | 0.205504674632148 | 0.411009349264295 | 0.794495325367852 |
83 | 0.191026897308407 | 0.382053794616813 | 0.808973102691593 |
84 | 0.164328016825473 | 0.328656033650947 | 0.835671983174527 |
85 | 0.164712234413298 | 0.329424468826595 | 0.835287765586702 |
86 | 0.165987531164426 | 0.331975062328851 | 0.834012468835574 |
87 | 0.173430639889546 | 0.346861279779092 | 0.826569360110454 |
88 | 0.162531117017903 | 0.325062234035805 | 0.837468882982097 |
89 | 0.154260555976373 | 0.308521111952746 | 0.845739444023627 |
90 | 0.159509018828885 | 0.319018037657769 | 0.840490981171115 |
91 | 0.22444076751975 | 0.4488815350395 | 0.77555923248025 |
92 | 0.19328339243042 | 0.38656678486084 | 0.80671660756958 |
93 | 0.174548983987257 | 0.349097967974513 | 0.825451016012743 |
94 | 0.148320651811033 | 0.296641303622066 | 0.851679348188967 |
95 | 0.13519100326083 | 0.27038200652166 | 0.86480899673917 |
96 | 0.141112182585688 | 0.282224365171375 | 0.858887817414312 |
97 | 0.165420870115283 | 0.330841740230566 | 0.834579129884717 |
98 | 0.160773967750728 | 0.321547935501456 | 0.839226032249272 |
99 | 0.153455019896338 | 0.306910039792675 | 0.846544980103663 |
100 | 0.148015403589884 | 0.296030807179769 | 0.851984596410116 |
101 | 0.121828068381285 | 0.243656136762569 | 0.878171931618715 |
102 | 0.10181717687628 | 0.20363435375256 | 0.89818282312372 |
103 | 0.082125042147522 | 0.164250084295044 | 0.917874957852478 |
104 | 0.0666162031903619 | 0.133232406380724 | 0.933383796809638 |
105 | 0.0707244022049659 | 0.141448804409932 | 0.929275597795034 |
106 | 0.0581562997272135 | 0.116312599454427 | 0.941843700272786 |
107 | 0.0512635623975983 | 0.102527124795197 | 0.948736437602402 |
108 | 0.0447647003418493 | 0.0895294006836986 | 0.95523529965815 |
109 | 0.0342928127154953 | 0.0685856254309906 | 0.965707187284505 |
110 | 0.0335539414370995 | 0.0671078828741989 | 0.9664460585629 |
111 | 0.0419047638821792 | 0.0838095277643584 | 0.95809523611782 |
112 | 0.169006385173003 | 0.338012770346006 | 0.830993614826997 |
113 | 0.153004924261723 | 0.306009848523447 | 0.846995075738276 |
114 | 0.573449854700273 | 0.853100290599454 | 0.426550145299727 |
115 | 0.861369408820611 | 0.277261182358777 | 0.138630591179389 |
116 | 0.829520692637699 | 0.340958614724603 | 0.170479307362301 |
117 | 0.882164680698267 | 0.235670638603467 | 0.117835319301733 |
118 | 0.858376033908855 | 0.28324793218229 | 0.141623966091145 |
119 | 0.83037306545795 | 0.339253869084099 | 0.169626934542049 |
120 | 0.863328698144713 | 0.273342603710575 | 0.136671301855287 |
121 | 0.83993124707909 | 0.320137505841818 | 0.160068752920909 |
122 | 0.800976223658472 | 0.398047552683057 | 0.199023776341528 |
123 | 0.832395605479453 | 0.335208789041094 | 0.167604394520547 |
124 | 0.791485957280983 | 0.417028085438033 | 0.208514042719017 |
125 | 0.751514164047219 | 0.496971671905562 | 0.248485835952781 |
126 | 0.703118310799959 | 0.593763378400082 | 0.296881689200041 |
127 | 0.667557583770967 | 0.664884832458066 | 0.332442416229033 |
128 | 0.627070266196098 | 0.745859467607805 | 0.372929733803903 |
129 | 0.568452642062959 | 0.863094715874082 | 0.431547357937041 |
130 | 0.506014462953606 | 0.987971074092789 | 0.493985537046394 |
131 | 0.504620066418134 | 0.990759867163732 | 0.495379933581866 |
132 | 0.501189229958031 | 0.997621540083938 | 0.498810770041969 |
133 | 0.45301077639033 | 0.90602155278066 | 0.54698922360967 |
134 | 0.403268059694927 | 0.806536119389854 | 0.596731940305073 |
135 | 0.547757074836976 | 0.90448585032605 | 0.452242925163025 |
136 | 0.513733694848921 | 0.972532610302158 | 0.486266305151079 |
137 | 0.438794496783966 | 0.877588993567932 | 0.561205503216034 |
138 | 0.45280697684006 | 0.90561395368012 | 0.54719302315994 |
139 | 0.378081348329738 | 0.756162696659476 | 0.621918651670262 |
140 | 0.341975051085856 | 0.683950102171711 | 0.658024948914144 |
141 | 0.297949356448869 | 0.595898712897739 | 0.70205064355113 |
142 | 0.346174481670879 | 0.692348963341759 | 0.65382551832912 |
143 | 0.505558773304085 | 0.98888245339183 | 0.494441226695915 |
144 | 0.424751349731996 | 0.849502699463993 | 0.575248650268004 |
145 | 0.365044588405198 | 0.730089176810396 | 0.634955411594802 |
146 | 0.323918023796309 | 0.647836047592618 | 0.676081976203691 |
147 | 0.276621033235619 | 0.553242066471239 | 0.72337896676438 |
148 | 0.176320393283949 | 0.352640786567899 | 0.82367960671605 |
149 | 0.312420858802892 | 0.624841717605784 | 0.687579141197108 |
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 | 4 | 0.0285714285714286 | OK |