Multiple Linear Regression - Estimated Regression Equation |
O[t] = + 17.4557480017071 -0.0596220828042757CM[t] + 0.218935765813514D[t] -0.136852917502793PE[t] -0.247202455609299PC[t] + 0.396808017049338PS[t] -0.0151046024523753t + 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) | 17.4557480017071 | 2.044985 | 8.5359 | 0 | 0 |
CM | -0.0596220828042757 | 0.062157 | -0.9592 | 0.338969 | 0.169485 |
D | 0.218935765813514 | 0.110949 | 1.9733 | 0.050274 | 0.025137 |
PE | -0.136852917502793 | 0.102916 | -1.3297 | 0.185593 | 0.092796 |
PC | -0.247202455609299 | 0.128476 | -1.9241 | 0.056208 | 0.028104 |
PS | 0.396808017049338 | 0.075282 | 5.271 | 0 | 0 |
t | -0.0151046024523753 | 0.006042 | -2.4999 | 0.013486 | 0.006743 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.502833009131382 |
R-squared | 0.252841035072121 |
Adjusted R-squared | 0.223347918035494 |
F-TEST (value) | 8.57288277661948 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 4.9650928590772e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.44732602810375 |
Sum Squared Residuals | 1806.37662509432 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 27 | 24.1263949826831 | 2.87360501731687 |
2 | 23 | 25.3278905094837 | -2.32789050948365 |
3 | 25 | 25.3105946506167 | -0.310594650616672 |
4 | 23 | 23.1425647952179 | -0.142564795217939 |
5 | 19 | 22.9212328900446 | -3.92123289004464 |
6 | 29 | 23.9576488960464 | 5.04235110395356 |
7 | 25 | 25.7729402978557 | -0.772940297855665 |
8 | 21 | 23.6912265690701 | -2.69122656907014 |
9 | 22 | 23.1226654327152 | -1.12266543271515 |
10 | 25 | 23.522883234694 | 1.47711676530596 |
11 | 24 | 21.4214364373951 | 2.57856356260492 |
12 | 18 | 20.9907405657123 | -2.99074056571227 |
13 | 22 | 19.6142799989524 | 2.38572000104762 |
14 | 15 | 21.8010947195462 | -6.80109471954617 |
15 | 22 | 24.3867238015357 | -2.38672380153568 |
16 | 28 | 25.0465653074249 | 2.95343469257509 |
17 | 20 | 23.1906059305252 | -3.1906059305252 |
18 | 12 | 20.113330543294 | -8.11333054329397 |
19 | 24 | 22.4006646138075 | 1.59933538619254 |
20 | 20 | 22.4513298900013 | -2.45132989000128 |
21 | 21 | 24.2091718008149 | -3.20917180081488 |
22 | 20 | 21.7496570167093 | -1.74965701670926 |
23 | 21 | 20.2364798547118 | 0.763520145288229 |
24 | 23 | 22.1064491842925 | 0.89355081570746 |
25 | 28 | 22.8067653946468 | 5.19323460535319 |
26 | 24 | 22.7095296686943 | 1.29047033130573 |
27 | 24 | 24.2100959017649 | -0.210095901764875 |
28 | 24 | 21.2866195823899 | 2.71338041761012 |
29 | 23 | 22.7853742298715 | 0.214625770128455 |
30 | 23 | 23.4269301266781 | -0.426930126678148 |
31 | 29 | 24.9512424315685 | 4.04875756843146 |
32 | 24 | 22.8832375446242 | 1.11676245537582 |
33 | 18 | 25.6234830931503 | -7.62348309315027 |
34 | 25 | 26.5283299210078 | -1.5283299210078 |
35 | 21 | 23.2528121287252 | -2.25281212872522 |
36 | 26 | 27.2995894199509 | -1.2995894199509 |
37 | 22 | 25.7333758885773 | -3.73337588857734 |
38 | 22 | 23.4771472868362 | -1.47714728683625 |
39 | 22 | 23.2668335411094 | -1.26683354110945 |
40 | 23 | 26.1230213183996 | -3.12302131839959 |
41 | 30 | 23.5541509933645 | 6.44584900663553 |
42 | 23 | 23.2595282500456 | -0.25952825004559 |
43 | 17 | 19.4473090951876 | -2.44730909518762 |
44 | 23 | 24.2425334465938 | -1.24253344659383 |
45 | 23 | 24.7438165167803 | -1.74381651678034 |
46 | 25 | 22.9469928401775 | 2.05300715982245 |
47 | 24 | 21.3730696575052 | 2.62693034249483 |
48 | 24 | 27.8112646272391 | -3.81126462723911 |
49 | 23 | 23.4762855096774 | -0.476285509677433 |
50 | 21 | 24.2575943354001 | -3.2575943354001 |
51 | 24 | 26.0917213589247 | -2.09172135892466 |
52 | 24 | 22.2806467791565 | 1.71935322084353 |
53 | 28 | 21.9684257598597 | 6.03157424014028 |
54 | 16 | 21.440064081599 | -5.44006408159904 |
55 | 20 | 20.382784054042 | -0.382784054042012 |
56 | 29 | 23.8094188213148 | 5.19058117868516 |
57 | 27 | 24.1696112867377 | 2.8303887132623 |
58 | 22 | 23.441828608794 | -1.44182860879401 |
59 | 28 | 24.164657954189 | 3.83534204581103 |
60 | 16 | 20.7974038487875 | -4.7974038487875 |
61 | 25 | 23.1475490354281 | 1.85245096457191 |
62 | 24 | 23.7176463168972 | 0.282353683102773 |
63 | 28 | 23.8756020385683 | 4.12439796143166 |
64 | 24 | 24.4657678785319 | -0.465767878531913 |
65 | 23 | 22.8650436257553 | 0.134956374244671 |
66 | 30 | 26.9714572554329 | 3.02854274456713 |
67 | 24 | 21.5937158346539 | 2.40628416534612 |
68 | 21 | 24.2233462419074 | -3.22334624190743 |
69 | 25 | 23.4107050580841 | 1.58929494191586 |
70 | 25 | 24.0514762867323 | 0.94852371326766 |
71 | 22 | 21.028897177265 | 0.971102822734967 |
72 | 23 | 22.5766938554224 | 0.423306144577629 |
73 | 26 | 22.9710720281836 | 3.02892797181637 |
74 | 23 | 21.8370083714923 | 1.16299162850771 |
75 | 25 | 23.1273424872252 | 1.87265751277479 |
76 | 21 | 21.4421536550423 | -0.442153655042264 |
77 | 25 | 23.6533729546518 | 1.34662704534815 |
78 | 24 | 22.2417678908569 | 1.75823210914312 |
79 | 29 | 23.5373295966829 | 5.46267040331713 |
80 | 22 | 23.6441526759874 | -1.64415267598739 |
81 | 27 | 23.5951559625597 | 3.40484403744026 |
82 | 26 | 19.7203222574501 | 6.27967774254989 |
83 | 22 | 21.3598762005591 | 0.640123799440915 |
84 | 24 | 22.004535056226 | 1.99546494377402 |
85 | 27 | 23.0741663160147 | 3.92583368398533 |
86 | 24 | 21.3290783475387 | 2.6709216524613 |
87 | 24 | 24.6545555803014 | -0.654555580301407 |
88 | 29 | 24.2146009549584 | 4.78539904504158 |
89 | 22 | 22.1325846564454 | -0.132584656445435 |
90 | 21 | 20.5259559563874 | 0.474044043612602 |
91 | 24 | 20.4483315469443 | 3.55166845305574 |
92 | 24 | 21.5258968273727 | 2.47410317262729 |
93 | 23 | 21.7834078269836 | 1.21659217301641 |
94 | 20 | 22.1073550865127 | -2.10735508651268 |
95 | 27 | 21.2139747971843 | 5.78602520281575 |
96 | 26 | 23.2042950681903 | 2.79570493180972 |
97 | 25 | 21.8374946624237 | 3.16250533757629 |
98 | 21 | 19.9958078913003 | 1.00419210869972 |
99 | 21 | 20.5678867855518 | 0.432113214448156 |
100 | 19 | 20.2087963273881 | -1.20879632738806 |
101 | 21 | 21.3499989811539 | -0.349998981153919 |
102 | 21 | 20.9672002504434 | 0.0327997495565692 |
103 | 16 | 19.5418845376893 | -3.54188453768929 |
104 | 22 | 20.3713080220925 | 1.62869197790753 |
105 | 29 | 21.5223112534616 | 7.47768874653837 |
106 | 15 | 21.4335507122992 | -6.43355071229919 |
107 | 17 | 20.3825758695164 | -3.38257586951636 |
108 | 15 | 19.6521826821777 | -4.65218268217773 |
109 | 21 | 21.3416505865218 | -0.341650586521784 |
110 | 21 | 20.6724375577131 | 0.327562442286877 |
111 | 19 | 18.9381962189381 | 0.0618037810618711 |
112 | 24 | 17.8325684945613 | 6.1674315054387 |
113 | 20 | 21.8208394521637 | -1.82083945216374 |
114 | 17 | 24.4815226826983 | -7.48152268269833 |
115 | 23 | 24.1891167120328 | -1.18911671203275 |
116 | 24 | 21.8190150713246 | 2.1809849286754 |
117 | 14 | 21.4853857201907 | -7.48538572019065 |
118 | 19 | 22.2893922784086 | -3.28939227840865 |
119 | 24 | 21.6850094732166 | 2.31499052678337 |
120 | 13 | 19.9339185344671 | -6.9339185344671 |
121 | 22 | 24.6775723259204 | -2.67757232592043 |
122 | 16 | 20.5596548577463 | -4.55965485774628 |
123 | 19 | 22.6363293692522 | -3.63632936925217 |
124 | 25 | 22.0717602843708 | 2.92823971562922 |
125 | 25 | 23.5276802327993 | 1.47231976720075 |
126 | 23 | 20.7972689761852 | 2.20273102381479 |
127 | 24 | 22.7670557523198 | 1.23294424768024 |
128 | 26 | 22.7786013274452 | 3.22139867255476 |
129 | 26 | 20.8156198655222 | 5.1843801344778 |
130 | 25 | 23.4237283776241 | 1.57627162237588 |
131 | 18 | 21.5987301526461 | -3.59873015264608 |
132 | 21 | 19.2074826633283 | 1.79251733667169 |
133 | 26 | 22.7888723817477 | 3.21112761825228 |
134 | 23 | 21.1513223016543 | 1.8486776983457 |
135 | 23 | 19.0829942077633 | 3.91700579223668 |
136 | 22 | 21.8054384079825 | 0.194561592017452 |
137 | 20 | 21.5732875110786 | -1.57328751107855 |
138 | 13 | 21.2544028925807 | -8.25440289258065 |
139 | 24 | 20.5600302271813 | 3.43996977281871 |
140 | 15 | 20.7494922343872 | -5.74949223438724 |
141 | 14 | 22.2725233273091 | -8.2725233273091 |
142 | 22 | 23.1320753348997 | -1.13207533489966 |
143 | 10 | 17.0344098108871 | -7.03440981088713 |
144 | 24 | 23.4516436543481 | 0.548356345651932 |
145 | 22 | 20.9405396456836 | 1.05946035431638 |
146 | 24 | 24.7496275294982 | -0.749627529498184 |
147 | 19 | 20.7263874947993 | -1.72638749479933 |
148 | 20 | 21.095416151232 | -1.09541615123199 |
149 | 13 | 16.3226538637326 | -3.32265386373261 |
150 | 20 | 19.1780528785196 | 0.821947121480443 |
151 | 22 | 22.1018659862759 | -0.101865986275926 |
152 | 24 | 22.3495284477076 | 1.65047155229237 |
153 | 29 | 22.190502141487 | 6.80949785851305 |
154 | 12 | 19.9285720399114 | -7.92857203991143 |
155 | 20 | 19.9030885256595 | 0.0969114743405294 |
156 | 21 | 20.3333261665308 | 0.66667383346915 |
157 | 24 | 22.5203984913327 | 1.47960150866731 |
158 | 22 | 20.808658004564 | 1.19134199543599 |
159 | 20 | 16.8990954654 | 3.10090453459997 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.718619910827995 | 0.56276017834401 | 0.281380089172005 |
11 | 0.660019415013352 | 0.679961169973296 | 0.339980584986648 |
12 | 0.599606851160085 | 0.80078629767983 | 0.400393148839915 |
13 | 0.625577621390001 | 0.748844757219998 | 0.374422378609999 |
14 | 0.751302983454027 | 0.497394033091946 | 0.248697016545973 |
15 | 0.675144334194206 | 0.649711331611587 | 0.324855665805794 |
16 | 0.68909519210956 | 0.62180961578088 | 0.31090480789044 |
17 | 0.606750202385519 | 0.786499595228963 | 0.393249797614481 |
18 | 0.729059055475175 | 0.541881889049651 | 0.270940944524825 |
19 | 0.670703293768016 | 0.658593412463968 | 0.329296706231984 |
20 | 0.621144151670995 | 0.75771169665801 | 0.378855848329005 |
21 | 0.552779097294516 | 0.894441805410968 | 0.447220902705484 |
22 | 0.479721518011931 | 0.959443036023862 | 0.520278481988069 |
23 | 0.465868328576882 | 0.931736657153765 | 0.534131671423118 |
24 | 0.518990053870113 | 0.962019892259774 | 0.481009946129887 |
25 | 0.687995955473741 | 0.624008089052518 | 0.312004044526259 |
26 | 0.626121860460543 | 0.747756279078914 | 0.373878139539457 |
27 | 0.562712863819326 | 0.874574272361348 | 0.437287136180674 |
28 | 0.544286621835185 | 0.911426756329631 | 0.455713378164815 |
29 | 0.479832448785696 | 0.959664897571392 | 0.520167551214304 |
30 | 0.417262422599592 | 0.834524845199184 | 0.582737577400408 |
31 | 0.417851728241744 | 0.835703456483489 | 0.582148271758256 |
32 | 0.356829399950581 | 0.713658799901163 | 0.643170600049419 |
33 | 0.61850244104459 | 0.76299511791082 | 0.38149755895541 |
34 | 0.57821175140232 | 0.84357649719536 | 0.42178824859768 |
35 | 0.547302485769862 | 0.905395028460276 | 0.452697514230138 |
36 | 0.492119004847573 | 0.984238009695146 | 0.507880995152427 |
37 | 0.477748299775668 | 0.955496599551335 | 0.522251700224332 |
38 | 0.425770258513273 | 0.851540517026547 | 0.574229741486727 |
39 | 0.376887143687802 | 0.753774287375605 | 0.623112856312198 |
40 | 0.353918178342644 | 0.707836356685288 | 0.646081821657356 |
41 | 0.518675894946084 | 0.962648210107833 | 0.481324105053916 |
42 | 0.464795096191745 | 0.92959019238349 | 0.535204903808255 |
43 | 0.435117744975545 | 0.87023548995109 | 0.564882255024455 |
44 | 0.38798383970683 | 0.77596767941366 | 0.61201616029317 |
45 | 0.348608914550764 | 0.697217829101528 | 0.651391085449236 |
46 | 0.32178670768439 | 0.643573415368781 | 0.67821329231561 |
47 | 0.297634822789812 | 0.595269645579623 | 0.702365177210188 |
48 | 0.294230050937283 | 0.588460101874566 | 0.705769949062717 |
49 | 0.25685315230142 | 0.513706304602839 | 0.74314684769858 |
50 | 0.25675717790153 | 0.513514355803059 | 0.74324282209847 |
51 | 0.236669075283749 | 0.473338150567497 | 0.763330924716251 |
52 | 0.206553415084297 | 0.413106830168594 | 0.793446584915703 |
53 | 0.276840059857889 | 0.553680119715778 | 0.723159940142111 |
54 | 0.355039081000439 | 0.710078162000878 | 0.644960918999561 |
55 | 0.340031715260209 | 0.680063430520417 | 0.659968284739791 |
56 | 0.400755758516633 | 0.801511517033265 | 0.599244241483367 |
57 | 0.377443000341463 | 0.754886000682926 | 0.622556999658537 |
58 | 0.34634808944617 | 0.692696178892341 | 0.65365191055383 |
59 | 0.346841083601947 | 0.693682167203893 | 0.653158916398053 |
60 | 0.427876281034803 | 0.855752562069605 | 0.572123718965197 |
61 | 0.383740556430613 | 0.767481112861226 | 0.616259443569387 |
62 | 0.341548990066272 | 0.683097980132545 | 0.658451009933728 |
63 | 0.343301629878487 | 0.686603259756973 | 0.656698370121513 |
64 | 0.309632765636288 | 0.619265531272576 | 0.690367234363712 |
65 | 0.270414689892304 | 0.540829379784608 | 0.729585310107696 |
66 | 0.253991767182507 | 0.507983534365015 | 0.746008232817493 |
67 | 0.225833266643305 | 0.45166653328661 | 0.774166733356695 |
68 | 0.24878208490663 | 0.497564169813259 | 0.75121791509337 |
69 | 0.215016517732511 | 0.430033035465021 | 0.78498348226749 |
70 | 0.182093734175895 | 0.36418746835179 | 0.817906265824105 |
71 | 0.153139382320502 | 0.306278764641003 | 0.846860617679498 |
72 | 0.127726526678127 | 0.255453053356253 | 0.872273473321873 |
73 | 0.111530232310314 | 0.223060464620627 | 0.888469767689686 |
74 | 0.0910035075155011 | 0.182007015031002 | 0.908996492484499 |
75 | 0.0744439055650719 | 0.148887811130144 | 0.925556094434928 |
76 | 0.062375537878791 | 0.124751075757582 | 0.937624462121209 |
77 | 0.0496172420823974 | 0.099234484164795 | 0.950382757917603 |
78 | 0.0388297314084408 | 0.0776594628168816 | 0.961170268591559 |
79 | 0.0441176816221311 | 0.0882353632442622 | 0.955882318377869 |
80 | 0.0404637587549321 | 0.0809275175098643 | 0.959536241245068 |
81 | 0.0339647228068069 | 0.0679294456136138 | 0.966035277193193 |
82 | 0.0450489697540823 | 0.0900979395081645 | 0.954951030245918 |
83 | 0.0352958942866428 | 0.0705917885732856 | 0.964704105713357 |
84 | 0.0277237433105275 | 0.0554474866210551 | 0.972276256689472 |
85 | 0.0255062920070667 | 0.0510125840141335 | 0.974493707992933 |
86 | 0.0202934553553548 | 0.0405869107107096 | 0.979706544644645 |
87 | 0.0165361958513585 | 0.0330723917027171 | 0.983463804148641 |
88 | 0.0169484961460945 | 0.0338969922921889 | 0.983051503853905 |
89 | 0.0143108540470869 | 0.0286217080941738 | 0.985689145952913 |
90 | 0.0108381932828605 | 0.021676386565721 | 0.98916180671714 |
91 | 0.00929207129362206 | 0.0185841425872441 | 0.990707928706378 |
92 | 0.0076087117383732 | 0.0152174234767464 | 0.992391288261627 |
93 | 0.00562298169761736 | 0.0112459633952347 | 0.994377018302383 |
94 | 0.00531671331578649 | 0.010633426631573 | 0.994683286684213 |
95 | 0.00788637753022928 | 0.0157727550604586 | 0.99211362246977 |
96 | 0.00645436215487841 | 0.0129087243097568 | 0.993545637845122 |
97 | 0.00553167083282757 | 0.0110633416656551 | 0.994468329167172 |
98 | 0.00424857572689945 | 0.0084971514537989 | 0.9957514242731 |
99 | 0.00321260062833887 | 0.00642520125667774 | 0.996787399371661 |
100 | 0.00266784736454883 | 0.00533569472909766 | 0.997332152635451 |
101 | 0.00210340698781701 | 0.00420681397563403 | 0.997896593012183 |
102 | 0.00154717895435629 | 0.00309435790871259 | 0.998452821045644 |
103 | 0.00188375661540967 | 0.00376751323081934 | 0.99811624338459 |
104 | 0.00147576801674001 | 0.00295153603348001 | 0.99852423198326 |
105 | 0.00637487618927063 | 0.0127497523785413 | 0.99362512381073 |
106 | 0.0152124243878229 | 0.0304248487756459 | 0.984787575612177 |
107 | 0.0160073312015397 | 0.0320146624030794 | 0.98399266879846 |
108 | 0.0216884207074323 | 0.0433768414148646 | 0.978311579292568 |
109 | 0.0170016586041711 | 0.0340033172083421 | 0.982998341395829 |
110 | 0.0124189406353634 | 0.0248378812707268 | 0.987581059364637 |
111 | 0.00903457181675685 | 0.0180691436335137 | 0.990965428183243 |
112 | 0.0258934825133509 | 0.0517869650267017 | 0.974106517486649 |
113 | 0.0260772616690735 | 0.0521545233381469 | 0.973922738330927 |
114 | 0.0637183027563107 | 0.127436605512621 | 0.93628169724369 |
115 | 0.0549499654608643 | 0.109899930921729 | 0.945050034539136 |
116 | 0.0464972176509136 | 0.0929944353018273 | 0.953502782349086 |
117 | 0.118464157663075 | 0.236928315326151 | 0.881535842336925 |
118 | 0.112186205148525 | 0.224372410297051 | 0.887813794851475 |
119 | 0.10082608740145 | 0.2016521748029 | 0.89917391259855 |
120 | 0.172653978102336 | 0.345307956204671 | 0.827346021897664 |
121 | 0.170125417998484 | 0.340250835996968 | 0.829874582001516 |
122 | 0.21465812262451 | 0.429316245249021 | 0.78534187737549 |
123 | 0.214943641166404 | 0.429887282332807 | 0.785056358833596 |
124 | 0.204906198517687 | 0.409812397035373 | 0.795093801482313 |
125 | 0.179355065700305 | 0.358710131400609 | 0.820644934299695 |
126 | 0.145873182400785 | 0.29174636480157 | 0.854126817599215 |
127 | 0.115976365787524 | 0.231952731575048 | 0.884023634212476 |
128 | 0.113743066435253 | 0.227486132870506 | 0.886256933564747 |
129 | 0.158069707399953 | 0.316139414799906 | 0.841930292600047 |
130 | 0.138474615326792 | 0.276949230653583 | 0.861525384673208 |
131 | 0.117805781692786 | 0.235611563385572 | 0.882194218307214 |
132 | 0.10593626999299 | 0.21187253998598 | 0.89406373000701 |
133 | 0.104621513951703 | 0.209243027903406 | 0.895378486048297 |
134 | 0.0944734743075463 | 0.188946948615093 | 0.905526525692454 |
135 | 0.212612478056431 | 0.425224956112862 | 0.78738752194357 |
136 | 0.173516743792745 | 0.34703348758549 | 0.826483256207255 |
137 | 0.14841459297574 | 0.29682918595148 | 0.85158540702426 |
138 | 0.206579074250537 | 0.413158148501074 | 0.793420925749463 |
139 | 0.466771229755011 | 0.933542459510023 | 0.533228770244988 |
140 | 0.412967829577562 | 0.825935659155123 | 0.587032170422438 |
141 | 0.567839663240623 | 0.864320673518754 | 0.432160336759377 |
142 | 0.479197081870673 | 0.958394163741347 | 0.520802918129327 |
143 | 0.650488588465145 | 0.699022823069709 | 0.349511411534855 |
144 | 0.60555508107025 | 0.7888898378595 | 0.39444491892975 |
145 | 0.515794452967679 | 0.968411094064642 | 0.484205547032321 |
146 | 0.411769174934562 | 0.823538349869125 | 0.588230825065438 |
147 | 0.417030687996547 | 0.834061375993094 | 0.582969312003453 |
148 | 0.286984021129887 | 0.573968042259773 | 0.713015978870113 |
149 | 0.200020944492256 | 0.400041888984513 | 0.799979055507744 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 7 | 0.05 | NOK |
5% type I error level | 26 | 0.185714285714286 | NOK |
10% type I error level | 38 | 0.271428571428571 | NOK |