Multiple Linear Regression - Estimated Regression Equation |
D[t] = + 6.49442505844273 + 0.199709095209500CM[t] -0.152437526053681PE[t] + 0.153754981742715PC[t] + 0.0350480394488463O[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) | 6.49442505844273 | 1.608182 | 4.0384 | 8.5e-05 | 4.2e-05 |
CM | 0.199709095209500 | 0.038561 | 5.1791 | 1e-06 | 0 |
PE | -0.152437526053681 | 0.075086 | -2.0302 | 0.044061 | 0.022031 |
PC | 0.153754981742715 | 0.095961 | 1.6023 | 0.111147 | 0.055573 |
O | 0.0350480394488463 | 0.053919 | 0.65 | 0.516652 | 0.258326 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.427261498314918 |
R-squared | 0.182552387942309 |
Adjusted R-squared | 0.161319982434317 |
F-TEST (value) | 8.59781939797614 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 154 |
p-value | 2.73614794954469e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.56470383287756 |
Sum Squared Residuals | 1012.96668555803 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 14 | 12.3669393634628 | 1.63306063653715 |
2 | 11 | 12.4562345175697 | -1.45623451756966 |
3 | 6 | 9.40428257425454 | -3.40428257425454 |
4 | 12 | 10.6009582729421 | 1.39904172705789 |
5 | 8 | 10.3096460447821 | -2.30964604478208 |
6 | 10 | 9.95319828536611 | 0.046801714633887 |
7 | 10 | 10.3030150892343 | -0.303015089234263 |
8 | 11 | 10.4402714227999 | 0.559728577200115 |
9 | 16 | 10.1072801996432 | 5.89271980035681 |
10 | 11 | 9.86027769672655 | 1.13972230327345 |
11 | 13 | 11.6398216111946 | 1.36017838880540 |
12 | 12 | 12.2151120253752 | -0.215112025375229 |
13 | 8 | 11.7195281469725 | -3.71952814697252 |
14 | 12 | 10.3205739573513 | 1.67942604264866 |
15 | 11 | 9.81434542181109 | 1.18565457818891 |
16 | 4 | 8.20073634169008 | -4.20073634169008 |
17 | 9 | 11.4011339480205 | -2.40113394802047 |
18 | 8 | 9.46386502732262 | -1.46386502732262 |
19 | 8 | 9.81460683869148 | -1.81460683869148 |
20 | 14 | 12.4862346551715 | 1.51376534482854 |
21 | 15 | 12.3295615066190 | 2.67043849338104 |
22 | 16 | 12.9329244147463 | 3.06707558525372 |
23 | 9 | 11.2890142841718 | -2.28901428417177 |
24 | 14 | 13.1971765106656 | 0.802823489334384 |
25 | 11 | 10.8234700393422 | 0.176529960657836 |
26 | 8 | 9.62815547344627 | -1.62815547344627 |
27 | 9 | 9.96572690905612 | -0.965726909056124 |
28 | 9 | 10.9315760016011 | -1.93157600160113 |
29 | 9 | 10.6389244792007 | -1.63892447920074 |
30 | 9 | 9.63642663608614 | -0.636426636086139 |
31 | 10 | 11.8544286434604 | -1.85442864346044 |
32 | 16 | 12.0445096243697 | 3.95549037563026 |
33 | 11 | 10.3426256837163 | 0.657374316283711 |
34 | 8 | 11.6103879844562 | -3.61038798445623 |
35 | 9 | 9.41784539820187 | -0.417845398201869 |
36 | 16 | 13.3469572867899 | 2.65304271321009 |
37 | 11 | 13.4064742242040 | -2.40647422420402 |
38 | 16 | 8.80122476011026 | 7.19877523988974 |
39 | 12 | 12.7573572849677 | -0.757357284967684 |
40 | 12 | 11.5402919055585 | 0.459708094441463 |
41 | 14 | 12.1311043514445 | 1.86889564855548 |
42 | 9 | 10.9437995313081 | -1.94379953130811 |
43 | 10 | 9.62848240598063 | 0.371517594019369 |
44 | 9 | 9.02535907618238 | -0.0253590761823804 |
45 | 10 | 11.0003764633611 | -1.00037646336111 |
46 | 12 | 9.91948954015762 | 2.08051045984238 |
47 | 14 | 10.7331843620807 | 3.26681563791933 |
48 | 14 | 13.4765703031017 | 0.523429696898287 |
49 | 10 | 12.4928832681393 | -2.49288326813925 |
50 | 14 | 10.3085900059734 | 3.69140999402656 |
51 | 16 | 12.3808467773645 | 3.61915322263549 |
52 | 9 | 10.3311312602836 | -1.33113126028360 |
53 | 10 | 10.8707416084980 | -0.870741608497983 |
54 | 6 | 8.95238850757755 | -2.95238850757755 |
55 | 8 | 12.2038395228516 | -4.20383952285163 |
56 | 13 | 12.1040442192038 | 0.89595578079617 |
57 | 10 | 11.2351117594681 | -1.23511175946814 |
58 | 8 | 9.44894107058361 | -1.44894107058361 |
59 | 7 | 9.42023655011952 | -2.42023655011952 |
60 | 15 | 9.09947303780115 | 5.90052696219885 |
61 | 9 | 10.3202251862657 | -1.32022518626566 |
62 | 10 | 10.4703110563730 | -0.470311056372986 |
63 | 12 | 10.2124024794384 | 1.78759752056159 |
64 | 13 | 11.0946363462410 | 1.90536365375896 |
65 | 10 | 8.38958303998428 | 1.61041696001572 |
66 | 11 | 12.7342671772141 | -1.73426717721407 |
67 | 8 | 13.0797870240608 | -5.07978702406078 |
68 | 9 | 10.2732587110929 | -1.27325871109288 |
69 | 13 | 8.56616253146887 | 4.43383746853113 |
70 | 11 | 10.9180350162051 | 0.081964983794875 |
71 | 8 | 12.1043711517382 | -4.10437115173819 |
72 | 9 | 10.7993499124626 | -1.79934991246258 |
73 | 9 | 12.4941788852770 | -3.49417888527697 |
74 | 15 | 12.0395230570453 | 2.96047694295469 |
75 | 9 | 11.1990295197620 | -2.19902951976197 |
76 | 10 | 11.2245326179846 | -1.22453261798456 |
77 | 14 | 8.90768633414583 | 5.09231366585417 |
78 | 12 | 10.7791384755475 | 1.22086152445255 |
79 | 12 | 11.0109556048447 | 0.98904439515531 |
80 | 11 | 11.7981786439418 | -0.798178643941795 |
81 | 14 | 11.5898932921094 | 2.41010670789061 |
82 | 6 | 10.5536648652350 | -4.55366486523497 |
83 | 12 | 10.7077249409607 | 1.29227505903928 |
84 | 8 | 10.4283093099733 | -2.42830930997330 |
85 | 14 | 11.5833060136642 | 2.41669398633578 |
86 | 11 | 10.1667534599547 | 0.833246540045342 |
87 | 10 | 10.6214311267376 | -0.621431126737633 |
88 | 14 | 10.3645567500604 | 3.63544324993963 |
89 | 12 | 12.5709059197225 | -0.570905919722476 |
90 | 10 | 10.2719412554038 | -0.271941255403843 |
91 | 14 | 11.6239289698522 | 2.37607103014776 |
92 | 5 | 9.03569863933689 | -4.03569863933689 |
93 | 11 | 9.89271266334865 | 1.10728733665135 |
94 | 10 | 10.2249529416797 | -0.224952941679739 |
95 | 9 | 11.0959319633787 | -2.09593196337875 |
96 | 10 | 12.2405277693925 | -2.24052776939253 |
97 | 16 | 12.8112774670913 | 3.1887225329087 |
98 | 13 | 12.1231819598903 | 0.876818040109663 |
99 | 9 | 10.2719412554038 | -1.27194125540384 |
100 | 10 | 10.8022899178237 | -0.802289917823686 |
101 | 10 | 11.0747300033089 | -1.07473000330895 |
102 | 7 | 9.31934989282313 | -2.31934989282313 |
103 | 9 | 9.6906124162215 | -0.690612416221491 |
104 | 8 | 10.1112325667103 | -2.11123256671029 |
105 | 14 | 11.9648644231144 | 2.03513557688556 |
106 | 14 | 11.1048351525360 | 2.89516484746398 |
107 | 8 | 10.8360423401348 | -2.83604234013482 |
108 | 9 | 11.3690259139327 | -2.36902591393273 |
109 | 14 | 11.6279031754707 | 2.37209682452934 |
110 | 14 | 9.71876808324213 | 4.28123191675787 |
111 | 8 | 9.00359060524915 | -1.00359060524915 |
112 | 8 | 12.3334920351347 | -4.33349203513474 |
113 | 8 | 11.7086439115059 | -3.7086439115059 |
114 | 7 | 11.0303984395142 | -4.03039843951424 |
115 | 6 | 9.56971641339212 | -3.56971641339212 |
116 | 8 | 9.31801059858277 | -1.31801059858277 |
117 | 6 | 9.41817233073623 | -3.41817233073623 |
118 | 11 | 10.1059845825055 | 0.894015417494522 |
119 | 14 | 11.4255373303318 | 2.57446266966823 |
120 | 11 | 10.3397511940092 | 0.660248805990849 |
121 | 11 | 12.6050029319880 | -1.60500293198795 |
122 | 11 | 9.09815558211211 | 1.90184441788789 |
123 | 14 | 11.1111173369982 | 2.88888266300185 |
124 | 8 | 10.3741672069406 | -2.3741672069406 |
125 | 20 | 11.0218835174140 | 8.97811648258605 |
126 | 11 | 9.93331378098535 | 1.06668621901465 |
127 | 8 | 9.4218590997916 | -1.42185909979160 |
128 | 11 | 10.9530830556540 | 0.0469169443460286 |
129 | 10 | 10.2501072688166 | -0.250107268816644 |
130 | 14 | 13.5142532539286 | 0.485746746071372 |
131 | 11 | 11.2285068236030 | -0.228506823602986 |
132 | 9 | 9.82656895151806 | -0.826568951518058 |
133 | 9 | 9.89269082479732 | -0.892690824797324 |
134 | 8 | 9.73895768160593 | -1.73895768160593 |
135 | 10 | 10.8952105064633 | -0.895210506463252 |
136 | 13 | 10.9467176981179 | 2.05328230188211 |
137 | 13 | 9.88342913900278 | 3.11657086099722 |
138 | 12 | 9.94692028203532 | 2.05307971796468 |
139 | 8 | 10.2851771468168 | -2.28517714681681 |
140 | 13 | 11.5833101947956 | 1.41668980520444 |
141 | 14 | 12.9882275682129 | 1.01177243178710 |
142 | 12 | 12.5077417092243 | -0.507741709224296 |
143 | 14 | 11.0545227475252 | 2.94547725247484 |
144 | 15 | 11.2311812309524 | 3.76881876904764 |
145 | 13 | 10.5592397819741 | 2.44076021802585 |
146 | 16 | 12.3728588701563 | 3.62714112984365 |
147 | 9 | 12.1436766522372 | -3.14367665223718 |
148 | 9 | 10.5890398372182 | -1.58903983721818 |
149 | 9 | 9.69993961767 | -0.699939617670003 |
150 | 8 | 10.9924103947043 | -2.99241039470428 |
151 | 7 | 10.9666458796013 | -3.9666458796013 |
152 | 16 | 11.7184721081639 | 4.28152789183612 |
153 | 11 | 12.974860645492 | -1.97486064549199 |
154 | 9 | 10.0970061521426 | -1.09700615214265 |
155 | 11 | 10.1396319931913 | 0.860368006808658 |
156 | 9 | 9.56633055718845 | -0.566330557188446 |
157 | 14 | 12.4806597384323 | 1.51934026156772 |
158 | 13 | 10.9100689475483 | 2.08993105245171 |
159 | 16 | 12.9501345117777 | 3.04986548822233 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.266943462013504 | 0.533886924027009 | 0.733056537986496 |
9 | 0.901954408063652 | 0.196091183872697 | 0.0980455919363483 |
10 | 0.84120872940062 | 0.317582541198761 | 0.158791270599381 |
11 | 0.795473416748 | 0.409053166504001 | 0.204526583252000 |
12 | 0.713160726175516 | 0.573678547648969 | 0.286839273824484 |
13 | 0.793032126280613 | 0.413935747438774 | 0.206967873719387 |
14 | 0.73023619472965 | 0.5395276105407 | 0.26976380527035 |
15 | 0.649130602786605 | 0.701738794426791 | 0.350869397213395 |
16 | 0.703372068420992 | 0.593255863158015 | 0.296627931579008 |
17 | 0.721833712058824 | 0.556332575882353 | 0.278166287941176 |
18 | 0.675108111010295 | 0.64978377797941 | 0.324891888989705 |
19 | 0.605039978855001 | 0.789920042289997 | 0.394960021144999 |
20 | 0.568599499212746 | 0.862801001574508 | 0.431400500787254 |
21 | 0.549409070953311 | 0.901181858093377 | 0.450590929046689 |
22 | 0.529833097659981 | 0.940333804680039 | 0.470166902340019 |
23 | 0.516146091271241 | 0.967707817457519 | 0.483853908728759 |
24 | 0.452891594662862 | 0.905783189325725 | 0.547108405337138 |
25 | 0.385837191593568 | 0.771674383187135 | 0.614162808406432 |
26 | 0.328594122558107 | 0.657188245116215 | 0.671405877441893 |
27 | 0.272330371021031 | 0.544660742042061 | 0.727669628978969 |
28 | 0.245195083675243 | 0.490390167350485 | 0.754804916324757 |
29 | 0.208008061415369 | 0.416016122830737 | 0.791991938584631 |
30 | 0.165197986766982 | 0.330395973533965 | 0.834802013233018 |
31 | 0.154289603266888 | 0.308579206533775 | 0.845710396733112 |
32 | 0.190621780503349 | 0.381243561006698 | 0.809378219496651 |
33 | 0.156967956668402 | 0.313935913336803 | 0.843032043331598 |
34 | 0.195545798652670 | 0.391091597305341 | 0.80445420134733 |
35 | 0.157014837918836 | 0.314029675837672 | 0.842985162081164 |
36 | 0.155445993317861 | 0.310891986635722 | 0.844554006682139 |
37 | 0.168007219959708 | 0.336014439919415 | 0.831992780040292 |
38 | 0.61720933180285 | 0.765581336394301 | 0.382790668197150 |
39 | 0.57354018682399 | 0.85291962635202 | 0.42645981317601 |
40 | 0.521133244308242 | 0.957733511383515 | 0.478866755691758 |
41 | 0.496610587189841 | 0.993221174379681 | 0.503389412810159 |
42 | 0.47327463673176 | 0.94654927346352 | 0.52672536326824 |
43 | 0.420845507143845 | 0.84169101428769 | 0.579154492856155 |
44 | 0.370663172702910 | 0.741326345405819 | 0.62933682729709 |
45 | 0.327192489702158 | 0.654384979404316 | 0.672807510297842 |
46 | 0.317341906441762 | 0.634683812883525 | 0.682658093558238 |
47 | 0.341708372737378 | 0.683416745474757 | 0.658291627262622 |
48 | 0.297583540625526 | 0.595167081251052 | 0.702416459374474 |
49 | 0.296412751620691 | 0.592825503241381 | 0.70358724837931 |
50 | 0.341593804274304 | 0.683187608548607 | 0.658406195725696 |
51 | 0.396199607040796 | 0.792399214081592 | 0.603800392959204 |
52 | 0.360959147573184 | 0.721918295146368 | 0.639040852426816 |
53 | 0.319160930198697 | 0.638321860397394 | 0.680839069801303 |
54 | 0.325600755786337 | 0.651201511572674 | 0.674399244213663 |
55 | 0.409688756145579 | 0.819377512291158 | 0.590311243854421 |
56 | 0.366857394618443 | 0.733714789236885 | 0.633142605381557 |
57 | 0.33197380484914 | 0.66394760969828 | 0.66802619515086 |
58 | 0.301167377584529 | 0.602334755169059 | 0.69883262241547 |
59 | 0.292435671898158 | 0.584871343796316 | 0.707564328101842 |
60 | 0.485591215897926 | 0.971182431795851 | 0.514408784102074 |
61 | 0.44823186455589 | 0.89646372911178 | 0.55176813544411 |
62 | 0.402776585385587 | 0.805553170771173 | 0.597223414614413 |
63 | 0.382280156246296 | 0.764560312492591 | 0.617719843753704 |
64 | 0.363037020723486 | 0.726074041446972 | 0.636962979276514 |
65 | 0.335771029141442 | 0.671542058282884 | 0.664228970858558 |
66 | 0.311128355371483 | 0.622256710742967 | 0.688871644628517 |
67 | 0.438182951985538 | 0.876365903971076 | 0.561817048014462 |
68 | 0.404018479469565 | 0.80803695893913 | 0.595981520530435 |
69 | 0.491017622734873 | 0.982035245469746 | 0.508982377265127 |
70 | 0.444314480884517 | 0.888628961769035 | 0.555685519115483 |
71 | 0.514766492265663 | 0.970467015468675 | 0.485233507734337 |
72 | 0.491946157825673 | 0.983892315651346 | 0.508053842174327 |
73 | 0.529354435750658 | 0.941291128498684 | 0.470645564249342 |
74 | 0.545989355972811 | 0.908021288054378 | 0.454010644027189 |
75 | 0.532891013564184 | 0.934217972871632 | 0.467108986435816 |
76 | 0.497959362161447 | 0.995918724322894 | 0.502040637838553 |
77 | 0.636751044141421 | 0.726497911717157 | 0.363248955858579 |
78 | 0.602579249939475 | 0.79484150012105 | 0.397420750060525 |
79 | 0.563692611128743 | 0.872614777742514 | 0.436307388871257 |
80 | 0.524708589350052 | 0.950582821299895 | 0.475291410649948 |
81 | 0.517722732947798 | 0.964554534104404 | 0.482277267052202 |
82 | 0.613989521334723 | 0.772020957330554 | 0.386010478665277 |
83 | 0.579806682008273 | 0.840386635983455 | 0.420193317991727 |
84 | 0.572590039115187 | 0.854819921769627 | 0.427409960884813 |
85 | 0.562898579087373 | 0.874202841825254 | 0.437101420912627 |
86 | 0.52248909128569 | 0.95502181742862 | 0.47751090871431 |
87 | 0.478767751473561 | 0.957535502947122 | 0.521232248526439 |
88 | 0.527878904429524 | 0.944242191140951 | 0.472121095570476 |
89 | 0.48562455815122 | 0.97124911630244 | 0.51437544184878 |
90 | 0.439542197399378 | 0.879084394798755 | 0.560457802600622 |
91 | 0.431067765083482 | 0.862135530166964 | 0.568932234916518 |
92 | 0.488497477538327 | 0.976994955076654 | 0.511502522461673 |
93 | 0.451803837276169 | 0.903607674552338 | 0.548196162723831 |
94 | 0.405494350360568 | 0.810988700721135 | 0.594505649639432 |
95 | 0.389574627770356 | 0.779149255540712 | 0.610425372229644 |
96 | 0.384556624734488 | 0.769113249468975 | 0.615443375265512 |
97 | 0.397233327031846 | 0.794466654063691 | 0.602766672968154 |
98 | 0.355696818143441 | 0.711393636286882 | 0.644303181856559 |
99 | 0.321511673060832 | 0.643023346121664 | 0.678488326939168 |
100 | 0.283717061080594 | 0.567434122161187 | 0.716282938919406 |
101 | 0.251614859457286 | 0.503229718914571 | 0.748385140542714 |
102 | 0.239815987885699 | 0.479631975771399 | 0.7601840121143 |
103 | 0.205509852370687 | 0.411019704741373 | 0.794490147629313 |
104 | 0.193125476574919 | 0.386250953149839 | 0.80687452342508 |
105 | 0.176385350120233 | 0.352770700240466 | 0.823614649879767 |
106 | 0.182532378397733 | 0.365064756795466 | 0.817467621602267 |
107 | 0.186675712980515 | 0.373351425961030 | 0.813324287019485 |
108 | 0.182324803684197 | 0.364649607368395 | 0.817675196315803 |
109 | 0.172728076676227 | 0.345456153352455 | 0.827271923323773 |
110 | 0.234421741247915 | 0.468843482495829 | 0.765578258752085 |
111 | 0.200542976038619 | 0.401085952077239 | 0.79945702396138 |
112 | 0.289012607497829 | 0.578025214995658 | 0.710987392502171 |
113 | 0.364571051827908 | 0.729142103655816 | 0.635428948172092 |
114 | 0.452055183160643 | 0.904110366321285 | 0.547944816839357 |
115 | 0.543411951220094 | 0.913176097559813 | 0.456588048779906 |
116 | 0.498632544756084 | 0.997265089512168 | 0.501367455243916 |
117 | 0.520010496262856 | 0.959979007474289 | 0.479989503737144 |
118 | 0.471300531771797 | 0.942601063543595 | 0.528699468228203 |
119 | 0.455595168808777 | 0.911190337617554 | 0.544404831191223 |
120 | 0.409649416594959 | 0.819298833189918 | 0.590350583405041 |
121 | 0.381700913736434 | 0.763401827472867 | 0.618299086263566 |
122 | 0.365131724288328 | 0.730263448576656 | 0.634868275711672 |
123 | 0.355021348388556 | 0.710042696777112 | 0.644978651611444 |
124 | 0.371459151418386 | 0.742918302836772 | 0.628540848581614 |
125 | 0.887952835668909 | 0.224094328662183 | 0.112047164331091 |
126 | 0.864201926744787 | 0.271596146510426 | 0.135798073255213 |
127 | 0.831573830644998 | 0.336852338710004 | 0.168426169355002 |
128 | 0.788801445411546 | 0.422397109176909 | 0.211198554588454 |
129 | 0.74035777406828 | 0.519284451863441 | 0.259642225931721 |
130 | 0.687187328087875 | 0.625625343824251 | 0.312812671912125 |
131 | 0.635832133968744 | 0.728335732062513 | 0.364167866031256 |
132 | 0.578030385896483 | 0.843939228207034 | 0.421969614103517 |
133 | 0.514878770086379 | 0.970242459827241 | 0.485121229913621 |
134 | 0.467079020921857 | 0.934158041843714 | 0.532920979078143 |
135 | 0.416371331924013 | 0.832742663848027 | 0.583628668075987 |
136 | 0.381288213454773 | 0.762576426909546 | 0.618711786545227 |
137 | 0.43001062586582 | 0.86002125173164 | 0.56998937413418 |
138 | 0.416667319593665 | 0.83333463918733 | 0.583332680406335 |
139 | 0.433683969524689 | 0.867367939049378 | 0.566316030475311 |
140 | 0.361930385280691 | 0.723860770561382 | 0.638069614719309 |
141 | 0.291348819524459 | 0.582697639048918 | 0.708651180475541 |
142 | 0.244863416280756 | 0.489726832561513 | 0.755136583719244 |
143 | 0.230389479735933 | 0.460778959471867 | 0.769610520264067 |
144 | 0.243546868651770 | 0.487093737303541 | 0.75645313134823 |
145 | 0.214242132733454 | 0.428484265466909 | 0.785757867266546 |
146 | 0.288490070469898 | 0.576980140939796 | 0.711509929530102 |
147 | 0.320521564479434 | 0.641043128958869 | 0.679478435520566 |
148 | 0.230791746774715 | 0.46158349354943 | 0.769208253225285 |
149 | 0.149543067561754 | 0.299086135123508 | 0.850456932438246 |
150 | 0.164930279804287 | 0.329860559608573 | 0.835069720195713 |
151 | 0.496848004841617 | 0.993696009683235 | 0.503151995158383 |
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 |