| Multiple Linear Regression - Estimated Regression Equation |
| IF[t] = + 104.050814851764 + 1.2766372277298t1[t] -2.70702734440879t2[t] + 5.83120838946325t3[t] + 3.17459431388783t4[t] + 1.2728852200125t5[t] -1.14031184634879t6[t] + 6.89281730701038t7[t] -0.416328408204501t8[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) | 104.050814851764 | 7.620473 | 13.6541 | 0 | 0 |
| t1 | 1.2766372277298 | 7.27049 | 0.1756 | 0.861082 | 0.430541 |
| t2 | -2.70702734440879 | 4.740261 | -0.5711 | 0.569636 | 0.284818 |
| t3 | 5.83120838946325 | 5.040012 | 1.157 | 0.250903 | 0.125451 |
| t4 | 3.17459431388783 | 5.143748 | 0.6172 | 0.538964 | 0.269482 |
| t5 | 1.2728852200125 | 5.751837 | 0.2213 | 0.825452 | 0.412726 |
| t6 | -1.14031184634879 | 6.151907 | -0.1854 | 0.853441 | 0.426721 |
| t7 | 6.89281730701038 | 5.945306 | 1.1594 | 0.249934 | 0.124967 |
| t8 | -0.416328408204501 | 5.096044 | -0.0817 | 0.935103 | 0.467551 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.198043535424771 |
| R-squared | 0.0392212419235427 |
| Adjusted R-squared | -0.0619133641897687 |
| F-TEST (value) | 0.387812277427562 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 76 |
| p-value | 0.923972268591978 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 39.165703364111 |
| Sum Squared Residuals | 116580.376320421 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 112.8380813 | 112.456182380284 | 0.381898919716274 |
| 2 | 113.1303269 | 116.514672071855 | -3.384345171855 |
| 3 | 97.63171117 | 100.404775759028 | -2.77306458902817 |
| 4 | 142.5151687 | 93.4846198861422 | 49.0305488138578 |
| 5 | 164.8611618 | 99.2481330788511 | 65.6130287211489 |
| 6 | 112.485371 | 117.300155771948 | -4.81478477194752 |
| 7 | 150.1989732 | 116.514672071855 | 33.684301128145 |
| 8 | 176.719424 | 104.412977983418 | 72.3064460165822 |
| 9 | 113.0698623 | 105.525000169798 | 7.54486213020175 |
| 10 | 116.528822 | 104.050814851764 | 12.4780071482361 |
| 11 | 112.8481587 | 98.8107216950926 | 14.0374370049074 |
| 12 | 12.81250709 | 91.0666206789077 | -78.2541135889077 |
| 13 | 116.4885123 | 100.62724742913 | 15.86126487087 |
| 14 | 12.42327815 | 102.311883757189 | -89.8886056071886 |
| 15 | 124.2529363 | 104.019598476519 | 20.2333378234805 |
| 16 | 135.1538421 | 106.128892520658 | 29.0249495793417 |
| 17 | 53.00018956 | 97.6564860577884 | -44.6562964977884 |
| 18 | 64.2235733 | 107.734364293613 | -43.5107909936134 |
| 19 | 120.4311889 | 84.717432051132 | 35.7137568488679 |
| 20 | 113.1101721 | 105.057433200319 | 8.05273889968078 |
| 21 | 131.1607783 | 104.381231147421 | 26.7795471525792 |
| 22 | 105.2147414 | 104.852255292928 | 0.362486107071501 |
| 23 | 127.6514314 | 109.433653165337 | 18.2177782346629 |
| 24 | 146.357071 | 115.314391385569 | 31.0426796144305 |
| 25 | 146.5989294 | 93.9275501643071 | 52.6713792356929 |
| 26 | 109.0969534 | 104.852255292928 | 4.24469810707151 |
| 27 | 165.0123233 | 115.20437304246 | 49.8079502575398 |
| 28 | 79.59118241 | 110.266309981746 | -30.6751275717461 |
| 29 | 105.5472968 | 113.026412929479 | -7.47911612947872 |
| 30 | 105.3759803 | 103.91712135397 | 1.45885894602957 |
| 31 | 143.0190405 | 105.009661150532 | 38.0093793494682 |
| 32 | 120.0280915 | 113.033767692872 | 6.99432380712808 |
| 33 | 108.7442431 | 97.0976080714766 | 11.6466350285234 |
| 34 | 101.5844652 | 110.165483444079 | -8.58101824407934 |
| 35 | 149.9268825 | 114.754385331923 | 35.1724971680775 |
| 36 | 149.8160307 | 121.936230776107 | 27.8797999238928 |
| 37 | 105.3155157 | 98.1345196421942 | 7.18099605780582 |
| 38 | 12.79436771 | 115.340698423841 | -102.546330713841 |
| 39 | 124.3436333 | 116.514672071855 | 7.828961228145 |
| 40 | 123.7994517 | 97.2054840983108 | 26.5939676016892 |
| 41 | 131.6041855 | 121.928726760673 | 9.67545873932743 |
| 42 | 109.0062565 | 104.074527211574 | 4.93172928842627 |
| 43 | 75.39656986 | 119.823184724251 | -44.4266148642511 |
| 44 | 139.378687 | 113.340077757967 | 26.0386092420329 |
| 45 | 124.4242527 | 110.377978909738 | 14.0462737902623 |
| 46 | 108.9155595 | 100.240061678616 | 8.6754978213843 |
| 47 | 105.3054383 | 97.0976080714766 | 8.20783022852337 |
| 48 | 79.01676853 | 97.41053620405 | -18.3937676740499 |
| 49 | 153.799017 | 110.573965011686 | 43.2250519883141 |
| 50 | 75.49734422 | 102.644236133958 | -27.1468919139579 |
| 51 | 112.878391 | 111.65086412975 | 1.22752687024983 |
| 52 | 82.94936774 | 110.266309981746 | -27.3169422417461 |
| 53 | 157.9130101 | 109.301079791673 | 48.6119303083266 |
| 54 | 120.5319633 | 104.050814851764 | 16.4811484482361 |
| 55 | 13.50228354 | 100.845004162632 | -87.3427206226317 |
| 56 | 116.921842 | 108.86085138807 | 8.06099061193012 |
| 57 | 124.1622394 | 110.266309981746 | 13.8959294182539 |
| 58 | 149.7958758 | 105.686257074182 | 44.109618725818 |
| 59 | 142.0516066 | 104.852255292929 | 37.1993513070715 |
| 60 | 90.02852611 | 102.774177624034 | -12.7456515140341 |
| 61 | 160.7471687 | 105.403327332082 | 55.3438413679176 |
| 62 | 116.3877379 | 112.819584437206 | 3.56815346279433 |
| 63 | 150.1082763 | 113.026412929479 | 37.0818633705213 |
| 64 | 139.1569834 | 121.928726760673 | 17.2282566393274 |
| 65 | 116.8714549 | 106.108809679113 | 10.7626452208872 |
| 66 | 146.6493166 | 102.817972825389 | 43.8313437746105 |
| 67 | 120.340492 | 103.501618238207 | 16.8388737617929 |
| 68 | 67.76315248 | 115.450716766951 | -47.6875642869505 |
| 69 | 146.7601684 | 109.301079791673 | 37.4590886083266 |
| 70 | 112.5156033 | 115.682015255446 | -3.16641195544599 |
| 71 | 139.1166736 | 108.86085138807 | 30.2558222119301 |
| 72 | 119.8366202 | 110.687215690109 | 9.14940450989095 |
| 73 | 63.95148252 | 107.642787707012 | -43.6913051870122 |
| 74 | 45.79002452 | 98.370493291489 | -52.5804687714891 |
| 75 | 49.11797754 | 111.274873746872 | -62.1568962068723 |
| 76 | 64.02202457 | 104.050814851764 | -40.0287902817639 |
| 77 | 64.17318612 | 110.283886741356 | -46.1107006213557 |
| 78 | 75.22525344 | 107.721364834162 | -32.4961113941622 |
| 79 | 64.35457997 | 94.9743902363824 | -30.6198102663824 |
| 80 | 63.85070815 | 116.170948197377 | -52.3202400473775 |
| 81 | 63.80032097 | 111.907280598415 | -48.1069596284154 |
| 82 | 82.62688977 | 109.066854587902 | -26.4399648179018 |
| 83 | 56.75139491 | 101.76011591556 | -45.0087210055596 |
| 84 | 45.53808861 | 90.6540442784205 | -45.1159556684205 |
| 85 | 63.97163739 | 110.266309981746 | -46.2946725917461 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 0.76135076410984 | 0.477298471780321 | 0.238649235890161 |
| 13 | 0.620913183522386 | 0.758173632955228 | 0.379086816477614 |
| 14 | 0.645805339424922 | 0.708389321150155 | 0.354194660575078 |
| 15 | 0.629386338190672 | 0.741227323618656 | 0.370613661809328 |
| 16 | 0.750645580162611 | 0.498708839674778 | 0.249354419837389 |
| 17 | 0.739471675192675 | 0.52105664961465 | 0.260528324807325 |
| 18 | 0.794617629783105 | 0.41076474043379 | 0.205382370216895 |
| 19 | 0.769393318746376 | 0.461213362507248 | 0.230606681253624 |
| 20 | 0.693854852849048 | 0.612290294301903 | 0.306145147150952 |
| 21 | 0.740295487229633 | 0.519409025540734 | 0.259704512770367 |
| 22 | 0.663660551106814 | 0.672678897786372 | 0.336339448893186 |
| 23 | 0.649440821169982 | 0.701118357660035 | 0.350559178830018 |
| 24 | 0.621513706870384 | 0.756972586259232 | 0.378486293129616 |
| 25 | 0.751273382956215 | 0.497453234087569 | 0.248726617043784 |
| 26 | 0.684305192441132 | 0.631389615117736 | 0.315694807558868 |
| 27 | 0.676785776261547 | 0.646428447476905 | 0.323214223738453 |
| 28 | 0.624188268221873 | 0.751623463556254 | 0.375811731778127 |
| 29 | 0.62250775046546 | 0.754984499069081 | 0.37749224953454 |
| 30 | 0.549787793959486 | 0.900424412081029 | 0.450212206040514 |
| 31 | 0.538951606672816 | 0.922096786654368 | 0.461048393327184 |
| 32 | 0.471915566333427 | 0.943831132666854 | 0.528084433666573 |
| 33 | 0.435182761241674 | 0.870365522483348 | 0.564817238758326 |
| 34 | 0.386276816740525 | 0.77255363348105 | 0.613723183259475 |
| 35 | 0.368461683749649 | 0.736923367499299 | 0.63153831625035 |
| 36 | 0.347448243979981 | 0.694896487959963 | 0.652551756020019 |
| 37 | 0.294793082312305 | 0.58958616462461 | 0.705206917687695 |
| 38 | 0.70425083259922 | 0.591498334801561 | 0.29574916740078 |
| 39 | 0.645999207238181 | 0.708001585523638 | 0.354000792761819 |
| 40 | 0.610839831506623 | 0.778320336986754 | 0.389160168493377 |
| 41 | 0.551687554020847 | 0.896624891958305 | 0.448312445979153 |
| 42 | 0.500792648549002 | 0.998414702901997 | 0.499207351450998 |
| 43 | 0.529448455751278 | 0.941103088497445 | 0.470551544248722 |
| 44 | 0.489474654708273 | 0.978949309416547 | 0.510525345291727 |
| 45 | 0.432660872182738 | 0.865321744365475 | 0.567339127817262 |
| 46 | 0.374479009405916 | 0.748958018811833 | 0.625520990594084 |
| 47 | 0.344827649989229 | 0.689655299978458 | 0.655172350010771 |
| 48 | 0.297149887175172 | 0.594299774350344 | 0.702850112824828 |
| 49 | 0.304463311367903 | 0.608926622735805 | 0.695536688632097 |
| 50 | 0.268565813331084 | 0.537131626662167 | 0.731434186668916 |
| 51 | 0.215397756616266 | 0.430795513232532 | 0.784602243383734 |
| 52 | 0.194018150328873 | 0.388036300657745 | 0.805981849671128 |
| 53 | 0.218018592290066 | 0.436037184580132 | 0.781981407709934 |
| 54 | 0.19591996078175 | 0.3918399215635 | 0.80408003921825 |
| 55 | 0.446292803365164 | 0.892585606730328 | 0.553707196634836 |
| 56 | 0.382406087275362 | 0.764812174550724 | 0.617593912724638 |
| 57 | 0.320276200049867 | 0.640552400099733 | 0.679723799950133 |
| 58 | 0.390335849855347 | 0.780671699710695 | 0.609664150144653 |
| 59 | 0.363846437267523 | 0.727692874535046 | 0.636153562732477 |
| 60 | 0.302660715923734 | 0.605321431847468 | 0.697339284076266 |
| 61 | 0.407157018559508 | 0.814314037119017 | 0.592842981440492 |
| 62 | 0.330289191336623 | 0.660578382673247 | 0.669710808663377 |
| 63 | 0.494918970872678 | 0.989837941745356 | 0.505081029127322 |
| 64 | 0.41268384609042 | 0.825367692180841 | 0.58731615390958 |
| 65 | 0.378181982879468 | 0.756363965758935 | 0.621818017120533 |
| 66 | 0.556413690634252 | 0.887172618731496 | 0.443586309365748 |
| 67 | 0.7201343905685 | 0.559731218862999 | 0.2798656094315 |
| 68 | 0.702986595640433 | 0.594026808719134 | 0.297013404359567 |
| 69 | 0.851917866096488 | 0.296164267807025 | 0.148082133903512 |
| 70 | 0.959326737208658 | 0.0813465255826845 | 0.0406732627913422 |
| 71 | 0.971715662064267 | 0.0565686758714653 | 0.0282843379357326 |
| 72 | 0.992845175837987 | 0.0143096483240265 | 0.00715482416201324 |
| 73 | 0.973886913044735 | 0.0522261739105305 | 0.0261130869552653 |
| 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 | 1 | 0.0161290322580645 | OK |
| 10% type I error level | 4 | 0.064516129032258 | OK |
