Repository of Reproducible Computations

Multiple Linear Regression - Estimated Regression Equation

TNORC[t] = + 5.56598397372318 -0.0113708130309373TNOLI[t] -0.00214401091421035NOBC[t] + 0.233459590350354NOSFBM[t] + 0.00150904584946654TNOPV[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)	5.56598397372318	0.794575	7.005	0	0
TNOLI	-0.0113708130309373	0.017952	-0.6334	0.527522	0.263761
NOBC	-0.00214401091421035	0.025527	-0.084	0.933185	0.466592
NOSFBM	0.233459590350354	0.016165	14.4424	0	0
TNOPV	0.00150904584946654	0.000946	1.5952	0.112932	0.056466

Multiple Linear Regression - Regression Statistics
Multiple R	0.894794785748631
R-squared	0.800657708602939
Adjusted R-squared	0.794921239785758
F-TEST (value)	139.573269570445
F-TEST (DF numerator)	4
F-TEST (DF denominator)	139
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	4.25069907861257
Sum Squared Residuals	2511.51352931157

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	18	21.814943977221	-3.81494397722104
2	20	20.3195217078632	-0.319521707863222
3	0	5.65104614226388	-5.65104614226388
4	26	21.7151261046379	4.28487389536214
5	31	36.0757324929853	-5.07573249298528
6	36	44.7444585582062	-8.74445855820623
7	23	23.8607409001294	-0.860740900129392
8	30	32.0377339644583	-2.03773396445831
9	30	19.1881158952053	10.8118841047947
10	26	27.0629650100027	-1.06296501000271
11	24	21.0900755895573	2.9099244104427
12	30	28.9518537390286	1.04814626097142
13	21	16.2932611250768	4.70673887492323
14	25	29.9690855072611	-4.96908550726113
15	18	21.1575419600113	-3.15754196001125
16	19	22.0160090813255	-3.0160090813255
17	33	37.8560444559908	-4.85604445599079
18	15	17.2195722229307	-2.21957222293066
19	34	33.7731793334242	0.226820666575772
20	18	15.9326228101732	2.06737718982684
21	15	15.0406284429634	-0.0406284429634107
22	30	27.9429445549369	2.05705544506308
23	25	22.9174867513417	2.08251324865833
24	34	24.0706545129941	9.92934548700586
25	21	20.8218491671574	0.178150832842575
26	21	21.2736610725308	-0.273661072530842
27	25	27.2509177727846	-2.25091777278463
28	31	23.9707329935294	7.02926700647062
29	31	31.0469463678199	-0.0469463678198954
30	20	23.7853935583042	-3.78539355830417
31	28	26.9813360036133	1.01866399638667
32	20	20.7941593096857	-0.794159309685704
33	17	15.7511234805996	1.2488765194004
34	25	25.834845139374	-0.834845139373975
35	24	29.1913489705822	-5.1913489705822
36	0	5.5561222065417	-5.5561222065417
37	27	25.3233173680643	1.67668263193567
38	14	16.3681785741805	-2.36817857418052
39	32	29.7928562710351	2.20714372896488
40	31	36.5652500189647	-5.56525001896471
41	21	25.0350809570323	-4.03508095703234
42	34	34.8774840321802	-0.877484032180172
43	23	24.3697158675371	-1.3697158675371
44	24	22.7946259443453	1.20537405565467
45	26	29.4357669079434	-3.43576690794345
46	22	21.8627841045705	0.137215895429458
47	35	20.9948608228127	14.0051391771873
48	21	26.9772766752573	-5.97727667525729
49	31	33.9872803651794	-2.98728036517935
50	26	26.1597054094989	-0.159705409498934
51	22	15.3197492704992	6.68025072950081
52	21	22.0393309681918	-1.03933096819184
53	27	29.8869844280938	-2.88698442809376
54	30	25.3570411041461	4.64295889585388
55	33	34.7470040898841	-1.74700408988408
56	11	14.4083591964223	-3.40835919642227
57	26	22.5802990661002	3.41970093389977
58	26	24.7811181667672	1.21888183323283
59	23	26.7582913539673	-3.75829135396732
60	38	28.4841080228767	9.51589197712332
61	29	32.2257217000113	-3.22572170001128
62	19	21.6547376964335	-2.65473769643348
63	19	19.1429702087504	-0.142970208750386
64	26	22.5598371167521	3.4401628832479
65	26	27.9890835006832	-1.98908350068319
66	29	27.6864505998329	1.31354940016711
67	36	39.5345275166943	-3.53452751669434
68	25	25.5748248524704	-0.574824852470371
69	24	24.139485848407	-0.139485848406973
70	21	15.7030801072215	5.29691989277845
71	19	18.0873247335393	0.91267526646069
72	12	8.51052444391922	3.48947555608078
73	30	26.9072711219919	3.09272887800812
74	21	16.5823727688614	4.41762723113859
75	34	36.1201850659524	-2.12018506595244
76	32	28.4156414690402	3.58435853095977
77	28	31.8189673307316	-3.81896733073157
78	28	28.915038534797	-0.915038534797033
79	21	17.3568308494543	3.64316915054568
80	31	20.5554978767064	10.4445021232936
81	26	22.1922405024492	3.80775949755082
82	29	29.8935548769009	-0.893554876900901
83	23	10.4592568836694	12.5407431163306
84	25	21.4442970030287	3.5557029969713
85	22	19.318824495208	2.68117550479196
86	26	20.229770607226	5.77022939277396
87	33	35.7842848641545	-2.78428486415454
88	24	23.0684976941429	0.931502305857117
89	24	23.682407628928	0.317592371071978
90	21	22.7150640605824	-1.71506406058243
91	28	22.9789317441211	5.02106825587888
92	27	25.3769094809716	1.62309051902841
93	25	26.0758563205608	-1.07585632056075
94	15	19.5993180379392	-4.59931803793923
95	13	12.6653834590136	0.334616540986415
96	36	34.4260087048038	1.57399129519616
97	24	25.028681450393	-1.02868145039305
98	1	5.73817929989823	-4.73817929989823
99	24	27.1388296651517	-3.13882966515166
100	31	28.5822891786108	2.41771082138922
101	4	7.13778682004097	-3.13778682004097
102	20	19.5149315621508	0.485068437849163
103	23	21.4263022507019	1.57369774929806
104	23	18.7225534295205	4.27744657047949
105	12	11.744025472651	0.255974527349019
106	16	10.1797424274522	5.82025757254779
107	29	31.4512873592547	-2.45128735925469
108	10	11.2980010871165	-1.29800108711648
109	0	5.56598397372317	-5.56598397372317
110	25	18.575620600529	6.42437939947098
111	21	24.2100607173501	-3.21006071735013
112	23	20.6701983560373	2.32980164396268
113	21	23.2580469909552	-2.25804699095524
114	21	14.9933075975587	6.00669240244129
115	0	5.62683548482688	-5.62683548482688
116	0	5.56598397372317	-5.56598397372317
117	23	25.3535761126545	-2.35357611265446
118	29	21.7654131970566	7.23458680294339
119	28	23.0084082285503	4.99159177144975
120	23	27.2252509462608	-4.22525094626082
121	1	7.20934689167192	-6.20934689167192
122	29	27.5109874178915	1.48901258210851
123	17	17.6034874971489	-0.603487497148905
124	29	21.981160209218	7.01883979078196
125	12	13.6332674514304	-1.63326745143042
126	2	6.7720105367092	-4.7720105367092
127	21	23.8611834164464	-2.86118341644635
128	25	27.7908852610533	-2.79088526105334
129	29	28.570003295242	0.42999670475799
130	2	6.08127797334432	-4.08127797334432
131	0	5.61153314969246	-5.61153314969246
132	18	16.024045184092	1.97595481590796
133	1	5.59374241445849	-4.59374241445849
134	21	17.9817660592179	3.01823394078212
135	0	5.5845314057369	-5.5845314057369
136	4	7.7978922188853	-3.7978922188853
137	0	5.56598397372317	-5.56598397372317
138	25	24.0370073231628	0.962992676837165
139	26	19.1844909684762	6.81550903152383
140	0	5.64273343540621	-5.64273343540621
141	4	6.03944777798425	-2.03944777798425
142	17	18.0910829438782	-1.09108294387821
143	21	22.7766105213118	-1.77661052131178
144	22	20.0169969176375	1.98300308236254

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
8	0.751371040228014	0.497257919543973	0.248628959771986
9	0.811463314063969	0.377073371872062	0.188536685936031
10	0.747272157229699	0.505455685540603	0.252727842770301
11	0.677474991255381	0.645050017489239	0.322525008744619
12	0.588800540655364	0.822398918689273	0.411199459344636
13	0.643465490951515	0.71306901809697	0.356534509048485
14	0.723464921828651	0.553070156342697	0.276535078171349
15	0.725990722938245	0.54801855412351	0.274009277061755
16	0.68434584436184	0.63130831127632	0.31565415563816
17	0.611594719658254	0.776810560683492	0.388405280341746
18	0.597058835013365	0.805882329973269	0.402941164986635
19	0.608036850851808	0.783926298296385	0.391963149148192
20	0.537677977989142	0.924644044021715	0.462322022010858
21	0.463093264173604	0.926186528347208	0.536906735826396
22	0.394374829203515	0.78874965840703	0.605625170796485
23	0.370322852476583	0.740645704953166	0.629677147523417
24	0.497835281774391	0.995670563548783	0.502164718225609
25	0.431480254865461	0.862960509730923	0.568519745134539
26	0.442651852543248	0.885303705086496	0.557348147456752
27	0.51738935237582	0.96522129524836	0.48261064762418
28	0.601645870275999	0.796708259448002	0.398354129724001
29	0.567294431517075	0.865411136965849	0.432705568482925
30	0.599584792151137	0.800830415697725	0.400415207848863
31	0.541485073953783	0.917029852092433	0.458514926046217
32	0.505550983307473	0.988898033385053	0.494449016692527
33	0.44469939647808	0.889398792956159	0.55530060352192
34	0.391989219122905	0.783978438245811	0.608010780877095
35	0.418975984501888	0.837951969003777	0.581024015498112
36	0.539950892704603	0.920098214590794	0.460049107295397
37	0.493575366813009	0.987150733626018	0.506424633186991
38	0.472581820634393	0.945163641268786	0.527418179365607
39	0.461577089820511	0.923154179641021	0.538422910179489
40	0.492444828849482	0.984889657698963	0.507555171150518
41	0.513211925049422	0.973576149901155	0.486788074950578
42	0.46083728526865	0.921674570537299	0.53916271473135
43	0.40992414345857	0.819848286917139	0.59007585654143
44	0.362783071502833	0.725566143005666	0.637216928497167
45	0.335782972231257	0.671565944462513	0.664217027768743
46	0.288973834885337	0.577947669770675	0.711026165114663
47	0.77617944124539	0.447641117509219	0.22382055875461
48	0.811627693340779	0.376744613318442	0.188372306659221
49	0.792191496912434	0.415617006175132	0.207808503087566
50	0.75824847262215	0.4835030547557	0.24175152737785
51	0.801883727375225	0.396232545249551	0.198116272624775
52	0.769782293137486	0.460435413725028	0.230217706862514
53	0.756718202618377	0.486563594763245	0.243281797381623
54	0.761672017038605	0.476655965922789	0.238327982961395
55	0.726342488104655	0.547315023790691	0.273657511895345
56	0.735605700424774	0.528788599150453	0.264394299575226
57	0.715041517114289	0.569916965771421	0.284958482885711
58	0.677112965006483	0.645774069987034	0.322887034993517
59	0.66285590735789	0.674288185284219	0.33714409264211
60	0.796294346196689	0.407411307606621	0.20370565380331
61	0.779557314877255	0.44088537024549	0.220442685122745
62	0.769052426658581	0.461895146682838	0.230947573341419
63	0.730580050185259	0.538839899629483	0.269419949814741
64	0.714401624486633	0.571196751026734	0.285598375513367
65	0.682277725548897	0.635444548902205	0.317722274451103
66	0.642404762004429	0.715190475991142	0.357595237995571
67	0.632133650544246	0.735732698911508	0.367866349455754
68	0.617320474698243	0.765359050603515	0.382679525301757
69	0.56986329655498	0.860273406890039	0.43013670344502
70	0.614548584465429	0.770902831069141	0.385451415534571
71	0.591971531559776	0.816056936880448	0.408028468440224
72	0.551898268180199	0.896203463639603	0.448101731819801
73	0.535744457902813	0.928511084194375	0.464255542097187
74	0.515253666565989	0.969492666868022	0.484746333434011
75	0.520520422207007	0.958959155585985	0.479479577792993
76	0.512275334038492	0.975449331923017	0.487724665961508
77	0.562434654609169	0.875130690781663	0.437565345390831
78	0.580563109466535	0.83887378106693	0.419436890533465
79	0.571874880181094	0.856250239637811	0.428125119818906
80	0.819016697475744	0.361966605048512	0.180983302524256
81	0.832856000561127	0.334287998877747	0.167143999438873
82	0.813355799959892	0.373288400080217	0.186644200040108
83	0.974198673434594	0.0516026531308117	0.0258013265654058
84	0.968677879189007	0.0626442416219856	0.0313221208109928
85	0.965974759641793	0.0680504807164148	0.0340252403582074
86	0.967526378567138	0.0649472428657243	0.0324736214328621
87	0.969099086896915	0.0618018262061693	0.0309009131030847
88	0.959377686415552	0.0812446271688966	0.0406223135844483
89	0.947376910186481	0.105246179627037	0.0526230898135186
90	0.939607790831153	0.120784418337693	0.0603922091688466
91	0.937902046858182	0.124195906283637	0.0620979531418184
92	0.929175851975038	0.141648296049925	0.0708241480249624
93	0.91084400259746	0.178311994805081	0.0891559974025403
94	0.931588383893001	0.136823232213998	0.0684116161069989
95	0.916854558200568	0.166290883598863	0.0831454417994317
96	0.903539751045423	0.192920497909155	0.0964602489545775
97	0.916864584391994	0.166270831216012	0.083135415608006
98	0.927620744776967	0.144758510446066	0.0723792552230331
99	0.971604193390825	0.0567916132183491	0.0283958066091745
100	0.964181642443654	0.0716367151126916	0.0358183575563458
101	0.964367864408198	0.0712642711836045	0.0356321355918023
102	0.957725574640666	0.0845488507186679	0.0422744253593339
103	0.943837688994776	0.112324622010448	0.0561623110052239
104	0.940040614487861	0.119918771024277	0.0599593855121386
105	0.922588366672798	0.154823266654404	0.0774116333272018
106	0.97379845110119	0.0524030977976196	0.0262015488988098
107	0.97136107932604	0.0572778413479193	0.0286389206739596
108	0.96323088343392	0.0735382331321599	0.0367691165660799
109	0.962523861941093	0.0749522761178146	0.0374761380589073
110	0.985610140157465	0.028779719685071	0.0143898598425355
111	0.987271176860828	0.0254576462783436	0.0127288231391718
112	0.982950706837861	0.0340985863242782	0.0170492931621391
113	0.987231382682683	0.0255372346346333	0.0127686173173167
114	0.994357046042019	0.0112859079159617	0.00564295395798087
115	0.993150615395482	0.0136987692090367	0.00684938460451834
116	0.991192791558144	0.0176144168837126	0.00880720844185629
117	0.986343822608398	0.0273123547832038	0.0136561773916019
118	0.99416374214684	0.0116725157063195	0.00583625785315974
119	0.990971407761791	0.0180571844764171	0.00902859223820854
120	0.988813203655089	0.0223735926898223	0.0111867963449112
121	0.996539837600895	0.00692032479820971	0.00346016239910485
122	0.993707989745217	0.0125840205095663	0.00629201025478315
123	0.989565193521613	0.0208696129567744	0.0104348064783872
124	0.996947416257495	0.00610516748500977	0.00305258374250489
125	0.998122261049076	0.00375547790184816	0.00187773895092408
126	0.996386398881861	0.00722720223627829	0.00361360111813914
127	0.99987808233926	0.000243835321479892	0.000121917660739946
128	0.999831811744259	0.000336376511482531	0.000168188255741266
129	0.999636073084578	0.000727853830844143	0.000363926915422071
130	0.998991021402735	0.00201795719453084	0.00100897859726542
131	0.997919263894217	0.00416147221156605	0.00208073610578303
132	0.995851840865178	0.00829631826964473	0.00414815913482236
133	0.989447979837192	0.021104040325615	0.0105520201628075
134	0.971311624101526	0.0573767517969485	0.0286883758984743
135	0.948199949069608	0.103600101860783	0.0518000509303916
136	0.925060872458751	0.149878255082499	0.0749391275412493

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	10	0.0775193798449612	NOK
5% type I error level	24	0.186046511627907	NOK
10% type I error level	39	0.302325581395349	NOK