| Multiple Linear Regression - Estimated Regression Equation |
| E[t] = + 1296.94680747057 -0.00421138493492477A[t] + 104.000493788059B[t] + 615.533093061379C[t] -21.8758143353084D[t] + 0.475524197206072F[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) | 1296.94680747057 | 3498.86167 | 0.3707 | 0.711447 | 0.355723 |
| A | -0.00421138493492477 | 0.039113 | -0.1077 | 0.914412 | 0.457206 |
| B | 104.000493788059 | 92.498874 | 1.1243 | 0.262819 | 0.13141 |
| C | 615.533093061379 | 303.168887 | 2.0303 | 0.044244 | 0.022122 |
| D | -21.8758143353084 | 95.76196 | -0.2284 | 0.819643 | 0.409821 |
| F | 0.475524197206072 | 0.09465 | 5.024 | 2e-06 | 1e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.782024134744207 |
| R-squared | 0.611561747322426 |
| Adjusted R-squared | 0.597487897587731 |
| F-TEST (value) | 43.4537641690752 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 138 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 15928.4504370643 |
| Sum Squared Residuals | 35012743598.99 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 20465 | 26724.5971522621 | -6259.59715226206 |
| 2 | 33629 | 57828.3941543473 | -24199.3941543473 |
| 3 | 1423 | 2183.8478415756 | -760.847841575602 |
| 4 | 25629 | 38561.1248975617 | -12932.1248975617 |
| 5 | 54002 | 59148.0417422751 | -5146.04174227513 |
| 6 | 151036 | 121559.961690493 | 29476.0383095072 |
| 7 | 33287 | 48720.4411700444 | -15433.4411700444 |
| 8 | 31172 | 57399.9705096528 | -26227.9705096528 |
| 9 | 28113 | 42027.7876192041 | -13914.7876192041 |
| 10 | 57803 | 69497.9267539318 | -11694.9267539318 |
| 11 | 49830 | 40063.7685259945 | 9766.23147400552 |
| 12 | 52143 | 61236.092810034 | -9093.09281003395 |
| 13 | 21055 | 33069.3198389753 | -12014.3198389753 |
| 14 | 47007 | 51586.2360471381 | -4579.23604713811 |
| 15 | 28735 | 37682.6540203626 | -8947.65402036262 |
| 16 | 59147 | 41991.1264308242 | 17155.8735691758 |
| 17 | 78950 | 56641.9116076172 | 22308.0883923828 |
| 18 | 13497 | 10575.6100737564 | 2921.38992624357 |
| 19 | 46154 | 49672.2115304825 | -3518.21153048252 |
| 20 | 53249 | 18773.3392150464 | 34475.6607849536 |
| 21 | 10726 | 20314.8416599264 | -9588.84165992636 |
| 22 | 83700 | 72768.9311348906 | 10931.0688651094 |
| 23 | 40400 | 26751.830125146 | 13648.169874854 |
| 24 | 33797 | 40911.3365535914 | -7114.33655359145 |
| 25 | 36205 | 42892.5653517266 | -6687.56535172657 |
| 26 | 30165 | 37513.6040552953 | -7348.60405529526 |
| 27 | 58534 | 48241.9650308008 | 10292.0349691992 |
| 28 | 44663 | 74690.6648839065 | -30027.6648839065 |
| 29 | 92556 | 79151.6401934218 | 13404.3598065782 |
| 30 | 40078 | 54578.0999551985 | -14500.0999551985 |
| 31 | 34711 | 41522.086296684 | -6811.08629668397 |
| 32 | 31076 | 49199.0209082473 | -18123.0209082473 |
| 33 | 74608 | 34316.9812505021 | 40291.0187494979 |
| 34 | 58092 | 35716.66135889 | 22375.33864111 |
| 35 | 42009 | 64659.2340843897 | -22650.2340843897 |
| 36 | 0 | 1296.94680747057 | -1296.94680747057 |
| 37 | 36022 | 39155.5004738695 | -3133.50047386947 |
| 38 | 23333 | 28420.8343646784 | -5087.83436467836 |
| 39 | 53349 | 42854.0604030602 | 10494.9395969398 |
| 40 | 92596 | 89848.6248313017 | 2747.37516869835 |
| 41 | 49598 | 52976.6114930577 | -3378.61149305768 |
| 42 | 44093 | 42111.3042776734 | 1981.69572232659 |
| 43 | 84205 | 37646.2352394908 | 46558.7647605092 |
| 44 | 63369 | 47768.6947438519 | 15600.3052561481 |
| 45 | 60132 | 38969.8078274404 | 21162.1921725596 |
| 46 | 37403 | 42587.7823960004 | -5184.78239600041 |
| 47 | 24460 | 41746.0593449717 | -17286.0593449717 |
| 48 | 46456 | 43513.204623387 | 2942.79537661296 |
| 49 | 66616 | 61094.2795243408 | 5521.72047565919 |
| 50 | 41554 | 42723.6415582738 | -1169.64155827381 |
| 51 | 22346 | 22074.0502129728 | 271.949787027235 |
| 52 | 30874 | 38953.2160599447 | -8079.21605994467 |
| 53 | 68701 | 70388.1263212296 | -1687.12632122962 |
| 54 | 35728 | 48854.1392289178 | -13126.1392289178 |
| 55 | 29010 | 55131.527744643 | -26121.527744643 |
| 56 | 23110 | 37306.2095038217 | -14196.2095038217 |
| 57 | 38844 | 44584.6026113607 | -5740.60261136069 |
| 58 | 27084 | 30596.3221221881 | -3512.32212218808 |
| 59 | 35139 | 48437.0590325837 | -13298.0590325837 |
| 60 | 57476 | 37731.1307399654 | 19744.8692600346 |
| 61 | 33277 | 42289.5997919417 | -9012.59979194169 |
| 62 | 31141 | 34836.4078898031 | -3695.40788980312 |
| 63 | 61281 | 38557.7215343227 | 22723.2784656773 |
| 64 | 25820 | 44463.6858978635 | -18643.6858978635 |
| 65 | 23284 | 37355.3387198081 | -14071.3387198081 |
| 66 | 35378 | 46224.1532727016 | -10846.1532727016 |
| 67 | 74990 | 79415.536458214 | -4425.53645821403 |
| 68 | 29653 | 49058.9908979932 | -19405.9908979932 |
| 69 | 64622 | 45754.9172820231 | 18867.0827179769 |
| 70 | 4157 | 15641.7488817782 | -11484.7488817782 |
| 71 | 29245 | 44853.2130391734 | -15608.2130391734 |
| 72 | 50008 | 34461.1280343018 | 15546.8719656982 |
| 73 | 52338 | 43105.1738849489 | 9232.82611505109 |
| 74 | 13310 | 24663.4339260093 | -11353.4339260093 |
| 75 | 92901 | 53259.8402729954 | 39641.1597270046 |
| 76 | 10956 | 26098.8849289148 | -15142.8849289148 |
| 77 | 34241 | 51012.6962793225 | -16771.6962793225 |
| 78 | 75043 | 65600.513511896 | 9442.486488104 |
| 79 | 21152 | 25190.7482843184 | -4038.74828431844 |
| 80 | 42249 | 36265.8770347588 | 5983.12296524124 |
| 81 | 42005 | 37870.4655488346 | 4134.53445116535 |
| 82 | 41152 | 47868.9643142217 | -6716.9643142217 |
| 83 | 14399 | 31667.9690546603 | -17268.9690546603 |
| 84 | 28263 | 38930.540711262 | -10667.540711262 |
| 85 | 17215 | 22861.4395927133 | -5646.43959271335 |
| 86 | 48140 | 43087.1718374117 | 5052.82816258832 |
| 87 | 62897 | 61687.8127103613 | 1209.18728963871 |
| 88 | 22883 | 32646.5644345591 | -9763.56443455907 |
| 89 | 41622 | 30901.2189161495 | 10720.7810838505 |
| 90 | 40715 | 40245.2112429382 | 469.788757061797 |
| 91 | 65897 | 50798.2564349156 | 15098.7435650844 |
| 92 | 76542 | 54123.2900823949 | 22418.7099176051 |
| 93 | 37477 | 44686.705722816 | -7209.70572281604 |
| 94 | 53216 | 31650.6534624428 | 21565.3465375572 |
| 95 | 40911 | 23452.8897308264 | 17458.1102691736 |
| 96 | 57021 | 67964.718679312 | -10943.718679312 |
| 97 | 73116 | 52800.9062825215 | 20315.0937174785 |
| 98 | 3895 | 7749.93462263797 | -3854.93462263797 |
| 99 | 46609 | 38134.1887970108 | 8474.81120298923 |
| 100 | 29351 | 44494.8793540933 | -15143.8793540933 |
| 101 | 2325 | 7553.951044282 | -5228.951044282 |
| 102 | 31747 | 32016.350410383 | -269.350410382977 |
| 103 | 32665 | 31240.3746595617 | 1424.62534043833 |
| 104 | 19249 | 33136.0810337081 | -13887.0810337081 |
| 105 | 15292 | 23264.1469258857 | -7972.14692588569 |
| 106 | 5842 | 11978.7118207261 | -6136.71182072615 |
| 107 | 33994 | 49665.7866765833 | -15671.7866765833 |
| 108 | 13018 | 22333.4087621872 | -9315.40876218719 |
| 109 | 0 | 1296.94680747057 | -1296.94680747057 |
| 110 | 98177 | 36809.2683092831 | 61367.7316907169 |
| 111 | 37941 | 24027.0073392819 | 13913.9926607181 |
| 112 | 31032 | 43037.7786745985 | -12005.7786745985 |
| 113 | 32683 | 37008.9423031679 | -4325.94230316788 |
| 114 | 34545 | 29683.1956659761 | 4861.80433402387 |
| 115 | 0 | 1281.71843954588 | -1281.71843954588 |
| 116 | 0 | 1296.94680747057 | -1296.94680747057 |
| 117 | 27525 | 45914.4993227942 | -18389.4993227942 |
| 118 | 66856 | 56575.3180715184 | 10280.6819284816 |
| 119 | 28549 | 35899.4839743979 | -7350.48397439787 |
| 120 | 38610 | 34450.5454199985 | 4159.45458000149 |
| 121 | 2781 | 2398.22150858103 | 382.778491418971 |
| 122 | 41211 | 53527.131272156 | -12316.131272156 |
| 123 | 22698 | 28336.7314933193 | -5638.73149331929 |
| 124 | 41194 | 34485.6207379473 | 6708.37926205271 |
| 125 | 32689 | 10458.1250565687 | 22230.8749434313 |
| 126 | 5752 | 8117.8095679435 | -2365.8095679435 |
| 127 | 26757 | 42096.606730427 | -15339.606730427 |
| 128 | 22527 | 32448.0701971662 | -9921.07019716624 |
| 129 | 44810 | 39861.9498659202 | 4948.05013407979 |
| 130 | 0 | 2560.46017635371 | -2560.46017635371 |
| 131 | 0 | 1251.99448467518 | -1251.99448467518 |
| 132 | 100674 | 38387.9982390178 | 62286.0017609822 |
| 133 | 0 | 1883.6908731168 | -1883.6908731168 |
| 134 | 57786 | 40267.9404018601 | 17518.0595981399 |
| 135 | 0 | 1795.39540831392 | -1795.39540831392 |
| 136 | 5444 | 7127.30408241545 | -1683.30408241545 |
| 137 | 0 | 1296.94680747057 | -1296.94680747057 |
| 138 | 28470 | 31476.6233542373 | -3006.62335423728 |
| 139 | 61849 | 40586.7016458505 | 21262.2983541495 |
| 140 | 0 | 1266.91542149962 | -1266.91542149962 |
| 141 | 2179 | 4334.36539087741 | -2155.36539087741 |
| 142 | 8019 | 17197.7201703488 | -9178.7201703488 |
| 143 | 39644 | 43596.2244139364 | -3952.22441393635 |
| 144 | 23494 | 35635.8009153135 | -12141.8009153135 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.368495914183124 | 0.736991828366248 | 0.631504085816876 |
| 10 | 0.386328296969936 | 0.772656593939871 | 0.613671703030064 |
| 11 | 0.675147710500152 | 0.649704578999695 | 0.324852289499848 |
| 12 | 0.565429145362027 | 0.869141709275946 | 0.434570854637973 |
| 13 | 0.449762507493083 | 0.899525014986165 | 0.550237492506917 |
| 14 | 0.349643248161625 | 0.699286496323251 | 0.650356751838375 |
| 15 | 0.263978949113699 | 0.527957898227398 | 0.736021050886301 |
| 16 | 0.43236017792446 | 0.86472035584892 | 0.56763982207554 |
| 17 | 0.570650284229049 | 0.858699431541902 | 0.429349715770951 |
| 18 | 0.484777581747994 | 0.969555163495988 | 0.515222418252006 |
| 19 | 0.399697267756457 | 0.799394535512914 | 0.600302732243543 |
| 20 | 0.656954238948877 | 0.686091522102247 | 0.343045761051123 |
| 21 | 0.613251388479139 | 0.773497223041722 | 0.386748611520861 |
| 22 | 0.661130576647018 | 0.677738846705963 | 0.338869423352982 |
| 23 | 0.65026165436311 | 0.699476691273781 | 0.349738345636891 |
| 24 | 0.590365818587464 | 0.819268362825072 | 0.409634181412536 |
| 25 | 0.523354626775584 | 0.953290746448831 | 0.476645373224416 |
| 26 | 0.459146637515621 | 0.918293275031243 | 0.540853362484379 |
| 27 | 0.406592368437555 | 0.81318473687511 | 0.593407631562445 |
| 28 | 0.464404589823772 | 0.928809179647544 | 0.535595410176228 |
| 29 | 0.41531913519297 | 0.83063827038594 | 0.58468086480703 |
| 30 | 0.408322190682687 | 0.816644381365373 | 0.591677809317313 |
| 31 | 0.373000911476251 | 0.746001822952501 | 0.62699908852375 |
| 32 | 0.34526003613531 | 0.69052007227062 | 0.65473996386469 |
| 33 | 0.822279662099395 | 0.355440675801209 | 0.177720337900605 |
| 34 | 0.830273098362916 | 0.339453803274169 | 0.169726901637084 |
| 35 | 0.852785176396076 | 0.294429647207848 | 0.147214823603924 |
| 36 | 0.817316472611587 | 0.365367054776826 | 0.182683527388413 |
| 37 | 0.789999959698508 | 0.420000080602984 | 0.210000040301492 |
| 38 | 0.748795295182492 | 0.502409409635016 | 0.251204704817508 |
| 39 | 0.72338497920304 | 0.55323004159392 | 0.27661502079696 |
| 40 | 0.683272833859815 | 0.633454332280369 | 0.316727166140185 |
| 41 | 0.633468782683633 | 0.733062434632734 | 0.366531217316367 |
| 42 | 0.585258482643989 | 0.829483034712021 | 0.414741517356011 |
| 43 | 0.87703264197677 | 0.24593471604646 | 0.12296735802323 |
| 44 | 0.877874668785796 | 0.244250662428408 | 0.122125331214204 |
| 45 | 0.888362968799394 | 0.223274062401212 | 0.111637031200606 |
| 46 | 0.865772017690882 | 0.268455964618236 | 0.134227982309118 |
| 47 | 0.862341545801974 | 0.275316908396053 | 0.137658454198026 |
| 48 | 0.839820454352092 | 0.320359091295816 | 0.160179545647908 |
| 49 | 0.809809217007027 | 0.380381565985945 | 0.190190782992973 |
| 50 | 0.77238719125091 | 0.455225617498179 | 0.22761280874909 |
| 51 | 0.733015779401098 | 0.533968441197804 | 0.266984220598902 |
| 52 | 0.694740107021542 | 0.610519785956917 | 0.305259892978458 |
| 53 | 0.650708002197702 | 0.698583995604597 | 0.349291997802298 |
| 54 | 0.637125400996655 | 0.72574919800669 | 0.362874599003345 |
| 55 | 0.732985684212103 | 0.534028631575794 | 0.267014315787897 |
| 56 | 0.724888796968833 | 0.550222406062334 | 0.275111203031167 |
| 57 | 0.687435890625871 | 0.625128218748258 | 0.312564109374129 |
| 58 | 0.646235918614289 | 0.707528162771422 | 0.353764081385711 |
| 59 | 0.633107304770255 | 0.73378539045949 | 0.366892695229745 |
| 60 | 0.659962962108934 | 0.680074075782133 | 0.340037037891066 |
| 61 | 0.637951753642727 | 0.724096492714546 | 0.362048246357273 |
| 62 | 0.592490689018343 | 0.815018621963313 | 0.407509310981657 |
| 63 | 0.648308902219868 | 0.703382195560264 | 0.351691097780132 |
| 64 | 0.661853290266715 | 0.676293419466571 | 0.338146709733285 |
| 65 | 0.664984077700781 | 0.670031844598437 | 0.335015922299219 |
| 66 | 0.637627793336448 | 0.724744413327105 | 0.362372206663552 |
| 67 | 0.612110945854823 | 0.775778108290354 | 0.387889054145177 |
| 68 | 0.64489210879242 | 0.710215782415159 | 0.355107891207579 |
| 69 | 0.666129689663162 | 0.667740620673675 | 0.333870310336838 |
| 70 | 0.637628688851257 | 0.724742622297487 | 0.362371311148743 |
| 71 | 0.644742356094282 | 0.710515287811437 | 0.355257643905718 |
| 72 | 0.646075100700818 | 0.707849798598363 | 0.353924899299182 |
| 73 | 0.620218865411865 | 0.75956226917627 | 0.379781134588135 |
| 74 | 0.594319321818454 | 0.811361356363093 | 0.405680678181546 |
| 75 | 0.818887106696085 | 0.36222578660783 | 0.181112893303915 |
| 76 | 0.805912856195652 | 0.388174287608696 | 0.194087143804348 |
| 77 | 0.813843379841186 | 0.372313240317628 | 0.186156620158814 |
| 78 | 0.790551784118098 | 0.418896431763804 | 0.209448215881902 |
| 79 | 0.754104182550603 | 0.491791634898794 | 0.245895817449397 |
| 80 | 0.723069403774035 | 0.55386119245193 | 0.276930596225965 |
| 81 | 0.683810592490198 | 0.632378815019604 | 0.316189407509802 |
| 82 | 0.64838475557469 | 0.703230488850619 | 0.35161524442531 |
| 83 | 0.699159042959607 | 0.601681914080786 | 0.300840957040393 |
| 84 | 0.686291726048909 | 0.627416547902182 | 0.313708273951091 |
| 85 | 0.64357783156475 | 0.7128443368705 | 0.35642216843525 |
| 86 | 0.601987217664883 | 0.796025564670235 | 0.398012782335117 |
| 87 | 0.555629937950493 | 0.888740124099014 | 0.444370062049507 |
| 88 | 0.521433486420011 | 0.957133027159977 | 0.478566513579989 |
| 89 | 0.501672884163264 | 0.996654231673472 | 0.498327115836736 |
| 90 | 0.45074483041035 | 0.9014896608207 | 0.54925516958965 |
| 91 | 0.429640401290042 | 0.859280802580084 | 0.570359598709958 |
| 92 | 0.448098216202811 | 0.896196432405622 | 0.551901783797189 |
| 93 | 0.406667064019315 | 0.81333412803863 | 0.593332935980685 |
| 94 | 0.454429275426625 | 0.90885855085325 | 0.545570724573375 |
| 95 | 0.448161994133328 | 0.896323988266656 | 0.551838005866672 |
| 96 | 0.424068293333454 | 0.848136586666908 | 0.575931706666546 |
| 97 | 0.443236238879624 | 0.886472477759248 | 0.556763761120376 |
| 98 | 0.395999641556904 | 0.791999283113809 | 0.604000358443096 |
| 99 | 0.393243874052763 | 0.786487748105526 | 0.606756125947237 |
| 100 | 0.384771311967628 | 0.769542623935256 | 0.615228688032372 |
| 101 | 0.336437782046414 | 0.672875564092827 | 0.663562217953586 |
| 102 | 0.290905800024888 | 0.581811600049775 | 0.709094199975112 |
| 103 | 0.247874068787697 | 0.495748137575394 | 0.752125931212303 |
| 104 | 0.253288558505165 | 0.50657711701033 | 0.746711441494835 |
| 105 | 0.22605741866786 | 0.45211483733572 | 0.77394258133214 |
| 106 | 0.219417199717134 | 0.438834399434269 | 0.780582800282866 |
| 107 | 0.21356885116264 | 0.427137702325281 | 0.78643114883736 |
| 108 | 0.280640236903934 | 0.561280473807869 | 0.719359763096066 |
| 109 | 0.233584499069961 | 0.467168998139923 | 0.766415500930039 |
| 110 | 0.790600199637071 | 0.418799600725858 | 0.209399800362929 |
| 111 | 0.83067025706257 | 0.33865948587486 | 0.16932974293743 |
| 112 | 0.845263382806534 | 0.309473234386932 | 0.154736617193466 |
| 113 | 0.804171779795725 | 0.39165644040855 | 0.195828220204275 |
| 114 | 0.764238412415519 | 0.471523175168963 | 0.235761587584481 |
| 115 | 0.709984212211544 | 0.580031575576913 | 0.290015787788456 |
| 116 | 0.649776190192539 | 0.700447619614923 | 0.350223809807461 |
| 117 | 0.67087396997375 | 0.658252060052499 | 0.329126030026249 |
| 118 | 0.6115648558274 | 0.776870288345199 | 0.388435144172599 |
| 119 | 0.716338226475525 | 0.567323547048951 | 0.283661773524475 |
| 120 | 0.822888475995217 | 0.354223048009565 | 0.177111524004783 |
| 121 | 0.786743328964 | 0.426513342071999 | 0.213256671035999 |
| 122 | 0.744556714343004 | 0.510886571313991 | 0.255443285656996 |
| 123 | 0.687765502558626 | 0.624468994882749 | 0.312234497441374 |
| 124 | 0.634711125748999 | 0.730577748502003 | 0.365288874251001 |
| 125 | 0.677092269464628 | 0.645815461070744 | 0.322907730535372 |
| 126 | 0.595536305586633 | 0.808927388826735 | 0.404463694413367 |
| 127 | 0.719225043599753 | 0.561549912800494 | 0.280774956400247 |
| 128 | 0.665651684757235 | 0.66869663048553 | 0.334348315242765 |
| 129 | 0.624332782374916 | 0.751334435250168 | 0.375667217625084 |
| 130 | 0.523846125537733 | 0.952307748924533 | 0.476153874462267 |
| 131 | 0.413839250820841 | 0.827678501641683 | 0.586160749179159 |
| 132 | 0.997910686295326 | 0.00417862740934841 | 0.0020893137046742 |
| 133 | 0.992396733306595 | 0.0152065333868096 | 0.00760326669340478 |
| 134 | 0.974922649190892 | 0.0501547016182165 | 0.0250773508091082 |
| 135 | 0.925670404711164 | 0.148659190577672 | 0.074329595288836 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.0078740157480315 | OK |
| 5% type I error level | 2 | 0.015748031496063 | OK |
| 10% type I error level | 3 | 0.0236220472440945 | OK |
