| Multiple Linear Regression - Estimated Regression Equation |
| Variabele2[t] = + 6866.7591886368 -2.75598687938126Variabele1[t] + 281.304762761804Variabele3[t] + 127.954357326127Variabele4[t] -14.4071224715022Variabele5[t] -183.353662352009Variabele6[t] + 334.564372717018Variabele7[t] + 898.85963757976Variabele8[t] -327.407344766138Variabele9[t] + 469.472044956653Variabele10[t] -0.174782718407281Variabele11[t] -1.86420748251385Variabele12[t] + 1.3035410595653Variabele13[t] + 953.180875157842Variabele14[t] -1214.57710429252`Variabele15 `[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) | 6866.7591886368 | 6200.151247 | 1.1075 | 0.270132 | 0.135066 |
| Variabele1 | -2.75598687938126 | 14.893448 | -0.185 | 0.853483 | 0.426741 |
| Variabele3 | 281.304762761804 | 113.828989 | 2.4713 | 0.014766 | 0.007383 |
| Variabele4 | 127.954357326127 | 33.711574 | 3.7956 | 0.000226 | 0.000113 |
| Variabele5 | -14.4071224715022 | 70.876659 | -0.2033 | 0.839244 | 0.419622 |
| Variabele6 | -183.353662352009 | 1146.41988 | -0.1599 | 0.873182 | 0.436591 |
| Variabele7 | 334.564372717018 | 173.03454 | 1.9335 | 0.055364 | 0.027682 |
| Variabele8 | 898.85963757976 | 1038.673668 | 0.8654 | 0.38843 | 0.194215 |
| Variabele9 | -327.407344766138 | 331.795239 | -0.9868 | 0.3256 | 0.1628 |
| Variabele10 | 469.472044956653 | 212.192525 | 2.2125 | 0.028693 | 0.014346 |
| Variabele11 | -0.174782718407281 | 0.159952 | -1.0927 | 0.276552 | 0.138276 |
| Variabele12 | -1.86420748251385 | 0.974651 | -1.9127 | 0.058004 | 0.029002 |
| Variabele13 | 1.3035410595653 | 0.18661 | 6.9854 | 0 | 0 |
| Variabele14 | 953.180875157842 | 1222.244735 | 0.7799 | 0.436901 | 0.218451 |
| `Variabele15 ` | -1214.57710429252 | 1263.239981 | -0.9615 | 0.338111 | 0.169055 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.945919567517234 |
| R-squared | 0.894763828211991 |
| Adjusted R-squared | 0.883342848328021 |
| F-TEST (value) | 78.343875683368 |
| F-TEST (DF numerator) | 14 |
| F-TEST (DF denominator) | 129 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 27638.0709213051 |
| Sum Squared Residuals | 98538322388.3909 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 162687 | 153414.673349714 | 9272.32665028621 |
| 2 | 201906 | 203527.58714469 | -1621.58714469024 |
| 3 | 7215 | 21741.0998261697 | -14526.0998261697 |
| 4 | 146367 | 172719.429520108 | -26352.429520108 |
| 5 | 257045 | 288279.642894942 | -31234.6428949422 |
| 6 | 524450 | 547543.686447532 | -23093.6864475322 |
| 7 | 188294 | 184576.65420706 | 3717.34579294004 |
| 8 | 195674 | 202220.06924155 | -6546.06924154976 |
| 9 | 177020 | 153359.741857485 | 23660.2581425154 |
| 10 | 325899 | 283298.521698989 | 42600.478301011 |
| 11 | 121844 | 165849.661290503 | -44005.6612905031 |
| 12 | 203938 | 209309.552311544 | -5371.55231154416 |
| 13 | 107220 | 164104.040972704 | -56884.0409727037 |
| 14 | 220751 | 252750.514897967 | -31999.5148979666 |
| 15 | 172905 | 152403.376541136 | 20501.6234588644 |
| 16 | 156326 | 167612.663555658 | -11286.6635556579 |
| 17 | 145178 | 153088.744851147 | -7910.74485114656 |
| 18 | 89171 | 87509.3941476833 | 1661.60585231674 |
| 19 | 172624 | 207793.92064338 | -35169.9206433799 |
| 20 | 32443 | 58074.7651877639 | -25631.7651877639 |
| 21 | 87927 | 105995.345453615 | -18068.3454536148 |
| 22 | 241285 | 245496.300028658 | -4211.30002865821 |
| 23 | 195820 | 140604.429433749 | 55215.5705662508 |
| 24 | 146946 | 175698.644602937 | -28752.6446029372 |
| 25 | 159763 | 185948.265190567 | -26185.2651905672 |
| 26 | 207078 | 156064.759446188 | 51013.240553812 |
| 27 | 212394 | 215294.502139385 | -2900.50213938522 |
| 28 | 201536 | 211609.984140412 | -10073.9841404119 |
| 29 | 394662 | 318157.703424244 | 76504.2965757564 |
| 30 | 217808 | 222899.267151508 | -5091.26715150795 |
| 31 | 182286 | 150875.198515495 | 31410.801484505 |
| 32 | 181740 | 184198.167003069 | -2458.16700306902 |
| 33 | 137978 | 161947.858053263 | -23969.8580532634 |
| 34 | 255929 | 235051.065025142 | 20877.9349748582 |
| 35 | 236489 | 249754.777978765 | -13265.7779787654 |
| 36 | 0 | 7145.30796451924 | -7145.30796451924 |
| 37 | 230761 | 216039.727212287 | 14721.2727877129 |
| 38 | 130843 | 136418.436090192 | -5575.43609019249 |
| 39 | 157118 | 139750.832622708 | 17367.1673772919 |
| 40 | 253254 | 292051.952468566 | -38797.9524685662 |
| 41 | 269329 | 208320.532944081 | 61008.4670559195 |
| 42 | 161273 | 170695.722064281 | -9422.72206428129 |
| 43 | 107181 | 115065.554572378 | -7884.55457237807 |
| 44 | 195891 | 203624.62334963 | -7733.62334963044 |
| 45 | 139667 | 125232.122365031 | 14434.8776349687 |
| 46 | 171101 | 134926.923847774 | 36174.0761522257 |
| 47 | 81407 | 95926.3933252715 | -14519.3933252715 |
| 48 | 247563 | 211709.032103493 | 35853.9678965069 |
| 49 | 239807 | 223339.621293933 | 16467.3787060666 |
| 50 | 172743 | 205334.817996361 | -32591.817996361 |
| 51 | 48188 | 61703.3690942123 | -13515.3690942123 |
| 52 | 169355 | 153678.607601835 | 15676.3923981647 |
| 53 | 315622 | 249326.837116131 | 66295.1628838693 |
| 54 | 241518 | 192026.136803058 | 49491.8631969424 |
| 55 | 195583 | 219968.033440635 | -24385.0334406347 |
| 56 | 159913 | 154745.51481216 | 5167.48518783961 |
| 57 | 220241 | 160064.939159758 | 60176.0608402421 |
| 58 | 101694 | 96708.6875945119 | 4985.31240548815 |
| 59 | 151985 | 166377.395073513 | -14392.3950735134 |
| 60 | 202536 | 185995.893007955 | 16540.1069920453 |
| 61 | 173505 | 156866.850779271 | 16638.149220729 |
| 62 | 150518 | 190773.530436128 | -40255.5304361282 |
| 63 | 141273 | 125138.509109594 | 16134.4908904058 |
| 64 | 125612 | 156015.467650055 | -30403.4676500551 |
| 65 | 166049 | 149274.199999835 | 16774.8000001652 |
| 66 | 124197 | 161250.428903358 | -37053.4289033585 |
| 67 | 195043 | 235747.159661294 | -40704.1596612943 |
| 68 | 138708 | 209466.813159808 | -70758.8131598081 |
| 69 | 116552 | 119399.883671771 | -2847.8836717711 |
| 70 | 31970 | 37889.6362455568 | -5919.63624555677 |
| 71 | 255587 | 241153.913303609 | 14433.086696391 |
| 72 | 151184 | 126141.389971032 | 25042.6100289682 |
| 73 | 135926 | 147226.882641229 | -11300.8826412286 |
| 74 | 119629 | 115956.815973276 | 3672.1840267238 |
| 75 | 171518 | 200311.087695633 | -28793.0876956328 |
| 76 | 108949 | 116864.468902423 | -7915.46890242336 |
| 77 | 183471 | 202397.023416563 | -18926.0234165633 |
| 78 | 159966 | 247366.644355421 | -87400.6443554211 |
| 79 | 93786 | 93543.4887979472 | 242.511202052773 |
| 80 | 84971 | 102234.809494887 | -17263.8094948869 |
| 81 | 88797 | 96549.5611554975 | -7752.56115549747 |
| 82 | 304603 | 215800.451434254 | 88802.5485657463 |
| 83 | 75101 | 83629.3098992234 | -8528.30989922345 |
| 84 | 145043 | 138490.403428967 | 6552.59657103289 |
| 85 | 95827 | 98842.5479242932 | -3015.5479242932 |
| 86 | 173924 | 149776.185046289 | 24147.814953711 |
| 87 | 241957 | 240490.347225598 | 1466.6527744017 |
| 88 | 115367 | 123485.969855292 | -8118.9698552919 |
| 89 | 118408 | 117476.098021235 | 931.901978764618 |
| 90 | 164078 | 171114.723769773 | -7036.72376977258 |
| 91 | 158931 | 168788.17373072 | -9857.17373071967 |
| 92 | 184139 | 193620.856500559 | -9481.85650055859 |
| 93 | 152856 | 160376.913341337 | -7520.91334133707 |
| 94 | 144014 | 142190.484044528 | 1823.515955472 |
| 95 | 62535 | 86643.6333038619 | -24108.6333038619 |
| 96 | 245196 | 251822.022866411 | -6626.02286641093 |
| 97 | 199841 | 182966.447071939 | 16874.5529280611 |
| 98 | 19349 | 29291.6635235505 | -9942.66352355046 |
| 99 | 247280 | 205491.70800184 | 41788.2919981596 |
| 100 | 159408 | 211947.477778007 | -52539.477778007 |
| 101 | 72128 | 63636.3100274446 | 8491.68997255541 |
| 102 | 104253 | 114689.791667568 | -10436.7916675685 |
| 103 | 151090 | 129325.232098343 | 21764.7679016572 |
| 104 | 137382 | 115813.641564392 | 21568.3584356079 |
| 105 | 87448 | 80105.9927631652 | 7342.00723683477 |
| 106 | 27676 | 41804.5569903817 | -14128.5569903817 |
| 107 | 165507 | 164434.778302057 | 1072.2216979434 |
| 108 | 132148 | 83197.5874036909 | 48950.4125963091 |
| 109 | 0 | 6866.75918863682 | -6866.75918863682 |
| 110 | 95778 | 85469.873165344 | 10308.126834656 |
| 111 | 109001 | 108241.084811184 | 759.91518881628 |
| 112 | 158833 | 156413.346256966 | 2419.65374303425 |
| 113 | 147690 | 129048.304819658 | 18641.695180342 |
| 114 | 89887 | 103094.607427621 | -13207.6074276208 |
| 115 | 3616 | 9777.64141606236 | -6161.64141606236 |
| 116 | 0 | 6866.75918863682 | -6866.75918863682 |
| 117 | 199005 | 157166.018537564 | 41838.9814624359 |
| 118 | 160930 | 179827.836425501 | -18897.8364255007 |
| 119 | 177948 | 155029.919117124 | 22918.0808828761 |
| 120 | 136061 | 122190.533691179 | 13870.4663088211 |
| 121 | 43410 | 49451.4420944661 | -6041.44209446615 |
| 122 | 184277 | 193325.113223516 | -9048.11322351633 |
| 123 | 108858 | 101556.920982511 | 7301.07901748947 |
| 124 | 141744 | 151886.353004813 | -10142.3530048133 |
| 125 | 60493 | 47540.3772187661 | 12952.6227812339 |
| 126 | 19764 | 27815.4546482567 | -8051.45464825673 |
| 127 | 177559 | 164546.306836212 | 13012.6931637882 |
| 128 | 140281 | 124234.578012037 | 16046.4219879633 |
| 129 | 164249 | 154366.594953595 | 9882.40504640528 |
| 130 | 11796 | 18466.9038814665 | -6670.90388146648 |
| 131 | 10674 | 13250.0592737753 | -2576.05927377535 |
| 132 | 151322 | 138228.986872022 | 13093.0131279784 |
| 133 | 6836 | 8522.37059161269 | -1686.37059161269 |
| 134 | 174712 | 162155.887400672 | 12556.1125993275 |
| 135 | 5118 | 10021.0629130586 | -4903.06291305857 |
| 136 | 40248 | 41501.7144621773 | -1253.71446217728 |
| 137 | 0 | 6866.75918863682 | -6866.75918863682 |
| 138 | 127628 | 118025.774502044 | 9602.22549795626 |
| 139 | 88837 | 112610.919403487 | -23773.9194034867 |
| 140 | 7131 | 11040.1572879076 | -3909.15728790756 |
| 141 | 9056 | 20633.5690169529 | -11577.5690169529 |
| 142 | 87957 | 78741.020255457 | 9215.97974454299 |
| 143 | 144470 | 118776.852752432 | 25693.1472475676 |
| 144 | 111408 | 127117.242170741 | -15709.2421707411 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 18 | 0.767128462552033 | 0.465743074895934 | 0.232871537447967 |
| 19 | 0.675641656255719 | 0.648716687488561 | 0.324358343744281 |
| 20 | 0.587755754511901 | 0.824488490976197 | 0.412244245488099 |
| 21 | 0.460174216488988 | 0.920348432977976 | 0.539825783511012 |
| 22 | 0.42607738583874 | 0.85215477167748 | 0.57392261416126 |
| 23 | 0.690934584831677 | 0.618130830336647 | 0.309065415168323 |
| 24 | 0.619360423942385 | 0.76127915211523 | 0.380639576057615 |
| 25 | 0.596837778998438 | 0.806324442003124 | 0.403162221001562 |
| 26 | 0.563854342285041 | 0.872291315429917 | 0.436145657714959 |
| 27 | 0.64598755520931 | 0.70802488958138 | 0.35401244479069 |
| 28 | 0.566174720586744 | 0.867650558826513 | 0.433825279413256 |
| 29 | 0.832983699651684 | 0.334032600696631 | 0.167016300348316 |
| 30 | 0.787000541679144 | 0.425998916641712 | 0.212999458320856 |
| 31 | 0.769725610741945 | 0.46054877851611 | 0.230274389258055 |
| 32 | 0.726939013723242 | 0.546121972553517 | 0.273060986276758 |
| 33 | 0.689601593728299 | 0.620796812543403 | 0.310398406271701 |
| 34 | 0.629061184047189 | 0.741877631905622 | 0.370938815952811 |
| 35 | 0.587611662319686 | 0.824776675360628 | 0.412388337680314 |
| 36 | 0.520649027801465 | 0.95870194439707 | 0.479350972198535 |
| 37 | 0.546567043642809 | 0.906865912714382 | 0.453432956357191 |
| 38 | 0.510643391760622 | 0.978713216478756 | 0.489356608239378 |
| 39 | 0.452932115073724 | 0.905864230147449 | 0.547067884926276 |
| 40 | 0.699607865841275 | 0.60078426831745 | 0.300392134158725 |
| 41 | 0.880796926023471 | 0.238406147953058 | 0.119203073976529 |
| 42 | 0.855283569457846 | 0.289432861084308 | 0.144716430542154 |
| 43 | 0.834221264494927 | 0.331557471010146 | 0.165778735505073 |
| 44 | 0.821515463752488 | 0.356969072495024 | 0.178484536247512 |
| 45 | 0.783771227116305 | 0.432457545767391 | 0.216228772883695 |
| 46 | 0.874277324557746 | 0.251445350884508 | 0.125722675442254 |
| 47 | 0.849242122743873 | 0.301515754512254 | 0.150757877256127 |
| 48 | 0.874384156252753 | 0.251231687494495 | 0.125615843747247 |
| 49 | 0.859136273651013 | 0.281727452697975 | 0.140863726348987 |
| 50 | 0.873660741056842 | 0.252678517886316 | 0.126339258943158 |
| 51 | 0.855748289481025 | 0.288503421037951 | 0.144251710518975 |
| 52 | 0.828074243836321 | 0.343851512327357 | 0.171925756163679 |
| 53 | 0.945185694540409 | 0.109628610919181 | 0.0548143054595905 |
| 54 | 0.971215353746371 | 0.057569292507259 | 0.0287846462536295 |
| 55 | 0.969873376282775 | 0.0602532474344502 | 0.0301266237172251 |
| 56 | 0.960187906057327 | 0.0796241878853468 | 0.0398120939426734 |
| 57 | 0.987724313348109 | 0.0245513733037813 | 0.0122756866518907 |
| 58 | 0.98269630788736 | 0.0346073842252792 | 0.0173036921126396 |
| 59 | 0.977362916329082 | 0.0452741673418361 | 0.0226370836709181 |
| 60 | 0.971095685432501 | 0.0578086291349978 | 0.0289043145674989 |
| 61 | 0.963231938969581 | 0.0735361220608383 | 0.0367680610304191 |
| 62 | 0.973550259693854 | 0.0528994806122912 | 0.0264497403061456 |
| 63 | 0.965439809695646 | 0.0691203806087082 | 0.0345601903043541 |
| 64 | 0.968310256722535 | 0.0633794865549291 | 0.0316897432774645 |
| 65 | 0.961760251491986 | 0.0764794970160281 | 0.0382397485080141 |
| 66 | 0.969282867362055 | 0.0614342652758895 | 0.0307171326379448 |
| 67 | 0.981542436324229 | 0.0369151273515419 | 0.018457563675771 |
| 68 | 0.998011662371091 | 0.00397667525781896 | 0.00198833762890948 |
| 69 | 0.997102180334035 | 0.00579563933193067 | 0.00289781966596533 |
| 70 | 0.995741478739074 | 0.00851704252185165 | 0.00425852126092582 |
| 71 | 0.993897878705835 | 0.0122042425883308 | 0.00610212129416541 |
| 72 | 0.994350112491709 | 0.0112997750165827 | 0.00564988750829134 |
| 73 | 0.992791583107489 | 0.0144168337850224 | 0.00720841689251121 |
| 74 | 0.990114995221747 | 0.0197700095565055 | 0.00988500477825275 |
| 75 | 0.993288637368196 | 0.0134227252636076 | 0.00671136263180379 |
| 76 | 0.992905090838432 | 0.0141898183231354 | 0.0070949091615677 |
| 77 | 0.993546468798561 | 0.0129070624028778 | 0.00645353120143888 |
| 78 | 0.999947794285589 | 0.000104411428821409 | 5.22057144107044e-05 |
| 79 | 0.999908516054042 | 0.000182967891915581 | 9.14839459577907e-05 |
| 80 | 0.999856224828576 | 0.000287550342848459 | 0.000143775171424229 |
| 81 | 0.999760243916322 | 0.000479512167356396 | 0.000239756083678198 |
| 82 | 0.999999853746448 | 2.92507105042746e-07 | 1.46253552521373e-07 |
| 83 | 0.999999719351278 | 5.61297444440568e-07 | 2.80648722220284e-07 |
| 84 | 0.999999496569138 | 1.00686172497346e-06 | 5.03430862486728e-07 |
| 85 | 0.99999902443383 | 1.95113234003717e-06 | 9.75566170018583e-07 |
| 86 | 0.99999932722332 | 1.34555336073274e-06 | 6.72776680366372e-07 |
| 87 | 0.999999337189108 | 1.32562178421614e-06 | 6.62810892108072e-07 |
| 88 | 0.999999039405501 | 1.92118899840454e-06 | 9.6059449920227e-07 |
| 89 | 0.999998751335842 | 2.49732831636916e-06 | 1.24866415818458e-06 |
| 90 | 0.999997832620462 | 4.33475907679781e-06 | 2.16737953839891e-06 |
| 91 | 0.999995576535845 | 8.84692831025149e-06 | 4.42346415512574e-06 |
| 92 | 0.999996302305765 | 7.3953884706478e-06 | 3.6976942353239e-06 |
| 93 | 0.999992364495935 | 1.52710081295193e-05 | 7.63550406475966e-06 |
| 94 | 0.999984544757409 | 3.09104851824942e-05 | 1.54552425912471e-05 |
| 95 | 0.999991830371094 | 1.63392578128138e-05 | 8.1696289064069e-06 |
| 96 | 0.999996730133286 | 6.53973342784585e-06 | 3.26986671392293e-06 |
| 97 | 0.999994184862576 | 1.16302748479226e-05 | 5.8151374239613e-06 |
| 98 | 0.999988121168814 | 2.37576623718278e-05 | 1.18788311859139e-05 |
| 99 | 0.999984139368881 | 3.1721262238902e-05 | 1.5860631119451e-05 |
| 100 | 0.999999581554779 | 8.36890442696768e-07 | 4.18445221348384e-07 |
| 101 | 0.999999786364156 | 4.27271687975552e-07 | 2.13635843987776e-07 |
| 102 | 0.999999482047968 | 1.0359040636136e-06 | 5.17952031806802e-07 |
| 103 | 0.999999611603601 | 7.76792798981277e-07 | 3.88396399490639e-07 |
| 104 | 0.999999100204257 | 1.79959148558328e-06 | 8.99795742791639e-07 |
| 105 | 0.999998953208086 | 2.09358382747622e-06 | 1.04679191373811e-06 |
| 106 | 0.999997330738228 | 5.33852354310099e-06 | 2.66926177155049e-06 |
| 107 | 0.999998772202914 | 2.45559417187512e-06 | 1.22779708593756e-06 |
| 108 | 0.99999904084099 | 1.91831801932807e-06 | 9.59159009664033e-07 |
| 109 | 0.999997253339821 | 5.49332035780253e-06 | 2.74666017890127e-06 |
| 110 | 0.999992330050446 | 1.53398991071728e-05 | 7.66994955358642e-06 |
| 111 | 0.999994957387661 | 1.00852246774e-05 | 5.04261233870002e-06 |
| 112 | 0.999997288763175 | 5.42247364946689e-06 | 2.71123682473344e-06 |
| 113 | 0.999991820843916 | 1.63583121688525e-05 | 8.17915608442624e-06 |
| 114 | 0.999975842546252 | 4.83149074960414e-05 | 2.41574537480207e-05 |
| 115 | 0.999929770803776 | 0.000140458392447868 | 7.02291962239339e-05 |
| 116 | 0.999802665509488 | 0.000394668981023874 | 0.000197334490511937 |
| 117 | 0.999997370841162 | 5.25831767539121e-06 | 2.6291588376956e-06 |
| 118 | 0.999999511815076 | 9.76369847858089e-07 | 4.88184923929045e-07 |
| 119 | 0.99999868977914 | 2.62044172004744e-06 | 1.31022086002372e-06 |
| 120 | 0.999992930500361 | 1.41389992782865e-05 | 7.06949963914326e-06 |
| 121 | 0.999974511565093 | 5.09768698136447e-05 | 2.54884349068223e-05 |
| 122 | 0.99986743516556 | 0.000265129668879353 | 0.000132564834439676 |
| 123 | 0.999957634663991 | 8.47306720176855e-05 | 4.23653360088428e-05 |
| 124 | 0.999787625585521 | 0.000424748828957095 | 0.000212374414478547 |
| 125 | 0.998623123540783 | 0.00275375291843463 | 0.00137687645921732 |
| 126 | 0.996651034783925 | 0.00669793043215044 | 0.00334896521607522 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 52 | 0.477064220183486 | NOK |
| 5% type I error level | 63 | 0.577981651376147 | NOK |
| 10% type I error level | 73 | 0.669724770642202 | NOK |
