Multiple Linear Regression - Estimated Regression Equation |
x1[t] = + 12.5335133176914 + 0.0081609339403342x2[t] + 0.000547364246523704x3[t] -0.312252717491008x4[t] -0.0115497060273195x5[t] -0.0101435573362954t + 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) | 12.5335133176914 | 2.101637 | 5.9637 | 0 | 0 |
x2 | 0.0081609339403342 | 0.007147 | 1.1419 | 0.2593 | 0.12965 |
x3 | 0.000547364246523704 | 0.000731 | 0.7488 | 0.457702 | 0.228851 |
x4 | -0.312252717491008 | 0.238966 | -1.3067 | 0.197678 | 0.098839 |
x5 | -0.0115497060273195 | 0.006391 | -1.8071 | 0.077152 | 0.038576 |
t | -0.0101435573362954 | 0.019802 | -0.5123 | 0.610869 | 0.305434 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.385302816744244 |
R-squared | 0.148458260591049 |
Adjusted R-squared | 0.0578687138454155 |
F-TEST (value) | 1.6388012295492 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 47 |
p-value | 0.168303993876313 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.61370889576017 |
Sum Squared Residuals | 122.390650812009 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 8 | 9.21495624859957 | -1.21495624859957 |
2 | 9.300000191 | 8.92542217924076 | 0.374578011759243 |
3 | 7.5 | 9.9255139123048 | -2.4255139123048 |
4 | 8.899999619 | 10.3578949250371 | -1.45789530603707 |
5 | 10.19999981 | 8.37686033174298 | 1.82313947825703 |
6 | 8.300000191 | 8.7409434489087 | -0.440943257908699 |
7 | 8.800000191 | 8.58009924809779 | 0.219900942902206 |
8 | 8.800000191 | 9.45897319720401 | -0.658973006204008 |
9 | 10.69999981 | 8.84244623524899 | 1.85755357475101 |
10 | 11.69999981 | 9.58464856638572 | 2.11535124361428 |
11 | 8.5 | 7.23845661545017 | 1.26154338454983 |
12 | 8.300000191 | 8.82835021031739 | -0.528350019317385 |
13 | 8.199999809 | 9.31070683401074 | -1.11070702501074 |
14 | 7.900000095 | 8.33047435954804 | -0.430474264548038 |
15 | 10.30000019 | 9.61126258294993 | 0.688737607050072 |
16 | 7.400000095 | 8.42130855782202 | -1.02130846282202 |
17 | 9.600000381 | 8.84077410572051 | 0.759226275279493 |
18 | 9.300000191 | 8.67585360821321 | 0.624146582786789 |
19 | 10.60000038 | 8.79755760045982 | 1.80244277954018 |
20 | 9.699999809 | 9.14330967064767 | 0.556690138352328 |
21 | 11.60000038 | 10.3239418698831 | 1.27605851011693 |
22 | 8.100000381 | 9.94836339760364 | -1.84836301660364 |
23 | 9.800000191 | 10.0548044200362 | -0.254804229036235 |
24 | 7.400000095 | 8.83628619355341 | -1.43628609855341 |
25 | 9.399999619 | 9.18979802074296 | 0.210201598257043 |
26 | 11.19999981 | 9.88091689724257 | 1.31908291275743 |
27 | 9.100000381 | 9.35584596485424 | -0.255845583854243 |
28 | 10.5 | 9.02325587552956 | 1.47674412447044 |
29 | 11.89999962 | 10.3448566671865 | 1.5551429528135 |
30 | 8.399999619 | 8.96991814678289 | -0.569918527782893 |
31 | 5 | 8.92852840876828 | -3.92852840876828 |
32 | 9.800000191 | 9.50424034759839 | 0.295759843401612 |
33 | 9.800000191 | 9.55264760976897 | 0.247352581231035 |
34 | 10.80000019 | 9.67577890836301 | 1.12422128163699 |
35 | 10.10000038 | 9.41157491068823 | 0.688425469311775 |
36 | 10.89999962 | 10.3511031741919 | 0.548896445808116 |
37 | 9.199999809 | 8.48352707206753 | 0.716472736932472 |
38 | 8.300000191 | 10.0002709471759 | -1.70027075617587 |
39 | 7.300000191 | 8.53872136891775 | -1.23872117791775 |
40 | 9.399999619 | 9.56853442872644 | -0.16853480972644 |
41 | 9.399999619 | 9.40805522991312 | -0.0080556109131186 |
42 | 9.800000191 | 9.66157746927964 | 0.138422721720366 |
43 | 3.599999905 | 9.04710933525624 | -5.44710943025624 |
44 | 8.399999619 | 9.92929737584405 | -1.52929775684405 |
45 | 10.80000019 | 9.81272288474643 | 0.987277305253569 |
46 | 10.10000038 | 8.6179629398808 | 1.4820374401192 |
47 | 9 | 9.7060858848827 | -0.706085884882697 |
48 | 10 | 9.36467929772062 | 0.635320702279382 |
49 | 11.30000019 | 10.4130878922865 | 0.886912297713508 |
50 | 11.30000019 | 9.85854268699082 | 1.44145750300918 |
51 | 12.80000019 | 9.81177252524693 | 2.98822766475307 |
52 | 10 | 9.18727865261527 | 0.812721347384732 |
53 | 6.699999809 | 9.23310247274562 | -2.53310266374562 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.249576843988769 | 0.499153687977538 | 0.750423156011231 |
10 | 0.225186158444638 | 0.450372316889276 | 0.774813841555362 |
11 | 0.229680458284646 | 0.459360916569292 | 0.770319541715354 |
12 | 0.359504615780202 | 0.719009231560403 | 0.640495384219798 |
13 | 0.34275431210009 | 0.68550862420018 | 0.65724568789991 |
14 | 0.328738555723178 | 0.657477111446356 | 0.671261444276822 |
15 | 0.261361754404055 | 0.522723508808109 | 0.738638245595945 |
16 | 0.194598274617349 | 0.389196549234698 | 0.805401725382651 |
17 | 0.1353860825625 | 0.270772165124999 | 0.8646139174375 |
18 | 0.107095949240245 | 0.21419189848049 | 0.892904050759755 |
19 | 0.128054988521313 | 0.256109977042625 | 0.871945011478688 |
20 | 0.121600731400785 | 0.24320146280157 | 0.878399268599215 |
21 | 0.114264386022227 | 0.228528772044455 | 0.885735613977773 |
22 | 0.16702661657991 | 0.334053233159821 | 0.83297338342009 |
23 | 0.175846660452567 | 0.351693320905133 | 0.824153339547433 |
24 | 0.187872007126057 | 0.375744014252115 | 0.812127992873943 |
25 | 0.146592827582757 | 0.293185655165513 | 0.853407172417243 |
26 | 0.158854159634697 | 0.317708319269394 | 0.841145840365303 |
27 | 0.130179589839034 | 0.260359179678068 | 0.869820410160966 |
28 | 0.118740920728551 | 0.237481841457102 | 0.881259079271449 |
29 | 0.144282890150143 | 0.288565780300286 | 0.855717109849857 |
30 | 0.119498465507645 | 0.238996931015291 | 0.880501534492355 |
31 | 0.368324542738313 | 0.736649085476625 | 0.631675457261687 |
32 | 0.290896256546075 | 0.581792513092149 | 0.709103743453925 |
33 | 0.226175928192031 | 0.452351856384062 | 0.773824071807969 |
34 | 0.178144603314294 | 0.356289206628588 | 0.821855396685706 |
35 | 0.133429790171504 | 0.266859580343008 | 0.866570209828496 |
36 | 0.132552045024972 | 0.265104090049943 | 0.867447954975028 |
37 | 0.180190990056814 | 0.360381980113628 | 0.819809009943186 |
38 | 0.156700747011129 | 0.313401494022258 | 0.843299252988871 |
39 | 0.119635956530287 | 0.239271913060575 | 0.880364043469713 |
40 | 0.185844589839252 | 0.371689179678504 | 0.814155410160748 |
41 | 0.168931408088576 | 0.337862816177152 | 0.831068591911424 |
42 | 0.257795335945066 | 0.515590671890132 | 0.742204664054934 |
43 | 0.330746851237722 | 0.661493702475444 | 0.669253148762278 |
44 | 0.272804173698516 | 0.545608347397032 | 0.727195826301484 |
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 |