| Multiple Linear Regression - Estimated Regression Equation |
| Y_t[t] = + 514.104778963949 + 0.000534649224895502X_1t[t] -0.46285149389158X_2t[t] + 0.450155640392255X_3t[t] + 0.0540785770561723X_4t[t] -0.00544057817373875X_5t[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) | 514.104778963949 | 36.16626 | 14.215 | 0 | 0 |
| X_1t | 0.000534649224895502 | 0.000152 | 3.5097 | 0.001799 | 0.000899 |
| X_2t | -0.46285149389158 | 0.163128 | -2.8373 | 0.009102 | 0.004551 |
| X_3t | 0.450155640392255 | 0.000309 | 1455.407 | 0 | 0 |
| X_4t | 0.0540785770561723 | 0.067261 | 0.804 | 0.429286 | 0.214643 |
| X_5t | -0.00544057817373875 | 0.007247 | -0.7507 | 0.460108 | 0.230054 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999994808473724 |
| R-squared | 0.9999896169744 |
| Adjusted R-squared | 0.999987453844067 |
| F-TEST (value) | 462288.194832261 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 24 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 23.4116062377444 |
| Sum Squared Residuals | 13154.4793591487 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 33907 | 33878.9028119316 | 28.0971880683889 |
| 2 | 35981 | 36008.3619951536 | -27.3619951535968 |
| 3 | 36588 | 36584.7418617027 | 3.25813829731563 |
| 4 | 16967 | 16940.966489776 | 26.0335102239514 |
| 5 | 25333 | 25321.5435374221 | 11.4564625778747 |
| 6 | 21027 | 20995.3440030973 | 31.6559969027297 |
| 7 | 21114 | 21148.1857516559 | -34.1857516559108 |
| 8 | 28777 | 28776.8011469195 | 0.198853080455425 |
| 9 | 35612 | 35584.0275339201 | 27.972466079871 |
| 10 | 24183 | 24188.3032065393 | -5.30320653925226 |
| 11 | 22262 | 22262.506462222 | -0.506462222044018 |
| 12 | 20637 | 20662.1768641291 | -25.1768641290911 |
| 13 | 29948 | 29981.679931696 | -33.6799316960256 |
| 14 | 22093 | 22114.1567173493 | -21.156717349326 |
| 15 | 36997 | 37005.1954743371 | -8.19547433713869 |
| 16 | 31089 | 31125.1534296598 | -36.153429659842 |
| 17 | 19477 | 19472.9171687428 | 4.08283125724715 |
| 18 | 31301 | 31320.8000527652 | -19.8000527651869 |
| 19 | 18497 | 18491.887972731 | 5.11202726903764 |
| 20 | 30142 | 30148.6589350533 | -6.65893505332941 |
| 21 | 21326 | 21329.2558743448 | -3.25587434484886 |
| 22 | 16779 | 16778.5003315561 | 0.499668443889255 |
| 23 | 38068 | 38052.2077803916 | 15.7922196084393 |
| 24 | 29707 | 29716.8712688073 | -9.87126880730701 |
| 25 | 35016 | 35024.8013262233 | -8.80132622328378 |
| 26 | 26131 | 26128.2710536196 | 2.72894638038983 |
| 27 | 29251 | 29209.1817432907 | 41.8182567093252 |
| 28 | 22855 | 22846.0307937934 | 8.96920620660323 |
| 29 | 31806 | 31768.011101055 | 37.9888989450275 |
| 30 | 34124 | 34129.5573801144 | -5.55738011436272 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.415098311526569 | 0.830196623053138 | 0.584901688473431 |
| 10 | 0.487717340222783 | 0.975434680445566 | 0.512282659777217 |
| 11 | 0.412387314111993 | 0.824774628223986 | 0.587612685888007 |
| 12 | 0.354468754553556 | 0.708937509107111 | 0.645531245446444 |
| 13 | 0.768414255530066 | 0.463171488939868 | 0.231585744469934 |
| 14 | 0.760292507277967 | 0.479414985444067 | 0.239707492722033 |
| 15 | 0.67009215564766 | 0.65981568870468 | 0.32990784435234 |
| 16 | 0.801100563857193 | 0.397798872285613 | 0.198899436142807 |
| 17 | 0.699839489648297 | 0.600321020703406 | 0.300160510351703 |
| 18 | 0.76963718250529 | 0.46072563498942 | 0.23036281749471 |
| 19 | 0.666269752037707 | 0.667460495924586 | 0.333730247962293 |
| 20 | 0.505612311746149 | 0.988775376507703 | 0.494387688253851 |
| 21 | 0.565149584064371 | 0.869700831871258 | 0.434850415935629 |
| 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 |
