| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 572.83488800214 -0.000146008298080128X1[t] -0.630378069393324X2[t] + 0.450256139727406X3[t] + 0.0365924346513837X4[t] -0.00809979353242481`X5 `[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) | 572.83488800214 | 39.595589 | 14.4671 | 0 | 0 |
| X1 | -0.000146008298080128 | 0.00019 | -0.7666 | 0.45081 | 0.225405 |
| X2 | -0.630378069393324 | 0.188914 | -3.3369 | 0.002753 | 0.001376 |
| X3 | 0.450256139727406 | 0.000389 | 1157.1047 | 0 | 0 |
| X4 | 0.0365924346513837 | 0.08158 | 0.4485 | 0.657782 | 0.328891 |
| `X5 ` | -0.00809979353242481 | 0.008937 | -0.9063 | 0.373767 | 0.186884 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999992331728976 |
| R-squared | 0.999984663516755 |
| Adjusted R-squared | 0.999981468416079 |
| F-TEST (value) | 312974.383256124 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 24 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 28.4532671102599 |
| Sum Squared Residuals | 19430.1218219471 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 33907 | 33905.4379295097 | 1.56207049032452 |
| 2 | 35981 | 36006.5233704825 | -25.523370482484 |
| 3 | 36588 | 36591.1327598573 | -3.13275985730758 |
| 4 | 16967 | 16929.3423335142 | 37.6576664858072 |
| 5 | 25333 | 25314.9825473449 | 18.0174526551017 |
| 6 | 21027 | 21006.8196682093 | 20.1803317907115 |
| 7 | 21114 | 21168.1865008444 | -54.1865008443737 |
| 8 | 28777 | 28757.9305383585 | 19.0694616414676 |
| 9 | 35612 | 35596.9323101137 | 15.0676898863351 |
| 10 | 24183 | 24169.8042401387 | 13.1957598612586 |
| 11 | 22262 | 22262.6935562304 | -0.693556230366313 |
| 12 | 20637 | 20660.5363198477 | -23.5363198477489 |
| 13 | 29948 | 30002.2872490294 | -54.2872490293551 |
| 14 | 22093 | 22110.5563583762 | -17.5563583762373 |
| 15 | 36997 | 36981.6185811907 | 15.3814188092548 |
| 16 | 31089 | 31106.9257619196 | -17.9257619196433 |
| 17 | 19477 | 19454.3491992479 | 22.6508007521272 |
| 18 | 31301 | 31342.6656590804 | -41.6656590803559 |
| 19 | 18497 | 18494.8532584233 | 2.14674157672846 |
| 20 | 30142 | 30152.6984426177 | -10.6984426176812 |
| 21 | 21326 | 21346.42326735 | -20.4232673500205 |
| 22 | 16779 | 16791.0311509395 | -12.0311509395281 |
| 23 | 38068 | 38068.9558884401 | -0.955888440056607 |
| 24 | 29707 | 29721.7227234828 | -14.7227234827574 |
| 25 | 35016 | 35011.4658072055 | 4.53419279454071 |
| 26 | 26131 | 26099.7598528604 | 31.240147139598 |
| 27 | 29251 | 29210.8230355269 | 40.1769644731229 |
| 28 | 22855 | 22857.1248395458 | -2.12483954579336 |
| 29 | 31806 | 31753.590346311 | 52.409653688992 |
| 30 | 34124 | 34117.8265040017 | 6.17349599833911 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.592272302228429 | 0.815455395543143 | 0.407727697771571 |
| 10 | 0.42245982786947 | 0.844919655738939 | 0.57754017213053 |
| 11 | 0.33221181008841 | 0.66442362017682 | 0.66778818991159 |
| 12 | 0.208522779664031 | 0.417045559328062 | 0.791477220335969 |
| 13 | 0.83974233324847 | 0.320515333503061 | 0.16025766675153 |
| 14 | 0.786625780334618 | 0.426748439330764 | 0.213374219665382 |
| 15 | 0.75112154697606 | 0.49775690604788 | 0.24887845302394 |
| 16 | 0.86994249236663 | 0.26011501526674 | 0.13005750763337 |
| 17 | 0.891152454275523 | 0.217695091448953 | 0.108847545724477 |
| 18 | 0.880709097725263 | 0.238581804549473 | 0.119290902274737 |
| 19 | 0.856766297298946 | 0.286467405402107 | 0.143233702701054 |
| 20 | 0.73593502045802 | 0.52812995908396 | 0.26406497954198 |
| 21 | 0.698214225189232 | 0.603571549621536 | 0.301785774810768 |
| 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 |
