Multiple Linear Regression - Estimated Regression Equation |
O[t] = + 17.4684655763519 -0.059366346176821CM[t] + 0.21678958425354D[t] -0.133176572068144PE[t] -0.253140065700683PC[t] + 0.395987020465247PS[t] -0.0148718920049206t + 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) | 17.4684655763519 | 2.042261 | 8.5535 | 0 | 0 |
CM | -0.059366346176821 | 0.062074 | -0.9564 | 0.340397 | 0.170199 |
D | 0.21678958425354 | 0.110801 | 1.9566 | 0.052231 | 0.026115 |
PE | -0.133176572068144 | 0.102779 | -1.2958 | 0.197025 | 0.098512 |
PC | -0.253140065700683 | 0.128304 | -1.973 | 0.050313 | 0.025157 |
PS | 0.395987020465247 | 0.075181 | 5.2671 | 0 | 0 |
t | -0.0148718920049206 | 0.006034 | -2.4646 | 0.014829 | 0.007414 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.502249529664989 |
R-squared | 0.252254590048702 |
Adjusted R-squared | 0.222738323866414 |
F-TEST (value) | 8.5462906619291 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 5.24699078630064e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.44273447491298 |
Sum Squared Residuals | 1801.56794104266 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 26 | 24.064920965661 | 1.93507903433902 |
2 | 23 | 25.2815675462592 | -2.28156754625918 |
3 | 25 | 25.3058478840459 | -0.305847884045926 |
4 | 23 | 23.1087259307447 | -0.108725930744716 |
5 | 19 | 22.8951635532844 | -3.89516355328441 |
6 | 29 | 23.9388836535416 | 5.06111634645843 |
7 | 25 | 25.7671042073953 | -0.767104207395302 |
8 | 21 | 23.6425327835159 | -2.64253278351593 |
9 | 22 | 23.0963376883682 | -1.09633768836818 |
10 | 25 | 23.5076557310652 | 1.49234426893478 |
11 | 24 | 21.3793139890044 | 2.6206860109956 |
12 | 18 | 20.9720150767733 | -2.97201507677327 |
13 | 22 | 19.5874840494717 | 2.41251595052833 |
14 | 15 | 21.7720459492998 | -6.77204594929977 |
15 | 22 | 24.3572160827604 | -2.35721608276036 |
16 | 28 | 25.0667181959023 | 2.93328180409774 |
17 | 20 | 23.1549211111529 | -3.15492111115287 |
18 | 12 | 20.0983484697977 | -8.09834846979775 |
19 | 24 | 22.4086216439225 | 1.59137835607748 |
20 | 20 | 22.4248842071563 | -2.42488420715633 |
21 | 21 | 24.1696068479225 | -3.16960684792246 |
22 | 20 | 21.7254699401245 | -1.72546994012447 |
23 | 21 | 20.1992855745841 | 0.80071442541585 |
24 | 23 | 22.0771177383895 | 0.922882261610534 |
25 | 28 | 22.7830707166081 | 5.21692928339187 |
26 | 24 | 22.6980438177955 | 1.30195618220447 |
27 | 24 | 24.2138903633694 | -0.213890363369409 |
28 | 24 | 21.2706629494304 | 2.72933705056958 |
29 | 23 | 22.7768300973705 | 0.223169902629514 |
30 | 23 | 23.4257658086257 | -0.425765808625657 |
31 | 29 | 24.9327864273048 | 4.06721357269515 |
32 | 24 | 22.8252829094895 | 1.17471709051053 |
33 | 18 | 25.6395985341433 | -7.63959853414328 |
34 | 25 | 26.5144645979578 | -1.5144645979578 |
35 | 21 | 23.2472409246222 | -2.24724092462217 |
36 | 26 | 27.2681817852479 | -1.26818178524791 |
37 | 22 | 25.7140086053332 | -3.71400860533322 |
38 | 22 | 23.4681646825109 | -1.46816468251095 |
39 | 22 | 23.2429912089363 | -1.24299120893634 |
40 | 23 | 26.1044305215467 | -3.10443052154669 |
41 | 30 | 23.5392317224349 | 6.46076827756508 |
42 | 23 | 23.2458356659081 | -0.245835665908053 |
43 | 17 | 19.4493250113788 | -2.44932501137878 |
44 | 23 | 24.2591307314488 | -1.25913073144876 |
45 | 23 | 24.718575640939 | -1.71857564093898 |
46 | 25 | 22.9250159534656 | 2.07498404653438 |
47 | 24 | 21.3491076105474 | 2.65089238945262 |
48 | 24 | 27.7847346279007 | -3.7847346279007 |
49 | 23 | 23.4624507927264 | -0.462450792726373 |
50 | 21 | 24.2581925201565 | -3.2581925201565 |
51 | 24 | 26.0643657791175 | -2.06436577911748 |
52 | 24 | 22.2701272585421 | 1.72987274145789 |
53 | 28 | 21.9573252379718 | 6.04267476202816 |
54 | 16 | 21.4412767174295 | -5.44127671742951 |
55 | 20 | 20.3431420674669 | -0.343142067466901 |
56 | 29 | 23.7908283195178 | 5.20917168048223 |
57 | 27 | 24.15502710039 | 2.84497289961 |
58 | 22 | 23.4513607170967 | -1.45136071709669 |
59 | 28 | 24.1630730666702 | 3.83692693332979 |
60 | 16 | 20.7842692974064 | -4.7842692974064 |
61 | 25 | 23.1304675723697 | 1.86953242763029 |
62 | 24 | 23.7211635049449 | 0.278836495055051 |
63 | 28 | 23.8722868360319 | 4.12771316396808 |
64 | 24 | 24.4263501754649 | -0.426350175464861 |
65 | 23 | 22.869135744386 | 0.130864255614047 |
66 | 30 | 26.9612902489942 | 3.03870975100577 |
67 | 24 | 21.5876603864495 | 2.41233961355052 |
68 | 21 | 24.2155561910099 | -3.2155561910099 |
69 | 25 | 23.3994197816712 | 1.60058021832883 |
70 | 25 | 24.0344043325361 | 0.965595667463887 |
71 | 22 | 21.0342613096623 | 0.965738690337692 |
72 | 23 | 22.565992854172 | 0.434007145828005 |
73 | 26 | 22.9686737132033 | 3.0313262867967 |
74 | 23 | 21.8241477434297 | 1.17585225657035 |
75 | 25 | 23.1438414700723 | 1.85615852992771 |
76 | 21 | 21.4371726833282 | -0.437172683328207 |
77 | 25 | 23.6522131699041 | 1.34778683009587 |
78 | 24 | 22.2322215912726 | 1.76777840872739 |
79 | 29 | 23.5179157660598 | 5.48208423394016 |
80 | 22 | 23.6506816303374 | -1.65068163033742 |
81 | 27 | 23.5704499591745 | 3.42955004082551 |
82 | 26 | 19.722830235841 | 6.27716976415897 |
83 | 22 | 21.3562177076211 | 0.643782292378905 |
84 | 24 | 22.0036660999645 | 1.99633390003548 |
85 | 27 | 23.0666234572075 | 3.93337654279254 |
86 | 24 | 21.3444098173143 | 2.65559018268571 |
87 | 24 | 24.6608334555894 | -0.660833455589398 |
88 | 29 | 24.1882898632981 | 4.81171013670194 |
89 | 22 | 22.1009479856673 | -0.100947985667271 |
90 | 21 | 20.5316105842715 | 0.468389415728455 |
91 | 24 | 20.4488393962061 | 3.55116060379393 |
92 | 24 | 21.5300363894891 | 2.46996361051086 |
93 | 23 | 21.7876933786466 | 1.21230662135342 |
94 | 20 | 22.1275694295439 | -2.12756942954389 |
95 | 27 | 21.1981659968205 | 5.80183400317952 |
96 | 26 | 23.2054989079822 | 2.79450109201783 |
97 | 25 | 21.8271634979598 | 3.17283650204017 |
98 | 21 | 19.9885290601733 | 1.0114709398267 |
99 | 21 | 20.576960992439 | 0.423039007561034 |
100 | 19 | 20.2144630083883 | -1.2144630083883 |
101 | 21 | 21.3475265969951 | -0.347526596995136 |
102 | 21 | 20.9853586187903 | 0.0146413812096628 |
103 | 16 | 19.5584249175939 | -3.5584249175939 |
104 | 22 | 20.3741894424269 | 1.6258105575731 |
105 | 29 | 21.4999425928665 | 7.50005740713355 |
106 | 15 | 21.4440772756156 | -6.44407727561556 |
107 | 17 | 20.3888167239287 | -3.38881672392871 |
108 | 15 | 19.6496724848056 | -4.64967248480563 |
109 | 21 | 21.3278500194504 | -0.327850019450361 |
110 | 21 | 20.6812297983111 | 0.318770201688874 |
111 | 19 | 18.9539586993263 | 0.046041300673684 |
112 | 24 | 17.8341330797541 | 6.16586692024592 |
113 | 20 | 21.7961238039561 | -1.79612380395608 |
114 | 17 | 24.4842650194948 | -7.48426501949476 |
115 | 23 | 24.1583086799554 | -1.15830867995539 |
116 | 24 | 21.8465129033612 | 2.1534870966388 |
117 | 14 | 21.5117844008051 | -7.5117844008051 |
118 | 19 | 22.2913507280418 | -3.29135072804181 |
119 | 24 | 21.6854112308025 | 2.31458876919748 |
120 | 13 | 19.9510554657143 | -6.95105546571428 |
121 | 22 | 24.6828942962343 | -2.68289429623433 |
122 | 16 | 20.5693313552517 | -4.56933135525173 |
123 | 19 | 22.6188802033758 | -3.61888020337582 |
124 | 25 | 22.0700130318097 | 2.92998696819027 |
125 | 25 | 23.5036705358378 | 1.4963294641622 |
126 | 23 | 20.8185708659907 | 2.18142913400929 |
127 | 24 | 22.7909452398543 | 1.20905476014574 |
128 | 26 | 22.7758475757855 | 3.22415242421453 |
129 | 26 | 20.8222879485798 | 5.1777120514202 |
130 | 25 | 23.4166840851681 | 1.58331591483193 |
131 | 18 | 21.5867258661787 | -3.58672586617873 |
132 | 21 | 19.2191734881759 | 1.78082651182413 |
133 | 26 | 22.8094411624211 | 3.19055883757895 |
134 | 23 | 21.1767041398501 | 1.82329586014985 |
135 | 23 | 19.0945156655305 | 3.90548433446945 |
136 | 22 | 21.8213582921081 | 0.178641707891905 |
137 | 20 | 21.5874808656089 | -1.5874808656089 |
138 | 13 | 21.2551966611107 | -8.25519666111074 |
139 | 24 | 20.5657093503366 | 3.43429064966338 |
140 | 15 | 20.7213804063778 | -5.72138040637781 |
141 | 14 | 22.2564443286843 | -8.25644432868427 |
142 | 22 | 23.1317158928542 | -1.13171589285421 |
143 | 10 | 17.0087352770752 | -7.0087352770752 |
144 | 24 | 23.449854718523 | 0.550145281477033 |
145 | 22 | 20.9427715840559 | 1.05722841594408 |
146 | 24 | 24.7520455181703 | -0.752045518170322 |
147 | 19 | 20.7504601735956 | -1.75046017359557 |
148 | 20 | 21.1100095714849 | -1.11000957148492 |
149 | 13 | 16.3372891356001 | -3.33728913560006 |
150 | 20 | 19.1898065770962 | 0.810193422903831 |
151 | 22 | 22.1054696978879 | -0.105469697887947 |
152 | 24 | 22.3620564591798 | 1.63794354082021 |
153 | 29 | 22.2367654918252 | 6.76323450817484 |
154 | 12 | 19.9636818356675 | -7.96368183566751 |
155 | 20 | 19.9100170145359 | 0.0899829854640951 |
156 | 21 | 20.3639463546099 | 0.63605364539008 |
157 | 24 | 22.5200006909888 | 1.47999930901117 |
158 | 22 | 20.8135768311869 | 1.18642316881314 |
159 | 20 | 16.8832947915483 | 3.11670520845174 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.680450223902582 | 0.639099552194837 | 0.319549776097418 |
11 | 0.635984546996439 | 0.728030906007122 | 0.364015453003561 |
12 | 0.577322827957608 | 0.845354344084783 | 0.422677172042392 |
13 | 0.581068405323667 | 0.837863189352666 | 0.418931594676333 |
14 | 0.73390627518273 | 0.532187449634541 | 0.26609372481727 |
15 | 0.653079843776733 | 0.693840312446534 | 0.346920156223267 |
16 | 0.652192143607114 | 0.695615712785772 | 0.347807856392886 |
17 | 0.566207033561846 | 0.867585932876309 | 0.433792966438154 |
18 | 0.710150490897466 | 0.579699018205069 | 0.289849509102534 |
19 | 0.648191463167074 | 0.703617073665853 | 0.351808536832926 |
20 | 0.594530476217182 | 0.810939047565636 | 0.405469523782818 |
21 | 0.525089666204278 | 0.949820667591444 | 0.474910333795722 |
22 | 0.451523569787597 | 0.903047139575195 | 0.548476430212403 |
23 | 0.440215606759447 | 0.880431213518894 | 0.559784393240553 |
24 | 0.490098652726699 | 0.980197305453397 | 0.509901347273301 |
25 | 0.660631160282358 | 0.678737679435285 | 0.339368839717642 |
26 | 0.596398043077134 | 0.807203913845732 | 0.403601956922866 |
27 | 0.532967872116531 | 0.934064255766937 | 0.467032127883469 |
28 | 0.512652082650983 | 0.974695834698033 | 0.487347917349017 |
29 | 0.448314460200061 | 0.896628920400123 | 0.551685539799939 |
30 | 0.38722174869975 | 0.7744434973995 | 0.61277825130025 |
31 | 0.387811489547507 | 0.775622979095014 | 0.612188510452493 |
32 | 0.327885532975002 | 0.655771065950004 | 0.672114467024998 |
33 | 0.597865908094353 | 0.804268183811294 | 0.402134091905647 |
34 | 0.556715814545883 | 0.886568370908233 | 0.443284185454116 |
35 | 0.52690067555812 | 0.94619864888376 | 0.47309932444188 |
36 | 0.471589141540206 | 0.943178283080412 | 0.528410858459794 |
37 | 0.457660319302905 | 0.91532063860581 | 0.542339680697095 |
38 | 0.406076584096374 | 0.812153168192749 | 0.593923415903626 |
39 | 0.357738344937554 | 0.715476689875107 | 0.642261655062446 |
40 | 0.33524549362302 | 0.67049098724604 | 0.66475450637698 |
41 | 0.499536270408898 | 0.999072540817795 | 0.500463729591102 |
42 | 0.44576727214139 | 0.89153454428278 | 0.55423272785861 |
43 | 0.418199228089768 | 0.836398456179535 | 0.581800771910232 |
44 | 0.371840279816575 | 0.74368055963315 | 0.628159720183425 |
45 | 0.333037345135403 | 0.666074690270805 | 0.666962654864597 |
46 | 0.306540999150889 | 0.613081998301779 | 0.69345900084911 |
47 | 0.282763625550194 | 0.565527251100388 | 0.717236374449806 |
48 | 0.279287011927953 | 0.558574023855906 | 0.720712988072047 |
49 | 0.242666884893964 | 0.485333769787928 | 0.757333115106036 |
50 | 0.243302621148881 | 0.486605242297762 | 0.756697378851119 |
51 | 0.223717998676663 | 0.447435997353326 | 0.776282001323337 |
52 | 0.194148224271929 | 0.388296448543858 | 0.80585177572807 |
53 | 0.261284270094502 | 0.522568540189004 | 0.738715729905498 |
54 | 0.34129915035004 | 0.68259830070008 | 0.65870084964996 |
55 | 0.325844433704422 | 0.651688867408844 | 0.674155566295578 |
56 | 0.385933681890316 | 0.771867363780632 | 0.614066318109684 |
57 | 0.362759712377965 | 0.72551942475593 | 0.637240287622035 |
58 | 0.332672250738428 | 0.665344501476856 | 0.667327749261572 |
59 | 0.332673707087912 | 0.665347414175824 | 0.667326292912088 |
60 | 0.413942083191981 | 0.827884166383961 | 0.586057916808019 |
61 | 0.370202178994205 | 0.740404357988411 | 0.629797821005795 |
62 | 0.328403442065223 | 0.656806884130445 | 0.671596557934777 |
63 | 0.329885821769879 | 0.659771643539758 | 0.670114178230121 |
64 | 0.296427536519409 | 0.592855073038818 | 0.703572463480591 |
65 | 0.258087037189133 | 0.516174074378267 | 0.741912962810867 |
66 | 0.241939008092637 | 0.483878016185274 | 0.758060991907363 |
67 | 0.214043776263457 | 0.428087552526915 | 0.785956223736543 |
68 | 0.236880230056862 | 0.473760460113723 | 0.763119769943138 |
69 | 0.20407191470964 | 0.40814382941928 | 0.79592808529036 |
70 | 0.172207106592652 | 0.344414213185303 | 0.827792893407348 |
71 | 0.144173729847397 | 0.288347459694794 | 0.855826270152603 |
72 | 0.119834347787419 | 0.239668695574838 | 0.880165652212581 |
73 | 0.104200550249152 | 0.208401100498304 | 0.895799449750848 |
74 | 0.0846771706516799 | 0.16935434130336 | 0.91532282934832 |
75 | 0.0688722752200007 | 0.137744550440001 | 0.93112772478 |
76 | 0.0576025525859482 | 0.115205105171896 | 0.942397447414052 |
77 | 0.0456198367978948 | 0.0912396735957896 | 0.954380163202105 |
78 | 0.0355472037893022 | 0.0710944075786044 | 0.964452796210698 |
79 | 0.0405978269243494 | 0.0811956538486989 | 0.95940217307565 |
80 | 0.0373198682695846 | 0.0746397365391692 | 0.962680131730415 |
81 | 0.0312864294062717 | 0.0625728588125433 | 0.968713570593728 |
82 | 0.0415270526715279 | 0.0830541053430559 | 0.958472947328472 |
83 | 0.0324367301794564 | 0.0648734603589127 | 0.967563269820544 |
84 | 0.0253926836340081 | 0.0507853672680161 | 0.974607316365992 |
85 | 0.0233181897516909 | 0.0466363795033817 | 0.97668181024831 |
86 | 0.0184557083726284 | 0.0369114167452568 | 0.981544291627372 |
87 | 0.0150337845441562 | 0.0300675690883125 | 0.984966215455844 |
88 | 0.0154610710606839 | 0.0309221421213678 | 0.984538928939316 |
89 | 0.0130056647435021 | 0.0260113294870042 | 0.986994335256498 |
90 | 0.00983515067279133 | 0.0196703013455827 | 0.990164849327209 |
91 | 0.00840214339541543 | 0.0168042867908309 | 0.991597856604585 |
92 | 0.00686449231056665 | 0.0137289846211333 | 0.993135507689433 |
93 | 0.00505838765009745 | 0.0101167753001949 | 0.994941612349903 |
94 | 0.00482075544927399 | 0.00964151089854798 | 0.995179244550726 |
95 | 0.00719271638049006 | 0.0143854327609801 | 0.99280728361951 |
96 | 0.00587184626345409 | 0.0117436925269082 | 0.994128153736546 |
97 | 0.00502376309309222 | 0.0100475261861844 | 0.994976236906908 |
98 | 0.00385119678426691 | 0.00770239356853381 | 0.996148803215733 |
99 | 0.00291177044409987 | 0.00582354088819973 | 0.9970882295559 |
100 | 0.0024255816874207 | 0.0048511633748414 | 0.99757441831258 |
101 | 0.00191256833383417 | 0.00382513666766835 | 0.998087431666166 |
102 | 0.00140812827315076 | 0.00281625654630153 | 0.99859187172685 |
103 | 0.00173541208573881 | 0.00347082417147762 | 0.998264587914261 |
104 | 0.00135770159401232 | 0.00271540318802464 | 0.998642298405988 |
105 | 0.00596291985149438 | 0.0119258397029888 | 0.994037080148506 |
106 | 0.0144736692877781 | 0.0289473385755562 | 0.985526330712222 |
107 | 0.0153006489935963 | 0.0306012979871925 | 0.984699351006404 |
108 | 0.0208411750588294 | 0.0416823501176589 | 0.97915882494117 |
109 | 0.0163117021657954 | 0.0326234043315908 | 0.983688297834205 |
110 | 0.0118968127947449 | 0.0237936255894899 | 0.988103187205255 |
111 | 0.00864692791493295 | 0.0172938558298659 | 0.991353072085067 |
112 | 0.0249343415991939 | 0.0498686831983878 | 0.975065658400806 |
113 | 0.0250773923575804 | 0.0501547847151607 | 0.97492260764242 |
114 | 0.061951222052911 | 0.123902444105822 | 0.938048777947089 |
115 | 0.0533024591081406 | 0.106604918216281 | 0.94669754089186 |
116 | 0.0450105889253199 | 0.0900211778506398 | 0.95498941107468 |
117 | 0.116099901786624 | 0.232199803573248 | 0.883900098213376 |
118 | 0.110022546252399 | 0.220045092504798 | 0.8899774537476 |
119 | 0.09882388731907 | 0.19764777463814 | 0.90117611268093 |
120 | 0.170298309360065 | 0.340596618720131 | 0.829701690639935 |
121 | 0.167887378513134 | 0.335774757026268 | 0.832112621486866 |
122 | 0.212322430705873 | 0.424644861411746 | 0.787677569294127 |
123 | 0.212549501662186 | 0.425099003324372 | 0.787450498337814 |
124 | 0.202595743644363 | 0.405191487288725 | 0.797404256355637 |
125 | 0.177262688528817 | 0.354525377057635 | 0.822737311471183 |
126 | 0.143970194470237 | 0.287940388940475 | 0.856029805529763 |
127 | 0.114308395403421 | 0.228616790806843 | 0.885691604596579 |
128 | 0.1121201606485 | 0.224240321297001 | 0.8878798393515 |
129 | 0.15604693775075 | 0.312093875501499 | 0.84395306224925 |
130 | 0.136643414082242 | 0.273286828164485 | 0.863356585917758 |
131 | 0.116172198322327 | 0.232344396644654 | 0.883827801677673 |
132 | 0.104425661178245 | 0.208851322356489 | 0.895574338821755 |
133 | 0.103083906385061 | 0.206167812770122 | 0.896916093614939 |
134 | 0.0930289220764472 | 0.186057844152894 | 0.906971077923553 |
135 | 0.210219174148617 | 0.420438348297235 | 0.789780825851383 |
136 | 0.171437696748182 | 0.342875393496364 | 0.828562303251818 |
137 | 0.146613959230718 | 0.293227918461436 | 0.853386040769282 |
138 | 0.20460259777739 | 0.409205195554779 | 0.79539740222261 |
139 | 0.464282877494266 | 0.928565754988532 | 0.535717122505734 |
140 | 0.410398047063312 | 0.820796094126623 | 0.589601952936688 |
141 | 0.565461332019032 | 0.869077335961936 | 0.434538667980968 |
142 | 0.476837148829576 | 0.953674297659152 | 0.523162851170424 |
143 | 0.648440828701084 | 0.703118342597833 | 0.351559171298916 |
144 | 0.603518416498862 | 0.792963167002276 | 0.396481583501138 |
145 | 0.513747415406566 | 0.972505169186867 | 0.486252584593434 |
146 | 0.409838013852134 | 0.819676027704269 | 0.590161986147866 |
147 | 0.415303853624173 | 0.830607707248346 | 0.584696146375827 |
148 | 0.285548084201274 | 0.571096168402547 | 0.714451915798726 |
149 | 0.198960259016768 | 0.397920518033536 | 0.801039740983232 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 8 | 0.0571428571428571 | NOK |
5% type I error level | 28 | 0.2 | NOK |
10% type I error level | 38 | 0.271428571428571 | NOK |