Multiple Linear Regression - Estimated Regression Equation |
TotalNrPV[t] = + 237.461438667181 + 2.50849145712768Month[t] + 2.06607219910297TotalNrCC[t] + 0.980194689633758TotalNrPRV[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) | 237.461438667181 | 310.497866 | 0.7648 | 0.447616 | 0.223808 |
Month | 2.50849145712768 | 30.143811 | 0.0832 | 0.933975 | 0.466988 |
TotalNrCC | 2.06607219910297 | 0.099679 | 20.7273 | 0 | 0 |
TotalNrPRV | 0.980194689633758 | 0.371096 | 2.6413 | 0.010683 | 0.005342 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.962578414896945 |
R-squared | 0.926557204825516 |
Adjusted R-squared | 0.92262276936974 |
F-TEST (value) | 235.499403978094 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 56 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 179.896512327582 |
Sum Squared Residuals | 1812314.28826717 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1167 | 1016.65353235698 | 150.346467643018 |
2 | 669 | 766.409019982306 | -97.4090199823057 |
3 | 1053 | 1065.87444469997 | -12.8744446999682 |
4 | 1939 | 2182.87055112177 | -243.870551121767 |
5 | 678 | 676.241622960623 | 1.75837703937675 |
6 | 321 | 514.424845200464 | -193.424845200464 |
7 | 2667 | 2943.50101575897 | -276.501015758975 |
8 | 345 | 509.00481898555 | -164.00481898555 |
9 | 1367 | 1520.22801217407 | -153.228012174066 |
10 | 1158 | 1182.79509749015 | -24.7950974901546 |
11 | 1385 | 1400.17413234017 | -15.1741323401717 |
12 | 1155 | 1038.89949664554 | 116.100503354456 |
13 | 1120 | 1201.47574212323 | -81.4757421232339 |
14 | 1703 | 1762.63096703167 | -59.6309670316725 |
15 | 1189 | 1107.4072543217 | 81.5927456783008 |
16 | 3083 | 2719.34776601487 | 363.652233985134 |
17 | 1357 | 1299.43595937219 | 57.5640406278112 |
18 | 1892 | 1907.99580070773 | -15.9958007077285 |
19 | 883 | 988.324207845007 | -105.324207845007 |
20 | 1627 | 1301.83876800948 | 325.161231990519 |
21 | 1412 | 1294.39204555283 | 117.60795444717 |
22 | 1900 | 2020.44757266152 | -120.447572661519 |
23 | 777 | 839.893419301531 | -62.8934193015313 |
24 | 904 | 933.529814491292 | -29.5298144912923 |
25 | 2115 | 2142.21225336984 | -27.2122533698354 |
26 | 1858 | 1771.95208402644 | 86.047915973561 |
27 | 1781 | 1758.59514412087 | 22.4048558791299 |
28 | 1286 | 1109.71374147159 | 176.286258528412 |
29 | 1035 | 1138.18697166857 | -103.186971668573 |
30 | 1557 | 1549.75825834778 | 7.24174165222234 |
31 | 1527 | 1527.6944226094 | -0.694422609400232 |
32 | 1220 | 1132.01780438238 | 87.9821956176213 |
33 | 1368 | 1375.78527456541 | -7.78527456541427 |
34 | 564 | 640.455249345745 | -76.4552493457454 |
35 | 1990 | 2032.80559521259 | -42.8055952125901 |
36 | 1557 | 1692.7781942304 | -135.778194230399 |
37 | 2057 | 1864.92533298607 | 192.074667013928 |
38 | 1111 | 1057.59982925731 | 53.400170742694 |
39 | 686 | 729.950138804869 | -43.9501388048686 |
40 | 2011 | 1883.4712454882 | 127.528754511798 |
41 | 2232 | 2525.14518753943 | -293.145187539427 |
42 | 1032 | 1230.41011424311 | -198.410114243107 |
43 | 1166 | 1247.27542827412 | -81.2754282741202 |
44 | 1020 | 926.476774002868 | 93.5232259971319 |
45 | 1735 | 2044.67361430803 | -309.673614308031 |
46 | 3623 | 3774.36669438908 | -151.366694389085 |
47 | 918 | 1002.72976770869 | -84.7297677086899 |
48 | 1579 | 1299.4650086833 | 279.534991316697 |
49 | 2790 | 2483.50784819005 | 306.492151809948 |
50 | 1496 | 1644.71043157317 | -148.71043157317 |
51 | 1108 | 992.23562527111 | 115.76437472889 |
52 | 496 | 735.062477892708 | -239.062477892708 |
53 | 1750 | 1537.93782344994 | 212.062176550057 |
54 | 744 | 809.978852492024 | -65.9788524920243 |
55 | 1101 | 1223.91453716497 | -122.914537164975 |
56 | 1612 | 1662.33521332171 | -50.3352133217143 |
57 | 1805 | 1301.53108088241 | 503.468919117594 |
58 | 2460 | 1973.16948012513 | 486.830519874872 |
59 | 1653 | 1731.15905414356 | -78.1590541435567 |
60 | 1234 | 1280.2175393075 | -46.2175393075005 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.503365433888021 | 0.993269132223958 | 0.496634566111979 |
8 | 0.472862677159917 | 0.945725354319833 | 0.527137322840084 |
9 | 0.333191709114794 | 0.666383418229589 | 0.666808290885206 |
10 | 0.23663800680082 | 0.47327601360164 | 0.76336199319918 |
11 | 0.168592419487381 | 0.337184838974762 | 0.831407580512619 |
12 | 0.179121201677387 | 0.358242403354774 | 0.820878798322613 |
13 | 0.113941051370781 | 0.227882102741562 | 0.886058948629219 |
14 | 0.0735485179134085 | 0.147097035826817 | 0.926451482086592 |
15 | 0.0746619101882772 | 0.149323820376554 | 0.925338089811723 |
16 | 0.454484262201445 | 0.908968524402889 | 0.545515737798555 |
17 | 0.400759229662058 | 0.801518459324116 | 0.599240770337942 |
18 | 0.314653814409932 | 0.629307628819865 | 0.685346185590068 |
19 | 0.254696788645194 | 0.509393577290388 | 0.745303211354806 |
20 | 0.45394379074308 | 0.90788758148616 | 0.54605620925692 |
21 | 0.397419330794221 | 0.794838661588442 | 0.602580669205779 |
22 | 0.339165614938787 | 0.678331229877574 | 0.660834385061213 |
23 | 0.274506499747456 | 0.549012999494912 | 0.725493500252544 |
24 | 0.215980017021476 | 0.431960034042953 | 0.784019982978524 |
25 | 0.160711814069105 | 0.321423628138211 | 0.839288185930895 |
26 | 0.126283864624301 | 0.252567729248602 | 0.873716135375699 |
27 | 0.0901518105074686 | 0.180303621014937 | 0.909848189492531 |
28 | 0.0839923709688149 | 0.16798474193763 | 0.916007629031185 |
29 | 0.0697758926159826 | 0.139551785231965 | 0.930224107384017 |
30 | 0.0488107245644027 | 0.0976214491288054 | 0.951189275435597 |
31 | 0.0323249731501245 | 0.064649946300249 | 0.967675026849875 |
32 | 0.0227820919167885 | 0.0455641838335769 | 0.977217908083212 |
33 | 0.0143922984593114 | 0.0287845969186228 | 0.985607701540689 |
34 | 0.00963008551226089 | 0.0192601710245218 | 0.990369914487739 |
35 | 0.00557595996306142 | 0.0111519199261228 | 0.994424040036939 |
36 | 0.00412490900210896 | 0.00824981800421791 | 0.995875090997891 |
37 | 0.00502527639072385 | 0.0100505527814477 | 0.994974723609276 |
38 | 0.00319555672434269 | 0.00639111344868537 | 0.996804443275657 |
39 | 0.00177641710305163 | 0.00355283420610327 | 0.998223582896948 |
40 | 0.00132244301689352 | 0.00264488603378704 | 0.998677556983106 |
41 | 0.00367939777821686 | 0.00735879555643373 | 0.996320602221783 |
42 | 0.00673149302934744 | 0.0134629860586949 | 0.993268506970653 |
43 | 0.00447475636118571 | 0.00894951272237141 | 0.995525243638814 |
44 | 0.0026102282686351 | 0.0052204565372702 | 0.997389771731365 |
45 | 0.0154468456128092 | 0.0308936912256185 | 0.984553154387191 |
46 | 0.0953397040786478 | 0.190679408157296 | 0.904660295921352 |
47 | 0.06948790994149 | 0.13897581988298 | 0.93051209005851 |
48 | 0.0776666898351439 | 0.155333379670288 | 0.922333310164856 |
49 | 0.0859667533972719 | 0.171933506794544 | 0.914033246602728 |
50 | 0.153172061672985 | 0.30634412334597 | 0.846827938327015 |
51 | 0.29458832991792 | 0.58917665983584 | 0.70541167008208 |
52 | 0.210096664553515 | 0.420193329107031 | 0.789903335446485 |
53 | 0.145477219425277 | 0.290954438850554 | 0.854522780574723 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 7 | 0.148936170212766 | NOK |
5% type I error level | 14 | 0.297872340425532 | NOK |
10% type I error level | 16 | 0.340425531914894 | NOK |