Multiple Linear Regression - Estimated Regression Equation |
TotalNrPV[t] = + 213.66982595777 + 0.397805801548048Month[t] + 2.0557610619333TotalNrCC[t] + 0.954971291201977TotalNrPRV[t] + 1.70732267271195t + 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) | 213.66982595777 | 309.412397 | 0.6906 | 0.492742 | 0.246371 |
Month | 0.397805801548048 | 30.02929 | 0.0132 | 0.989478 | 0.494739 |
TotalNrCC | 2.0557610619333 | 0.099481 | 20.6649 | 0 | 0 |
TotalNrPRV | 0.954971291201977 | 0.369653 | 2.5834 | 0.01247 | 0.006235 |
t | 1.70732267271195 | 1.348726 | 1.2659 | 0.210893 | 0.105446 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.96365782988535 |
R-squared | 0.928636413099342 |
Adjusted R-squared | 0.923446334052021 |
F-TEST (value) | 178.925292781186 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 55 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 178.936586839166 |
Sum Squared Residuals | 1761006.61603076 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1167 | 970.37382485234 | 196.62617514766 |
2 | 669 | 721.515982942686 | -52.5159829426859 |
3 | 1053 | 1019.27900696226 | 33.7209930377447 |
4 | 1939 | 2132.7981653849 | -193.798165384901 |
5 | 678 | 637.205193592462 | 40.7948064075378 |
6 | 321 | 478.045637581763 | -157.045637581763 |
7 | 2667 | 2898.3368923648 | -231.336892364796 |
8 | 345 | 477.840168227471 | -132.840168227471 |
9 | 1367 | 1481.14134464023 | -114.141344640232 |
10 | 1158 | 1147.2420983652 | 10.7579016347971 |
11 | 1385 | 1369.15527476691 | 15.8447252330907 |
12 | 1155 | 1011.89926206444 | 143.100737935555 |
13 | 1120 | 1173.25296359877 | -53.2529635987704 |
14 | 1703 | 1732.60335225654 | -29.6033522565421 |
15 | 1189 | 1081.17373723252 | 107.826262767476 |
16 | 3083 | 2685.73995857811 | 397.260041421891 |
17 | 1357 | 1279.75340619066 | 77.2465938093417 |
18 | 1892 | 1884.35664663943 | 7.64335336057395 |
19 | 883 | 971.673449841887 | -88.6734498418866 |
20 | 1627 | 1285.12736153081 | 341.872638469187 |
21 | 1412 | 1276.67635008487 | 135.32364991513 |
22 | 1900 | 2004.89002164028 | -104.890021640285 |
23 | 777 | 832.809233666066 | -55.8092336660656 |
24 | 904 | 927.54331997839 | -23.5433199783898 |
25 | 2115 | 2128.0542361258 | -13.0542361257998 |
26 | 1858 | 1762.77245337211 | 95.2275466278878 |
27 | 1781 | 1748.94900920352 | 32.0509907964804 |
28 | 1286 | 1105.35893497421 | 180.641065025791 |
29 | 1035 | 1135.62103362043 | -100.621033620432 |
30 | 1557 | 1549.55774629065 | 7.44225370934717 |
31 | 1527 | 1526.61954838005 | 0.380451619952879 |
32 | 1220 | 1134.21832342821 | 85.7816765717939 |
33 | 1368 | 1378.86284643361 | -10.8628464336091 |
34 | 564 | 651.252097195629 | -87.2520971956288 |
35 | 1990 | 2037.89334362776 | -47.8933436277617 |
36 | 1557 | 1701.20924389315 | -144.209243893152 |
37 | 2057 | 1874.06225055894 | 182.937749441058 |
38 | 1111 | 1074.93731959188 | 36.0626804081156 |
39 | 686 | 746.820117920994 | -60.8201179209938 |
40 | 2011 | 1900.28469233754 | 110.715307662458 |
41 | 2232 | 2540.52455245984 | -308.524552459837 |
42 | 1032 | 1253.42981012842 | -221.429810128424 |
43 | 1166 | 1269.77944755669 | -103.779447556687 |
44 | 1020 | 952.472108256654 | 67.5278917433461 |
45 | 1735 | 2066.57204432883 | -331.572044328834 |
46 | 3623 | 3778.36104123386 | -155.361041233859 |
47 | 918 | 1031.12436942876 | -113.12436942876 |
48 | 1579 | 1332.32301402017 | 246.676985979833 |
49 | 2790 | 2509.17122443256 | 280.82877556744 |
50 | 1496 | 1679.34139366751 | -183.34139366751 |
51 | 1108 | 1028.24382637954 | 79.7561736204635 |
52 | 496 | 774.081806081318 | -278.081806081318 |
53 | 1750 | 1578.08130231773 | 171.918697682272 |
54 | 744 | 854.116776207928 | -110.116776207928 |
55 | 1101 | 1266.77903707079 | -165.779037070789 |
56 | 1612 | 1703.00714463754 | -91.0071446375362 |
57 | 1805 | 1349.74467913651 | 455.255320863492 |
58 | 2460 | 2015.54614263623 | 444.453857363772 |
59 | 1653 | 1778.72797273059 | -125.727972730587 |
60 | 1234 | 1329.66645735025 | -95.6664573502535 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.238263640243826 | 0.476527280487651 | 0.761736359756174 |
9 | 0.243756660128188 | 0.487513320256375 | 0.756243339871812 |
10 | 0.252188223371463 | 0.504376446742926 | 0.747811776628537 |
11 | 0.232597000703286 | 0.465194001406572 | 0.767402999296714 |
12 | 0.246618174350913 | 0.493236348701826 | 0.753381825649087 |
13 | 0.161614354687098 | 0.323228709374197 | 0.838385645312902 |
14 | 0.102895154007149 | 0.205790308014297 | 0.897104845992851 |
15 | 0.0851501124027398 | 0.17030022480548 | 0.91484988759726 |
16 | 0.391092811381322 | 0.782185622762643 | 0.608907188618678 |
17 | 0.301412066808448 | 0.602824133616895 | 0.698587933191552 |
18 | 0.237436544329904 | 0.474873088659808 | 0.762563455670096 |
19 | 0.218974498789009 | 0.437948997578017 | 0.781025501210991 |
20 | 0.319995412734109 | 0.639990825468219 | 0.680004587265891 |
21 | 0.266536585684278 | 0.533073171368556 | 0.733463414315722 |
22 | 0.25911895710964 | 0.51823791421928 | 0.74088104289036 |
23 | 0.214300244059589 | 0.428600488119179 | 0.785699755940411 |
24 | 0.163178033197936 | 0.326356066395873 | 0.836821966802064 |
25 | 0.124323596531865 | 0.24864719306373 | 0.875676403468135 |
26 | 0.0906116425398138 | 0.181223285079628 | 0.909388357460186 |
27 | 0.069058216036233 | 0.138116432072466 | 0.930941783963767 |
28 | 0.0618154511715901 | 0.12363090234318 | 0.93818454882841 |
29 | 0.0640973991249974 | 0.128194798249995 | 0.935902600875003 |
30 | 0.0421786285956993 | 0.0843572571913986 | 0.957821371404301 |
31 | 0.0311998071377773 | 0.0623996142755546 | 0.968800192862223 |
32 | 0.0251639634581938 | 0.0503279269163875 | 0.974836036541806 |
33 | 0.0199967231243815 | 0.0399934462487631 | 0.980003276875619 |
34 | 0.0139904572828497 | 0.0279809145656994 | 0.98600954271715 |
35 | 0.00905465975498783 | 0.0181093195099757 | 0.990945340245012 |
36 | 0.00674372746215391 | 0.0134874549243078 | 0.993256272537846 |
37 | 0.0120816743468014 | 0.0241633486936027 | 0.987918325653199 |
38 | 0.00736179010875006 | 0.0147235802175001 | 0.99263820989125 |
39 | 0.00649742648706525 | 0.0129948529741305 | 0.993502573512935 |
40 | 0.00664314415650383 | 0.0132862883130077 | 0.993356855843496 |
41 | 0.0101667403448656 | 0.0203334806897313 | 0.989833259655134 |
42 | 0.0118517750963773 | 0.0237035501927545 | 0.988148224903623 |
43 | 0.00708809429303452 | 0.014176188586069 | 0.992911905706966 |
44 | 0.00545056016013679 | 0.0109011203202736 | 0.994549439839863 |
45 | 0.0145476836038116 | 0.0290953672076232 | 0.985452316396188 |
46 | 0.0758091822165605 | 0.151618364433121 | 0.924190817783439 |
47 | 0.0522795189329605 | 0.104559037865921 | 0.94772048106704 |
48 | 0.0563337277186282 | 0.112667455437256 | 0.943666272281372 |
49 | 0.0717132808312472 | 0.143426561662494 | 0.928286719168753 |
50 | 0.106045105311566 | 0.212090210623132 | 0.893954894688434 |
51 | 0.245326290162474 | 0.490652580324947 | 0.754673709837526 |
52 | 0.17467448690293 | 0.349348973805861 | 0.825325513097069 |
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 | 13 | 0.288888888888889 | NOK |
10% type I error level | 16 | 0.355555555555556 | NOK |