| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 96.9593479050561 -0.35310449359936X[t] + 78.2367269043976M1[t] + 65.5045507310806M2[t] + 80.0304820791604M3[t] + 68.2989565870068M4[t] + 48.9024598680309M5[t] + 54.1156516904292M6[t] + 32.8436739015587M7[t] + 20.6493513373682M8[t] + 28.2559611305233M9[t] + 44.9505653708961M10[t] + 25.0197460877297M11[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) | 96.9593479050561 | 74.908481 | 1.2944 | 0.201861 | 0.100931 |
| X | -0.35310449359936 | 0.680962 | -0.5185 | 0.606516 | 0.303258 |
| M1 | 78.2367269043976 | 6.12216 | 12.7793 | 0 | 0 |
| M2 | 65.5045507310806 | 6.09107 | 10.7542 | 0 | 0 |
| M3 | 80.0304820791604 | 6.072771 | 13.1786 | 0 | 0 |
| M4 | 68.2989565870068 | 6.071602 | 11.2489 | 0 | 0 |
| M5 | 48.9024598680309 | 6.080223 | 8.0429 | 0 | 0 |
| M6 | 54.1156516904292 | 6.074923 | 8.908 | 0 | 0 |
| M7 | 32.8436739015587 | 6.068442 | 5.4122 | 2e-06 | 1e-06 |
| M8 | 20.6493513373682 | 6.061858 | 3.4064 | 0.001357 | 0.000679 |
| M9 | 28.2559611305233 | 6.058787 | 4.6636 | 2.6e-05 | 1.3e-05 |
| M10 | 44.9505653708961 | 6.057369 | 7.4208 | 0 | 0 |
| M11 | 25.0197460877297 | 6.057117 | 4.1306 | 0.000147 | 7.4e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.942832350779459 |
| R-squared | 0.88893284167632 |
| Adjusted R-squared | 0.86057526933836 |
| F-TEST (value) | 31.3472828732363 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 9.57635585105123 |
| Sum Squared Residuals | 4310.20979514027 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 151.7 | 138.049482082801 | 13.6505179171987 |
| 2 | 121.3 | 125.317305909484 | -4.01730590948407 |
| 3 | 133 | 139.701995460124 | -6.7019954601241 |
| 4 | 119.6 | 127.970469967971 | -8.3704699679705 |
| 5 | 122.2 | 108.362110552835 | 13.837889447165 |
| 6 | 117.4 | 113.539991925873 | 3.86000807412662 |
| 7 | 106.7 | 92.232703687643 | 14.467296312357 |
| 8 | 87.5 | 79.8618288766528 | 7.63817112334724 |
| 9 | 81 | 87.362507321728 | -6.36250732172808 |
| 10 | 110.3 | 104.021801112741 | 6.27819888725912 |
| 11 | 87 | 84.0909818295745 | 2.90901817042554 |
| 12 | 55.7 | 59.0359252924849 | -3.33592529248486 |
| 13 | 146 | 137.219686522843 | 8.78031347715745 |
| 14 | 137.5 | 124.374516911574 | 13.1254830884263 |
| 15 | 138.5 | 138.723896012854 | -0.223896012853891 |
| 16 | 135.6 | 126.988839475764 | 8.61116052423572 |
| 17 | 107.3 | 107.754770823844 | -0.454770823844098 |
| 18 | 99 | 112.929121151947 | -13.9291211519465 |
| 19 | 91.4 | 91.61830186878 | -0.218301868780076 |
| 20 | 68.4 | 79.3674825856137 | -10.9674825856137 |
| 21 | 82.6 | 86.854036850945 | -4.25403685094501 |
| 22 | 98.4 | 103.541579001446 | -5.14157900144574 |
| 23 | 71.3 | 83.4765800107116 | -12.1765800107116 |
| 24 | 47.6 | 58.4603649679179 | -10.8603649679179 |
| 25 | 130.8 | 136.697091872315 | -5.89709187231548 |
| 26 | 113.6 | 123.784832407263 | -10.1848324072628 |
| 27 | 125.7 | 138.236611811687 | -12.5366118116868 |
| 28 | 113.6 | 126.476837960045 | -12.8768379600452 |
| 29 | 97.1 | 107.143900049917 | -10.0439000499172 |
| 30 | 104.4 | 112.297064108404 | -7.89706410840365 |
| 31 | 91.8 | 90.9791827353652 | 0.820817264634766 |
| 32 | 75.1 | 78.7248324072628 | -3.62483240726283 |
| 33 | 89.2 | 86.32084906561 | 2.87915093439005 |
| 34 | 110.2 | 102.997798081303 | 7.20220191869727 |
| 35 | 78.4 | 83.1411307417922 | -4.74113074179219 |
| 36 | 68.4 | 58.0684189800226 | 10.3315810199774 |
| 37 | 122.8 | 136.30514588442 | -13.5051458844202 |
| 38 | 129.7 | 123.336389700392 | 6.36361029960836 |
| 39 | 159.1 | 137.805824329496 | 21.2941756705044 |
| 40 | 139 | 126.06723674747 | 12.9327632525301 |
| 41 | 102.2 | 107.115651690429 | -4.91565169042924 |
| 42 | 113.6 | 112.30059515334 | 1.29940484666035 |
| 43 | 81.5 | 90.9544654208133 | -9.4544654208133 |
| 44 | 77.4 | 78.7036461376469 | -1.30364613764686 |
| 45 | 87.6 | 86.299662795994 | 1.300337204006 |
| 46 | 101.2 | 102.980142856623 | -1.78014285662275 |
| 47 | 87.2 | 83.0104820791604 | 4.18951792083959 |
| 48 | 64.9 | 57.9377703173908 | 6.96222968260916 |
| 49 | 133.1 | 136.128593637621 | -3.02859363762052 |
| 50 | 118 | 123.286955071288 | -5.28695507128772 |
| 51 | 135.9 | 137.73167238584 | -1.83167238583969 |
| 52 | 125.7 | 125.99661584875 | -0.296615848750062 |
| 53 | 108 | 106.423566882974 | 1.57643311702551 |
| 54 | 128.3 | 111.633227660437 | 16.6667723395632 |
| 55 | 84.7 | 90.3153462873984 | -5.61534628739844 |
| 56 | 86.4 | 78.1422099928239 | 8.25779000717611 |
| 57 | 92.2 | 85.762943965723 | 6.43705603427704 |
| 58 | 95.8 | 102.358678947888 | -6.55867894788789 |
| 59 | 92.3 | 82.4808253387614 | 9.81917466123863 |
| 60 | 54.3 | 57.3975204421838 | -3.09752044218383 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.453665043231209 | 0.907330086462418 | 0.546334956768791 |
| 17 | 0.696734507580223 | 0.606530984839555 | 0.303265492419777 |
| 18 | 0.825868721491015 | 0.348262557017971 | 0.174131278508985 |
| 19 | 0.865679047972972 | 0.268641904054056 | 0.134320952027028 |
| 20 | 0.887225357666328 | 0.225549284667343 | 0.112774642333672 |
| 21 | 0.823384585754164 | 0.353230828491673 | 0.176615414245836 |
| 22 | 0.786105878821642 | 0.427788242356716 | 0.213894121178358 |
| 23 | 0.775449972246357 | 0.449100055507285 | 0.224550027753643 |
| 24 | 0.718949998715844 | 0.562100002568311 | 0.281050001284156 |
| 25 | 0.712616921443454 | 0.574766157113092 | 0.287383078556546 |
| 26 | 0.654870390183249 | 0.690259219633503 | 0.345129609816751 |
| 27 | 0.667444783056069 | 0.665110433887862 | 0.332555216943931 |
| 28 | 0.682705362157067 | 0.634589275685865 | 0.317294637842933 |
| 29 | 0.638909579223208 | 0.722180841553584 | 0.361090420776792 |
| 30 | 0.663910132768463 | 0.672179734463074 | 0.336089867231537 |
| 31 | 0.62059794001626 | 0.75880411996748 | 0.37940205998374 |
| 32 | 0.552274477935279 | 0.895451044129442 | 0.447725522064721 |
| 33 | 0.529313185138716 | 0.941373629722568 | 0.470686814861284 |
| 34 | 0.577303673247443 | 0.845392653505114 | 0.422696326752557 |
| 35 | 0.539003851491351 | 0.921992297017297 | 0.460996148508649 |
| 36 | 0.639987643094957 | 0.720024713810086 | 0.360012356905043 |
| 37 | 0.628874546549523 | 0.742250906900954 | 0.371125453450477 |
| 38 | 0.63962358928594 | 0.72075282142812 | 0.36037641071406 |
| 39 | 0.937329977018223 | 0.125340045963553 | 0.0626700229817767 |
| 40 | 0.96314140593594 | 0.0737171881281222 | 0.0368585940640611 |
| 41 | 0.924577523820276 | 0.150844952359449 | 0.0754224761797244 |
| 42 | 0.937844967325571 | 0.124310065348858 | 0.062155032674429 |
| 43 | 0.8754606713732 | 0.249078657253601 | 0.1245393286268 |
| 44 | 0.845719371625668 | 0.308561256748665 | 0.154280628374332 |
| 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 | 1 | 0.0344827586206897 | OK |
