Multiple Linear Regression - Estimated Regression Equation |
Y_t[t] = + 572.83488800214 -0.000146008298080128X_1t[t] -0.630378069393324X_2T[t] + 0.450256139727406X_3t[t] + 0.0365924346513837X_4t[t] -0.00809979353242481X_5t[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 |
X_1t | -0.000146008298080128 | 0.00019 | -0.7666 | 0.45081 | 0.225405 |
X_2T | -0.630378069393324 | 0.188914 | -3.3369 | 0.002753 | 0.001376 |
X_3t | 0.450256139727406 | 0.000389 | 1157.1047 | 0 | 0 |
X_4t | 0.0365924346513837 | 0.08158 | 0.4485 | 0.657782 | 0.328891 |
X_5t | -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 |