Multiple Linear Regression - Estimated Regression Equation |
CWS[t] = + 1363.80473164443 + 0.368971782909065NOL[t] + 0.522962085845532CWC[t] + 29.0231280539162TNOP[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) | 1363.80473164443 | 4942.374318 | 0.2759 | 0.782968 | 0.391484 |
NOL | 0.368971782909065 | 84.069459 | 0.0044 | 0.996504 | 0.498252 |
CWC | 0.522962085845532 | 0.066511 | 7.8628 | 0 | 0 |
TNOP | 29.0231280539162 | 4.289732 | 6.7657 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.795502779035872 |
R-squared | 0.632824671453795 |
Adjusted R-squared | 0.62557778996933 |
F-TEST (value) | 87.3237230124994 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 152 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 22873.271470158 |
Sum Squared Residuals | 79524355257.6267 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 114468 | 85397.4406877405 | 29070.5593122595 |
2 | 88594 | 49333.4142594554 | 39260.5857405446 |
3 | 74151 | 67826.9701223879 | 6324.02987761207 |
4 | 77921 | 99648.0464441986 | -21727.0464441986 |
5 | 53212 | 38184.034957851 | 15027.965042149 |
6 | 34956 | 38457.6655293206 | -3501.6655293206 |
7 | 149703 | 128233.797655173 | 21469.2023448274 |
8 | 6853 | 23309.8837506511 | -16456.8837506511 |
9 | 58907 | 82058.2450132403 | -23151.2450132403 |
10 | 67067 | 60629.8047897154 | 6437.19521028461 |
11 | 110563 | 70268.9243655455 | 40294.0756344545 |
12 | 58126 | 70115.8753121146 | -11989.8753121146 |
13 | 57113 | 62745.4513629079 | -5632.45136290787 |
14 | 77993 | 84559.1472659063 | -6566.14726590628 |
15 | 68091 | 56721.0531985409 | 11369.9468014591 |
16 | 124676 | 131928.027699495 | -7252.02769949514 |
17 | 109522 | 96992.3802996052 | 12529.6197003948 |
18 | 75865 | 97809.3429207878 | -21944.3429207878 |
19 | 79746 | 69909.8881964621 | 9836.11180353787 |
20 | 77844 | 87601.0522690395 | -9757.05226903955 |
21 | 98681 | 86716.2034845168 | 11964.7965154832 |
22 | 105531 | 86504.5139514262 | 19026.4860485738 |
23 | 51428 | 45753.0552192819 | 5674.94478071812 |
24 | 65703 | 72203.1814194395 | -6500.18141943954 |
25 | 72562 | 91553.1660907833 | -18991.1660907833 |
26 | 81728 | 87325.3917093543 | -5597.39170935428 |
27 | 95580 | 89383.1384765609 | 6196.86152343908 |
28 | 98278 | 69900.7303385355 | 28377.2696614645 |
29 | 46629 | 47209.5607072608 | -580.560707260793 |
30 | 115189 | 77138.5426441982 | 38050.4573558018 |
31 | 124865 | 96995.9205686666 | 27869.0794313334 |
32 | 59392 | 65876.2537736875 | -6484.2537736875 |
33 | 127818 | 78101.16045212 | 49716.83954788 |
34 | 17821 | 40163.6303213331 | -22342.6303213331 |
35 | 154076 | 105161.307129142 | 48914.6928708582 |
36 | 64881 | 66057.6279079634 | -1176.62790796342 |
37 | 136506 | 92921.0945466818 | 43584.9054533182 |
38 | 66524 | 55676.8114602549 | 10847.1885397451 |
39 | 45988 | 35402.1942366443 | 10585.8057633557 |
40 | 107445 | 94659.095254704 | 12785.904745296 |
41 | 102772 | 95515.9424022349 | 7256.05759776512 |
42 | 46657 | 54398.256541848 | -7741.25654184796 |
43 | 97563 | 65991.5960709582 | 31571.4039290418 |
44 | 36663 | 49750.1408042781 | -13087.1408042781 |
45 | 55369 | 78323.3580427667 | -22954.3580427667 |
46 | 77921 | 153730.599886922 | -75809.5998869217 |
47 | 56968 | 45297.0167196713 | 11670.9832803287 |
48 | 77519 | 79567.9082777954 | -2048.90827779545 |
49 | 129805 | 147260.015688725 | -17455.0156887247 |
50 | 72761 | 74466.0022161111 | -1705.00221611107 |
51 | 81278 | 62570.2933828733 | 18707.7066171267 |
52 | 15049 | 18879.7559799576 | -3830.7559799576 |
53 | 113935 | 97263.4854139119 | 16671.5145860881 |
54 | 25109 | 39986.2233804254 | -14877.2233804254 |
55 | 45824 | 50006.2664653146 | -4182.26646531457 |
56 | 89644 | 85378.2610423224 | 4265.73895767762 |
57 | 109011 | 108273.127173067 | 737.872826932676 |
58 | 134245 | 125963.427439986 | 8281.57256001426 |
59 | 136692 | 93379.0435840156 | 43312.9564159844 |
60 | 50741 | 69335.7925080455 | -18594.7925080455 |
61 | 149510 | 132433.852043847 | 17076.1479561534 |
62 | 147888 | 125605.819227172 | 22282.1807728276 |
63 | 54987 | 67770.725393367 | -12783.725393367 |
64 | 74467 | 88538.1508531238 | -14071.1508531238 |
65 | 100033 | 68429.4865011869 | 31603.5134988131 |
66 | 85505 | 56633.2996039545 | 28871.7003960455 |
67 | 62426 | 85168.991499433 | -22742.991499433 |
68 | 82932 | 88710.5450946849 | -5778.54509468492 |
69 | 72002 | 81405.8138764867 | -9403.81387648666 |
70 | 65469 | 63397.0490215487 | 2071.95097845125 |
71 | 63572 | 71930.8185309411 | -8358.81853094114 |
72 | 23824 | 37930.5664729396 | -14106.5664729396 |
73 | 73831 | 71493.3608366712 | 2337.63916332878 |
74 | 63551 | 69184.367251184 | -5633.36725118398 |
75 | 56756 | 63100.3852645295 | -6344.38526452953 |
76 | 81399 | 79656.9759468846 | 1742.02405311538 |
77 | 117881 | 86945.5802350766 | 30935.4197649234 |
78 | 70711 | 136648.753316834 | -65937.7533168344 |
79 | 50495 | 53715.3968174073 | -3220.39681740732 |
80 | 53845 | 61709.8979578514 | -7864.8979578514 |
81 | 51390 | 56439.1736356244 | -5049.1736356244 |
82 | 104953 | 117855.867933291 | -12902.8679332907 |
83 | 65983 | 55634.5853793087 | 10348.4146206913 |
84 | 76839 | 73597.0573331425 | 3241.94266685755 |
85 | 55792 | 56234.30965787 | -442.309657869952 |
86 | 25155 | 52198.567239193 | -27043.567239193 |
87 | 55291 | 64899.0830067912 | -9608.08300679123 |
88 | 84279 | 108825.353661574 | -24546.353661574 |
89 | 99692 | 65586.8183631633 | 34105.1816368367 |
90 | 59633 | 111326.761671293 | -51693.761671293 |
91 | 63249 | 52396.6843758003 | 10852.3156241997 |
92 | 82928 | 80518.5551213306 | 2409.44487866943 |
93 | 50000 | 59142.2545981579 | -9142.25459815788 |
94 | 69455 | 85828.7979520625 | -16373.7979520625 |
95 | 84068 | 83415.9645812152 | 652.035418784776 |
96 | 76195 | 75836.6158924457 | 358.384107554263 |
97 | 114634 | 100452.238845239 | 14181.7611547609 |
98 | 139357 | 110024.882016435 | 29332.1179835655 |
99 | 110044 | 111985.207967573 | -1941.20796757286 |
100 | 155118 | 130191.0188129 | 24926.9811870996 |
101 | 83061 | 89261.3215007024 | -6200.32150070243 |
102 | 127122 | 102715.789855632 | 24406.2101443675 |
103 | 45653 | 45809.3582808028 | -156.358280802828 |
104 | 19630 | 41720.4846808047 | -22090.4846808047 |
105 | 67229 | 59473.3172234759 | 7755.68277652409 |
106 | 86060 | 71193.9852492852 | 14866.0147507148 |
107 | 88003 | 79377.3330334547 | 8625.66696654525 |
108 | 95815 | 92581.0494443125 | 3233.95055568752 |
109 | 85499 | 113330.455922213 | -27831.4559222129 |
110 | 27220 | 59250.0992039403 | -32030.0992039403 |
111 | 109882 | 85440.0321289432 | 24441.9678710567 |
112 | 72579 | 68330.3383156135 | 4248.66168438652 |
113 | 5841 | 13326.3572348223 | -7485.35723482235 |
114 | 68369 | 64927.9268253152 | 3441.0731746848 |
115 | 24610 | 29914.058898838 | -5304.05889883801 |
116 | 30995 | 44987.3027828849 | -13992.3027828849 |
117 | 150662 | 89337.731604516 | 61324.268395484 |
118 | 6622 | 13048.7914204345 | -6426.79142043449 |
119 | 93694 | 89401.1828798492 | 4292.81712015076 |
120 | 13155 | 21784.3324955236 | -8629.3324955236 |
121 | 111908 | 95647.009115474 | 16260.990884526 |
122 | 57550 | 83548.4199322649 | -25998.4199322649 |
123 | 16356 | 57506.8663621541 | -41150.8663621541 |
124 | 40174 | 63692.471609486 | -23518.471609486 |
125 | 13983 | 22449.4328860106 | -8466.43288601059 |
126 | 52316 | 61896.1825021229 | -9580.18250212287 |
127 | 99585 | 81478.9474350323 | 18106.0525649677 |
128 | 86271 | 64879.4381061142 | 21391.5618938858 |
129 | 131012 | 105393.866844062 | 25618.1331559381 |
130 | 130274 | 94050.1013222524 | 36223.8986777476 |
131 | 159051 | 151255.977268337 | 7795.02273166318 |
132 | 76506 | 54995.8799239787 | 21510.1200760213 |
133 | 49145 | 43474.803537583 | 5670.19646241699 |
134 | 66398 | 93361.92278825 | -26963.92278825 |
135 | 127546 | 138150.414589023 | -10604.4145890229 |
136 | 6802 | 53844.0470384387 | -47042.0470384387 |
137 | 99509 | 132214.27575378 | -32705.2757537797 |
138 | 43106 | 62241.0382330182 | -19135.0382330183 |
139 | 108303 | 66262.299569487 | 42040.700430513 |
140 | 64167 | 65014.81339451 | -847.813394509954 |
141 | 8579 | 47991.3652507269 | -39412.3652507269 |
142 | 97811 | 122041.223987509 | -24230.223987509 |
143 | 84365 | 81990.1737777728 | 2374.82622222718 |
144 | 10901 | 79923.1776964031 | -69022.1776964031 |
145 | 91346 | 89807.7843206397 | 1538.21567936032 |
146 | 33660 | 79471.6223689122 | -45811.6223689122 |
147 | 93634 | 103143.012536324 | -9509.01253632395 |
148 | 109348 | 105174.331571488 | 4173.66842851157 |
149 | 7953 | 10525.0825996818 | -2572.08259968182 |
150 | 63538 | 61433.0450149642 | 2104.95498503583 |
151 | 108281 | 72838.0627135442 | 35442.9372864558 |
152 | 4245 | 6607.89159583039 | -2362.89159583039 |
153 | 21509 | 18359.5295932984 | 3149.47040670156 |
154 | 7670 | 7511.05979519073 | 158.940204809266 |
155 | 10641 | 33987.6651986724 | -23346.6651986724 |
156 | 41243 | 57104.3421828423 | -15861.3421828423 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.792337781715752 | 0.415324436568496 | 0.207662218284248 |
8 | 0.721229509626457 | 0.557540980747086 | 0.278770490373543 |
9 | 0.707477403283825 | 0.58504519343235 | 0.292522596716175 |
10 | 0.656605407119782 | 0.686789185760436 | 0.343394592880218 |
11 | 0.638468772817032 | 0.723062454365937 | 0.361531227182968 |
12 | 0.750276192633107 | 0.499447614733786 | 0.249723807366893 |
13 | 0.680776810957122 | 0.638446378085756 | 0.319223189042878 |
14 | 0.596231761497322 | 0.807536477005355 | 0.403768238502678 |
15 | 0.508730771806249 | 0.982538456387502 | 0.491269228193751 |
16 | 0.450751665591748 | 0.901503331183497 | 0.549248334408252 |
17 | 0.369609480503865 | 0.739218961007729 | 0.630390519496135 |
18 | 0.413947928621263 | 0.827895857242527 | 0.586052071378737 |
19 | 0.338300577635573 | 0.676601155271147 | 0.661699422364427 |
20 | 0.29046861549031 | 0.580937230980621 | 0.70953138450969 |
21 | 0.234406251101136 | 0.468812502202272 | 0.765593748898864 |
22 | 0.220513431438702 | 0.441026862877404 | 0.779486568561298 |
23 | 0.169742947209203 | 0.339485894418405 | 0.830257052790797 |
24 | 0.140167205028533 | 0.280334410057066 | 0.859832794971467 |
25 | 0.128312752767601 | 0.256625505535202 | 0.871687247232399 |
26 | 0.0959718810971945 | 0.191943762194389 | 0.904028118902806 |
27 | 0.0716291867121605 | 0.143258373424321 | 0.92837081328784 |
28 | 0.0841502532096519 | 0.168300506419304 | 0.915849746790348 |
29 | 0.0613272246624423 | 0.122654449324885 | 0.938672775337558 |
30 | 0.103328529653337 | 0.206657059306673 | 0.896671470346663 |
31 | 0.102159759836858 | 0.204319519673716 | 0.897840240163142 |
32 | 0.0824189657898889 | 0.164837931579778 | 0.917581034210111 |
33 | 0.197319867936298 | 0.394639735872596 | 0.802680132063702 |
34 | 0.217274010530079 | 0.434548021060157 | 0.782725989469921 |
35 | 0.33315169486952 | 0.66630338973904 | 0.66684830513048 |
36 | 0.283463970312525 | 0.56692794062505 | 0.716536029687475 |
37 | 0.403042211098116 | 0.806084422196232 | 0.596957788901884 |
38 | 0.357732744486883 | 0.715465488973766 | 0.642267255513117 |
39 | 0.315737281508417 | 0.631474563016834 | 0.684262718491583 |
40 | 0.276244697642031 | 0.552489395284063 | 0.723755302357969 |
41 | 0.234191657433788 | 0.468383314867576 | 0.765808342566212 |
42 | 0.203419336560538 | 0.406838673121076 | 0.796580663439462 |
43 | 0.224012203020429 | 0.448024406040857 | 0.775987796979571 |
44 | 0.204253994961424 | 0.408507989922847 | 0.795746005038576 |
45 | 0.22048602150512 | 0.44097204301024 | 0.77951397849488 |
46 | 0.670150162985925 | 0.65969967402815 | 0.329849837014075 |
47 | 0.630978202576723 | 0.738043594846554 | 0.369021797423277 |
48 | 0.584450182517965 | 0.83109963496407 | 0.415549817482035 |
49 | 0.561996159003774 | 0.876007681992453 | 0.438003840996226 |
50 | 0.511931745122781 | 0.976136509754438 | 0.488068254877219 |
51 | 0.480980854815779 | 0.961961709631557 | 0.519019145184221 |
52 | 0.435288330971184 | 0.870576661942369 | 0.564711669028816 |
53 | 0.43568571545006 | 0.87137143090012 | 0.56431428454994 |
54 | 0.417616214066962 | 0.835232428133924 | 0.582383785933038 |
55 | 0.374372354330276 | 0.748744708660552 | 0.625627645669724 |
56 | 0.329165629509643 | 0.658331259019285 | 0.670834370490357 |
57 | 0.290278870130063 | 0.580557740260126 | 0.709721129869937 |
58 | 0.2526992129549 | 0.5053984259098 | 0.7473007870451 |
59 | 0.341076514562565 | 0.68215302912513 | 0.658923485437435 |
60 | 0.339910912266437 | 0.679821824532874 | 0.660089087733563 |
61 | 0.312622190924987 | 0.625244381849974 | 0.687377809075013 |
62 | 0.294828051719003 | 0.589656103438006 | 0.705171948280997 |
63 | 0.262614514923617 | 0.525229029847235 | 0.737385485076383 |
64 | 0.245871723467901 | 0.491743446935802 | 0.754128276532099 |
65 | 0.26223133351551 | 0.524462667031021 | 0.73776866648449 |
66 | 0.291206545146725 | 0.58241309029345 | 0.708793454853275 |
67 | 0.349907668481936 | 0.699815336963873 | 0.650092331518064 |
68 | 0.309509079701263 | 0.619018159402527 | 0.690490920298737 |
69 | 0.281424664537479 | 0.562849329074958 | 0.718575335462521 |
70 | 0.245596678860749 | 0.491193357721499 | 0.754403321139251 |
71 | 0.216231150493324 | 0.432462300986649 | 0.783768849506675 |
72 | 0.194876364254855 | 0.38975272850971 | 0.805123635745145 |
73 | 0.164669501559526 | 0.329339003119052 | 0.835330498440474 |
74 | 0.143335210129569 | 0.286670420259138 | 0.856664789870431 |
75 | 0.122882534986568 | 0.245765069973136 | 0.877117465013432 |
76 | 0.101666281627958 | 0.203332563255915 | 0.898333718372042 |
77 | 0.116191696679746 | 0.232383393359491 | 0.883808303320255 |
78 | 0.46385717481528 | 0.92771434963056 | 0.53614282518472 |
79 | 0.420803280383312 | 0.841606560766625 | 0.579196719616688 |
80 | 0.382865813934048 | 0.765731627868095 | 0.617134186065952 |
81 | 0.342455059901511 | 0.684910119803023 | 0.657544940098489 |
82 | 0.313116929587196 | 0.626233859174393 | 0.686883070412804 |
83 | 0.28246019980183 | 0.564920399603659 | 0.71753980019817 |
84 | 0.246264633561397 | 0.492529267122794 | 0.753735366438603 |
85 | 0.211388046095801 | 0.422776092191603 | 0.788611953904199 |
86 | 0.228803732557566 | 0.457607465115132 | 0.771196267442434 |
87 | 0.200873641471926 | 0.401747282943852 | 0.799126358528074 |
88 | 0.205132371863113 | 0.410264743726226 | 0.794867628136887 |
89 | 0.248487126828814 | 0.496974253657629 | 0.751512873171186 |
90 | 0.418557481779852 | 0.837114963559703 | 0.581442518220148 |
91 | 0.38591835577129 | 0.77183671154258 | 0.61408164422871 |
92 | 0.34221125430642 | 0.684422508612841 | 0.65778874569358 |
93 | 0.307005394467043 | 0.614010788934085 | 0.692994605532957 |
94 | 0.290252290036041 | 0.580504580072082 | 0.709747709963959 |
95 | 0.250859546857749 | 0.501719093715498 | 0.749140453142251 |
96 | 0.214410513237835 | 0.428821026475669 | 0.785589486762165 |
97 | 0.195371869418291 | 0.390743738836582 | 0.804628130581709 |
98 | 0.222100954181668 | 0.444201908363335 | 0.777899045818332 |
99 | 0.188129683591068 | 0.376259367182136 | 0.811870316408932 |
100 | 0.19455251224574 | 0.389105024491479 | 0.80544748775426 |
101 | 0.165288994020526 | 0.330577988041052 | 0.834711005979474 |
102 | 0.171444703058493 | 0.342889406116985 | 0.828555296941507 |
103 | 0.149935273213619 | 0.299870546427237 | 0.850064726786381 |
104 | 0.145330738428284 | 0.290661476856569 | 0.854669261571716 |
105 | 0.121952498212991 | 0.243904996425983 | 0.878047501787009 |
106 | 0.121019560832179 | 0.242039121664358 | 0.878980439167821 |
107 | 0.100468352919531 | 0.200936705839061 | 0.89953164708047 |
108 | 0.0809726019985278 | 0.161945203997056 | 0.919027398001472 |
109 | 0.0807216645452658 | 0.161443329090532 | 0.919278335454734 |
110 | 0.0909836956961529 | 0.181967391392306 | 0.909016304303847 |
111 | 0.0962426971797571 | 0.192485394359514 | 0.903757302820243 |
112 | 0.0779603483861766 | 0.155920696772353 | 0.922039651613823 |
113 | 0.0623837674425483 | 0.124767534885097 | 0.937616232557452 |
114 | 0.0491743724431842 | 0.0983487448863684 | 0.950825627556816 |
115 | 0.0378879686339598 | 0.0757759372679197 | 0.96211203136604 |
116 | 0.0308700473822177 | 0.0617400947644354 | 0.969129952617782 |
117 | 0.144381533556729 | 0.288763067113457 | 0.855618466443271 |
118 | 0.11722321458371 | 0.23444642916742 | 0.88277678541629 |
119 | 0.0942383020382834 | 0.188476604076567 | 0.905761697961717 |
120 | 0.0745980152553705 | 0.149196030510741 | 0.92540198474463 |
121 | 0.0704564047247868 | 0.140912809449574 | 0.929543595275213 |
122 | 0.0707856458164281 | 0.141571291632856 | 0.929214354183572 |
123 | 0.103915618883428 | 0.207831237766855 | 0.896084381116572 |
124 | 0.100904718963977 | 0.201809437927954 | 0.899095281036023 |
125 | 0.0785863362440824 | 0.157172672488165 | 0.921413663755918 |
126 | 0.0621531367395397 | 0.124306273479079 | 0.93784686326046 |
127 | 0.057616998373959 | 0.115233996747918 | 0.942383001626041 |
128 | 0.0547217231067321 | 0.109443446213464 | 0.945278276893268 |
129 | 0.066616227162525 | 0.13323245432505 | 0.933383772837475 |
130 | 0.117569858542759 | 0.235139717085517 | 0.882430141457241 |
131 | 0.100991336994534 | 0.201982673989068 | 0.899008663005466 |
132 | 0.110304565859521 | 0.220609131719043 | 0.889695434140479 |
133 | 0.0896004118784715 | 0.179200823756943 | 0.910399588121529 |
134 | 0.0792401121500245 | 0.158480224300049 | 0.920759887849976 |
135 | 0.0589516198352372 | 0.117903239670474 | 0.941048380164763 |
136 | 0.106024032650059 | 0.212048065300117 | 0.893975967349941 |
137 | 0.0941223429864161 | 0.188244685972832 | 0.905877657013584 |
138 | 0.0719257931498596 | 0.143851586299719 | 0.92807420685014 |
139 | 0.188957419706222 | 0.377914839412443 | 0.811042580293779 |
140 | 0.14906577165403 | 0.298131543308061 | 0.85093422834597 |
141 | 0.650614652903006 | 0.698770694193988 | 0.349385347096994 |
142 | 0.756914437377943 | 0.486171125244115 | 0.243085562622058 |
143 | 0.671914102152276 | 0.656171795695448 | 0.328085897847724 |
144 | 0.89322061217457 | 0.21355877565086 | 0.10677938782543 |
145 | 0.828470899200448 | 0.343058201599105 | 0.171529100799552 |
146 | 0.940220619560719 | 0.119558760878562 | 0.0597793804392808 |
147 | 0.937575821679636 | 0.124848356640727 | 0.0624241783203635 |
148 | 0.917749056268177 | 0.164501887463647 | 0.0822509437318234 |
149 | 0.817578397030132 | 0.364843205939736 | 0.182421602969868 |
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 | 3 | 0.020979020979021 | OK |