| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 88.9469983047599 + 16.0708027715075X1[t] + 16.8267612532517X2[t] + 0.0119382824359819X3[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) | 88.9469983047599 | 52.452768 | 1.6958 | 0.092155 | 0.046078 |
| X1 | 16.0708027715075 | 2.077906 | 7.7341 | 0 | 0 |
| X2 | 16.8267612532517 | 5.5367 | 3.0391 | 0.002832 | 0.001416 |
| X3 | 0.0119382824359819 | 0.002496 | 4.7829 | 4e-06 | 2e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.823871231366772 |
| R-squared | 0.6787638058738 |
| Adjusted R-squared | 0.671880173142525 |
| F-TEST (value) | 98.6054649298538 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 140 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 271.68931504255 |
| Sum Squared Residuals | 10334111.7471606 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 893 | 522.329533654101 | 370.670466345899 |
| 2 | 546 | 834.77253798705 | -288.77253798705 |
| 3 | 186 | 105.935174211163 | 80.0648257888375 |
| 4 | 1405 | 1124.850398731 | 280.149601269005 |
| 5 | 2156 | 1349.91099439644 | 806.089005603564 |
| 6 | 3726 | 2830.07045621456 | 895.929543785438 |
| 7 | 845 | 813.684888081621 | 31.3151119183789 |
| 8 | 663 | 1113.08260325686 | -450.082603256865 |
| 9 | 1181 | 1133.49519160972 | 47.5048083902822 |
| 10 | 1836 | 1295.65081239913 | 540.349187600867 |
| 11 | 950 | 1019.28984324828 | -69.2898432482802 |
| 12 | 1272 | 1402.57460490983 | -130.57460490983 |
| 13 | 993 | 646.984045875436 | 346.015954124564 |
| 14 | 1685 | 897.306242101266 | 787.693757898734 |
| 15 | 766 | 757.959949107118 | 8.04005089288173 |
| 16 | 868 | 799.933173002281 | 68.0668269977194 |
| 17 | 999 | 1641.8409708854 | -642.840970885398 |
| 18 | 332 | 244.985079682938 | 87.0149203170623 |
| 19 | 1603 | 1335.13119744894 | 267.868802551062 |
| 20 | 525 | 825.935840971834 | -300.935840971834 |
| 21 | 629 | 552.436492378984 | 76.5635076210162 |
| 22 | 1299 | 1647.01883445487 | -348.018834454867 |
| 23 | 767 | 448.323917541696 | 318.676082458304 |
| 24 | 1156 | 834.362391478346 | 321.637608521654 |
| 25 | 1120 | 1006.8805366045 | 113.119463395497 |
| 26 | 635 | 669.736537585741 | -34.7365375857415 |
| 27 | 1203 | 988.828961943781 | 214.171038056219 |
| 28 | 745 | 1215.75745604434 | -470.757456044337 |
| 29 | 1570 | 1730.34380323276 | -160.343803232756 |
| 30 | 1235 | 681.437928985679 | 553.562071014321 |
| 31 | 758 | 797.219626309197 | -39.2196263091965 |
| 32 | 1088 | 1062.73729236633 | 25.2627076336689 |
| 33 | 1170 | 860.064435385547 | 309.935564614453 |
| 34 | 593 | 516.550415874642 | 76.4495841253579 |
| 35 | 1305 | 984.862789493052 | 320.137210506948 |
| 36 | 0 | 88.94699830476 | -88.94699830476 |
| 37 | 706 | 572.495274627565 | 133.504725372435 |
| 38 | 1188 | 961.078282409903 | 226.921717590097 |
| 39 | 1111 | 738.605118938756 | 372.394881061244 |
| 40 | 1118 | 1599.9635456385 | -481.963545638501 |
| 41 | 1087 | 1130.35809437694 | -43.3580943769382 |
| 42 | 748 | 633.528902597802 | 114.471097402198 |
| 43 | 404 | 665.672588325861 | -261.672588325861 |
| 44 | 1130 | 1091.93359289895 | 38.0664071010519 |
| 45 | 674 | 1056.12111588421 | -382.121115884208 |
| 46 | 552 | 457.069054729244 | 94.9309452707565 |
| 47 | 354 | 656.171384547127 | -302.171384547127 |
| 48 | 1012 | 993.693767487931 | 18.306232512069 |
| 49 | 891 | 804.50129026938 | 86.4987097306195 |
| 50 | 1198 | 868.333905241814 | 329.666094758186 |
| 51 | 518 | 617.272312927742 | -99.2723129277423 |
| 52 | 785 | 757.807907517347 | 27.1920924826533 |
| 53 | 1128 | 981.982507344084 | 146.017492655916 |
| 54 | 929 | 1017.05658799754 | -88.0565879975437 |
| 55 | 1009 | 1214.73214268699 | -205.732142686988 |
| 56 | 951 | 654.121166696551 | 296.878833303449 |
| 57 | 779 | 897.491931536892 | -118.491931536892 |
| 58 | 439 | 553.334331317814 | -114.334331317814 |
| 59 | 580 | 927.473688673537 | -347.473688673537 |
| 60 | 669 | 584.764274672254 | 84.2357253277461 |
| 61 | 500 | 420.033140958563 | 79.9668590414372 |
| 62 | 824 | 569.074912161143 | 254.925087838857 |
| 63 | 541 | 601.534015561209 | -60.5340155612093 |
| 64 | 476 | 648.758605052516 | -172.758605052516 |
| 65 | 434 | 520.676028622304 | -86.6760286223037 |
| 66 | 819 | 935.43040353978 | -116.43040353978 |
| 67 | 1228 | 1135.71531620582 | 92.2846837941774 |
| 68 | 1720 | 1111.3576718222 | 608.642328177796 |
| 69 | 549 | 767.798570229439 | -218.798570229439 |
| 70 | 157 | 275.551812658945 | -118.551812658945 |
| 71 | 1594 | 1009.66837339357 | 584.331626606431 |
| 72 | 668 | 770.464567084532 | -102.464567084532 |
| 73 | 656 | 1011.58885464186 | -355.588854641864 |
| 74 | 920 | 815.404301507081 | 104.595698492919 |
| 75 | 885 | 879.903081636822 | 5.09691836317767 |
| 76 | 497 | 250.571204501918 | 246.428795498082 |
| 77 | 864 | 958.384670411103 | -94.3846704111035 |
| 78 | 995 | 959.585601168417 | 35.4143988315829 |
| 79 | 443 | 663.400855545834 | -220.400855545834 |
| 80 | 615 | 876.611089767669 | -261.611089767669 |
| 81 | 525 | 1068.5175880668 | -543.517588066799 |
| 82 | 900 | 734.008295423348 | 165.991704576652 |
| 83 | 557 | 615.812792217483 | -58.812792217483 |
| 84 | 896 | 884.334952931381 | 11.665047068619 |
| 85 | 516 | 615.878798074071 | -99.8787980740715 |
| 86 | 895 | 785.648867690289 | 109.351132309711 |
| 87 | 1407 | 1074.69816153206 | 332.301838467936 |
| 88 | 585 | 673.643308732451 | -88.6433087324514 |
| 89 | 472 | 678.172755825025 | -206.172755825025 |
| 90 | 639 | 729.01474235736 | -90.0147423573599 |
| 91 | 795 | 827.189854027526 | -32.189854027526 |
| 92 | 1365 | 1280.56497084301 | 84.4350291569925 |
| 93 | 559 | 679.13797955259 | -120.13797955259 |
| 94 | 584 | 604.046979465471 | -20.0469794654711 |
| 95 | 440 | 584.538048815327 | -144.538048815327 |
| 96 | 1319 | 801.063753253583 | 517.936246746417 |
| 97 | 766 | 1272.91657341567 | -506.916573415672 |
| 98 | 222 | 361.193805675759 | -139.193805675759 |
| 99 | 965 | 617.623263704797 | 347.376736295203 |
| 100 | 822 | 545.03762324241 | 276.96237675759 |
| 101 | 317 | 262.096688393729 | 54.9033116062705 |
| 102 | 425 | 770.292593081092 | -345.292593081092 |
| 103 | 711 | 783.491787794728 | -72.4917877947281 |
| 104 | 364 | 446.861628320627 | -82.8616283206275 |
| 105 | 427 | 532.830384148428 | -105.830384148428 |
| 106 | 465 | 370.512164699568 | 94.4878353004325 |
| 107 | 628 | 1031.89518245909 | -403.895182459088 |
| 108 | 369 | 247.579834414501 | 121.420165585499 |
| 109 | 0 | 88.94699830476 | -88.94699830476 |
| 110 | 597 | 896.347040429333 | -299.347040429333 |
| 111 | 479 | 615.929514640476 | -136.929514640476 |
| 112 | 713 | 1034.13198364342 | -321.131983643424 |
| 113 | 639 | 936.928215219379 | -297.928215219379 |
| 114 | 478 | 709.346282313258 | -231.346282313258 |
| 115 | 38 | 88.94699830476 | -50.94699830476 |
| 116 | 0 | 88.94699830476 | -88.94699830476 |
| 117 | 593 | 942.147712400034 | -349.147712400034 |
| 118 | 742 | 1070.13023919082 | -328.130239190815 |
| 119 | 1075 | 622.591463810841 | 452.408536189159 |
| 120 | 495 | 739.200759957235 | -244.200759957235 |
| 121 | 778 | 251.46974241303 | 526.53025758697 |
| 122 | 876 | 1198.73198889555 | -322.731988895554 |
| 123 | 491 | 625.037636069824 | -134.037636069824 |
| 124 | 713 | 809.251248003213 | -96.2512480032133 |
| 125 | 485 | 404.35631215396 | 80.6436878460403 |
| 126 | 285 | 350.389757534121 | -65.3897575341206 |
| 127 | 981 | 944.857605050077 | 36.1423949499233 |
| 128 | 554 | 538.230529423621 | 15.7694705763793 |
| 129 | 753 | 935.404554899306 | -182.404554899306 |
| 130 | 256 | 138.671323582771 | 117.328676417229 |
| 131 | 80 | 88.94699830476 | -8.94699830476 |
| 132 | 618 | 678.437865794748 | -60.437865794748 |
| 133 | 41 | 105.773759558012 | -64.7737595580117 |
| 134 | 550 | 548.753100127884 | 1.2468998721159 |
| 135 | 42 | 169.301012162297 | -127.301012162297 |
| 136 | 347 | 215.750498827498 | 131.249501172502 |
| 137 | 0 | 88.94699830476 | -88.94699830476 |
| 138 | 442 | 528.236312412028 | -86.2363124120279 |
| 139 | 281 | 514.62686536086 | -233.62686536086 |
| 140 | 81 | 88.94699830476 | -7.94699830476 |
| 141 | 61 | 88.94699830476 | -27.94699830476 |
| 142 | 314 | 481.886877666875 | -167.886877666875 |
| 143 | 419 | 399.861796657077 | 19.1382033429226 |
| 144 | 554 | 528.677833936308 | 25.3221660636921 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.955770300198547 | 0.0884593996029054 | 0.0442296998014527 |
| 8 | 0.995522112420299 | 0.00895577515940297 | 0.00447788757970148 |
| 9 | 0.989916143704866 | 0.0201677125902679 | 0.0100838562951339 |
| 10 | 0.991114760478091 | 0.0177704790438175 | 0.00888523952190876 |
| 11 | 0.992980210967254 | 0.0140395780654922 | 0.00701978903274609 |
| 12 | 0.992856446453918 | 0.0142871070921642 | 0.00714355354608212 |
| 13 | 0.992427519493209 | 0.0151449610135829 | 0.00757248050679147 |
| 14 | 0.999087079904775 | 0.00182584019045026 | 0.000912920095225132 |
| 15 | 0.99875951480839 | 0.0024809703832199 | 0.00124048519160995 |
| 16 | 0.998315242787905 | 0.00336951442418953 | 0.00168475721209476 |
| 17 | 0.999973287774439 | 5.34244511215204e-05 | 2.67122255607602e-05 |
| 18 | 0.999945518339103 | 0.000108963321793964 | 5.44816608969818e-05 |
| 19 | 0.999924437112206 | 0.000151125775588742 | 7.55628877943712e-05 |
| 20 | 0.999969560511651 | 6.08789766989631e-05 | 3.04394883494815e-05 |
| 21 | 0.99994244225777 | 0.000115115484459356 | 5.75577422296779e-05 |
| 22 | 0.999978287046144 | 4.34259077114078e-05 | 2.17129538557039e-05 |
| 23 | 0.999974043055264 | 5.19138894713764e-05 | 2.59569447356882e-05 |
| 24 | 0.999971882939604 | 5.62341207916824e-05 | 2.81170603958412e-05 |
| 25 | 0.999951178747478 | 9.76425050449356e-05 | 4.88212525224678e-05 |
| 26 | 0.9999158554254 | 0.000168289149199344 | 8.41445745996719e-05 |
| 27 | 0.999878362188108 | 0.000243275623783299 | 0.00012163781189165 |
| 28 | 0.999962626736248 | 7.47465275034406e-05 | 3.73732637517203e-05 |
| 29 | 0.999967467687087 | 6.50646258252343e-05 | 3.25323129126171e-05 |
| 30 | 0.999991059337032 | 1.78813259367631e-05 | 8.94066296838155e-06 |
| 31 | 0.999984098016107 | 3.18039677853697e-05 | 1.59019838926849e-05 |
| 32 | 0.999972373919487 | 5.52521610260274e-05 | 2.76260805130137e-05 |
| 33 | 0.99997479327299 | 5.04134540200661e-05 | 2.52067270100331e-05 |
| 34 | 0.999958019090982 | 8.39618180353814e-05 | 4.19809090176907e-05 |
| 35 | 0.999962246139035 | 7.55077219302179e-05 | 3.77538609651089e-05 |
| 36 | 0.999946737319525 | 0.000106525360950779 | 5.32626804753896e-05 |
| 37 | 0.99991519311919 | 0.000169613761619092 | 8.48068808095458e-05 |
| 38 | 0.999901028397062 | 0.000197943205875667 | 9.89716029378336e-05 |
| 39 | 0.999923867350414 | 0.000152265299171026 | 7.61326495855129e-05 |
| 40 | 0.999973812023144 | 5.23759537118516e-05 | 2.61879768559258e-05 |
| 41 | 0.999958418291467 | 8.31634170650915e-05 | 4.15817085325458e-05 |
| 42 | 0.999932516594637 | 0.000134966810726238 | 6.74834053631189e-05 |
| 43 | 0.999936815287483 | 0.000126369425033341 | 6.31847125166704e-05 |
| 44 | 0.999905319179933 | 0.000189361640134434 | 9.46808200672168e-05 |
| 45 | 0.999938974796145 | 0.000122050407710659 | 6.10252038553295e-05 |
| 46 | 0.999902243455777 | 0.000195513088446409 | 9.77565442232047e-05 |
| 47 | 0.999924328165472 | 0.000151343669055257 | 7.56718345276286e-05 |
| 48 | 0.999883104487552 | 0.000233791024895927 | 0.000116895512447964 |
| 49 | 0.99982894168002 | 0.000342116639959672 | 0.000171058319979836 |
| 50 | 0.999867422629031 | 0.000265154741938881 | 0.00013257737096944 |
| 51 | 0.999811777146618 | 0.000376445706763185 | 0.000188222853381593 |
| 52 | 0.99970525017404 | 0.000589499651920286 | 0.000294749825960143 |
| 53 | 0.999643980701271 | 0.000712038597457943 | 0.000356019298728971 |
| 54 | 0.999482647713709 | 0.0010347045725824 | 0.000517352286291202 |
| 55 | 0.999360157785025 | 0.00127968442995001 | 0.000639842214975006 |
| 56 | 0.999428193783389 | 0.00114361243322293 | 0.000571806216611464 |
| 57 | 0.999215280572656 | 0.00156943885468857 | 0.000784719427344284 |
| 58 | 0.998933458294612 | 0.00213308341077505 | 0.00106654170538752 |
| 59 | 0.999170477375292 | 0.0016590452494168 | 0.0008295226247084 |
| 60 | 0.998809298180045 | 0.00238140363991021 | 0.0011907018199551 |
| 61 | 0.998265046078935 | 0.00346990784212956 | 0.00173495392106478 |
| 62 | 0.998129920096717 | 0.0037401598065653 | 0.00187007990328265 |
| 63 | 0.997359609618577 | 0.00528078076284684 | 0.00264039038142342 |
| 64 | 0.996799126351011 | 0.00640174729797809 | 0.00320087364898905 |
| 65 | 0.995619562442248 | 0.00876087511550317 | 0.00438043755775159 |
| 66 | 0.994102918432088 | 0.0117941631358236 | 0.00589708156791178 |
| 67 | 0.993504661728224 | 0.0129906765435513 | 0.00649533827177566 |
| 68 | 0.999157310884763 | 0.00168537823047349 | 0.000842689115236746 |
| 69 | 0.99900434143952 | 0.00199131712096015 | 0.000995658560480076 |
| 70 | 0.998806498351593 | 0.00238700329681499 | 0.0011935016484075 |
| 71 | 0.999938205777864 | 0.000123588444271822 | 6.17942221359109e-05 |
| 72 | 0.999915263324062 | 0.000169473351876076 | 8.47366759380381e-05 |
| 73 | 0.999926516577584 | 0.000146966844832244 | 7.34834224161222e-05 |
| 74 | 0.999917507129319 | 0.000164985741361911 | 8.24928706809556e-05 |
| 75 | 0.99986536516213 | 0.000269269675739236 | 0.000134634837869618 |
| 76 | 0.99982465634037 | 0.000350687319260538 | 0.000175343659630269 |
| 77 | 0.999758528666707 | 0.000482942666585619 | 0.000241471333292809 |
| 78 | 0.999738109013652 | 0.000523781972696596 | 0.000261890986348298 |
| 79 | 0.999711299078527 | 0.000577401842946126 | 0.000288700921473063 |
| 80 | 0.999633600922891 | 0.000732798154217148 | 0.000366399077108574 |
| 81 | 0.999892308464597 | 0.000215383070806756 | 0.000107691535403378 |
| 82 | 0.999849675540563 | 0.000300648918873482 | 0.000150324459436741 |
| 83 | 0.999763092737608 | 0.00047381452478442 | 0.00023690726239221 |
| 84 | 0.999645782193252 | 0.000708435613496001 | 0.000354217806748 |
| 85 | 0.999473269739065 | 0.00105346052186974 | 0.00052673026093487 |
| 86 | 0.999361045464034 | 0.00127790907193226 | 0.000638954535966129 |
| 87 | 0.999826629908921 | 0.000346740182157797 | 0.000173370091078898 |
| 88 | 0.999737630100429 | 0.000524739799142667 | 0.000262369899571333 |
| 89 | 0.999648017786704 | 0.000703964426592666 | 0.000351982213296333 |
| 90 | 0.99946150012712 | 0.00107699974575981 | 0.000538499872879907 |
| 91 | 0.999308335178972 | 0.00138332964205682 | 0.000691664821028408 |
| 92 | 0.999810168304875 | 0.0003796633902502 | 0.0001898316951251 |
| 93 | 0.99969355734941 | 0.000612885301179309 | 0.000306442650589655 |
| 94 | 0.999594855756127 | 0.000810288487746852 | 0.000405144243873426 |
| 95 | 0.999373224454254 | 0.0012535510914921 | 0.000626775545746048 |
| 96 | 0.999960979960246 | 7.80400795087111e-05 | 3.90200397543556e-05 |
| 97 | 0.999961062419881 | 7.78751602372792e-05 | 3.89375801186396e-05 |
| 98 | 0.999935508032908 | 0.000128983934184489 | 6.44919670922444e-05 |
| 99 | 0.999973861401916 | 5.22771961688471e-05 | 2.61385980844236e-05 |
| 100 | 0.999989143214201 | 2.17135715988511e-05 | 1.08567857994255e-05 |
| 101 | 0.999980748449971 | 3.85031000570475e-05 | 1.92515500285237e-05 |
| 102 | 0.999974506106815 | 5.09877863696827e-05 | 2.54938931848413e-05 |
| 103 | 0.99995771024911 | 8.45795017805289e-05 | 4.22897508902645e-05 |
| 104 | 0.999926755347409 | 0.000146489305181332 | 7.32446525906659e-05 |
| 105 | 0.99987654295187 | 0.000246914096259526 | 0.000123457048129763 |
| 106 | 0.999777370932686 | 0.0004452581346288 | 0.0002226290673144 |
| 107 | 0.999781207048971 | 0.000437585902058455 | 0.000218792951029227 |
| 108 | 0.999679943659967 | 0.000640112680066112 | 0.000320056340033056 |
| 109 | 0.999532662704992 | 0.000934674590015725 | 0.000467337295007862 |
| 110 | 0.999354099575517 | 0.00129180084896584 | 0.000645900424482919 |
| 111 | 0.998896830987196 | 0.00220633802560886 | 0.00110316901280443 |
| 112 | 0.998433623688777 | 0.00313275262244527 | 0.00156637631122263 |
| 113 | 0.998455235886088 | 0.00308952822782495 | 0.00154476411391248 |
| 114 | 0.997459934038281 | 0.005080131923437 | 0.0025400659617185 |
| 115 | 0.996062708274367 | 0.00787458345126607 | 0.00393729172563304 |
| 116 | 0.99460919258682 | 0.0107816148263608 | 0.00539080741318038 |
| 117 | 0.995136125177508 | 0.00972774964498418 | 0.00486387482249209 |
| 118 | 0.992633591277744 | 0.014732817444512 | 0.007366408722256 |
| 119 | 0.999156313253197 | 0.00168737349360517 | 0.000843686746802583 |
| 120 | 0.998786043708106 | 0.00242791258378784 | 0.00121395629189392 |
| 121 | 0.999997593080604 | 4.81383879160894e-06 | 2.40691939580447e-06 |
| 122 | 0.999997939950467 | 4.1200990656765e-06 | 2.06004953283825e-06 |
| 123 | 0.99999536625849 | 9.26748302065567e-06 | 4.63374151032784e-06 |
| 124 | 0.999986786818072 | 2.64263638557274e-05 | 1.32131819278637e-05 |
| 125 | 0.999983369615583 | 3.32607688330631e-05 | 1.66303844165316e-05 |
| 126 | 0.999953498293509 | 9.30034129829928e-05 | 4.65017064914964e-05 |
| 127 | 0.999919900114578 | 0.000160199770843293 | 8.00998854216466e-05 |
| 128 | 0.999852261124738 | 0.000295477750523867 | 0.000147738875261933 |
| 129 | 0.999640828689295 | 0.000718342621409043 | 0.000359171310704521 |
| 130 | 0.99959320624056 | 0.000813587518880195 | 0.000406793759440097 |
| 131 | 0.998797006832193 | 0.00240598633561352 | 0.00120299316780676 |
| 132 | 0.99654311017923 | 0.00691377964153996 | 0.00345688982076998 |
| 133 | 0.990830155192753 | 0.0183396896144939 | 0.00916984480724694 |
| 134 | 0.977754327929142 | 0.0444913441417166 | 0.0222456720708583 |
| 135 | 0.960878292146425 | 0.0782434157071508 | 0.0391217078535754 |
| 136 | 0.954204713270491 | 0.0915905734590175 | 0.0457952867295087 |
| 137 | 0.89135138269025 | 0.2172972346195 | 0.10864861730975 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 116 | 0.885496183206107 | NOK |
| 5% type I error level | 127 | 0.969465648854962 | NOK |
| 10% type I error level | 130 | 0.99236641221374 | NOK |
