| Multiple Linear Regression - Estimated Regression Equation |
| IPCN[t] = + 32.1359887285878 + 0.79806923413219TIP[t] + 2.91552114780811M1[t] + 2.68786816104289M2[t] + 6.53765109494854M3[t] + 2.16225294702119M4[t] -4.24518108183299M5[t] -6.28761111243592M6[t] -8.53512510631533M7[t] + 7.47284017328406M8[t] + 15.0029612813481M9[t] -4.15493202972855M10[t] + 0.707884154047932M11[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) | 32.1359887285878 | 17.336603 | 1.8536 | 0.06994 | 0.03497 |
| TIP | 0.79806923413219 | 0.163582 | 4.8787 | 1.2e-05 | 6e-06 |
| M1 | 2.91552114780811 | 5.202069 | 0.5605 | 0.577776 | 0.288888 |
| M2 | 2.68786816104289 | 5.201332 | 0.5168 | 0.607693 | 0.303846 |
| M3 | 6.53765109494854 | 5.263087 | 1.2422 | 0.220209 | 0.110104 |
| M4 | 2.16225294702119 | 5.318631 | 0.4065 | 0.686151 | 0.343075 |
| M5 | -4.24518108183299 | 5.195031 | -0.8172 | 0.417874 | 0.208937 |
| M6 | -6.28761111243592 | 5.469488 | -1.1496 | 0.256013 | 0.128006 |
| M7 | -8.53512510631533 | 5.382877 | -1.5856 | 0.119395 | 0.059698 |
| M8 | 7.47284017328406 | 5.274967 | 1.4167 | 0.16304 | 0.08152 |
| M9 | 15.0029612813481 | 5.74319 | 2.6123 | 0.01197 | 0.005985 |
| M10 | -4.15493202972855 | 5.387244 | -0.7713 | 0.444337 | 0.222168 |
| M11 | 0.707884154047932 | 5.189547 | 0.1364 | 0.892071 | 0.446036 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.653594003162558 |
| R-squared | 0.427185120970058 |
| Adjusted R-squared | 0.283981401212573 |
| F-TEST (value) | 2.98305883180614 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 48 |
| p-value | 0.00350563499120971 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 8.20538028987783 |
| Sum Squared Residuals | 3231.75675367275 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 143.7 | 130.261169508366 | 13.4388304916339 |
| 2 | 124.1 | 117.902864162792 | 6.19713583720838 |
| 3 | 129.2 | 116.166162457772 | 13.033837542228 |
| 4 | 121.9 | 111.950378156671 | 9.94962184332896 |
| 5 | 124.8 | 111.289042613569 | 13.5109573864314 |
| 6 | 129.6 | 114.434062604825 | 15.1659373951751 |
| 7 | 125.2 | 113.78268707921 | 11.4173129207901 |
| 8 | 124.8 | 115.744633838083 | 9.05536616191725 |
| 9 | 128.3 | 115.932517992131 | 12.3674820078693 |
| 10 | 129.4 | 117.125390151425 | 12.2746098485752 |
| 11 | 127.6 | 110.655623210524 | 16.9443767894758 |
| 12 | 123.7 | 111.703491371567 | 11.9965086284329 |
| 13 | 129 | 124.036229482135 | 4.96377051786495 |
| 14 | 118.4 | 108.086612582966 | 10.3133874170343 |
| 15 | 104.9 | 107.547014729144 | -2.6470147291443 |
| 16 | 101 | 105.086982743134 | -4.08698274313422 |
| 17 | 99.5 | 103.787191812726 | -4.28719181272603 |
| 18 | 106.7 | 109.725454123445 | -3.025454123445 |
| 19 | 101.6 | 106.999098589086 | -5.39909858908629 |
| 20 | 103.2 | 110.71679766305 | -7.51679766304995 |
| 21 | 104.6 | 113.059468749255 | -8.4594687492548 |
| 22 | 105.7 | 109.942767044235 | -4.24276704423512 |
| 23 | 101.1 | 106.106628575971 | -5.00662857597074 |
| 24 | 98.8 | 107.234303660427 | -8.43430366042684 |
| 25 | 107.6 | 117.332447915425 | -9.73244791542465 |
| 26 | 96.9 | 109.203909510751 | -12.3039095107508 |
| 27 | 106.4 | 111.297940129566 | -4.8979401295656 |
| 28 | 102 | 109.556170454274 | -7.55617045427448 |
| 29 | 105.7 | 107.218889519494 | -1.51888951949445 |
| 30 | 117 | 118.184988005246 | -1.18498800524622 |
| 31 | 116 | 116.815350168912 | -0.815350168912207 |
| 32 | 125.5 | 119.256138468264 | 6.24386153173563 |
| 33 | 120.2 | 123.753596486626 | -3.55359648662613 |
| 34 | 124.1 | 120.47728093478 | 3.62271906521997 |
| 35 | 111.4 | 119.913226326458 | -8.5132263264576 |
| 36 | 120.8 | 125.749509892294 | -4.94950989229363 |
| 37 | 120.2 | 122.67951178411 | -2.47951178411032 |
| 38 | 124.6 | 124.846066499742 | -0.246066499741675 |
| 39 | 125.4 | 127.01990404197 | -1.61990404196972 |
| 40 | 114.2 | 114.105165088828 | 0.0948349111720517 |
| 41 | 113.6 | 118.312051873932 | -4.71205187393188 |
| 42 | 110.5 | 123.532051873932 | -13.0320518739319 |
| 43 | 106.4 | 113.383652462144 | -6.98365246214379 |
| 44 | 117 | 122.767643098446 | -5.76764309844602 |
| 45 | 121.9 | 120.960354167163 | 0.939645832836533 |
| 46 | 114.9 | 121.514770939152 | -6.61477093915186 |
| 47 | 117.6 | 120.072840173284 | -2.47284017328405 |
| 48 | 117.6 | 116.811134470013 | 0.788865529986883 |
| 49 | 125.8 | 129.8621348913 | -4.06213489130003 |
| 50 | 114.9 | 118.86054724375 | -3.96054724375025 |
| 51 | 119.4 | 123.268978641548 | -3.86897864154843 |
| 52 | 117.3 | 115.701303557092 | 1.59869644290767 |
| 53 | 115 | 117.992824180279 | -2.99282418027901 |
| 54 | 120.9 | 118.823443392552 | 2.07655660744804 |
| 55 | 117 | 115.219211700648 | 1.78078829935217 |
| 56 | 117.8 | 119.814786932157 | -2.01478693215691 |
| 57 | 114 | 115.294062604825 | -1.29406260482493 |
| 58 | 114.4 | 119.439790930408 | -5.03979093040817 |
| 59 | 119.6 | 120.551681713763 | -0.951681713763376 |
| 60 | 113.1 | 112.501560605699 | 0.598439394300698 |
| 61 | 125.1 | 127.228506418664 | -2.12850641866381 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.933187188210514 | 0.133625623578971 | 0.0668128117894856 |
| 17 | 0.93821579300524 | 0.123568413989522 | 0.0617842069947609 |
| 18 | 0.960962500850987 | 0.0780749982980255 | 0.0390374991490127 |
| 19 | 0.946131096154943 | 0.107737807690114 | 0.0538689038450568 |
| 20 | 0.94411717052246 | 0.111765658955079 | 0.0558828294775394 |
| 21 | 0.978789625989924 | 0.0424207480201513 | 0.0212103740100756 |
| 22 | 0.96337749944342 | 0.0732450011131581 | 0.0366225005565791 |
| 23 | 0.97082918414369 | 0.0583416317126219 | 0.0291708158563109 |
| 24 | 0.974484202592785 | 0.0510315948144292 | 0.0255157974072146 |
| 25 | 0.964644761295763 | 0.070710477408474 | 0.035355238704237 |
| 26 | 0.9865915298114 | 0.0268169403771987 | 0.0134084701885993 |
| 27 | 0.985271784357718 | 0.0294564312845637 | 0.0147282156422819 |
| 28 | 0.994430590514643 | 0.0111388189707144 | 0.0055694094853572 |
| 29 | 0.990535560394599 | 0.018928879210803 | 0.0094644396054015 |
| 30 | 0.995342339125507 | 0.0093153217489853 | 0.00465766087449265 |
| 31 | 0.99547849641342 | 0.00904300717315895 | 0.00452150358657948 |
| 32 | 0.99677740994429 | 0.00644518011142012 | 0.00322259005571006 |
| 33 | 0.99722712849421 | 0.00554574301158136 | 0.00277287150579068 |
| 34 | 0.998544166214727 | 0.00291166757054583 | 0.00145583378527292 |
| 35 | 0.999586733516807 | 0.000826532966386197 | 0.000413266483193099 |
| 36 | 0.99940371429111 | 0.00119257141777992 | 0.000596285708889958 |
| 37 | 0.998404153890892 | 0.00319169221821648 | 0.00159584610910824 |
| 38 | 0.997385031160008 | 0.0052299376799832 | 0.0026149688399916 |
| 39 | 0.995051989291792 | 0.00989602141641542 | 0.00494801070820771 |
| 40 | 0.988293455399602 | 0.0234130892007962 | 0.0117065446003981 |
| 41 | 0.975183582697791 | 0.0496328346044172 | 0.0248164173022086 |
| 42 | 0.99714070481696 | 0.00571859036608153 | 0.00285929518304077 |
| 43 | 0.999583372168483 | 0.000833255663034281 | 0.000416627831517141 |
| 44 | 0.999407188792913 | 0.00118562241417425 | 0.000592811207087127 |
| 45 | 0.998033860363786 | 0.00393227927242797 | 0.00196613963621399 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 14 | 0.466666666666667 | NOK |
| 5% type I error level | 21 | 0.7 | NOK |
| 10% type I error level | 26 | 0.866666666666667 | NOK |
