Multiple Linear Regression - Estimated Regression Equation |
IPCN[t] = + 3.05577629606795 + 1.17944461455352TIP[t] -2.12462514013892M1[t] + 0.608831066388448M2[t] + 5.9761607661264M3[t] + 2.56150132861621M4[t] -6.82861542337741M5[t] -12.0520433749389M6[t] -13.3159361355758M7[t] + 8.51911770861693M8[t] + 19.8702928802582M9[t] -8.10532647440436M10[t] + 0.441248635997603M11[t] -0.28951804087561t + 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) | 3.05577629606795 | 15.070568 | 0.2028 | 0.840194 | 0.420097 |
TIP | 1.17944461455352 | 0.151132 | 7.8041 | 0 | 0 |
M1 | -2.12462514013892 | 4.307528 | -0.4932 | 0.624143 | 0.312072 |
M2 | 0.608831066388448 | 4.214567 | 0.1445 | 0.885756 | 0.442878 |
M3 | 5.9761607661264 | 4.246572 | 1.4073 | 0.16592 | 0.08296 |
M4 | 2.56150132861621 | 4.290681 | 0.597 | 0.553378 | 0.276689 |
M5 | -6.82861542337741 | 4.219926 | -1.6182 | 0.112315 | 0.056158 |
M6 | -12.0520433749389 | 4.55013 | -2.6487 | 0.010967 | 0.005484 |
M7 | -13.3159361355758 | 4.439011 | -2.9998 | 0.004312 | 0.002156 |
M8 | 8.51911770861693 | 4.259569 | 2 | 0.051298 | 0.025649 |
M9 | 19.8702928802582 | 4.72696 | 4.2036 | 0.000117 | 5.8e-05 |
M10 | -8.10532647440436 | 4.411878 | -1.8372 | 0.072513 | 0.036257 |
M11 | 0.441248635997603 | 4.186186 | 0.1054 | 0.916502 | 0.458251 |
t | -0.28951804087561 | 0.055948 | -5.1748 | 5e-06 | 2e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.796926733449986 |
R-squared | 0.635092218487265 |
Adjusted R-squared | 0.534160278919912 |
F-TEST (value) | 6.29228191997108 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 47 |
p-value | 1.18025310580361e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.61842757381282 |
Sum Squared Residuals | 2058.76842684088 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 143.7 | 141.349375631289 | 2.35062436871112 |
2 | 124.1 | 125.865755655727 | -1.76575565572701 |
3 | 129.2 | 122.687455012715 | 6.5125449872853 |
4 | 121.9 | 119.21916645724 | 2.68083354276041 |
5 | 124.8 | 118.031532889156 | 6.76846711084427 |
6 | 129.6 | 120.184976891317 | 9.41502310868342 |
7 | 125.2 | 120.990455318911 | 4.20954468108896 |
8 | 124.8 | 121.777765906086 | 3.02223409391382 |
9 | 128.3 | 121.988532582959 | 6.31146741704061 |
10 | 129.4 | 123.799232858536 | 5.6007671414639 |
11 | 127.6 | 115.308176401402 | 12.2918235985976 |
12 | 123.7 | 117.172187876547 | 6.52781212345303 |
13 | 129 | 128.675491147264 | 0.324508852735983 |
14 | 118.4 | 107.884370406211 | 10.5156295937887 |
15 | 104.9 | 106.475236685029 | -1.57523668502931 |
16 | 101 | 105.601726281572 | -4.60172628157198 |
17 | 99.5 | 103.470537021845 | -3.97053702184528 |
18 | 106.7 | 109.752037174943 | -3.05203717494345 |
19 | 101.6 | 107.490959604699 | -5.89095960469877 |
20 | 103.2 | 110.873048343892 | -7.67304834389165 |
21 | 104.6 | 114.268315480059 | -9.66831548005939 |
22 | 105.7 | 109.710014837047 | -4.01001483704707 |
23 | 101.1 | 105.11112560794 | -4.01112560794002 |
24 | 98.8 | 107.09308154454 | -8.29308154453991 |
25 | 107.6 | 115.293939894507 | -7.69393989450709 |
26 | 96.9 | 106.061376376079 | -9.16137637607897 |
27 | 106.4 | 108.544409882924 | -2.14440988292355 |
28 | 102 | 108.732399632564 | -6.73239963256439 |
29 | 105.7 | 105.067932373918 | 0.632067626081871 |
30 | 117 | 118.779933598704 | -1.7799335987035 |
31 | 116 | 118.5239118732 | -2.52391187319978 |
32 | 125.5 | 120.018889229107 | 5.48111077089296 |
33 | 120.2 | 126.598656824569 | -6.39865682456929 |
34 | 124.1 | 121.804467258646 | 2.29553274135372 |
35 | 111.4 | 122.041300949209 | -10.6413009492086 |
36 | 120.8 | 130.981980111674 | -10.1819801116743 |
37 | 120.2 | 119.722002321508 | 0.477997678491618 |
38 | 124.6 | 125.704274330821 | -1.10427433082072 |
39 | 125.4 | 128.305252299121 | -2.90525229912066 |
40 | 114.2 | 111.981017445012 | 2.21898255498785 |
41 | 113.6 | 117.987996025705 | -4.38799602570479 |
42 | 110.5 | 123.207996025705 | -12.7079960257048 |
43 | 106.4 | 109.978083540112 | -3.57808354011231 |
44 | 117 | 121.734229042635 | -4.73422904263523 |
45 | 121.9 | 118.996384183125 | 2.90361581687537 |
46 | 114.9 | 119.863528767059 | -4.96352876705852 |
47 | 117.6 | 118.802973381612 | -1.20297338161205 |
48 | 117.6 | 114.297983938168 | 3.30201606183244 |
49 | 125.8 | 126.862787361983 | -1.06278736198278 |
50 | 114.9 | 113.384223231162 | 1.51577676883804 |
51 | 119.4 | 119.287646120212 | 0.112353879788226 |
52 | 117.3 | 110.865690183612 | 6.43430981638811 |
53 | 115 | 114.042001689376 | 0.957998310623937 |
54 | 120.9 | 112.775056309332 | 8.12494369066833 |
55 | 117 | 109.216589663078 | 7.7834103369219 |
56 | 117.8 | 113.89606747828 | 3.90393252172012 |
57 | 114 | 107.148110929287 | 6.85188907071269 |
58 | 114.4 | 113.322756278712 | 1.07724372128797 |
59 | 119.6 | 116.036423659837 | 3.56357634016315 |
60 | 113.1 | 104.454766529071 | 8.64523347092878 |
61 | 125.1 | 119.496403643449 | 5.60359635655116 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.858752075776484 | 0.282495848447032 | 0.141247924223516 |
18 | 0.766211169185437 | 0.467577661629126 | 0.233788830814563 |
19 | 0.666113373933328 | 0.667773252133345 | 0.333886626066672 |
20 | 0.555196543109513 | 0.889606913780975 | 0.444803456890487 |
21 | 0.458338944780674 | 0.916677889561348 | 0.541661055219326 |
22 | 0.382090114423304 | 0.764180228846609 | 0.617909885576696 |
23 | 0.297255262006392 | 0.594510524012784 | 0.702744737993608 |
24 | 0.217704044525163 | 0.435408089050326 | 0.782295955474837 |
25 | 0.168270742524572 | 0.336541485049145 | 0.831729257475428 |
26 | 0.441766049979399 | 0.883532099958799 | 0.558233950020601 |
27 | 0.738022912177927 | 0.523954175644145 | 0.261977087822073 |
28 | 0.815074873434592 | 0.369850253130817 | 0.184925126565408 |
29 | 0.82032838439288 | 0.359343231214239 | 0.17967161560712 |
30 | 0.757357485863807 | 0.485285028272386 | 0.242642514136193 |
31 | 0.695614600809825 | 0.608770798380351 | 0.304385399190175 |
32 | 0.851841403744502 | 0.296317192510995 | 0.148158596255498 |
33 | 0.795695067383509 | 0.408609865232981 | 0.204304932616491 |
34 | 0.922463505196457 | 0.155072989607087 | 0.0775364948035434 |
35 | 0.945196820137602 | 0.109606359724797 | 0.0548031798623984 |
36 | 0.923336736724704 | 0.153326526550592 | 0.0766632632752961 |
37 | 0.937510516691794 | 0.124978966616412 | 0.0624894833082061 |
38 | 0.919206826326789 | 0.161586347346423 | 0.0807931736732114 |
39 | 0.893451402623857 | 0.213097194752285 | 0.106548597376142 |
40 | 0.864988809951218 | 0.270022380097564 | 0.135011190048782 |
41 | 0.786670306751902 | 0.426659386496197 | 0.213329693248098 |
42 | 0.996316012199576 | 0.00736797560084826 | 0.00368398780042413 |
43 | 0.995461776067551 | 0.00907644786489753 | 0.00453822393244877 |
44 | 0.995877937385285 | 0.00824412522942925 | 0.00412206261471463 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 3 | 0.107142857142857 | NOK |
5% type I error level | 3 | 0.107142857142857 | NOK |
10% type I error level | 3 | 0.107142857142857 | NOK |