Multiple Linear Regression - Estimated Regression Equation |
Promet[t] = + 152.062865531415 -18.0165590135056Dummy[t] -2.89726267371302M1[t] -12.5469035036211M2[t] -20.153232530828M3[t] -29.3261851634371M4[t] -23.4958259933451M5[t] -13.0854668232531M6[t] -17.0751076531611M7[t] -15.101436680368M8[t] -2.27438931297713M9[t] -32.760718340184M10[t] -25.890359170092M11[t] -0.330359170091995t + 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) | 152.062865531415 | 6.51776 | 23.3305 | 0 | 0 |
Dummy | -18.0165590135056 | 3.207827 | -5.6164 | 1e-06 | 1e-06 |
M1 | -2.89726267371302 | 7.726951 | -0.375 | 0.709417 | 0.354708 |
M2 | -12.5469035036211 | 7.716216 | -1.626 | 0.110773 | 0.055386 |
M3 | -20.153232530828 | 7.688197 | -2.6213 | 0.011833 | 0.005917 |
M4 | -29.3261851634371 | 7.698043 | -3.8096 | 0.000411 | 0.000206 |
M5 | -23.4958259933451 | 7.690613 | -3.0551 | 0.003736 | 0.001868 |
M6 | -13.0854668232531 | 7.684292 | -1.7029 | 0.095338 | 0.047669 |
M7 | -17.0751076531611 | 7.679083 | -2.2236 | 0.031128 | 0.015564 |
M8 | -15.101436680368 | 7.651862 | -1.9736 | 0.054456 | 0.027228 |
M9 | -2.27438931297713 | 7.672007 | -0.2965 | 0.768219 | 0.384109 |
M10 | -32.760718340184 | 7.645135 | -4.2852 | 9.2e-05 | 4.6e-05 |
M11 | -25.890359170092 | 7.643452 | -3.3873 | 0.001455 | 0.000727 |
t | -0.330359170091995 | 0.092602 | -3.5675 | 0.000855 | 0.000428 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.826784265662317 |
R-squared | 0.683572221946777 |
Adjusted R-squared | 0.59414698032304 |
F-TEST (value) | 7.64406346054904 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 9.7017964995061e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 12.0844718082049 |
Sum Squared Residuals | 6717.5851086318 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 112.3 | 148.83524368761 | -36.5352436876098 |
2 | 117.3 | 138.85524368761 | -21.5552436876101 |
3 | 111.1 | 112.901996476806 | -1.80199647680566 |
4 | 102.2 | 103.398684674105 | -1.19868467410453 |
5 | 104.3 | 108.898684674105 | -4.59868467410454 |
6 | 122.9 | 118.978684674105 | 3.92131532589548 |
7 | 107.6 | 114.658684674105 | -7.05868467410454 |
8 | 121.3 | 116.301996476806 | 4.99800352319436 |
9 | 131.5 | 128.798684674105 | 2.70131532589547 |
10 | 89 | 97.9819964768056 | -8.98199647680565 |
11 | 104.4 | 104.521996476806 | -0.121996476805641 |
12 | 128.9 | 130.081996476806 | -1.18199647680566 |
13 | 135.9 | 126.854374633001 | 9.04562536699935 |
14 | 133.3 | 116.874374633001 | 16.4256253669994 |
15 | 121.3 | 108.937686435702 | 12.3623135642983 |
16 | 120.5 | 117.450933646506 | 3.04906635349383 |
17 | 120.4 | 122.950933646506 | -2.55093364650617 |
18 | 137.9 | 133.030933646506 | 4.86906635349382 |
19 | 126.1 | 128.710933646506 | -2.61093364650618 |
20 | 133.2 | 130.354245449207 | 2.84575455079269 |
21 | 151.1 | 142.850933646506 | 8.24906635349382 |
22 | 105 | 112.034245449207 | -7.03424544920729 |
23 | 119 | 118.574245449207 | 0.42575455079271 |
24 | 140.4 | 144.134245449207 | -3.73424544920731 |
25 | 156.6 | 140.906623605402 | 15.6933763945977 |
26 | 137.1 | 130.926623605402 | 6.17337639459777 |
27 | 122.7 | 122.989935408103 | -0.289935408103347 |
28 | 125.8 | 113.486623605402 | 12.3133763945978 |
29 | 139.3 | 118.986623605402 | 20.3133763945978 |
30 | 134.9 | 129.066623605402 | 5.83337639459776 |
31 | 149.2 | 124.746623605402 | 24.4533763945978 |
32 | 132.3 | 126.389935408103 | 5.91006459189666 |
33 | 149 | 138.886623605402 | 10.1133763945978 |
34 | 117.2 | 108.069935408103 | 9.13006459189666 |
35 | 119.6 | 114.609935408103 | 4.99006459189665 |
36 | 152 | 140.169935408103 | 11.8300645918966 |
37 | 149.4 | 136.942313564298 | 12.4576864357016 |
38 | 127.3 | 126.962313564298 | 0.337686435701711 |
39 | 114.1 | 119.025625366999 | -4.92562536699941 |
40 | 102.1 | 109.522313564298 | -7.4223135642983 |
41 | 107.7 | 115.022313564298 | -7.3223135642983 |
42 | 104.4 | 125.102313564298 | -20.7023135642983 |
43 | 102.1 | 120.782313564298 | -18.6823135642983 |
44 | 96 | 104.409066353494 | -8.40906635349383 |
45 | 109.3 | 134.922313564298 | -25.6223135642983 |
46 | 90 | 86.0890663534938 | 3.91093364650617 |
47 | 83.9 | 92.6290663534938 | -8.72906635349382 |
48 | 112 | 118.189066353494 | -6.18906635349383 |
49 | 114.3 | 114.961444509689 | -0.66144450968883 |
50 | 103.6 | 104.981444509689 | -1.38144450968876 |
51 | 91.7 | 97.0447563123899 | -5.34475631238987 |
52 | 80.8 | 87.5414445096888 | -6.74144450968877 |
53 | 87.2 | 93.0414445096888 | -5.84144450968877 |
54 | 109.2 | 103.121444509689 | 6.07855549031123 |
55 | 102.7 | 98.8014445096888 | 3.89855549031124 |
56 | 95.1 | 100.44475631239 | -5.34475631238989 |
57 | 117.5 | 112.941444509689 | 4.55855549031124 |
58 | 85.1 | 82.1247563123899 | 2.97524368761011 |
59 | 92.1 | 88.6647563123899 | 3.43524368761011 |
60 | 113.5 | 114.22475631239 | -0.724756312389895 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.0555587789641296 | 0.111117557928259 | 0.94444122103587 |
18 | 0.0154392087324295 | 0.030878417464859 | 0.98456079126757 |
19 | 0.00528386751060407 | 0.0105677350212081 | 0.994716132489396 |
20 | 0.00189709242787612 | 0.00379418485575225 | 0.998102907572124 |
21 | 0.000690905074915974 | 0.00138181014983195 | 0.999309094925084 |
22 | 0.000253210011032953 | 0.000506420022065906 | 0.999746789988967 |
23 | 7.06649167315714e-05 | 0.000141329833463143 | 0.999929335083268 |
24 | 4.57711078581477e-05 | 9.15422157162954e-05 | 0.999954228892142 |
25 | 7.4563589341809e-05 | 0.000149127178683618 | 0.999925436410658 |
26 | 0.00088992090144296 | 0.00177984180288592 | 0.999110079098557 |
27 | 0.00496772944839398 | 0.00993545889678796 | 0.995032270551606 |
28 | 0.00327411081862902 | 0.00654822163725803 | 0.99672588918137 |
29 | 0.00277606692689823 | 0.00555213385379646 | 0.997223933073102 |
30 | 0.00701693388032185 | 0.0140338677606437 | 0.992983066119678 |
31 | 0.0195759805484197 | 0.0391519610968394 | 0.98042401945158 |
32 | 0.0323403680798342 | 0.0646807361596684 | 0.967659631920166 |
33 | 0.0514160710533345 | 0.102832142106669 | 0.948583928946665 |
34 | 0.0342905082040169 | 0.0685810164080339 | 0.965709491795983 |
35 | 0.0360785466195566 | 0.0721570932391131 | 0.963921453380443 |
36 | 0.0777965897031725 | 0.155593179406345 | 0.922203410296828 |
37 | 0.170263516670527 | 0.340527033341055 | 0.829736483329473 |
38 | 0.354061258399093 | 0.708122516798186 | 0.645938741600907 |
39 | 0.544858574796858 | 0.910282850406285 | 0.455141425203142 |
40 | 0.793289080093725 | 0.413421839812551 | 0.206710919906275 |
41 | 0.989696390177186 | 0.0206072196456282 | 0.0103036098228141 |
42 | 0.980171516585623 | 0.0396569668287548 | 0.0198284834143774 |
43 | 0.964124593924358 | 0.0717508121512842 | 0.0358754060756421 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 10 | 0.37037037037037 | NOK |
5% type I error level | 16 | 0.592592592592593 | NOK |
10% type I error level | 20 | 0.740740740740741 | NOK |