| Multiple Linear Regression - Estimated Regression Equation |
| [t] = + 9816.71428571429 + 57749.8571428572M1[t] + 29967.2857142857M2[t] + 36114.2857142857M3[t] + 28600M4[t] + 30189.4285714286M5[t] + 37174.4285714286M6[t] + 28012.2857142857M7[t] + 24847.4285714286M8[t] + 29802.1428571429M9[t] + 28653.4285714286M10[t] + 22942.8571428571M11[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) | 9816.71428571429 | 1593.29246 | 6.1613 | 0 | 0 |
| M1 | 57749.8571428572 | 2253.255805 | 25.6295 | 0 | 0 |
| M2 | 29967.2857142857 | 2253.255805 | 13.2995 | 0 | 0 |
| M3 | 36114.2857142857 | 2253.255805 | 16.0276 | 0 | 0 |
| M4 | 28600 | 2253.255805 | 12.6927 | 0 | 0 |
| M5 | 30189.4285714286 | 2253.255805 | 13.3981 | 0 | 0 |
| M6 | 37174.4285714286 | 2253.255805 | 16.4981 | 0 | 0 |
| M7 | 28012.2857142857 | 2253.255805 | 12.4319 | 0 | 0 |
| M8 | 24847.4285714286 | 2253.255805 | 11.0273 | 0 | 0 |
| M9 | 29802.1428571429 | 2253.255805 | 13.2263 | 0 | 0 |
| M10 | 28653.4285714286 | 2253.255805 | 12.7165 | 0 | 0 |
| M11 | 22942.8571428571 | 2253.255805 | 10.1821 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.953753337274862 |
| R-squared | 0.909645428362938 |
| Adjusted R-squared | 0.895841257696164 |
| F-TEST (value) | 65.8964200256122 |
| F-TEST (DF numerator) | 11 |
| F-TEST (DF denominator) | 72 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4215.45561425029 |
| Sum Squared Residuals | 1279444754.57143 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 68897 | 67566.5714285714 | 1330.42857142858 |
| 2 | 38683 | 39784 | -1101.00000000001 |
| 3 | 44720 | 45931 | -1210.99999999999 |
| 4 | 39525 | 38416.7142857143 | 1108.2857142857 |
| 5 | 45315 | 40006.1428571429 | 5308.85714285713 |
| 6 | 50380 | 46991.1428571428 | 3388.85714285716 |
| 7 | 40600 | 37829 | 2770.99999999999 |
| 8 | 36279 | 34664.1428571429 | 1614.85714285714 |
| 9 | 42438 | 39618.8571428571 | 2819.14285714286 |
| 10 | 38064 | 38470.1428571429 | -406.14285714286 |
| 11 | 31879 | 32759.5714285714 | -880.571428571436 |
| 12 | 11379 | 9816.71428571428 | 1562.28571428572 |
| 13 | 70249 | 67566.5714285714 | 2682.42857142857 |
| 14 | 39253 | 39784 | -530.999999999998 |
| 15 | 47060 | 45931 | 1129 |
| 16 | 41697 | 38416.7142857143 | 3280.28571428572 |
| 17 | 38708 | 40006.1428571429 | -1298.14285714285 |
| 18 | 49267 | 46991.1428571429 | 2275.85714285714 |
| 19 | 39018 | 37829 | 1189 |
| 20 | 32228 | 34664.1428571429 | -2436.14285714286 |
| 21 | 40870 | 39618.8571428571 | 1251.14285714286 |
| 22 | 39383 | 38470.1428571429 | 912.857142857144 |
| 23 | 34571 | 32759.5714285714 | 1811.42857142857 |
| 24 | 12066 | 9816.71428571429 | 2249.28571428571 |
| 25 | 70938 | 67566.5714285714 | 3371.42857142857 |
| 26 | 34077 | 39784 | -5707 |
| 27 | 45409 | 45931 | -522.000000000002 |
| 28 | 40809 | 38416.7142857143 | 2392.28571428572 |
| 29 | 37013 | 40006.1428571429 | -2993.14285714285 |
| 30 | 44953 | 46991.1428571429 | -2038.14285714286 |
| 31 | 37848 | 37829 | 19.0000000000011 |
| 32 | 32745 | 34664.1428571429 | -1919.14285714286 |
| 33 | 39401 | 39618.8571428571 | -217.857142857142 |
| 34 | 34931 | 38470.1428571429 | -3539.14285714286 |
| 35 | 33008 | 32759.5714285714 | 248.428571428573 |
| 36 | 8620 | 9816.71428571429 | -1196.71428571429 |
| 37 | 68906 | 67566.5714285714 | 1339.42857142857 |
| 38 | 39556 | 39784 | -227.999999999998 |
| 39 | 50669 | 45931 | 4738 |
| 40 | 36432 | 38416.7142857143 | -1984.71428571428 |
| 41 | 40891 | 40006.1428571429 | 884.857142857146 |
| 42 | 48428 | 46991.1428571429 | 1436.85714285714 |
| 43 | 36222 | 37829 | -1607 |
| 44 | 33425 | 34664.1428571429 | -1239.14285714286 |
| 45 | 39401 | 39618.8571428571 | -217.857142857142 |
| 46 | 37967 | 38470.1428571429 | -503.142857142856 |
| 47 | 34801 | 32759.5714285714 | 2041.42857142857 |
| 48 | 12657 | 9816.71428571429 | 2840.28571428571 |
| 49 | 69116 | 67566.5714285714 | 1549.42857142857 |
| 50 | 41519 | 39784 | 1735 |
| 51 | 51321 | 45931 | 5390 |
| 52 | 38529 | 38416.7142857143 | 112.285714285717 |
| 53 | 41547 | 40006.1428571429 | 1540.85714285715 |
| 54 | 52073 | 46991.1428571429 | 5081.85714285714 |
| 55 | 38401 | 37829 | 572.000000000002 |
| 56 | 40898 | 34664.1428571429 | 6233.85714285714 |
| 57 | 40439 | 39618.8571428571 | 820.142857142857 |
| 58 | 41888 | 38470.1428571429 | 3417.85714285714 |
| 59 | 37898 | 32759.5714285714 | 5138.42857142857 |
| 60 | 8771 | 9816.71428571429 | -1045.71428571429 |
| 61 | 68184 | 67566.5714285714 | 617.42857142857 |
| 62 | 50530 | 39784 | 10746 |
| 63 | 47221 | 45931 | 1290 |
| 64 | 41756 | 38416.7142857143 | 3339.28571428572 |
| 65 | 45633 | 40006.1428571429 | 5626.85714285714 |
| 66 | 48138 | 46991.1428571429 | 1146.85714285714 |
| 67 | 39486 | 37829 | 1657 |
| 68 | 39341 | 34664.1428571429 | 4676.85714285714 |
| 69 | 41117 | 39618.8571428571 | 1498.14285714286 |
| 70 | 41629 | 38470.1428571429 | 3158.85714285714 |
| 71 | 29722 | 32759.5714285714 | -3037.57142857143 |
| 72 | 7054 | 9816.71428571429 | -2762.71428571429 |
| 73 | 56676 | 67566.5714285714 | -10890.5714285714 |
| 74 | 34870 | 39784 | -4914 |
| 75 | 35117 | 45931 | -10814 |
| 76 | 30169 | 38416.7142857143 | -8247.71428571428 |
| 77 | 30936 | 40006.1428571429 | -9070.14285714286 |
| 78 | 35699 | 46991.1428571429 | -11292.1428571429 |
| 79 | 33228 | 37829 | -4601 |
| 80 | 27733 | 34664.1428571429 | -6931.14285714286 |
| 81 | 33666 | 39618.8571428571 | -5952.85714285714 |
| 82 | 35429 | 38470.1428571429 | -3041.14285714286 |
| 83 | 27438 | 32759.5714285714 | -5321.57142857143 |
| 84 | 8170 | 9816.71428571429 | -1646.71428571429 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 15 | 0.0198795646807898 | 0.0397591293615796 | 0.98012043531921 |
| 16 | 0.0100946857735906 | 0.0201893715471812 | 0.989905314226409 |
| 17 | 0.0682042524041515 | 0.136408504808303 | 0.931795747595849 |
| 18 | 0.031639712059818 | 0.0632794241196361 | 0.968360287940182 |
| 19 | 0.0146642337998562 | 0.0293284675997124 | 0.985335766200144 |
| 20 | 0.0129720749356343 | 0.0259441498712685 | 0.987027925064366 |
| 21 | 0.00605628021510694 | 0.0121125604302139 | 0.993943719784893 |
| 22 | 0.00262348574112548 | 0.00524697148225096 | 0.997376514258875 |
| 23 | 0.0014975399058733 | 0.0029950798117466 | 0.998502460094127 |
| 24 | 0.000597300144503381 | 0.00119460028900676 | 0.999402699855497 |
| 25 | 0.000279068844777435 | 0.000558137689554871 | 0.999720931155223 |
| 26 | 0.000722747396462386 | 0.00144549479292477 | 0.999277252603538 |
| 27 | 0.000293380247487702 | 0.000586760494975404 | 0.999706619752512 |
| 28 | 0.000122488141345059 | 0.000244976282690118 | 0.999877511858655 |
| 29 | 0.000245719203581715 | 0.00049143840716343 | 0.999754280796418 |
| 30 | 0.000362146512527675 | 0.00072429302505535 | 0.999637853487472 |
| 31 | 0.00018796583571347 | 0.000375931671426941 | 0.999812034164287 |
| 32 | 9.14952194500647e-05 | 0.000182990438900129 | 0.99990850478055 |
| 33 | 4.89540972029661e-05 | 9.79081944059323e-05 | 0.999951045902797 |
| 34 | 4.72281654201402e-05 | 9.44563308402803e-05 | 0.99995277183458 |
| 35 | 1.91551243379037e-05 | 3.83102486758075e-05 | 0.999980844875662 |
| 36 | 1.26232983872647e-05 | 2.52465967745293e-05 | 0.999987376701613 |
| 37 | 6.01578492188566e-06 | 1.20315698437713e-05 | 0.999993984215078 |
| 38 | 3.29166089955676e-06 | 6.58332179911351e-06 | 0.9999967083391 |
| 39 | 6.92218324580249e-06 | 1.3844366491605e-05 | 0.999993077816754 |
| 40 | 7.08084632296651e-06 | 1.4161692645933e-05 | 0.999992919153677 |
| 41 | 2.91373818104951e-06 | 5.82747636209903e-06 | 0.999997086261819 |
| 42 | 1.22476394101003e-06 | 2.44952788202006e-06 | 0.999998775236059 |
| 43 | 7.43029305849702e-07 | 1.4860586116994e-06 | 0.999999256970694 |
| 44 | 2.93835807163586e-07 | 5.87671614327172e-07 | 0.999999706164193 |
| 45 | 1.21308404791246e-07 | 2.42616809582492e-07 | 0.999999878691595 |
| 46 | 4.42216013683699e-08 | 8.84432027367399e-08 | 0.999999955778399 |
| 47 | 1.9541305983361e-08 | 3.90826119667221e-08 | 0.999999980458694 |
| 48 | 1.03909717852606e-08 | 2.07819435705213e-08 | 0.999999989609028 |
| 49 | 5.45071855677963e-09 | 1.09014371135593e-08 | 0.999999994549281 |
| 50 | 4.24393750981851e-09 | 8.48787501963701e-09 | 0.999999995756062 |
| 51 | 1.37360450811527e-08 | 2.74720901623054e-08 | 0.999999986263955 |
| 52 | 5.24879562687852e-09 | 1.0497591253757e-08 | 0.999999994751204 |
| 53 | 2.04129969997238e-09 | 4.08259939994476e-09 | 0.9999999979587 |
| 54 | 5.67803626711218e-09 | 1.13560725342244e-08 | 0.999999994321964 |
| 55 | 1.9101691347072e-09 | 3.82033826941441e-09 | 0.999999998089831 |
| 56 | 2.05079669185176e-08 | 4.10159338370353e-08 | 0.999999979492033 |
| 57 | 7.65478899267271e-09 | 1.53095779853454e-08 | 0.999999992345211 |
| 58 | 6.90713418850673e-09 | 1.38142683770135e-08 | 0.999999993092866 |
| 59 | 1.84078650229557e-08 | 3.68157300459114e-08 | 0.999999981592135 |
| 60 | 7.62858060404536e-09 | 1.52571612080907e-08 | 0.999999992371419 |
| 61 | 1.31744546232892e-08 | 2.63489092465785e-08 | 0.999999986825545 |
| 62 | 1.1125746302497e-05 | 2.2251492604994e-05 | 0.999988874253698 |
| 63 | 3.02842204259328e-05 | 6.05684408518656e-05 | 0.999969715779574 |
| 64 | 9.64260619987445e-05 | 0.000192852123997489 | 0.999903573938001 |
| 65 | 0.00209929696424411 | 0.00419859392848822 | 0.997900703035756 |
| 66 | 0.0166290653455295 | 0.0332581306910589 | 0.983370934654471 |
| 67 | 0.0180380233978118 | 0.0360760467956237 | 0.981961976602188 |
| 68 | 0.192380283352153 | 0.384760566704306 | 0.807619716647847 |
| 69 | 0.418897197421418 | 0.837794394842836 | 0.581102802578582 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 44 | 0.8 | NOK |
| 5% type I error level | 51 | 0.927272727272727 | NOK |
| 10% type I error level | 52 | 0.945454545454545 | NOK |
