| Multiple Linear Regression - Estimated Regression Equation |
| [t] = + 9152.70277777778 + 332.632870370369M1[t] -580.933754208754M2[t] + 285.699621212121M3[t] -10.4670033670033M4[t] + 200.766372053872M5[t] + 97.8997474747474M6[t] + 682.733122895623M7[t] + 540.766498316498M8[t] + 278.499873737374M9[t] + 379.633249158249M10[t] -392.733375420876M11[t] + 11.0666245791246t + 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) | 9152.70277777778 | 106.597082 | 85.8626 | 0 | 0 |
| M1 | 332.632870370369 | 132.215454 | 2.5158 | 0.01336 | 0.00668 |
| M2 | -580.933754208754 | 132.16696 | -4.3955 | 2.6e-05 | 1.3e-05 |
| M3 | 285.699621212121 | 132.12307 | 2.1624 | 0.032817 | 0.016408 |
| M4 | -10.4670033670033 | 132.083787 | -0.0792 | 0.936986 | 0.468493 |
| M5 | 200.766372053872 | 132.049116 | 1.5204 | 0.131362 | 0.065681 |
| M6 | 97.8997474747474 | 132.01906 | 0.7416 | 0.45998 | 0.22999 |
| M7 | 682.733122895623 | 131.993623 | 5.1725 | 1e-06 | 1e-06 |
| M8 | 540.766498316498 | 131.972807 | 4.0976 | 8.1e-05 | 4.1e-05 |
| M9 | 278.499873737374 | 131.956615 | 2.1105 | 0.037142 | 0.018571 |
| M10 | 379.633249158249 | 131.945048 | 2.8772 | 0.004844 | 0.002422 |
| M11 | -392.733375420876 | 131.938107 | -2.9766 | 0.003604 | 0.001802 |
| t | 11.0666245791246 | 0.781356 | 14.1634 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.880797786458691 |
| R-squared | 0.77580474063053 |
| Adjusted R-squared | 0.750661347056384 |
| F-TEST (value) | 30.8552120596901 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 107 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 295.017403252654 |
| Sum Squared Residuals | 9312773.69974747 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 9769 | 9496.40227272729 | 272.597727272714 |
| 2 | 9321 | 8593.90227272727 | 727.097727272728 |
| 3 | 9939 | 9471.60227272727 | 467.397727272727 |
| 4 | 9336 | 9186.50227272727 | 149.497727272728 |
| 5 | 10195 | 9408.80227272727 | 786.197727272728 |
| 6 | 9464 | 9317.00227272727 | 146.997727272727 |
| 7 | 10010 | 9912.90227272727 | 97.0977272727276 |
| 8 | 10213 | 9782.00227272727 | 430.997727272728 |
| 9 | 9563 | 9530.80227272727 | 32.197727272728 |
| 10 | 9890 | 9643.00227272727 | 246.997727272728 |
| 11 | 9305 | 8881.70227272727 | 423.297727272727 |
| 12 | 9391 | 9285.50227272727 | 105.497727272727 |
| 13 | 9928 | 9629.20176767676 | 298.798232323235 |
| 14 | 8686 | 8726.70176767677 | -40.7017676767675 |
| 15 | 9843 | 9604.40176767677 | 238.598232323233 |
| 16 | 9627 | 9319.30176767677 | 307.698232323232 |
| 17 | 10074 | 9541.60176767677 | 532.398232323233 |
| 18 | 9503 | 9449.80176767677 | 53.1982323232325 |
| 19 | 10119 | 10045.7017676768 | 73.2982323232325 |
| 20 | 10000 | 9914.80176767677 | 85.1982323232324 |
| 21 | 9313 | 9663.60176767677 | -350.601767676768 |
| 22 | 9866 | 9775.80176767677 | 90.1982323232326 |
| 23 | 9172 | 9014.50176767677 | 157.498232323233 |
| 24 | 9241 | 9418.30176767677 | -177.301767676768 |
| 25 | 9659 | 9762.00126262626 | -103.001262626261 |
| 26 | 8904 | 8859.50126262626 | 44.4987373737374 |
| 27 | 9755 | 9737.20126262626 | 17.7987373737377 |
| 28 | 9080 | 9452.10126262626 | -372.101262626263 |
| 29 | 9435 | 9674.40126262626 | -239.401262626263 |
| 30 | 8971 | 9582.60126262626 | -611.601262626262 |
| 31 | 10063 | 10178.5012626263 | -115.501262626263 |
| 32 | 9793 | 10047.6012626263 | -254.601262626263 |
| 33 | 9454 | 9796.40126262626 | -342.401262626263 |
| 34 | 9759 | 9908.60126262626 | -149.601262626262 |
| 35 | 8820 | 9147.30126262626 | -327.301262626262 |
| 36 | 9403 | 9551.10126262626 | -148.101262626263 |
| 37 | 9676 | 9894.80075757576 | -218.800757575756 |
| 38 | 8642 | 8992.30075757576 | -350.300757575757 |
| 39 | 9402 | 9870.00075757576 | -468.000757575757 |
| 40 | 9610 | 9584.90075757576 | 25.0992424242426 |
| 41 | 9294 | 9807.20075757576 | -513.200757575757 |
| 42 | 9448 | 9715.40075757576 | -267.400757575757 |
| 43 | 10319 | 10311.3007575758 | 7.69924242424247 |
| 44 | 9548 | 10180.4007575758 | -632.400757575757 |
| 45 | 9801 | 9929.20075757576 | -128.200757575758 |
| 46 | 9596 | 10041.4007575758 | -445.400757575757 |
| 47 | 8923 | 9280.10075757576 | -357.100757575758 |
| 48 | 9746 | 9683.90075757576 | 62.0992424242425 |
| 49 | 9829 | 10027.6002525253 | -198.600252525251 |
| 50 | 9125 | 9125.10025252525 | -0.100252525252519 |
| 51 | 9782 | 10002.8002525253 | -220.800252525252 |
| 52 | 9441 | 9717.70025252525 | -276.700252525253 |
| 53 | 9162 | 9940.00025252525 | -778.000252525252 |
| 54 | 9915 | 9848.20025252525 | 66.7997474747475 |
| 55 | 10444 | 10444.1002525253 | -0.100252525252583 |
| 56 | 10209 | 10313.2002525253 | -104.200252525253 |
| 57 | 9985 | 10062.0002525253 | -77.0002525252524 |
| 58 | 9842 | 10174.2002525253 | -332.200252525253 |
| 59 | 9429 | 9412.90025252525 | 16.0997474747475 |
| 60 | 10132 | 9816.70025252525 | 315.299747474748 |
| 61 | 9849 | 10160.3997474747 | -311.399747474746 |
| 62 | 9172 | 9257.89974747475 | -85.8997474747475 |
| 63 | 10313 | 10135.5997474747 | 177.400252525252 |
| 64 | 9819 | 9850.49974747475 | -31.4997474747475 |
| 65 | 9955 | 10072.7997474747 | -117.799747474747 |
| 66 | 10048 | 9980.99974747475 | 67.0002525252525 |
| 67 | 10082 | 10576.8997474747 | -494.899747474747 |
| 68 | 10541 | 10445.9997474747 | 95.0002525252524 |
| 69 | 10208 | 10194.7997474747 | 13.2002525252525 |
| 70 | 10233 | 10306.9997474747 | -73.9997474747474 |
| 71 | 9439 | 9545.69974747475 | -106.699747474748 |
| 72 | 9963 | 9949.49974747475 | 13.5002525252525 |
| 73 | 10158 | 10293.1992424242 | -135.199242424241 |
| 74 | 9225 | 9390.69924242424 | -165.699242424243 |
| 75 | 10474 | 10268.3992424242 | 205.600757575758 |
| 76 | 9757 | 9983.29924242424 | -226.299242424243 |
| 77 | 10490 | 10205.5992424242 | 284.400757575757 |
| 78 | 10281 | 10113.7992424242 | 167.200757575758 |
| 79 | 10444 | 10709.6992424242 | -265.699242424243 |
| 80 | 10640 | 10578.7992424242 | 61.2007575757573 |
| 81 | 10695 | 10327.5992424242 | 367.400757575757 |
| 82 | 10786 | 10439.7992424242 | 346.200757575757 |
| 83 | 9832 | 9678.49924242424 | 153.500757575757 |
| 84 | 9747 | 10082.2992424242 | -335.299242424243 |
| 85 | 10411 | 10425.9987373737 | -14.998737373736 |
| 86 | 9511 | 9523.49873737374 | -12.4987373737376 |
| 87 | 10402 | 10401.1987373737 | 0.801262626262459 |
| 88 | 9701 | 10116.0987373737 | -415.098737373738 |
| 89 | 10540 | 10338.3987373737 | 201.601262626262 |
| 90 | 10112 | 10246.5987373737 | -134.598737373737 |
| 91 | 10915 | 10842.4987373737 | 72.5012626262623 |
| 92 | 11183 | 10711.5987373737 | 471.401262626263 |
| 93 | 10384 | 10460.3987373737 | -76.3987373737374 |
| 94 | 10834 | 10572.5987373737 | 261.401262626262 |
| 95 | 9886 | 9811.29873737374 | 74.7012626262624 |
| 96 | 10216 | 10215.0987373737 | 0.901262626262397 |
| 97 | 10943 | 10558.7982323232 | 384.201767676769 |
| 98 | 9867 | 9656.29823232323 | 210.701767676767 |
| 99 | 10203 | 10533.9982323232 | -330.998232323233 |
| 100 | 10837 | 10248.8982323232 | 588.101767676768 |
| 101 | 10573 | 10471.1982323232 | 101.801767676767 |
| 102 | 10647 | 10379.3982323232 | 267.601767676767 |
| 103 | 11502 | 10975.2982323232 | 526.701767676768 |
| 104 | 10656 | 10844.3982323232 | -188.398232323233 |
| 105 | 10866 | 10593.1982323232 | 272.801767676767 |
| 106 | 10835 | 10705.3982323232 | 129.601767676767 |
| 107 | 9945 | 9944.09823232323 | 0.901767676767608 |
| 108 | 10331 | 10347.8982323232 | -16.8982323232325 |
| 109 | 10718 | 10691.5977272727 | 26.4022727272738 |
| 110 | 9462 | 9789.09772727273 | -327.097727272728 |
| 111 | 10579 | 10666.7977272727 | -87.7977272727276 |
| 112 | 10633 | 10381.6977272727 | 251.302272727272 |
| 113 | 10346 | 10603.9977272727 | -257.997727272728 |
| 114 | 10757 | 10512.1977272727 | 244.802272727272 |
| 115 | 11207 | 11108.0977272727 | 98.9022727272728 |
| 116 | 11013 | 10977.1977272727 | 35.8022727272727 |
| 117 | 11015 | 10725.9977272727 | 289.002272727273 |
| 118 | 10765 | 10838.1977272727 | -73.1977272727276 |
| 119 | 10042 | 10076.8977272727 | -34.8977272727273 |
| 120 | 10661 | 10480.6977272727 | 180.302272727272 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.714279355942082 | 0.571441288115836 | 0.285720644057918 |
| 17 | 0.627435729868411 | 0.745128540263178 | 0.372564270131589 |
| 18 | 0.504228036146931 | 0.991543927706138 | 0.495771963853069 |
| 19 | 0.407729041595533 | 0.815458083191066 | 0.592270958404467 |
| 20 | 0.332456568609901 | 0.664913137219802 | 0.667543431390099 |
| 21 | 0.265195421311956 | 0.530390842623913 | 0.734804578688044 |
| 22 | 0.194223461521126 | 0.388446923042252 | 0.805776538478874 |
| 23 | 0.146332802334377 | 0.292665604668753 | 0.853667197665623 |
| 24 | 0.0973718175810266 | 0.194743635162053 | 0.902628182418973 |
| 25 | 0.0637649445396341 | 0.127529889079268 | 0.936235055460366 |
| 26 | 0.0435250281785833 | 0.0870500563571665 | 0.956474971821417 |
| 27 | 0.0287602634474128 | 0.0575205268948256 | 0.971239736552587 |
| 28 | 0.0307256370919336 | 0.0614512741838672 | 0.969274362908066 |
| 29 | 0.107610810638881 | 0.215221621277763 | 0.892389189361119 |
| 30 | 0.125205287555448 | 0.250410575110897 | 0.874794712444552 |
| 31 | 0.118010127621563 | 0.236020255243126 | 0.881989872378437 |
| 32 | 0.0860237166359278 | 0.172047433271856 | 0.913976283364072 |
| 33 | 0.0836837841019036 | 0.167367568203807 | 0.916316215898096 |
| 34 | 0.0616873280953718 | 0.123374656190744 | 0.938312671904628 |
| 35 | 0.0520925061241906 | 0.104185012248381 | 0.947907493875809 |
| 36 | 0.0564899063519183 | 0.112979812703837 | 0.943510093648082 |
| 37 | 0.044489086070784 | 0.0889781721415681 | 0.955510913929216 |
| 38 | 0.0312638966209833 | 0.0625277932419666 | 0.968736103379017 |
| 39 | 0.0266655207092012 | 0.0533310414184025 | 0.973334479290799 |
| 40 | 0.0753664530216678 | 0.150732906043336 | 0.924633546978332 |
| 41 | 0.0954252205790466 | 0.190850441158093 | 0.904574779420953 |
| 42 | 0.12219935845759 | 0.24439871691518 | 0.87780064154241 |
| 43 | 0.183198000875477 | 0.366396001750955 | 0.816801999124523 |
| 44 | 0.21668630291971 | 0.433372605839421 | 0.78331369708029 |
| 45 | 0.325129573769082 | 0.650259147538164 | 0.674870426230918 |
| 46 | 0.299986669812394 | 0.599973339624789 | 0.700013330187606 |
| 47 | 0.261065480874567 | 0.522130961749134 | 0.738934519125433 |
| 48 | 0.375583123890632 | 0.751166247781265 | 0.624416876109368 |
| 49 | 0.353250132416134 | 0.706500264832267 | 0.646749867583866 |
| 50 | 0.386997583866498 | 0.773995167732996 | 0.613002416133502 |
| 51 | 0.348891736353718 | 0.697783472707436 | 0.651108263646282 |
| 52 | 0.315098347353028 | 0.630196694706056 | 0.684901652646972 |
| 53 | 0.520008494464281 | 0.959983011071438 | 0.479991505535719 |
| 54 | 0.669592243934848 | 0.660815512130304 | 0.330407756065152 |
| 55 | 0.682182088000008 | 0.635635823999984 | 0.317817911999992 |
| 56 | 0.686653580311982 | 0.626692839376035 | 0.313346419688018 |
| 57 | 0.723708540261365 | 0.55258291947727 | 0.276291459738635 |
| 58 | 0.722400325042143 | 0.555199349915714 | 0.277599674957857 |
| 59 | 0.720765864446083 | 0.558468271107834 | 0.279234135553917 |
| 60 | 0.841475535221379 | 0.317048929557243 | 0.158524464778621 |
| 61 | 0.828369514088111 | 0.343260971823777 | 0.171630485911889 |
| 62 | 0.799237216343138 | 0.401525567313724 | 0.200762783656862 |
| 63 | 0.83971938510012 | 0.320561229799761 | 0.16028061489988 |
| 64 | 0.822309543071601 | 0.355380913856798 | 0.177690456928399 |
| 65 | 0.797015963327548 | 0.405968073344904 | 0.202984036672452 |
| 66 | 0.800306479078056 | 0.399387041843888 | 0.199693520921944 |
| 67 | 0.849696210453358 | 0.300607579093285 | 0.150303789546642 |
| 68 | 0.848567108789426 | 0.302865782421148 | 0.151432891210574 |
| 69 | 0.848196760489668 | 0.303606479020664 | 0.151803239510332 |
| 70 | 0.83528016434343 | 0.329439671313141 | 0.16471983565657 |
| 71 | 0.804023683017719 | 0.391952633964561 | 0.195976316982281 |
| 72 | 0.7693663597902 | 0.461267280419599 | 0.2306336402098 |
| 73 | 0.748465100418801 | 0.503069799162398 | 0.251534899581199 |
| 74 | 0.702341614686616 | 0.595316770626767 | 0.297658385313384 |
| 75 | 0.730082928630015 | 0.539834142739971 | 0.269917071369985 |
| 76 | 0.726635665577948 | 0.546728668844104 | 0.273364334422052 |
| 77 | 0.758307374643065 | 0.483385250713869 | 0.241692625356935 |
| 78 | 0.742418377515508 | 0.515163244968984 | 0.257581622484492 |
| 79 | 0.784303515403286 | 0.431392969193427 | 0.215696484596714 |
| 80 | 0.749843308221966 | 0.500313383556067 | 0.250156691778034 |
| 81 | 0.776408102107847 | 0.447183795784307 | 0.223591897892153 |
| 82 | 0.793593878137578 | 0.412812243724844 | 0.206406121862422 |
| 83 | 0.765234905613108 | 0.469530188773783 | 0.234765094386891 |
| 84 | 0.773406645264182 | 0.453186709471636 | 0.226593354735818 |
| 85 | 0.742819103067808 | 0.514361793864384 | 0.257180896932192 |
| 86 | 0.683823393043243 | 0.632353213913515 | 0.316176606956757 |
| 87 | 0.635446851547633 | 0.729106296904733 | 0.364553148452367 |
| 88 | 0.891638232571453 | 0.216723534857094 | 0.108361767428547 |
| 89 | 0.876240396312656 | 0.247519207374688 | 0.123759603687344 |
| 90 | 0.910015698727602 | 0.179968602544795 | 0.0899843012723977 |
| 91 | 0.920484784196871 | 0.159030431606258 | 0.079515215803129 |
| 92 | 0.955884650023595 | 0.0882306999528097 | 0.0441153499764048 |
| 93 | 0.979278691743589 | 0.0414426165128215 | 0.0207213082564108 |
| 94 | 0.968657015347648 | 0.0626859693047046 | 0.0313429846523523 |
| 95 | 0.948340656404131 | 0.103318687191739 | 0.0516593435958694 |
| 96 | 0.939789294639824 | 0.120421410720352 | 0.0602107053601759 |
| 97 | 0.92830763225674 | 0.143384735486519 | 0.0716923677432596 |
| 98 | 0.95301617427795 | 0.0939676514441007 | 0.0469838257220503 |
| 99 | 0.95546620187034 | 0.0890675962593207 | 0.0445337981296604 |
| 100 | 0.950592611570926 | 0.0988147768581476 | 0.0494073884290738 |
| 101 | 0.947326200495647 | 0.105347599008706 | 0.052673799504353 |
| 102 | 0.894607949373123 | 0.210784101253755 | 0.105392050626877 |
| 103 | 0.957448862344444 | 0.0851022753111119 | 0.0425511376555559 |
| 104 | 0.934430447662836 | 0.131139104674328 | 0.0655695523371641 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 1 | 0.0112359550561798 | OK |
| 10% type I error level | 13 | 0.146067415730337 | NOK |
