| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = -84.0566908132394 -0.000303517913451653X1[t] -0.0754939742248655x2[t] + 0.221797591504753x3[t] -0.192347954739755x4[t] + 0.10431171875053x5[t] -0.243984902971775x6[t] -0.0105994704387667x7[t] -2.39503071941112x8[t] + 20.1648396846171x9[t] + 2.19785317659788M1[t] + 1.1316588093391M2[t] + 2.75119613746961M3[t] + 2.13168415609254M4[t] + 2.55832412088507M5[t] + 2.9171779986621M6[t] + 2.32598949476699M7[t] + 2.98073849591366M8[t] + 3.00379920147777M9[t] + 2.52594848897842M10[t] + 1.53117546268288M11[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) | -84.0566908132394 | 18.758146 | -4.4811 | 1.7e-05 | 9e-06 |
| X1 | -0.000303517913451653 | 0.001353 | -0.2243 | 0.8229 | 0.41145 |
| x2 | -0.0754939742248655 | 0.06277 | -1.2027 | 0.231474 | 0.115737 |
| x3 | 0.221797591504753 | 0.290835 | 0.7626 | 0.447198 | 0.223599 |
| x4 | -0.192347954739755 | 0.069333 | -2.7743 | 0.006426 | 0.003213 |
| x5 | 0.10431171875053 | 0.061406 | 1.6987 | 0.091983 | 0.045991 |
| x6 | -0.243984902971775 | 0.188166 | -1.2966 | 0.197262 | 0.098631 |
| x7 | -0.0105994704387667 | 0.348934 | -0.0304 | 0.975817 | 0.487909 |
| x8 | -2.39503071941112 | 0.206107 | -11.6203 | 0 | 0 |
| x9 | 20.1648396846171 | 1.635454 | 12.3298 | 0 | 0 |
| M1 | 2.19785317659788 | 3.105604 | 0.7077 | 0.480512 | 0.240256 |
| M2 | 1.1316588093391 | 3.152294 | 0.359 | 0.720235 | 0.360117 |
| M3 | 2.75119613746961 | 3.037441 | 0.9058 | 0.366893 | 0.183446 |
| M4 | 2.13168415609254 | 3.060188 | 0.6966 | 0.48742 | 0.24371 |
| M5 | 2.55832412088507 | 3.095707 | 0.8264 | 0.410225 | 0.205113 |
| M6 | 2.9171779986621 | 3.156847 | 0.9241 | 0.357315 | 0.178657 |
| M7 | 2.32598949476699 | 3.053088 | 0.7618 | 0.447658 | 0.223829 |
| M8 | 2.98073849591366 | 3.104002 | 0.9603 | 0.338857 | 0.169428 |
| M9 | 3.00379920147777 | 3.117457 | 0.9635 | 0.33723 | 0.168615 |
| M10 | 2.52594848897842 | 3.176703 | 0.7951 | 0.428111 | 0.214055 |
| M11 | 1.53117546268288 | 3.135548 | 0.4883 | 0.626216 | 0.313108 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.986482074141833 |
| R-squared | 0.973146882603172 |
| Adjusted R-squared | 0.968633753628915 |
| F-TEST (value) | 215.625763888882 |
| F-TEST (DF numerator) | 20 |
| F-TEST (DF denominator) | 119 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 7.18313826126398 |
| Sum Squared Residuals | 6140.09955837171 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1 | -27.141237672145 | 28.141237672145 |
| 2 | 2 | -21.3814801949704 | 23.3814801949704 |
| 3 | 3 | -12.4218065400291 | 15.4218065400291 |
| 4 | 4 | -7.98628698408122 | 11.9862869840812 |
| 5 | 5 | -1.4161802879063 | 6.4161802879063 |
| 6 | 6 | 4.79567215957122 | 1.20432784042878 |
| 7 | 7 | 4.14406058095661 | 2.85593941904339 |
| 8 | 8 | 6.36509199083673 | 1.63490800916327 |
| 9 | 9 | 8.69519285665701 | 0.304807143342989 |
| 10 | 10 | 15.5157540950114 | -5.51575409501138 |
| 11 | 11 | 16.219100975857 | -5.21910097585698 |
| 12 | 12 | 18.5323021683933 | -6.53230216839332 |
| 13 | 13 | 20.406366598864 | -7.406366598864 |
| 14 | 14 | 19.8435524378524 | -5.84355243785239 |
| 15 | 15 | 18.432593057388 | -3.43259305738799 |
| 16 | 16 | 21.4416269854276 | -5.44162698542761 |
| 17 | 17 | 22.155307183601 | -5.15530718360099 |
| 18 | 18 | 21.3250838320561 | -3.32508383205614 |
| 19 | 19 | 25.2555869880356 | -6.2555869880356 |
| 20 | 20 | 27.398695077498 | -7.39869507749802 |
| 21 | 21 | 28.0969225010849 | -7.09692250108493 |
| 22 | 22 | 26.9192813769719 | -4.91928137697194 |
| 23 | 23 | 26.8715254443768 | -3.87152544437677 |
| 24 | 24 | 28.5166028977404 | -4.51660289774038 |
| 25 | 25 | 33.5987024477154 | -8.59870244771543 |
| 26 | 26 | 32.4267181470482 | -6.42671814704822 |
| 27 | 27 | 28.899275623408 | -1.89927562340796 |
| 28 | 28 | 34.9229383187051 | -6.92293831870505 |
| 29 | 29 | 30.1574857668903 | -1.15748576689027 |
| 30 | 30 | 31.0596543419701 | -1.05965434197009 |
| 31 | 31 | 33.2952009136207 | -2.29520091362067 |
| 32 | 32 | 35.5289875536016 | -3.52898755360163 |
| 33 | 33 | 37.2710066302306 | -4.2710066302306 |
| 34 | 34 | 35.2806112135037 | -1.2806112135037 |
| 35 | 35 | 35.5961239631213 | -0.596123963121266 |
| 36 | 36 | 31.525436779447 | 4.47456322055299 |
| 37 | 37 | 35.1291168018452 | 1.87088319815475 |
| 38 | 38 | 36.5018179341882 | 1.49818206581177 |
| 39 | 39 | 37.2437306520791 | 1.75626934792091 |
| 40 | 40 | 37.6835365504378 | 2.31646344956223 |
| 41 | 41 | 36.8632124917244 | 4.13678750827563 |
| 42 | 42 | 32.6121278094395 | 9.38787219056046 |
| 43 | 43 | 39.794088689987 | 3.20591131001301 |
| 44 | 44 | 38.3204030464595 | 5.67959695354046 |
| 45 | 45 | 38.496535801782 | 6.50346419821802 |
| 46 | 46 | 39.9762658492516 | 6.02373415074841 |
| 47 | 47 | 38.610132554713 | 8.38986744528697 |
| 48 | 48 | 59.3137869469594 | -11.3137869469594 |
| 49 | 49 | 61.9559420791622 | -12.9559420791622 |
| 50 | 50 | 60.5013098691633 | -10.5013098691633 |
| 51 | 51 | 61.9281962323459 | -10.9281962323459 |
| 52 | 52 | 63.5560564521176 | -11.5560564521176 |
| 53 | 53 | 61.5195171084497 | -8.51951710844967 |
| 54 | 54 | 64.2081457302502 | -10.2081457302502 |
| 55 | 55 | 62.1454255848327 | -7.14542558483268 |
| 56 | 56 | 63.0128679383006 | -7.01286793830061 |
| 57 | 57 | 60.8151096529911 | -3.81510965299108 |
| 58 | 58 | 63.4426351054403 | -5.44263510544028 |
| 59 | 59 | 64.2799600787545 | -5.27996007875449 |
| 60 | 60 | 62.8717721139433 | -2.87177211394332 |
| 61 | 61 | 64.2965757535206 | -3.29657575352061 |
| 62 | 62 | 65.1188453784093 | -3.11884537840931 |
| 63 | 63 | 67.2585089674599 | -4.25850896745987 |
| 64 | 64 | 63.9774839471829 | 0.0225160528170822 |
| 65 | 65 | 66.0727841443748 | -1.07278414437482 |
| 66 | 66 | 67.5348964808628 | -1.53489648086275 |
| 67 | 67 | 66.2361977388536 | 0.76380226114644 |
| 68 | 68 | 70.6272894864995 | -2.62728948649952 |
| 69 | 69 | 71.5432760961209 | -2.5432760961209 |
| 70 | 70 | 72.4052468263476 | -2.40524682634765 |
| 71 | 71 | 71.0029587888531 | -0.00295878885305984 |
| 72 | 72 | 71.4287261551824 | 0.571273844817625 |
| 73 | 73 | 75.8773910824413 | -2.87739108244134 |
| 74 | 74 | 78.3536329421367 | -4.35363294213672 |
| 75 | 75 | 78.6655054518917 | -3.66550545189168 |
| 76 | 76 | 79.5744677832599 | -3.57446778325987 |
| 77 | 77 | 76.3175835016388 | 0.682416498361166 |
| 78 | 78 | 77.7434669987939 | 0.256533001206045 |
| 79 | 79 | 80.3527493161922 | -1.3527493161922 |
| 80 | 80 | 83.8936404291945 | -3.89364042919449 |
| 81 | 81 | 74.7025442805246 | 6.29745571947539 |
| 82 | 82 | 80.7076208326857 | 1.29237916731434 |
| 83 | 83 | 76.774848947811 | 6.22515105218901 |
| 84 | 84 | 75.7110262837096 | 8.28897371629041 |
| 85 | 85 | 80.5526066136074 | 4.44739338639261 |
| 86 | 86 | 81.9533871057597 | 4.04661289424035 |
| 87 | 87 | 82.123239333405 | 4.87676066659497 |
| 88 | 88 | 78.0270318578174 | 9.97296814218255 |
| 89 | 89 | 81.6091965093977 | 7.39080349060232 |
| 90 | 90 | 80.4580576531061 | 9.54194234689391 |
| 91 | 91 | 83.0594437893204 | 7.94055621067962 |
| 92 | 92 | 85.0776026011932 | 6.92239739880679 |
| 93 | 93 | 84.8527487753373 | 8.14725122466269 |
| 94 | 94 | 86.805818433964 | 7.19418156603604 |
| 95 | 95 | 105.776696163529 | -10.7766961635288 |
| 96 | 96 | 101.954792019119 | -5.95479201911936 |
| 97 | 97 | 102.385222572926 | -5.38522257292647 |
| 98 | 98 | 105.712127195236 | -7.71212719523618 |
| 99 | 99 | 107.189869285201 | -8.18986928520112 |
| 100 | 100 | 106.023041403116 | -6.02304140311609 |
| 101 | 101 | 107.699572065198 | -6.69957206519802 |
| 102 | 102 | 112.129960323344 | -10.1299603233441 |
| 103 | 103 | 107.09185944827 | -4.09185944826964 |
| 104 | 104 | 108.519257395363 | -4.51925739536271 |
| 105 | 105 | 111.258917802309 | -6.25891780230916 |
| 106 | 106 | 109.050267374243 | -3.0502673742427 |
| 107 | 107 | 105.862186874822 | 1.13781312517759 |
| 108 | 108 | 106.030885917152 | 1.96911408284808 |
| 109 | 109 | 117.001508195476 | -8.00150819547648 |
| 110 | 110 | 110.665207879909 | -0.665207879908682 |
| 111 | 111 | 112.027096366452 | -1.02709636645194 |
| 112 | 112 | 112.688813203949 | -0.688813203948884 |
| 113 | 113 | 116.178972357175 | -3.17897235717464 |
| 114 | 114 | 116.814662167795 | -2.81466216779508 |
| 115 | 115 | 116.85354573016 | -1.85354573015959 |
| 116 | 116 | 110.892763664088 | 5.10723633591167 |
| 117 | 117 | 117.2867242826 | -0.286724282600402 |
| 118 | 118 | 117.795467269365 | 0.204532730635414 |
| 119 | 119 | 114.261919462609 | 4.73808053739058 |
| 120 | 120 | 113.516540043596 | 6.48345995640405 |
| 121 | 121 | 117.097745626563 | 3.90225437343734 |
| 122 | 122 | 119.732125690001 | 2.26787430999851 |
| 123 | 123 | 120.763443940988 | 2.23655605901164 |
| 124 | 124 | 121.469967866724 | 2.53003213327603 |
| 125 | 125 | 118.198089268461 | 6.80191073153939 |
| 126 | 126 | 127.212812065694 | -1.21281206569369 |
| 127 | 127 | 124.821660835694 | 2.17833916430644 |
| 128 | 128 | 125.90749368293 | 2.09250631707016 |
| 129 | 129 | 125.981021320362 | 3.01897867963798 |
| 130 | 130 | 122.101031623217 | 7.89896837678346 |
| 131 | 131 | 125.744546745553 | 5.25545325444717 |
| 132 | 132 | 122.598128674757 | 9.40187132524254 |
| 133 | 133 | 122.840059900023 | 10.1599400999768 |
| 134 | 134 | 126.572755615266 | 7.42724438473383 |
| 135 | 135 | 125.89034762941 | 9.10965237058982 |
| 136 | 136 | 128.621322615344 | 7.37867738465597 |
| 137 | 137 | 136.644459890996 | 0.355540109003613 |
| 138 | 138 | 128.105460437117 | 9.89453956288284 |
| 139 | 139 | 132.950180384078 | 6.04981961592151 |
| 140 | 140 | 132.455907134035 | 7.54409286596462 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 24 | 0.680333661686069 | 0.639332676627863 | 0.319666338313931 |
| 25 | 0.701103325264055 | 0.59779334947189 | 0.298896674735945 |
| 26 | 0.584714755277083 | 0.830570489445833 | 0.415285244722917 |
| 27 | 0.5585129855961 | 0.8829740288078 | 0.4414870144039 |
| 28 | 0.913160019887784 | 0.173679960224432 | 0.0868399801122162 |
| 29 | 0.939869122867117 | 0.120261754265765 | 0.0601308771328826 |
| 30 | 0.946858042321249 | 0.106283915357502 | 0.0531419576787509 |
| 31 | 0.98116289550228 | 0.0376742089954405 | 0.0188371044977202 |
| 32 | 0.991525919314808 | 0.0169481613703843 | 0.00847408068519216 |
| 33 | 0.997714420627439 | 0.00457115874512135 | 0.00228557937256067 |
| 34 | 0.999079371688267 | 0.00184125662346655 | 0.000920628311733277 |
| 35 | 0.998558188540939 | 0.0028836229181212 | 0.0014418114590606 |
| 36 | 0.999945423641723 | 0.000109152716554844 | 5.45763582774221e-05 |
| 37 | 0.99993211810123 | 0.000135763797540008 | 6.78818987700042e-05 |
| 38 | 0.999940467353089 | 0.00011906529382293 | 5.95326469114648e-05 |
| 39 | 0.9999295633748 | 0.000140873250400722 | 7.04366252003612e-05 |
| 40 | 0.999999740350998 | 5.19298003250503e-07 | 2.59649001625252e-07 |
| 41 | 0.999999956680603 | 8.66387937638943e-08 | 4.33193968819472e-08 |
| 42 | 0.999999957165867 | 8.56682661947482e-08 | 4.28341330973741e-08 |
| 43 | 0.999999938936866 | 1.22126268420574e-07 | 6.10631342102868e-08 |
| 44 | 0.99999998910359 | 2.179281953153e-08 | 1.0896409765765e-08 |
| 45 | 0.999999997130522 | 5.73895568265828e-09 | 2.86947784132914e-09 |
| 46 | 0.999999998225749 | 3.54850229304579e-09 | 1.77425114652289e-09 |
| 47 | 0.999999997593138 | 4.81372473965954e-09 | 2.40686236982977e-09 |
| 48 | 0.999999998565923 | 2.86815412190954e-09 | 1.43407706095477e-09 |
| 49 | 0.999999999671105 | 6.5779098917742e-10 | 3.2889549458871e-10 |
| 50 | 0.999999999609406 | 7.81187137340641e-10 | 3.90593568670321e-10 |
| 51 | 0.99999999930677 | 1.38646004386966e-09 | 6.93230021934832e-10 |
| 52 | 0.999999999246182 | 1.50763569512757e-09 | 7.53817847563784e-10 |
| 53 | 0.999999998626467 | 2.74706674981e-09 | 1.373533374905e-09 |
| 54 | 0.999999997322831 | 5.35433855668263e-09 | 2.67716927834132e-09 |
| 55 | 0.999999998211534 | 3.57693112448144e-09 | 1.78846556224072e-09 |
| 56 | 0.999999996521924 | 6.95615117346193e-09 | 3.47807558673096e-09 |
| 57 | 0.999999993433784 | 1.31324316705463e-08 | 6.56621583527314e-09 |
| 58 | 0.999999992366473 | 1.52670548749083e-08 | 7.63352743745417e-09 |
| 59 | 0.999999982757319 | 3.44853614243898e-08 | 1.72426807121949e-08 |
| 60 | 0.99999997637791 | 4.7244179234828e-08 | 2.3622089617414e-08 |
| 61 | 0.99999996154848 | 7.69030390926361e-08 | 3.84515195463181e-08 |
| 62 | 0.999999969330937 | 6.13381263676519e-08 | 3.0669063183826e-08 |
| 63 | 0.99999998688348 | 2.62330391141823e-08 | 1.31165195570912e-08 |
| 64 | 0.999999995197671 | 9.60465752896907e-09 | 4.80232876448454e-09 |
| 65 | 0.999999993490697 | 1.30186060463573e-08 | 6.50930302317865e-09 |
| 66 | 0.999999994814219 | 1.0371562139988e-08 | 5.185781069994e-09 |
| 67 | 0.999999989128783 | 2.17424343125333e-08 | 1.08712171562667e-08 |
| 68 | 0.99999998440036 | 3.11992803116356e-08 | 1.55996401558178e-08 |
| 69 | 0.999999968912627 | 6.21747468108432e-08 | 3.10873734054216e-08 |
| 70 | 0.999999937012056 | 1.25975888707459e-07 | 6.29879443537293e-08 |
| 71 | 0.999999912127978 | 1.7574404447135e-07 | 8.78720222356752e-08 |
| 72 | 0.999999922258202 | 1.55483596412861e-07 | 7.77417982064305e-08 |
| 73 | 0.999999908506929 | 1.8298614269136e-07 | 9.14930713456798e-08 |
| 74 | 0.99999998667485 | 2.66502999900167e-08 | 1.33251499950084e-08 |
| 75 | 0.999999998746047 | 2.50790600339939e-09 | 1.25395300169969e-09 |
| 76 | 0.999999999545983 | 9.08034699589232e-10 | 4.54017349794616e-10 |
| 77 | 0.999999999835898 | 3.28203227411888e-10 | 1.64101613705944e-10 |
| 78 | 0.999999999974099 | 5.1801190842497e-11 | 2.59005954212485e-11 |
| 79 | 0.999999999992108 | 1.57840233768706e-11 | 7.89201168843528e-12 |
| 80 | 0.999999999990619 | 1.87630156077485e-11 | 9.38150780387423e-12 |
| 81 | 0.999999999984264 | 3.14724909990646e-11 | 1.57362454995323e-11 |
| 82 | 0.999999999960776 | 7.84486555669169e-11 | 3.92243277834584e-11 |
| 83 | 0.999999999976574 | 4.68525980050402e-11 | 2.34262990025201e-11 |
| 84 | 0.999999999976545 | 4.69106293292317e-11 | 2.34553146646158e-11 |
| 85 | 0.999999999962998 | 7.40038972009078e-11 | 3.70019486004539e-11 |
| 86 | 0.999999999961547 | 7.69066059010869e-11 | 3.84533029505435e-11 |
| 87 | 0.999999999903839 | 1.92321301087699e-10 | 9.61606505438494e-11 |
| 88 | 0.999999999807328 | 3.85343209385454e-10 | 1.92671604692727e-10 |
| 89 | 0.99999999954256 | 9.14879289144194e-10 | 4.57439644572097e-10 |
| 90 | 0.999999999474557 | 1.05088610525452e-09 | 5.25443052627261e-10 |
| 91 | 0.999999999209839 | 1.58032226065817e-09 | 7.90161130329084e-10 |
| 92 | 0.999999998784409 | 2.43118251080828e-09 | 1.21559125540414e-09 |
| 93 | 0.999999997882062 | 4.23587530925428e-09 | 2.11793765462714e-09 |
| 94 | 0.999999993108266 | 1.3783467775991e-08 | 6.89173388799549e-09 |
| 95 | 0.99999999439823 | 1.12035396026167e-08 | 5.60176980130836e-09 |
| 96 | 0.99999998080535 | 3.83892998856556e-08 | 1.91946499428278e-08 |
| 97 | 0.999999993383297 | 1.32334049357086e-08 | 6.61670246785432e-09 |
| 98 | 0.999999995677548 | 8.64490426661281e-09 | 4.32245213330641e-09 |
| 99 | 0.999999988218639 | 2.35627227646732e-08 | 1.17813613823366e-08 |
| 100 | 0.999999982141223 | 3.57175540534492e-08 | 1.78587770267246e-08 |
| 101 | 0.999999936059018 | 1.2788196456996e-07 | 6.39409822849798e-08 |
| 102 | 0.999999787334299 | 4.25331401126296e-07 | 2.12665700563148e-07 |
| 103 | 0.999999462928645 | 1.07414271061993e-06 | 5.37071355309963e-07 |
| 104 | 0.99999818629088 | 3.62741823906011e-06 | 1.81370911953006e-06 |
| 105 | 0.999994955037171 | 1.00899256581733e-05 | 5.04496282908666e-06 |
| 106 | 0.99998621360732 | 2.75727853607784e-05 | 1.37863926803892e-05 |
| 107 | 0.999967424400255 | 6.51511994905576e-05 | 3.25755997452788e-05 |
| 108 | 0.999904467398963 | 0.000191065202073192 | 9.55326010365961e-05 |
| 109 | 0.999768617226802 | 0.000462765546395462 | 0.000231382773197731 |
| 110 | 0.999331753330859 | 0.0013364933382815 | 0.000668246669140751 |
| 111 | 0.998927129349471 | 0.00214574130105871 | 0.00107287065052936 |
| 112 | 0.996963256878613 | 0.00607348624277314 | 0.00303674312138657 |
| 113 | 0.994494927453368 | 0.0110101450932637 | 0.00550507254663186 |
| 114 | 0.983507766677896 | 0.0329844666442082 | 0.0164922333221041 |
| 115 | 0.992512361442555 | 0.01497527711489 | 0.00748763855744499 |
| 116 | 0.977481483844973 | 0.0450370323100539 | 0.022518516155027 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 80 | 0.860215053763441 | NOK |
| 5% type I error level | 86 | 0.924731182795699 | NOK |
| 10% type I error level | 86 | 0.924731182795699 | NOK |
