| Multiple Linear Regression - Estimated Regression Equation |
| T[t] = -10.101128583888 + 5.07698696048045G[t] + 0.762915555124822I1[t] + 0.647241937390682I2[t] + 1.23425478279368I3[t] + 1.40721639444815E1[t] + 1.15568054447495E2[t] + 0.854600020459822E3[t] -0.802234031160437A[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) | -10.101128583888 | 7.683296 | -1.3147 | 0.190582 | 0.095291 |
| G | 5.07698696048045 | 1.48585 | 3.4169 | 0.000812 | 0.000406 |
| I1 | 0.762915555124822 | 0.286632 | 2.6617 | 0.008606 | 0.004303 |
| I2 | 0.647241937390682 | 0.255146 | 2.5367 | 0.012191 | 0.006095 |
| I3 | 1.23425478279368 | 0.194576 | 6.3433 | 0 | 0 |
| E1 | 1.40721639444815 | 0.277997 | 5.062 | 1e-06 | 1e-06 |
| E2 | 1.15568054447495 | 0.213326 | 5.4174 | 0 | 0 |
| E3 | 0.854600020459822 | 0.218555 | 3.9102 | 0.000138 | 6.9e-05 |
| A | -0.802234031160437 | 0.306868 | -2.6143 | 0.009836 | 0.004918 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.881316291566762 |
| R-squared | 0.77671840578099 |
| Adjusted R-squared | 0.765043551181303 |
| F-TEST (value) | 66.5291716611036 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 153 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 8.92066927449787 |
| Sum Squared Residuals | 12175.4860666605 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 127 | 122.782504608025 | 4.21749539197481 |
| 2 | 108 | 106.40668922663 | 1.59331077337048 |
| 3 | 110 | 108.025043525316 | 1.97495647468444 |
| 4 | 102 | 103.717745871517 | -1.71774587151704 |
| 5 | 104 | 101.443411337696 | 2.55658866230386 |
| 6 | 140 | 138.332314908652 | 1.66768509134834 |
| 7 | 112 | 112.872720017516 | -0.872720017516246 |
| 8 | 115 | 118.305942282362 | -3.3059422823623 |
| 9 | 121 | 116.475248679008 | 4.5247513209921 |
| 10 | 112 | 109.010529765492 | 2.98947023450826 |
| 11 | 118 | 120.193025918957 | -2.19302591895748 |
| 12 | 122 | 123.333814807898 | -1.3338148078982 |
| 13 | 105 | 104.931600667378 | 0.0683993326217658 |
| 14 | 111 | 105.520718109918 | 5.47928189008202 |
| 15 | 151 | 148.029336861418 | 2.97066313858155 |
| 16 | 106 | 108.516903703705 | -2.51690370370534 |
| 17 | 100 | 101.098019030922 | -1.09801903092154 |
| 18 | 149 | 151.238708463364 | -2.2387084633641 |
| 19 | 122 | 120.440119237543 | 1.55988076245702 |
| 20 | 115 | 115.396158163662 | -0.396158163662321 |
| 21 | 86 | 86.0508787865162 | -0.0508787865162134 |
| 22 | 124 | 123.97924385706 | 0.0207561429397158 |
| 23 | 69 | 70.0195254628086 | -1.01952546280857 |
| 24 | 117 | 120.351178946529 | -3.35117894652898 |
| 25 | 113 | 112.814921723103 | 0.185078276896727 |
| 26 | 123 | 119.422659361084 | 3.577340638916 |
| 27 | 123 | 119.422659361084 | 3.577340638916 |
| 28 | 84 | 78.7227419469847 | 5.27725805301529 |
| 29 | 97 | 93.5044628970687 | 3.49553710293133 |
| 30 | 121 | 118.425844991486 | 2.57415500851446 |
| 31 | 132 | 133.66505509063 | -1.6650550906305 |
| 32 | 119 | 116.41286151855 | 2.58713848144997 |
| 33 | 98 | 98.6204535086964 | -0.620453508696442 |
| 34 | 87 | 90.565461272009 | -3.56546127200901 |
| 35 | 101 | 102.588607401619 | -1.58860740161921 |
| 36 | 115 | 118.039157799905 | -3.03915779990493 |
| 37 | 109 | 107.092880229498 | 1.9071197705023 |
| 38 | 109 | 112.417515378278 | -3.41751537827828 |
| 39 | 159 | 160.785748632176 | -1.78574863217565 |
| 40 | 129 | 125.215413870061 | 3.78458612993906 |
| 41 | 119 | 117.835236945085 | 1.16476305491454 |
| 42 | 119 | 113.456235633809 | 5.54376436619113 |
| 43 | 122 | 118.041794032938 | 3.95820596706172 |
| 44 | 131 | 131.304206396696 | -0.304206396696068 |
| 45 | 120 | 117.730055580089 | 2.2699444199105 |
| 46 | 82 | 81.916021679277 | 0.0839783207230229 |
| 47 | 86 | 88.9507635125194 | -2.95076351251939 |
| 48 | 105 | 106.81170408702 | -1.81170408702039 |
| 49 | 114 | 113.031559440573 | 0.968440559427008 |
| 50 | 100 | 103.964037753895 | -3.96403775389486 |
| 51 | 100 | 99.0670036687787 | 0.932996331221328 |
| 52 | 99 | 97.7071706907891 | 1.29282930921087 |
| 53 | 132 | 129.598650296476 | 2.40134970352361 |
| 54 | 82 | 82.8386462616871 | -0.838646261687103 |
| 55 | 132 | 133.456756661844 | -1.45675666184385 |
| 56 | 107 | 103.159207330277 | 3.84079266972294 |
| 57 | 114 | 111.435801909893 | 2.56419809010745 |
| 58 | 110 | 105.292894313414 | 4.70710568658632 |
| 59 | 105 | 105.007785186878 | -0.00778518687836446 |
| 60 | 121 | 118.30683368383 | 2.69316631617048 |
| 61 | 109 | 101.236833599735 | 7.76316640026505 |
| 62 | 106 | 102.93420484903 | 3.06579515096977 |
| 63 | 124 | 118.437946135282 | 5.56205386471797 |
| 64 | 120 | 120.236089581813 | -0.236089581812939 |
| 65 | 91 | 91.4941711908649 | -0.494171190864901 |
| 66 | 126 | 127.636208192995 | -1.63620819299545 |
| 67 | 138 | 140.725262782721 | -2.7252627827209 |
| 68 | 118 | 119.867869118764 | -1.86786911876435 |
| 69 | 128 | 125.939774411056 | 2.060225588944 |
| 70 | 98 | 97.9418962860586 | 0.0581037139413942 |
| 71 | 133 | 130.767102367694 | 2.23289763230575 |
| 72 | 130 | 131.360496975841 | -1.3604969758415 |
| 73 | 103 | 103.680698686443 | -0.680698686443421 |
| 74 | 124 | 124.594652912916 | -0.594652912916382 |
| 75 | 142 | 139.409777812131 | 2.59022218786879 |
| 76 | 96 | 94.537740413461 | 1.46225958653902 |
| 77 | 93 | 90.8191629300629 | 2.18083706993707 |
| 78 | 129 | 131.739260820732 | -2.73926082073218 |
| 79 | 150 | 153.12533390062 | -3.12533390061971 |
| 80 | 88 | 91.3593329800132 | -3.35933298001317 |
| 81 | 125 | 125.440734796908 | -0.440734796908111 |
| 82 | 92 | 90.5570951035487 | 1.44290489645129 |
| 83 | 0 | 104.961086781556 | -104.961086781556 |
| 84 | 117 | 114.187711785554 | 2.81228821444626 |
| 85 | 112 | 116.017721210657 | -4.01772121065706 |
| 86 | 144 | 144.547113647409 | -0.54711364740923 |
| 87 | 130 | 127.054375602815 | 2.94562439718542 |
| 88 | 87 | 86.7097750710169 | 0.290224928983047 |
| 89 | 92 | 91.5541778338461 | 0.44582216615388 |
| 90 | 114 | 109.494126340668 | 4.50587365933192 |
| 91 | 81 | 75.9227277189216 | 5.07727228107838 |
| 92 | 127 | 127.240120227299 | -0.240120227299034 |
| 93 | 115 | 113.910042411188 | 1.08995758881159 |
| 94 | 123 | 122.063013340741 | 0.936986659258953 |
| 95 | 115 | 113.984163384236 | 1.01583661576364 |
| 96 | 117 | 114.816148981121 | 2.18385101887925 |
| 97 | 117 | 117.434359618782 | -0.434359618782071 |
| 98 | 103 | 100.386324124911 | 2.61367587508869 |
| 99 | 108 | 111.088102087516 | -3.08810208751557 |
| 100 | 139 | 140.526370020977 | -1.52637002097731 |
| 101 | 113 | 111.083227041418 | 1.91677295858192 |
| 102 | 97 | 94.7823696703033 | 2.21763032969675 |
| 103 | 117 | 114.418894684653 | 2.5811053153466 |
| 104 | 133 | 130.315613317401 | 2.68438668259926 |
| 105 | 115 | 116.750681548763 | -1.75068154876326 |
| 106 | 103 | 101.003036341696 | 1.99696365830352 |
| 107 | 95 | 99.0363172882437 | -4.03631728824371 |
| 108 | 117 | 115.49796969235 | 1.50203030764997 |
| 109 | 113 | 111.546366151728 | 1.45363384827224 |
| 110 | 127 | 122.513951790898 | 4.48604820910197 |
| 111 | 126 | 123.663407432531 | 2.3365925674694 |
| 112 | 119 | 115.357224558492 | 3.64277544150791 |
| 113 | 97 | 92.852506994655 | 4.14749300534497 |
| 114 | 105 | 100.855369531333 | 4.14463046866727 |
| 115 | 140 | 138.267622031982 | 1.73237796801751 |
| 116 | 91 | 93.1162660144665 | -2.11626601446649 |
| 117 | 112 | 110.562916968892 | 1.43708303110835 |
| 118 | 113 | 112.059078910772 | 0.940921089227995 |
| 119 | 102 | 100.280325385685 | 1.7196746143153 |
| 120 | 92 | 89.3175159838373 | 2.68248401616269 |
| 121 | 98 | 97.5602397063072 | 0.439760293692778 |
| 122 | 122 | 119.362026561246 | 2.63797343875362 |
| 123 | 100 | 98.6645155180642 | 1.33548448193578 |
| 124 | 84 | 81.6450873119859 | 2.35491268801405 |
| 125 | 142 | 135.48573988887 | 6.51426011112967 |
| 126 | 124 | 126.270779572144 | -2.27077957214446 |
| 127 | 137 | 134.09485259029 | 2.90514740970981 |
| 128 | 105 | 104.156309091697 | 0.84369090830253 |
| 129 | 106 | 108.026508928134 | -2.02650892813397 |
| 130 | 125 | 125.444795954205 | -0.444795954204647 |
| 131 | 104 | 100.980665752883 | 3.01933424711724 |
| 132 | 130 | 132.92794525809 | -2.9279452580898 |
| 133 | 79 | 84.6837416798529 | -5.68374167985294 |
| 134 | 108 | 111.208816117127 | -3.20881611712738 |
| 135 | 136 | 137.701980460277 | -1.70198046027749 |
| 136 | 98 | 95.12580317803 | 2.87419682197002 |
| 137 | 120 | 119.127921135272 | 0.872078864727826 |
| 138 | 108 | 111.10553728528 | -3.10553728528044 |
| 139 | 139 | 141.520638456266 | -2.52063845626552 |
| 140 | 123 | 121.482808344215 | 1.51719165578545 |
| 141 | 90 | 87.6385447597041 | 2.36145524029593 |
| 142 | 119 | 119.126974229237 | -0.12697422923659 |
| 143 | 105 | 104.368247875241 | 0.631752124759197 |
| 144 | 110 | 112.21353109078 | -2.21353109078021 |
| 145 | 135 | 132.999098858431 | 2.00090114156934 |
| 146 | 101 | 95.8568558427458 | 5.14314415725421 |
| 147 | 114 | 116.715174440082 | -2.71517444008188 |
| 148 | 118 | 118.68337339519 | -0.683373395190324 |
| 149 | 120 | 121.914584130725 | -1.91458413072477 |
| 150 | 108 | 111.761362447066 | -3.76136244706563 |
| 151 | 114 | 109.230860637197 | 4.76913936280258 |
| 152 | 122 | 119.097871625935 | 2.90212837406498 |
| 153 | 132 | 129.589603815669 | 2.41039618433108 |
| 154 | 130 | 132.568851844682 | -2.56885184468225 |
| 155 | 130 | 132.468432631819 | -2.46843263181891 |
| 156 | 112 | 113.821552989216 | -1.8215529892164 |
| 157 | 114 | 115.320454063738 | -1.32045406373789 |
| 158 | 103 | 103.756196989806 | -0.756196989806492 |
| 159 | 115 | 113.910042411188 | 1.08995758881159 |
| 160 | 108 | 106.466578505934 | 1.53342149406553 |
| 161 | 94 | 95.1191984556605 | -1.1191984556605 |
| 162 | 105 | 101.675936503811 | 3.32406349618896 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 1.0853522414364e-45 | 2.1707044828728e-45 | 1 |
| 13 | 7.67436276601085e-61 | 1.53487255320217e-60 | 1 |
| 14 | 1.12986853600928e-75 | 2.25973707201856e-75 | 1 |
| 15 | 1.58505846319938e-90 | 3.17011692639876e-90 | 1 |
| 16 | 6.44750195676409e-106 | 1.28950039135282e-105 | 1 |
| 17 | 2.55333508267064e-125 | 5.10667016534128e-125 | 1 |
| 18 | 4.07072340840723e-140 | 8.14144681681447e-140 | 1 |
| 19 | 1.16314914728368e-148 | 2.32629829456736e-148 | 1 |
| 20 | 3.50865947360709e-164 | 7.01731894721417e-164 | 1 |
| 21 | 1.1539450500548e-183 | 2.3078901001096e-183 | 1 |
| 22 | 9.15494910244542e-201 | 1.83098982048908e-200 | 1 |
| 23 | 1.01095157556922e-207 | 2.02190315113843e-207 | 1 |
| 24 | 1.97513892068813e-224 | 3.95027784137626e-224 | 1 |
| 25 | 1.90503002774887e-245 | 3.81006005549774e-245 | 1 |
| 26 | 6.73451245086276e-261 | 1.34690249017255e-260 | 1 |
| 27 | 1.11018483034772e-273 | 2.22036966069543e-273 | 1 |
| 28 | 2.79280476703636e-295 | 5.58560953407273e-295 | 1 |
| 29 | 1.4262505923514e-294 | 2.8525011847028e-294 | 1 |
| 30 | 0 | 0 | 1 |
| 31 | 0 | 0 | 1 |
| 32 | 0 | 0 | 1 |
| 33 | 0 | 0 | 1 |
| 34 | 0 | 0 | 1 |
| 35 | 0 | 0 | 1 |
| 36 | 0 | 0 | 1 |
| 37 | 0 | 0 | 1 |
| 38 | 0 | 0 | 1 |
| 39 | 0 | 0 | 1 |
| 40 | 0 | 0 | 1 |
| 41 | 0 | 0 | 1 |
| 42 | 0 | 0 | 1 |
| 43 | 0 | 0 | 1 |
| 44 | 0 | 0 | 1 |
| 45 | 0 | 0 | 1 |
| 46 | 0 | 0 | 1 |
| 47 | 0 | 0 | 1 |
| 48 | 0 | 0 | 1 |
| 49 | 0 | 0 | 1 |
| 50 | 0 | 0 | 1 |
| 51 | 0 | 0 | 1 |
| 52 | 0 | 0 | 1 |
| 53 | 0 | 0 | 1 |
| 54 | 0 | 0 | 1 |
| 55 | 0 | 0 | 1 |
| 56 | 0 | 0 | 1 |
| 57 | 0 | 0 | 1 |
| 58 | 0 | 0 | 1 |
| 59 | 0 | 0 | 1 |
| 60 | 0 | 0 | 1 |
| 61 | 0 | 0 | 1 |
| 62 | 0 | 0 | 1 |
| 63 | 0 | 0 | 1 |
| 64 | 0 | 0 | 1 |
| 65 | 0 | 0 | 1 |
| 66 | 0 | 0 | 1 |
| 67 | 0 | 0 | 1 |
| 68 | 0 | 0 | 1 |
| 69 | 0 | 0 | 1 |
| 70 | 0 | 0 | 1 |
| 71 | 0 | 0 | 1 |
| 72 | 0 | 0 | 1 |
| 73 | 0 | 0 | 1 |
| 74 | 0 | 0 | 1 |
| 75 | 0 | 0 | 1 |
| 76 | 0 | 0 | 1 |
| 77 | 0 | 0 | 1 |
| 78 | 0 | 0 | 1 |
| 79 | 0 | 0 | 1 |
| 80 | 0 | 0 | 1 |
| 81 | 0 | 0 | 1 |
| 82 | 0 | 0 | 1 |
| 83 | 1 | 0 | 0 |
| 84 | 1 | 0 | 0 |
| 85 | 1 | 0 | 0 |
| 86 | 1 | 0 | 0 |
| 87 | 1 | 0 | 0 |
| 88 | 1 | 0 | 0 |
| 89 | 1 | 0 | 0 |
| 90 | 1 | 0 | 0 |
| 91 | 1 | 0 | 0 |
| 92 | 1 | 0 | 0 |
| 93 | 1 | 0 | 0 |
| 94 | 1 | 0 | 0 |
| 95 | 1 | 0 | 0 |
| 96 | 1 | 0 | 0 |
| 97 | 1 | 0 | 0 |
| 98 | 1 | 0 | 0 |
| 99 | 1 | 0 | 0 |
| 100 | 1 | 0 | 0 |
| 101 | 1 | 0 | 0 |
| 102 | 1 | 0 | 0 |
| 103 | 1 | 0 | 0 |
| 104 | 1 | 0 | 0 |
| 105 | 1 | 0 | 0 |
| 106 | 1 | 0 | 0 |
| 107 | 1 | 0 | 0 |
| 108 | 1 | 0 | 0 |
| 109 | 1 | 0 | 0 |
| 110 | 1 | 0 | 0 |
| 111 | 1 | 0 | 0 |
| 112 | 1 | 0 | 0 |
| 113 | 1 | 0 | 0 |
| 114 | 1 | 0 | 0 |
| 115 | 1 | 0 | 0 |
| 116 | 1 | 0 | 0 |
| 117 | 1 | 0 | 0 |
| 118 | 1 | 0 | 0 |
| 119 | 1 | 0 | 0 |
| 120 | 1 | 0 | 0 |
| 121 | 1 | 0 | 0 |
| 122 | 1 | 0 | 0 |
| 123 | 1 | 0 | 0 |
| 124 | 1 | 0 | 0 |
| 125 | 1 | 0 | 0 |
| 126 | 1 | 0 | 0 |
| 127 | 1 | 0 | 0 |
| 128 | 1 | 0 | 0 |
| 129 | 1 | 0 | 0 |
| 130 | 1 | 0 | 0 |
| 131 | 1 | 0 | 0 |
| 132 | 1 | 1.56440570609281e-316 | 7.82202853046407e-317 |
| 133 | 1 | 9.20944583217279e-295 | 4.6047229160864e-295 |
| 134 | 1 | 1.75887721460305e-296 | 8.79438607301527e-297 |
| 135 | 1 | 1.09009582932796e-281 | 5.45047914663979e-282 |
| 136 | 1 | 1.57999229791674e-255 | 7.8999614895837e-256 |
| 137 | 1 | 1.09394892222481e-238 | 5.46974461112405e-239 |
| 138 | 1 | 1.12071603858528e-229 | 5.60358019292642e-230 |
| 139 | 1 | 1.17818586036233e-212 | 5.89092930181163e-213 |
| 140 | 1 | 5.34454869672734e-194 | 2.67227434836367e-194 |
| 141 | 1 | 1.83101079799625e-178 | 9.15505398998123e-179 |
| 142 | 1 | 1.35604668017222e-170 | 6.78023340086109e-171 |
| 143 | 1 | 4.59075065426565e-156 | 2.29537532713283e-156 |
| 144 | 1 | 6.10017122351284e-139 | 3.05008561175642e-139 |
| 145 | 1 | 2.04574923906541e-126 | 1.02287461953271e-126 |
| 146 | 1 | 1.47268353430032e-106 | 7.36341767150162e-107 |
| 147 | 1 | 6.31163455326736e-91 | 3.15581727663368e-91 |
| 148 | 1 | 4.54679147541224e-79 | 2.27339573770612e-79 |
| 149 | 1 | 1.55289731037381e-61 | 7.76448655186907e-62 |
| 150 | 1 | 7.04914973884465e-47 | 3.52457486942232e-47 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 139 | 1 | NOK |
| 5% type I error level | 139 | 1 | NOK |
| 10% type I error level | 139 | 1 | NOK |
