Multiple Linear Regression - Estimated Regression Equation |
X3[t] = + 0.0463207948241594 + 0.0358511465297426X1[t] + 0.000533034143459888X2[t] + 0.0221667216849505X4[t] + 0.00330809125935631`X5\r`[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) | 0.0463207948241594 | 0.125468 | 0.3692 | 0.713581 | 0.356791 |
X1 | 0.0358511465297426 | 0.025011 | 1.4334 | 0.158091 | 0.079046 |
X2 | 0.000533034143459888 | 0.000383 | 1.3902 | 0.170736 | 0.085368 |
X4 | 0.0221667216849505 | 0.067311 | 0.3293 | 0.743319 | 0.371659 |
`X5\r` | 0.00330809125935631 | 0.001106 | 2.9909 | 0.004344 | 0.002172 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.632244531880127 |
R-squared | 0.399733148092321 |
Adjusted R-squared | 0.350731772426388 |
F-TEST (value) | 8.15759032598397 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 49 |
p-value | 4.00495484393915e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.0457822144318972 |
Sum Squared Residuals | 0.102704546756123 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0.44 | 0.455327416619878 | -0.0153274166198784 |
2 | 0.44 | 0.424567208866747 | 0.0154327911332533 |
3 | 0.46 | 0.446159170250283 | 0.0138408297497173 |
4 | 0.42 | 0.407402003057025 | 0.0125979969429747 |
5 | 0.45 | 0.499663472022182 | -0.0496634720221821 |
6 | 0.43 | 0.503632558313611 | -0.073632558313611 |
7 | 0.49 | 0.418627958911042 | 0.0713720410889575 |
8 | 0.47 | 0.484926116352896 | -0.0149261163528964 |
9 | 0.44 | 0.452681470293091 | -0.0126814702930909 |
10 | 0.48 | 0.458210166440474 | 0.0217898335595261 |
11 | 0.52 | 0.504744740001636 | 0.0152552599983636 |
12 | 0.49 | 0.47123740996776 | 0.0187625900322395 |
13 | 0.37 | 0.413328246098718 | -0.0433282460987178 |
14 | 0.42 | 0.409363732940394 | 0.010636267059606 |
15 | 0.44 | 0.448988344610538 | -0.00898834461053772 |
16 | 0.5 | 0.509585099354248 | -0.00958509935424848 |
17 | 0.5 | 0.464675602276855 | 0.0353243977231455 |
18 | 0.43 | 0.462273923244975 | -0.0322739232449753 |
19 | 0.37 | 0.439347521974564 | -0.0693475219745642 |
20 | 0.5 | 0.479265460235261 | 0.0207345397647391 |
21 | 0.4 | 0.460521370921794 | -0.0605213709217943 |
22 | 0.48 | 0.486670437600663 | -0.00667043760066345 |
23 | 0.48 | 0.438015357072722 | 0.0419846429272777 |
24 | 0.43 | 0.461326143103703 | -0.0313261431037032 |
25 | 0.56 | 0.52438598742741 | 0.0356140125725902 |
26 | 0.44 | 0.435573278220342 | 0.00442672177965752 |
27 | 0.49 | 0.435356225797744 | 0.0546437742022561 |
28 | 0.4 | 0.447229529356249 | -0.0472295293562486 |
29 | 0.42 | 0.402169609571727 | 0.0178303904282726 |
30 | 0.49 | 0.50074464437791 | -0.0107446443779103 |
31 | 0.48 | 0.432147497538117 | 0.0478525024618826 |
32 | 0.39 | 0.396140991418303 | -0.00614099141830316 |
33 | 0.44 | 0.413039615767845 | 0.0269603842321552 |
34 | 0.48 | 0.486670437600663 | -0.00667043760066345 |
35 | 0.34 | 0.419825168750111 | -0.0798251687501109 |
36 | 0.52 | 0.460075390042093 | 0.0599246099579073 |
37 | 0.48 | 0.451537057300542 | 0.0284629426994579 |
38 | 0.41 | 0.394548574319849 | 0.015451425680151 |
39 | 0.41 | 0.438854247412325 | -0.0288542474123254 |
40 | 0.41 | 0.451093109070392 | -0.0410931090703919 |
41 | 0.45 | 0.476843713868098 | -0.0268437138680978 |
42 | 0.29 | 0.395567509968578 | -0.105567509968578 |
43 | 0.45 | 0.443882714742589 | 0.00611728525741147 |
44 | 0.55 | 0.457141533172981 | 0.0928584668270194 |
45 | 0.48 | 0.501468143094129 | -0.0214681430941287 |
46 | 0.36 | 0.358565111577202 | 0.00143488842279787 |
47 | 0.53 | 0.418829357973627 | 0.111170642026373 |
48 | 0.35 | 0.401189355616156 | -0.0511893556161561 |
49 | 0.41 | 0.458009998773463 | -0.0480099987734632 |
50 | 0.43 | 0.408524115245758 | 0.0214758847542424 |
51 | 0.6 | 0.511854206505935 | 0.0881457934940647 |
52 | 0.48 | 0.463931837292882 | 0.0160681627071178 |
53 | 0.46 | 0.440079568204565 | 0.0199204317954348 |
54 | 0.44 | 0.464180539461351 | -0.0241805394613514 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.159383438005364 | 0.318766876010728 | 0.840616561994636 |
9 | 0.188004807300257 | 0.376009614600514 | 0.811995192699743 |
10 | 0.122919404919672 | 0.245838809839344 | 0.877080595080328 |
11 | 0.21832701711189 | 0.436654034223779 | 0.78167298288811 |
12 | 0.154653597080263 | 0.309307194160526 | 0.845346402919737 |
13 | 0.285836473937077 | 0.571672947874154 | 0.714163526062923 |
14 | 0.196450529289246 | 0.392901058578491 | 0.803549470710754 |
15 | 0.130481143432289 | 0.260962286864579 | 0.869518856567711 |
16 | 0.097656037952326 | 0.195312075904652 | 0.902343962047674 |
17 | 0.0944456485757196 | 0.188891297151439 | 0.90555435142428 |
18 | 0.0758963534165527 | 0.151792706833105 | 0.924103646583447 |
19 | 0.165712323748601 | 0.331424647497203 | 0.834287676251399 |
20 | 0.133632457054375 | 0.267264914108751 | 0.866367542945625 |
21 | 0.166091263248812 | 0.332182526497624 | 0.833908736751188 |
22 | 0.117573680426309 | 0.235147360852619 | 0.882426319573691 |
23 | 0.137888811500582 | 0.275777623001164 | 0.862111188499418 |
24 | 0.111518764879465 | 0.22303752975893 | 0.888481235120535 |
25 | 0.105097096560622 | 0.210194193121245 | 0.894902903439378 |
26 | 0.0704744530416808 | 0.140948906083362 | 0.929525546958319 |
27 | 0.0926622983140027 | 0.185324596628005 | 0.907337701685997 |
28 | 0.0990920940107534 | 0.198184188021507 | 0.900907905989247 |
29 | 0.0764306654046902 | 0.15286133080938 | 0.92356933459531 |
30 | 0.0542470725627151 | 0.10849414512543 | 0.945752927437285 |
31 | 0.0494182924015497 | 0.0988365848030995 | 0.95058170759845 |
32 | 0.0338773421754294 | 0.0677546843508588 | 0.966122657824571 |
33 | 0.0239184978884763 | 0.0478369957769525 | 0.976081502111524 |
34 | 0.0141251204828683 | 0.0282502409657367 | 0.985874879517132 |
35 | 0.0538636795631435 | 0.107727359126287 | 0.946136320436856 |
36 | 0.0689090555957737 | 0.137818111191547 | 0.931090944404226 |
37 | 0.0495564127916746 | 0.0991128255833491 | 0.950443587208325 |
38 | 0.0307447092073424 | 0.0614894184146848 | 0.969255290792658 |
39 | 0.0216314488244189 | 0.0432628976488378 | 0.978368551175581 |
40 | 0.0169485200270404 | 0.0338970400540808 | 0.98305147997296 |
41 | 0.0116560021277007 | 0.0233120042554013 | 0.988343997872299 |
42 | 0.0448018781997569 | 0.0896037563995138 | 0.955198121800243 |
43 | 0.0271218671520706 | 0.0542437343041412 | 0.972878132847929 |
44 | 0.0844151035184196 | 0.168830207036839 | 0.91558489648158 |
45 | 0.22226067709617 | 0.44452135419234 | 0.77773932290383 |
46 | 0.704528582330681 | 0.590942835338638 | 0.295471417669319 |
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 | 5 | 0.128205128205128 | NOK |
10% type I error level | 11 | 0.282051282051282 | NOK |