| Multiple Linear Regression - Estimated Regression Equation |
| i[t] = + 4403.09511319227 -0.043489939449647w[t] + 2.12914129038395f[t] + 0.282648719263525s[t] + 0.883497916874899c[t] + 0.00140991843416822b[t] + 0.00034369070495691h[t] -2.29514288809717t + 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) | 4403.09511319227 | 1079.635006 | 4.0783 | 7.7e-05 | 3.9e-05 |
| w | -0.043489939449647 | 0.008056 | -5.3982 | 0 | 0 |
| f | 2.12914129038395 | 0.179069 | 11.8901 | 0 | 0 |
| s | 0.282648719263525 | 0.11602 | 2.4362 | 0.016145 | 0.008073 |
| c | 0.883497916874899 | 0.234732 | 3.7639 | 0.000249 | 0.000124 |
| b | 0.00140991843416822 | 0.000231 | 6.095 | 0 | 0 |
| h | 0.00034369070495691 | 0.000485 | 0.7081 | 0.480111 | 0.240055 |
| t | -2.29514288809717 | 0.552198 | -4.1564 | 5.7e-05 | 2.9e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.881391292950008 |
| R-squared | 0.776850611288087 |
| Adjusted R-squared | 0.765279902243765 |
| F-TEST (value) | 67.1394128322104 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 135 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.63162353385424 |
| Sum Squared Residuals | 1780.47308137193 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14 | 11.0447691030703 | 2.95523089692967 |
| 2 | 14 | 11.1400816897958 | 2.85991831020417 |
| 3 | 15 | 11.4309624768602 | 3.56903752313979 |
| 4 | 13 | 7.81695178397262 | 5.18304821602738 |
| 5 | 8 | 10.0943521401745 | -2.09435214017453 |
| 6 | 7 | 6.46212883310673 | 0.537871166893266 |
| 7 | 3 | 4.11423983964247 | -1.11423983964247 |
| 8 | 3 | 0.879895318827131 | 2.12010468117287 |
| 9 | 4 | 3.36404656481558 | 0.635953435184424 |
| 10 | 4 | 5.95844838725573 | -1.95844838725573 |
| 11 | 0 | -0.0676684960188663 | 0.0676684960188663 |
| 12 | -4 | -3.35135913715851 | -0.648640862841488 |
| 13 | -14 | -11.8950676247797 | -2.10493237522029 |
| 14 | -18 | -9.24737513880581 | -8.75262486119419 |
| 15 | -8 | -8.48136827168983 | 0.48136827168983 |
| 16 | -1 | -1.46925776960447 | 0.469257769604473 |
| 17 | 1 | 2.90158351887071 | -1.90158351887071 |
| 18 | 2 | 1.08999294387161 | 0.910007056128391 |
| 19 | 0 | 0.386133612172243 | -0.386133612172243 |
| 20 | 1 | 0.0250122682999363 | 0.974987731700064 |
| 21 | 0 | -1.14741894626624 | 1.14741894626624 |
| 22 | -1 | 3.19515434163639 | -4.19515434163639 |
| 23 | -3 | -4.83933805333291 | 1.83933805333291 |
| 24 | -3 | -4.87086860606202 | 1.87086860606202 |
| 25 | -3 | -4.02247250117164 | 1.02247250117164 |
| 26 | -4 | -6.85784270396814 | 2.85784270396814 |
| 27 | -8 | -7.10614439290028 | -0.893855607099725 |
| 28 | -9 | -8.10914688921273 | -0.890853110787265 |
| 29 | -13 | -14.1860885610816 | 1.18608856108165 |
| 30 | -18 | -19.7637719374814 | 1.76377193748144 |
| 31 | -11 | -10.6847760749838 | -0.315223925016178 |
| 32 | -9 | -9.43454266978398 | 0.434542669783982 |
| 33 | -10 | -10.2765601444646 | 0.276560144464606 |
| 34 | -13 | -13.3034424018837 | 0.30344240188372 |
| 35 | -11 | -16.9702081892618 | 5.97020818926182 |
| 36 | -5 | -9.27866443803714 | 4.27866443803714 |
| 37 | -15 | -12.6834013933119 | -2.31659860668815 |
| 38 | -6 | -7.01523854115497 | 1.01523854115497 |
| 39 | -6 | -5.17630754114422 | -0.823692458855778 |
| 40 | -3 | -7.51118917328989 | 4.51118917328989 |
| 41 | -1 | -4.76877600197175 | 3.76877600197175 |
| 42 | -3 | -5.44199408474928 | 2.44199408474928 |
| 43 | -4 | -2.88498174499559 | -1.11501825500441 |
| 44 | -6 | -4.43110811874638 | -1.56889188125362 |
| 45 | 0 | -1.47515408262172 | 1.47515408262172 |
| 46 | -4 | -3.9480436519171 | -0.0519563480829026 |
| 47 | -2 | -3.23945704620933 | 1.23945704620933 |
| 48 | -2 | -4.89214814039354 | 2.89214814039354 |
| 49 | -6 | 0.119449353315869 | -6.11944935331587 |
| 50 | -7 | -6.97240800005745 | -0.0275919999425549 |
| 51 | -6 | -3.78589752574661 | -2.21410247425339 |
| 52 | -6 | -4.98878035024807 | -1.01121964975193 |
| 53 | -3 | -1.55536503124099 | -1.44463496875901 |
| 54 | -2 | -3.83251214947753 | 1.83251214947753 |
| 55 | -5 | -7.29526425137504 | 2.29526425137504 |
| 56 | -11 | -10.3383272323961 | -0.661672767603943 |
| 57 | -11 | -7.12187779169677 | -3.87812220830323 |
| 58 | -11 | -7.75297028359239 | -3.24702971640761 |
| 59 | -10 | -11.430562310944 | 1.43056231094401 |
| 60 | -14 | -16.7808765701461 | 2.78087657014611 |
| 61 | -8 | -7.07811764660853 | -0.921882353391465 |
| 62 | -9 | -7.67377465236251 | -1.32622534763749 |
| 63 | -5 | -2.63734341756335 | -2.36265658243665 |
| 64 | -1 | -2.33470121914335 | 1.33470121914335 |
| 65 | -2 | -1.09466753801494 | -0.905332461985056 |
| 66 | -5 | -3.42002940497795 | -1.57997059502205 |
| 67 | -4 | -1.23151945284584 | -2.76848054715416 |
| 68 | -6 | -5.53971521836244 | -0.460284781637562 |
| 69 | -2 | -0.0174900464042007 | -1.9825099535958 |
| 70 | -2 | -0.653665560405752 | -1.34633443959425 |
| 71 | -2 | -2.63156472421442 | 0.631564724214422 |
| 72 | -2 | -6.67440093933744 | 4.67440093933744 |
| 73 | 2 | 0.86573596361552 | 1.13426403638448 |
| 74 | 1 | 1.01028859545161 | -0.010288595451614 |
| 75 | -8 | -1.31738447530367 | -6.68261552469633 |
| 76 | -1 | 0.158758441773167 | -1.15875844177317 |
| 77 | 1 | 1.23463768967043 | -0.234637689670431 |
| 78 | -1 | -0.623140093719159 | -0.376859906280841 |
| 79 | 2 | 1.8425730045181 | 0.157426995481899 |
| 80 | 2 | 4.1908037310702 | -2.1908037310702 |
| 81 | 1 | 2.42749864910531 | -1.42749864910531 |
| 82 | -1 | -0.815742153912866 | -0.184257846087134 |
| 83 | -2 | -4.15746959967694 | 2.15746959967694 |
| 84 | -2 | -2.43879948662366 | 0.438799486623659 |
| 85 | -1 | -2.31249976531046 | 1.31249976531046 |
| 86 | -8 | -9.74138000381336 | 1.74138000381336 |
| 87 | -4 | -6.04684455509003 | 2.04684455509003 |
| 88 | -6 | -14.1444381538227 | 8.14443815382266 |
| 89 | -3 | -5.41376860347733 | 2.41376860347733 |
| 90 | -3 | -11.0336860104433 | 8.03368601044334 |
| 91 | -7 | -10.1296616698815 | 3.12966166988153 |
| 92 | -9 | -7.56907674405443 | -1.43092325594557 |
| 93 | -11 | -15.0932406573299 | 4.09324065732988 |
| 94 | -13 | -11.4058744114898 | -1.59412558851023 |
| 95 | -11 | -9.28018624736441 | -1.71981375263559 |
| 96 | -9 | -3.03432225920048 | -5.96567774079952 |
| 97 | -17 | -15.3385816201368 | -1.66141837986324 |
| 98 | -22 | -14.4645897992542 | -7.53541020074583 |
| 99 | -25 | -16.5510931019034 | -8.44890689809658 |
| 100 | -20 | -13.3357844810135 | -6.66421551898654 |
| 101 | -24 | -14.3378281384442 | -9.6621718615558 |
| 102 | -24 | -19.7767778045303 | -4.22322219546969 |
| 103 | -22 | -16.2999063623518 | -5.70009363764822 |
| 104 | -19 | -11.69715185381 | -7.30284814618999 |
| 105 | -18 | -9.72574771699685 | -8.27425228300315 |
| 106 | -17 | -18.2047860548009 | 1.20478605480092 |
| 107 | -11 | -11.7157195665454 | 0.715719566545398 |
| 108 | -11 | -11.9198945623969 | 0.919894562396872 |
| 109 | -12 | -5.973919904333 | -6.026080095667 |
| 110 | -10 | -5.6325325314715 | -4.3674674685285 |
| 111 | -15 | -9.46107691071952 | -5.53892308928048 |
| 112 | -15 | -12.1550880879305 | -2.84491191206947 |
| 113 | -15 | -12.625136429698 | -2.37486357030196 |
| 114 | -13 | -7.24947086265129 | -5.75052913734871 |
| 115 | -8 | -7.62699021227353 | -0.373009787726465 |
| 116 | -13 | -12.5893860898893 | -0.410613910110725 |
| 117 | -9 | -6.51925050749129 | -2.48074949250871 |
| 118 | -7 | -11.2601825678387 | 4.26018256783872 |
| 119 | -4 | -9.1350822683987 | 5.1350822683987 |
| 120 | -4 | -8.40457959460463 | 4.40457959460463 |
| 121 | -2 | -1.99380691705105 | -0.00619308294894657 |
| 122 | 0 | -3.56681398222087 | 3.56681398222087 |
| 123 | -2 | -6.85153541938652 | 4.85153541938652 |
| 124 | -3 | -9.73742809131888 | 6.73742809131888 |
| 125 | 1 | -1.00381623134086 | 2.00381623134086 |
| 126 | -2 | -11.9878735340443 | 9.98787353404429 |
| 127 | -1 | -5.98536032620725 | 4.98536032620725 |
| 128 | 1 | -3.46627925885115 | 4.46627925885115 |
| 129 | -3 | -6.55392265390925 | 3.55392265390925 |
| 130 | -4 | -10.7079567126749 | 6.70795671267486 |
| 131 | -9 | -11.0012881664559 | 2.00128816645594 |
| 132 | -9 | -8.59065702161215 | -0.409342978387845 |
| 133 | -7 | -2.85522140545018 | -4.14477859454982 |
| 134 | -14 | -9.12041342425131 | -4.87958657574869 |
| 135 | -12 | -16.4761336457376 | 4.47613364573757 |
| 136 | -16 | -20.7539836877663 | 4.75398368776634 |
| 137 | -20 | -19.9338697413417 | -0.0661302586582852 |
| 138 | -12 | -15.5633523541057 | 3.5633523541057 |
| 139 | -12 | -12.4329132169938 | 0.432913216993828 |
| 140 | -10 | -10.8998481313829 | 0.8998481313829 |
| 141 | -10 | -6.59540789333088 | -3.40459210666912 |
| 142 | -13 | -12.6158087325318 | -0.384191267468243 |
| 143 | -16 | -14.8287219973121 | -1.17127800268789 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.0269201465552315 | 0.053840293110463 | 0.973079853444768 |
| 12 | 0.0249034106214358 | 0.0498068212428716 | 0.975096589378564 |
| 13 | 0.0184139337272495 | 0.036827867454499 | 0.98158606627275 |
| 14 | 0.0711468318582734 | 0.142293663716547 | 0.928853168141727 |
| 15 | 0.114750408813883 | 0.229500817627767 | 0.885249591186117 |
| 16 | 0.383541512566385 | 0.76708302513277 | 0.616458487433615 |
| 17 | 0.285545751540999 | 0.571091503081999 | 0.714454248459001 |
| 18 | 0.246758762148849 | 0.493517524297698 | 0.753241237851151 |
| 19 | 0.198469937149645 | 0.396939874299291 | 0.801530062850355 |
| 20 | 0.17243994070522 | 0.344879881410439 | 0.82756005929478 |
| 21 | 0.138450941785596 | 0.276901883571191 | 0.861549058214404 |
| 22 | 0.110120086480387 | 0.220240172960774 | 0.889879913519613 |
| 23 | 0.106598418454173 | 0.213196836908346 | 0.893401581545827 |
| 24 | 0.0922759513980226 | 0.184551902796045 | 0.907724048601977 |
| 25 | 0.0655639279329254 | 0.131127855865851 | 0.934436072067075 |
| 26 | 0.0563805358473055 | 0.112761071694611 | 0.943619464152695 |
| 27 | 0.0462782679543747 | 0.0925565359087494 | 0.953721732045625 |
| 28 | 0.0310615457642781 | 0.0621230915285562 | 0.968938454235722 |
| 29 | 0.0262537493381505 | 0.0525074986763011 | 0.973746250661849 |
| 30 | 0.0230910688769468 | 0.0461821377538935 | 0.976908931123053 |
| 31 | 0.0157834680898984 | 0.0315669361797968 | 0.984216531910102 |
| 32 | 0.0106215363268203 | 0.0212430726536407 | 0.98937846367318 |
| 33 | 0.00664180475285506 | 0.0132836095057101 | 0.993358195247145 |
| 34 | 0.00428139577113745 | 0.00856279154227489 | 0.995718604228863 |
| 35 | 0.00678466695728975 | 0.0135693339145795 | 0.99321533304271 |
| 36 | 0.00527435711170774 | 0.0105487142234155 | 0.994725642888292 |
| 37 | 0.00951880743627322 | 0.0190376148725464 | 0.990481192563727 |
| 38 | 0.00754620614663236 | 0.0150924122932647 | 0.992453793853368 |
| 39 | 0.009272144776206 | 0.018544289552412 | 0.990727855223794 |
| 40 | 0.00871927079886195 | 0.0174385415977239 | 0.991280729201138 |
| 41 | 0.00776467153949748 | 0.015529343078995 | 0.992235328460503 |
| 42 | 0.00679291237378882 | 0.0135858247475776 | 0.993207087626211 |
| 43 | 0.00699982033451049 | 0.013999640669021 | 0.993000179665489 |
| 44 | 0.00546223142344963 | 0.0109244628468993 | 0.99453776857655 |
| 45 | 0.00564975031146224 | 0.0112995006229245 | 0.994350249688538 |
| 46 | 0.00427178555195156 | 0.00854357110390313 | 0.995728214448048 |
| 47 | 0.00402483607888454 | 0.00804967215776909 | 0.995975163921115 |
| 48 | 0.00361905203007701 | 0.00723810406015402 | 0.996380947969923 |
| 49 | 0.0108520690036516 | 0.0217041380073032 | 0.989147930996348 |
| 50 | 0.00772855441684142 | 0.0154571088336828 | 0.992271445583159 |
| 51 | 0.00606335223464839 | 0.0121267044692968 | 0.993936647765352 |
| 52 | 0.00471846884482721 | 0.00943693768965441 | 0.995281531155173 |
| 53 | 0.00337211993293949 | 0.00674423986587898 | 0.99662788006706 |
| 54 | 0.0035966572033427 | 0.0071933144066854 | 0.996403342796657 |
| 55 | 0.00471414452122527 | 0.00942828904245053 | 0.995285855478775 |
| 56 | 0.00352796006530121 | 0.00705592013060242 | 0.996472039934699 |
| 57 | 0.00303754034709453 | 0.00607508069418905 | 0.996962459652905 |
| 58 | 0.00208814667000142 | 0.00417629334000283 | 0.997911853329999 |
| 59 | 0.00170164694538729 | 0.00340329389077459 | 0.998298353054613 |
| 60 | 0.00248940378601241 | 0.00497880757202483 | 0.997510596213988 |
| 61 | 0.00163996489402544 | 0.00327992978805088 | 0.998360035105975 |
| 62 | 0.00113252984329747 | 0.00226505968659494 | 0.998867470156703 |
| 63 | 0.00104265089677666 | 0.00208530179355332 | 0.998957349103223 |
| 64 | 0.000783087088608453 | 0.00156617417721691 | 0.999216912911392 |
| 65 | 0.000569926664675588 | 0.00113985332935118 | 0.999430073335324 |
| 66 | 0.000396828137306519 | 0.000793656274613037 | 0.999603171862693 |
| 67 | 0.000252402484914802 | 0.000504804969829604 | 0.999747597515085 |
| 68 | 0.000241529908774449 | 0.000483059817548898 | 0.999758470091226 |
| 69 | 0.000171227163592429 | 0.000342454327184858 | 0.999828772836408 |
| 70 | 0.000117454618400045 | 0.000234909236800089 | 0.9998825453816 |
| 71 | 0.00010010341295497 | 0.00020020682590994 | 0.999899896587045 |
| 72 | 0.000487781647413534 | 0.000975563294827068 | 0.999512218352586 |
| 73 | 0.000412065986268498 | 0.000824131972536996 | 0.999587934013731 |
| 74 | 0.000312496581285726 | 0.000624993162571453 | 0.999687503418714 |
| 75 | 0.000377251938301282 | 0.000754503876602564 | 0.999622748061699 |
| 76 | 0.000282850607389509 | 0.000565701214779018 | 0.99971714939261 |
| 77 | 0.000217771866910334 | 0.000435543733820668 | 0.99978222813309 |
| 78 | 0.00016503677490586 | 0.000330073549811721 | 0.999834963225094 |
| 79 | 0.000128655003155191 | 0.000257310006310383 | 0.999871344996845 |
| 80 | 8.05857394820598e-05 | 0.00016117147896412 | 0.999919414260518 |
| 81 | 5.28696297884728e-05 | 0.000105739259576946 | 0.999947130370212 |
| 82 | 3.926956173399e-05 | 7.853912346798e-05 | 0.999960730438266 |
| 83 | 4.21552371566207e-05 | 8.43104743132415e-05 | 0.999957844762843 |
| 84 | 2.84666480622361e-05 | 5.69332961244721e-05 | 0.999971533351938 |
| 85 | 2.26580857167759e-05 | 4.53161714335518e-05 | 0.999977341914283 |
| 86 | 1.68839183821193e-05 | 3.37678367642386e-05 | 0.999983116081618 |
| 87 | 1.67413454002498e-05 | 3.34826908004995e-05 | 0.9999832586546 |
| 88 | 5.76447614346203e-05 | 0.000115289522869241 | 0.999942355238565 |
| 89 | 3.87004736310235e-05 | 7.74009472620471e-05 | 0.999961299526369 |
| 90 | 0.000379010321692205 | 0.000758020643384411 | 0.999620989678308 |
| 91 | 0.000384634499221251 | 0.000769268998442503 | 0.999615365500779 |
| 92 | 0.000295132471013164 | 0.000590264942026328 | 0.999704867528987 |
| 93 | 0.00103696925600749 | 0.00207393851201499 | 0.998963030743993 |
| 94 | 0.000956138196352454 | 0.00191227639270491 | 0.999043861803648 |
| 95 | 0.001034966696266 | 0.00206993339253199 | 0.998965033303734 |
| 96 | 0.00136770870691159 | 0.00273541741382318 | 0.998632291293088 |
| 97 | 0.00122562052072133 | 0.00245124104144265 | 0.998774379479279 |
| 98 | 0.00333491738495246 | 0.00666983476990493 | 0.996665082615047 |
| 99 | 0.0110710993813602 | 0.0221421987627204 | 0.98892890061864 |
| 100 | 0.0223356041792932 | 0.0446712083585864 | 0.977664395820707 |
| 101 | 0.0777067054177131 | 0.155413410835426 | 0.922293294582287 |
| 102 | 0.123791494456042 | 0.247582988912083 | 0.876208505543958 |
| 103 | 0.102344367413591 | 0.204688734827181 | 0.897655632586409 |
| 104 | 0.0890830526069312 | 0.178166105213862 | 0.910916947393069 |
| 105 | 0.0912388311579997 | 0.182477662315999 | 0.908761168842 |
| 106 | 0.0852851557509537 | 0.170570311501907 | 0.914714844249046 |
| 107 | 0.132198212373699 | 0.264396424747399 | 0.867801787626301 |
| 108 | 0.204838612745942 | 0.409677225491883 | 0.795161387254058 |
| 109 | 0.193741711024845 | 0.387483422049691 | 0.806258288975155 |
| 110 | 0.16949339963661 | 0.338986799273221 | 0.83050660036339 |
| 111 | 0.194645503978199 | 0.389291007956399 | 0.805354496021801 |
| 112 | 0.252704108335627 | 0.505408216671253 | 0.747295891664373 |
| 113 | 0.258577116688671 | 0.517154233377343 | 0.741422883311329 |
| 114 | 0.36447985871797 | 0.728959717435939 | 0.63552014128203 |
| 115 | 0.332653139580226 | 0.665306279160453 | 0.667346860419774 |
| 116 | 0.333994500357182 | 0.667989000714365 | 0.666005499642818 |
| 117 | 0.519654495550664 | 0.960691008898672 | 0.480345504449336 |
| 118 | 0.726056012633532 | 0.547887974732936 | 0.273943987366468 |
| 119 | 0.712525904831882 | 0.574948190336235 | 0.287474095168118 |
| 120 | 0.67718799212172 | 0.64562401575656 | 0.32281200787828 |
| 121 | 0.659216718616385 | 0.681566562767231 | 0.340783281383615 |
| 122 | 0.639625119297144 | 0.720749761405712 | 0.360374880702856 |
| 123 | 0.688073836929306 | 0.623852326141389 | 0.311926163070694 |
| 124 | 0.650252573555054 | 0.699494852889892 | 0.349747426444946 |
| 125 | 0.58898547596059 | 0.82202904807882 | 0.41101452403941 |
| 126 | 0.621769871637533 | 0.756460256724934 | 0.378230128362467 |
| 127 | 0.62066032957713 | 0.758679340845739 | 0.37933967042287 |
| 128 | 0.709001783668096 | 0.581996432663809 | 0.290998216331904 |
| 129 | 0.83361287394374 | 0.33277425211252 | 0.16638712605626 |
| 130 | 0.772051807391425 | 0.45589638521715 | 0.227948192608575 |
| 131 | 0.646648423781207 | 0.706703152437587 | 0.353351576218793 |
| 132 | 0.512071321220308 | 0.975857357559383 | 0.487928678779692 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 51 | 0.418032786885246 | NOK |
| 5% type I error level | 73 | 0.598360655737705 | NOK |
| 10% type I error level | 77 | 0.631147540983607 | NOK |
