| Multiple Linear Regression - Estimated Regression Equation |
| 2010-I[t] = + 13.553980866236 + 0.232362179271225`2010-II`[t] + 1.35518866840613`2010-III`[t] + 0.0216853276726292`2010-IV`[t] -0.635946736880319`2011-I`[t] -0.211294046882823`2011-II`[t] + 0.0875230339979512`2011-III`[t] + 0.208325086554488`2011-IV\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) | 13.553980866236 | 26.4835 | 0.5118 | 0.610646 | 0.305323 |
| `2010-II` | 0.232362179271225 | 0.066695 | 3.484 | 0.000921 | 0.00046 |
| `2010-III` | 1.35518866840613 | 0.134914 | 10.0448 | 0 | 0 |
| `2010-IV` | 0.0216853276726292 | 0.075038 | 0.289 | 0.773569 | 0.386785 |
| `2011-I` | -0.635946736880319 | 0.064264 | -9.8958 | 0 | 0 |
| `2011-II` | -0.211294046882823 | 0.105202 | -2.0085 | 0.049028 | 0.024514 |
| `2011-III` | 0.0875230339979512 | 0.021277 | 4.1136 | 0.000119 | 5.9e-05 |
| `2011-IV\r` | 0.208325086554488 | 0.05354 | 3.891 | 0.00025 | 0.000125 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999082961055013 |
| R-squared | 0.998166763070453 |
| Adjusted R-squared | 0.997956391619522 |
| F-TEST (value) | 4744.7824248504 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 61 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 195.191597897025 |
| Sum Squared Residuals | 2324085.35326522 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 18897 | 18832.944450878 | 64.055549121994 |
| 2 | 17518 | 17567.540644372 | -49.5406443720448 |
| 3 | 8632 | 8756.21859433832 | -124.21859433832 |
| 4 | 832 | 880.931816268165 | -48.9318162681647 |
| 5 | 3351 | 3559.61102454585 | -208.611024545848 |
| 6 | 8 | 16.5123741797091 | -8.5123741797091 |
| 7 | 1 | 14.8201494649298 | -13.8201494649298 |
| 8 | 7 | 25.4688882886912 | -18.4688882886912 |
| 9 | 217 | 239.896217407637 | -22.8962174076369 |
| 10 | 911 | 986.36767762632 | -75.3676776263201 |
| 11 | 1932 | 2054.68668501911 | -122.686685019106 |
| 12 | 274 | 301.046943206313 | -27.0469432063133 |
| 13 | 131 | 124.972989670923 | 6.02701032907749 |
| 14 | 1708 | 1917.78473487111 | -209.784734871114 |
| 15 | 2609 | 2326.9205938041 | 282.0794061959 |
| 16 | 133 | 116.154333218322 | 16.845666781678 |
| 17 | 2476 | 2224.32024145201 | 251.679758547986 |
| 18 | 10 | 39.6681805484726 | -29.6681805484726 |
| 19 | 1510 | 1434.39017475415 | 75.6098252458489 |
| 20 | 6427 | 6170.11325720182 | 256.886742798179 |
| 21 | 3812 | 4432.03789633828 | -620.03789633828 |
| 22 | 724 | -46.0491080642611 | 770.049108064261 |
| 23 | 1560 | 1617.75581177142 | -57.7558117714155 |
| 24 | 156 | 3.82917450514424 | 152.170825494856 |
| 25 | 3 | 9.79013977667915 | -6.79013977667915 |
| 26 | 172 | 221.729596728878 | -49.7295967288785 |
| 27 | 65 | 296.864797329382 | -231.864797329382 |
| 28 | 593 | 650.093843821845 | -57.0938438218448 |
| 29 | 281 | 303.712173106989 | -22.712173106989 |
| 30 | 1191 | 1078.69068190161 | 112.309318098394 |
| 31 | 72 | 3.58407201615296 | 68.415927983847 |
| 32 | 113 | 193.221902468829 | -80.2219024688291 |
| 33 | 19 | 86.3943668675712 | -67.3943668675712 |
| 34 | 97 | 150.504271167906 | -53.5042711679063 |
| 35 | 18897 | 18832.944450878 | 64.055549121991 |
| 36 | 16770 | 16685.8015708295 | 84.1984291705087 |
| 37 | 6132 | 6038.61207340523 | 93.3879265947727 |
| 38 | 648 | 523.535429343122 | 124.464570656878 |
| 39 | 1739 | 1890.84689129117 | -151.846891291173 |
| 40 | 160 | 187.553733400319 | -27.5537334003185 |
| 41 | 621 | 640.971625297798 | -19.9716252977985 |
| 42 | 804 | 902.231092639715 | -98.2310926397155 |
| 43 | 3 | 16.7275114026543 | -13.7275114026543 |
| 44 | 150 | 196.731611231868 | -46.7316112318685 |
| 45 | 549 | 642.427965128011 | -93.4279651280105 |
| 46 | 95 | 161.618581526138 | -66.618581526138 |
| 47 | 354 | 395.298887816451 | -41.2988878164515 |
| 48 | 100 | 113.462729341329 | -13.4627293413285 |
| 49 | 342 | 390.232919150546 | -48.2329191505462 |
| 50 | 2854 | 2646.19072827997 | 207.809271720026 |
| 51 | 167 | 167.751486831863 | -0.751486831863091 |
| 52 | 2687 | 2491.92738460802 | 195.072615391977 |
| 53 | 645 | 766.579794990305 | -121.579794990305 |
| 54 | 6113 | 5999.79944239228 | 113.200557607715 |
| 55 | 3567 | 3869.51272361349 | -302.512723613494 |
| 56 | 472 | -44.7772065419315 | 516.777206541931 |
| 57 | 1665 | 2086.98580975667 | -421.985809756665 |
| 58 | 328 | 158.888855019616 | 169.111144980384 |
| 59 | 0 | 7.96327631361681 | -7.96327631361681 |
| 60 | 81 | -9.6518917299173 | 90.6518917299173 |
| 61 | 1322 | 1410.80903367528 | -88.809033675279 |
| 62 | 154 | 186.845211324054 | -32.8452113240537 |
| 63 | 1277 | 1359.60863978481 | -82.6086397848139 |
| 64 | 1127 | 1003.6238082236 | 123.376191776403 |
| 65 | 456 | 684.225334905623 | -228.225334905623 |
| 66 | 224 | 148.869918953707 | 75.1300810462927 |
| 67 | 1444 | 1322.6203329702 | 121.379667029801 |
| 68 | 3 | -20.1663380304346 | 23.1663380304346 |
| 69 | 1444 | 1386.86699112489 | 57.133008875109 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.000298544338649435 | 0.00059708867729887 | 0.999701455661351 |
| 12 | 0.000104097358117896 | 0.000208194716235791 | 0.999895902641882 |
| 13 | 0.000144175635669463 | 0.000288351271338926 | 0.999855824364331 |
| 14 | 5.38307061795721e-05 | 0.000107661412359144 | 0.99994616929382 |
| 15 | 7.90656750898492e-06 | 1.58131350179698e-05 | 0.999992093432491 |
| 16 | 8.41340333149288e-06 | 1.68268066629858e-05 | 0.999991586596669 |
| 17 | 1.56113515531151e-06 | 3.12227031062303e-06 | 0.999998438864845 |
| 18 | 2.74560293067454e-07 | 5.49120586134908e-07 | 0.999999725439707 |
| 19 | 1.86943784411217e-07 | 3.73887568822434e-07 | 0.999999813056216 |
| 20 | 6.7344452713212e-07 | 1.34688905426424e-06 | 0.999999326555473 |
| 21 | 5.4032898265481e-06 | 1.08065796530962e-05 | 0.999994596710173 |
| 22 | 0.0536973045464552 | 0.10739460909291 | 0.946302695453545 |
| 23 | 0.037791100545529 | 0.075582201091058 | 0.962208899454471 |
| 24 | 0.0872451374534786 | 0.174490274906957 | 0.912754862546521 |
| 25 | 0.0573849811122198 | 0.11476996222444 | 0.94261501888778 |
| 26 | 0.0591197619185062 | 0.118239523837012 | 0.940880238081494 |
| 27 | 0.285640366771109 | 0.571280733542217 | 0.714359633228891 |
| 28 | 0.284785867141275 | 0.569571734282551 | 0.715214132858724 |
| 29 | 0.229558482398529 | 0.459116964797057 | 0.770441517601471 |
| 30 | 0.431320289777437 | 0.862640579554874 | 0.568679710222563 |
| 31 | 0.363279705953243 | 0.726559411906485 | 0.636720294046757 |
| 32 | 0.314618713673278 | 0.629237427346556 | 0.685381286326722 |
| 33 | 0.260806971343498 | 0.521613942686997 | 0.739193028656502 |
| 34 | 0.2263194052213 | 0.4526388104426 | 0.7736805947787 |
| 35 | 0.175680182887256 | 0.351360365774512 | 0.824319817112744 |
| 36 | 0.582457718325716 | 0.835084563348567 | 0.417542281674284 |
| 37 | 0.536301183700854 | 0.927397632598292 | 0.463698816299146 |
| 38 | 0.46901393270951 | 0.938027865419019 | 0.53098606729049 |
| 39 | 0.475361175311616 | 0.950722350623231 | 0.524638824688384 |
| 40 | 0.398963743258465 | 0.797927486516931 | 0.601036256741535 |
| 41 | 0.352419029783045 | 0.70483805956609 | 0.647580970216955 |
| 42 | 0.287378878908897 | 0.574757757817794 | 0.712621121091103 |
| 43 | 0.223394250328882 | 0.446788500657764 | 0.776605749671118 |
| 44 | 0.172128832321174 | 0.344257664642348 | 0.827871167678826 |
| 45 | 0.142243712378546 | 0.284487424757091 | 0.857756287621454 |
| 46 | 0.109082843919899 | 0.218165687839797 | 0.890917156080101 |
| 47 | 0.0755127247312821 | 0.151025449462564 | 0.924487275268718 |
| 48 | 0.0499790545209965 | 0.0999581090419929 | 0.950020945479004 |
| 49 | 0.0321733678757841 | 0.0643467357515681 | 0.967826632124216 |
| 50 | 0.0343321229989763 | 0.0686642459979526 | 0.965667877001024 |
| 51 | 0.0203601315656506 | 0.0407202631313012 | 0.979639868434349 |
| 52 | 0.473129853346799 | 0.946259706693599 | 0.526870146653201 |
| 53 | 0.377744392768541 | 0.755488785537082 | 0.622255607231459 |
| 54 | 0.804831391113013 | 0.390337217773974 | 0.195168608886987 |
| 55 | 0.999391518453775 | 0.00121696309244973 | 0.000608481546224867 |
| 56 | 0.998224121621381 | 0.00355175675723894 | 0.00177587837861947 |
| 57 | 0.99636820577011 | 0.00726358845977914 | 0.00363179422988957 |
| 58 | 0.985797795102412 | 0.0284044097951752 | 0.0142022048975876 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 14 | 0.291666666666667 | NOK |
| 5% type I error level | 16 | 0.333333333333333 | NOK |
| 10% type I error level | 20 | 0.416666666666667 | NOK |
