Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 9353.33333333334 + 286.825396825397M1[t] -669.015873015873M2[t] + 193.857142857143M3[t] -15.8412698412698M4[t] + 48.6031746031746M5[t] + 153.904761904762M6[t] + 667.349206349206M7[t] + 491.079365079365M8[t] + 355.809523809524M9[t] + 330.968253968254M10[t] -455.587301587302M11[t] + 15.8412698412698t + 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) | 9353.33333333334 | 105.548061 | 88.6168 | 0 | 0 |
M1 | 286.825396825397 | 129.833954 | 2.2092 | 0.03039 | 0.015195 |
M2 | -669.015873015873 | 129.736158 | -5.1567 | 2e-06 | 1e-06 |
M3 | 193.857142857143 | 129.647612 | 1.4953 | 0.139278 | 0.069639 |
M4 | -15.8412698412698 | 129.568335 | -0.1223 | 0.903037 | 0.451519 |
M5 | 48.6031746031746 | 129.498345 | 0.3753 | 0.708542 | 0.354271 |
M6 | 153.904761904762 | 129.437656 | 1.189 | 0.238391 | 0.119195 |
M7 | 667.349206349206 | 129.386282 | 5.1578 | 2e-06 | 1e-06 |
M8 | 491.079365079365 | 129.344233 | 3.7967 | 0.000306 | 0.000153 |
M9 | 355.809523809524 | 129.311519 | 2.7516 | 0.007522 | 0.003761 |
M10 | 330.968253968254 | 129.288147 | 2.5599 | 0.012599 | 0.0063 |
M11 | -455.587301587302 | 129.274121 | -3.5242 | 0.000748 | 0.000374 |
t | 15.8412698412698 | 1.099459 | 14.4082 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.922495178322548 |
R-squared | 0.85099735402835 |
Adjusted R-squared | 0.825813808230325 |
F-TEST (value) | 33.7918004419806 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 71 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 241.840988493735 |
Sum Squared Residuals | 4152581.52380952 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9676 | 9656 | 19.9999999999987 |
2 | 8642 | 8716 | -74 |
3 | 9402 | 9594.71428571429 | -192.714285714286 |
4 | 9610 | 9400.85714285714 | 209.142857142857 |
5 | 9294 | 9481.14285714286 | -187.142857142857 |
6 | 9448 | 9602.28571428571 | -154.285714285714 |
7 | 10319 | 10131.5714285714 | 187.428571428571 |
8 | 9548 | 9971.14285714286 | -423.142857142857 |
9 | 9801 | 9851.71428571429 | -50.7142857142858 |
10 | 9596 | 9842.71428571429 | -246.714285714286 |
11 | 8923 | 9072 | -149 |
12 | 9746 | 9543.42857142857 | 202.571428571428 |
13 | 9829 | 9846.09523809524 | -17.0952380952373 |
14 | 9125 | 8906.09523809524 | 218.904761904762 |
15 | 9782 | 9784.80952380952 | -2.8095238095238 |
16 | 9441 | 9590.95238095238 | -149.952380952381 |
17 | 9162 | 9671.2380952381 | -509.238095238095 |
18 | 9915 | 9792.38095238095 | 122.619047619048 |
19 | 10444 | 10321.6666666667 | 122.333333333333 |
20 | 10209 | 10161.2380952381 | 47.7619047619048 |
21 | 9985 | 10041.8095238095 | -56.8095238095238 |
22 | 9842 | 10032.8095238095 | -190.809523809524 |
23 | 9429 | 9262.09523809524 | 166.904761904762 |
24 | 10132 | 9733.52380952381 | 398.476190476191 |
25 | 9849 | 10036.1904761905 | -187.190476190476 |
26 | 9172 | 9096.19047619048 | 75.8095238095238 |
27 | 10313 | 9974.90476190476 | 338.095238095238 |
28 | 9819 | 9781.04761904762 | 37.952380952381 |
29 | 9955 | 9861.33333333333 | 93.6666666666666 |
30 | 10048 | 9982.47619047619 | 65.5238095238095 |
31 | 10082 | 10511.7619047619 | -429.761904761905 |
32 | 10541 | 10351.3333333333 | 189.666666666667 |
33 | 10208 | 10231.9047619048 | -23.904761904762 |
34 | 10233 | 10222.9047619048 | 10.095238095238 |
35 | 9439 | 9452.19047619048 | -13.1904761904762 |
36 | 9963 | 9923.61904761905 | 39.3809523809524 |
37 | 10158 | 10226.2857142857 | -68.2857142857142 |
38 | 9225 | 9286.28571428571 | -61.2857142857144 |
39 | 10474 | 10165 | 309 |
40 | 9757 | 9971.14285714286 | -214.142857142857 |
41 | 10490 | 10051.4285714286 | 438.571428571428 |
42 | 10281 | 10172.5714285714 | 108.428571428571 |
43 | 10444 | 10701.8571428571 | -257.857142857143 |
44 | 10640 | 10541.4285714286 | 98.5714285714286 |
45 | 10695 | 10422 | 273 |
46 | 10786 | 10413 | 373 |
47 | 9832 | 9642.28571428571 | 189.714285714286 |
48 | 9747 | 10113.7142857143 | -366.714285714286 |
49 | 10411 | 10416.380952381 | -5.38095238095227 |
50 | 9511 | 9476.38095238095 | 34.6190476190476 |
51 | 10402 | 10355.0952380952 | 46.9047619047618 |
52 | 9701 | 10161.2380952381 | -460.238095238095 |
53 | 10540 | 10241.5238095238 | 298.476190476191 |
54 | 10112 | 10362.6666666667 | -250.666666666667 |
55 | 10915 | 10891.9523809524 | 23.0476190476191 |
56 | 11183 | 10731.5238095238 | 451.47619047619 |
57 | 10384 | 10612.0952380952 | -228.095238095238 |
58 | 10834 | 10603.0952380952 | 230.904761904762 |
59 | 9886 | 9832.38095238095 | 53.6190476190476 |
60 | 10216 | 10303.8095238095 | -87.8095238095238 |
61 | 10943 | 10606.4761904762 | 336.52380952381 |
62 | 9867 | 9666.47619047619 | 200.523809523809 |
63 | 10203 | 10545.1904761905 | -342.190476190476 |
64 | 10837 | 10351.3333333333 | 485.666666666667 |
65 | 10573 | 10431.619047619 | 141.380952380952 |
66 | 10647 | 10552.7619047619 | 94.2380952380951 |
67 | 11502 | 11082.0476190476 | 419.952380952381 |
68 | 10656 | 10921.619047619 | -265.619047619048 |
69 | 10866 | 10802.1904761905 | 63.8095238095237 |
70 | 10835 | 10793.1904761905 | 41.8095238095237 |
71 | 9945 | 10022.4761904762 | -77.4761904761904 |
72 | 10331 | 10493.9047619048 | -162.904761904762 |
73 | 10718 | 10796.5714285714 | -78.5714285714285 |
74 | 9462 | 9856.57142857143 | -394.571428571428 |
75 | 10579 | 10735.2857142857 | -156.285714285714 |
76 | 10633 | 10541.4285714286 | 91.5714285714284 |
77 | 10346 | 10621.7142857143 | -275.714285714286 |
78 | 10757 | 10742.8571428571 | 14.1428571428572 |
79 | 11207 | 11272.1428571429 | -65.1428571428572 |
80 | 11013 | 11111.7142857143 | -98.7142857142858 |
81 | 11015 | 10992.2857142857 | 22.7142857142858 |
82 | 10765 | 10983.2857142857 | -218.285714285714 |
83 | 10042 | 10212.5714285714 | -170.571428571429 |
84 | 10661 | 10684 | -23.0000000000001 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.420532586023695 | 0.84106517204739 | 0.579467413976305 |
17 | 0.446377497902958 | 0.892754995805915 | 0.553622502097042 |
18 | 0.411590044364781 | 0.823180088729561 | 0.588409955635219 |
19 | 0.289138264034883 | 0.578276528069765 | 0.710861735965117 |
20 | 0.37864557892895 | 0.7572911578579 | 0.62135442107105 |
21 | 0.277944034422764 | 0.555888068845528 | 0.722055965577236 |
22 | 0.209016541031996 | 0.418033082063993 | 0.790983458968004 |
23 | 0.180292658713102 | 0.360585317426204 | 0.819707341286898 |
24 | 0.148378076928303 | 0.296756153856607 | 0.851621923071697 |
25 | 0.162209317874129 | 0.324418635748257 | 0.837790682125871 |
26 | 0.111437630901869 | 0.222875261803738 | 0.888562369098131 |
27 | 0.152884378937716 | 0.305768757875433 | 0.847115621062284 |
28 | 0.10938179099346 | 0.218763581986921 | 0.89061820900654 |
29 | 0.12275125202228 | 0.245502504044561 | 0.87724874797772 |
30 | 0.0846454679057119 | 0.169290935811424 | 0.915354532094288 |
31 | 0.352936836608171 | 0.705873673216341 | 0.647063163391829 |
32 | 0.337078981133763 | 0.674157962267526 | 0.662921018866237 |
33 | 0.27509512979542 | 0.550190259590839 | 0.72490487020458 |
34 | 0.233084363672048 | 0.466168727344097 | 0.766915636327952 |
35 | 0.186809749416109 | 0.373619498832218 | 0.813190250583891 |
36 | 0.186601217023458 | 0.373202434046916 | 0.813398782976542 |
37 | 0.15478789783141 | 0.309575795662821 | 0.84521210216859 |
38 | 0.130436633723884 | 0.260873267447767 | 0.869563366276116 |
39 | 0.127961063331307 | 0.255922126662615 | 0.872038936668692 |
40 | 0.148132998821436 | 0.296265997642872 | 0.851867001178564 |
41 | 0.252736057427382 | 0.505472114854764 | 0.747263942572618 |
42 | 0.197349057828205 | 0.39469811565641 | 0.802650942171795 |
43 | 0.257103185967035 | 0.51420637193407 | 0.742896814032965 |
44 | 0.204220160947885 | 0.408440321895771 | 0.795779839052115 |
45 | 0.183448641532495 | 0.36689728306499 | 0.816551358467505 |
46 | 0.20945512713341 | 0.418910254266821 | 0.79054487286659 |
47 | 0.168901175749066 | 0.337802351498132 | 0.831098824250934 |
48 | 0.318346636565585 | 0.636693273131169 | 0.681653363434415 |
49 | 0.273957307713184 | 0.547914615426369 | 0.726042692286816 |
50 | 0.217005898515909 | 0.434011797031818 | 0.782994101484091 |
51 | 0.182230845298656 | 0.364461690597311 | 0.817769154701344 |
52 | 0.571503488673552 | 0.856993022652895 | 0.428496511326448 |
53 | 0.548328270950647 | 0.903343458098707 | 0.451671729049353 |
54 | 0.656711531933997 | 0.686576936132006 | 0.343288468066003 |
55 | 0.673799810951034 | 0.652400378097933 | 0.326200189048966 |
56 | 0.781384658054568 | 0.437230683890865 | 0.218615341945432 |
57 | 0.887749108717398 | 0.224501782565204 | 0.112250891282602 |
58 | 0.846731244295793 | 0.306537511408415 | 0.153268755704207 |
59 | 0.784927702637989 | 0.430144594724022 | 0.215072297362011 |
60 | 0.77500341906736 | 0.44999316186528 | 0.22499658093264 |
61 | 0.752158177519305 | 0.49568364496139 | 0.247841822480695 |
62 | 0.825561271046587 | 0.348877457906826 | 0.174438728953413 |
63 | 0.866283405304535 | 0.26743318939093 | 0.133716594695465 |
64 | 0.86635860530837 | 0.267282789383259 | 0.13364139469163 |
65 | 0.868589111333742 | 0.262821777332516 | 0.131410888666258 |
66 | 0.773406327110653 | 0.453187345778693 | 0.226593672889347 |
67 | 0.909102115012927 | 0.181795769974146 | 0.0908978849870731 |
68 | 0.887646691002891 | 0.224706617994218 | 0.112353308997109 |
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 | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |