| Multiple Linear Regression - Estimated Regression Equation |
| QBEFRU[t] = -64285.8310351481 + 41611.9321995343PBEPIL[t] -13004.7944312392PBEFRU[t] -71606.7805329932PBEREG[t] -24350.456430713PCHEXO[t] + 77804.3692734183PAMMOORA[t] + 1407.61607279517PAMMOAPP[t] -5021.80890561337PAMMOGRA[t] -109863.897194022PSOCOLA[t] + 258373.574259975PSOLEM[t] -94714.4444458201PSTILL[t] + 0.0390546557189728BUDBEER[t] + 0.0102344686387483BUDCHIL[t] -0.0148502058678361BUDAMB[t] + 0.00417221940035014`BUDSISSS\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) | -64285.8310351481 | 108681.858323 | -0.5915 | 0.555343 | 0.277672 |
| PBEPIL | 41611.9321995343 | 58982.301287 | 0.7055 | 0.481927 | 0.240963 |
| PBEFRU | -13004.7944312392 | 18595.942116 | -0.6993 | 0.485755 | 0.242877 |
| PBEREG | -71606.7805329932 | 12326.812466 | -5.809 | 0 | 0 |
| PCHEXO | -24350.456430713 | 15097.173613 | -1.6129 | 0.109504 | 0.054752 |
| PAMMOORA | 77804.3692734183 | 29099.275995 | 2.6738 | 0.008592 | 0.004296 |
| PAMMOAPP | 1407.61607279517 | 6014.418156 | 0.234 | 0.81537 | 0.407685 |
| PAMMOGRA | -5021.80890561337 | 3499.587366 | -1.435 | 0.154009 | 0.077005 |
| PSOCOLA | -109863.897194022 | 56239.821478 | -1.9535 | 0.05319 | 0.026595 |
| PSOLEM | 258373.574259975 | 79677.62501 | 3.2427 | 0.00155 | 0.000775 |
| PSTILL | -94714.4444458201 | 46403.513505 | -2.0411 | 0.043529 | 0.021765 |
| BUDBEER | 0.0390546557189728 | 0.001769 | 22.0829 | 0 | 0 |
| BUDCHIL | 0.0102344686387483 | 0.010947 | 0.9349 | 0.351789 | 0.175894 |
| BUDAMB | -0.0148502058678361 | 0.006119 | -2.4269 | 0.016783 | 0.008391 |
| `BUDSISSS\r` | 0.00417221940035014 | 0.001118 | 3.7328 | 0.000296 | 0.000148 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.978811554771892 |
| R-squared | 0.958072059754969 |
| Adjusted R-squared | 0.952967788768617 |
| F-TEST (value) | 187.700077507007 |
| F-TEST (DF numerator) | 14 |
| F-TEST (DF denominator) | 115 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 10028.5644313761 |
| Sum Squared Residuals | 11565792023.7402 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 178421 | 173648.892352587 | 4772.10764741262 |
| 2 | 139871 | 146308.815580515 | -6437.81558051482 |
| 3 | 118159 | 117014.059903683 | 1144.94009631703 |
| 4 | 109763 | 114106.589781467 | -4343.58978146738 |
| 5 | 97415 | 101171.374683708 | -3756.37468370757 |
| 6 | 119190 | 120031.748102336 | -841.748102336444 |
| 7 | 97903 | 106206.388414952 | -8303.38841495219 |
| 8 | 96953 | 102771.507810207 | -5818.50781020708 |
| 9 | 87888 | 93025.7211812959 | -5137.72118129594 |
| 10 | 84637 | 86726.3988189825 | -2089.39881898255 |
| 11 | 90549 | 90719.9662326845 | -170.966232684459 |
| 12 | 95680 | 97222.9729407359 | -1542.97294073588 |
| 13 | 99371 | 126747.320544139 | -27376.3205441393 |
| 14 | 79984 | 93915.1757750882 | -13931.1757750882 |
| 15 | 86752 | 76267.7192307761 | 10484.2807692239 |
| 16 | 85733 | 76827.1306730527 | 8905.86932694727 |
| 17 | 84906 | 71373.3731432656 | 13532.6268567344 |
| 18 | 78356 | 69255.6681897596 | 9100.33181024036 |
| 19 | 108895 | 122502.734613467 | -13607.7346134667 |
| 20 | 101768 | 95298.0336211676 | 6469.96637883242 |
| 21 | 73285 | 46901.6319672767 | 26383.3680327233 |
| 22 | 65724 | 50998.9209033389 | 14725.0790966611 |
| 23 | 67457 | 56214.0199194044 | 11242.9800805956 |
| 24 | 67203 | 64133.6119581148 | 3069.38804188517 |
| 25 | 69273 | 58364.0400912505 | 10908.9599087495 |
| 26 | 80807 | 83069.0895401749 | -2262.0895401749 |
| 27 | 75129 | 78003.4391013958 | -2874.43910139584 |
| 28 | 74991 | 84859.3420082248 | -9868.34200822485 |
| 29 | 68157 | 66401.2112219294 | 1755.78877807057 |
| 30 | 73858 | 84850.276389974 | -10992.276389974 |
| 31 | 71349 | 72277.7975052118 | -928.797505211833 |
| 32 | 85634 | 84756.343538092 | 877.656461908028 |
| 33 | 91624 | 88621.735994665 | 3002.26400533498 |
| 34 | 116014 | 118039.537358261 | -2025.53735826147 |
| 35 | 120033 | 129555.753071605 | -9522.75307160516 |
| 36 | 108651 | 96037.4494347094 | 12613.5505652906 |
| 37 | 105378 | 117920.523887527 | -12542.5238875267 |
| 38 | 138939 | 145701.042888736 | -6762.04288873612 |
| 39 | 132974 | 127376.393529261 | 5597.6064707387 |
| 40 | 135277 | 148639.62139944 | -13362.6213994403 |
| 41 | 152741 | 140892.123170888 | 11848.8768291125 |
| 42 | 158417 | 153176.000715813 | 5240.9992841871 |
| 43 | 157460 | 150264.451021213 | 7195.54897878662 |
| 44 | 193997 | 183048.929400415 | 10948.0705995846 |
| 45 | 154089 | 152084.987230694 | 2004.01276930624 |
| 46 | 147570 | 149691.648829627 | -2121.64882962649 |
| 47 | 162924 | 177527.015052114 | -14603.0150521137 |
| 48 | 153629 | 153898.749686211 | -269.749686211331 |
| 49 | 155907 | 149711.744989439 | 6195.25501056051 |
| 50 | 197675 | 196294.119946117 | 1380.88005388263 |
| 51 | 250708 | 239789.904501636 | 10918.0954983644 |
| 52 | 266652 | 249396.431426017 | 17255.5685739834 |
| 53 | 209842 | 212293.044103946 | -2451.04410394585 |
| 54 | 165826 | 163046.613209561 | 2779.38679043893 |
| 55 | 137152 | 140581.953143598 | -3429.95314359828 |
| 56 | 150581 | 157040.217611289 | -6459.21761128911 |
| 57 | 145973 | 147291.139072685 | -1318.13907268481 |
| 58 | 126532 | 113805.444464813 | 12726.555535187 |
| 59 | 115437 | 100469.920157058 | 14967.0798429415 |
| 60 | 119526 | 118269.377683393 | 1256.6223166068 |
| 61 | 110856 | 112584.072089701 | -1728.07208970087 |
| 62 | 97243 | 97042.2317586824 | 200.7682413176 |
| 63 | 103876 | 104032.987503346 | -156.987503346111 |
| 64 | 116370 | 125229.840794499 | -8859.84079449893 |
| 65 | 109616 | 106178.539355086 | 3437.46064491405 |
| 66 | 98365 | 93736.4188555146 | 4628.58114448544 |
| 67 | 90440 | 85331.5081040529 | 5108.49189594715 |
| 68 | 88899 | 83463.3436855701 | 5435.65631442989 |
| 69 | 92358 | 89518.0510811521 | 2839.94891884787 |
| 70 | 88394 | 83677.6131673413 | 4716.38683265867 |
| 71 | 98219 | 107018.287897871 | -8799.28789787137 |
| 72 | 113546 | 120245.586558603 | -6699.58655860253 |
| 73 | 107168 | 108064.495766731 | -896.495766731256 |
| 74 | 77540 | 64499.7894549414 | 13040.2105450586 |
| 75 | 74944 | 70729.2922569619 | 4214.70774303807 |
| 76 | 75641 | 77084.4798263565 | -1443.47982635649 |
| 77 | 75910 | 79579.5635728876 | -3669.56357288757 |
| 78 | 87384 | 100532.69897067 | -13148.69897067 |
| 79 | 84615 | 86298.8914223467 | -1683.89142234667 |
| 80 | 80420 | 88766.4547818145 | -8346.45478181448 |
| 81 | 80784 | 92867.7290440781 | -12083.7290440781 |
| 82 | 79933 | 88549.7672997004 | -8616.76729970042 |
| 83 | 82118 | 92897.8638007297 | -10779.8638007297 |
| 84 | 91420 | 105588.436829703 | -14168.4368297027 |
| 85 | 112426 | 128056.573582543 | -15630.5735825428 |
| 86 | 114528 | 116808.938273089 | -2280.93827308915 |
| 87 | 131025 | 123639.671341959 | 7385.32865804054 |
| 88 | 116460 | 128938.123130107 | -12478.1231301071 |
| 89 | 111258 | 123584.334726317 | -12326.3347263175 |
| 90 | 155318 | 152847.047746173 | 2470.95225382712 |
| 91 | 155078 | 166348.410069881 | -11270.4100698814 |
| 92 | 134794 | 149493.474609072 | -14699.4746090716 |
| 93 | 139985 | 149323.111894527 | -9338.11189452692 |
| 94 | 198778 | 211613.656687228 | -12835.6566872283 |
| 95 | 172436 | 171340.66253692 | 1095.33746308009 |
| 96 | 169585 | 165722.250318017 | 3862.74968198272 |
| 97 | 203702 | 203512.190585599 | 189.809414401161 |
| 98 | 282392 | 274796.976967781 | 7595.02303221936 |
| 99 | 220658 | 210061.960267757 | 10596.0397322434 |
| 100 | 194472 | 190604.198504174 | 3867.80149582566 |
| 101 | 269246 | 259701.254913727 | 9544.74508627341 |
| 102 | 215340 | 188301.056930049 | 27038.9430699507 |
| 103 | 218319 | 206879.391374127 | 11439.6086258735 |
| 104 | 195724 | 202483.447205228 | -6759.44720522795 |
| 105 | 174614 | 166144.0900443 | 8469.9099557 |
| 106 | 172085 | 164375.976105543 | 7709.0238944571 |
| 107 | 152347 | 148084.574023283 | 4262.42597671694 |
| 108 | 189615 | 187565.029751119 | 2049.9702488814 |
| 109 | 173804 | 164431.821839226 | 9372.17816077445 |
| 110 | 145683 | 141528.938944422 | 4154.06105557757 |
| 111 | 133550 | 133745.437560062 | -195.437560062423 |
| 112 | 121156 | 124756.914634469 | -3600.91463446882 |
| 113 | 112040 | 108916.770580287 | 3123.22941971333 |
| 114 | 120767 | 128819.304925408 | -8052.30492540795 |
| 115 | 127019 | 116024.95724593 | 10994.0427540701 |
| 116 | 136295 | 141382.15443136 | -5087.15443136038 |
| 117 | 113425 | 117707.18651049 | -4282.18651048988 |
| 118 | 107815 | 119214.693607282 | -11399.6936072822 |
| 119 | 100298 | 110521.516101835 | -10223.5161018353 |
| 120 | 97048 | 82517.8974356099 | 14530.1025643901 |
| 121 | 98750 | 99302.1771001294 | -552.177100129387 |
| 122 | 98235 | 121174.017048594 | -22939.0170485937 |
| 123 | 101254 | 112581.917753613 | -11327.9177536129 |
| 124 | 139589 | 154173.203293742 | -14584.2032937418 |
| 125 | 134921 | 125119.124228504 | 9801.87577149634 |
| 126 | 80355 | 60971.6342794689 | 19383.3657205311 |
| 127 | 80396 | 73069.1156227631 | 7326.88437723694 |
| 128 | 82183 | 81280.0017674081 | 902.99823259186 |
| 129 | 79709 | 71294.1580738202 | 8414.8419261798 |
| 130 | 90781 | 93191.5228297257 | -2410.52282972573 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 18 | 0.324261290479002 | 0.648522580958003 | 0.675738709520998 |
| 19 | 0.230525653940669 | 0.461051307881337 | 0.769474346059331 |
| 20 | 0.150661715057964 | 0.301323430115929 | 0.849338284942036 |
| 21 | 0.201550862658439 | 0.403101725316878 | 0.798449137341561 |
| 22 | 0.160691378494221 | 0.321382756988442 | 0.839308621505779 |
| 23 | 0.164052161497441 | 0.328104322994881 | 0.835947838502559 |
| 24 | 0.275119508743323 | 0.550239017486646 | 0.724880491256677 |
| 25 | 0.20853633286237 | 0.41707266572474 | 0.79146366713763 |
| 26 | 0.157152002360461 | 0.314304004720922 | 0.842847997639539 |
| 27 | 0.119987838446685 | 0.239975676893369 | 0.880012161553315 |
| 28 | 0.0802215392036957 | 0.160443078407391 | 0.919778460796304 |
| 29 | 0.0565661384435461 | 0.113132276887092 | 0.943433861556454 |
| 30 | 0.0469292384948526 | 0.0938584769897051 | 0.953070761505147 |
| 31 | 0.0310326308008568 | 0.0620652616017137 | 0.968967369199143 |
| 32 | 0.0287524399473463 | 0.0575048798946925 | 0.971247560052654 |
| 33 | 0.0243461640438093 | 0.0486923280876185 | 0.975653835956191 |
| 34 | 0.0255482964058057 | 0.0510965928116114 | 0.974451703594194 |
| 35 | 0.0293012674651023 | 0.0586025349302047 | 0.970698732534898 |
| 36 | 0.0219334961850619 | 0.0438669923701239 | 0.978066503814938 |
| 37 | 0.0630890646517396 | 0.126178129303479 | 0.93691093534826 |
| 38 | 0.0581233723649458 | 0.116246744729892 | 0.941876627635054 |
| 39 | 0.0499833850901777 | 0.0999667701803554 | 0.950016614909822 |
| 40 | 0.0517151142717237 | 0.103430228543447 | 0.948284885728276 |
| 41 | 0.190847331457867 | 0.381694662915733 | 0.809152668542133 |
| 42 | 0.176750286520685 | 0.353500573041369 | 0.823249713479316 |
| 43 | 0.208129293200634 | 0.416258586401267 | 0.791870706799366 |
| 44 | 0.272432215082542 | 0.544864430165083 | 0.727567784917458 |
| 45 | 0.223476159714992 | 0.446952319429984 | 0.776523840285008 |
| 46 | 0.181295183227245 | 0.362590366454491 | 0.818704816772755 |
| 47 | 0.183462163215275 | 0.36692432643055 | 0.816537836784725 |
| 48 | 0.150148295720385 | 0.30029659144077 | 0.849851704279615 |
| 49 | 0.122910074985131 | 0.245820149970262 | 0.877089925014869 |
| 50 | 0.102793084956695 | 0.205586169913391 | 0.897206915043305 |
| 51 | 0.169080018927763 | 0.338160037855525 | 0.830919981072237 |
| 52 | 0.217772179691188 | 0.435544359382375 | 0.782227820308812 |
| 53 | 0.200032165184138 | 0.400064330368276 | 0.799967834815862 |
| 54 | 0.181760428459658 | 0.363520856919315 | 0.818239571540342 |
| 55 | 0.149095519321996 | 0.298191038643991 | 0.850904480678004 |
| 56 | 0.135775584259756 | 0.271551168519512 | 0.864224415740244 |
| 57 | 0.110122956835711 | 0.220245913671421 | 0.88987704316429 |
| 58 | 0.124117520363746 | 0.248235040727491 | 0.875882479636254 |
| 59 | 0.14271800331971 | 0.28543600663942 | 0.85728199668029 |
| 60 | 0.131613147068219 | 0.263226294136439 | 0.868386852931781 |
| 61 | 0.107632286035094 | 0.215264572070187 | 0.892367713964906 |
| 62 | 0.114092402939618 | 0.228184805879236 | 0.885907597060382 |
| 63 | 0.0895429866689686 | 0.179085973337937 | 0.910457013331031 |
| 64 | 0.08644470832591 | 0.17288941665182 | 0.91355529167409 |
| 65 | 0.0843603418718001 | 0.1687206837436 | 0.9156396581282 |
| 66 | 0.0800119073030806 | 0.160023814606161 | 0.919988092696919 |
| 67 | 0.0693741571128293 | 0.138748314225659 | 0.930625842887171 |
| 68 | 0.0723843532220959 | 0.144768706444192 | 0.927615646777904 |
| 69 | 0.0794362470808176 | 0.158872494161635 | 0.920563752919182 |
| 70 | 0.0942305631619204 | 0.188461126323841 | 0.90576943683808 |
| 71 | 0.128432900860829 | 0.256865801721658 | 0.871567099139171 |
| 72 | 0.121468717604672 | 0.242937435209344 | 0.878531282395328 |
| 73 | 0.116445806225324 | 0.232891612450648 | 0.883554193774676 |
| 74 | 0.331327012954886 | 0.662654025909773 | 0.668672987045114 |
| 75 | 0.335157313745726 | 0.670314627491452 | 0.664842686254274 |
| 76 | 0.320607920573904 | 0.641215841147807 | 0.679392079426096 |
| 77 | 0.30011920249931 | 0.600238404998619 | 0.69988079750069 |
| 78 | 0.379812123548035 | 0.75962424709607 | 0.620187876451965 |
| 79 | 0.361014698814944 | 0.722029397629888 | 0.638985301185056 |
| 80 | 0.34216292328706 | 0.684325846574119 | 0.65783707671294 |
| 81 | 0.347720714637844 | 0.695441429275689 | 0.652279285362156 |
| 82 | 0.343256736349938 | 0.686513472699877 | 0.656743263650062 |
| 83 | 0.348551759546079 | 0.697103519092158 | 0.651448240453921 |
| 84 | 0.425981370858502 | 0.851962741717004 | 0.574018629141498 |
| 85 | 0.475567881334112 | 0.951135762668224 | 0.524432118665888 |
| 86 | 0.415625186477139 | 0.831250372954278 | 0.584374813522861 |
| 87 | 0.406514429105631 | 0.813028858211261 | 0.593485570894369 |
| 88 | 0.433395240308454 | 0.866790480616909 | 0.566604759691546 |
| 89 | 0.734720723410115 | 0.530558553179771 | 0.265279276589886 |
| 90 | 0.696558908741949 | 0.606882182516102 | 0.303441091258051 |
| 91 | 0.706121467457976 | 0.587757065084049 | 0.293878532542024 |
| 92 | 0.719623895293245 | 0.560752209413511 | 0.280376104706755 |
| 93 | 0.658891227831588 | 0.682217544336824 | 0.341108772168412 |
| 94 | 0.638440745748117 | 0.723118508503767 | 0.361559254251883 |
| 95 | 0.677677939686717 | 0.644644120626566 | 0.322322060313283 |
| 96 | 0.615864216496855 | 0.768271567006291 | 0.384135783503145 |
| 97 | 0.674392128161042 | 0.651215743677915 | 0.325607871838958 |
| 98 | 0.651124729543857 | 0.697750540912285 | 0.348875270456143 |
| 99 | 0.6656064703376 | 0.6687870593248 | 0.3343935296624 |
| 100 | 0.616393680802746 | 0.767212638394508 | 0.383606319197254 |
| 101 | 0.626499107475935 | 0.74700178504813 | 0.373500892524065 |
| 102 | 0.648832191992021 | 0.702335616015958 | 0.351167808007979 |
| 103 | 0.791035020445277 | 0.417929959109446 | 0.208964979554723 |
| 104 | 0.723428798274733 | 0.553142403450535 | 0.276571201725267 |
| 105 | 0.684078156794772 | 0.631843686410456 | 0.315921843205228 |
| 106 | 0.658781065000345 | 0.682437869999309 | 0.341218934999655 |
| 107 | 0.571948077304728 | 0.856103845390544 | 0.428051922695272 |
| 108 | 0.459515907868792 | 0.919031815737584 | 0.540484092131208 |
| 109 | 0.348418661920046 | 0.696837323840092 | 0.651581338079954 |
| 110 | 0.280949914811139 | 0.561899829622278 | 0.719050085188861 |
| 111 | 0.460483332491579 | 0.920966664983158 | 0.539516667508421 |
| 112 | 0.472120938008213 | 0.944241876016426 | 0.527879061991787 |
| 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 | 2 | 0.0210526315789474 | OK |
| 10% type I error level | 8 | 0.0842105263157895 | OK |
