| Multiple Linear Regression - Estimated Regression Equation |
| 3m-6m[t] = + 63118.5189426679 -0.368636038951893`-1m`[t] -0.358566065099581`1m-3m`[t] -0.530356988456578`6m-1j`[t] + 1.61876120754997`1j-2j`[t] -0.414167498768261`2j-3j`[t] + 3.26747548659959`3j-5j`[t] + 1.75857453526117`5j-10j`[t] -9.57819990720055`10j+`[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) | 63118.5189426679 | 44240.350066 | 1.4267 | 0.157924 | 0.078962 |
| `-1m` | -0.368636038951893 | 0.067654 | -5.4488 | 1e-06 | 0 |
| `1m-3m` | -0.358566065099581 | 0.067475 | -5.3141 | 1e-06 | 1e-06 |
| `6m-1j` | -0.530356988456578 | 0.094051 | -5.639 | 0 | 0 |
| `1j-2j` | 1.61876120754997 | 0.174138 | 9.2959 | 0 | 0 |
| `2j-3j` | -0.414167498768261 | 0.226284 | -1.8303 | 0.071288 | 0.035644 |
| `3j-5j` | 3.26747548659959 | 0.655345 | 4.9859 | 4e-06 | 2e-06 |
| `5j-10j` | 1.75857453526117 | 0.604382 | 2.9097 | 0.004792 | 0.002396 |
| `10j+` | -9.57819990720055 | 1.836882 | -5.2144 | 2e-06 | 1e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.786441667023317 |
| R-squared | 0.618490495630414 |
| Adjusted R-squared | 0.576681234877582 |
| F-TEST (value) | 14.7931459321134 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 73 |
| p-value | 1.25444099552396e-12 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 6538.25176027942 |
| Sum Squared Residuals | 3120657733.89818 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 82368 | 74622.4671965546 | 7745.53280344537 |
| 2 | 77795 | 73692.6063127966 | 4102.39368720344 |
| 3 | 62827 | 65816.715889793 | -2989.71588979305 |
| 4 | 67197 | 69793.9334082974 | -2596.93340829737 |
| 5 | 66848 | 71180.7045005386 | -4332.7045005386 |
| 6 | 66421 | 69160.3686409306 | -2739.3686409306 |
| 7 | 60643 | 62314.0703181044 | -1671.07031810436 |
| 8 | 59071 | 52269.4169032028 | 6801.58309679723 |
| 9 | 58746 | 65364.2297741492 | -6618.22977414916 |
| 10 | 68515 | 60518.5656903187 | 7996.43430968132 |
| 11 | 68998 | 60916.5314095247 | 8081.46859047529 |
| 12 | 77614 | 67757.1796387118 | 9856.82036128816 |
| 13 | 73469 | 69858.8496456053 | 3610.15035439469 |
| 14 | 67145 | 70533.289741608 | -3388.28974160797 |
| 15 | 51109 | 60120.7438879107 | -9011.7438879107 |
| 16 | 51130 | 58753.9063221164 | -7623.90632211638 |
| 17 | 49544 | 59397.9116737776 | -9853.91167377758 |
| 18 | 50730 | 49861.513996881 | 868.486003118999 |
| 19 | 49710 | 41758.7157960617 | 7951.28420393827 |
| 20 | 50059 | 56790.4864236524 | -6731.48642365239 |
| 21 | 49681 | 58792.6083911462 | -9111.60839114625 |
| 22 | 65773 | 75952.0538490446 | -10179.0538490446 |
| 23 | 66129 | 72462.7369830722 | -6333.73698307223 |
| 24 | 78039 | 73417.6656694262 | 4621.33433057379 |
| 25 | 71278 | 64529.6710272375 | 6748.32897276245 |
| 26 | 65862 | 61129.7080375629 | 4732.29196243711 |
| 27 | 51540 | 53573.8921800221 | -2033.89218002208 |
| 28 | 51513 | 53216.524844478 | -1703.52484447804 |
| 29 | 49740 | 51569.4958629296 | -1829.49586292964 |
| 30 | 50980 | 51727.8387307335 | -747.838730733493 |
| 31 | 51294 | 51846.0536652717 | -552.053665271739 |
| 32 | 49719 | 52714.9704658774 | -2995.97046587744 |
| 33 | 50673 | 56076.8903072399 | -5403.89030723989 |
| 34 | 59191 | 61561.641146161 | -2370.64114616099 |
| 35 | 61807 | 65176.5376239857 | -3369.53762398569 |
| 36 | 77687 | 70208.8904183191 | 7478.10958168089 |
| 37 | 77227 | 74799.7534968731 | 2427.24650312688 |
| 38 | 75594 | 73853.5468489102 | 1740.45315108977 |
| 39 | 64158 | 64739.5862536443 | -581.586253644256 |
| 40 | 64551 | 68026.0176459233 | -3475.01764592335 |
| 41 | 65143 | 67882.5167947007 | -2739.51679470069 |
| 42 | 69958 | 67759.8629047383 | 2198.13709526174 |
| 43 | 68154 | 58097.0404188488 | 10056.9595811512 |
| 44 | 64628 | 53041.2922911591 | 11586.7077088409 |
| 45 | 61690 | 57928.0591802738 | 3761.94081972621 |
| 46 | 71412 | 62892.5276930329 | 8519.47230696712 |
| 47 | 73606 | 64883.5729821055 | 8722.42701789452 |
| 48 | 91586 | 76995.5814988508 | 14590.4185011492 |
| 49 | 85299 | 76221.2973054811 | 9077.7026945189 |
| 50 | 81752 | 75792.498357303 | 5959.50164269702 |
| 51 | 63479 | 68865.1062909006 | -5386.10629090057 |
| 52 | 62470 | 68405.5726666379 | -5935.57266663793 |
| 53 | 60452 | 66719.2270208123 | -6267.22702081229 |
| 54 | 65593 | 69527.8936484749 | -3934.89364847486 |
| 55 | 64223 | 75594.2876856704 | -11371.2876856704 |
| 56 | 61466 | 69422.5225043883 | -7956.52250438832 |
| 57 | 58471 | 71796.6786258653 | -13325.6786258653 |
| 58 | 67261 | 75899.4430077533 | -8638.4430077533 |
| 59 | 71826 | 75630.1661331253 | -3804.16613312531 |
| 60 | 84695 | 79672.9196426667 | 5022.08035733328 |
| 61 | 80558 | 78382.2945286499 | 2175.70547135005 |
| 62 | 73755 | 74063.3494136768 | -308.349413676755 |
| 63 | 57786 | 65600.2214682651 | -7814.22146826507 |
| 64 | 59266 | 64492.2689089971 | -5226.26890899706 |
| 65 | 58815 | 61546.5778460581 | -2731.57784605808 |
| 66 | 60945 | 62869.639388178 | -1924.63938817801 |
| 67 | 58520 | 60650.7767776501 | -2130.77677765007 |
| 68 | 59747 | 59839.5749986594 | -92.5749986593588 |
| 69 | 56401 | 62290.7433758831 | -5889.74337588315 |
| 70 | 64773 | 66897.4761471953 | -2124.47614719526 |
| 71 | 68026 | 65539.8591346343 | 2486.14086536573 |
| 72 | 84288 | 73546.1641725434 | 10741.8358274566 |
| 73 | 84174 | 75085.9590129741 | 9088.04098702586 |
| 74 | 78618 | 72840.1496310265 | 5777.85036897354 |
| 75 | 61185 | 65005.8793846796 | -3820.87938467964 |
| 76 | 63612 | 65146.6589432181 | -1534.6589432181 |
| 77 | 62673 | 63266.5259872611 | -593.525987261129 |
| 78 | 64549 | 62765.5345452221 | 1783.46545477792 |
| 79 | 61103 | 56131.130817604 | 4971.86918239601 |
| 80 | 61047 | 56272.047510916 | 4774.95248908396 |
| 81 | 61589 | 63059.8845905009 | -1470.88459050091 |
| 82 | 71233 | 64022.9261450239 | 7210.07385497614 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 0.303824923386478 | 0.607649846772956 | 0.696175076613522 |
| 13 | 0.19185640689346 | 0.383712813786921 | 0.80814359310654 |
| 14 | 0.112305038967756 | 0.224610077935513 | 0.887694961032244 |
| 15 | 0.0770519843683626 | 0.154103968736725 | 0.922948015631637 |
| 16 | 0.0385157810070221 | 0.0770315620140441 | 0.961484218992978 |
| 17 | 0.0188620746603037 | 0.0377241493206074 | 0.981137925339696 |
| 18 | 0.0123340042046237 | 0.0246680084092475 | 0.987665995795376 |
| 19 | 0.030733074041325 | 0.06146614808265 | 0.969266925958675 |
| 20 | 0.0957936965291576 | 0.191587393058315 | 0.904206303470842 |
| 21 | 0.0846044507707458 | 0.169208901541492 | 0.915395549229254 |
| 22 | 0.0816180142463822 | 0.163236028492764 | 0.918381985753618 |
| 23 | 0.0688372326705259 | 0.137674465341052 | 0.931162767329474 |
| 24 | 0.275555859739492 | 0.551111719478984 | 0.724444140260508 |
| 25 | 0.388766637433964 | 0.777533274867927 | 0.611233362566036 |
| 26 | 0.380278965519765 | 0.76055793103953 | 0.619721034480235 |
| 27 | 0.311211691192069 | 0.622423382384138 | 0.688788308807931 |
| 28 | 0.263381979114876 | 0.526763958229751 | 0.736618020885125 |
| 29 | 0.214731464089371 | 0.429462928178743 | 0.785268535910629 |
| 30 | 0.168217121238843 | 0.336434242477687 | 0.831782878761157 |
| 31 | 0.126954832526386 | 0.253909665052772 | 0.873045167473614 |
| 32 | 0.135366185816668 | 0.270732371633337 | 0.864633814183332 |
| 33 | 0.217829378205372 | 0.435658756410743 | 0.782170621794628 |
| 34 | 0.243470770200936 | 0.486941540401871 | 0.756529229799064 |
| 35 | 0.390146496798048 | 0.780292993596097 | 0.609853503201952 |
| 36 | 0.64183288477223 | 0.71633423045554 | 0.35816711522777 |
| 37 | 0.779940349341193 | 0.440119301317613 | 0.220059650658807 |
| 38 | 0.82079107482516 | 0.35841785034968 | 0.17920892517484 |
| 39 | 0.808519627647485 | 0.38296074470503 | 0.191480372352515 |
| 40 | 0.790031067199149 | 0.419937865601702 | 0.209968932800851 |
| 41 | 0.748414026352048 | 0.503171947295903 | 0.251585973647952 |
| 42 | 0.696568005323682 | 0.606863989352636 | 0.303431994676318 |
| 43 | 0.673997388814359 | 0.652005222371283 | 0.326002611185641 |
| 44 | 0.664078126344587 | 0.671843747310827 | 0.335921873655414 |
| 45 | 0.725450775324409 | 0.549098449351182 | 0.274549224675591 |
| 46 | 0.712568744124829 | 0.574862511750341 | 0.287431255875171 |
| 47 | 0.664611571760741 | 0.670776856478517 | 0.335388428239259 |
| 48 | 0.902681094008183 | 0.194637811983634 | 0.0973189059918171 |
| 49 | 0.924879619946853 | 0.150240760106294 | 0.0751203800531468 |
| 50 | 0.938705686228356 | 0.122588627543288 | 0.061294313771644 |
| 51 | 0.962115554994337 | 0.0757688900113253 | 0.0378844450056626 |
| 52 | 0.966902169001249 | 0.0661956619975019 | 0.0330978309987509 |
| 53 | 0.966753841799366 | 0.0664923164012683 | 0.0332461582006342 |
| 54 | 0.961736521404975 | 0.0765269571900508 | 0.0382634785950254 |
| 55 | 0.969356813369682 | 0.0612863732606367 | 0.0306431866303184 |
| 56 | 0.977824903773727 | 0.0443501924525457 | 0.0221750962262729 |
| 57 | 0.984084666460903 | 0.0318306670781946 | 0.0159153335390973 |
| 58 | 0.98644004785917 | 0.0271199042816605 | 0.0135599521408303 |
| 59 | 0.979274568055237 | 0.0414508638895269 | 0.0207254319447634 |
| 60 | 0.969050688627772 | 0.0618986227444558 | 0.0309493113722279 |
| 61 | 0.950525367363944 | 0.0989492652721114 | 0.0494746326360557 |
| 62 | 0.919513976530338 | 0.160972046939324 | 0.0804860234696619 |
| 63 | 0.935149383167887 | 0.129701233664227 | 0.0648506168321134 |
| 64 | 0.95001018164109 | 0.0999796367178202 | 0.0499898183589101 |
| 65 | 0.913008614358909 | 0.173982771282182 | 0.086991385641091 |
| 66 | 0.857400409396494 | 0.285199181207012 | 0.142599590603506 |
| 67 | 0.785173012543187 | 0.429653974913627 | 0.214826987456813 |
| 68 | 0.687614560847785 | 0.62477087830443 | 0.312385439152215 |
| 69 | 0.597174651200027 | 0.805650697599945 | 0.402825348799973 |
| 70 | 0.722417561915266 | 0.555164876169467 | 0.277582438084734 |
| 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 | 6 | 0.101694915254237 | NOK |
| 10% type I error level | 16 | 0.271186440677966 | NOK |
