| Multiple Linear Regression - Estimated Regression Equation |
| A[t] = + 9529.54618451065 -0.0590986407827341B[t] + 0.00522632857877773C[t] -20.9452792402744t + 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) | 9529.54618451065 | 2049.956474 | 4.6487 | 1.6e-05 | 8e-06 |
| B | -0.0590986407827341 | 0.1762 | -0.3354 | 0.738351 | 0.369176 |
| C | 0.00522632857877773 | 0.166102 | 0.0315 | 0.974991 | 0.487496 |
| t | -20.9452792402744 | 10.198269 | -2.0538 | 0.043842 | 0.021921 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.256877786615736 |
| R-squared | 0.0659861972565997 |
| Adjusted R-squared | 0.0247797059590967 |
| F-TEST (value) | 1.60135442690794 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 68 |
| p-value | 0.197144651925275 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1755.09567185562 |
| Sum Squared Residuals | 209464535.58091 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 8500 | 9118.99145618662 | -618.991456186625 |
| 2 | 8350 | 9096.47827837273 | -746.478278372727 |
| 3 | 8300 | 9088.23709036314 | -788.237090363138 |
| 4 | 8400 | 8991.50884382106 | -591.508843821065 |
| 5 | 9000 | 8883.48350198032 | 116.516498019678 |
| 6 | 8300 | 8908.2492367926 | -608.249236792602 |
| 7 | 7000 | 8944.83469976143 | -1944.83469976143 |
| 8 | 10300 | 8934.66388296194 | 1365.33611703805 |
| 9 | 7150 | 8861.41419009135 | -1711.41419009135 |
| 10 | 8100 | 8813.53275474909 | -713.532754749095 |
| 11 | 7200 | 8913.03619114742 | -1713.03619114742 |
| 12 | 6000 | 8709.40775833854 | -2709.40775833855 |
| 13 | 6750 | 8860.37117022608 | -2110.37117022608 |
| 14 | 9200 | 8792.30788100123 | 407.692118998766 |
| 15 | 7600 | 8771.20169911934 | -1171.20169911934 |
| 16 | 7000 | 8974.26869706255 | -1974.26869706256 |
| 17 | 8288 | 8783.18345284275 | -495.183452842749 |
| 18 | 8400 | 8713.39136240265 | -313.391362402654 |
| 19 | 14000 | 8737.99619457332 | 5262.00380542668 |
| 20 | 8500 | 8660.5654388397 | -160.565438839696 |
| 21 | 9500 | 8687.05997486723 | 812.940025132773 |
| 22 | 11811 | 8629.61024544156 | 3181.38975455844 |
| 23 | 10000 | 8555.3152868552 | 1444.6847131448 |
| 24 | 9500 | 8629.35005193786 | 870.64994806214 |
| 25 | 9500 | 8568.34230629437 | 931.657693705634 |
| 26 | 9452 | 8462.72930116837 | 989.270698831629 |
| 27 | 9500 | 8414.32523296824 | 1085.67476703176 |
| 28 | 8600 | 8338.46237580825 | 261.537624191745 |
| 29 | 11763 | 8524.88497216543 | 3238.11502783457 |
| 30 | 9766 | 8415.81436460893 | 1350.18563539107 |
| 31 | 11400 | 8457.10352329866 | 2942.89647670134 |
| 32 | 9500 | 8383.4921002118 | 1116.5078997882 |
| 33 | 11994 | 8369.66285340717 | 3624.33714659283 |
| 34 | 8400 | 8515.07813143269 | -115.07813143269 |
| 35 | 7360 | 8555.84465726454 | -1195.84465726454 |
| 36 | 7400 | 8380.61986534396 | -980.619865343956 |
| 37 | 8558 | 8324.89893713354 | 233.101062866463 |
| 38 | 7000 | 8318.4470391935 | -1318.4470391935 |
| 39 | 7400 | 8231.25684230769 | -831.256842307691 |
| 40 | 7200 | 8196.3971906951 | -996.397190695105 |
| 41 | 8600 | 8155.08302328773 | 444.916976712273 |
| 42 | 7800 | 8233.50790437656 | -433.507904376557 |
| 43 | 7500 | 8079.14850183806 | -579.148501838062 |
| 44 | 9000 | 8152.65240849433 | 847.347591505668 |
| 45 | 7429 | 8108.69071958616 | -679.690719586163 |
| 46 | 7206 | 8075.14176290253 | -869.141762902525 |
| 47 | 7613 | 8031.37327745525 | -418.373277455249 |
| 48 | 7200 | 8057.73509887618 | -857.735098876184 |
| 49 | 7500 | 7923.45713643296 | -423.457136432959 |
| 50 | 7500 | 8069.0333171001 | -569.033317100096 |
| 51 | 9071 | 7964.22482518219 | 1106.77517481781 |
| 52 | 7600 | 8080.27104646971 | -480.27104646971 |
| 53 | 8359 | 8025.85670040399 | 333.143299596014 |
| 54 | 15000 | 8063.22611265963 | 6936.77388734037 |
| 55 | 6500 | 7892.18238360207 | -1392.18238360207 |
| 56 | 6500 | 7900.00247546635 | -1400.00247546635 |
| 57 | 6125 | 7870.53416785841 | -1745.53416785841 |
| 58 | 6000 | 7800.48076098937 | -1800.48076098937 |
| 59 | 7000 | 7797.1041713423 | -797.104171342302 |
| 60 | 8500 | 7824.74438687291 | 675.25561312709 |
| 61 | 7000 | 7837.26817445809 | -837.268174458086 |
| 62 | 7000 | 7693.52233171876 | -693.522331718764 |
| 63 | 6600 | 7727.75594682714 | -1127.75594682714 |
| 64 | 6800 | 7733.22419083097 | -933.224190830966 |
| 65 | 12000 | 7568.97468892582 | 4431.02531107418 |
| 66 | 7200 | 7632.75762442556 | -432.757624425561 |
| 67 | 7200 | 7645.96494751023 | -445.964947510233 |
| 68 | 7300 | 7615.1900577576 | -315.190057757602 |
| 69 | 7500 | 7584.77689822123 | -84.7768982212304 |
| 70 | 7000 | 7594.68752151702 | -594.687521517018 |
| 71 | 7000 | 7673.16466589164 | -673.164665891636 |
| 72 | 6000 | 7617.44373768122 | -1617.44373768122 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.0021617444596806 | 0.00432348891936119 | 0.997838255540319 |
| 8 | 0.196805465684635 | 0.39361093136927 | 0.803194534315365 |
| 9 | 0.146116727346431 | 0.292233454692861 | 0.853883272653569 |
| 10 | 0.079608008699772 | 0.159216017399544 | 0.920391991300228 |
| 11 | 0.0437927646454979 | 0.0875855292909959 | 0.956207235354502 |
| 12 | 0.0836927638545433 | 0.167385527709087 | 0.916307236145457 |
| 13 | 0.0558438651497707 | 0.111687730299541 | 0.944156134850229 |
| 14 | 0.0590963429660085 | 0.118192685932017 | 0.940903657033991 |
| 15 | 0.037966097669857 | 0.075932195339714 | 0.962033902330143 |
| 16 | 0.0394766094202884 | 0.0789532188405769 | 0.960523390579712 |
| 17 | 0.0316923074598109 | 0.0633846149196218 | 0.968307692540189 |
| 18 | 0.0219236720123611 | 0.0438473440247223 | 0.978076327987639 |
| 19 | 0.72725930450992 | 0.545481390980159 | 0.27274069549008 |
| 20 | 0.668062514783547 | 0.663874970432906 | 0.331937485216453 |
| 21 | 0.598428046973835 | 0.803143906052329 | 0.401571953026165 |
| 22 | 0.6528155877077 | 0.694368824584601 | 0.347184412292301 |
| 23 | 0.581108091184002 | 0.837783817631996 | 0.418891908815998 |
| 24 | 0.506318905007623 | 0.987362189984754 | 0.493681094992377 |
| 25 | 0.433224481344621 | 0.866448962689241 | 0.566775518655379 |
| 26 | 0.377243226540128 | 0.754486453080255 | 0.622756773459872 |
| 27 | 0.313349987024127 | 0.626699974048255 | 0.686650012975873 |
| 28 | 0.270322569398927 | 0.540645138797854 | 0.729677430601073 |
| 29 | 0.302644725598817 | 0.605289451197634 | 0.697355274401183 |
| 30 | 0.248139723067435 | 0.49627944613487 | 0.751860276932565 |
| 31 | 0.25926524540336 | 0.518530490806721 | 0.74073475459664 |
| 32 | 0.220117777390087 | 0.440235554780173 | 0.779882222609913 |
| 33 | 0.323135145974292 | 0.646270291948585 | 0.676864854025708 |
| 34 | 0.329584615082451 | 0.659169230164902 | 0.670415384917549 |
| 35 | 0.348497319990376 | 0.696994639980751 | 0.651502680009624 |
| 36 | 0.377344159889882 | 0.754688319779765 | 0.622655840110118 |
| 37 | 0.347562224545475 | 0.69512444909095 | 0.652437775454525 |
| 38 | 0.415349949747102 | 0.830699899494205 | 0.584650050252898 |
| 39 | 0.408355863778587 | 0.816711727557174 | 0.591644136221413 |
| 40 | 0.400601164669563 | 0.801202329339126 | 0.599398835330437 |
| 41 | 0.341947799620015 | 0.68389559924003 | 0.658052200379985 |
| 42 | 0.297565926343375 | 0.595131852686749 | 0.702434073656625 |
| 43 | 0.260383276165569 | 0.520766552331137 | 0.739616723834431 |
| 44 | 0.210606642669494 | 0.421213285338987 | 0.789393357330506 |
| 45 | 0.177836843103005 | 0.355673686206011 | 0.822163156896994 |
| 46 | 0.151650716594891 | 0.303301433189782 | 0.848349283405109 |
| 47 | 0.1188089791209 | 0.2376179582418 | 0.8811910208791 |
| 48 | 0.0997038758510715 | 0.199407751702143 | 0.900296124148928 |
| 49 | 0.0745236430329458 | 0.149047286065892 | 0.925476356967054 |
| 50 | 0.0576102002264434 | 0.115220400452887 | 0.942389799773557 |
| 51 | 0.0698710651263067 | 0.139742130252613 | 0.930128934873693 |
| 52 | 0.069627588101229 | 0.139255176202458 | 0.930372411898771 |
| 53 | 0.0498346587394546 | 0.0996693174789092 | 0.950165341260545 |
| 54 | 0.98333142716834 | 0.0333371456633191 | 0.0166685728316596 |
| 55 | 0.973362513774998 | 0.053274972450003 | 0.0266374862250015 |
| 56 | 0.958973338413439 | 0.0820533231731229 | 0.0410266615865614 |
| 57 | 0.937633356552599 | 0.124733286894801 | 0.0623666434474006 |
| 58 | 0.911230302260778 | 0.177539395478444 | 0.0887696977392219 |
| 59 | 0.864924870758396 | 0.270150258483208 | 0.135075129241604 |
| 60 | 0.90802012764596 | 0.183959744708081 | 0.0919798723540403 |
| 61 | 0.899615756382499 | 0.200768487235003 | 0.100384243617501 |
| 62 | 0.918458867608868 | 0.163082264782264 | 0.081541132391132 |
| 63 | 0.88342743359932 | 0.23314513280136 | 0.11657256640068 |
| 64 | 0.784968274531145 | 0.43006345093771 | 0.215031725468855 |
| 65 | 0.981728474002826 | 0.036543051994348 | 0.018271525997174 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.0169491525423729 | NOK |
| 5% type I error level | 4 | 0.0677966101694915 | NOK |
| 10% type I error level | 11 | 0.186440677966102 | NOK |
