| Multiple Linear Regression - Estimated Regression Equation |
| I[t] = + 5170.40781237318 -0.0418609505726249W[t] -0.0011753756969735W_c[t] + 1.97151735403983F[t] + 0.0355642411814071F_c[t] + 0.410444502909001S[t] -0.381510225668953S_c[t] + 0.885159096426792C[t] -0.887319104918851C_c[t] + 0.00177315046905713B[t] + 0.000410843463316142B_c[t] + 0.000148223968683879H[t] + 0.000627369505118702H_c[t] -2.69359233278076T[t] + 58.895824976102c[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) | 5170.40781237318 | 1426.176636 | 3.6254 | 0.000415 | 0.000208 |
| W | -0.0418609505726249 | 0.010877 | -3.8487 | 0.000187 | 9.3e-05 |
| W_c | -0.0011753756969735 | 0.017221 | -0.0683 | 0.945691 | 0.472846 |
| F | 1.97151735403983 | 0.230401 | 8.5569 | 0 | 0 |
| F_c | 0.0355642411814071 | 0.412022 | 0.0863 | 0.93135 | 0.465675 |
| S | 0.410444502909001 | 0.152698 | 2.688 | 0.008145 | 0.004073 |
| S_c | -0.381510225668953 | 0.253893 | -1.5026 | 0.135395 | 0.067697 |
| C | 0.885159096426792 | 0.32346 | 2.7365 | 0.007092 | 0.003546 |
| C_c | -0.887319104918851 | 0.646545 | -1.3724 | 0.172339 | 0.086169 |
| B | 0.00177315046905713 | 0.000636 | 2.7875 | 0.006122 | 0.003061 |
| B_c | 0.000410843463316142 | 0.00084 | 0.4891 | 0.625623 | 0.312812 |
| H | 0.000148223968683879 | 0.000641 | 0.2313 | 0.817425 | 0.408712 |
| H_c | 0.000627369505118702 | 0.001012 | 0.6197 | 0.536579 | 0.268289 |
| T | -2.69359233278076 | 0.731443 | -3.6826 | 0.000339 | 0.00017 |
| c | 58.895824976102 | 32.307637 | 1.823 | 0.070642 | 0.035321 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.889036959324517 |
| R-squared | 0.790386715044982 |
| Adjusted R-squared | 0.767460262003027 |
| F-TEST (value) | 34.4748798952278 |
| F-TEST (DF numerator) | 14 |
| F-TEST (DF denominator) | 128 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.61471675782578 |
| Sum Squared Residuals | 1672.47068663124 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14 | 13.4719676974956 | 0.528032302504392 |
| 2 | 14 | 13.0749666871617 | 0.925033312838294 |
| 3 | 15 | 13.7020118334795 | 1.29798816652045 |
| 4 | 13 | 7.06655443917767 | 5.93344556082233 |
| 5 | 8 | 9.85787534559723 | -1.85787534559723 |
| 6 | 7 | 6.43732068846711 | 0.562679311532895 |
| 7 | 3 | 3.83217343831239 | -0.83217343831239 |
| 8 | 3 | 0.94654036058409 | 2.05345963941591 |
| 9 | 4 | 3.07542629016184 | 0.924573709838158 |
| 10 | 4 | 5.86379588190638 | -1.86379588190638 |
| 11 | 0 | 0.53369741628066 | -0.53369741628066 |
| 12 | -4 | -3.02786362372626 | -0.972136376273741 |
| 13 | -14 | -11.9800217425636 | -2.01997825743637 |
| 14 | -18 | -9.26527205775652 | -8.73472794224348 |
| 15 | -8 | -8.52947377780984 | 0.529473777809844 |
| 16 | -1 | -2.11226687607293 | 1.11226687607293 |
| 17 | 1 | 2.6410542713557 | -1.6410542713557 |
| 18 | 2 | 0.915294832594727 | 1.08470516740527 |
| 19 | 0 | -0.315889583395854 | 0.315889583395854 |
| 20 | 1 | -0.0770784817844354 | 1.07707848178444 |
| 21 | 0 | -1.72430233582875 | 1.72430233582875 |
| 22 | -1 | 3.41553962945555 | -4.41553962945555 |
| 23 | -3 | -4.61112839495617 | 1.61112839495617 |
| 24 | -3 | -5.05274083270521 | 2.05274083270521 |
| 25 | -3 | -3.95240203474395 | 0.952402034743949 |
| 26 | -4 | -6.79887056449715 | 2.79887056449715 |
| 27 | -8 | -6.91808048245915 | -1.08191951754085 |
| 28 | -9 | -7.59020418330258 | -1.40979581669742 |
| 29 | -13 | -13.698675656132 | 0.698675656131968 |
| 30 | -18 | -19.7647231448984 | 1.76472314489843 |
| 31 | -11 | -11.2893880249397 | 0.289388024939683 |
| 32 | -9 | -10.4273520087323 | 1.42735200873227 |
| 33 | -10 | -10.9053913177174 | 0.905391317717421 |
| 34 | -13 | -13.7817053681439 | 0.78170536814387 |
| 35 | -11 | -16.7436255951811 | 5.7436255951811 |
| 36 | -5 | -9.2809115818472 | 4.2809115818472 |
| 37 | -15 | -13.0477518961448 | -1.95224810385515 |
| 38 | -6 | -7.2449703895032 | 1.2449703895032 |
| 39 | -6 | -5.8483613109742 | -0.151638689025795 |
| 40 | -3 | -8.20744464864343 | 5.20744464864343 |
| 41 | -1 | -4.84132842945349 | 3.84132842945349 |
| 42 | -3 | -5.93387119661162 | 2.93387119661162 |
| 43 | -4 | -2.85784786404904 | -1.14215213595096 |
| 44 | -6 | -4.44091415263061 | -1.55908584736939 |
| 45 | 0 | -1.1308144937146 | 1.1308144937146 |
| 46 | -4 | -3.62650413985263 | -0.373495860147375 |
| 47 | -2 | -2.62929217185206 | 0.629292171852061 |
| 48 | -2 | -3.96784817793899 | 1.96784817793899 |
| 49 | -6 | 0.690019864331084 | -6.69001986433108 |
| 50 | -7 | -6.14491902353597 | -0.855080976464031 |
| 51 | -6 | -2.63037006010672 | -3.36962993989328 |
| 52 | -6 | -3.06150206432508 | -2.93849793567492 |
| 53 | -3 | -2.84966958672951 | -0.150330413270492 |
| 54 | -2 | -4.65182742733147 | 2.65182742733147 |
| 55 | -5 | -7.73600843593421 | 2.73600843593421 |
| 56 | -11 | -9.70642973533091 | -1.29357026466909 |
| 57 | -11 | -7.4727239243023 | -3.5272760756977 |
| 58 | -11 | -6.48115535288383 | -4.51884464711617 |
| 59 | -10 | -12.0808481233141 | 2.08084812331413 |
| 60 | -14 | -15.0739703759674 | 1.07397037596738 |
| 61 | -8 | -6.22960187985522 | -1.77039812014478 |
| 62 | -9 | -6.46909205031084 | -2.53090794968916 |
| 63 | -5 | -4.47788581453706 | -0.522114185462936 |
| 64 | -1 | -3.24728862218927 | 2.24728862218927 |
| 65 | -2 | -2.78443046692807 | 0.784430466928071 |
| 66 | -5 | -4.65101041804314 | -0.348989581956855 |
| 67 | -4 | -2.68437705550044 | -1.31562294449956 |
| 68 | -6 | -6.03361700224823 | 0.0336170022482292 |
| 69 | -2 | -1.81757506141715 | -0.182424938582853 |
| 70 | -2 | -0.781031375679113 | -1.21896862432089 |
| 71 | -2 | -4.32063795525443 | 2.32063795525443 |
| 72 | -2 | -7.14888684112909 | 5.14888684112909 |
| 73 | 2 | 0.439461412397624 | 1.56053858760238 |
| 74 | 1 | 1.60772348140971 | -0.607723481409706 |
| 75 | -8 | -1.95713574559156 | -6.04286425440844 |
| 76 | -1 | 1.64906195563335 | -2.64906195563335 |
| 77 | 1 | -0.130780846442936 | 1.13078084644294 |
| 78 | -1 | -1.55788846150686 | 0.557888461506859 |
| 79 | 2 | 2.68227015206934 | -0.682270152069341 |
| 80 | 2 | 3.01904181755034 | -1.01904181755034 |
| 81 | 1 | 2.0690856096011 | -1.0690856096011 |
| 82 | -1 | 0.696313193369886 | -1.69631319336989 |
| 83 | -2 | -4.17466741685823 | 2.17466741685823 |
| 84 | -2 | -2.14363978176529 | 0.143639781765294 |
| 85 | -1 | -1.93295016790138 | 0.932950167901376 |
| 86 | -8 | -8.05605408017331 | 0.0560540801733087 |
| 87 | -4 | -6.03837791936733 | 2.03837791936733 |
| 88 | -6 | -11.919169682441 | 5.91916968244099 |
| 89 | -3 | -4.98524991113979 | 1.98524991113979 |
| 90 | -3 | -11.347217455302 | 8.34721745530196 |
| 91 | -7 | -9.36269126877538 | 2.36269126877538 |
| 92 | -9 | -8.67033697090574 | -0.329663029094258 |
| 93 | -11 | -15.9154498674514 | 4.91544986745145 |
| 94 | -13 | -11.5052278753242 | -1.49477212467579 |
| 95 | -11 | -11.234715795311 | 0.234715795310984 |
| 96 | -9 | -6.44742651280835 | -2.55257348719165 |
| 97 | -17 | -16.6785578401555 | -0.321442159844465 |
| 98 | -22 | -14.8814494800127 | -7.11855051998734 |
| 99 | -25 | -16.7133471917234 | -8.28665280827662 |
| 100 | -20 | -12.6648724568671 | -7.33512754313286 |
| 101 | -24 | -14.0479978926043 | -9.95200210739566 |
| 102 | -24 | -19.2118120027711 | -4.78818799722891 |
| 103 | -22 | -17.4147441838676 | -4.58525581613235 |
| 104 | -19 | -12.8296569856157 | -6.17034301438428 |
| 105 | -18 | -10.2968468142012 | -7.70315318579881 |
| 106 | -17 | -18.5214725074956 | 1.5214725074956 |
| 107 | -11 | -11.7364627924899 | 0.736462792489922 |
| 108 | -11 | -11.9938805433938 | 0.993880543393837 |
| 109 | -12 | -5.89384005793775 | -6.10615994206225 |
| 110 | -10 | -6.11359565277825 | -3.88640434722175 |
| 111 | -15 | -9.32817017344589 | -5.67182982655411 |
| 112 | -15 | -11.7488990760135 | -3.25110092398645 |
| 113 | -15 | -12.4271024821679 | -2.57289751783207 |
| 114 | -13 | -7.31578757948134 | -5.68421242051866 |
| 115 | -8 | -8.2545252182027 | 0.254525218202699 |
| 116 | -13 | -12.5216035709806 | -0.478396429019395 |
| 117 | -9 | -6.57991383300353 | -2.42008616699647 |
| 118 | -7 | -11.565628249505 | 4.56562824950504 |
| 119 | -4 | -8.88979779579524 | 4.88979779579524 |
| 120 | -4 | -8.28494320532933 | 4.28494320532933 |
| 121 | -2 | -1.4890527578196 | -0.510947242180402 |
| 122 | 0 | -2.93542475841853 | 2.93542475841853 |
| 123 | -2 | -5.78937133834244 | 3.78937133834244 |
| 124 | -3 | -8.96472230974177 | 5.96472230974177 |
| 125 | 1 | -0.898563424324548 | 1.89856342432455 |
| 126 | -2 | -11.6243916085693 | 9.62439160856927 |
| 127 | -1 | -5.70685269970057 | 4.70685269970057 |
| 128 | 1 | -3.25839427658747 | 4.25839427658747 |
| 129 | -3 | -6.00556497396054 | 3.00556497396054 |
| 130 | -4 | -10.566140779888 | 6.56614077988801 |
| 131 | -9 | -10.8473388410549 | 1.84733884105486 |
| 132 | -9 | -7.6619060210937 | -1.3380939789063 |
| 133 | -7 | -2.26801862156182 | -4.73198137843818 |
| 134 | -14 | -8.14863789500544 | -5.85136210499456 |
| 135 | -12 | -15.3614912789306 | 3.36149127893064 |
| 136 | -16 | -20.5360238729754 | 4.53602387297544 |
| 137 | -20 | -19.2155586817632 | -0.784441318236836 |
| 138 | -12 | -15.332442578843 | 3.33244257884296 |
| 139 | -12 | -12.3115321106135 | 0.311532110613483 |
| 140 | -10 | -10.31050222822 | 0.310502228219952 |
| 141 | -10 | -6.54201107817392 | -3.45798892182608 |
| 142 | -13 | -13.3974604167278 | 0.39746041672783 |
| 143 | -16 | -15.062731207755 | -0.937268792244962 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 18 | 0.70357621910947 | 0.592847561781061 | 0.29642378089053 |
| 19 | 0.750140852162457 | 0.499718295675086 | 0.249859147837543 |
| 20 | 0.636695418742392 | 0.726609162515216 | 0.363304581257608 |
| 21 | 0.512708631331931 | 0.974582737336137 | 0.487291368668068 |
| 22 | 0.581498725730681 | 0.837002548538638 | 0.418501274269319 |
| 23 | 0.498140174718151 | 0.996280349436302 | 0.501859825281849 |
| 24 | 0.460898972524489 | 0.921797945048978 | 0.539101027475511 |
| 25 | 0.368351239890161 | 0.736702479780322 | 0.631648760109839 |
| 26 | 0.298400854671113 | 0.596801709342226 | 0.701599145328887 |
| 27 | 0.290952546922361 | 0.581905093844721 | 0.709047453077639 |
| 28 | 0.223774162352813 | 0.447548324705625 | 0.776225837647187 |
| 29 | 0.171527305849935 | 0.343054611699869 | 0.828472694150065 |
| 30 | 0.124817188579889 | 0.249634377159779 | 0.87518281142011 |
| 31 | 0.101067341955985 | 0.20213468391197 | 0.898932658044015 |
| 32 | 0.0777294290926763 | 0.155458858185353 | 0.922270570907324 |
| 33 | 0.0534935298023083 | 0.106987059604617 | 0.946506470197692 |
| 34 | 0.0353212459638625 | 0.0706424919277251 | 0.964678754036137 |
| 35 | 0.0507504287758282 | 0.101500857551656 | 0.949249571224172 |
| 36 | 0.0428058975912048 | 0.0856117951824096 | 0.957194102408795 |
| 37 | 0.0564978662991505 | 0.112995732598301 | 0.943502133700849 |
| 38 | 0.0431928399068964 | 0.0863856798137927 | 0.956807160093104 |
| 39 | 0.0463967015767032 | 0.0927934031534064 | 0.953603298423297 |
| 40 | 0.0426859513681506 | 0.0853719027363012 | 0.957314048631849 |
| 41 | 0.0361062521291335 | 0.0722125042582671 | 0.963893747870866 |
| 42 | 0.0324769319287457 | 0.0649538638574915 | 0.967523068071254 |
| 43 | 0.0328037740873989 | 0.0656075481747977 | 0.967196225912601 |
| 44 | 0.0268184395611958 | 0.0536368791223916 | 0.973181560438804 |
| 45 | 0.0258580283252468 | 0.0517160566504937 | 0.974141971674753 |
| 46 | 0.019763574049603 | 0.0395271480992061 | 0.980236425950397 |
| 47 | 0.0186332265768228 | 0.0372664531536456 | 0.981366773423177 |
| 48 | 0.020687647631776 | 0.0413752952635519 | 0.979312352368224 |
| 49 | 0.0384645172688847 | 0.0769290345377694 | 0.961535482731115 |
| 50 | 0.0310434235301563 | 0.0620868470603126 | 0.968956576469844 |
| 51 | 0.0318866704879919 | 0.0637733409759838 | 0.968113329512008 |
| 52 | 0.0240449668588215 | 0.048089933717643 | 0.975955033141178 |
| 53 | 0.0168107821924979 | 0.0336215643849958 | 0.983189217807502 |
| 54 | 0.0128459436708338 | 0.0256918873416676 | 0.987154056329166 |
| 55 | 0.00981875291960655 | 0.0196375058392131 | 0.990181247080393 |
| 56 | 0.00874248588913977 | 0.0174849717782795 | 0.99125751411086 |
| 57 | 0.00840155397241224 | 0.0168031079448245 | 0.991598446027588 |
| 58 | 0.00636726224767202 | 0.012734524495344 | 0.993632737752328 |
| 59 | 0.00444892356445198 | 0.00889784712890396 | 0.995551076435548 |
| 60 | 0.00303514265599466 | 0.00607028531198932 | 0.996964857344005 |
| 61 | 0.0022353806406495 | 0.00447076128129899 | 0.99776461935935 |
| 62 | 0.00159402617231407 | 0.00318805234462814 | 0.998405973827686 |
| 63 | 0.00104515849036252 | 0.00209031698072504 | 0.998954841509638 |
| 64 | 0.00145124423951649 | 0.00290248847903298 | 0.998548755760484 |
| 65 | 0.00105118131831478 | 0.00210236263662955 | 0.998948818681685 |
| 66 | 0.000660052108636762 | 0.00132010421727352 | 0.999339947891363 |
| 67 | 0.000450531617943338 | 0.000901063235886675 | 0.999549468382057 |
| 68 | 0.000417790318907073 | 0.000835580637814145 | 0.999582209681093 |
| 69 | 0.00026553563270512 | 0.000531071265410241 | 0.999734464367295 |
| 70 | 0.000204645199411954 | 0.000409290398823908 | 0.999795354800588 |
| 71 | 0.000191346991102023 | 0.000382693982204046 | 0.999808653008898 |
| 72 | 0.000602931547049186 | 0.00120586309409837 | 0.999397068452951 |
| 73 | 0.000523568325991353 | 0.00104713665198271 | 0.999476431674009 |
| 74 | 0.000354686710678564 | 0.000709373421357129 | 0.999645313289321 |
| 75 | 0.000293668913947228 | 0.000587337827894455 | 0.999706331086053 |
| 76 | 0.000289169558420159 | 0.000578339116840317 | 0.99971083044158 |
| 77 | 0.000230781436031127 | 0.000461562872062254 | 0.999769218563969 |
| 78 | 0.00017354873709254 | 0.00034709747418508 | 0.999826451262907 |
| 79 | 0.000131746525578589 | 0.000263493051157179 | 0.999868253474421 |
| 80 | 8.1852872821614e-05 | 0.000163705745643228 | 0.999918147127178 |
| 81 | 5.57371434587005e-05 | 0.000111474286917401 | 0.999944262856541 |
| 82 | 0.000101965250233703 | 0.000203930500467407 | 0.999898034749766 |
| 83 | 0.000133032632093805 | 0.00026606526418761 | 0.999866967367906 |
| 84 | 9.5079600192768e-05 | 0.000190159200385536 | 0.999904920399807 |
| 85 | 8.5916246553692e-05 | 0.000171832493107384 | 0.999914083753446 |
| 86 | 6.36258685536094e-05 | 0.000127251737107219 | 0.999936374131446 |
| 87 | 5.70866246547629e-05 | 0.000114173249309526 | 0.999942913375345 |
| 88 | 0.000188111060783348 | 0.000376222121566696 | 0.999811888939217 |
| 89 | 0.000217800763387564 | 0.000435601526775129 | 0.999782199236612 |
| 90 | 0.00118974199579776 | 0.00237948399159552 | 0.998810258004202 |
| 91 | 0.00105617456367875 | 0.0021123491273575 | 0.998943825436321 |
| 92 | 0.000880844245149399 | 0.0017616884902988 | 0.999119155754851 |
| 93 | 0.000560950039946372 | 0.00112190007989274 | 0.999439049960054 |
| 94 | 0.00048292837926304 | 0.00096585675852608 | 0.999517071620737 |
| 95 | 0.000355078872292105 | 0.000710157744584211 | 0.999644921127708 |
| 96 | 0.000276309548922338 | 0.000552619097844675 | 0.999723690451078 |
| 97 | 0.000181196400646206 | 0.000362392801292412 | 0.999818803599354 |
| 98 | 0.000665327376676933 | 0.00133065475335387 | 0.999334672623323 |
| 99 | 0.00170258254330725 | 0.0034051650866145 | 0.998297417456693 |
| 100 | 0.00236788651908658 | 0.00473577303817315 | 0.997632113480913 |
| 101 | 0.00701223418211888 | 0.0140244683642378 | 0.992987765817881 |
| 102 | 0.0143644810160086 | 0.0287289620320172 | 0.985635518983991 |
| 103 | 0.0102618442868283 | 0.0205236885736565 | 0.989738155713172 |
| 104 | 0.00792730949836102 | 0.015854618996722 | 0.992072690501639 |
| 105 | 0.00780977263141433 | 0.0156195452628287 | 0.992190227368586 |
| 106 | 0.0081842103472591 | 0.0163684206945182 | 0.991815789652741 |
| 107 | 0.0125120466949014 | 0.0250240933898027 | 0.987487953305099 |
| 108 | 0.0216313034036328 | 0.0432626068072657 | 0.978368696596367 |
| 109 | 0.0188803162502068 | 0.0377606325004136 | 0.981119683749793 |
| 110 | 0.0144681878514036 | 0.0289363757028072 | 0.985531812148596 |
| 111 | 0.0169831491424528 | 0.0339662982849056 | 0.983016850857547 |
| 112 | 0.0250074732466144 | 0.0500149464932289 | 0.974992526753386 |
| 113 | 0.0243384761497724 | 0.0486769522995449 | 0.975661523850228 |
| 114 | 0.0433887995414663 | 0.0867775990829326 | 0.956611200458534 |
| 115 | 0.0362471912059989 | 0.0724943824119979 | 0.963752808794001 |
| 116 | 0.0353131645233465 | 0.0706263290466931 | 0.964686835476653 |
| 117 | 0.081926825006171 | 0.163853650012342 | 0.918073174993829 |
| 118 | 0.212287398688695 | 0.42457479737739 | 0.787712601311305 |
| 119 | 0.193511557886402 | 0.387023115772805 | 0.806488442113598 |
| 120 | 0.155353843801831 | 0.310707687603663 | 0.844646156198169 |
| 121 | 0.128784529143996 | 0.257569058287991 | 0.871215470856004 |
| 122 | 0.104755989309839 | 0.209511978619677 | 0.895244010690161 |
| 123 | 0.107187434957025 | 0.21437486991405 | 0.892812565042975 |
| 124 | 0.0723806201935603 | 0.144761240387121 | 0.92761937980644 |
| 125 | 0.0396835194965868 | 0.0793670389931736 | 0.960316480503413 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 42 | 0.388888888888889 | NOK |
| 5% type I error level | 64 | 0.592592592592593 | NOK |
| 10% type I error level | 82 | 0.759259259259259 | NOK |
