| Multiple Linear Regression - Estimated Regression Equation |
| TO[t] = + 0.297034098720058 + 1.00000489569744DB[t] + 0.999221510795771DA[t] + 1.0000328833792BTW[t] + 1.00018973717626NFO[t] + 1.0001094217834KO[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) | 0.297034098720058 | 0.674241 | 0.4405 | 0.660564 | 0.330282 |
| DB | 1.00000489569744 | 7.5e-05 | 13383.7352 | 0 | 0 |
| DA | 0.999221510795771 | 0.000886 | 1127.8222 | 0 | 0 |
| BTW | 1.0000328833792 | 0.00017 | 5886.4716 | 0 | 0 |
| NFO | 1.00018973717626 | 0.000246 | 4071.3884 | 0 | 0 |
| KO | 1.0001094217834 | 0.00022 | 4543.8791 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999999955033292 |
| R-squared | 0.999999910066586 |
| Adjusted R-squared | 0.999999905231456 |
| F-TEST (value) | 206819661.373418 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 93 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.716144894467753 |
| Sum Squared Residuals | 47.6963064181173 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 9144 | 9144.91456130548 | -0.914561305484515 |
| 2 | 5456 | 5456.86457253662 | -0.864572536619336 |
| 3 | 5057 | 5056.86353919762 | 0.136460802378934 |
| 4 | 7779 | 7778.87055117807 | 0.129448821926543 |
| 5 | 5858 | 5858.92361789557 | -0.923617895565781 |
| 6 | 11493 | 11494.1391631054 | -1.13916310543803 |
| 7 | 6848 | 6848.86746477908 | -0.867464779084859 |
| 8 | 5772 | 5771.95787506056 | 0.0421249394451632 |
| 9 | 5251 | 5250.86181034351 | 0.138189656491613 |
| 10 | 11232 | 11231.9270912176 | 0.0729087824221945 |
| 11 | 5908 | 5908.90177904719 | -0.901779047193063 |
| 12 | 6812 | 6811.8488827366 | 0.151117263397144 |
| 13 | 9962 | 9961.85685745887 | 0.143142541129293 |
| 14 | 6155 | 6155.87371550121 | -0.873715501210961 |
| 15 | 5673 | 5672.86861755534 | 0.131382444658846 |
| 16 | 7985 | 7984.89847995498 | 0.101520045020469 |
| 17 | 5780 | 5778.89996810624 | 1.10003189375802 |
| 18 | 11999 | 11998.2118928092 | 0.788107190819542 |
| 19 | 6973 | 6972.79499579407 | 0.205004205927882 |
| 20 | 5817 | 5817.90655833727 | -0.906558337267504 |
| 21 | 5844 | 5844.84321633031 | -0.84321633030847 |
| 22 | 11178 | 11177.9395170212 | 0.0604829787785579 |
| 23 | 5533 | 5531.82305907187 | 1.17694092813032 |
| 24 | 6870 | 6869.84898317166 | 0.151016828343145 |
| 25 | 9521 | 9521.85039321649 | -0.850393216488194 |
| 26 | 5363 | 5363.83965107849 | -0.839651078484924 |
| 27 | 6031 | 6030.86050682595 | 0.139493174051937 |
| 28 | 9245 | 9244.94861856732 | 0.0513814326782201 |
| 29 | 5621 | 5619.84322139782 | 1.15677860218141 |
| 30 | 11802 | 11802.0716925804 | -0.0716925803898479 |
| 31 | 8364 | 8364.82341413923 | -0.823414139226411 |
| 32 | 6286 | 6286.83006872066 | -0.830068720657359 |
| 33 | 5071 | 5070.87806695946 | 0.121933040544459 |
| 34 | 10773 | 10772.8670451139 | 0.132954886129161 |
| 35 | 5821 | 5820.80834949543 | 0.191650504574234 |
| 36 | 7794 | 7794.11742808264 | -0.117428082642516 |
| 37 | 10636 | 10636.6348917359 | -0.634891735887314 |
| 38 | 6405 | 6403.91186758287 | 1.08813241713098 |
| 39 | 5811 | 5809.70336248065 | 1.29663751935168 |
| 40 | 8981 | 8979.77400628252 | 1.2259937174772 |
| 41 | 6228 | 6228.81896953598 | -0.818969535978516 |
| 42 | 11950 | 11950.1079407478 | -0.107940747840417 |
| 43 | 7523 | 7522.77451961902 | 0.225480380983888 |
| 44 | 6067 | 6065.92031347217 | 1.0796865278316 |
| 45 | 4825 | 4824.85379277395 | 0.146207226049697 |
| 46 | 12162 | 12160.9517226195 | 1.04827738052545 |
| 47 | 6989 | 6988.8197572425 | 0.180242757503335 |
| 48 | 8012 | 8011.74817797053 | 0.251822029466286 |
| 49 | 10893 | 10892.8937445523 | 0.106255447718862 |
| 50 | 6647 | 6647.87581801007 | -0.875818010069371 |
| 51 | 5938 | 5937.79944119362 | 0.200558806380022 |
| 52 | 9005 | 9004.84238280554 | 0.157617194457928 |
| 53 | 6262 | 6261.84739637173 | 0.152603628270933 |
| 54 | 12022 | 12020.0702712034 | 1.92972879664466 |
| 55 | 7683 | 7682.86121224281 | 0.138787757186286 |
| 56 | 6004 | 6002.82068438993 | 1.17931561007476 |
| 57 | 4724 | 4723.86554215983 | 0.134457840171262 |
| 58 | 10343 | 10344.1072533019 | -1.10725330186037 |
| 59 | 6604 | 6604.07662333854 | -0.0766233385411399 |
| 60 | 7241 | 7240.04755226368 | 0.952447736320687 |
| 61 | 9331 | 9331.87989284123 | -0.879892841234996 |
| 62 | 6418 | 6417.91049623641 | 0.0895037635943082 |
| 63 | 7094 | 7094.67754975493 | -0.677549754930459 |
| 64 | 10340 | 10340.8905617908 | -0.89056179077553 |
| 65 | 6814 | 6813.99892662651 | 0.00107337348646491 |
| 66 | 12003 | 12003.3566387296 | -0.356638729643431 |
| 67 | 7481 | 7481.64581575614 | -0.64581575613582 |
| 68 | 5452 | 5450.8523789004 | 1.14762109959918 |
| 69 | 6380 | 6379.03361388692 | 0.966386113084402 |
| 70 | 11425 | 11425.9070117653 | -0.90701176531349 |
| 71 | 5905 | 5904.82299380424 | 0.177006195763555 |
| 72 | 8536 | 8535.86179996901 | 0.138200030995415 |
| 73 | 10785 | 10784.8371144975 | 0.162885502473433 |
| 74 | 6672 | 6671.81623930954 | 0.183760690456776 |
| 75 | 7293 | 7293.0246797817 | -0.0246797817024734 |
| 76 | 9809 | 9807.93996158907 | 1.06003841093068 |
| 77 | 5658 | 5657.81911921707 | 0.180880782930477 |
| 78 | 12364 | 12363.0727676433 | 0.927232356671932 |
| 79 | 8078 | 8077.82280318013 | 0.177196819869973 |
| 80 | 5269 | 5268.90291504305 | 0.0970849569551961 |
| 81 | 7787 | 7788.12839131973 | -1.12839131973263 |
| 82 | 11729 | 11728.9422420974 | 0.0577579025970242 |
| 83 | 6236 | 6236.84074587154 | -0.840745871543127 |
| 84 | 8576 | 8576.90798272382 | -0.907982723817374 |
| 85 | 11216 | 11216.8449282082 | -0.844928208183313 |
| 86 | 6814 | 6813.85398205669 | 0.146017943305959 |
| 87 | 6019 | 6018.81304443795 | 0.186955562047622 |
| 88 | 9317 | 9317.95250662609 | -0.952506626094391 |
| 89 | 5419 | 5418.81560969915 | 0.184390300852716 |
| 90 | 12525 | 12524.0259908016 | 0.974009198394843 |
| 91 | 8973 | 8972.99022116053 | 0.00977883947046139 |
| 92 | 5960 | 5959.83294785193 | 0.167052148069832 |
| 93 | 7921 | 7921.9906938749 | -0.990693874895746 |
| 94 | 12581 | 12579.8708465396 | 1.12915346040411 |
| 95 | 7180 | 7179.89818925232 | 0.10181074768223 |
| 96 | 9062 | 9062.85886955266 | -0.85886955265804 |
| 97 | 13064 | 13064.1259293755 | -0.125929375535695 |
| 98 | 7100 | 7099.82424945987 | 0.175750540133813 |
| 99 | 5145 | 5144.83687917767 | 0.163120822332416 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.149353811203512 | 0.298707622407023 | 0.850646188796488 |
| 10 | 0.266623454418043 | 0.533246908836086 | 0.733376545581957 |
| 11 | 0.322309300624701 | 0.644618601249403 | 0.677690699375299 |
| 12 | 0.234052309036034 | 0.468104618072068 | 0.765947690963966 |
| 13 | 0.172222680095087 | 0.344445360190174 | 0.827777319904913 |
| 14 | 0.114431899506077 | 0.228863799012154 | 0.885568100493923 |
| 15 | 0.112809332517978 | 0.225618665035956 | 0.887190667482022 |
| 16 | 0.0765127868742184 | 0.153025573748437 | 0.923487213125782 |
| 17 | 0.334606413332084 | 0.669212826664168 | 0.665393586667916 |
| 18 | 0.461798589147956 | 0.923597178295913 | 0.538201410852044 |
| 19 | 0.414228332265999 | 0.828456664531998 | 0.585771667734001 |
| 20 | 0.397582856701915 | 0.79516571340383 | 0.602417143298085 |
| 21 | 0.424098793074965 | 0.848197586149929 | 0.575901206925036 |
| 22 | 0.345921463983604 | 0.691842927967208 | 0.654078536016396 |
| 23 | 0.544229736568764 | 0.911540526862471 | 0.455770263431235 |
| 24 | 0.489619850269608 | 0.979239700539216 | 0.510380149730392 |
| 25 | 0.49369360024935 | 0.987387200498701 | 0.50630639975065 |
| 26 | 0.467683039054786 | 0.935366078109572 | 0.532316960945214 |
| 27 | 0.41115878048176 | 0.822317560963521 | 0.58884121951824 |
| 28 | 0.353591392013011 | 0.707182784026023 | 0.646408607986989 |
| 29 | 0.518001009917094 | 0.963997980165813 | 0.481998990082906 |
| 30 | 0.44967047123597 | 0.89934094247194 | 0.55032952876403 |
| 31 | 0.413008674545361 | 0.826017349090722 | 0.586991325454639 |
| 32 | 0.406789998560926 | 0.813579997121853 | 0.593210001439074 |
| 33 | 0.346998248437214 | 0.693996496874428 | 0.653001751562786 |
| 34 | 0.288468641035878 | 0.576937282071756 | 0.711531358964122 |
| 35 | 0.243315921990715 | 0.486631843981429 | 0.756684078009285 |
| 36 | 0.19809717614253 | 0.39619435228506 | 0.80190282385747 |
| 37 | 0.172296934080519 | 0.344593868161037 | 0.827703065919482 |
| 38 | 0.233556839885565 | 0.467113679771131 | 0.766443160114435 |
| 39 | 0.395734761087606 | 0.791469522175212 | 0.604265238912394 |
| 40 | 0.536053261098636 | 0.927893477802728 | 0.463946738901364 |
| 41 | 0.548852808736444 | 0.902294382527111 | 0.451147191263556 |
| 42 | 0.491289658217875 | 0.98257931643575 | 0.508710341782125 |
| 43 | 0.437496726594916 | 0.874993453189833 | 0.562503273405084 |
| 44 | 0.518724772858366 | 0.962550454283268 | 0.481275227141634 |
| 45 | 0.45936577076674 | 0.918731541533481 | 0.54063422923326 |
| 46 | 0.507199301330007 | 0.985601397339985 | 0.492800698669993 |
| 47 | 0.452931623530527 | 0.905863247061054 | 0.547068376469473 |
| 48 | 0.401063379762852 | 0.802126759525705 | 0.598936620237148 |
| 49 | 0.345466120660981 | 0.690932241321963 | 0.654533879339019 |
| 50 | 0.367732599903889 | 0.735465199807778 | 0.632267400096111 |
| 51 | 0.316053509270203 | 0.632107018540405 | 0.683946490729797 |
| 52 | 0.267846200610767 | 0.535692401221534 | 0.732153799389233 |
| 53 | 0.222402371725026 | 0.444804743450052 | 0.777597628274974 |
| 54 | 0.52897810794806 | 0.94204378410388 | 0.47102189205194 |
| 55 | 0.473309107171971 | 0.946618214343941 | 0.526690892828029 |
| 56 | 0.590703982487788 | 0.818592035024424 | 0.409296017512212 |
| 57 | 0.530777820086825 | 0.938444359826351 | 0.469222179913175 |
| 58 | 0.601083643310829 | 0.797832713378342 | 0.398916356689171 |
| 59 | 0.750243833926023 | 0.499512332147954 | 0.249756166073977 |
| 60 | 0.767317231499479 | 0.465365537001043 | 0.232682768500521 |
| 61 | 0.80108154608946 | 0.39783690782108 | 0.19891845391054 |
| 62 | 0.757383356999981 | 0.485233286000038 | 0.242616643000019 |
| 63 | 0.742397480598037 | 0.515205038803926 | 0.257602519401963 |
| 64 | 0.746071952420645 | 0.50785609515871 | 0.253928047579355 |
| 65 | 0.693192424263872 | 0.613615151472256 | 0.306807575736128 |
| 66 | 0.666880652646731 | 0.666238694706538 | 0.333119347353269 |
| 67 | 0.630212511097061 | 0.739574977805878 | 0.369787488902939 |
| 68 | 0.739939686922214 | 0.520120626155571 | 0.260060313077786 |
| 69 | 0.848284394474739 | 0.303431211050522 | 0.151715605525261 |
| 70 | 0.882071002609279 | 0.235857994781442 | 0.117928997390721 |
| 71 | 0.84903160266358 | 0.301936794672839 | 0.15096839733642 |
| 72 | 0.80625081937428 | 0.38749836125144 | 0.19374918062572 |
| 73 | 0.759770401481718 | 0.480459197036563 | 0.240229598518281 |
| 74 | 0.700307909156132 | 0.599384181687736 | 0.299692090843868 |
| 75 | 0.641844163955526 | 0.716311672088948 | 0.358155836044474 |
| 76 | 0.631662025559781 | 0.736675948880439 | 0.368337974440219 |
| 77 | 0.563194514661794 | 0.873610970676412 | 0.436805485338206 |
| 78 | 0.754124762434931 | 0.491750475130137 | 0.245875237565069 |
| 79 | 0.683398287469446 | 0.633203425061108 | 0.316601712530554 |
| 80 | 0.632244456435786 | 0.735511087128428 | 0.367755543564214 |
| 81 | 0.59750840889673 | 0.80498318220654 | 0.40249159110327 |
| 82 | 0.532285990656676 | 0.935428018686649 | 0.467714009343324 |
| 83 | 0.514868914203831 | 0.970262171592338 | 0.485131085796169 |
| 84 | 0.613839698909475 | 0.772320602181049 | 0.386160301090525 |
| 85 | 0.599510183660392 | 0.800979632679216 | 0.400489816339608 |
| 86 | 0.49195157228258 | 0.98390314456516 | 0.50804842771742 |
| 87 | 0.408180122933852 | 0.816360245867705 | 0.591819877066148 |
| 88 | 0.614426004101323 | 0.771147991797353 | 0.385573995898677 |
| 89 | 0.466525596772762 | 0.933051193545525 | 0.533474403227238 |
| 90 | 0.547812992767589 | 0.904374014464822 | 0.452187007232411 |
| 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 |
