Multiple Linear Regression - Estimated Regression Equation |
i[t] = -50.7450835493624 -0.0477251527818315w[t] + 2.06608926081329f[t] + 0.290398884525233s[t] + 0.6060795964509c[t] -0.000397523236439083h[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) | -50.7450835493624 | 8.803085 | -5.7645 | 0 | 0 |
w | -0.0477251527818315 | 0.008559 | -5.5758 | 0 | 0 |
f | 2.06608926081329 | 0.202272 | 10.2144 | 0 | 0 |
s | 0.290398884525233 | 0.131239 | 2.2128 | 0.02857 | 0.014285 |
c | 0.6060795964509 | 0.088077 | 6.8812 | 0 | 0 |
h | -0.000397523236439083 | 0.000536 | -0.7419 | 0.459443 | 0.229721 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.841174135041901 |
R-squared | 0.70757392546349 |
Adjusted R-squared | 0.696901440991354 |
F-TEST (value) | 66.2988948178731 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 137 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.12683988179144 |
Sum Squared Residuals | 2333.22061516238 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 14 | 9.00568993482063 | 4.99431006517937 |
2 | 14 | 10.1233139219078 | 3.87668607809224 |
3 | 15 | 10.8048494910315 | 4.19515050896847 |
4 | 13 | 8.44451363007342 | 4.55548636992658 |
5 | 8 | 10.2307859449149 | -2.23078594491488 |
6 | 7 | 6.35370957696295 | 0.646290423037048 |
7 | 3 | 4.50424524030909 | -1.50424524030909 |
8 | 3 | 0.978945719029109 | 2.02105428097089 |
9 | 4 | 3.12655886105176 | 0.87344113894824 |
10 | 4 | 5.60163692190914 | -1.60163692190914 |
11 | 0 | 0.256034288982226 | -0.256034288982226 |
12 | -4 | -3.98125338649839 | -0.0187466135016118 |
13 | -14 | -12.2700881759784 | -1.72991182402158 |
14 | -18 | -9.20618254892336 | -8.79381745107664 |
15 | -8 | -7.71914264273271 | -0.280857357267286 |
16 | -1 | 1.15086455788593 | -2.15086455788593 |
17 | 1 | 5.11033533706151 | -4.11033533706151 |
18 | 2 | 3.05173738601406 | -1.05173738601406 |
19 | 0 | 1.68899961993091 | -1.68899961993091 |
20 | 1 | 1.20623632533247 | -0.206236325332474 |
21 | 0 | 0.274201592053238 | -0.274201592053238 |
22 | -1 | 3.44012887833578 | -4.44012887833578 |
23 | -3 | -3.79390174395352 | 0.793901743953522 |
24 | -3 | -5.01245081125415 | 2.01245081125415 |
25 | -3 | -4.70392686629379 | 1.70392686629379 |
26 | -4 | -7.07245368152526 | 3.07245368152526 |
27 | -8 | -6.27579341789349 | -1.72420658210651 |
28 | -9 | -5.5042829702004 | -3.4957170297996 |
29 | -13 | -12.0263265375987 | -0.973673462401261 |
30 | -18 | -17.7170364088762 | -0.282963591123778 |
31 | -11 | -8.88801900691426 | -2.11198099308574 |
32 | -9 | -7.51175523429146 | -1.48824476570854 |
33 | -10 | -8.47793151813965 | -1.52206848186035 |
34 | -13 | -11.6480967720338 | -1.35190322796624 |
35 | -11 | -14.7587783907249 | 3.75877839072485 |
36 | -5 | -8.40116263994132 | 3.40116263994132 |
37 | -15 | -11.9841876607436 | -3.01581233925643 |
38 | -6 | -6.07965908129257 | 0.0796590812925652 |
39 | -6 | -3.76537575643805 | -2.23462424356195 |
40 | -3 | -4.50641769439602 | 1.50641769439602 |
41 | -1 | -2.36392113856337 | 1.36392113856337 |
42 | -3 | -3.20894986590173 | 0.208949865901734 |
43 | -4 | -2.3173566931202 | -1.6826433068798 |
44 | -6 | -4.04329496923706 | -1.95670503076294 |
45 | 0 | -0.541893264089099 | 0.541893264089099 |
46 | -4 | -4.49836882463154 | 0.49836882463154 |
47 | -2 | -3.15130105680024 | 1.15130105680024 |
48 | -2 | -5.72948466955866 | 3.72948466955866 |
49 | -6 | -2.01068558075412 | -3.98931441924588 |
50 | -7 | -8.70952147514804 | 1.70952147514804 |
51 | -6 | -4.90150900896721 | -1.09849099103279 |
52 | -6 | -4.13520753427705 | -1.86479246572295 |
53 | -3 | -1.14386265732341 | -1.85613734267659 |
54 | -2 | -3.73417050372465 | 1.73417050372465 |
55 | -5 | -7.61027648285076 | 2.61027648285076 |
56 | -11 | -10.3508414650687 | -0.649158534931326 |
57 | -11 | -7.16605979747199 | -3.83394020252801 |
58 | -11 | -8.35555476573963 | -2.64444523426036 |
59 | -10 | -11.4313297738995 | 1.43132977389951 |
60 | -14 | -18.1712419294302 | 4.17124192943016 |
61 | -8 | -9.08543128590597 | 1.08543128590597 |
62 | -9 | -8.81023890347569 | -0.18976109652431 |
63 | -5 | -2.75424377582279 | -2.24575622417721 |
64 | -1 | -1.23321527712497 | 0.233215277124975 |
65 | -2 | -1.03289504879782 | -0.967104951202182 |
66 | -5 | -3.30922501118995 | -1.69077498881005 |
67 | -4 | -2.21260644318161 | -1.78739355681839 |
68 | -6 | -6.9647836055532 | 0.964783605553202 |
69 | -2 | -1.59697982192109 | -0.403020178078907 |
70 | -2 | -2.72619382392044 | 0.726193823920437 |
71 | -2 | -4.04878813264167 | 2.04878813264167 |
72 | -2 | -9.19870180569431 | 7.19870180569431 |
73 | 2 | -2.48322995344484 | 4.48322995344484 |
74 | 1 | -2.24200556579791 | 3.24200556579791 |
75 | -8 | -3.76968222682683 | -4.23031777317317 |
76 | -1 | -0.935101960008946 | -0.0648980399910543 |
77 | 1 | -0.723942915616385 | 1.72394291561639 |
78 | -1 | -2.56117479332097 | 1.56117479332097 |
79 | 2 | -1.36191467936032 | 3.36191467936032 |
80 | 2 | 1.25340860115515 | 0.746591398844849 |
81 | 1 | -0.869815088928926 | 1.86981508892893 |
82 | -1 | -3.75000658663206 | 2.75000658663206 |
83 | -2 | -7.28207450954179 | 5.28207450954179 |
84 | -2 | -6.04708329380115 | 4.04708329380115 |
85 | -1 | -6.64545026751386 | 5.64545026751386 |
86 | -8 | -13.6421215488341 | 5.64212154883413 |
87 | -4 | -9.2495748629878 | 5.2495748629878 |
88 | -6 | -15.3020063230059 | 9.30200632300587 |
89 | -3 | -8.52527051979993 | 5.52527051979993 |
90 | -3 | -13.4429285350819 | 10.4429285350819 |
91 | -7 | -13.5041459291475 | 6.50414592914746 |
92 | -9 | -11.5548380786329 | 2.55483807863287 |
93 | -11 | -18.9058591105076 | 7.90585911050758 |
94 | -13 | -15.6490339166709 | 2.64903391667094 |
95 | -11 | -12.6967433833508 | 1.69674338335084 |
96 | -9 | -7.3094664158361 | -1.6905335841639 |
97 | -17 | -18.8301203909652 | 1.83012039096521 |
98 | -22 | -17.1763315961906 | -4.82366840380939 |
99 | -25 | -19.1438235166717 | -5.85617648332825 |
100 | -20 | -10.8649388858397 | -9.13506111416034 |
101 | -24 | -13.2418823056605 | -10.7581176943395 |
102 | -24 | -18.10897470382 | -5.89102529618001 |
103 | -22 | -13.3061988365763 | -8.6938011634237 |
104 | -19 | -8.63119117869408 | -10.3688088213059 |
105 | -18 | -6.74578725195445 | -11.2542127480455 |
106 | -17 | -15.1298394967689 | -1.87016050323113 |
107 | -11 | -8.51736146866334 | -2.48263853133666 |
108 | -11 | -9.3767390492461 | -1.62326095075389 |
109 | -12 | -4.16369192132583 | -7.83630807867417 |
110 | -10 | -4.40217839279557 | -5.59782160720443 |
111 | -15 | -7.45149362040717 | -7.54850637959283 |
112 | -15 | -8.28264805119385 | -6.71735194880615 |
113 | -15 | -9.89000782651051 | -5.10999217348949 |
114 | -13 | -5.03111711622757 | -7.96888288377243 |
115 | -8 | -5.49832928349107 | -2.50167071650893 |
116 | -13 | -10.3807094168225 | -2.61929058317754 |
117 | -9 | -5.00553462058375 | -3.99446537941625 |
118 | -7 | -10.3808210330914 | 3.38082103309135 |
119 | -4 | -8.28469899015253 | 4.28469899015253 |
120 | -4 | -8.57846815763129 | 4.57846815763129 |
121 | -2 | -2.28111168407402 | 0.281111684074025 |
122 | 0 | -3.23953412798616 | 3.23953412798616 |
123 | -2 | -5.98546440434307 | 3.98546440434307 |
124 | -3 | -6.96875266015131 | 3.96875266015131 |
125 | 1 | 0.079328712418648 | 0.920671287581352 |
126 | -2 | -10.7471306766829 | 8.74713067668291 |
127 | -1 | -6.04561418639118 | 5.04561418639118 |
128 | 1 | -3.22270658548121 | 4.22270658548121 |
129 | -3 | -6.55778720592082 | 3.55778720592082 |
130 | -4 | -10.8354018625694 | 6.83540186256936 |
131 | -9 | -10.1658611619389 | 1.16586116193889 |
132 | -9 | -8.7512447373651 | -0.248755262634896 |
133 | -7 | -3.59901861965436 | -3.40098138034564 |
134 | -14 | -9.01915398993592 | -4.98084601006408 |
135 | -12 | -15.4728593328734 | 3.47285933287337 |
136 | -16 | -17.4352533581799 | 1.4352533581799 |
137 | -20 | -18.1388975921532 | -1.86110240784684 |
138 | -12 | -14.1016202210734 | 2.10162022107341 |
139 | -12 | -11.3554344942304 | -0.644565505769591 |
140 | -10 | -9.8255952753839 | -0.174404724616103 |
141 | -10 | -5.87294045294342 | -4.12705954705658 |
142 | -13 | -10.9698849912127 | -2.03011500878731 |
143 | -16 | -13.3655420062718 | -2.63445799372823 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.380203718014839 | 0.760407436029678 | 0.619796281985161 |
10 | 0.226550814236603 | 0.453101628473206 | 0.773449185763397 |
11 | 0.225356945191359 | 0.450713890382719 | 0.774643054808641 |
12 | 0.148880281064088 | 0.297760562128177 | 0.851119718935912 |
13 | 0.0927993060601099 | 0.18559861212022 | 0.90720069393989 |
14 | 0.274180449420143 | 0.548360898840286 | 0.725819550579857 |
15 | 0.229882630052417 | 0.459765260104835 | 0.770117369947583 |
16 | 0.175203295716327 | 0.350406591432654 | 0.824796704283673 |
17 | 0.145653874771241 | 0.291307749542482 | 0.854346125228759 |
18 | 0.102161356560239 | 0.204322713120478 | 0.897838643439761 |
19 | 0.0744928606909608 | 0.148985721381922 | 0.925507139309039 |
20 | 0.0554367618084156 | 0.110873523616831 | 0.944563238191584 |
21 | 0.040179182276557 | 0.080358364553114 | 0.959820817723443 |
22 | 0.0393559099938772 | 0.0787118199877543 | 0.960644090006123 |
23 | 0.0278057892886827 | 0.0556115785773654 | 0.972194210711317 |
24 | 0.0261908753378593 | 0.0523817506757186 | 0.973809124662141 |
25 | 0.0196369044513221 | 0.0392738089026442 | 0.980363095548678 |
26 | 0.0188199303457894 | 0.0376398606915788 | 0.981180069654211 |
27 | 0.0132951885834173 | 0.0265903771668347 | 0.986704811416583 |
28 | 0.00925411648281004 | 0.0185082329656201 | 0.99074588351719 |
29 | 0.00682429232689369 | 0.0136485846537874 | 0.993175707673106 |
30 | 0.00524229322943982 | 0.0104845864588796 | 0.99475770677056 |
31 | 0.00376053708263028 | 0.00752107416526056 | 0.99623946291737 |
32 | 0.00264884456093867 | 0.00529768912187734 | 0.997351155439061 |
33 | 0.00158441816249061 | 0.00316883632498123 | 0.998415581837509 |
34 | 0.000949812198403093 | 0.00189962439680619 | 0.999050187801597 |
35 | 0.000904483403243494 | 0.00180896680648699 | 0.999095516596757 |
36 | 0.000554389651512199 | 0.0011087793030244 | 0.999445610348488 |
37 | 0.000953302437418091 | 0.00190660487483618 | 0.999046697562582 |
38 | 0.000623563627330854 | 0.00124712725466171 | 0.999376436372669 |
39 | 0.000679545218193717 | 0.00135909043638743 | 0.999320454781806 |
40 | 0.000391468983994301 | 0.000782937967988602 | 0.999608531016006 |
41 | 0.00022239110071842 | 0.00044478220143684 | 0.999777608899282 |
42 | 0.000125209204463756 | 0.000250418408927513 | 0.999874790795536 |
43 | 8.33169694265974e-05 | 0.000166633938853195 | 0.999916683030573 |
44 | 4.96246428269877e-05 | 9.92492856539754e-05 | 0.999950375357173 |
45 | 2.78024802882699e-05 | 5.56049605765398e-05 | 0.999972197519712 |
46 | 1.55892528133105e-05 | 3.1178505626621e-05 | 0.999984410747187 |
47 | 8.24671349256182e-06 | 1.64934269851236e-05 | 0.999991753286507 |
48 | 6.04615357661854e-06 | 1.20923071532371e-05 | 0.999993953846423 |
49 | 1.53017721988539e-05 | 3.06035443977078e-05 | 0.999984698227801 |
50 | 8.84288310965543e-06 | 1.76857662193109e-05 | 0.99999115711689 |
51 | 5.5463109965572e-06 | 1.10926219931144e-05 | 0.999994453689003 |
52 | 4.73319384298891e-06 | 9.46638768597783e-06 | 0.999995266806157 |
53 | 2.92119304197508e-06 | 5.84238608395016e-06 | 0.999997078806958 |
54 | 2.13393822064544e-06 | 4.26787644129088e-06 | 0.999997866061779 |
55 | 2.17871888513884e-06 | 4.35743777027769e-06 | 0.999997821281115 |
56 | 1.16689885369866e-06 | 2.33379770739733e-06 | 0.999998833101146 |
57 | 9.74733630320527e-07 | 1.94946726064105e-06 | 0.99999902526637 |
58 | 6.32652037017185e-07 | 1.26530407403437e-06 | 0.999999367347963 |
59 | 3.68444349092926e-07 | 7.36888698185853e-07 | 0.999999631555651 |
60 | 8.14988804120111e-07 | 1.62997760824022e-06 | 0.999999185011196 |
61 | 4.370814176251e-07 | 8.74162835250201e-07 | 0.999999562918582 |
62 | 2.1970638554784e-07 | 4.39412771095681e-07 | 0.999999780293614 |
63 | 1.45337239123758e-07 | 2.90674478247517e-07 | 0.999999854662761 |
64 | 7.11390290635137e-08 | 1.42278058127027e-07 | 0.999999928860971 |
65 | 3.46204011183065e-08 | 6.9240802236613e-08 | 0.999999965379599 |
66 | 1.74366281871731e-08 | 3.48732563743462e-08 | 0.999999982563372 |
67 | 8.71125656256738e-09 | 1.74225131251348e-08 | 0.999999991288743 |
68 | 6.96460508261457e-09 | 1.39292101652291e-08 | 0.999999993035395 |
69 | 3.5766419933135e-09 | 7.153283986627e-09 | 0.999999996423358 |
70 | 1.952292162945e-09 | 3.90458432589e-09 | 0.999999998047708 |
71 | 1.25097442019289e-09 | 2.50194884038579e-09 | 0.999999998749026 |
72 | 1.66675306909105e-08 | 3.3335061381821e-08 | 0.999999983332469 |
73 | 2.22501539586714e-08 | 4.45003079173428e-08 | 0.999999977749846 |
74 | 1.86712522326342e-08 | 3.73425044652683e-08 | 0.999999981328748 |
75 | 1.88569740495659e-08 | 3.77139480991317e-08 | 0.999999981143026 |
76 | 9.08828827445203e-09 | 1.81765765489041e-08 | 0.999999990911712 |
77 | 5.75161544249509e-09 | 1.15032308849902e-08 | 0.999999994248385 |
78 | 3.55904408793514e-09 | 7.11808817587028e-09 | 0.999999996440956 |
79 | 3.0185266447348e-09 | 6.03705328946961e-09 | 0.999999996981473 |
80 | 1.49017575891915e-09 | 2.9803515178383e-09 | 0.999999998509824 |
81 | 8.40326722840788e-10 | 1.68065344568158e-09 | 0.999999999159673 |
82 | 5.93164724498254e-10 | 1.18632944899651e-09 | 0.999999999406835 |
83 | 1.43253430229696e-09 | 2.86506860459392e-09 | 0.999999998567466 |
84 | 1.68840218600847e-09 | 3.37680437201693e-09 | 0.999999998311598 |
85 | 4.51836068861085e-09 | 9.0367213772217e-09 | 0.999999995481639 |
86 | 8.42938420222746e-09 | 1.68587684044549e-08 | 0.999999991570616 |
87 | 9.0744758766794e-09 | 1.81489517533588e-08 | 0.999999990925524 |
88 | 1.3483966754649e-07 | 2.6967933509298e-07 | 0.999999865160332 |
89 | 1.87962172133763e-07 | 3.75924344267525e-07 | 0.999999812037828 |
90 | 2.890890997546e-06 | 5.78178199509201e-06 | 0.999997109109002 |
91 | 7.5220338864421e-06 | 1.50440677728842e-05 | 0.999992477966114 |
92 | 7.36893557152935e-06 | 1.47378711430587e-05 | 0.999992631064428 |
93 | 2.47121955306865e-05 | 4.94243910613729e-05 | 0.999975287804469 |
94 | 4.11734770093537e-05 | 8.23469540187073e-05 | 0.999958826522991 |
95 | 6.21628308656893e-05 | 0.000124325661731379 | 0.999937837169134 |
96 | 8.13222777652265e-05 | 0.000162644555530453 | 0.999918677722235 |
97 | 0.000108510511874915 | 0.000217021023749829 | 0.999891489488125 |
98 | 0.000342659104251809 | 0.000685318208503619 | 0.999657340895748 |
99 | 0.000782407847718238 | 0.00156481569543648 | 0.999217592152282 |
100 | 0.00277081207197825 | 0.00554162414395651 | 0.997229187928022 |
101 | 0.0187846067330948 | 0.0375692134661896 | 0.981215393266905 |
102 | 0.0206339341134728 | 0.0412678682269457 | 0.979366065886527 |
103 | 0.045042385166465 | 0.0900847703329299 | 0.954957614833535 |
104 | 0.121333962088823 | 0.242667924177646 | 0.878666037911177 |
105 | 0.320910137502184 | 0.641820275004369 | 0.679089862497816 |
106 | 0.273557156822902 | 0.547114313645803 | 0.726442843177098 |
107 | 0.232896465549358 | 0.465792931098717 | 0.767103534450641 |
108 | 0.19870146106996 | 0.39740292213992 | 0.80129853893004 |
109 | 0.251577337674793 | 0.503154675349587 | 0.748422662325207 |
110 | 0.266120148562807 | 0.532240297125614 | 0.733879851437193 |
111 | 0.384398546605598 | 0.768797093211196 | 0.615601453394402 |
112 | 0.493424786791488 | 0.986849573582977 | 0.506575213208512 |
113 | 0.554325717737469 | 0.891348564525061 | 0.445674282262531 |
114 | 0.787560239573279 | 0.424879520853442 | 0.212439760426721 |
115 | 0.823255490619436 | 0.353489018761128 | 0.176744509380564 |
116 | 0.878006113234678 | 0.243987773530644 | 0.121993886765322 |
117 | 0.958489524756021 | 0.0830209504879574 | 0.0415104752439787 |
118 | 0.97775276951179 | 0.0444944609764205 | 0.0222472304882102 |
119 | 0.968135883596209 | 0.0637282328075828 | 0.0318641164037914 |
120 | 0.956875461387336 | 0.0862490772253274 | 0.0431245386126637 |
121 | 0.942670190118318 | 0.114659619763364 | 0.0573298098816819 |
122 | 0.918464592597931 | 0.163070814804139 | 0.0815354074020694 |
123 | 0.886257998717252 | 0.227484002565495 | 0.113742001282748 |
124 | 0.877461994526938 | 0.245076010946124 | 0.122538005473062 |
125 | 0.831126498495759 | 0.337747003008481 | 0.168873501504241 |
126 | 0.888855640843487 | 0.222288718313025 | 0.111144359156513 |
127 | 0.882878471779914 | 0.234243056440172 | 0.117121528220086 |
128 | 0.877848628197274 | 0.244302743605451 | 0.122151371802726 |
129 | 0.858412774131913 | 0.283174451736174 | 0.141587225868087 |
130 | 0.941685273438707 | 0.116629453122586 | 0.0583147265612932 |
131 | 0.891173743323433 | 0.217652513353133 | 0.108826256676567 |
132 | 0.858294254825502 | 0.283411490348996 | 0.141705745174498 |
133 | 0.922797042217372 | 0.154405915565255 | 0.0772029577826277 |
134 | 0.824287319613511 | 0.351425360772978 | 0.175712680386489 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 70 | 0.555555555555556 | NOK |
5% type I error level | 79 | 0.626984126984127 | NOK |
10% type I error level | 87 | 0.69047619047619 | NOK |