| Multiple Linear Regression - Estimated Regression Equation |
| i[t] = + 23773.76439707 -0.0209239116112628w[t] + 1.9590546518839f[t] + 0.236538405727251s[t] -199.865165374833c[t] + 0.00238681589629259b[t] + 0.000371803972631377h[t] -11.9475643654165t + 0.0995683309043856c_t[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) | 23773.76439707 | 4449.54777 | 5.343 | 0 | 0 |
| w | -0.0209239116112628 | 0.009077 | -2.3052 | 0.02269 | 0.011345 |
| f | 1.9590546518839 | 0.171931 | 11.3944 | 0 | 0 |
| s | 0.236538405727251 | 0.109122 | 2.1677 | 0.031952 | 0.015976 |
| c | -199.865165374833 | 44.90775 | -4.4506 | 1.8e-05 | 9e-06 |
| b | 0.00238681589629259 | 0.000308 | 7.7573 | 0 | 0 |
| h | 0.000371803972631377 | 0.000455 | 0.818 | 0.414799 | 0.2074 |
| t | -11.9475643654165 | 2.220275 | -5.3811 | 0 | 0 |
| c_t | 0.0995683309043856 | 0.022273 | 4.4703 | 1.6e-05 | 8e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.897669391820704 |
| R-squared | 0.805810337011753 |
| Adjusted R-squared | 0.794216924296037 |
| F-TEST (value) | 69.5058786201395 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 134 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.40040393526871 |
| Sum Squared Residuals | 1549.40808768078 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14 | 13.2148896558508 | 0.78511034414919 |
| 2 | 14 | 12.6829283993765 | 1.3170716006235 |
| 3 | 15 | 12.9561514326281 | 2.04384856737194 |
| 4 | 13 | 11.8714663870123 | 1.1285336129877 |
| 5 | 8 | 11.6738793584976 | -3.67387935849764 |
| 6 | 7 | 7.96492955313435 | -0.964929553134352 |
| 7 | 3 | 4.31847600627082 | -1.31847600627082 |
| 8 | 3 | 0.642638733353001 | 2.357361266647 |
| 9 | 4 | 2.46008655620694 | 1.53991344379306 |
| 10 | 4 | 6.36108304587449 | -2.36108304587449 |
| 11 | 0 | 0.0292803930221151 | -0.0292803930221151 |
| 12 | -4 | -2.63049293934712 | -1.36950706065288 |
| 13 | -14 | -10.2408673755328 | -3.75913262446724 |
| 14 | -18 | -8.0513097019627 | -9.9486902980373 |
| 15 | -8 | -7.84674087078365 | -0.153259129216347 |
| 16 | -1 | -0.972371599328174 | -0.027628400671826 |
| 17 | 1 | 0.978339954607059 | 0.0216600453929405 |
| 18 | 2 | -0.915785007653036 | 2.91578500765304 |
| 19 | 0 | -1.03223156278957 | 1.03223156278957 |
| 20 | 1 | -1.84315081341784 | 2.84315081341784 |
| 21 | 0 | -2.62002012727355 | 2.62002012727355 |
| 22 | -1 | 3.18196698266572 | -4.18196698266572 |
| 23 | -3 | -4.83210880384931 | 1.83210880384931 |
| 24 | -3 | -4.72166263881539 | 1.72166263881539 |
| 25 | -3 | -3.46256534847186 | 0.462565348471863 |
| 26 | -4 | -5.8991772553265 | 1.8991772553265 |
| 27 | -8 | -6.49345535529084 | -1.50654464470916 |
| 28 | -9 | -6.44345759661827 | -2.55654240338173 |
| 29 | -13 | -14.2406640601259 | 1.24066406012594 |
| 30 | -18 | -19.5832097128653 | 1.58320971286528 |
| 31 | -11 | -11.4509260256707 | 0.450926025670673 |
| 32 | -9 | -9.84538706634503 | 0.845387066345034 |
| 33 | -10 | -11.2444296069076 | 1.24442960690755 |
| 34 | -13 | -12.3463979392966 | -0.653602060703422 |
| 35 | -11 | -16.6630453511705 | 5.66304535117045 |
| 36 | -5 | -9.60019711855474 | 4.60019711855474 |
| 37 | -15 | -11.9355367340941 | -3.06446326590587 |
| 38 | -6 | -7.27506349543616 | 1.27506349543616 |
| 39 | -6 | -5.89248807340762 | -0.107511926592378 |
| 40 | -3 | -6.12786804224195 | 3.12786804224195 |
| 41 | -1 | -5.6263528662157 | 4.6263528662157 |
| 42 | -3 | -6.27595073120276 | 3.27595073120276 |
| 43 | -4 | -3.45502002098428 | -0.544979979015724 |
| 44 | -6 | -5.4387362890235 | -0.561263710976504 |
| 45 | 0 | -2.86005278086365 | 2.86005278086365 |
| 46 | -4 | -2.95252574688236 | -1.04747425311764 |
| 47 | -2 | -3.281244466259 | 1.281244466259 |
| 48 | -2 | -4.37272962575643 | 2.37272962575643 |
| 49 | -6 | 0.454321938401292 | -6.45432193840129 |
| 50 | -7 | -5.88006336182281 | -1.11993663817719 |
| 51 | -6 | -2.99169940585881 | -3.00830059414119 |
| 52 | -6 | -2.55178443262607 | -3.44821556737393 |
| 53 | -3 | -1.82712468230033 | -1.17287531769967 |
| 54 | -2 | -4.49083995605361 | 2.49083995605361 |
| 55 | -5 | -7.66440204144702 | 2.66440204144702 |
| 56 | -11 | -10.7550336933112 | -0.244966306688804 |
| 57 | -11 | -8.31831818470051 | -2.68168181529949 |
| 58 | -11 | -7.37646530590869 | -3.62353469409131 |
| 59 | -10 | -11.706689279912 | 1.70668927991204 |
| 60 | -14 | -16.25101675089 | 2.25101675088999 |
| 61 | -8 | -6.88885747430228 | -1.11114252569772 |
| 62 | -9 | -7.64860728268537 | -1.35139271731463 |
| 63 | -5 | -3.70653833643108 | -1.29346166356892 |
| 64 | -1 | -1.18570782700154 | 0.18570782700154 |
| 65 | -2 | -2.14985434023176 | 0.149854340231758 |
| 66 | -5 | -4.25423966658496 | -0.745760333415038 |
| 67 | -4 | -2.2542680749468 | -1.7457319250532 |
| 68 | -6 | -6.5666921434992 | 0.566692143499198 |
| 69 | -2 | -1.67124612998777 | -0.328753870012228 |
| 70 | -2 | -0.807780783402777 | -1.19221921659722 |
| 71 | -2 | -3.4139811180949 | 1.4139811180949 |
| 72 | -2 | -6.47894944799429 | 4.47894944799429 |
| 73 | 2 | 1.34409460318276 | 0.655905396817243 |
| 74 | 1 | 0.7715648718177 | 0.2284351281823 |
| 75 | -8 | -2.05094359864606 | -5.94905640135394 |
| 76 | -1 | 1.97212566503566 | -2.97212566503566 |
| 77 | 1 | 0.938328189669422 | 0.0616718103305777 |
| 78 | -1 | -0.961543642571265 | -0.0384563574287346 |
| 79 | 2 | 1.59177717364503 | 0.408222826354966 |
| 80 | 2 | 3.53997963450434 | -1.53997963450434 |
| 81 | 1 | 1.64431213078502 | -0.644312130785019 |
| 82 | -1 | -0.329123778287979 | -0.670876221712021 |
| 83 | -2 | -3.72657969937745 | 1.72657969937745 |
| 84 | -2 | -1.75287942887491 | -0.247120571125087 |
| 85 | -1 | -1.81554867336858 | 0.815548673368583 |
| 86 | -8 | -9.54592841808662 | 1.54592841808663 |
| 87 | -4 | -6.9203936800548 | 2.9203936800548 |
| 88 | -6 | -11.9452368768598 | 5.94523687685983 |
| 89 | -3 | -5.67587953952246 | 2.67587953952246 |
| 90 | -3 | -11.6591686769162 | 8.65916867691623 |
| 91 | -7 | -10.5282064660622 | 3.52820646606221 |
| 92 | -9 | -9.01715291193197 | 0.0171529119319727 |
| 93 | -11 | -16.8645944180396 | 5.86459441803962 |
| 94 | -13 | -12.2868282571527 | -0.713171742847335 |
| 95 | -11 | -10.3212358088656 | -0.678764191134436 |
| 96 | -9 | -4.48318768964229 | -4.51681231035771 |
| 97 | -17 | -16.2747564384509 | -0.725243561549104 |
| 98 | -22 | -15.1312718578489 | -6.86872814215111 |
| 99 | -25 | -17.0155360115571 | -7.98446398844289 |
| 100 | -20 | -13.6422139504095 | -6.35778604959047 |
| 101 | -24 | -15.8075468536387 | -8.19245314636133 |
| 102 | -24 | -20.322277499678 | -3.67772250032199 |
| 103 | -22 | -18.8217849848731 | -3.17821501512693 |
| 104 | -19 | -14.5487854750357 | -4.45121452496428 |
| 105 | -18 | -13.0073023227688 | -4.99269767723115 |
| 106 | -17 | -19.3323775817268 | 2.3323775817268 |
| 107 | -11 | -14.0018838583621 | 3.0018838583621 |
| 108 | -11 | -13.6760864489111 | 2.67608644891114 |
| 109 | -12 | -7.54352656652768 | -4.45647343347232 |
| 110 | -10 | -7.57613373284204 | -2.42386626715796 |
| 111 | -15 | -11.4365997011871 | -3.56340029881295 |
| 112 | -15 | -11.0454262408388 | -3.9545737591612 |
| 113 | -15 | -12.6758375798714 | -2.3241624201286 |
| 114 | -13 | -8.13440154000935 | -4.86559845999065 |
| 115 | -8 | -8.75275831174957 | 0.752758311749567 |
| 116 | -13 | -13.7895828680538 | 0.78958286805381 |
| 117 | -9 | -8.51784293641245 | -0.482157063587552 |
| 118 | -7 | -10.4917982269554 | 3.49179822695541 |
| 119 | -4 | -8.83121472100588 | 4.83121472100588 |
| 120 | -4 | -8.12822059109872 | 4.12822059109872 |
| 121 | -2 | -2.24316851612089 | 0.243168516120886 |
| 122 | 0 | -4.19559934315179 | 4.19559934315179 |
| 123 | -2 | -7.89305884019494 | 5.89305884019494 |
| 124 | -3 | -8.02437925081446 | 5.02437925081446 |
| 125 | 1 | -0.94515200500386 | 1.94515200500386 |
| 126 | -2 | -11.3271371463473 | 9.32713714634725 |
| 127 | -1 | -5.32943783344803 | 4.32943783344803 |
| 128 | 1 | -3.3014615417005 | 4.3014615417005 |
| 129 | -3 | -6.48390647346268 | 3.48390647346268 |
| 130 | -4 | -9.36745923279127 | 5.36745923279127 |
| 131 | -9 | -9.46758035243059 | 0.467580352430589 |
| 132 | -9 | -7.23150851200271 | -1.76849148799729 |
| 133 | -7 | -2.37597902516822 | -4.62402097483178 |
| 134 | -14 | -8.62169094952703 | -5.37830905047298 |
| 135 | -12 | -15.581117489793 | 3.58111748979296 |
| 136 | -16 | -17.1834998542872 | 1.18349985428717 |
| 137 | -20 | -16.9921115728573 | -3.00788842714269 |
| 138 | -12 | -13.0694056813078 | 1.06940568130777 |
| 139 | -12 | -10.2442830411739 | -1.75571695882608 |
| 140 | -10 | -9.07992163433123 | -0.920078365668768 |
| 141 | -10 | -5.16353499900298 | -4.83646500099702 |
| 142 | -13 | -10.3945125555264 | -2.60548744447363 |
| 143 | -16 | -12.3737344812655 | -3.62626551873453 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 0.085806784219156 | 0.171613568438312 | 0.914193215780844 |
| 13 | 0.0609376528718677 | 0.121875305743735 | 0.939062347128132 |
| 14 | 0.173536950586689 | 0.347073901173379 | 0.826463049413311 |
| 15 | 0.243114062537636 | 0.486228125075272 | 0.756885937462364 |
| 16 | 0.51710627869257 | 0.965787442614861 | 0.482893721307431 |
| 17 | 0.474060479877281 | 0.948120959754561 | 0.525939520122719 |
| 18 | 0.398135187985124 | 0.796270375970248 | 0.601864812014876 |
| 19 | 0.305953750611686 | 0.611907501223371 | 0.694046249388314 |
| 20 | 0.229116219055073 | 0.458232438110146 | 0.770883780944927 |
| 21 | 0.169227038775293 | 0.338454077550586 | 0.830772961224707 |
| 22 | 0.166823867087047 | 0.333647734174094 | 0.833176132912953 |
| 23 | 0.132490035963587 | 0.264980071927174 | 0.867509964036413 |
| 24 | 0.112720452576401 | 0.225440905152802 | 0.887279547423599 |
| 25 | 0.0794265406735516 | 0.158853081347103 | 0.920573459326448 |
| 26 | 0.0601913145065747 | 0.120382629013149 | 0.939808685493425 |
| 27 | 0.0626497455341472 | 0.125299491068294 | 0.937350254465853 |
| 28 | 0.0457440502885122 | 0.0914881005770244 | 0.954255949711488 |
| 29 | 0.038589257363115 | 0.0771785147262299 | 0.961410742636885 |
| 30 | 0.0261269511169988 | 0.0522539022339976 | 0.973873048883001 |
| 31 | 0.0270929175044609 | 0.0541858350089217 | 0.972907082495539 |
| 32 | 0.0202799007748077 | 0.0405598015496154 | 0.979720099225192 |
| 33 | 0.0138656361020301 | 0.0277312722040601 | 0.98613436389797 |
| 34 | 0.00918852573780343 | 0.0183770514756069 | 0.990811474262197 |
| 35 | 0.0103165385385033 | 0.0206330770770066 | 0.989683461461497 |
| 36 | 0.0074859842168714 | 0.0149719684337428 | 0.992514015783129 |
| 37 | 0.0158655926997253 | 0.0317311853994505 | 0.984134407300275 |
| 38 | 0.0125824806516741 | 0.0251649613033482 | 0.987417519348326 |
| 39 | 0.0143165040925074 | 0.0286330081850148 | 0.985683495907493 |
| 40 | 0.0118226350365929 | 0.0236452700731858 | 0.988177364963407 |
| 41 | 0.0110138853354284 | 0.0220277706708568 | 0.988986114664572 |
| 42 | 0.0103489313707843 | 0.0206978627415685 | 0.989651068629216 |
| 43 | 0.0142858639869826 | 0.0285717279739651 | 0.985714136013017 |
| 44 | 0.0124497970505988 | 0.0248995941011976 | 0.987550202949401 |
| 45 | 0.0111196982061165 | 0.0222393964122329 | 0.988880301793884 |
| 46 | 0.00772638021817986 | 0.0154527604363597 | 0.99227361978182 |
| 47 | 0.00638896481230166 | 0.0127779296246033 | 0.993611035187698 |
| 48 | 0.00525807775823596 | 0.0105161555164719 | 0.994741922241764 |
| 49 | 0.015606296205375 | 0.0312125924107499 | 0.984393703794625 |
| 50 | 0.0109776527258257 | 0.0219553054516514 | 0.989022347274174 |
| 51 | 0.0085641742464782 | 0.0171283484929564 | 0.991435825753522 |
| 52 | 0.00731509355135487 | 0.0146301871027097 | 0.992684906448645 |
| 53 | 0.00618515008911974 | 0.0123703001782395 | 0.99381484991088 |
| 54 | 0.00517784210164918 | 0.0103556842032984 | 0.994822157898351 |
| 55 | 0.00469765583303292 | 0.00939531166606583 | 0.995302344166967 |
| 56 | 0.00350717460081703 | 0.00701434920163407 | 0.996492825399183 |
| 57 | 0.00387349693285054 | 0.00774699386570108 | 0.996126503067149 |
| 58 | 0.00286242077905109 | 0.00572484155810218 | 0.997137579220949 |
| 59 | 0.00211175200099112 | 0.00422350400198225 | 0.997888247999009 |
| 60 | 0.00204765917797013 | 0.00409531835594026 | 0.99795234082203 |
| 61 | 0.00135595055053749 | 0.00271190110107497 | 0.998644049449463 |
| 62 | 0.00093065685742776 | 0.00186131371485552 | 0.999069343142572 |
| 63 | 0.000802260937918471 | 0.00160452187583694 | 0.999197739062082 |
| 64 | 0.000534050330438146 | 0.00106810066087629 | 0.999465949669562 |
| 65 | 0.000411586953083281 | 0.000823173906166561 | 0.999588413046917 |
| 66 | 0.000304363396536933 | 0.000608726793073866 | 0.999695636603463 |
| 67 | 0.000196768418111894 | 0.000393536836223788 | 0.999803231581888 |
| 68 | 0.00015302610993846 | 0.00030605221987692 | 0.999846973890061 |
| 69 | 0.000101903123999919 | 0.000203806247999838 | 0.999898096876 |
| 70 | 6.62922730710258e-05 | 0.000132584546142052 | 0.999933707726929 |
| 71 | 5.10222210292054e-05 | 0.000102044442058411 | 0.999948977778971 |
| 72 | 0.00015585607507595 | 0.0003117121501519 | 0.999844143924924 |
| 73 | 0.000129177035861102 | 0.000258354071722205 | 0.999870822964139 |
| 74 | 0.000105307406570283 | 0.000210614813140566 | 0.99989469259343 |
| 75 | 0.000119872395662021 | 0.000239744791324041 | 0.999880127604338 |
| 76 | 8.28298058386992e-05 | 0.000165659611677398 | 0.999917170194161 |
| 77 | 5.07721194290908e-05 | 0.000101544238858182 | 0.999949227880571 |
| 78 | 3.13251041210864e-05 | 6.26502082421728e-05 | 0.999968674895879 |
| 79 | 2.31660251220388e-05 | 4.63320502440776e-05 | 0.999976833974878 |
| 80 | 1.35380166627405e-05 | 2.70760333254811e-05 | 0.999986461983337 |
| 81 | 8.38469330998443e-06 | 1.67693866199689e-05 | 0.99999161530669 |
| 82 | 7.33797241471842e-06 | 1.46759448294368e-05 | 0.999992662027585 |
| 83 | 6.04933899353886e-06 | 1.20986779870777e-05 | 0.999993950661006 |
| 84 | 3.464665398911e-06 | 6.929330797822e-06 | 0.999996535334601 |
| 85 | 2.57149504029102e-06 | 5.14299008058204e-06 | 0.99999742850496 |
| 86 | 1.72105791024022e-06 | 3.44211582048043e-06 | 0.99999827894209 |
| 87 | 2.26343558158058e-06 | 4.52687116316116e-06 | 0.999997736564418 |
| 88 | 8.73868119680953e-06 | 1.74773623936191e-05 | 0.999991261318803 |
| 89 | 1.01951926380952e-05 | 2.03903852761904e-05 | 0.999989804807362 |
| 90 | 0.00022322918529675 | 0.000446458370593501 | 0.999776770814703 |
| 91 | 0.000771634007335793 | 0.00154326801467159 | 0.999228365992664 |
| 92 | 0.00139368620423246 | 0.00278737240846492 | 0.998606313795768 |
| 93 | 0.00229216633434883 | 0.00458433266869765 | 0.997707833665651 |
| 94 | 0.00329768269527686 | 0.00659536539055371 | 0.996702317304723 |
| 95 | 0.00637833009856092 | 0.0127566601971218 | 0.993621669901439 |
| 96 | 0.011838698198969 | 0.023677396397938 | 0.988161301801031 |
| 97 | 0.012239831044436 | 0.024479662088872 | 0.987760168955564 |
| 98 | 0.0290066250568815 | 0.058013250113763 | 0.970993374943118 |
| 99 | 0.0545844722458802 | 0.10916894449176 | 0.94541552775412 |
| 100 | 0.0713625971979978 | 0.142725194395996 | 0.928637402802002 |
| 101 | 0.166470841621313 | 0.332941683242625 | 0.833529158378687 |
| 102 | 0.195071582379884 | 0.390143164759769 | 0.804928417620116 |
| 103 | 0.173140945256008 | 0.346281890512016 | 0.826859054743992 |
| 104 | 0.157987688005436 | 0.315975376010872 | 0.842012311994564 |
| 105 | 0.164772878349081 | 0.329545756698161 | 0.835227121650919 |
| 106 | 0.171442254110215 | 0.342884508220431 | 0.828557745889785 |
| 107 | 0.251603065300927 | 0.503206130601855 | 0.748396934699073 |
| 108 | 0.405716994806377 | 0.811433989612753 | 0.594283005193623 |
| 109 | 0.352986575788042 | 0.705973151576084 | 0.647013424211958 |
| 110 | 0.301438154236282 | 0.602876308472563 | 0.698561845763718 |
| 111 | 0.250086828056501 | 0.500173656113002 | 0.749913171943499 |
| 112 | 0.245506240445065 | 0.491012480890131 | 0.754493759554935 |
| 113 | 0.243151061445717 | 0.486302122891433 | 0.756848938554283 |
| 114 | 0.342414757011748 | 0.684829514023497 | 0.657585242988252 |
| 115 | 0.307915473116999 | 0.615830946233999 | 0.692084526883001 |
| 116 | 0.317070974051857 | 0.634141948103715 | 0.682929025948143 |
| 117 | 0.638041622069496 | 0.723916755861007 | 0.361958377930504 |
| 118 | 0.69001519293012 | 0.61996961413976 | 0.30998480706988 |
| 119 | 0.657370636216214 | 0.685258727567572 | 0.342629363783786 |
| 120 | 0.599926561058298 | 0.800146877883404 | 0.400073438941702 |
| 121 | 0.552418028362978 | 0.895163943274043 | 0.447581971637022 |
| 122 | 0.509683132073478 | 0.980633735853043 | 0.490316867926522 |
| 123 | 0.701934527958009 | 0.596130944083982 | 0.298065472041991 |
| 124 | 0.82812245789681 | 0.343755084206379 | 0.171877542103189 |
| 125 | 0.913369134785914 | 0.173261730428171 | 0.0866308652140857 |
| 126 | 0.877551243137828 | 0.244897513724344 | 0.122448756862172 |
| 127 | 0.830938349973677 | 0.338123300052646 | 0.169061650026323 |
| 128 | 0.744183629663184 | 0.511632740673632 | 0.255816370336816 |
| 129 | 0.705362930658471 | 0.589274138683058 | 0.294637069341529 |
| 130 | 0.581080379761514 | 0.837839240476971 | 0.418919620238486 |
| 131 | 0.629406416183417 | 0.741187167633166 | 0.370593583816583 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 40 | 0.333333333333333 | NOK |
| 5% type I error level | 66 | 0.55 | NOK |
| 10% type I error level | 71 | 0.591666666666667 | NOK |
