Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 9330.58695652173 + 107.620600414074M1[t] -635.532091097308M2[t] -287.827639751553M3[t] + 8.74534161490695M4[t] -879.764492753623M5[t] + 75.725672877847M6[t] -309.617494824017M7[t] -141.293995859213M8[t] -196.97049689441M9[t] + 367.186335403727M10[t] + 234.50983436853M11[t] + 11.0098343685301t + 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) | 9330.58695652173 | 136.432397 | 68.3898 | 0 | 0 |
M1 | 107.620600414074 | 162.984839 | 0.6603 | 0.5115 | 0.25575 |
M2 | -635.532091097308 | 162.916845 | -3.901 | 0.000238 | 0.000119 |
M3 | -287.827639751553 | 162.863941 | -1.7673 | 0.082101 | 0.04105 |
M4 | 8.74534161490695 | 169.407011 | 0.0516 | 0.958995 | 0.479497 |
M5 | -879.764492753623 | 169.297972 | -5.1965 | 2e-06 | 1e-06 |
M6 | 75.725672877847 | 169.203414 | 0.4475 | 0.656043 | 0.328022 |
M7 | -309.617494824017 | 169.123363 | -1.8307 | 0.071949 | 0.035975 |
M8 | -141.293995859213 | 169.057838 | -0.8358 | 0.406492 | 0.203246 |
M9 | -196.97049689441 | 169.006856 | -1.1655 | 0.248298 | 0.124149 |
M10 | 367.186335403727 | 168.970432 | 2.1731 | 0.033604 | 0.016802 |
M11 | 234.50983436853 | 168.948573 | 1.3881 | 0.170088 | 0.085044 |
t | 11.0098343685301 | 1.569122 | 7.0166 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.846483642463992 |
R-squared | 0.716534556959107 |
Adjusted R-squared | 0.66167027766087 |
F-TEST (value) | 13.0601288511253 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 62 |
p-value | 8.07798272717264e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 292.614891203775 |
Sum Squared Residuals | 5308655.42236023 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9700 | 9449.21739130438 | 250.782608695625 |
2 | 9081 | 8717.07453416149 | 363.925465838511 |
3 | 9084 | 9075.78881987578 | 8.21118012422472 |
4 | 9743 | 9383.37163561077 | 359.628364389235 |
5 | 8587 | 8505.87163561077 | 81.1283643892347 |
6 | 9731 | 9472.37163561077 | 258.628364389235 |
7 | 9563 | 9098.03830227743 | 464.961697722568 |
8 | 9998 | 9277.37163561077 | 720.628364389235 |
9 | 9437 | 9232.7049689441 | 204.295031055902 |
10 | 10038 | 9807.87163561077 | 230.128364389235 |
11 | 9918 | 9686.2049689441 | 231.795031055902 |
12 | 9252 | 9462.7049689441 | -210.704968944098 |
13 | 9737 | 9581.3354037267 | 155.664596273298 |
14 | 9035 | 8849.19254658385 | 185.80745341615 |
15 | 9133 | 9207.90683229814 | -74.9068322981358 |
16 | 9487 | 9515.48964803313 | -28.4896480331257 |
17 | 8700 | 8637.98964803313 | 62.0103519668744 |
18 | 9627 | 9604.48964803313 | 22.5103519668742 |
19 | 8947 | 9230.15631469979 | -283.156314699792 |
20 | 9283 | 9409.48964803313 | -126.489648033126 |
21 | 8829 | 9364.82298136646 | -535.822981366459 |
22 | 9947 | 9939.98964803313 | 7.01035196687426 |
23 | 9628 | 9818.32298136646 | -190.322981366459 |
24 | 9318 | 9594.82298136646 | -276.822981366459 |
25 | 9605 | 9713.45341614906 | -108.453416149063 |
26 | 8640 | 8981.31055900621 | -341.310559006211 |
27 | 9214 | 9340.0248447205 | -126.024844720497 |
28 | 9567 | 9647.60766045549 | -80.6076604554863 |
29 | 8547 | 8770.10766045549 | -223.107660455486 |
30 | 9185 | 9736.60766045549 | -551.607660455487 |
31 | 9470 | 9362.27432712215 | 107.725672877847 |
32 | 9123 | 9541.60766045549 | -418.607660455486 |
33 | 9278 | 9496.94099378882 | -218.94099378882 |
34 | 10170 | 10072.1076604555 | 97.8923395445137 |
35 | 9434 | 9950.44099378882 | -516.44099378882 |
36 | 9655 | 9726.94099378882 | -71.9409937888198 |
37 | 9429 | 9845.57142857142 | -416.571428571424 |
38 | 8739 | 9113.42857142857 | -374.428571428572 |
39 | 9552 | 9472.14285714286 | 79.8571428571429 |
40 | 9687 | 9779.72567287785 | -92.725672877847 |
41 | 9019 | 8902.22567287785 | 116.774327122153 |
42 | 9672 | 9868.72567287785 | -196.725672877847 |
43 | 9206 | 9494.39233954451 | -288.392339544514 |
44 | 9069 | 9673.72567287785 | -604.725672877847 |
45 | 9788 | 9629.05900621118 | 158.94099378882 |
46 | 10312 | 10204.2256728778 | 107.774327122153 |
47 | 10105 | 10082.5590062112 | 22.4409937888196 |
48 | 9863 | 9859.05900621118 | 3.94099378881956 |
49 | 9656 | 9977.68944099378 | -321.689440993784 |
50 | 9295 | 9245.54658385093 | 49.4534161490679 |
51 | 9946 | 9604.26086956522 | 341.739130434782 |
52 | 9701 | 9911.84368530021 | -210.843685300208 |
53 | 9049 | 9034.34368530021 | 14.6563146997923 |
54 | 10190 | 10000.8436853002 | 189.156314699792 |
55 | 9706 | 9626.51035196687 | 79.4896480331257 |
56 | 9765 | 9805.84368530021 | -40.8436853002077 |
57 | 9893 | 9761.17701863354 | 131.822981366459 |
58 | 9994 | 10336.3436853002 | -342.343685300208 |
59 | 10433 | 10214.6770186335 | 218.322981366459 |
60 | 10073 | 9991.17701863354 | 81.8229813664589 |
61 | 10112 | 10109.8074534161 | 2.19254658385491 |
62 | 9266 | 9377.66459627329 | -111.664596273293 |
63 | 9820 | 9736.37888198758 | 83.6211180124216 |
64 | 10097 | 10043.9616977226 | 53.0383022774317 |
65 | 9115 | 9166.46169772257 | -51.4616977225684 |
66 | 10411 | 10132.9616977226 | 278.038302277432 |
67 | 9678 | 9758.62836438923 | -80.6283643892349 |
68 | 10408 | 9937.96169772257 | 470.038302277432 |
69 | 10153 | 9893.2950310559 | 259.704968944098 |
70 | 10368 | 10468.4616977226 | -100.461697722568 |
71 | 10581 | 10346.7950310559 | 234.204968944098 |
72 | 10597 | 10123.2950310559 | 473.704968944098 |
73 | 10680 | 10241.9254658385 | 438.074534161494 |
74 | 9738 | 9509.78260869565 | 228.217391304347 |
75 | 9556 | 9868.49689440994 | -312.496894409939 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.0857950324780306 | 0.171590064956061 | 0.914204967521969 |
17 | 0.0524991423628497 | 0.104998284725699 | 0.94750085763715 |
18 | 0.0231043965667466 | 0.0462087931334932 | 0.976895603433253 |
19 | 0.23149521021977 | 0.462990420439541 | 0.76850478978023 |
20 | 0.455792536295223 | 0.911585072590445 | 0.544207463704777 |
21 | 0.504624854768491 | 0.990750290463019 | 0.495375145231509 |
22 | 0.437677666203558 | 0.875355332407116 | 0.562322333796442 |
23 | 0.340351871668434 | 0.680703743336867 | 0.659648128331566 |
24 | 0.310855860227999 | 0.621711720455998 | 0.689144139772001 |
25 | 0.267236336881097 | 0.534472673762194 | 0.732763663118903 |
26 | 0.20684988325679 | 0.413699766513581 | 0.79315011674321 |
27 | 0.239916252646908 | 0.479832505293815 | 0.760083747353092 |
28 | 0.20563145471016 | 0.411262909420321 | 0.79436854528984 |
29 | 0.153268958573314 | 0.306537917146628 | 0.846731041426686 |
30 | 0.173008461432077 | 0.346016922864153 | 0.826991538567924 |
31 | 0.268002998181083 | 0.536005996362167 | 0.731997001818917 |
32 | 0.261416420975538 | 0.522832841951075 | 0.738583579024462 |
33 | 0.26845891603342 | 0.536917832066839 | 0.73154108396658 |
34 | 0.342995129165931 | 0.685990258331863 | 0.657004870834069 |
35 | 0.358773674727471 | 0.717547349454941 | 0.641226325272529 |
36 | 0.431905718587355 | 0.86381143717471 | 0.568094281412645 |
37 | 0.380362945006805 | 0.76072589001361 | 0.619637054993195 |
38 | 0.329100876838707 | 0.658201753677414 | 0.670899123161293 |
39 | 0.450505003315906 | 0.901010006631812 | 0.549494996684094 |
40 | 0.403190199995986 | 0.806380399991972 | 0.596809800004014 |
41 | 0.485094127735023 | 0.970188255470047 | 0.514905872264977 |
42 | 0.454317102071593 | 0.908634204143186 | 0.545682897928407 |
43 | 0.380756271864443 | 0.761512543728886 | 0.619243728135557 |
44 | 0.606126854145477 | 0.787746291709047 | 0.393873145854523 |
45 | 0.674996769060583 | 0.650006461878834 | 0.325003230939417 |
46 | 0.752290768263355 | 0.495418463473291 | 0.247709231736645 |
47 | 0.728811920081672 | 0.542376159836656 | 0.271188079918328 |
48 | 0.704138728110715 | 0.59172254377857 | 0.295861271889285 |
49 | 0.747126825580549 | 0.505746348838903 | 0.252873174419451 |
50 | 0.699421991351507 | 0.601156017296987 | 0.300578008648493 |
51 | 0.916224561685616 | 0.167550876628769 | 0.0837754383143844 |
52 | 0.872687059430543 | 0.254625881138914 | 0.127312940569457 |
53 | 0.8375866932 | 0.324826613599999 | 0.1624133068 |
54 | 0.791320712635806 | 0.417358574728388 | 0.208679287364194 |
55 | 0.789483857956299 | 0.421032284087401 | 0.210516142043701 |
56 | 0.775925335602775 | 0.448149328794451 | 0.224074664397225 |
57 | 0.673058641197513 | 0.653882717604974 | 0.326941358802487 |
58 | 0.539452308814348 | 0.921095382371303 | 0.460547691185652 |
59 | 0.416110442244624 | 0.832220884489249 | 0.583889557755376 |
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 | 1 | 0.0227272727272727 | OK |
10% type I error level | 1 | 0.0227272727272727 | OK |