| Multiple Linear Regression - Estimated Regression Equation |
| autoprod[t] = + 35.7573039309252 -8.98791834332252crisis[t] + 0.347101915345739autoprod1[t] + 0.372187267732638`autoprod2 `[t] + 12.6743252271334M1[t] -14.5074404099936M2[t] -15.4590446081435M3[t] + 12.4393559876213M4[t] -39.7731547715001M5[t] -33.8408857027352M6[t] + 29.3437475247696M7[t] + 13.1734504311751M8[t] -10.0699472818691M9[t] -24.5358224404104M10[t] -10.2267828010560M11[t] + 0.0667958759252148t + 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) | 35.7573039309252 | 10.200119 | 3.5056 | 0.000723 | 0.000361 |
| crisis | -8.98791834332252 | 4.237576 | -2.121 | 0.036767 | 0.018383 |
| autoprod1 | 0.347101915345739 | 0.098075 | 3.5391 | 0.000647 | 0.000323 |
| `autoprod2 ` | 0.372187267732638 | 0.097093 | 3.8333 | 0.000238 | 0.000119 |
| M1 | 12.6743252271334 | 5.686969 | 2.2287 | 0.028414 | 0.014207 |
| M2 | -14.5074404099936 | 5.943831 | -2.4408 | 0.016684 | 0.008342 |
| M3 | -15.4590446081435 | 6.2038 | -2.4919 | 0.014604 | 0.007302 |
| M4 | 12.4393559876213 | 5.694242 | 2.1846 | 0.031611 | 0.015806 |
| M5 | -39.7731547715001 | 5.927418 | -6.71 | 0 | 0 |
| M6 | -33.8408857027352 | 7.189936 | -4.7067 | 9e-06 | 5e-06 |
| M7 | 29.3437475247696 | 6.026885 | 4.8688 | 5e-06 | 2e-06 |
| M8 | 13.1734504311751 | 6.794125 | 1.9389 | 0.055749 | 0.027875 |
| M9 | -10.0699472818691 | 6.21787 | -1.6195 | 0.108956 | 0.054478 |
| M10 | -24.5358224404104 | 6.152504 | -3.9879 | 0.000138 | 6.9e-05 |
| M11 | -10.2267828010560 | 6.164386 | -1.659 | 0.100715 | 0.050357 |
| t | 0.0667958759252148 | 0.056359 | 1.1852 | 0.239169 | 0.119585 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.880535870435265 |
| R-squared | 0.77534341912319 |
| Adjusted R-squared | 0.736609525868568 |
| F-TEST (value) | 20.0171827300284 |
| F-TEST (DF numerator) | 15 |
| F-TEST (DF denominator) | 87 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 11.6046182875216 |
| Sum Squared Residuals | 11716.0434071200 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 156.9 | 143.917178602006 | 12.9828213979938 |
| 2 | 109.1 | 126.796182743127 | -17.6961827431267 |
| 3 | 122.3 | 116.763648222028 | 5.5363517779715 |
| 4 | 123.9 | 131.520038578662 | -7.62003857866221 |
| 5 | 90.9 | 84.84255869409 | 6.05744130591002 |
| 6 | 77.9 | 79.982760060743 | -2.08276006074291 |
| 7 | 120.3 | 126.439684429501 | -6.13968442950131 |
| 8 | 118.9 | 120.214869941967 | -1.31486994196703 |
| 9 | 125.5 | 112.333065575228 | 13.1669344247722 |
| 10 | 98.9 | 99.703796759068 | -0.803796759068003 |
| 11 | 102.9 | 107.303157293186 | -4.40315729318625 |
| 12 | 105.9 | 109.084962309862 | -3.18496230986229 |
| 13 | 117.6 | 124.356138229889 | -6.75613822988865 |
| 14 | 113.6 | 102.41882268143 | 11.1811773185700 |
| 15 | 115.9 | 104.500197730294 | 11.3998022697059 |
| 16 | 118.9 | 131.774979536349 | -12.8749795363489 |
| 17 | 77.6 | 81.526601114975 | -3.92660111497494 |
| 18 | 81.2 | 74.306918759084 | 6.89308124091605 |
| 19 | 123.1 | 123.436580600401 | -0.336580600400741 |
| 20 | 136.6 | 123.216523799555 | 13.3834762004446 |
| 21 | 112.1 | 120.320444337601 | -8.22044433760137 |
| 22 | 95.1 | 102.441896243405 | -7.34189624340533 |
| 23 | 96.3 | 101.798411138358 | -5.4984111383577 |
| 24 | 105.7 | 106.181328562299 | -0.481328562298956 |
| 25 | 115.8 | 122.631832390887 | -6.83183239088665 |
| 26 | 105.7 | 102.521152291364 | 3.17884770863632 |
| 27 | 105.7 | 101.889706028247 | 3.81029397175337 |
| 28 | 111.1 | 126.095811095837 | -14.9958110958371 |
| 29 | 82.4 | 75.8244465555078 | 6.57555344449219 |
| 30 | 60 | 73.8714977755315 | -13.8714977755315 |
| 31 | 107.3 | 118.666069391290 | -11.3660693912903 |
| 32 | 99.3 | 110.643493972263 | -11.3434939722633 |
| 33 | 113.5 | 102.294534576132 | 11.2054654238678 |
| 34 | 108.9 | 89.8468043495645 | 19.0531956504355 |
| 35 | 100.2 | 107.911030256057 | -7.71103025605717 |
| 36 | 103.9 | 113.472760837960 | -9.57276083796033 |
| 37 | 138.7 | 124.260129798524 | 14.4398702014758 |
| 38 | 120.2 | 110.601399581965 | 9.59860041803507 |
| 39 | 100.2 | 116.247322742940 | -16.0473227429398 |
| 40 | 143.2 | 130.385016454661 | 12.8149835453386 |
| 41 | 70.9 | 85.7209385766791 | -14.8209385766791 |
| 42 | 85.2 | 82.6285875543758 | 2.57141244562424 |
| 43 | 133 | 123.934434590180 | 9.06556540981984 |
| 44 | 136.6 | 129.744682854614 | 6.85531714538609 |
| 45 | 117.9 | 125.608199310360 | -7.70819931035963 |
| 46 | 106.3 | 106.058188374616 | 0.241811625384228 |
| 47 | 122.3 | 109.447739765284 | 12.8522602347156 |
| 48 | 125.5 | 120.977576782099 | 4.52242321790112 |
| 49 | 148.4 | 140.784420297986 | 7.61557970201397 |
| 50 | 126.3 | 122.809083654946 | 3.49091634505382 |
| 51 | 99.6 | 122.776411434658 | -23.176411434658 |
| 52 | 140.4 | 133.248648149726 | 7.15135185027444 |
| 53 | 80.3 | 85.327291364174 | -5.02729136417404 |
| 54 | 92.6 | 85.6507717200769 | 6.94922827992308 |
| 55 | 138.5 | 130.803099591528 | 7.69690040847199 |
| 56 | 110.9 | 135.209479681340 | -24.3094796813396 |
| 57 | 119.6 | 119.536260569606 | 0.0637394303937566 |
| 58 | 105 | 97.8845993610773 | 7.1154006389227 |
| 59 | 109 | 110.430776141583 | -1.43077614158303 |
| 60 | 129.4 | 116.678828371051 | 12.7211716289493 |
| 61 | 148.6 | 137.989577618093 | 10.6104223819071 |
| 62 | 101.4 | 125.131584893275 | -23.7315848932752 |
| 63 | 134.8 | 115.009561707198 | 19.7904382928018 |
| 64 | 143.7 | 137.000723114455 | 6.69927688554452 |
| 65 | 81.6 | 100.375270020106 | -18.7752700201064 |
| 66 | 90.3 | 88.1317727046467 | 2.16822729535335 |
| 67 | 141.5 | 131.290159145388 | 10.2098408546122 |
| 68 | 140.7 | 136.196305222694 | 4.50369477730569 |
| 69 | 140.2 | 131.798009961210 | 8.40199003879024 |
| 70 | 100.2 | 116.927629906735 | -16.7276299067347 |
| 71 | 125.7 | 117.233295174318 | 8.4667048256816 |
| 72 | 119.6 | 121.490481983310 | -1.89048198331047 |
| 73 | 134.7 | 141.605056729942 | -6.90505672994231 |
| 74 | 109 | 117.460983557292 | -8.46098355729213 |
| 75 | 116.3 | 113.275683753445 | 3.02431624655525 |
| 76 | 146.9 | 134.20951142643 | 12.6904885735701 |
| 77 | 97.4 | 95.4020822072616 | 1.99791779273845 |
| 78 | 89.4 | 95.6085327349564 | -6.20853273495635 |
| 79 | 132.1 | 137.659876762855 | -5.55987676285493 |
| 80 | 139.8 | 133.400129188588 | 6.39987081141246 |
| 81 | 129 | 119.800690088492 | 9.19930991150816 |
| 82 | 112.5 | 104.518752081683 | 7.98124791831687 |
| 83 | 121.9 | 109.147783502246 | 12.7522164977545 |
| 84 | 121.7 | 116.563030265888 | 5.13696973411184 |
| 85 | 123.1 | 132.733291302564 | -9.6332913025644 |
| 86 | 131.6 | 106.029826769300 | 25.5701732306998 |
| 87 | 119.3 | 108.61644690234 | 10.6835530976601 |
| 88 | 132.5 | 135.475881591005 | -2.97588159100483 |
| 89 | 98.3 | 83.3340085972609 | 14.9659914027391 |
| 90 | 85.1 | 82.3750599711976 | 2.72494002880241 |
| 91 | 131.7 | 128.315939235608 | 3.38406076439232 |
| 92 | 129.3 | 123.474515338979 | 5.82548466102106 |
| 93 | 90.7 | 116.808795581371 | -26.1087955813711 |
| 94 | 78.6 | 88.1183329238512 | -9.5183329238512 |
| 95 | 68.9 | 83.9278067289675 | -15.0278067289675 |
| 96 | 79.1 | 86.3510308875301 | -7.25103088753013 |
| 97 | 83.5 | 99.0223750301086 | -15.5223750301086 |
| 98 | 74.1 | 77.2309638273011 | -3.13096382730107 |
| 99 | 59.7 | 74.72102147885 | -15.02102147885 |
| 100 | 93.3 | 94.1893900528746 | -0.889390052874652 |
| 101 | 61.3 | 48.3468028699452 | 12.9531971300548 |
| 102 | 56.6 | 55.7440987193884 | 0.855901280611623 |
| 103 | 98.5 | 105.454156253249 | -6.95415625324906 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 19 | 0.765321399441293 | 0.469357201117415 | 0.234678600558707 |
| 20 | 0.730668004046507 | 0.538663991906987 | 0.269331995953493 |
| 21 | 0.704989448406856 | 0.590021103186288 | 0.295010551593144 |
| 22 | 0.591244316166936 | 0.817511367666127 | 0.408755683833064 |
| 23 | 0.473529918181376 | 0.947059836362752 | 0.526470081818624 |
| 24 | 0.365648410074845 | 0.73129682014969 | 0.634351589925155 |
| 25 | 0.320133937858956 | 0.640267875717912 | 0.679866062141044 |
| 26 | 0.242938348930563 | 0.485876697861126 | 0.757061651069437 |
| 27 | 0.175218144616681 | 0.350436289233362 | 0.824781855383319 |
| 28 | 0.137326228321736 | 0.274652456643473 | 0.862673771678264 |
| 29 | 0.103923120842523 | 0.207846241685045 | 0.896076879157477 |
| 30 | 0.101542655885440 | 0.203085311770880 | 0.89845734411456 |
| 31 | 0.0790860777791295 | 0.158172155558259 | 0.92091392222087 |
| 32 | 0.0956709537822905 | 0.191341907564581 | 0.90432904621771 |
| 33 | 0.0762809573786664 | 0.152561914757333 | 0.923719042621334 |
| 34 | 0.155007173731157 | 0.310014347462315 | 0.844992826268843 |
| 35 | 0.126185372335376 | 0.252370744670753 | 0.873814627664624 |
| 36 | 0.101151636253814 | 0.202303272507627 | 0.898848363746186 |
| 37 | 0.13447266637143 | 0.26894533274286 | 0.86552733362857 |
| 38 | 0.132323685555095 | 0.26464737111019 | 0.867676314444905 |
| 39 | 0.151176606068124 | 0.302353212136248 | 0.848823393931876 |
| 40 | 0.286208624181499 | 0.572417248362998 | 0.713791375818501 |
| 41 | 0.289635686749978 | 0.579271373499955 | 0.710364313250022 |
| 42 | 0.241525350408082 | 0.483050700816164 | 0.758474649591918 |
| 43 | 0.26799353995823 | 0.53598707991646 | 0.73200646004177 |
| 44 | 0.23940398027761 | 0.47880796055522 | 0.76059601972239 |
| 45 | 0.206770197970144 | 0.413540395940288 | 0.793229802029856 |
| 46 | 0.160887943561670 | 0.321775887123339 | 0.83911205643833 |
| 47 | 0.183560938724512 | 0.367121877449023 | 0.816439061275488 |
| 48 | 0.162361131386388 | 0.324722262772777 | 0.837638868613612 |
| 49 | 0.13375418451898 | 0.26750836903796 | 0.86624581548102 |
| 50 | 0.101530745565797 | 0.203061491131593 | 0.898469254434203 |
| 51 | 0.221786541950769 | 0.443573083901538 | 0.778213458049231 |
| 52 | 0.19116434164951 | 0.38232868329902 | 0.80883565835049 |
| 53 | 0.168314661856766 | 0.336629323713533 | 0.831685338143234 |
| 54 | 0.135765109710861 | 0.271530219421721 | 0.86423489028914 |
| 55 | 0.114758479798829 | 0.229516959597657 | 0.885241520201171 |
| 56 | 0.338402810786039 | 0.676805621572078 | 0.661597189213961 |
| 57 | 0.287986868837698 | 0.575973737675395 | 0.712013131162302 |
| 58 | 0.236895480432477 | 0.473790960864953 | 0.763104519567523 |
| 59 | 0.206850740167094 | 0.413701480334188 | 0.793149259832906 |
| 60 | 0.189475002856564 | 0.378950005713129 | 0.810524997143436 |
| 61 | 0.179975671853792 | 0.359951343707584 | 0.820024328146208 |
| 62 | 0.445438103541239 | 0.890876207082478 | 0.554561896458761 |
| 63 | 0.482217576732499 | 0.964435153464998 | 0.517782423267501 |
| 64 | 0.448614353216134 | 0.897228706432268 | 0.551385646783866 |
| 65 | 0.821640960162495 | 0.356718079675010 | 0.178359039837505 |
| 66 | 0.843534546930297 | 0.312930906139407 | 0.156465453069704 |
| 67 | 0.83295005946021 | 0.334099881079579 | 0.167049940539789 |
| 68 | 0.954480886425243 | 0.0910382271495133 | 0.0455191135747567 |
| 69 | 0.945242057990915 | 0.10951588401817 | 0.054757942009085 |
| 70 | 0.962109305722449 | 0.0757813885551026 | 0.0378906942775513 |
| 71 | 0.950563983724823 | 0.098872032550354 | 0.049436016275177 |
| 72 | 0.92505019608296 | 0.149899607834081 | 0.0749498039170405 |
| 73 | 0.918508575117163 | 0.162982849765673 | 0.0814914248828367 |
| 74 | 0.957117127117252 | 0.0857657457654954 | 0.0428828728827477 |
| 75 | 0.943955818492919 | 0.112088363014163 | 0.0560441815070813 |
| 76 | 0.939774389717413 | 0.120451220565173 | 0.0602256102825867 |
| 77 | 0.917048314515456 | 0.165903370969087 | 0.0829516854845437 |
| 78 | 0.86990875795799 | 0.260182484084021 | 0.130091242042010 |
| 79 | 0.847541482760126 | 0.304917034479747 | 0.152458517239874 |
| 80 | 0.766941839526906 | 0.466116320946189 | 0.233058160473094 |
| 81 | 0.667191696552898 | 0.665616606894203 | 0.332808303447102 |
| 82 | 0.62275271055227 | 0.754494578895459 | 0.377247289447729 |
| 83 | 0.587650960123796 | 0.824698079752408 | 0.412349039876204 |
| 84 | 0.47710883245251 | 0.95421766490502 | 0.52289116754749 |
| 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 | 4 | 0.0606060606060606 | OK |
