| Multiple Linear Regression - Estimated Regression Equation |
| WklBe[t] = + 626.710819672131 + 53.2918032786885X[t] -13.9899271402552M1[t] -17.5604007285975M2[t] -12.8985245901639M3[t] -14.6366484517304M4[t] -20.9747723132969M5[t] -23.5128961748634M6[t] -32.2510200364299M7[t] -27.5891438979964M8[t] + 26.0727322404372M9[t] + 36.5346083788707M10[t] + 15.9381238615665M11[t] -2.46187613843351t + 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) | 626.710819672131 | 12.419659 | 50.4612 | 0 | 0 |
| X | 53.2918032786885 | 10.643633 | 5.0069 | 8e-06 | 4e-06 |
| M1 | -13.9899271402552 | 14.125909 | -0.9904 | 0.327063 | 0.163532 |
| M2 | -17.5604007285975 | 14.825143 | -1.1845 | 0.24217 | 0.121085 |
| M3 | -12.8985245901639 | 14.809874 | -0.8709 | 0.388213 | 0.194107 |
| M4 | -14.6366484517304 | 14.799149 | -0.989 | 0.327718 | 0.163859 |
| M5 | -20.9747723132969 | 14.792977 | -1.4179 | 0.16282 | 0.08141 |
| M6 | -23.5128961748634 | 14.791364 | -1.5896 | 0.118622 | 0.059311 |
| M7 | -32.2510200364299 | 14.794311 | -2.18 | 0.034303 | 0.017152 |
| M8 | -27.5891438979964 | 14.801817 | -1.8639 | 0.068589 | 0.034294 |
| M9 | 26.0727322404372 | 14.813873 | 1.76 | 0.084911 | 0.042456 |
| M10 | 36.5346083788707 | 14.830469 | 2.4635 | 0.017476 | 0.008738 |
| M11 | 15.9381238615665 | 14.726423 | 1.0823 | 0.284649 | 0.142325 |
| t | -2.46187613843351 | 0.259735 | -9.4784 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.86345984599006 |
| R-squared | 0.745562905637178 |
| Adjusted R-squared | 0.675186688047461 |
| F-TEST (value) | 10.5939610165426 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 47 |
| p-value | 5.63361357563963e-10 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 23.2808972491104 |
| Sum Squared Residuals | 25474.0083060110 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 594 | 610.259016393444 | -16.2590163934435 |
| 2 | 595 | 604.226666666667 | -9.22666666666663 |
| 3 | 591 | 606.426666666667 | -15.4266666666666 |
| 4 | 589 | 602.226666666667 | -13.2266666666665 |
| 5 | 584 | 593.426666666667 | -9.42666666666662 |
| 6 | 573 | 588.426666666667 | -15.4266666666666 |
| 7 | 567 | 577.226666666667 | -10.2266666666666 |
| 8 | 569 | 579.426666666667 | -10.4266666666666 |
| 9 | 621 | 630.626666666667 | -9.62666666666663 |
| 10 | 629 | 638.626666666667 | -9.62666666666664 |
| 11 | 628 | 615.568306010929 | 12.4316939890711 |
| 12 | 612 | 597.168306010929 | 14.8316939890711 |
| 13 | 595 | 580.71650273224 | 14.2834972677598 |
| 14 | 597 | 574.684153005464 | 22.3158469945356 |
| 15 | 593 | 576.884153005464 | 16.1158469945355 |
| 16 | 590 | 572.684153005465 | 17.3158469945355 |
| 17 | 580 | 563.884153005464 | 16.1158469945355 |
| 18 | 574 | 558.884153005464 | 15.1158469945355 |
| 19 | 573 | 547.684153005465 | 25.3158469945355 |
| 20 | 573 | 549.884153005464 | 23.1158469945355 |
| 21 | 620 | 601.084153005464 | 18.9158469945355 |
| 22 | 626 | 609.084153005464 | 16.9158469945355 |
| 23 | 620 | 586.025792349727 | 33.9742076502732 |
| 24 | 588 | 567.625792349727 | 20.3742076502732 |
| 25 | 566 | 551.173989071038 | 14.8260109289619 |
| 26 | 557 | 545.141639344262 | 11.8583606557377 |
| 27 | 561 | 547.341639344262 | 13.6583606557377 |
| 28 | 549 | 543.141639344262 | 5.85836065573769 |
| 29 | 532 | 534.341639344262 | -2.34163934426231 |
| 30 | 526 | 529.341639344262 | -3.34163934426232 |
| 31 | 511 | 518.141639344262 | -7.14163934426232 |
| 32 | 499 | 520.341639344262 | -21.3416393442623 |
| 33 | 555 | 571.541639344262 | -16.5416393442623 |
| 34 | 565 | 579.541639344262 | -14.5416393442623 |
| 35 | 542 | 556.483278688525 | -14.4832786885246 |
| 36 | 527 | 538.083278688525 | -11.0832786885246 |
| 37 | 510 | 521.631475409836 | -11.6314754098359 |
| 38 | 514 | 515.59912568306 | -1.59912568306017 |
| 39 | 517 | 517.79912568306 | -0.799125683060167 |
| 40 | 508 | 513.59912568306 | -5.59912568306017 |
| 41 | 493 | 504.79912568306 | -11.7991256830602 |
| 42 | 490 | 499.79912568306 | -9.79912568306015 |
| 43 | 469 | 488.59912568306 | -19.5991256830601 |
| 44 | 478 | 490.79912568306 | -12.7991256830602 |
| 45 | 528 | 541.99912568306 | -13.9991256830602 |
| 46 | 534 | 549.99912568306 | -15.9991256830601 |
| 47 | 518 | 580.232568306011 | -62.232568306011 |
| 48 | 506 | 561.832568306011 | -55.8325683060109 |
| 49 | 502 | 545.380765027322 | -43.3807650273222 |
| 50 | 516 | 539.348415300546 | -23.3484153005465 |
| 51 | 528 | 541.548415300546 | -13.5484153005465 |
| 52 | 533 | 537.348415300546 | -4.34841530054648 |
| 53 | 536 | 528.548415300546 | 7.45158469945352 |
| 54 | 537 | 523.548415300546 | 13.4515846994535 |
| 55 | 524 | 512.348415300546 | 11.6515846994535 |
| 56 | 536 | 514.548415300546 | 21.4515846994535 |
| 57 | 587 | 565.748415300546 | 21.2515846994535 |
| 58 | 597 | 573.748415300546 | 23.2515846994535 |
| 59 | 581 | 550.690054644809 | 30.3099453551912 |
| 60 | 564 | 532.290054644809 | 31.7099453551912 |
| 61 | 558 | 515.83825136612 | 42.1617486338799 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.000650868310468905 | 0.00130173662093781 | 0.999349131689531 |
| 18 | 4.09820766975986e-05 | 8.19641533951972e-05 | 0.999959017923302 |
| 19 | 1.35579630392022e-05 | 2.71159260784044e-05 | 0.99998644203696 |
| 20 | 1.45730083118351e-06 | 2.91460166236703e-06 | 0.999998542699169 |
| 21 | 1.52917493011367e-07 | 3.05834986022734e-07 | 0.999999847082507 |
| 22 | 2.85187681892524e-08 | 5.70375363785047e-08 | 0.999999971481232 |
| 23 | 6.44737124097064e-08 | 1.28947424819413e-07 | 0.999999935526288 |
| 24 | 1.49916225224408e-05 | 2.99832450448815e-05 | 0.999985008377478 |
| 25 | 0.000161927051770797 | 0.000323854103541594 | 0.999838072948229 |
| 26 | 0.00137762425920953 | 0.00275524851841905 | 0.99862237574079 |
| 27 | 0.00181968822565924 | 0.00363937645131848 | 0.99818031177434 |
| 28 | 0.00377536787069353 | 0.00755073574138706 | 0.996224632129306 |
| 29 | 0.00970590044899297 | 0.0194118008979859 | 0.990294099551007 |
| 30 | 0.0138491561116238 | 0.0276983122232476 | 0.986150843888376 |
| 31 | 0.0353027476544418 | 0.0706054953088836 | 0.964697252345558 |
| 32 | 0.0789299074710405 | 0.157859814942081 | 0.92107009252896 |
| 33 | 0.113997796675585 | 0.227995593351169 | 0.886002203324415 |
| 34 | 0.183588281536904 | 0.367176563073807 | 0.816411718463096 |
| 35 | 0.357577807191265 | 0.71515561438253 | 0.642422192808735 |
| 36 | 0.597102705870928 | 0.805794588258144 | 0.402897294129072 |
| 37 | 0.819527817668375 | 0.360944364663249 | 0.180472182331625 |
| 38 | 0.92968132080419 | 0.140637358391618 | 0.0703186791958092 |
| 39 | 0.988341236982567 | 0.0233175260348660 | 0.0116587630174330 |
| 40 | 0.9992755149195 | 0.00144897016100054 | 0.000724485080500272 |
| 41 | 0.999540816261806 | 0.000918367476388102 | 0.000459183738194051 |
| 42 | 0.999826745097998 | 0.00034650980400484 | 0.00017325490200242 |
| 43 | 0.999420570048014 | 0.00115885990397243 | 0.000579429951986215 |
| 44 | 0.996222324566964 | 0.00755535086607102 | 0.00377767543303551 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 17 | 0.607142857142857 | NOK |
| 5% type I error level | 20 | 0.714285714285714 | NOK |
| 10% type I error level | 21 | 0.75 | NOK |
