Multiple Linear Regression - Estimated Regression Equation |
WK<25j[t] = + 122.790035587189 + 0.422454368040411ExpBE[t] -3.11273102973248M1[t] -6.23101825278383M2[t] -12.3942142119160M3[t] -16.1267363104121M4[t] -21.1605326598553M5[t] -20.1322925037309M6[t] + 17.2591436115257M7[t] + 26.5800941338538M8[t] + 24.1240730111353M9[t] + 13.0818275743313M10[t] + 3.29305475835152M11[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) | 122.790035587189 | 10.176011 | 12.0666 | 0 | 0 |
ExpBE | 0.422454368040411 | 0.599909 | 0.7042 | 0.484784 | 0.242392 |
M1 | -3.11273102973248 | 4.497829 | -0.6921 | 0.49231 | 0.246155 |
M2 | -6.23101825278383 | 4.485714 | -1.3891 | 0.171355 | 0.085678 |
M3 | -12.3942142119160 | 4.619096 | -2.6833 | 0.010034 | 0.005017 |
M4 | -16.1267363104121 | 4.482905 | -3.5974 | 0.00077 | 0.000385 |
M5 | -21.1605326598553 | 4.485088 | -4.718 | 2.2e-05 | 1.1e-05 |
M6 | -20.1322925037309 | 4.542622 | -4.4319 | 5.6e-05 | 2.8e-05 |
M7 | 17.2591436115257 | 4.480079 | 3.8524 | 0.000353 | 0.000177 |
M8 | 26.5800941338538 | 4.690536 | 5.6668 | 1e-06 | 0 |
M9 | 24.1240730111353 | 4.580979 | 5.2661 | 3e-06 | 2e-06 |
M10 | 13.0818275743313 | 4.593924 | 2.8476 | 0.006513 | 0.003256 |
M11 | 3.29305475835152 | 4.536771 | 0.7259 | 0.471525 | 0.235762 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.930444080910634 |
R-squared | 0.865726187701635 |
Adjusted R-squared | 0.831443512221201 |
F-TEST (value) | 25.2525853239119 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 47 |
p-value | 2.22044604925031e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 7.08238132631051 |
Sum Squared Residuals | 2357.52588680978 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 113 | 125.718402020434 | -12.7184020204338 |
2 | 110 | 122.557869360579 | -12.5578693605786 |
3 | 107 | 117.112845827115 | -10.1128458271151 |
4 | 103 | 113.126851107795 | -10.1268511077947 |
5 | 98 | 108.177545631960 | -10.1775456319596 |
6 | 98 | 109.036804040868 | -11.0368040408679 |
7 | 137 | 146.385994719320 | -9.38599471932042 |
8 | 148 | 154.481827574331 | -6.48182757433128 |
9 | 147 | 153.588887613362 | -6.58888761336242 |
10 | 139 | 143.011341981403 | -4.01134198140281 |
11 | 130 | 132.462151302950 | -2.46215130295027 |
12 | 128 | 128.577660429342 | -0.577660429342202 |
13 | 127 | 125.929629204454 | 1.07037079554582 |
14 | 123 | 122.769096544599 | 0.230903455401219 |
15 | 118 | 117.155091263919 | 0.84490873608082 |
16 | 114 | 113.169096544599 | 0.830903455401216 |
17 | 108 | 107.966318447939 | 0.0336815520606157 |
18 | 111 | 109.205785788084 | 1.79421421191598 |
19 | 151 | 146.428240156124 | 4.57175984387558 |
20 | 159 | 154.312845827115 | 4.68715417288485 |
21 | 158 | 153.800114797383 | 4.19988520261738 |
22 | 148 | 142.926851107795 | 5.07314889220525 |
23 | 138 | 132.419905866146 | 5.58009413385374 |
24 | 137 | 129.084605670991 | 7.91539432900931 |
25 | 136 | 125.845138330846 | 10.1548616691539 |
26 | 133 | 123.022569165423 | 9.97743083457697 |
27 | 126 | 117.957754563196 | 8.04224543680404 |
28 | 120 | 113.591550912639 | 6.40844908736081 |
29 | 114 | 108.135300195156 | 5.86469980484445 |
30 | 116 | 110.219676271381 | 5.78032372861898 |
31 | 153 | 146.766203650557 | 6.23379634944324 |
32 | 162 | 155.242245436804 | 6.75775456319595 |
33 | 161 | 154.433796349443 | 6.56620365055677 |
34 | 149 | 143.433796349443 | 5.56620365055676 |
35 | 139 | 133.433796349443 | 5.56620365055676 |
36 | 135 | 129.845023533463 | 5.15497646653657 |
37 | 130 | 126.436574446103 | 3.56342555389733 |
38 | 127 | 123.571759843876 | 3.42824015612443 |
39 | 122 | 118.464699804844 | 3.53530019515554 |
40 | 117 | 114.182987027896 | 2.81701297210423 |
41 | 112 | 108.895718057628 | 3.10428194237171 |
42 | 113 | 110.515394329009 | 2.4846056709907 |
43 | 149 | 146.935185397773 | 2.06481460222707 |
44 | 157 | 155.749190678453 | 1.25080932154746 |
45 | 157 | 155.025232464700 | 1.97476753530019 |
46 | 147 | 143.349305475835 | 3.65069452416485 |
47 | 137 | 134.151968775112 | 2.84803122488806 |
48 | 132 | 130.394214211916 | 1.60578578808403 |
49 | 125 | 127.070255998163 | -2.07025599816329 |
50 | 123 | 124.078705085524 | -1.07870508552406 |
51 | 117 | 119.309608540925 | -2.30960854092527 |
52 | 114 | 113.929514407072 | 0.0704855929284804 |
53 | 111 | 109.825117667317 | 1.17488233268281 |
54 | 112 | 111.022339570658 | 0.9776604293422 |
55 | 144 | 147.484376076225 | -3.48437607622546 |
56 | 150 | 156.213890483297 | -6.21389048329699 |
57 | 149 | 155.151968775112 | -6.15196877511193 |
58 | 134 | 144.278705085524 | -10.2787050855241 |
59 | 123 | 134.532177706348 | -11.5321777063483 |
60 | 116 | 130.098496154288 | -14.0984961542877 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.604630663503497 | 0.790738672993005 | 0.395369336496503 |
17 | 0.980390830612486 | 0.0392183387750278 | 0.0196091693875139 |
18 | 0.983187697720517 | 0.0336246045589663 | 0.0168123022794831 |
19 | 0.987236439429576 | 0.0255271211408487 | 0.0127635605704244 |
20 | 0.996418245743443 | 0.00716350851311334 | 0.00358175425655667 |
21 | 0.994345709120116 | 0.0113085817597672 | 0.00565429087988358 |
22 | 0.993846308252414 | 0.0123073834951727 | 0.00615369174758633 |
23 | 0.99478445856106 | 0.0104310828778782 | 0.00521554143893911 |
24 | 0.989906921348378 | 0.0201861573032444 | 0.0100930786516222 |
25 | 0.994116528838714 | 0.0117669423225719 | 0.00588347116128594 |
26 | 0.99078509623236 | 0.0184298075352806 | 0.0092149037676403 |
27 | 0.98530852576327 | 0.0293829484734606 | 0.0146914742367303 |
28 | 0.973468591383175 | 0.0530628172336493 | 0.0265314086168247 |
29 | 0.978822724376206 | 0.0423545512475885 | 0.0211772756237942 |
30 | 0.972479015446452 | 0.055041969107097 | 0.0275209845535485 |
31 | 0.954668733495738 | 0.090662533008523 | 0.0453312665042615 |
32 | 0.930956419154122 | 0.138087161691756 | 0.0690435808458781 |
33 | 0.894325096203269 | 0.211349807593462 | 0.105674903796731 |
34 | 0.860616239818176 | 0.278767520363648 | 0.139383760181824 |
35 | 0.820746680362464 | 0.358506639275073 | 0.179253319637536 |
36 | 0.835660067467384 | 0.328679865065233 | 0.164339932532616 |
37 | 0.758809420094547 | 0.482381159810907 | 0.241190579905453 |
38 | 0.666511027982846 | 0.666977944034309 | 0.333488972017154 |
39 | 0.56890200359842 | 0.862195992803161 | 0.431097996401581 |
40 | 0.478561333758991 | 0.957122667517981 | 0.521438666241009 |
41 | 0.41347130782955 | 0.8269426156591 | 0.58652869217045 |
42 | 0.317027457229494 | 0.634054914458987 | 0.682972542770506 |
43 | 0.203003562849661 | 0.406007125699323 | 0.796996437150339 |
44 | 0.120869836785123 | 0.241739673570246 | 0.879130163214877 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.0344827586206897 | NOK |
5% type I error level | 12 | 0.413793103448276 | NOK |
10% type I error level | 15 | 0.517241379310345 | NOK |