| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 96.0952380952381 + 4.43333333333331DUM[t] + 6.0958333333333M1[t] + 3.17976190476191M2[t] + 11.9303571428572M3[t] + 5.65714285714287M4[t] + 4.85535714285714M5[t] + 7.72500000000001M6[t] + 3.20892857142858M7[t] -0.321428571428567M8[t] + 5.09107142857143M9[t] + 5.58928571428572M10[t] + 2.24464285714286M11[t] + 0.187500000000000t + 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) | 96.0952380952381 | 2.451748 | 39.1946 | 0 | 0 |
| DUM | 4.43333333333331 | 2.379974 | 1.8628 | 0.066692 | 0.033346 |
| M1 | 6.0958333333333 | 2.900367 | 2.1017 | 0.039176 | 0.019588 |
| M2 | 3.17976190476191 | 2.896628 | 1.0977 | 0.276077 | 0.138039 |
| M3 | 11.9303571428572 | 2.918577 | 4.0877 | 0.000115 | 5.7e-05 |
| M4 | 5.65714285714287 | 2.911555 | 1.943 | 0.056039 | 0.028019 |
| M5 | 4.85535714285714 | 2.905344 | 1.6712 | 0.099151 | 0.049576 |
| M6 | 7.72500000000001 | 2.899951 | 2.6638 | 0.009581 | 0.00479 |
| M7 | 3.20892857142858 | 2.89538 | 1.1083 | 0.271529 | 0.135764 |
| M8 | -0.321428571428567 | 2.891635 | -0.1112 | 0.911809 | 0.455905 |
| M9 | 5.09107142857143 | 2.888719 | 1.7624 | 0.082367 | 0.041184 |
| M10 | 5.58928571428572 | 2.886634 | 1.9363 | 0.056874 | 0.028437 |
| M11 | 2.24464285714286 | 2.885382 | 0.7779 | 0.439228 | 0.219614 |
| t | 0.187500000000000 | 0.049074 | 3.8207 | 0.000285 | 0.000143 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.822720530353184 |
| R-squared | 0.676869071064625 |
| Adjusted R-squared | 0.616859041405198 |
| F-TEST (value) | 11.2792657311793 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 70 |
| p-value | 1.48470125083122e-12 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.39727444443688 |
| Sum Squared Residuals | 2039.14 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 101 | 102.378571428572 | -1.37857142857155 |
| 2 | 98.7 | 99.65 | -0.949999999999967 |
| 3 | 105.1 | 108.588095238095 | -3.48809523809521 |
| 4 | 98.4 | 102.502380952381 | -4.10238095238093 |
| 5 | 101.7 | 101.888095238095 | -0.188095238095272 |
| 6 | 102.9 | 104.945238095238 | -2.04523809523809 |
| 7 | 92.2 | 100.616666666667 | -8.41666666666666 |
| 8 | 94.9 | 97.2738095238095 | -2.37380952380953 |
| 9 | 92.8 | 102.873809523810 | -10.0738095238095 |
| 10 | 98.5 | 103.559523809524 | -5.05952380952381 |
| 11 | 94.3 | 100.402380952381 | -6.10238095238095 |
| 12 | 87.4 | 98.3452380952381 | -10.9452380952381 |
| 13 | 103.4 | 104.628571428571 | -1.2285714285714 |
| 14 | 101.2 | 101.9 | -0.700000000000013 |
| 15 | 109.6 | 110.838095238095 | -1.23809523809525 |
| 16 | 111.9 | 104.752380952381 | 7.14761904761905 |
| 17 | 108.9 | 104.138095238095 | 4.76190476190477 |
| 18 | 105.6 | 107.195238095238 | -1.59523809523810 |
| 19 | 107.8 | 102.866666666667 | 4.93333333333333 |
| 20 | 97.5 | 99.5238095238095 | -2.02380952380952 |
| 21 | 102.4 | 105.123809523810 | -2.72380952380952 |
| 22 | 105.6 | 105.809523809524 | -0.209523809523815 |
| 23 | 99.8 | 102.652380952381 | -2.85238095238096 |
| 24 | 96.2 | 100.595238095238 | -4.39523809523809 |
| 25 | 113.1 | 106.878571428571 | 6.22142857142858 |
| 26 | 107.4 | 104.15 | 3.25 |
| 27 | 116.8 | 113.088095238095 | 3.71190476190475 |
| 28 | 112.9 | 107.002380952381 | 5.89761904761905 |
| 29 | 105.3 | 106.388095238095 | -1.08809523809524 |
| 30 | 109.3 | 109.445238095238 | -0.145238095238096 |
| 31 | 107.9 | 105.116666666667 | 2.78333333333334 |
| 32 | 101.1 | 101.773809523810 | -0.673809523809531 |
| 33 | 114.7 | 107.373809523810 | 7.32619047619048 |
| 34 | 116.2 | 108.059523809524 | 8.14047619047619 |
| 35 | 108.4 | 104.902380952381 | 3.49761904761905 |
| 36 | 113.4 | 102.845238095238 | 10.5547619047619 |
| 37 | 108.7 | 109.128571428571 | -0.428571428571408 |
| 38 | 112.6 | 106.4 | 6.19999999999999 |
| 39 | 124.2 | 119.771428571429 | 4.42857142857143 |
| 40 | 114.9 | 113.685714285714 | 1.21428571428572 |
| 41 | 110.5 | 113.071428571429 | -2.57142857142856 |
| 42 | 121.5 | 116.128571428571 | 5.37142857142858 |
| 43 | 118.1 | 111.8 | 6.3 |
| 44 | 111.7 | 108.457142857143 | 3.24285714285715 |
| 45 | 132.7 | 114.057142857143 | 18.6428571428571 |
| 46 | 119 | 114.742857142857 | 4.25714285714286 |
| 47 | 116.7 | 111.585714285714 | 5.11428571428572 |
| 48 | 120.1 | 109.528571428571 | 10.5714285714286 |
| 49 | 113.4 | 115.811904761905 | -2.41190476190473 |
| 50 | 106.6 | 113.083333333333 | -6.48333333333334 |
| 51 | 116.3 | 122.021428571429 | -5.72142857142858 |
| 52 | 112.6 | 115.935714285714 | -3.3357142857143 |
| 53 | 111.6 | 115.321428571429 | -3.72142857142857 |
| 54 | 125.1 | 118.378571428571 | 6.72142857142857 |
| 55 | 110.7 | 114.05 | -3.35 |
| 56 | 109.6 | 110.707142857143 | -1.10714285714286 |
| 57 | 114.2 | 116.307142857143 | -2.10714285714285 |
| 58 | 113.4 | 116.992857142857 | -3.59285714285714 |
| 59 | 116 | 113.835714285714 | 2.16428571428571 |
| 60 | 109.6 | 111.778571428571 | -2.17857142857143 |
| 61 | 117.8 | 118.061904761905 | -0.261904761904745 |
| 62 | 115.8 | 115.333333333333 | 0.466666666666661 |
| 63 | 125.3 | 124.271428571429 | 1.02857142857142 |
| 64 | 113 | 118.185714285714 | -5.18571428571429 |
| 65 | 120.5 | 117.571428571429 | 2.92857142857143 |
| 66 | 116.6 | 120.628571428571 | -4.02857142857143 |
| 67 | 111.8 | 116.3 | -4.50000000000001 |
| 68 | 115.2 | 112.957142857143 | 2.24285714285714 |
| 69 | 118.6 | 118.557142857143 | 0.0428571428571376 |
| 70 | 122.4 | 119.242857142857 | 3.15714285714286 |
| 71 | 116.4 | 116.085714285714 | 0.314285714285716 |
| 72 | 114.5 | 114.028571428571 | 0.471428571428576 |
| 73 | 119.8 | 120.311904761905 | -0.511904761904748 |
| 74 | 115.8 | 117.583333333333 | -1.78333333333334 |
| 75 | 127.8 | 126.521428571429 | 1.27857142857142 |
| 76 | 118.8 | 120.435714285714 | -1.63571428571430 |
| 77 | 119.7 | 119.821428571429 | -0.121428571428565 |
| 78 | 118.6 | 122.878571428571 | -4.27857142857144 |
| 79 | 120.8 | 118.55 | 2.24999999999999 |
| 80 | 115.9 | 115.207142857143 | 0.692857142857145 |
| 81 | 109.7 | 120.807142857143 | -11.1071428571429 |
| 82 | 114.8 | 121.492857142857 | -6.69285714285715 |
| 83 | 116.2 | 118.335714285714 | -2.13571428571429 |
| 84 | 112.2 | 116.278571428571 | -4.07857142857143 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.367739311631916 | 0.735478623263831 | 0.632260688368084 |
| 18 | 0.249223586189632 | 0.498447172379264 | 0.750776413810368 |
| 19 | 0.394065595888627 | 0.788131191777254 | 0.605934404111373 |
| 20 | 0.320502909720141 | 0.641005819440281 | 0.67949709027986 |
| 21 | 0.258986502633344 | 0.517973005266688 | 0.741013497366656 |
| 22 | 0.177490323654591 | 0.354980647309181 | 0.82250967634541 |
| 23 | 0.132782897992820 | 0.265565795985641 | 0.86721710200718 |
| 24 | 0.125005770982554 | 0.250011541965108 | 0.874994229017446 |
| 25 | 0.0800396341654173 | 0.160079268330835 | 0.919960365834583 |
| 26 | 0.0561483826031219 | 0.112296765206244 | 0.943851617396878 |
| 27 | 0.0329102860563057 | 0.0658205721126114 | 0.967089713943694 |
| 28 | 0.0217654919679976 | 0.0435309839359953 | 0.978234508032002 |
| 29 | 0.0708769850157292 | 0.141753970031458 | 0.92912301498427 |
| 30 | 0.0598113178555123 | 0.119622635711025 | 0.940188682144488 |
| 31 | 0.0383676054213887 | 0.0767352108427775 | 0.961632394578611 |
| 32 | 0.0359243732992130 | 0.0718487465984261 | 0.964075626700787 |
| 33 | 0.0732976409804145 | 0.146595281960829 | 0.926702359019586 |
| 34 | 0.0716953453555494 | 0.143390690711099 | 0.92830465464445 |
| 35 | 0.0549313571368012 | 0.109862714273602 | 0.945068642863199 |
| 36 | 0.15598250283679 | 0.31196500567358 | 0.84401749716321 |
| 37 | 0.249830501635261 | 0.499661003270522 | 0.750169498364739 |
| 38 | 0.19571785283655 | 0.3914357056731 | 0.80428214716345 |
| 39 | 0.147532670236599 | 0.295065340473199 | 0.8524673297634 |
| 40 | 0.125641374916653 | 0.251282749833305 | 0.874358625083347 |
| 41 | 0.122773505640573 | 0.245547011281147 | 0.877226494359427 |
| 42 | 0.114626879508127 | 0.229253759016254 | 0.885373120491873 |
| 43 | 0.101602562147939 | 0.203205124295879 | 0.89839743785206 |
| 44 | 0.0748954053127018 | 0.149790810625404 | 0.925104594687298 |
| 45 | 0.698178536605804 | 0.603642926788392 | 0.301821463394196 |
| 46 | 0.662896130556439 | 0.674207738887122 | 0.337103869443561 |
| 47 | 0.609414012396901 | 0.781171975206199 | 0.390585987603099 |
| 48 | 0.800454740949738 | 0.399090518100524 | 0.199545259050262 |
| 49 | 0.827700615652818 | 0.344598768694363 | 0.172299384347181 |
| 50 | 0.916441594502156 | 0.167116810995688 | 0.0835584054978442 |
| 51 | 0.96137627711823 | 0.0772474457635402 | 0.0386237228817701 |
| 52 | 0.95890050721083 | 0.0821989855783411 | 0.0410994927891706 |
| 53 | 0.970214021865163 | 0.0595719562696745 | 0.0297859781348373 |
| 54 | 0.987104322248965 | 0.0257913555020705 | 0.0128956777510353 |
| 55 | 0.985401847927112 | 0.0291963041457753 | 0.0145981520728877 |
| 56 | 0.982508980391946 | 0.0349820392161071 | 0.0174910196080535 |
| 57 | 0.974734554278693 | 0.0505308914426148 | 0.0252654457213074 |
| 58 | 0.970887789727873 | 0.0582244205442536 | 0.0291122102721268 |
| 59 | 0.948635271199713 | 0.102729457600573 | 0.0513647288002866 |
| 60 | 0.929158927745382 | 0.141682144509236 | 0.0708410722546181 |
| 61 | 0.888435613779275 | 0.223128772441451 | 0.111564386220725 |
| 62 | 0.823648019976522 | 0.352703960046956 | 0.176351980023478 |
| 63 | 0.746677171718646 | 0.506645656562707 | 0.253322828281354 |
| 64 | 0.745345215363193 | 0.509309569273614 | 0.254654784636807 |
| 65 | 0.619963496270825 | 0.76007300745835 | 0.380036503729175 |
| 66 | 0.513609020486398 | 0.972781959027204 | 0.486390979513602 |
| 67 | 0.755851550511594 | 0.488296898976812 | 0.244148449488406 |
| 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 | 4 | 0.0784313725490196 | NOK |
| 10% type I error level | 12 | 0.235294117647059 | NOK |
