| Multiple Linear Regression - Estimated Regression Equation |
| wagens[t] = + 13837.9742857143 + 3629.44285714286dummies[t] + 1567.05547619047M1[t] + 3866.24238095238M2[t] + 471.917857142865M3[t] -6019.69523809524M4[t] + 12291.4916666667M5[t] + 9461.87857142857M6[t] + 12671.4654761905M7[t] + 9754.65238095238M8[t] + 6312.03928571428M9[t] + 7384.62619047619M10[t] + 1286.61309523810M11[t] + 32.2130952380954t + 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) | 13837.9742857143 | 1334.385627 | 10.3703 | 0 | 0 |
| dummies | 3629.44285714286 | 773.854933 | 4.6901 | 2.5e-05 | 1.2e-05 |
| M1 | 1567.05547619047 | 1067.127174 | 1.4685 | 0.148779 | 0.07439 |
| M2 | 3866.24238095238 | 1065.957406 | 3.627 | 0.000716 | 0.000358 |
| M3 | 471.917857142865 | 1067.854383 | 0.4419 | 0.66061 | 0.330305 |
| M4 | -6019.69523809524 | 1065.645251 | -5.6489 | 1e-06 | 0 |
| M5 | 12291.4916666667 | 1063.692207 | 11.5555 | 0 | 0 |
| M6 | 9461.87857142857 | 1061.996663 | 8.9095 | 0 | 0 |
| M7 | 12671.4654761905 | 1060.559855 | 11.9479 | 0 | 0 |
| M8 | 9754.65238095238 | 1059.382835 | 9.2079 | 0 | 0 |
| M9 | 6312.03928571428 | 1058.46647 | 5.9634 | 0 | 0 |
| M10 | 7384.62619047619 | 1057.811438 | 6.981 | 0 | 0 |
| M11 | 1286.61309523810 | 1057.418224 | 1.2167 | 0.229906 | 0.114953 |
| t | 32.2130952380954 | 16.650707 | 1.9346 | 0.059198 | 0.029599 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.966569008873224 |
| R-squared | 0.934255648914166 |
| Adjusted R-squared | 0.9156757236073 |
| F-TEST (value) | 50.2830680685739 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1671.71772016110 |
| Sum Squared Residuals | 128553446.251428 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 20366 | 19066.6857142858 | 1299.31428571424 |
| 2 | 22782 | 21398.0857142857 | 1383.91428571428 |
| 3 | 19169 | 18035.9742857143 | 1133.02571428571 |
| 4 | 13807 | 11576.5742857143 | 2230.42571428572 |
| 5 | 29743 | 29919.9742857143 | -176.974285714299 |
| 6 | 25591 | 27122.5742857143 | -1531.57428571428 |
| 7 | 29096 | 30364.3742857143 | -1268.37428571428 |
| 8 | 26482 | 27479.7742857143 | -997.774285714278 |
| 9 | 22405 | 24069.3742857143 | -1664.37428571428 |
| 10 | 27044 | 25174.1742857143 | 1869.82571428572 |
| 11 | 17970 | 19108.3742857143 | -1138.37428571428 |
| 12 | 18730 | 17853.9742857143 | 876.025714285724 |
| 13 | 19684 | 19453.2428571428 | 230.757142857159 |
| 14 | 19785 | 21784.6428571429 | -1999.64285714285 |
| 15 | 18479 | 18422.5314285714 | 56.4685714285741 |
| 16 | 10698 | 11963.1314285714 | -1265.13142857143 |
| 17 | 31956 | 30306.5314285714 | 1649.46857142858 |
| 18 | 29506 | 27509.1314285714 | 1996.86857142857 |
| 19 | 34506 | 30750.9314285714 | 3755.06857142857 |
| 20 | 27165 | 27866.3314285714 | -701.331428571429 |
| 21 | 26736 | 24455.9314285714 | 2280.06857142857 |
| 22 | 23691 | 25560.7314285714 | -1869.73142857143 |
| 23 | 18157 | 19494.9314285714 | -1337.93142857143 |
| 24 | 17328 | 18240.5314285714 | -912.53142857143 |
| 25 | 18205 | 19839.8 | -1634.79999999999 |
| 26 | 20995 | 22171.2 | -1176.20000000000 |
| 27 | 17382 | 18809.0885714286 | -1427.08857142857 |
| 28 | 9367 | 12349.6885714286 | -2982.68857142857 |
| 29 | 31124 | 30693.0885714286 | 430.911428571432 |
| 30 | 26551 | 27895.6885714286 | -1344.68857142857 |
| 31 | 30651 | 31137.4885714286 | -486.488571428575 |
| 32 | 25859 | 28252.8885714286 | -2393.88857142857 |
| 33 | 25100 | 24842.4885714286 | 257.511428571427 |
| 34 | 25778 | 25947.2885714286 | -169.288571428573 |
| 35 | 20418 | 19881.4885714286 | 536.511428571426 |
| 36 | 18688 | 18627.0885714286 | 60.9114285714276 |
| 37 | 20424 | 20226.3571428571 | 197.642857142868 |
| 38 | 24776 | 22557.7571428571 | 2218.24285714286 |
| 39 | 19814 | 19195.6457142857 | 618.354285714284 |
| 40 | 12738 | 12736.2457142857 | 1.75428571428341 |
| 41 | 31566 | 31079.6457142857 | 486.354285714287 |
| 42 | 30111 | 28282.2457142857 | 1828.75428571428 |
| 43 | 30019 | 31524.0457142857 | -1505.04571428572 |
| 44 | 31934 | 28639.4457142857 | 3294.55428571428 |
| 45 | 25826 | 25229.0457142857 | 596.954285714281 |
| 46 | 26835 | 26333.8457142857 | 501.154285714282 |
| 47 | 20205 | 20268.0457142857 | -63.045714285719 |
| 48 | 17789 | 19013.6457142857 | -1224.64571428572 |
| 49 | 20520 | 20612.9142857143 | -92.9142857142772 |
| 50 | 22518 | 22944.3142857143 | -426.314285714288 |
| 51 | 15572 | 15952.76 | -380.759999999997 |
| 52 | 11509 | 9493.36 | 2015.64 |
| 53 | 25447 | 27836.76 | -2389.76 |
| 54 | 24090 | 25039.36 | -949.36 |
| 55 | 27786 | 28281.16 | -495.159999999999 |
| 56 | 26195 | 25396.56 | 798.440000000001 |
| 57 | 20516 | 21986.16 | -1470.16 |
| 58 | 22759 | 23090.96 | -331.96 |
| 59 | 19028 | 17025.16 | 2002.84 |
| 60 | 16971 | 15770.76 | 1200.24000000000 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.600328991460332 | 0.799342017079337 | 0.399671008539668 |
| 18 | 0.804967696895224 | 0.390064606209553 | 0.195032303104777 |
| 19 | 0.96626477162048 | 0.0674704567590389 | 0.0337352283795194 |
| 20 | 0.93474005319401 | 0.130519893611979 | 0.0652599468059896 |
| 21 | 0.968735267356952 | 0.0625294652860951 | 0.0312647326430475 |
| 22 | 0.974532403009216 | 0.0509351939815677 | 0.0254675969907839 |
| 23 | 0.954881038569085 | 0.0902379228618298 | 0.0451189614309149 |
| 24 | 0.932882400783218 | 0.134235198433565 | 0.0671175992167824 |
| 25 | 0.911345178244753 | 0.177309643510493 | 0.0886548217552466 |
| 26 | 0.865895285480506 | 0.268209429038988 | 0.134104714519494 |
| 27 | 0.81993131418942 | 0.360137371621159 | 0.180068685810579 |
| 28 | 0.880315281709645 | 0.23936943658071 | 0.119684718290355 |
| 29 | 0.846310046632227 | 0.307379906735545 | 0.153689953367773 |
| 30 | 0.800642699671197 | 0.398714600657606 | 0.199357300328803 |
| 31 | 0.730405735674647 | 0.539188528650706 | 0.269594264325353 |
| 32 | 0.883468747271433 | 0.233062505457133 | 0.116531252728567 |
| 33 | 0.829920078940516 | 0.340159842118969 | 0.170079921059484 |
| 34 | 0.766931775463904 | 0.466136449072193 | 0.233068224536096 |
| 35 | 0.74848590243382 | 0.50302819513236 | 0.25151409756618 |
| 36 | 0.685533564281259 | 0.628932871437483 | 0.314466435718741 |
| 37 | 0.630835562166387 | 0.738328875667226 | 0.369164437833613 |
| 38 | 0.599190482575619 | 0.801619034848762 | 0.400809517424381 |
| 39 | 0.489864046281962 | 0.979728092563924 | 0.510135953718038 |
| 40 | 0.473655178397003 | 0.947310356794006 | 0.526344821602997 |
| 41 | 0.434916167503677 | 0.869832335007353 | 0.565083832496323 |
| 42 | 0.449674480599078 | 0.899348961198155 | 0.550325519400922 |
| 43 | 0.326912412342749 | 0.653824824685498 | 0.673087587657251 |
| 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 | 0.148148148148148 | NOK |
