| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 36.8472879000015 -11.7370202770488dummy[t] + 0.181702401154939y1[t] + 0.398199895750638y2[t] -6.57944589025193M1[t] -0.385809419381148M2[t] + 2.9364369009721M3[t] + 14.0523966076367M4[t] + 4.18719139691463M5[t] -1.04841000566624M6[t] + 11.8171055119117M7[t] -9.72042959471114M8[t] -12.2101762942471M9[t] + 18.7224391046008M10[t] + 16.9993335335749M11[t] + 0.186416117482880t + 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) | 36.8472879000015 | 10.459827 | 3.5227 | 0.000717 | 0.000359 |
| dummy | -11.7370202770488 | 2.621675 | -4.4769 | 2.6e-05 | 1.3e-05 |
| y1 | 0.181702401154939 | 0.100819 | 1.8023 | 0.075368 | 0.037684 |
| y2 | 0.398199895750638 | 0.09382 | 4.2443 | 6e-05 | 3e-05 |
| M1 | -6.57944589025193 | 2.638941 | -2.4932 | 0.014777 | 0.007388 |
| M2 | -0.385809419381148 | 2.850528 | -0.1353 | 0.892686 | 0.446343 |
| M3 | 2.9364369009721 | 2.861484 | 1.0262 | 0.307972 | 0.153986 |
| M4 | 14.0523966076367 | 2.824765 | 4.9747 | 4e-06 | 2e-06 |
| M5 | 4.18719139691463 | 2.720531 | 1.5391 | 0.127825 | 0.063913 |
| M6 | -1.04841000566624 | 2.662367 | -0.3938 | 0.694811 | 0.347406 |
| M7 | 11.8171055119117 | 2.702697 | 4.3723 | 3.8e-05 | 1.9e-05 |
| M8 | -9.72042959471114 | 2.643815 | -3.6767 | 0.000432 | 0.000216 |
| M9 | -12.2101762942471 | 3.363922 | -3.6297 | 0.000505 | 0.000253 |
| M10 | 18.7224391046008 | 3.260348 | 5.7425 | 0 | 0 |
| M11 | 16.9993335335749 | 3.169411 | 5.3636 | 1e-06 | 0 |
| t | 0.186416117482880 | 0.046508 | 4.0082 | 0.000139 | 6.9e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.943104661617373 |
| R-squared | 0.88944640276442 |
| Adjusted R-squared | 0.868186095603732 |
| F-TEST (value) | 41.8360090492513 |
| F-TEST (DF numerator) | 15 |
| F-TEST (DF denominator) | 78 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4.79920393781965 |
| Sum Squared Residuals | 1796.52395806913 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 91.6 | 93.8994376538101 | -2.29943765381014 |
| 2 | 98.3 | 95.1299597568952 | 3.1700402431048 |
| 3 | 97.7 | 94.6794296377111 | 3.02057036228890 |
| 4 | 106.3 | 108.540723322695 | -2.24072332269497 |
| 5 | 102.3 | 100.185654941938 | 2.11434505806219 |
| 6 | 106.6 | 97.8341791556755 | 8.76582084432444 |
| 7 | 108.1 | 110.0746315327 | -1.97463153270003 |
| 8 | 93.8 | 90.7083256970202 | 3.09167430297979 |
| 9 | 88.2 | 86.4039506220775 | 1.7960493779225 |
| 10 | 108.9 | 110.811190182706 | -1.91119018270649 |
| 11 | 114.2 | 110.805821016867 | 3.39417898313289 |
| 12 | 102.5 | 103.198664168935 | -0.69866416893451 |
| 13 | 94.2 | 96.790175750131 | -2.59017575013104 |
| 14 | 97.4 | 97.0031596286162 | 0.396840371383766 |
| 15 | 98.5 | 97.788210615418 | 0.711789384582096 |
| 16 | 106.5 | 110.564698747238 | -4.06469874723791 |
| 17 | 102.9 | 102.777548748564 | 0.122451251436144 |
| 18 | 97.1 | 100.259833985313 | -3.15983398531319 |
| 19 | 103.7 | 110.824372068973 | -7.12437206897303 |
| 20 | 93.4 | 88.362929532102 | 5.037070467898 |
| 21 | 85.8 | 86.8161835301073 | -1.01618353010729 |
| 22 | 108.6 | 112.452817871429 | -3.85281787142894 |
| 23 | 110.2 | 112.032623956514 | -1.83262395651365 |
| 24 | 101.2 | 104.589388005384 | -3.3893880053841 |
| 25 | 101.2 | 97.1981564554216 | 4.00184354457838 |
| 26 | 96.9 | 99.9944099820195 | -3.09440998201954 |
| 27 | 99.4 | 102.721752094889 | -3.32175209488944 |
| 28 | 118.7 | 112.766124370197 | 5.93387562980342 |
| 29 | 108 | 107.589691358624 | 0.410308641375751 |
| 30 | 101.2 | 108.281548369156 | -7.0815483691557 |
| 31 | 119.9 | 115.837164791831 | 4.06283520816892 |
| 32 | 94.8 | 95.1761214131842 | -0.376121413184189 |
| 33 | 95.3 | 95.758398612679 | -0.458398612679079 |
| 34 | 118 | 116.973463946246 | 1.02653605375370 |
| 35 | 115.9 | 119.760518946796 | -3.86051894679569 |
| 36 | 111.4 | 111.605164121818 | -0.205164121817798 |
| 37 | 108.2 | 103.558253762775 | 4.64174623722481 |
| 38 | 108.8 | 107.564959136555 | 1.23504086344482 |
| 39 | 109.5 | 109.908403348682 | -0.40840334868223 |
| 40 | 124.8 | 121.576890791089 | 3.22310920891139 |
| 41 | 115.3 | 114.956888362545 | 0.343111637454628 |
| 42 | 109.5 | 114.273988671460 | -4.7739886714602 |
| 43 | 124.2 | 122.489147370191 | 1.71085262980871 |
| 44 | 92.9 | 101.499494282675 | -8.59949428267527 |
| 45 | 98.4 | 99.362417012007 | -0.962417012006983 |
| 46 | 120.9 | 119.017154997695 | 1.88284500230505 |
| 47 | 111.7 | 123.758868996767 | -12.0588689967666 |
| 48 | 116.1 | 114.233787144438 | 1.86621285556153 |
| 49 | 109.4 | 104.976808895845 | 4.42319110415472 |
| 50 | 111.7 | 111.891534937764 | -0.191534937763654 |
| 51 | 114.3 | 113.150173596727 | 1.14982640327312 |
| 52 | 133.7 | 125.840835424104 | 7.85916457589627 |
| 53 | 114.3 | 120.722392642222 | -6.42239264222195 |
| 54 | 126.5 | 119.873258752280 | 6.62674124771951 |
| 55 | 131 | 127.416881703869 | 3.58311829613082 |
| 56 | 104 | 111.741462248084 | -7.74146224808426 |
| 57 | 108.9 | 106.324066365726 | 2.5759336342743 |
| 58 | 128.5 | 127.582042462448 | 0.917957537551546 |
| 59 | 132.4 | 131.557899560720 | 0.842100439279676 |
| 60 | 128 | 123.258339465845 | 4.7416605341549 |
| 61 | 116.4 | 117.618798721422 | -1.21879872142180 |
| 62 | 120.9 | 120.139023915075 | 0.760976084924634 |
| 63 | 118.6 | 119.846228367401 | -1.24622836740134 |
| 64 | 133.1 | 132.522588199770 | 0.577411800229614 |
| 65 | 121.1 | 124.562624163051 | -3.46262416305128 |
| 66 | 127.6 | 123.106908552478 | 4.49309144752174 |
| 67 | 135.4 | 132.561507046038 | 2.83849295396151 |
| 68 | 114.9 | 115.215966108286 | -0.315966108286235 |
| 69 | 114.3 | 112.293695489412 | 2.00630451058809 |
| 70 | 128.9 | 135.140607702162 | -6.24060770216161 |
| 71 | 138.9 | 136.017853368030 | 2.88214663196970 |
| 72 | 129.4 | 126.835678441447 | 2.56432155855299 |
| 73 | 115 | 122.698474815212 | -7.69847481521242 |
| 74 | 128 | 122.679113817304 | 5.32088618269609 |
| 75 | 127 | 122.815828971345 | 4.18417102865494 |
| 76 | 128.8 | 139.113101039096 | -10.3131010390959 |
| 77 | 137.9 | 129.363176372185 | 8.53682362781506 |
| 78 | 128.4 | 126.684242749948 | 1.71575725005195 |
| 79 | 135.9 | 141.633620625368 | -5.73362062536772 |
| 80 | 122.2 | 117.862370635259 | 4.33762936474122 |
| 81 | 113.1 | 116.056216375513 | -2.95621637551284 |
| 82 | 136.2 | 128.329397192501 | 7.87060280749886 |
| 83 | 138 | 127.366414154306 | 10.6335858456936 |
| 84 | 115.2 | 120.078978652133 | -4.87897865213301 |
| 85 | 111 | 110.259893945383 | 0.740106054617501 |
| 86 | 99.2 | 106.797838825771 | -7.59783882577088 |
| 87 | 102.4 | 106.489973367826 | -4.08997336782605 |
| 88 | 112.7 | 113.675038105812 | -0.975038105811883 |
| 89 | 105.5 | 107.142023410871 | -1.64202341087054 |
| 90 | 98.3 | 104.886039763689 | -6.58603976368855 |
| 91 | 116.4 | 113.762674861029 | 2.63732513897082 |
| 92 | 97.4 | 92.833330083389 | 4.56666991661094 |
| 93 | 93.3 | 94.2850719924787 | -0.98507199247871 |
| 94 | 117.4 | 117.093325644812 | 0.306674355187901 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 19 | 0.350948087707447 | 0.701896175414895 | 0.649051912292553 |
| 20 | 0.261698532857612 | 0.523397065715224 | 0.738301467142388 |
| 21 | 0.149225385352350 | 0.298450770704700 | 0.85077461464765 |
| 22 | 0.082073379403211 | 0.164146758806422 | 0.91792662059679 |
| 23 | 0.0472657177173148 | 0.0945314354346295 | 0.952734282282685 |
| 24 | 0.0231051498557271 | 0.0462102997114542 | 0.976894850144273 |
| 25 | 0.115319968144366 | 0.230639936288732 | 0.884680031855634 |
| 26 | 0.0713366557646576 | 0.142673311529315 | 0.928663344235342 |
| 27 | 0.0431100275249279 | 0.0862200550498558 | 0.956889972475072 |
| 28 | 0.181867309483902 | 0.363734618967803 | 0.818132690516098 |
| 29 | 0.129328147553174 | 0.258656295106347 | 0.870671852446826 |
| 30 | 0.106164615170684 | 0.212329230341367 | 0.893835384829316 |
| 31 | 0.251529028540771 | 0.503058057081542 | 0.74847097145923 |
| 32 | 0.192607750692537 | 0.385215501385074 | 0.807392249307463 |
| 33 | 0.152293820402890 | 0.304587640805781 | 0.84770617959711 |
| 34 | 0.141030077059878 | 0.282060154119755 | 0.858969922940122 |
| 35 | 0.106006532501817 | 0.212013065003633 | 0.893993467498183 |
| 36 | 0.0867546028643802 | 0.173509205728760 | 0.91324539713562 |
| 37 | 0.095567114203011 | 0.191134228406022 | 0.904432885796989 |
| 38 | 0.0723064823293319 | 0.144612964658664 | 0.927693517670668 |
| 39 | 0.0498285438194527 | 0.0996570876389054 | 0.950171456180547 |
| 40 | 0.0431829325570652 | 0.0863658651141305 | 0.956817067442935 |
| 41 | 0.0286666214659606 | 0.0573332429319212 | 0.97133337853404 |
| 42 | 0.0227198673099715 | 0.0454397346199429 | 0.977280132690029 |
| 43 | 0.0176906388879799 | 0.0353812777759598 | 0.98230936111202 |
| 44 | 0.0405961200911694 | 0.0811922401823389 | 0.95940387990883 |
| 45 | 0.0272107057109999 | 0.0544214114219997 | 0.972789294289 |
| 46 | 0.0198052147185100 | 0.0396104294370199 | 0.98019478528149 |
| 47 | 0.102976110180437 | 0.205952220360874 | 0.897023889819563 |
| 48 | 0.082203239724916 | 0.164406479449832 | 0.917796760275084 |
| 49 | 0.0712288208390947 | 0.142457641678189 | 0.928771179160905 |
| 50 | 0.0502916426856375 | 0.100583285371275 | 0.949708357314363 |
| 51 | 0.0360062810883582 | 0.0720125621767164 | 0.963993718911642 |
| 52 | 0.070577293459297 | 0.141154586918594 | 0.929422706540703 |
| 53 | 0.0780916530640315 | 0.156183306128063 | 0.921908346935969 |
| 54 | 0.105993066819119 | 0.211986133638238 | 0.89400693318088 |
| 55 | 0.096771295514653 | 0.193542591029306 | 0.903228704485347 |
| 56 | 0.15623517346787 | 0.31247034693574 | 0.84376482653213 |
| 57 | 0.123630163253815 | 0.247260326507631 | 0.876369836746185 |
| 58 | 0.0918893921387205 | 0.183778784277441 | 0.90811060786128 |
| 59 | 0.0976803454062666 | 0.195360690812533 | 0.902319654593733 |
| 60 | 0.0894044465276738 | 0.178808893055348 | 0.910595553472326 |
| 61 | 0.0637831248729862 | 0.127566249745972 | 0.936216875127014 |
| 62 | 0.0428810017659313 | 0.0857620035318626 | 0.957118998234069 |
| 63 | 0.0288121713778732 | 0.0576243427557464 | 0.971187828622127 |
| 64 | 0.0217326378135419 | 0.0434652756270839 | 0.978267362186458 |
| 65 | 0.0231489624330761 | 0.0462979248661522 | 0.976851037566924 |
| 66 | 0.0211463957627954 | 0.0422927915255909 | 0.978853604237205 |
| 67 | 0.0138904217920223 | 0.0277808435840445 | 0.986109578207978 |
| 68 | 0.0103350311357447 | 0.0206700622714894 | 0.989664968864255 |
| 69 | 0.00620686184124721 | 0.0124137236824944 | 0.993793138158753 |
| 70 | 0.0208228438993429 | 0.0416456877986859 | 0.979177156100657 |
| 71 | 0.0459698379957532 | 0.0919396759915063 | 0.954030162004247 |
| 72 | 0.0264477252475938 | 0.0528954504951875 | 0.973552274752406 |
| 73 | 0.480976422994018 | 0.961952845988036 | 0.519023577005982 |
| 74 | 0.37635254483582 | 0.75270508967164 | 0.62364745516418 |
| 75 | 0.316415104023192 | 0.632830208046383 | 0.683584895976808 |
| 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 | 11 | 0.192982456140351 | NOK |
| 10% type I error level | 23 | 0.403508771929825 | NOK |
