Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 2.44215545615112 -0.00175567492996184X[t] + 0.0570440338336258M1[t] + 0.0619664572052827M2[t] + 0.0204252447933641M3[t] + 0.00763773921028087M4[t] + 0.00566222826305623M5[t] -0.00382955004669176M6[t] -0.024327757963546M7[t] -0.0416495903548216M8[t] + 0.0691900306100298M9[t] + 0.0180403126727410M10[t] + 0.00684182598739736M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.442155456151120.6103344.00138.7e-054.4e-05
X-0.001755674929961840.002823-0.6220.5345990.2673
M10.05704403383362580.3447730.16550.8687450.434373
M20.06196645720528270.3447440.17970.8575240.428762
M30.02042524479336410.3447280.05930.9528090.476404
M40.007637739210280870.3447210.02220.9823440.491172
M50.005662228263056230.3447220.01640.986910.493455
M6-0.003829550046691760.344726-0.01110.9911470.495573
M7-0.0243277579635460.344732-0.07060.9438070.471903
M8-0.04164959035482160.34474-0.12080.9039530.451977
M90.06919003061002980.3493550.19810.8431960.421598
M100.01804031267274100.3493510.05160.9588650.479432
M110.006841825987397360.3493480.01960.9843930.492197


Multiple Linear Regression - Regression Statistics
Multiple R0.054157040473846
R-squared0.00293298503288580
Adjusted R-squared-0.0537722480458127
F-TEST (value)0.0517233573278016
F-TEST (DF numerator)12
F-TEST (DF denominator)211
p-value0.999998921497438
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.04804387148817
Sum Squared Residuals231.761546834986


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
13.882.230054523221591.64994547677841
23.982.23287013667731.7471298633227
33.292.190099951814411.09990004818559
42.882.174327798850390.705672201149611
53.222.172176720410171.04782327958983
63.622.161982672128441.45801732787156
73.822.141835599197581.67816440080242
83.542.123987064327311.41601293567269
92.532.233948847827180.29605115217282
102.222.181921292424910.0380787075750894
112.852.169844968274590.680155031725415
122.782.16247643980820.6175235601918
132.282.218291501190850.0617084988091472
142.262.221809384618540.0381906153814597
152.712.178336929783660.531663070216337
162.772.164496019242600.605503980757397
172.772.162169373309390.607830626690615
182.642.152502027506640.487497972493358
192.562.131828252096790.428171747903209
202.072.11433085221252-0.0443308522125198
212.322.223414798247410.0965852017525906
222.162.17103610785915-0.0110361078591469
232.232.159662053680810.0703379463191926
242.42.152644660200410.247355339799586
252.842.209513126541040.630486873458956
262.772.213031009968730.556968990031269
272.932.170963095077820.759036904922176
282.912.156244347071780.753755652928218
292.692.153390998659580.536609001340423
302.382.142845815391850.237154184608148
312.582.121820904996010.458179095003991
323.192.103972370125741.08602762987426
332.822.214460856104600.605539143895396
342.722.162608868195330.55739113180467
352.532.151234814016990.378765185983009
362.72.144217420536600.555782579463403
372.422.201085886877230.218914113122774
382.52.204954905290910.295045094709094
392.312.162535855414010.147464144585993
402.412.147992674900960.262007325099039
412.562.146017163953740.413982836046264
422.762.136349818150990.623650181849007
432.712.115851610234140.594148389765861
442.442.097827507870880.342172492129122
452.462.207613723877750.252386276122247
462.122.15523503348949-0.0352350334894902
471.992.14386097931115-0.153860979311151
481.862.13701915332375-0.277019153323753
491.882.19388761966438-0.313887619664383
501.822.19758107058507-0.377581070585067
511.742.15533758820116-0.415337588201163
521.712.14096997518111-0.430969975181114
531.382.13881889674089-0.758818896740893
541.272.13090722586811-0.860907225868111
551.192.10953118048628-0.919531180486276
561.282.09168264561601-0.811682645616012
571.192.20111772663689-1.01111772663689
581.222.15102141365758-0.931021413657581
591.472.13982292697224-0.669822926972238
601.462.13280553349184-0.672805533491845
611.962.18967399983247-0.229673999832474
621.882.19196291080919-0.311962910809189
632.032.14919272594630-0.119192725946297
642.042.13482511292625-0.0948251129262478
651.92.13267403448603-0.232674034486027
661.82.12300668868328-0.323006688683283
671.922.10233291327343-0.182332913273432
681.922.08501108088216-0.165011080882157
691.972.19567513435401-0.225675134354012
702.462.144349848923730.315650151076273
712.362.132624659759390.227375340240605
722.532.125431698786000.404568301213995
732.312.182475732619630.127524267380369
741.982.18581804855432-0.205818048554322
751.462.14322343118443-0.683223431184427
761.262.12938252064337-0.869382520643366
771.582.12705587471015-0.547055874710149
781.742.11686182642842-0.376861826428416
791.892.09548578104658-0.205485781046581
801.852.07798838116231-0.227988381162309
811.622.18865243463416-0.568652434634165
821.32.13732714920388-0.83732714920388
831.422.12577752753254-0.705777527532544
841.152.11840899906616-0.968408999066158
850.422.17527746540679-1.75527746540679
860.742.17774194387650-1.43774194387650
871.022.13497175901361-1.11497175901361
881.512.12042857850056-0.61042857850056
891.862.11810193256734-0.258101932567343
901.592.1084345867646-0.518434586764599
911.032.08776081135475-1.05776081135475
920.442.06991227648449-1.62991227648449
930.822.18057632995634-1.36057632995634
940.862.12925104452606-1.26925104452606
950.582.11805255784071-1.53805255784071
960.592.11103516436032-1.52103516436032
970.952.16807919819394-1.21807919819394
980.982.17159708162163-1.19159708162163
991.232.12900246425174-0.899002464251736
1001.172.11287917630172-0.942879176301725
1010.842.10985026039652-1.26985026039652
1020.742.09948064462179-1.35948064462179
1030.652.07810459923996-1.42810459923996
1040.912.0600804968767-1.15008049687670
1051.192.17039341536256-0.980393415362561
1061.32.1180147249743-0.8180147249743
1071.532.10681623828896-0.576816238288956
1081.942.09997441230156-0.159974412301558
1091.792.15701844613518-0.367018446135184
1101.952.16088746454886-0.210887464548864
1112.262.118468414671960.141531585328035
1122.042.10532977410289-0.0653297741028888
1132.162.103354263155660.0566457368443363
1142.752.093862484845920.656137515154084
1152.792.073364276929060.716635723070938
1162.882.054637904593820.825362095406183
1173.362.164248553107701.19575144689230
1182.972.112572132691420.857427867308582
1193.12.101022511020080.998977488979919
1202.492.093653982553700.396346017446304
1212.22.150522448894330.0494775511056748
1222.252.153864764829020.0961352351709834
1232.092.11144571495212-0.0214457149521174
1242.792.096375831960080.693624168039917
1253.142.092820213575891.04717978642411
1262.932.082099462815170.847900537184829
1272.652.060547849940340.589452150059659
1282.672.043226017549070.626773982450935
1292.262.153187801048940.106812198951064
1302.352.101862515618650.24813748438135
1312.132.090312893947310.0396871060526856
1322.182.083119932973920.0968800670260755
1332.92.139637264328560.760362735671438
1342.632.144032985221230.48596701477877
1352.672.101438367851330.568561632148665
1361.812.08724632232428-0.277246322324282
1371.332.08456854140507-0.754568541405072
1380.882.07472562810933-1.19472562810933
1391.282.05299844774150-0.772998447741505
1401.262.03532548036424-0.775325480364237
1411.262.14528726386411-0.885287263864107
1421.292.09396197843382-0.803961978433822
1431.12.08206122177649-0.982061221776494
1441.372.0750438282961-0.7050438282961
1451.212.13103445717175-0.921034457171748
1461.742.13578131305041-0.395781313050410
1471.762.09406453314550-0.334064533145495
1481.482.08110146006942-0.601101460069415
1491.042.07772140917822-1.03772140917822
1501.622.06717622591050-0.447176225910496
1511.492.04615131551465-0.556151315514653
1521.792.02830278064439-0.238302780644389
1531.82.13879126662325-0.338791266623248
1541.582.08729041369997-0.507290413699967
1551.862.07521408954964-0.215214089549642
1561.742.06749442609726-0.327494426097264
1571.592.1240117574519-0.534011757451901
1581.262.12840747834457-0.86840747834457
1591.132.08633956345366-0.956339563453663
1601.922.0726742204056-0.152674220405599
1612.612.070347574472380.539652425527619
1622.262.059275688725670.200724311274332
1632.412.037899643343830.372100356656168
1642.262.019699973487580.240300026512424
1652.032.13001289197344-0.100012891973439
1662.862.078336471557160.781663528442838
1672.552.066435714899830.483564285100166
1682.272.059242753926440.210757246073557
1692.262.115408950295090.144591049704911
1702.572.119804671187760.450195328812243
1713.072.077561188803850.992438811196146
1722.762.062842440797810.697157559202188
1732.512.059989092385610.450010907614394
1742.872.050321746582860.819678253417138
1753.142.028418998722041.11158100127796
1763.112.010746031344771.09925396865523
1773.162.121234517323631.03876548267637
1782.472.069558096907350.400441903092648
1792.572.057657340250020.512342659749976
1802.892.050464379276630.839535620723366
1812.632.106981710631270.523018289368729
1822.382.110850729044950.269149270955048
1831.692.06737827421007-0.377378274210075
1841.962.05388849865501-0.0938884986550068
1852.192.051210717735800.138789282264203
1861.872.04101666945406-0.171016669454064
1871.62.02016732655122-0.420167326551218
1881.632.00196765669496-0.371967656694961
1891.222.11228057518082-0.892280575180824
1901.212.06025301977855-0.850253019778555
1911.492.04852783061422-0.558527830614222
1921.642.04115930214784-0.401159302147837
1931.662.09802776848847-0.438027768488466
1941.772.10242348938113-0.332423489381135
1951.822.06053114198322-0.240531141983224
1961.782.04756806890714-0.267568068907144
1971.282.04524142297393-0.765241422973927
1981.292.03522294218519-0.74522294218519
1991.372.01419803178935-0.644198031789348
2001.121.99670063190508-0.876700631905076
2011.512.10718911788394-0.597189117883935
2022.242.054985994988670.185014005011331
2032.942.043436373317330.896563626682667
2043.092.035365574878961.05463442512104
2053.462.092058473726601.36794152627340
2063.642.095049654675301.54495034532470
2074.392.049821524910462.34017847508954
2084.152.035453911890412.11454608810959
2095.212.031898293506223.17810170649378
2105.82.022055380210483.77794461978952
2115.912.000854902321643.90914509767836
2125.391.982304097479393.40769590252061
2135.462.091914745993273.36808525400673
2144.722.040413893069992.67958610693001
2153.142.027635298947681.11236470105232
2162.632.020442337974290.609557662025713
2172.322.076959669328920.243040330671076
2181.932.08153095771459-0.151530957714589
2190.622.03928747533069-1.41928747533069
2200.62.02597326726861-1.42597326726861
221-0.372.02259321637742-2.39259321637742
222-1.12.01187246561670-3.1118724656167
223-1.681.99084755522086-3.67084755522086
224-0.781.97229675037861-2.75229675037861


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.1417500897823750.2835001795647510.858249910217625
170.06846848670362230.1369369734072450.931531513296378
180.02724587962858220.05449175925716450.972754120371418
190.01175207591166960.02350415182333920.98824792408833
200.006292057669639150.01258411533927830.99370794233036
210.004961065252276650.00992213050455330.995038934747723
220.004427376802987690.008854753605975390.995572623197012
230.001806053852986890.003612107705973770.998193946147013
240.0008173283934445060.001634656786889010.999182671606555
250.0008450740341381740.001690148068276350.999154925965862
260.000521290999629050.00104258199925810.999478709000371
270.0004124830403245690.0008249660806491390.999587516959675
280.0003705931358721420.0007411862717442850.999629406864128
290.0001824207041835420.0003648414083670850.999817579295816
307.6045957893562e-050.0001520919157871240.999923954042106
313.11459509396741e-056.22919018793482e-050.99996885404906
326.03715543105017e-050.0001207431086210030.99993962844569
337.5201899468192e-050.0001504037989363840.999924798100532
349.91713685112386e-050.0001983427370224770.999900828631489
355.34866505377677e-050.0001069733010755350.999946513349462
363.18080563147323e-056.36161126294646e-050.999968191943685
371.45765099357449e-052.91530198714898e-050.999985423490064
386.52664304983089e-061.30532860996618e-050.99999347335695
393.00088099427581e-066.00176198855161e-060.999996999119006
401.29575561388356e-062.59151122776711e-060.999998704244386
415.73432773777987e-071.14686554755597e-060.999999426567226
422.95134734204122e-075.90269468408245e-070.999999704865266
431.34234529830664e-072.68469059661329e-070.99999986576547
445.70592939963844e-081.14118587992769e-070.999999942940706
452.75843454576894e-085.51686909153789e-080.999999972415655
461.12548014127546e-082.25096028255091e-080.999999988745199
474.46804973931266e-098.93609947862531e-090.99999999553195
482.15243917460819e-094.30487834921637e-090.99999999784756
491.16756505856136e-092.33513011712272e-090.999999998832435
507.03534125611223e-101.40706825122245e-090.999999999296466
514.18412151227489e-108.36824302454979e-100.999999999581588
522.25050885820689e-104.50101771641377e-100.999999999774949
532.97766128995635e-105.9553225799127e-100.999999999702234
546.67577904319398e-101.33515580863880e-090.999999999332422
551.72178320266375e-093.44356640532750e-090.999999998278217
562.00727490222175e-094.01454980444349e-090.999999997992725
571.43659909320059e-092.87319818640117e-090.9999999985634
587.69208644763388e-101.53841728952678e-090.999999999230791
593.47102287922247e-106.94204575844494e-100.999999999652898
601.60504449163308e-103.21008898326617e-100.999999999839496
616.87435938427836e-111.37487187685567e-100.999999999931256
622.82921585159951e-115.65843170319901e-110.999999999971708
631.40355942145066e-112.80711884290133e-110.999999999985964
647.3342495052194e-121.46684990104388e-110.999999999992666
653.19847510483595e-126.3969502096719e-120.999999999996801
661.27346681699776e-122.54693363399552e-120.999999999998727
675.34086353037846e-131.06817270607569e-120.999999999999466
682.30349549833240e-134.60699099666481e-130.99999999999977
691.34539477127174e-132.69078954254348e-130.999999999999865
704.99258039329539e-139.98516078659079e-130.9999999999995
717.31322856743185e-131.46264571348637e-120.999999999999269
721.53984575206193e-123.07969150412387e-120.99999999999846
731.15995602189311e-122.31991204378622e-120.99999999999884
745.28391798176065e-131.05678359635213e-120.999999999999472
752.30121806316219e-134.60243612632438e-130.99999999999977
761.18722057102626e-132.37444114205253e-130.999999999999881
774.66114259232686e-149.32228518465372e-140.999999999999953
781.8885686350849e-143.7771372701698e-140.999999999999981
798.41744698308518e-151.68348939661704e-140.999999999999992
803.71660148075066e-157.43320296150131e-150.999999999999996
811.47980943760912e-152.95961887521824e-150.999999999999998
825.64255562197869e-161.12851112439574e-151
832.08769360697821e-164.17538721395642e-161
849.74503385068322e-171.94900677013664e-161
854.37182810923817e-168.74365621847635e-161
864.22933583292917e-168.45867166585834e-161
871.93244009206466e-163.86488018412933e-161
888.13399883525896e-171.62679976705179e-161
895.52409539070003e-171.10481907814001e-161
902.34806817637468e-174.69613635274936e-171
911.09127282751416e-172.18254565502832e-171
921.70345328706220e-173.40690657412440e-171
938.75659047731364e-181.75131809546273e-171
943.99927200750999e-187.99854401501998e-181
953.09472570349695e-186.18945140699389e-181
962.34161465931709e-184.68322931863418e-181
971.01812752169483e-182.03625504338967e-181
984.37100821937194e-198.74201643874389e-191
991.83543954365671e-193.67087908731343e-191
1007.75726322313415e-201.55145264462683e-191
1013.52068186794524e-207.04136373589048e-201
1021.74476755707352e-203.48953511414705e-201
1039.46487125466925e-211.89297425093385e-201
1044.32430816079452e-218.64861632158904e-211
1053.31390742220949e-216.62781484441897e-211
1063.84910697946844e-217.69821395893688e-211
1076.06351662753418e-211.21270332550684e-201
1083.06775686704219e-206.13551373408438e-201
1096.33799121895807e-201.26759824379161e-191
1101.70237468958133e-193.40474937916266e-191
1111.14443343165407e-182.28886686330815e-181
1122.35373451925094e-184.70746903850188e-181
1135.44047370935495e-181.08809474187099e-171
1148.9968600028817e-171.79937200057634e-161
1151.10013338623646e-152.20026677247293e-150.999999999999999
1161.67180203818967e-143.34360407637934e-140.999999999999983
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1254.5940448945805e-109.188089789161e-100.999999999540595
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1291.21556528251898e-092.43113056503795e-090.999999998784435
1301.03605678033967e-092.07211356067934e-090.999999998963943
1316.90255239273488e-101.38051047854698e-090.999999999309745
1324.74486334928824e-109.48972669857648e-100.999999999525514
1337.2574000255918e-101.45148000511836e-090.99999999927426
1347.079560840684e-101.4159121681368e-090.999999999292044
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1363.9857533397512e-107.9715066795024e-100.999999999601425
1372.22794220001696e-104.45588440003392e-100.999999999777206
1381.68167297244630e-103.36334594489261e-100.999999999831833
1399.29173158053e-111.858346316106e-100.999999999907083
1405.08197820790257e-111.01639564158051e-100.99999999994918
1413.11612474859527e-116.23224949719053e-110.999999999968839
1421.85139456241093e-113.70278912482187e-110.999999999981486
1431.20485945081743e-112.40971890163486e-110.999999999987951
1446.66490327534865e-121.33298065506973e-110.999999999993335
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1484.94928915622682e-139.89857831245364e-130.999999999999505
1493.24253973704759e-136.48507947409519e-130.999999999999676
1501.57709690862983e-133.15419381725965e-130.999999999999842
1517.68401788474503e-141.53680357694901e-130.999999999999923
1523.76409526577523e-147.52819053155045e-140.999999999999962
1532.11839815196227e-144.23679630392455e-140.999999999999979
1541.26232647945400e-142.52465295890801e-140.999999999999987
1556.99683723689813e-151.39936744737963e-140.999999999999993
1563.76537243954674e-157.53074487909347e-150.999999999999996
1572.00524228422498e-154.01048456844996e-150.999999999999998
1581.30863093396984e-152.61726186793969e-150.999999999999999
1599.163228135211e-161.8326456270422e-151
1604.63483283885988e-169.26966567771976e-161
1613.97719473770724e-167.95438947541448e-161
1622.28447278319645e-164.56894556639289e-161
1631.49148553921406e-162.98297107842812e-161
1648.4718417646292e-171.69436835292584e-161
1655.19553599883387e-171.03910719976677e-161
1666.44487792759113e-171.28897558551823e-161
1674.82844136750275e-179.6568827350055e-171
1682.83289709949764e-175.66579419899527e-171
1691.52956773446324e-173.05913546892649e-171
1709.80193650277075e-181.96038730055415e-171
1711.25265919819433e-172.50531839638865e-171
1729.4982232054788e-181.89964464109576e-171
1735.21203365600375e-181.04240673120075e-171
1744.48895743794714e-188.97791487589428e-181
1756.68587615152341e-181.33717523030468e-171
1769.47409406041142e-181.89481881208228e-171
1771.00459874095805e-172.0091974819161e-171
1785.00345125855628e-181.00069025171126e-171
1792.56001881079093e-185.12003762158186e-181
1801.81762776090763e-183.63525552181526e-181
1818.8898186638247e-191.77796373276494e-181
1823.54683476917129e-197.09366953834258e-191
1831.31231890362436e-192.62463780724872e-191
1844.46920130729784e-208.93840261459567e-201
1851.56763538962895e-203.1352707792579e-201
1865.05183765561871e-211.01036753112374e-201
1871.66475525960231e-213.32951051920462e-211
1885.29243158751409e-221.05848631750282e-211
1896.39863791212478e-221.27972758242496e-211
1908.48545963833418e-221.69709192766684e-211
1915.44631356460235e-221.08926271292047e-211
1922.7494612062373e-225.4989224124746e-221
1931.47308129009577e-222.94616258019154e-221
1947.03615478375275e-231.40723095675055e-221
1952.89784853606978e-235.79569707213955e-231
1961.21468788433061e-232.42937576866122e-231
1971.21670282556912e-232.43340565113824e-231
1981.63496280657454e-233.26992561314907e-231
1992.36053641531042e-234.72107283062083e-231
2003.26029719980217e-226.52059439960434e-221
2013.87452328132787e-187.74904656265575e-181
2021.28396494030199e-142.56792988060398e-140.999999999999987
2033.74490602076855e-127.48981204153709e-120.999999999996255
2041.54913346011156e-093.09826692022311e-090.999999998450867
2055.71959283771482e-061.14391856754296e-050.999994280407162
2060.03615287774064070.07230575548128140.96384712225936
2070.1629031917132380.3258063834264760.837096808286762
2080.7438014807310060.5123970385379880.256198519268994


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1850.958549222797927NOK
5% type I error level1870.968911917098446NOK
10% type I error level1890.979274611398964NOK