| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 5025.8413037037 + 1917.67413333333X[t] + 379.988237037039M1[t] + 445.622681481482M2[t] + 406.368237037036M3[t] + 146.944444444444M4[t] + 143.320000000000M5[t] + 78.2255555555556M6[t] -95.3544444444446M7[t] -101.822222222222M8[t] + 2.99111111111107M9[t] + 4.57888888888867M10[t] + 40.4199999999999M11[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) | 5025.8413037037 | 602.185257 | 8.346 | 0 | 0 |
| X | 1917.67413333333 | 436.729238 | 4.391 | 2.9e-05 | 1.5e-05 |
| M1 | 379.988237037039 | 841.885455 | 0.4514 | 0.652763 | 0.326382 |
| M2 | 445.622681481482 | 841.885455 | 0.5293 | 0.597822 | 0.298911 |
| M3 | 406.368237037036 | 841.885455 | 0.4827 | 0.630428 | 0.315214 |
| M4 | 146.944444444444 | 840.48581 | 0.1748 | 0.861583 | 0.430792 |
| M5 | 143.320000000000 | 840.48581 | 0.1705 | 0.864964 | 0.432482 |
| M6 | 78.2255555555556 | 840.48581 | 0.0931 | 0.926042 | 0.463021 |
| M7 | -95.3544444444446 | 840.48581 | -0.1135 | 0.909912 | 0.454956 |
| M8 | -101.822222222222 | 840.48581 | -0.1211 | 0.903831 | 0.451915 |
| M9 | 2.99111111111107 | 840.48581 | 0.0036 | 0.997168 | 0.498584 |
| M10 | 4.57888888888867 | 840.48581 | 0.0054 | 0.995665 | 0.497832 |
| M11 | 40.4199999999999 | 840.48581 | 0.0481 | 0.961744 | 0.480872 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.414076228513992 |
| R-squared | 0.171459123020372 |
| Adjusted R-squared | 0.0668013280334715 |
| F-TEST (value) | 1.63828335043589 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 95 |
| p-value | 0.0938966040374087 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1782.93964770604 |
| Sum Squared Residuals | 301993009.799404 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4716.99 | 5405.82954074073 | -688.839540740731 |
| 2 | 4926.65 | 5471.46398518519 | -544.813985185187 |
| 3 | 4920.1 | 5432.20954074074 | -512.109540740741 |
| 4 | 5170.09 | 5172.78574814815 | -2.69574814814985 |
| 5 | 5246.24 | 5169.1613037037 | 77.0786962962968 |
| 6 | 5283.61 | 5104.06685925926 | 179.54314074074 |
| 7 | 4979.05 | 4930.48685925926 | 48.5631407407415 |
| 8 | 4825.2 | 4924.01908148148 | -98.819081481482 |
| 9 | 4695.12 | 5028.83241481481 | -333.712414814815 |
| 10 | 4711.54 | 5030.42019259259 | -318.880192592593 |
| 11 | 4727.22 | 5066.2613037037 | -339.041303703704 |
| 12 | 4384.96 | 5025.8413037037 | -640.881303703704 |
| 13 | 4378.75 | 5405.82954074074 | -1027.07954074074 |
| 14 | 4472.93 | 5471.46398518519 | -998.533985185185 |
| 15 | 4564.07 | 5432.20954074074 | -868.139540740741 |
| 16 | 4310.54 | 5172.78574814815 | -862.245748148148 |
| 17 | 4171.38 | 5169.1613037037 | -997.781303703704 |
| 18 | 4049.38 | 5104.06685925926 | -1054.68685925926 |
| 19 | 3591.37 | 4930.48685925926 | -1339.11685925926 |
| 20 | 3720.46 | 4924.01908148148 | -1203.55908148148 |
| 21 | 4107.23 | 5028.83241481481 | -921.602414814815 |
| 22 | 4101.71 | 5030.42019259259 | -928.710192592593 |
| 23 | 4162.34 | 5066.2613037037 | -903.921303703704 |
| 24 | 4136.22 | 5025.8413037037 | -889.621303703704 |
| 25 | 4125.88 | 5405.82954074074 | -1279.94954074074 |
| 26 | 4031.48 | 5471.46398518519 | -1439.98398518519 |
| 27 | 3761.36 | 5432.20954074074 | -1670.84954074074 |
| 28 | 3408.56 | 5172.78574814815 | -1764.22574814815 |
| 29 | 3228.47 | 5169.1613037037 | -1940.69130370370 |
| 30 | 3090.45 | 5104.06685925926 | -2013.61685925926 |
| 31 | 2741.14 | 4930.48685925926 | -2189.34685925926 |
| 32 | 2980.44 | 4924.01908148148 | -1943.57908148148 |
| 33 | 3104.33 | 5028.83241481481 | -1924.50241481482 |
| 34 | 3181.57 | 5030.42019259259 | -1848.85019259259 |
| 35 | 2863.86 | 5066.2613037037 | -2202.40130370370 |
| 36 | 2898.01 | 5025.8413037037 | -2127.83130370370 |
| 37 | 3112.33 | 5405.82954074074 | -2293.49954074074 |
| 38 | 3254.33 | 5471.46398518518 | -2217.13398518518 |
| 39 | 3513.47 | 5432.20954074074 | -1918.73954074074 |
| 40 | 3587.61 | 5172.78574814815 | -1585.17574814815 |
| 41 | 3727.45 | 5169.1613037037 | -1441.71130370370 |
| 42 | 3793.34 | 5104.06685925926 | -1310.72685925926 |
| 43 | 3817.58 | 4930.48685925926 | -1112.90685925926 |
| 44 | 3845.13 | 4924.01908148148 | -1078.88908148148 |
| 45 | 3931.86 | 5028.83241481481 | -1096.97241481482 |
| 46 | 4197.52 | 5030.42019259259 | -832.900192592592 |
| 47 | 4307.13 | 5066.2613037037 | -759.131303703704 |
| 48 | 4229.43 | 5025.8413037037 | -796.411303703704 |
| 49 | 4362.28 | 5405.82954074074 | -1043.54954074074 |
| 50 | 4217.34 | 5471.46398518519 | -1254.12398518519 |
| 51 | 4361.28 | 5432.20954074074 | -1070.92954074074 |
| 52 | 4327.74 | 5172.78574814815 | -845.045748148149 |
| 53 | 4417.65 | 5169.1613037037 | -751.511303703704 |
| 54 | 4557.68 | 5104.06685925926 | -546.386859259259 |
| 55 | 4650.35 | 4930.48685925926 | -280.136859259259 |
| 56 | 4967.18 | 4924.01908148148 | 43.1609185185189 |
| 57 | 5123.42 | 5028.83241481481 | 94.5875851851853 |
| 58 | 5290.85 | 5030.42019259259 | 260.429807407408 |
| 59 | 5535.66 | 5066.2613037037 | 469.398696296296 |
| 60 | 5514.06 | 5025.8413037037 | 488.218696296296 |
| 61 | 5493.88 | 5405.82954074074 | 88.0504592592574 |
| 62 | 5694.83 | 5471.46398518519 | 223.366014814815 |
| 63 | 5850.41 | 5432.20954074074 | 418.200459259259 |
| 64 | 6116.64 | 5172.78574814815 | 943.854251851852 |
| 65 | 6175 | 5169.1613037037 | 1005.83869629630 |
| 66 | 6513.58 | 5104.06685925926 | 1409.51314074074 |
| 67 | 6383.78 | 4930.48685925926 | 1453.29314074074 |
| 68 | 6673.66 | 4924.01908148148 | 1749.64091851852 |
| 69 | 6936.61 | 5028.83241481481 | 1907.77758518518 |
| 70 | 7300.68 | 5030.42019259259 | 2270.25980740741 |
| 71 | 7392.93 | 5066.2613037037 | 2326.66869629630 |
| 72 | 7497.31 | 5025.8413037037 | 2471.46869629630 |
| 73 | 7584.71 | 5405.82954074074 | 2178.88045925926 |
| 74 | 7160.79 | 5471.46398518519 | 1689.32601481481 |
| 75 | 7196.19 | 5432.20954074074 | 1763.98045925926 |
| 76 | 7245.63 | 5172.78574814815 | 2072.84425185185 |
| 77 | 7347.51 | 5169.1613037037 | 2178.34869629630 |
| 78 | 7425.75 | 5104.06685925926 | 2321.68314074074 |
| 79 | 7778.51 | 4930.48685925926 | 2848.02314074074 |
| 80 | 7822.33 | 4924.01908148148 | 2898.31091851852 |
| 81 | 8181.22 | 5028.83241481481 | 3152.38758518519 |
| 82 | 8371.47 | 5030.42019259259 | 3341.04980740741 |
| 83 | 8347.71 | 5066.2613037037 | 3281.44869629630 |
| 84 | 8672.11 | 5025.8413037037 | 3646.26869629630 |
| 85 | 8802.79 | 5405.82954074074 | 3396.96045925926 |
| 86 | 9138.46 | 5471.46398518518 | 3666.99601481481 |
| 87 | 9123.29 | 5432.20954074074 | 3691.08045925926 |
| 88 | 9023.21 | 7090.45988148148 | 1932.75011851852 |
| 89 | 8850.41 | 7086.83543703704 | 1763.57456296296 |
| 90 | 8864.58 | 7021.74099259259 | 1842.83900740741 |
| 91 | 9163.74 | 6848.1609925926 | 2315.57900740741 |
| 92 | 8516.66 | 6841.69321481481 | 1674.96678518519 |
| 93 | 8553.44 | 6946.50654814815 | 1606.93345185185 |
| 94 | 7555.2 | 6948.09432592593 | 607.105674074074 |
| 95 | 7851.22 | 6983.93543703704 | 867.284562962964 |
| 96 | 7442 | 6943.51543703704 | 498.484562962963 |
| 97 | 7992.53 | 7323.50367407408 | 669.026325925924 |
| 98 | 8264.04 | 7389.13811851852 | 874.901881481483 |
| 99 | 7517.39 | 7349.88367407407 | 167.506325925927 |
| 100 | 7200.4 | 7090.45988148148 | 109.940118518518 |
| 101 | 7193.69 | 7086.83543703704 | 106.854562962963 |
| 102 | 6193.58 | 7021.74099259259 | -828.160992592592 |
| 103 | 5104.21 | 6848.16099259259 | -1743.95099259259 |
| 104 | 4800.46 | 6841.69321481482 | -2041.23321481482 |
| 105 | 4461.61 | 6946.50654814815 | -2484.89654814815 |
| 106 | 4398.59 | 6948.09432592593 | -2549.50432592593 |
| 107 | 4243.63 | 6983.93543703704 | -2740.30543703704 |
| 108 | 4293.82 | 6943.51543703704 | -2649.69543703704 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0161493722633633 | 0.0322987445267266 | 0.983850627736637 |
| 17 | 0.0110920384649839 | 0.0221840769299679 | 0.988907961535016 |
| 18 | 0.008481777175721 | 0.016963554351442 | 0.99151822282428 |
| 19 | 0.00721577027785382 | 0.0144315405557076 | 0.992784229722146 |
| 20 | 0.00418042069947407 | 0.00836084139894815 | 0.995819579300526 |
| 21 | 0.00161371557287059 | 0.00322743114574117 | 0.99838628442713 |
| 22 | 0.000619844909805475 | 0.00123968981961095 | 0.999380155090195 |
| 23 | 0.000227693641126546 | 0.000455387282253091 | 0.999772306358873 |
| 24 | 7.0470865500154e-05 | 0.000140941731000308 | 0.9999295291345 |
| 25 | 2.4408409357394e-05 | 4.8816818714788e-05 | 0.999975591590643 |
| 26 | 1.07820536502237e-05 | 2.15641073004474e-05 | 0.99998921794635 |
| 27 | 7.6227350740456e-06 | 1.52454701480912e-05 | 0.999992377264926 |
| 28 | 9.81585728745823e-06 | 1.96317145749165e-05 | 0.999990184142713 |
| 29 | 1.50606777528912e-05 | 3.01213555057824e-05 | 0.999984939322247 |
| 30 | 2.41058766683406e-05 | 4.82117533366811e-05 | 0.999975894123332 |
| 31 | 3.44473682396855e-05 | 6.8894736479371e-05 | 0.99996555263176 |
| 32 | 3.31299281407547e-05 | 6.62598562815094e-05 | 0.99996687007186 |
| 33 | 3.19148282496544e-05 | 6.38296564993089e-05 | 0.99996808517175 |
| 34 | 2.83634919176705e-05 | 5.6726983835341e-05 | 0.999971636508082 |
| 35 | 3.9720857615039e-05 | 7.9441715230078e-05 | 0.999960279142385 |
| 36 | 4.36955986462112e-05 | 8.73911972924225e-05 | 0.999956304401354 |
| 37 | 5.50488743329777e-05 | 0.000110097748665955 | 0.999944951125667 |
| 38 | 6.54611111535887e-05 | 0.000130922222307177 | 0.999934538888846 |
| 39 | 5.82137465209906e-05 | 0.000116427493041981 | 0.99994178625348 |
| 40 | 4.45116965284349e-05 | 8.90233930568698e-05 | 0.999955488303472 |
| 41 | 3.09104836153634e-05 | 6.18209672307267e-05 | 0.999969089516385 |
| 42 | 2.02704486598603e-05 | 4.05408973197206e-05 | 0.99997972955134 |
| 43 | 1.25639997969115e-05 | 2.51279995938229e-05 | 0.999987436000203 |
| 44 | 7.72809474217294e-06 | 1.54561894843459e-05 | 0.999992271905258 |
| 45 | 4.8535222441559e-06 | 9.7070444883118e-06 | 0.999995146477756 |
| 46 | 2.86431080529572e-06 | 5.72862161059143e-06 | 0.999997135689195 |
| 47 | 1.78696062065140e-06 | 3.57392124130280e-06 | 0.99999821303938 |
| 48 | 1.17937369108643e-06 | 2.35874738217286e-06 | 0.999998820626309 |
| 49 | 9.94140967919774e-07 | 1.98828193583955e-06 | 0.999999005859032 |
| 50 | 9.63824738967007e-07 | 1.92764947793401e-06 | 0.999999036175261 |
| 51 | 8.80005508906628e-07 | 1.76001101781326e-06 | 0.999999119994491 |
| 52 | 8.32872924557219e-07 | 1.66574584911444e-06 | 0.999999167127075 |
| 53 | 8.41734762364736e-07 | 1.68346952472947e-06 | 0.999999158265238 |
| 54 | 8.52544967059152e-07 | 1.70508993411830e-06 | 0.999999147455033 |
| 55 | 1.05251835850552e-06 | 2.10503671701103e-06 | 0.999998947481642 |
| 56 | 1.38280879262959e-06 | 2.76561758525919e-06 | 0.999998617191207 |
| 57 | 1.86254652030471e-06 | 3.72509304060941e-06 | 0.99999813745348 |
| 58 | 2.42476349161769e-06 | 4.84952698323537e-06 | 0.999997575236508 |
| 59 | 4.00738762400137e-06 | 8.01477524800275e-06 | 0.999995992612376 |
| 60 | 7.10801503442135e-06 | 1.42160300688427e-05 | 0.999992891984966 |
| 61 | 1.69756636969691e-05 | 3.39513273939382e-05 | 0.999983024336303 |
| 62 | 4.40023181114045e-05 | 8.8004636222809e-05 | 0.999955997681889 |
| 63 | 9.82397281226553e-05 | 0.000196479456245311 | 0.999901760271877 |
| 64 | 0.000255637122479471 | 0.000511274244958941 | 0.99974436287752 |
| 65 | 0.000625239110254236 | 0.00125047822050847 | 0.999374760889746 |
| 66 | 0.00143904848611054 | 0.00287809697222109 | 0.99856095151389 |
| 67 | 0.0030369696456504 | 0.0060739392913008 | 0.99696303035435 |
| 68 | 0.00549007609524977 | 0.0109801521904995 | 0.99450992390475 |
| 69 | 0.00917465825615045 | 0.0183493165123009 | 0.99082534174385 |
| 70 | 0.0150095375559544 | 0.0300190751119088 | 0.984990462444046 |
| 71 | 0.0223662794577095 | 0.0447325589154189 | 0.97763372054229 |
| 72 | 0.0325666022978864 | 0.0651332045957728 | 0.967433397702114 |
| 73 | 0.0475554246163289 | 0.0951108492326578 | 0.95244457538367 |
| 74 | 0.0648797444376485 | 0.129759488875297 | 0.935120255562351 |
| 75 | 0.0770240769878368 | 0.154048153975674 | 0.922975923012163 |
| 76 | 0.0977195885694924 | 0.195439177138985 | 0.902280411430508 |
| 77 | 0.122094403860944 | 0.244188807721888 | 0.877905596139056 |
| 78 | 0.136660354769168 | 0.273320709538336 | 0.863339645230832 |
| 79 | 0.148657461503245 | 0.297314923006490 | 0.851342538496755 |
| 80 | 0.147517196732433 | 0.295034393464865 | 0.852482803267567 |
| 81 | 0.143555413543129 | 0.287110827086258 | 0.856444586456871 |
| 82 | 0.137960221170286 | 0.275920442340571 | 0.862039778829714 |
| 83 | 0.127534164271695 | 0.255068328543389 | 0.872465835728305 |
| 84 | 0.131618982739771 | 0.263237965479543 | 0.868381017260229 |
| 85 | 0.119089010948367 | 0.238178021896734 | 0.880910989051633 |
| 86 | 0.108317767881734 | 0.216635535763468 | 0.891682232118266 |
| 87 | 0.091641575121189 | 0.183283150242378 | 0.908358424878811 |
| 88 | 0.0655396230202487 | 0.131079246040497 | 0.934460376979751 |
| 89 | 0.0431537649120458 | 0.0863075298240916 | 0.956846235087954 |
| 90 | 0.0336502619179093 | 0.0673005238358186 | 0.96634973808209 |
| 91 | 0.0439063341511995 | 0.087812668302399 | 0.9560936658488 |
| 92 | 0.0500381571863445 | 0.100076314372689 | 0.949961842813655 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 48 | 0.623376623376623 | NOK |
| 5% type I error level | 56 | 0.727272727272727 | NOK |
| 10% type I error level | 61 | 0.792207792207792 | NOK |
