Multiple Linear Regression - Estimated Regression Equation |
geb[t] = + 1.65564518708982 + 0.0511664330027703aut[t] -0.503409077593554M1[t] -0.322898028365517M2[t] + 0.0344064289725780M3[t] -0.71755991817044M4[t] -0.95342693848849M5[t] -0.92829828099687M6[t] -0.589103588357079M7[t] -0.560205585244431M8[t] -0.414334260425892M9[t] -0.205768911117688M10[t] -0.184785737559013M11[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) | 1.65564518708982 | 0.462259 | 3.5816 | 0.000795 | 0.000397 |
aut | 0.0511664330027703 | 0.022289 | 2.2956 | 0.026111 | 0.013056 |
M1 | -0.503409077593554 | 0.196486 | -2.5621 | 0.013599 | 0.0068 |
M2 | -0.322898028365517 | 0.200708 | -1.6088 | 0.11422 | 0.05711 |
M3 | 0.0344064289725780 | 0.268073 | 0.1283 | 0.89841 | 0.449205 |
M4 | -0.71755991817044 | 0.300806 | -2.3855 | 0.021053 | 0.010527 |
M5 | -0.95342693848849 | 0.256982 | -3.7101 | 0.000538 | 0.000269 |
M6 | -0.92829828099687 | 0.308356 | -3.0105 | 0.00415 | 0.002075 |
M7 | -0.589103588357079 | 0.26216 | -2.2471 | 0.029267 | 0.014633 |
M8 | -0.560205585244431 | 0.219622 | -2.5508 | 0.013992 | 0.006996 |
M9 | -0.414334260425892 | 0.231532 | -1.7895 | 0.079839 | 0.03992 |
M10 | -0.205768911117688 | 0.19762 | -1.0412 | 0.302984 | 0.151492 |
M11 | -0.184785737559013 | 0.201509 | -0.917 | 0.363723 | 0.181862 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.525521854351598 |
R-squared | 0.276173219401143 |
Adjusted R-squared | 0.0952165242514282 |
F-TEST (value) | 1.52618403631129 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 48 |
p-value | 0.147702482386852 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.311704757154909 |
Sum Squared Residuals | 4.66367307038404 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2.155 | 2.31790978616538 | -0.162909786165381 |
2 | 2.172 | 2.31355651295441 | -0.141556512954408 |
3 | 2.15 | 2.39650655653165 | -0.246506556531648 |
4 | 2.533 | 2.45992848572078 | 0.0730715142792209 |
5 | 2.058 | 2.01161843557523 | 0.0463815644247737 |
6 | 2.16 | 2.21608544074156 | -0.0560854407415554 |
7 | 2.26 | 2.42153107751210 | -0.161531077512105 |
8 | 2.498 | 2.24182353327246 | 0.256176466727542 |
9 | 2.695 | 2.62505594079085 | 0.0699440592091503 |
10 | 2.799 | 2.36933707703192 | 0.429662922968084 |
11 | 2.947 | 2.42920673967270 | 0.517793260327304 |
12 | 2.93 | 2.66280525431635 | 0.267194745683649 |
13 | 2.318 | 2.16456398645608 | 0.153436013543922 |
14 | 2.54 | 2.27825167418250 | 0.261748325817503 |
15 | 2.57 | 2.23743011632604 | 0.332569883673965 |
16 | 2.669 | 2.57315980195591 | 0.0958401980440905 |
17 | 2.45 | 2.21193502078107 | 0.238064979218928 |
18 | 2.842 | 2.49289584328654 | 0.349104156713457 |
19 | 3.44 | 2.456477751253 | 0.983522248747003 |
20 | 2.678 | 2.46342535460746 | 0.214574645392543 |
21 | 2.981 | 2.45349489093256 | 0.52750510906744 |
22 | 2.26 | 2.37890520000343 | -0.118905200003434 |
23 | 2.844 | 2.35747140060281 | 0.486528599397188 |
24 | 2.546 | 2.58713009990525 | -0.041130099905254 |
25 | 2.456 | 2.22647537038943 | 0.22952462961057 |
26 | 2.295 | 2.22212209717846 | 0.0728779028215425 |
27 | 2.379 | 2.16932759399935 | 0.209672406000652 |
28 | 2.479 | 2.53058932969760 | -0.0515893296976046 |
29 | 2.057 | 2.06073821125789 | -0.00373821125788589 |
30 | 2.28 | 2.29564924406086 | -0.0156492440608636 |
31 | 2.351 | 2.38965438975138 | -0.0386543897513792 |
32 | 2.276 | 2.37971707021492 | -0.103717070214925 |
33 | 2.548 | 2.56027923660934 | -0.0122792366093418 |
34 | 2.311 | 2.49459250502270 | -0.183592505022697 |
35 | 2.201 | 2.42705774948658 | -0.226057749486580 |
36 | 2.725 | 2.7006684147384 | 0.0243315852615988 |
37 | 2.408 | 2.41993565357290 | -0.0119356535729049 |
38 | 2.139 | 2.34655886224119 | -0.207558862241195 |
39 | 1.898 | 2.34180963965169 | -0.443809639651687 |
40 | 2.537 | 2.55320489308483 | -0.0162048930848292 |
41 | 2.069 | 2.24289071274775 | -0.173890712747748 |
42 | 2.063 | 2.26331205840311 | -0.200312058403112 |
43 | 2.524 | 2.70049047024321 | -0.176490470243209 |
44 | 2.437 | 2.41686390057494 | 0.0201360994250641 |
45 | 2.189 | 2.61436215629327 | -0.42536215629327 |
46 | 2.793 | 2.48369405479311 | 0.309305945206893 |
47 | 2.074 | 2.38105912621709 | -0.307059126217089 |
48 | 2.622 | 2.70558039230667 | -0.0835803923066674 |
49 | 2.278 | 2.30440184785265 | -0.0264018478526492 |
50 | 2.144 | 2.12951085344344 | 0.0144891465565571 |
51 | 2.427 | 2.27892609349128 | 0.148073906508718 |
52 | 2.139 | 2.24011748954088 | -0.101117489540877 |
53 | 1.828 | 1.93481761963807 | -0.106817619638068 |
54 | 2.072 | 2.14905741350793 | -0.0770574135079261 |
55 | 1.8 | 2.40684631124031 | -0.60684631124031 |
56 | 1.758 | 2.14517014133022 | -0.387170141330225 |
57 | 2.246 | 2.40580777537398 | -0.159807775373978 |
58 | 1.987 | 2.42347116314885 | -0.436471163148846 |
59 | 1.868 | 2.33920498402082 | -0.471204984020823 |
60 | 2.514 | 2.68081583873333 | -0.166815838733327 |
61 | 2.121 | 2.30271335556356 | -0.181713355563558 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.208666118793157 | 0.417332237586314 | 0.791333881206843 |
17 | 0.314725067050377 | 0.629450134100753 | 0.685274932949623 |
18 | 0.391372659398083 | 0.782745318796166 | 0.608627340601917 |
19 | 0.947108291557684 | 0.105783416884632 | 0.0528917084423161 |
20 | 0.923030372195544 | 0.153939255608912 | 0.0769696278044561 |
21 | 0.958129591679992 | 0.0837408166400153 | 0.0418704083200077 |
22 | 0.95529247764134 | 0.0894150447173183 | 0.0447075223586592 |
23 | 0.985788049499015 | 0.0284239010019698 | 0.0142119505009849 |
24 | 0.978090282760748 | 0.043819434478503 | 0.0219097172392515 |
25 | 0.974607049994555 | 0.0507859000108897 | 0.0253929500054448 |
26 | 0.959306342502597 | 0.0813873149948064 | 0.0406936574974032 |
27 | 0.957049088327346 | 0.085901823345307 | 0.0429509116726535 |
28 | 0.931761096258987 | 0.136477807482026 | 0.0682389037410129 |
29 | 0.902725036407069 | 0.194549927185862 | 0.097274963592931 |
30 | 0.863316809117994 | 0.273366381764012 | 0.136683190882006 |
31 | 0.900999880807041 | 0.198000238385917 | 0.0990001191929587 |
32 | 0.871677970984543 | 0.256644058030914 | 0.128322029015457 |
33 | 0.8586322332449 | 0.2827355335102 | 0.1413677667551 |
34 | 0.82239018247418 | 0.355219635051639 | 0.177609817525820 |
35 | 0.84904597256987 | 0.301908054860260 | 0.150954027430130 |
36 | 0.790494322358092 | 0.419011355283816 | 0.209505677641908 |
37 | 0.707202873781167 | 0.585594252437667 | 0.292797126218833 |
38 | 0.665675764815987 | 0.668648470368026 | 0.334324235184013 |
39 | 0.808870804345809 | 0.382258391308382 | 0.191129195654191 |
40 | 0.722156237632776 | 0.555687524734448 | 0.277843762367224 |
41 | 0.678088219583429 | 0.643823560833141 | 0.321911780416570 |
42 | 0.615107014675854 | 0.769785970648292 | 0.384892985324146 |
43 | 0.497648620252899 | 0.995297240505798 | 0.502351379747101 |
44 | 0.398525091325621 | 0.797050182651242 | 0.601474908674379 |
45 | 0.866058898898752 | 0.267882202202496 | 0.133941101101248 |
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 | 2 | 0.0666666666666667 | NOK |
10% type I error level | 7 | 0.233333333333333 | NOK |