| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 233.322207177395 -1.47716393306426X[t] + 0.958869379347753`Yt-1`[t] + 0.0185945754162885`Yt-2`[t] -0.111140032855127`Yt-3`[t] -0.00830507336071676`Yt-4`[t] + 0.0238808955022916t + 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) | 233.322207177395 | 37.136966 | 6.2827 | 0 | 0 |
| X | -1.47716393306426 | 0.245121 | -6.0263 | 0 | 0 |
| `Yt-1` | 0.958869379347753 | 0.105429 | 9.0949 | 0 | 0 |
| `Yt-2` | 0.0185945754162885 | 0.174982 | 0.1063 | 0.91572 | 0.45786 |
| `Yt-3` | -0.111140032855127 | 0.156051 | -0.7122 | 0.479054 | 0.239527 |
| `Yt-4` | -0.00830507336071676 | 0.100585 | -0.0826 | 0.934466 | 0.467233 |
| t | 0.0238808955022916 | 0.103753 | 0.2302 | 0.81873 | 0.409365 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.947449405751214 |
| R-squared | 0.897660376458328 |
| Adjusted R-squared | 0.88759418397882 |
| F-TEST (value) | 89.1757611714314 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 61 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 13.6536518406792 |
| Sum Squared Residuals | 11371.7547237755 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 501 | 524.214323729296 | -23.2143237292961 |
| 2 | 507 | 507.889396219694 | -0.88939621969418 |
| 3 | 569 | 538.946515589732 | 30.0534844102683 |
| 4 | 580 | 595.736380960834 | -15.7363809608336 |
| 5 | 578 | 577.464726826747 | 0.535273173252837 |
| 6 | 565 | 566.028285343129 | -1.02828534312885 |
| 7 | 547 | 571.163067769649 | -24.1630677696488 |
| 8 | 555 | 556.327673301431 | -1.32767330143136 |
| 9 | 562 | 567.808132527576 | -5.80813252757626 |
| 10 | 561 | 573.994730754103 | -12.9947307541026 |
| 11 | 555 | 549.258801606714 | 5.74119839328586 |
| 12 | 544 | 557.142657377872 | -13.1426573778718 |
| 13 | 537 | 554.684813799235 | -17.6848137992346 |
| 14 | 543 | 527.786918917315 | 15.2130810826847 |
| 15 | 594 | 570.158159256103 | 23.8418407438969 |
| 16 | 611 | 606.179941016988 | 4.8200589830118 |
| 17 | 613 | 597.289283982015 | 15.7107160179845 |
| 18 | 611 | 599.442262248159 | 11.5577377518414 |
| 19 | 594 | 604.726503407476 | -10.7265034074755 |
| 20 | 595 | 591.446426436439 | 3.55357356356116 |
| 21 | 591 | 602.658886379651 | -11.6588863796506 |
| 22 | 589 | 598.851561925453 | -9.85156192545325 |
| 23 | 584 | 583.914329363906 | 0.0856706360935728 |
| 24 | 573 | 582.349540742719 | -9.34954074271928 |
| 25 | 567 | 578.93105643287 | -11.93105643287 |
| 26 | 569 | 550.230300891288 | 18.7696991087117 |
| 27 | 621 | 602.070828612319 | 18.929171387681 |
| 28 | 629 | 630.889276179485 | -1.88927617948462 |
| 29 | 628 | 613.528211577245 | 14.4717884227546 |
| 30 | 612 | 617.729384552911 | -5.7293845529113 |
| 31 | 595 | 596.788001319949 | -1.78800131994861 |
| 32 | 597 | 589.859854570766 | 7.14014542923441 |
| 33 | 593 | 598.146553021041 | -5.14655302104129 |
| 34 | 590 | 593.883228596085 | -3.88322859608452 |
| 35 | 580 | 569.013003023949 | 10.9869969760507 |
| 36 | 574 | 581.682382593775 | -7.68238259377531 |
| 37 | 573 | 562.543833666845 | 10.4561663331548 |
| 38 | 573 | 555.690922793733 | 17.3090772062666 |
| 39 | 620 | 599.579286890034 | 20.4207131099662 |
| 40 | 626 | 622.525823698630 | 3.47417630137042 |
| 41 | 620 | 608.061726745326 | 11.9382732546743 |
| 42 | 588 | 594.709198586839 | -6.709198586839 |
| 43 | 566 | 568.198303404662 | -2.19830340466233 |
| 44 | 557 | 563.25012816856 | -6.25012816855976 |
| 45 | 561 | 551.932759750045 | 9.06724024995476 |
| 46 | 549 | 559.369624807693 | -10.3696248076927 |
| 47 | 532 | 529.202710265951 | 2.79728973404856 |
| 48 | 526 | 531.092844286289 | -5.09284428628856 |
| 49 | 511 | 521.620936638641 | -10.6209366386404 |
| 50 | 499 | 497.469655759087 | 1.53034424091322 |
| 51 | 555 | 523.002161062122 | 31.9978389378780 |
| 52 | 565 | 560.933705212242 | 4.06629478775771 |
| 53 | 542 | 560.785371974773 | -18.7853719747732 |
| 54 | 527 | 518.193099002545 | 8.80690099745471 |
| 55 | 510 | 515.27197132739 | -5.27197132739004 |
| 56 | 514 | 520.835604474552 | -6.83560447455165 |
| 57 | 517 | 510.431318201704 | 6.56868179829617 |
| 58 | 508 | 512.318097936428 | -4.3180979364275 |
| 59 | 493 | 507.896056058953 | -14.8960560589533 |
| 60 | 490 | 481.924175195503 | 8.07582480449747 |
| 61 | 469 | 491.880618648458 | -22.8806186484582 |
| 62 | 478 | 463.409590259645 | 14.5904097403549 |
| 63 | 528 | 501.52636795249 | 26.4736320475099 |
| 64 | 534 | 546.406701958522 | -12.4067019585223 |
| 65 | 518 | 527.175887283712 | -9.17588728371198 |
| 66 | 506 | 507.962558585516 | -1.96255858551582 |
| 67 | 502 | 519.178171965965 | -17.1781719659653 |
| 68 | 516 | 524.405386583227 | -8.40538658322665 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.696442122802738 | 0.607115754394525 | 0.303557877197262 |
| 11 | 0.53792572751494 | 0.924148544970119 | 0.462074272485060 |
| 12 | 0.850963278509345 | 0.298073442981309 | 0.149036721490655 |
| 13 | 0.940902498584194 | 0.118195002831613 | 0.0590975014158064 |
| 14 | 0.931284248281702 | 0.137431503436597 | 0.0687157517182983 |
| 15 | 0.910768773164948 | 0.178462453670104 | 0.0892312268350519 |
| 16 | 0.8636714279847 | 0.272657144030599 | 0.136328572015300 |
| 17 | 0.819971844209926 | 0.360056311580149 | 0.180028155790075 |
| 18 | 0.752655960579425 | 0.49468807884115 | 0.247344039420575 |
| 19 | 0.705444200621708 | 0.589111598756584 | 0.294555799378292 |
| 20 | 0.640323450794565 | 0.719353098410869 | 0.359676549205435 |
| 21 | 0.623587754339017 | 0.752824491321965 | 0.376412245660983 |
| 22 | 0.62502325619457 | 0.74995348761086 | 0.37497674380543 |
| 23 | 0.574518482365942 | 0.850963035268115 | 0.425481517634058 |
| 24 | 0.673366711830903 | 0.653266576338195 | 0.326633288169097 |
| 25 | 0.856160348126132 | 0.287679303747736 | 0.143839651873868 |
| 26 | 0.817893234608958 | 0.364213530782084 | 0.182106765391042 |
| 27 | 0.76411664813137 | 0.471766703737261 | 0.235883351868630 |
| 28 | 0.761231861278298 | 0.477536277443403 | 0.238768138721702 |
| 29 | 0.705111840640208 | 0.589776318719584 | 0.294888159359792 |
| 30 | 0.766453938823413 | 0.467092122353174 | 0.233546061176587 |
| 31 | 0.714121542398787 | 0.571756915202427 | 0.285878457601213 |
| 32 | 0.649614026173885 | 0.70077194765223 | 0.350385973826115 |
| 33 | 0.624795320309719 | 0.750409359380562 | 0.375204679690281 |
| 34 | 0.635039891531734 | 0.729920216936532 | 0.364960108468266 |
| 35 | 0.563567491614611 | 0.872865016770778 | 0.436432508385389 |
| 36 | 0.717923974016252 | 0.564152051967497 | 0.282076025983748 |
| 37 | 0.651897695708635 | 0.696204608582729 | 0.348102304291365 |
| 38 | 0.600707442184682 | 0.798585115630636 | 0.399292557815318 |
| 39 | 0.523401398515106 | 0.953197202969787 | 0.476598601484894 |
| 40 | 0.461155713132765 | 0.92231142626553 | 0.538844286867235 |
| 41 | 0.565175415967456 | 0.869649168065088 | 0.434824584032544 |
| 42 | 0.551819130968122 | 0.896361738063757 | 0.448180869031878 |
| 43 | 0.532211069336306 | 0.935577861327387 | 0.467788930663694 |
| 44 | 0.47862043672933 | 0.95724087345866 | 0.52137956327067 |
| 45 | 0.601539757950262 | 0.796920484099476 | 0.398460242049738 |
| 46 | 0.611498529118671 | 0.777002941762658 | 0.388501470881329 |
| 47 | 0.640210876724787 | 0.719578246550427 | 0.359789123275213 |
| 48 | 0.6228977438332 | 0.7542045123336 | 0.3771022561668 |
| 49 | 0.647451543573989 | 0.705096912852023 | 0.352548456426011 |
| 50 | 0.561228834760717 | 0.877542330478565 | 0.438771165239283 |
| 51 | 0.542362601980793 | 0.915274796038415 | 0.457637398019207 |
| 52 | 0.455989233618351 | 0.911978467236703 | 0.544010766381649 |
| 53 | 0.458354138000893 | 0.916708276001786 | 0.541645861999107 |
| 54 | 0.366074357403352 | 0.732148714806704 | 0.633925642596648 |
| 55 | 0.273985230331990 | 0.547970460663981 | 0.72601476966801 |
| 56 | 0.18901294364516 | 0.37802588729032 | 0.81098705635484 |
| 57 | 0.235279942516831 | 0.470559885033661 | 0.76472005748317 |
| 58 | 0.309669475034538 | 0.619338950069077 | 0.690330524965462 |
| 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 | 0 | 0 | OK |
