Multiple Linear Regression - Estimated Regression Equation |
HFCE[t] = + 13234.0835008933 + 940.277242456398RPI[t] -10550.7208770042Q1[t] -8526.67838512695Q2[t] -3873.4172652533Q3[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) | 13234.0835008933 | 5055.524122 | 2.6177 | 0.010477 | 0.005238 |
RPI | 940.277242456398 | 29.264403 | 32.1304 | 0 | 0 |
Q1 | -10550.7208770042 | 2595.899657 | -4.0644 | 0.000107 | 5.4e-05 |
Q2 | -8526.67838512695 | 2595.133711 | -3.2856 | 0.00148 | 0.00074 |
Q3 | -3873.4172652533 | 2623.978033 | -1.4762 | 0.143595 | 0.071798 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.962082470218056 |
R-squared | 0.925602679500876 |
Adjusted R-squared | 0.922101629124447 |
F-TEST (value) | 264.378566424652 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 85 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 8702.07384687471 |
Sum Squared Residuals | 6436717585.09917 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 106370 | 96993.170042266 | 9376.8299577340 |
2 | 109375 | 100521.656122073 | 8853.34387792677 |
3 | 116476 | 105362.972690438 | 11113.0273095619 |
4 | 123297 | 110270.694922394 | 13026.3050776065 |
5 | 114813 | 100190.112666617 | 14622.8873333825 |
6 | 117925 | 104564.848264636 | 13360.1517353642 |
7 | 126466 | 110628.525248194 | 15837.474751806 |
8 | 131235 | 116570.552446851 | 14664.4475531486 |
9 | 120546 | 107712.330606269 | 12833.6693937313 |
10 | 123791 | 112745.260274006 | 11045.7397259936 |
11 | 129813 | 118432.826360582 | 11380.1736394179 |
12 | 133463 | 124468.881283485 | 8994.1187165149 |
13 | 122987 | 115892.742615639 | 7094.25738436068 |
14 | 125418 | 123182.337665272 | 2235.66233472758 |
15 | 130199 | 129810.180994304 | 388.8190056955 |
16 | 133016 | 135564.152744471 | -2548.15274447060 |
17 | 121454 | 125671.625937186 | -4217.62593718586 |
18 | 122044 | 130328.444707941 | -8284.44470794104 |
19 | 128313 | 135545.872173289 | -7232.87217328852 |
20 | 131556 | 140641.649853735 | -9085.64985373514 |
21 | 120027 | 130749.123046450 | -10722.1230464504 |
22 | 123001 | 135499.969541451 | -12498.9695414512 |
23 | 130111 | 140059.202937079 | -9948.20293707924 |
24 | 132524 | 144496.786547806 | -11972.7865478064 |
25 | 123742 | 133099.816152591 | -9357.81615259137 |
26 | 124931 | 137192.468577873 | -12261.4685778727 |
27 | 133646 | 142221.840594729 | -8575.84059472896 |
28 | 136557 | 146565.396481210 | -10008.3964812105 |
29 | 127509 | 136202.731052697 | -8693.7310526975 |
30 | 128945 | 140577.466650716 | -11632.4666507158 |
31 | 137191 | 145324.755494835 | -8133.75549483506 |
32 | 139716 | 150044.422278299 | -10328.4222782991 |
33 | 129083 | 140716.061816488 | -11633.0618164882 |
34 | 131604 | 145278.852862998 | -13674.8528629978 |
35 | 139413 | 150308.224879854 | -10895.2248798540 |
36 | 143125 | 154369.697593599 | -11244.6975935985 |
37 | 133948 | 144571.198510559 | -10623.1985105594 |
38 | 137116 | 148381.767763104 | -11265.7677631039 |
39 | 144864 | 153317.112055714 | -8453.11205571443 |
40 | 149277 | 158036.778839178 | -8759.7788391785 |
41 | 138796 | 148332.307480385 | -9536.30748038503 |
42 | 143258 | 152236.904457175 | -8978.9044571751 |
43 | 150034 | 158300.581440733 | -8266.58144073336 |
44 | 154708 | 163396.35912118 | -8688.35912117996 |
45 | 144888 | 153315.776865404 | -8427.77686540392 |
46 | 148762 | 158160.651084650 | -9398.6510846504 |
47 | 156500 | 163284.050825752 | -6784.05082575224 |
48 | 161088 | 167815.662160725 | -6727.66216072504 |
49 | 152772 | 156606.747214001 | -3834.74721400132 |
50 | 158011 | 160323.2887423 | -2312.28874230012 |
51 | 163318 | 165070.577586419 | -1752.57758641940 |
52 | 169969 | 170072.327542620 | -103.327542620400 |
53 | 162269 | 160179.800735336 | 2089.19926466436 |
54 | 165765 | 165118.702678828 | 646.297321172258 |
55 | 170600 | 170054.046971438 | 545.953028561677 |
56 | 174681 | 174961.769203394 | -280.769203393654 |
57 | 166364 | 164222.992877898 | 2141.00712210184 |
58 | 170240 | 168221.617578934 | 2018.38242106614 |
59 | 176150 | 172968.906423053 | 3181.09357694685 |
60 | 182056 | 176654.268239815 | 5401.73176018482 |
61 | 172218 | 166197.575087057 | 6020.42491294341 |
62 | 177856 | 170196.199788092 | 7659.8002119077 |
63 | 182253 | 175413.627253440 | 6839.37274656022 |
64 | 188090 | 180791.488106623 | 7298.51189337669 |
65 | 176863 | 171181.044472075 | 5681.95552792452 |
66 | 183273 | 175179.669173111 | 8093.33082688879 |
67 | 187969 | 180303.068914213 | 7665.93108578694 |
68 | 194650 | 185210.791146168 | 9439.2088538316 |
69 | 183036 | 175506.319787375 | 7529.68021262507 |
70 | 189516 | 179881.055385393 | 9634.9446146068 |
71 | 193805 | 185568.621471969 | 8236.37852803112 |
72 | 200499 | 191134.537773644 | 9364.46222635632 |
73 | 188142 | 181053.955517868 | 7088.04448213235 |
74 | 193732 | 185146.607943149 | 8585.39205685098 |
75 | 197126 | 190458.063132742 | 6667.93686725786 |
76 | 205140 | 195365.785364697 | 9774.21463530253 |
77 | 191751 | 185285.203108921 | 6465.79689107856 |
78 | 196700 | 190506.188225150 | 6193.81177484953 |
79 | 199784 | 196757.9206572 | 3026.07934279998 |
80 | 207360 | 202605.920131612 | 4754.07986838825 |
81 | 196101 | 193559.642842538 | 2541.35715746225 |
82 | 200824 | 198686.600234521 | 2137.39976547885 |
83 | 205743 | 204092.08314836 | 1650.91685164010 |
84 | 212489 | 210504.248968245 | 1984.75103175451 |
85 | 200810 | 201175.888506435 | -365.888506434555 |
86 | 203683 | 207149.095416629 | -3466.09541662872 |
87 | 207286 | 213776.938745661 | -6490.9387456608 |
88 | 210910 | 215863.829250247 | -4953.82925024695 |
89 | 194915 | 200987.833057943 | -6072.8330579433 |
90 | 217920 | 204610.346861996 | 13309.6531380036 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.0192848176423678 | 0.0385696352847357 | 0.980715182357632 |
9 | 0.0181763931884281 | 0.0363527863768561 | 0.981823606811572 |
10 | 0.0112702233605839 | 0.0225404467211678 | 0.988729776639416 |
11 | 0.0102077110764797 | 0.0204154221529594 | 0.98979228892352 |
12 | 0.0158809618751603 | 0.0317619237503205 | 0.98411903812484 |
13 | 0.0172090379648927 | 0.0344180759297853 | 0.982790962035107 |
14 | 0.0251250165764936 | 0.0502500331529873 | 0.974874983423506 |
15 | 0.0455787232890775 | 0.091157446578155 | 0.954421276710922 |
16 | 0.0735902740144406 | 0.147180548028881 | 0.92640972598556 |
17 | 0.0751607088262933 | 0.150321417652587 | 0.924839291173707 |
18 | 0.0834701144693265 | 0.166940228938653 | 0.916529885530673 |
19 | 0.0798232833913233 | 0.159646566782647 | 0.920176716608677 |
20 | 0.0778766171474317 | 0.155753234294863 | 0.922123382852568 |
21 | 0.0650559044170906 | 0.130111808834181 | 0.93494409558291 |
22 | 0.0496304190255959 | 0.0992608380511919 | 0.950369580974404 |
23 | 0.0335536141697677 | 0.0671072283395354 | 0.966446385830232 |
24 | 0.0253091709037404 | 0.0506183418074809 | 0.97469082909626 |
25 | 0.0155650766830487 | 0.0311301533660973 | 0.984434923316951 |
26 | 0.00975555190337596 | 0.0195111038067519 | 0.990244448096624 |
27 | 0.00593156347242214 | 0.0118631269448443 | 0.994068436527578 |
28 | 0.00344571791298487 | 0.00689143582596975 | 0.996554282087015 |
29 | 0.00235304902093843 | 0.00470609804187686 | 0.997646950979062 |
30 | 0.00153846876112074 | 0.00307693752224149 | 0.99846153123888 |
31 | 0.00109485600223659 | 0.00218971200447318 | 0.998905143997763 |
32 | 0.000692075082627765 | 0.00138415016525553 | 0.999307924917372 |
33 | 0.000459743771719157 | 0.000919487543438314 | 0.99954025622828 |
34 | 0.000398369372905523 | 0.000796738745811047 | 0.999601630627095 |
35 | 0.000309172425042226 | 0.000618344850084453 | 0.999690827574958 |
36 | 0.000275550062023894 | 0.000551100124047788 | 0.999724449937976 |
37 | 0.00032090384592909 | 0.00064180769185818 | 0.999679096154071 |
38 | 0.000570602524740464 | 0.00114120504948093 | 0.99942939747526 |
39 | 0.000823769675781935 | 0.00164753935156387 | 0.999176230324218 |
40 | 0.00145088656597857 | 0.00290177313195714 | 0.998549113434021 |
41 | 0.00244683232963447 | 0.00489366465926893 | 0.997553167670366 |
42 | 0.00695144482273385 | 0.0139028896454677 | 0.993048555177266 |
43 | 0.0120405041319055 | 0.0240810082638111 | 0.987959495868094 |
44 | 0.0256840244760831 | 0.0513680489521662 | 0.974315975523917 |
45 | 0.0516792910926784 | 0.103358582185357 | 0.948320708907322 |
46 | 0.147094042004055 | 0.294188084008109 | 0.852905957995945 |
47 | 0.250979213479409 | 0.501958426958818 | 0.749020786520591 |
48 | 0.441884346649351 | 0.883768693298702 | 0.558115653350649 |
49 | 0.619291886194836 | 0.761416227610329 | 0.380708113805165 |
50 | 0.825914259353511 | 0.348171481292977 | 0.174085740646489 |
51 | 0.898142717239935 | 0.203714565520129 | 0.101857282760065 |
52 | 0.953517165493045 | 0.0929656690139099 | 0.0464828345069549 |
53 | 0.975660094643443 | 0.0486798107131134 | 0.0243399053565567 |
54 | 0.99204327948907 | 0.01591344102186 | 0.00795672051093 |
55 | 0.995513985953163 | 0.00897202809367488 | 0.00448601404683744 |
56 | 0.998620673229667 | 0.00275865354066704 | 0.00137932677033352 |
57 | 0.999178789020233 | 0.00164242195953403 | 0.000821210979767017 |
58 | 0.999835859565138 | 0.000328280869724529 | 0.000164140434862265 |
59 | 0.999899862112056 | 0.000200275775887404 | 0.000100137887943702 |
60 | 0.999947092283945 | 0.00010581543211011 | 5.2907716055055e-05 |
61 | 0.999948551567608 | 0.000102896864783822 | 5.14484323919108e-05 |
62 | 0.999971041244766 | 5.79175104686515e-05 | 2.89587552343257e-05 |
63 | 0.99996514078639 | 6.97184272220875e-05 | 3.48592136110437e-05 |
64 | 0.999967081815012 | 6.5836369976e-05 | 3.2918184988e-05 |
65 | 0.999958374172666 | 8.3251654668963e-05 | 4.16258273344815e-05 |
66 | 0.999968160969538 | 6.3678060923354e-05 | 3.1839030461677e-05 |
67 | 0.999945149399778 | 0.000109701200443991 | 5.48506002219957e-05 |
68 | 0.99991082380113 | 0.000178352397740139 | 8.91761988700696e-05 |
69 | 0.99982604999859 | 0.000347900002817908 | 0.000173950001408954 |
70 | 0.999751226891705 | 0.000497546216590391 | 0.000248773108295196 |
71 | 0.99946209839774 | 0.00107580320452006 | 0.000537901602260028 |
72 | 0.99888658482833 | 0.00222683034333859 | 0.00111341517166930 |
73 | 0.997567170710394 | 0.00486565857921153 | 0.00243282928960576 |
74 | 0.99592084230688 | 0.00815831538624054 | 0.00407915769312027 |
75 | 0.9912108237114 | 0.0175783525772015 | 0.00878917628860073 |
76 | 0.983155580164255 | 0.0336888396714894 | 0.0168444198357447 |
77 | 0.966572215679124 | 0.0668555686417519 | 0.0334277843208759 |
78 | 0.948075455917384 | 0.103849088165231 | 0.0519245440826157 |
79 | 0.902974779412605 | 0.194050441174791 | 0.0970252205873953 |
80 | 0.824418757397785 | 0.35116248520443 | 0.175581242602215 |
81 | 0.701924453602285 | 0.596151092795431 | 0.298075546397715 |
82 | 0.687302741296146 | 0.625394517407707 | 0.312697258703854 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 34 | 0.453333333333333 | NOK |
5% type I error level | 49 | 0.653333333333333 | NOK |
10% type I error level | 57 | 0.76 | NOK |