Multiple Linear Regression - Estimated Regression Equation
biti[t] = + 110.721882352941 + 0.00529411764705877bikl[t] + 0.0364705882352985M1[t] + 0.0429411764705881M2[t] + 0.0656470588235293M3[t] + 0.0883529411764707M4[t] + 0.111058823529409M5[t] + 0.133764705882351M6[t] -0.0235294117647092M7[t] -0.0188235294117657M8[t] -0.0141176470588251M9[t] -0.00941176470588437M10[t] -0.00470588235294089M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)110.7218823529410.173513638.117300
bikl0.005294117647058770.0012394.27149.1e-054.6e-05
M10.03647058823529850.1018820.3580.7219370.360969
M20.04294117647058810.1069360.40160.6897910.344896
M30.06564705882352930.10680.61470.5416730.270836
M40.08835294117647070.1066770.82820.4116420.205821
M50.1110588235294090.1065691.04210.3025730.151287
M60.1337647058823510.1064761.25630.215090.107545
M7-0.02352941176470920.106396-0.22110.8259150.412957
M8-0.01882352941176570.106331-0.1770.8602320.430116
M9-0.01411764705882510.106281-0.13280.894880.44744
M10-0.009411764705884370.106245-0.08860.929780.46489
M11-0.004705882352940890.106223-0.04430.9648470.482424


Multiple Linear Regression - Regression Statistics
Multiple R0.563936182129659
R-squared0.318024017514976
Adjusted R-squared0.14753002189372
F-TEST (value)1.86530919377038
F-TEST (DF numerator)12
F-TEST (DF denominator)48
p-value0.0636996367660261
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.167941691562001
Sum Squared Residuals1.35381176470589


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1111.4111.2411764705880.158823529411790
2111.5111.2529411764710.247058823529409
3111.6111.2809411764710.319058823529404
4111.7111.3089411764710.391058823529412
5111.8111.3369411764710.463058823529409
6111.9111.3649411764710.535058823529417
7111.1111.212941176471-0.112941176470593
8111.11111.222941176471-0.112941176470590
9111.12111.232941176471-0.112941176470584
10111.13111.242941176471-0.112941176470593
11111.14111.252941176471-0.112941176470590
12111.15111.262941176471-0.112941176470585
13111.16111.304705882353-0.144705882352951
14111.17111.316470588235-0.146470588235294
15111.18111.344470588235-0.164470588235289
16111.19111.372470588235-0.182470588235298
17111.2111.400470588235-0.200470588235290
18111.21111.428470588235-0.218470588235300
19111.22111.276470588235-0.0564705882352936
20111.23111.286470588235-0.0564705882352909
21111.24111.296470588235-0.0564705882352994
22111.25111.306470588235-0.0564705882352937
23111.26111.316470588235-0.0564705882352908
24111.27111.326470588235-0.0564705882352996
25111.28111.368235294118-0.0882352941176518
26111.29111.38-0.0899999999999949
27111.3111.408-0.108000000000004
28111.31111.436-0.125999999999999
29111.32111.464-0.144000000000005
30111.33111.492-0.162000000000000
31111.34111.345.66560687254025e-15
32111.35111.35-5.75234304633909e-15
33111.36111.360
34111.37111.375.64132074387658e-15
35111.38111.38-5.68989300120393e-15
36111.39111.39-2.56739074444567e-16
37111.4111.431764705882-0.0317647058823524
38111.41111.443529411765-0.0335294117647097
39111.42111.471529411765-0.0515294117647047
40111.43111.499529411765-0.0695294117646996
41111.44111.527529411765-0.087529411764706
42111.45111.555529411765-0.105529411764701
43111.46111.4035294117650.0564705882352908
44111.47111.4135294117650.0564705882352936
45111.48111.4235294117650.0564705882352994
46111.49111.4335294117650.0564705882352909
47111.5111.4435294117650.0564705882352937
48111.51111.4535294117650.0564705882352991
49111.52111.4952941176470.0247058823529328
50111.53111.5070588235290.0229411764705896
51111.54111.5350588235290.00494117647059468
52111.55111.563058823529-0.0130588235294145
53111.56111.591058823529-0.0310588235294067
54111.57111.619058823529-0.0490588235294159
55111.58111.4670588235290.112941176470590
56111.59111.4770588235290.112941176470593
57111.6111.4870588235290.112941176470585
58111.61111.4970588235290.112941176470590
59111.62111.5070588235290.112941176470593
60111.63111.5170588235290.112941176470584
61111.64111.5588235294120.0811764705882321


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
16100
17100
18100
19100
20100
21100
22100
2311.99514737223241e-3139.97573686116206e-314
2418.55081090396699e-3064.27540545198349e-306
2518.34728714463905e-2914.17364357231952e-291
2612.53107192430004e-2891.26553596215002e-289
2719.24996927985933e-2634.62498463992967e-263
2811.80600591447304e-2529.03002957236519e-253
2914.5094638548793e-2362.25473192743965e-236
3012.29643585092949e-2401.14821792546475e-240
3112.09325831790545e-2181.04662915895272e-218
3213.54937182832621e-2011.77468591416310e-201
3312.46653027620546e-1861.23326513810273e-186
3412.93433837147492e-1771.46716918573746e-177
3513.94114146968869e-1701.97057073484435e-170
3611.03772924614298e-1615.18864623071491e-162
3714.00192806182619e-1392.00096403091309e-139
3814.19998818971376e-1322.09999409485688e-132
3912.64986203890171e-1141.32493101945086e-114
4014.60254732163907e-1032.30127366081953e-103
4114.24323627005003e-882.12161813502501e-88
4213.25256822186091e-761.62628411093046e-76
4312.17470625731146e-641.08735312865573e-64
4412.03791733501037e-541.01895866750518e-54
4516.30886377011875e-393.15443188505937e-39


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level301NOK
5% type I error level301NOK
10% type I error level301NOK