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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 110.721882352941 | 0.173513 | 638.1173 | 0 | 0 |
bikl | 0.00529411764705877 | 0.001239 | 4.2714 | 9.1e-05 | 4.6e-05 |
M1 | 0.0364705882352985 | 0.101882 | 0.358 | 0.721937 | 0.360969 |
M2 | 0.0429411764705881 | 0.106936 | 0.4016 | 0.689791 | 0.344896 |
M3 | 0.0656470588235293 | 0.1068 | 0.6147 | 0.541673 | 0.270836 |
M4 | 0.0883529411764707 | 0.106677 | 0.8282 | 0.411642 | 0.205821 |
M5 | 0.111058823529409 | 0.106569 | 1.0421 | 0.302573 | 0.151287 |
M6 | 0.133764705882351 | 0.106476 | 1.2563 | 0.21509 | 0.107545 |
M7 | -0.0235294117647092 | 0.106396 | -0.2211 | 0.825915 | 0.412957 |
M8 | -0.0188235294117657 | 0.106331 | -0.177 | 0.860232 | 0.430116 |
M9 | -0.0141176470588251 | 0.106281 | -0.1328 | 0.89488 | 0.44744 |
M10 | -0.00941176470588437 | 0.106245 | -0.0886 | 0.92978 | 0.46489 |
M11 | -0.00470588235294089 | 0.106223 | -0.0443 | 0.964847 | 0.482424 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.563936182129659 |
R-squared | 0.318024017514976 |
Adjusted R-squared | 0.14753002189372 |
F-TEST (value) | 1.86530919377038 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 48 |
p-value | 0.0636996367660261 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.167941691562001 |
Sum Squared Residuals | 1.35381176470589 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 111.4 | 111.241176470588 | 0.158823529411790 |
2 | 111.5 | 111.252941176471 | 0.247058823529409 |
3 | 111.6 | 111.280941176471 | 0.319058823529404 |
4 | 111.7 | 111.308941176471 | 0.391058823529412 |
5 | 111.8 | 111.336941176471 | 0.463058823529409 |
6 | 111.9 | 111.364941176471 | 0.535058823529417 |
7 | 111.1 | 111.212941176471 | -0.112941176470593 |
8 | 111.11 | 111.222941176471 | -0.112941176470590 |
9 | 111.12 | 111.232941176471 | -0.112941176470584 |
10 | 111.13 | 111.242941176471 | -0.112941176470593 |
11 | 111.14 | 111.252941176471 | -0.112941176470590 |
12 | 111.15 | 111.262941176471 | -0.112941176470585 |
13 | 111.16 | 111.304705882353 | -0.144705882352951 |
14 | 111.17 | 111.316470588235 | -0.146470588235294 |
15 | 111.18 | 111.344470588235 | -0.164470588235289 |
16 | 111.19 | 111.372470588235 | -0.182470588235298 |
17 | 111.2 | 111.400470588235 | -0.200470588235290 |
18 | 111.21 | 111.428470588235 | -0.218470588235300 |
19 | 111.22 | 111.276470588235 | -0.0564705882352936 |
20 | 111.23 | 111.286470588235 | -0.0564705882352909 |
21 | 111.24 | 111.296470588235 | -0.0564705882352994 |
22 | 111.25 | 111.306470588235 | -0.0564705882352937 |
23 | 111.26 | 111.316470588235 | -0.0564705882352908 |
24 | 111.27 | 111.326470588235 | -0.0564705882352996 |
25 | 111.28 | 111.368235294118 | -0.0882352941176518 |
26 | 111.29 | 111.38 | -0.0899999999999949 |
27 | 111.3 | 111.408 | -0.108000000000004 |
28 | 111.31 | 111.436 | -0.125999999999999 |
29 | 111.32 | 111.464 | -0.144000000000005 |
30 | 111.33 | 111.492 | -0.162000000000000 |
31 | 111.34 | 111.34 | 5.66560687254025e-15 |
32 | 111.35 | 111.35 | -5.75234304633909e-15 |
33 | 111.36 | 111.36 | 0 |
34 | 111.37 | 111.37 | 5.64132074387658e-15 |
35 | 111.38 | 111.38 | -5.68989300120393e-15 |
36 | 111.39 | 111.39 | -2.56739074444567e-16 |
37 | 111.4 | 111.431764705882 | -0.0317647058823524 |
38 | 111.41 | 111.443529411765 | -0.0335294117647097 |
39 | 111.42 | 111.471529411765 | -0.0515294117647047 |
40 | 111.43 | 111.499529411765 | -0.0695294117646996 |
41 | 111.44 | 111.527529411765 | -0.087529411764706 |
42 | 111.45 | 111.555529411765 | -0.105529411764701 |
43 | 111.46 | 111.403529411765 | 0.0564705882352908 |
44 | 111.47 | 111.413529411765 | 0.0564705882352936 |
45 | 111.48 | 111.423529411765 | 0.0564705882352994 |
46 | 111.49 | 111.433529411765 | 0.0564705882352909 |
47 | 111.5 | 111.443529411765 | 0.0564705882352937 |
48 | 111.51 | 111.453529411765 | 0.0564705882352991 |
49 | 111.52 | 111.495294117647 | 0.0247058823529328 |
50 | 111.53 | 111.507058823529 | 0.0229411764705896 |
51 | 111.54 | 111.535058823529 | 0.00494117647059468 |
52 | 111.55 | 111.563058823529 | -0.0130588235294145 |
53 | 111.56 | 111.591058823529 | -0.0310588235294067 |
54 | 111.57 | 111.619058823529 | -0.0490588235294159 |
55 | 111.58 | 111.467058823529 | 0.112941176470590 |
56 | 111.59 | 111.477058823529 | 0.112941176470593 |
57 | 111.6 | 111.487058823529 | 0.112941176470585 |
58 | 111.61 | 111.497058823529 | 0.112941176470590 |
59 | 111.62 | 111.507058823529 | 0.112941176470593 |
60 | 111.63 | 111.517058823529 | 0.112941176470584 |
61 | 111.64 | 111.558823529412 | 0.0811764705882321 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 1 | 0 | 0 |
17 | 1 | 0 | 0 |
18 | 1 | 0 | 0 |
19 | 1 | 0 | 0 |
20 | 1 | 0 | 0 |
21 | 1 | 0 | 0 |
22 | 1 | 0 | 0 |
23 | 1 | 1.99514737223241e-313 | 9.97573686116206e-314 |
24 | 1 | 8.55081090396699e-306 | 4.27540545198349e-306 |
25 | 1 | 8.34728714463905e-291 | 4.17364357231952e-291 |
26 | 1 | 2.53107192430004e-289 | 1.26553596215002e-289 |
27 | 1 | 9.24996927985933e-263 | 4.62498463992967e-263 |
28 | 1 | 1.80600591447304e-252 | 9.03002957236519e-253 |
29 | 1 | 4.5094638548793e-236 | 2.25473192743965e-236 |
30 | 1 | 2.29643585092949e-240 | 1.14821792546475e-240 |
31 | 1 | 2.09325831790545e-218 | 1.04662915895272e-218 |
32 | 1 | 3.54937182832621e-201 | 1.77468591416310e-201 |
33 | 1 | 2.46653027620546e-186 | 1.23326513810273e-186 |
34 | 1 | 2.93433837147492e-177 | 1.46716918573746e-177 |
35 | 1 | 3.94114146968869e-170 | 1.97057073484435e-170 |
36 | 1 | 1.03772924614298e-161 | 5.18864623071491e-162 |
37 | 1 | 4.00192806182619e-139 | 2.00096403091309e-139 |
38 | 1 | 4.19998818971376e-132 | 2.09999409485688e-132 |
39 | 1 | 2.64986203890171e-114 | 1.32493101945086e-114 |
40 | 1 | 4.60254732163907e-103 | 2.30127366081953e-103 |
41 | 1 | 4.24323627005003e-88 | 2.12161813502501e-88 |
42 | 1 | 3.25256822186091e-76 | 1.62628411093046e-76 |
43 | 1 | 2.17470625731146e-64 | 1.08735312865573e-64 |
44 | 1 | 2.03791733501037e-54 | 1.01895866750518e-54 |
45 | 1 | 6.30886377011875e-39 | 3.15443188505937e-39 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 30 | 1 | NOK |
5% type I error level | 30 | 1 | NOK |
10% type I error level | 30 | 1 | NOK |