| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 279491.46031746 -2239.38095238095x[t] -5371.7301587302M1[t] -10366.2301587301M2[t] -16486.8968253968M3[t] -13765.7301587302M4[t] -11347.3968253968M5[t] -12045.0634920635M6[t] -15455.8968253968M7[t] -17679.8968253968M8[t] -23222.0634920635M9[t] -24888.8968253968M10[t] -3530.23015873016M11[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) | 279491.46031746 | 6995.04289 | 39.9556 | 0 | 0 |
| x | -2239.38095238095 | 5127.483019 | -0.4367 | 0.663894 | 0.331947 |
| M1 | -5371.7301587302 | 9630.633168 | -0.5578 | 0.579108 | 0.289554 |
| M2 | -10366.2301587301 | 9630.633168 | -1.0764 | 0.286139 | 0.143069 |
| M3 | -16486.8968253968 | 9630.633168 | -1.7119 | 0.092163 | 0.046082 |
| M4 | -13765.7301587302 | 9630.633168 | -1.4294 | 0.158172 | 0.079086 |
| M5 | -11347.3968253968 | 9630.633168 | -1.1783 | 0.243423 | 0.121712 |
| M6 | -12045.0634920635 | 9630.633168 | -1.2507 | 0.21598 | 0.10799 |
| M7 | -15455.8968253968 | 9630.633168 | -1.6049 | 0.113863 | 0.056931 |
| M8 | -17679.8968253968 | 9630.633168 | -1.8358 | 0.071428 | 0.035714 |
| M9 | -23222.0634920635 | 9630.633168 | -2.4113 | 0.019029 | 0.009515 |
| M10 | -24888.8968253968 | 9630.633168 | -2.5843 | 0.012251 | 0.006125 |
| M11 | -3530.23015873016 | 9630.633168 | -0.3666 | 0.715257 | 0.357628 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.429205826126823 |
| R-squared | 0.184217641181209 |
| Adjusted R-squared | 0.0182958054892515 |
| F-TEST (value) | 1.11026761735700 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 59 |
| p-value | 0.369401606862465 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 16614.9439395809 |
| Sum Squared Residuals | 16287325364.8095 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 269645 | 274119.730158730 | -4474.73015873046 |
| 2 | 267037 | 269125.23015873 | -2088.23015873015 |
| 3 | 258113 | 263004.563492064 | -4891.56349206353 |
| 4 | 262813 | 265725.73015873 | -2912.73015873018 |
| 5 | 267413 | 268144.063492063 | -731.063492063484 |
| 6 | 267366 | 267446.396825397 | -80.3968253968389 |
| 7 | 264777 | 264035.563492063 | 741.436507936523 |
| 8 | 258863 | 261811.563492063 | -2948.56349206346 |
| 9 | 254844 | 256269.396825397 | -1425.39682539685 |
| 10 | 254868 | 254602.563492064 | 265.436507936491 |
| 11 | 277267 | 275961.23015873 | 1305.76984126984 |
| 12 | 285351 | 279491.46031746 | 5859.5396825397 |
| 13 | 286602 | 274119.73015873 | 12482.2698412699 |
| 14 | 283042 | 269125.23015873 | 13916.7698412698 |
| 15 | 276687 | 263004.563492063 | 13682.4365079365 |
| 16 | 277915 | 265725.73015873 | 12189.2698412698 |
| 17 | 277128 | 268144.063492063 | 8983.9365079365 |
| 18 | 277103 | 267446.396825397 | 9656.60317460318 |
| 19 | 275037 | 264035.563492063 | 11001.4365079365 |
| 20 | 270150 | 261811.563492063 | 8338.4365079365 |
| 21 | 267140 | 256269.396825397 | 10870.6031746032 |
| 22 | 264993 | 254602.563492063 | 10390.4365079365 |
| 23 | 287259 | 275961.23015873 | 11297.7698412698 |
| 24 | 291186 | 279491.46031746 | 11694.5396825397 |
| 25 | 292300 | 274119.73015873 | 18180.2698412699 |
| 26 | 288186 | 269125.23015873 | 19060.7698412698 |
| 27 | 281477 | 263004.563492063 | 18472.4365079365 |
| 28 | 282656 | 265725.73015873 | 16930.2698412699 |
| 29 | 280190 | 268144.063492063 | 12045.9365079365 |
| 30 | 280408 | 267446.396825397 | 12961.6031746032 |
| 31 | 276836 | 264035.563492063 | 12800.4365079365 |
| 32 | 275216 | 261811.563492063 | 13404.4365079365 |
| 33 | 274352 | 256269.396825397 | 18082.6031746032 |
| 34 | 271311 | 254602.563492063 | 16708.4365079365 |
| 35 | 289802 | 275961.23015873 | 13840.7698412698 |
| 36 | 290726 | 279491.46031746 | 11234.5396825397 |
| 37 | 292300 | 274119.73015873 | 18180.2698412699 |
| 38 | 278506 | 269125.23015873 | 9380.76984126984 |
| 39 | 269826 | 263004.563492063 | 6821.43650793652 |
| 40 | 265861 | 265725.73015873 | 135.269841269847 |
| 41 | 269034 | 268144.063492063 | 889.936507936509 |
| 42 | 264176 | 267446.396825397 | -3270.39682539682 |
| 43 | 255198 | 264035.563492063 | -8837.5634920635 |
| 44 | 253353 | 261811.563492063 | -8458.5634920635 |
| 45 | 246057 | 256269.396825397 | -10212.3968253968 |
| 46 | 235372 | 254602.563492063 | -19230.5634920635 |
| 47 | 258556 | 275961.23015873 | -17405.2301587302 |
| 48 | 260993 | 279491.46031746 | -18498.4603174603 |
| 49 | 254663 | 274119.73015873 | -19456.7301587301 |
| 50 | 250643 | 269125.23015873 | -18482.2301587302 |
| 51 | 243422 | 263004.563492063 | -19582.5634920635 |
| 52 | 247105 | 265725.73015873 | -18620.7301587301 |
| 53 | 248541 | 268144.063492063 | -19603.0634920635 |
| 54 | 245039 | 267446.396825397 | -22407.3968253968 |
| 55 | 237080 | 264035.563492063 | -26955.5634920635 |
| 56 | 237085 | 261811.563492063 | -24726.5634920635 |
| 57 | 225554 | 256269.396825397 | -30715.3968253968 |
| 58 | 226839 | 254602.563492063 | -27763.5634920635 |
| 59 | 247934 | 275961.23015873 | -28027.2301587302 |
| 60 | 248333 | 277252.079365079 | -28919.0793650794 |
| 61 | 246969 | 271880.349206349 | -24911.3492063492 |
| 62 | 245098 | 266885.849206349 | -21787.8492063492 |
| 63 | 246263 | 260765.182539683 | -14502.1825396825 |
| 64 | 255765 | 263486.349206349 | -7721.3492063492 |
| 65 | 264319 | 265904.682539683 | -1585.68253968254 |
| 66 | 268347 | 265207.015873016 | 3139.98412698413 |
| 67 | 273046 | 261796.182539683 | 11249.8174603175 |
| 68 | 273963 | 259572.182539683 | 14390.8174603175 |
| 69 | 267430 | 254030.015873016 | 13399.9841269841 |
| 70 | 271993 | 252363.182539683 | 19629.8174603175 |
| 71 | 292710 | 273721.849206349 | 18988.1507936508 |
| 72 | 295881 | 277252.079365079 | 18628.9206349206 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.329400069852322 | 0.658800139704645 | 0.670599930147678 |
| 17 | 0.203969672259973 | 0.407939344519946 | 0.796030327740027 |
| 18 | 0.122836778447986 | 0.245673556895971 | 0.877163221552014 |
| 19 | 0.0739785014716022 | 0.147957002943204 | 0.926021498528398 |
| 20 | 0.0450370867560511 | 0.0900741735121023 | 0.954962913243949 |
| 21 | 0.0287509893742575 | 0.0575019787485151 | 0.971249010625743 |
| 22 | 0.0166961912422791 | 0.0333923824845581 | 0.98330380875772 |
| 23 | 0.00962898877351485 | 0.0192579775470297 | 0.990371011226485 |
| 24 | 0.00487238911574998 | 0.00974477823149995 | 0.99512761088425 |
| 25 | 0.00458827821927384 | 0.00917655643854768 | 0.995411721780726 |
| 26 | 0.00425418803262343 | 0.00850837606524685 | 0.995745811967377 |
| 27 | 0.00422474745880034 | 0.00844949491760067 | 0.9957752525412 |
| 28 | 0.00371645928879664 | 0.00743291857759328 | 0.996283540711203 |
| 29 | 0.00239411029772072 | 0.00478822059544143 | 0.99760588970228 |
| 30 | 0.00162183330938179 | 0.00324366661876358 | 0.998378166690618 |
| 31 | 0.00107527918596912 | 0.00215055837193824 | 0.998924720814031 |
| 32 | 0.00084787953339035 | 0.0016957590667807 | 0.99915212046661 |
| 33 | 0.00100762842076873 | 0.00201525684153745 | 0.998992371579231 |
| 34 | 0.00106912332797373 | 0.00213824665594745 | 0.998930876672026 |
| 35 | 0.000901005771978631 | 0.00180201154395726 | 0.999098994228021 |
| 36 | 0.00078610927034478 | 0.00157221854068956 | 0.999213890729655 |
| 37 | 0.00248281881790696 | 0.00496563763581392 | 0.997517181182093 |
| 38 | 0.00422663688665655 | 0.0084532737733131 | 0.995773363113343 |
| 39 | 0.00645230910753861 | 0.0129046182150772 | 0.993547690892461 |
| 40 | 0.00742778817654128 | 0.0148555763530826 | 0.992572211823459 |
| 41 | 0.00765417463127807 | 0.0153083492625561 | 0.992345825368722 |
| 42 | 0.00794093317191646 | 0.0158818663438329 | 0.992059066828084 |
| 43 | 0.00934924136219762 | 0.0186984827243952 | 0.990650758637802 |
| 44 | 0.00863794954215255 | 0.0172758990843051 | 0.991362050457848 |
| 45 | 0.0106567679493982 | 0.0213135358987965 | 0.989343232050602 |
| 46 | 0.0196128468888848 | 0.0392256937777697 | 0.980387153111115 |
| 47 | 0.0249271006952902 | 0.0498542013905804 | 0.97507289930471 |
| 48 | 0.0341501842428461 | 0.0683003684856923 | 0.965849815757154 |
| 49 | 0.0870241829347897 | 0.174048365869579 | 0.91297581706521 |
| 50 | 0.178800605036834 | 0.357601210073668 | 0.821199394963166 |
| 51 | 0.265648167333435 | 0.531296334666869 | 0.734351832666565 |
| 52 | 0.328840584397944 | 0.657681168795889 | 0.671159415602056 |
| 53 | 0.353208208493882 | 0.706416416987765 | 0.646791791506118 |
| 54 | 0.336453224345578 | 0.672906448691157 | 0.663546775654422 |
| 55 | 0.263732718866256 | 0.527465437732512 | 0.736267281133744 |
| 56 | 0.178578411830464 | 0.357156823660928 | 0.821421588169536 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 15 | 0.365853658536585 | NOK |
| 5% type I error level | 26 | 0.634146341463415 | NOK |
| 10% type I error level | 29 | 0.707317073170732 | NOK |
