Multiple Linear Regression - Estimated Regression Equation |
InIEU[t] = -113.758343866225 + 0.9693392397551UitIEU[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) | -113.758343866225 | 618.458406 | -0.1839 | 0.854703 | 0.427352 |
UitIEU | 0.9693392397551 | 0.042779 | 22.659 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.94789261083603 |
R-squared | 0.898500401677547 |
Adjusted R-squared | 0.896750408603022 |
F-TEST (value) | 513.430832817097 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 58 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 536.973566743385 |
Sum Squared Residuals | 16723755.4601045 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 10414.9 | 10281.2417954196 | 133.658204580408 |
2 | 12476.8 | 13397.7643851561 | -920.964385156146 |
3 | 12384.6 | 13437.4103600621 | -1052.81036006213 |
4 | 12266.7 | 13270.2962751284 | -1003.59627512835 |
5 | 12919.9 | 12462.3520187925 | 457.547981207523 |
6 | 11497.3 | 12012.4816776221 | -515.181677622135 |
7 | 12142 | 12423.7723170502 | -281.772317050225 |
8 | 13919.4 | 14337.4418441747 | -418.041844174743 |
9 | 12656.8 | 13236.078599965 | -579.278599964999 |
10 | 12034.1 | 12499.865447371 | -465.765447370999 |
11 | 13199.7 | 13505.3610407690 | -305.661040768964 |
12 | 10881.3 | 11340.4387826999 | -459.138782699925 |
13 | 11301.2 | 11123.9853304626 | 177.214669537390 |
14 | 13643.9 | 13908.8969662790 | -264.996966279015 |
15 | 12517 | 13084.6678107153 | -567.667810715251 |
16 | 13981.1 | 14168.3890807615 | -187.289080761453 |
17 | 14275.7 | 13341.3488414024 | 934.351158597598 |
18 | 13435 | 12998.9782219209 | 436.021778079099 |
19 | 13565.7 | 13053.7458889671 | 511.954111032937 |
20 | 16216.3 | 15560.6510308217 | 655.648969178294 |
21 | 12970 | 12740.2615788303 | 229.738421169735 |
22 | 14079.9 | 14176.1437946795 | -96.2437946794948 |
23 | 14235 | 14897.9137926011 | -662.913792601142 |
24 | 12213.4 | 12637.4146854922 | -424.014685492249 |
25 | 12581 | 12120.4660689309 | 460.533931069146 |
26 | 14130.4 | 14456.9613724365 | -326.561372436548 |
27 | 14210.8 | 14864.8593245255 | -654.059324525494 |
28 | 14378.5 | 14841.2074470755 | -462.707447075469 |
29 | 13142.8 | 12590.3047984401 | 552.495201559849 |
30 | 13714.7 | 14151.8133797616 | -437.11337976164 |
31 | 13621.9 | 13631.4720758611 | -9.57207586110413 |
32 | 15379.8 | 15591.6698864939 | -211.869886493869 |
33 | 13306.3 | 13837.3597303851 | -531.059730385087 |
34 | 14391.2 | 14562.6193495699 | -171.419349569853 |
35 | 14909.9 | 15356.9928565492 | -447.092856549159 |
36 | 14025.4 | 13797.5198876312 | 227.880112368848 |
37 | 12951.2 | 12710.7936659417 | 240.406334058291 |
38 | 14344.3 | 14622.2337128148 | -277.933712814793 |
39 | 16093.4 | 16419.2917293968 | -325.891729396773 |
40 | 15413.6 | 15470.9871511444 | -57.3871511443583 |
41 | 14705.7 | 12825.1756962328 | 1880.52430376719 |
42 | 15972.8 | 15785.7316022928 | 187.068397707159 |
43 | 16241.4 | 15937.6270611625 | 303.772938837538 |
44 | 16626.4 | 15956.9169120336 | 669.483087966412 |
45 | 17136.2 | 16909.0019133211 | 227.198086678951 |
46 | 15622.9 | 15521.2958576876 | 101.604142312352 |
47 | 18003.9 | 17803.798965539 | 200.101034461019 |
48 | 16136.1 | 15785.9254701408 | 350.174529859212 |
49 | 14423.7 | 13488.3006701493 | 935.399329850726 |
50 | 16789.4 | 16470.7636430278 | 318.636356972234 |
51 | 16782.2 | 16517.38886046 | 264.811139540011 |
52 | 14133.8 | 13340.4764360866 | 793.323563913377 |
53 | 12607 | 11869.6010736822 | 737.398926317767 |
54 | 12004.5 | 12180.8559035676 | -176.355903567596 |
55 | 12175.4 | 12108.4462623579 | 66.9537376421105 |
56 | 13268 | 13053.4550871951 | 214.544912804862 |
57 | 12299.3 | 12338.6643317997 | -39.3643317997262 |
58 | 11800.6 | 11854.7701833140 | -54.1701833139801 |
59 | 13873.3 | 13425.0028177933 | 448.297182206732 |
60 | 12269.6 | 12598.4472480541 | -328.847248054092 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.725619795766844 | 0.548760408466311 | 0.274380204233156 |
6 | 0.611285408661648 | 0.777429182676705 | 0.388714591338352 |
7 | 0.484061576006891 | 0.968123152013783 | 0.515938423993109 |
8 | 0.514300508296248 | 0.971398983407505 | 0.485699491703752 |
9 | 0.412487315979948 | 0.824974631959895 | 0.587512684020052 |
10 | 0.320098382758765 | 0.640196765517531 | 0.679901617241235 |
11 | 0.274113189410236 | 0.548226378820472 | 0.725886810589764 |
12 | 0.24292350012674 | 0.48584700025348 | 0.75707649987326 |
13 | 0.193361661232874 | 0.386723322465748 | 0.806638338767126 |
14 | 0.179520078934425 | 0.359040157868851 | 0.820479921065575 |
15 | 0.146483087503431 | 0.292966175006861 | 0.85351691249657 |
16 | 0.147428808743692 | 0.294857617487385 | 0.852571191256308 |
17 | 0.601723562530558 | 0.796552874938884 | 0.398276437469442 |
18 | 0.646909329281903 | 0.706181341436193 | 0.353090670718097 |
19 | 0.695879674857288 | 0.608240650285424 | 0.304120325142712 |
20 | 0.799163224981118 | 0.401673550037763 | 0.200836775018882 |
21 | 0.760020535324044 | 0.479958929351913 | 0.239979464675956 |
22 | 0.697928419505991 | 0.604143160988019 | 0.302071580494009 |
23 | 0.71413335488312 | 0.57173329023376 | 0.28586664511688 |
24 | 0.695270686963923 | 0.609458626072155 | 0.304729313036077 |
25 | 0.683506223331356 | 0.632987553337289 | 0.316493776668644 |
26 | 0.637319221972827 | 0.725361556054347 | 0.362680778027173 |
27 | 0.6605756779786 | 0.6788486440428 | 0.3394243220214 |
28 | 0.641870395169956 | 0.716259209660088 | 0.358129604830044 |
29 | 0.648706173209859 | 0.702587653580283 | 0.351293826790141 |
30 | 0.636115006654915 | 0.727769986690169 | 0.363884993345084 |
31 | 0.575499105297203 | 0.849001789405595 | 0.424500894702797 |
32 | 0.5236354630181 | 0.9527290739638 | 0.4763645369819 |
33 | 0.558805627107412 | 0.882388745785175 | 0.441194372892588 |
34 | 0.512700952746699 | 0.974598094506602 | 0.487299047253301 |
35 | 0.522603321208739 | 0.954793357582522 | 0.477396678791261 |
36 | 0.471244505677097 | 0.942489011354195 | 0.528755494322903 |
37 | 0.41179395508802 | 0.82358791017604 | 0.58820604491198 |
38 | 0.396513365457171 | 0.793026730914342 | 0.603486634542829 |
39 | 0.393814202278176 | 0.787628404556353 | 0.606185797721824 |
40 | 0.356448601713431 | 0.712897203426862 | 0.643551398286569 |
41 | 0.985451977501068 | 0.0290960449978640 | 0.0145480224989320 |
42 | 0.977818501931264 | 0.0443629961374713 | 0.0221814980687357 |
43 | 0.966351635197022 | 0.0672967296059552 | 0.0336483648029776 |
44 | 0.967109385769897 | 0.0657812284602058 | 0.0328906142301029 |
45 | 0.947806025666428 | 0.104387948667144 | 0.0521939743335719 |
46 | 0.922431563159438 | 0.155136873681125 | 0.0775684368405624 |
47 | 0.891051314436481 | 0.217897371127038 | 0.108948685563519 |
48 | 0.838974579007587 | 0.322050841984827 | 0.161025420992413 |
49 | 0.914919511285753 | 0.170160977428494 | 0.0850804887142469 |
50 | 0.862123817076009 | 0.275752365847982 | 0.137876182923991 |
51 | 0.827361955741803 | 0.345276088516393 | 0.172638044258196 |
52 | 0.848635143010894 | 0.302729713978212 | 0.151364856989106 |
53 | 0.983165925067538 | 0.0336681498649244 | 0.0168340749324622 |
54 | 0.955477740254552 | 0.0890445194908954 | 0.0445222597454477 |
55 | 0.90177663510465 | 0.196446729790700 | 0.0982233648953501 |
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 | 3 | 0.0588235294117647 | NOK |
10% type I error level | 6 | 0.117647058823529 | NOK |