| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 10.8562216284785 + 0.264895487886645X[t] + 0.741179769060709Y1[t] + 0.169868749827528Y2[t] -0.362243934241926Y3[t] + 0.152135238199125Y4[t] + 3.65823272078654M1[t] -0.440463601056253M2[t] + 1.91915658338744M3[t] -0.108805188726336M4[t] -3.88665101019026M5[t] -10.5879834879979M6[t] -2.76413230559056M7[t] -5.59498712522036M8[t] -3.68967115962482M9[t] + 2.44620732778347M10[t] + 0.210606343946619M11[t] -0.0384352271612887t + 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) | 10.8562216284785 | 17.667674 | 0.6145 | 0.542568 | 0.271284 |
| X | 0.264895487886645 | 0.113558 | 2.3327 | 0.025061 | 0.01253 |
| Y1 | 0.741179769060709 | 0.150447 | 4.9265 | 1.7e-05 | 8e-06 |
| Y2 | 0.169868749827528 | 0.18357 | 0.9254 | 0.360617 | 0.180308 |
| Y3 | -0.362243934241926 | 0.186675 | -1.9405 | 0.059764 | 0.029882 |
| Y4 | 0.152135238199125 | 0.150634 | 1.01 | 0.318898 | 0.159449 |
| M1 | 3.65823272078654 | 2.01009 | 1.8199 | 0.076653 | 0.038327 |
| M2 | -0.440463601056253 | 2.124443 | -0.2073 | 0.836858 | 0.418429 |
| M3 | 1.91915658338744 | 2.102695 | 0.9127 | 0.367148 | 0.183574 |
| M4 | -0.108805188726336 | 2.226024 | -0.0489 | 0.961272 | 0.480636 |
| M5 | -3.88665101019026 | 2.480063 | -1.5672 | 0.125368 | 0.062684 |
| M6 | -10.5879834879979 | 2.742863 | -3.8602 | 0.000427 | 0.000213 |
| M7 | -2.76413230559056 | 2.771267 | -0.9974 | 0.324867 | 0.162434 |
| M8 | -5.59498712522036 | 2.634212 | -2.124 | 0.04024 | 0.02012 |
| M9 | -3.68967115962482 | 2.691172 | -1.371 | 0.17841 | 0.089205 |
| M10 | 2.44620732778347 | 2.518923 | 0.9711 | 0.337624 | 0.168812 |
| M11 | 0.210606343946619 | 2.209132 | 0.0953 | 0.92455 | 0.462275 |
| t | -0.0384352271612887 | 0.055337 | -0.6946 | 0.491555 | 0.245778 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.942325551080884 |
| R-squared | 0.88797744421989 |
| Adjusted R-squared | 0.837862090318263 |
| F-TEST (value) | 17.7186705288546 |
| F-TEST (DF numerator) | 17 |
| F-TEST (DF denominator) | 38 |
| p-value | 4.54636328584002e-13 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.89784985699467 |
| Sum Squared Residuals | 319.106284159994 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 117.33 | 120.49323319607 | -3.16323319606985 |
| 2 | 119.04 | 120.355063010325 | -1.31506301032531 |
| 3 | 123.68 | 123.415034400279 | 0.264965599720899 |
| 4 | 125.9 | 125.280905808770 | 0.619094191229748 |
| 5 | 124.54 | 124.173621155509 | 0.366378844490938 |
| 6 | 119.39 | 118.561042846312 | 0.82895715368763 |
| 7 | 118.8 | 119.921986266532 | -1.12198626653208 |
| 8 | 114.81 | 114.266377329141 | 0.543622670859355 |
| 9 | 117.9 | 114.919807405540 | 2.9801925944598 |
| 10 | 120.53 | 121.106323528458 | -0.576323528458282 |
| 11 | 125.15 | 124.463367371774 | 0.68663262822615 |
| 12 | 126.49 | 126.041103203087 | 0.448896796913206 |
| 13 | 131.85 | 131.459572977420 | 0.390427022579776 |
| 14 | 127.4 | 130.487743754714 | -3.08774375471440 |
| 15 | 131.08 | 130.982997301601 | 0.0970026983993924 |
| 16 | 122.37 | 128.726626866768 | -6.35662686676795 |
| 17 | 124.34 | 123.440954474686 | 0.899045525314365 |
| 18 | 119.61 | 117.770971824046 | 1.83902817595413 |
| 19 | 119.97 | 122.047350287949 | -2.07735028794931 |
| 20 | 116.46 | 116.576197747376 | -0.116197747376233 |
| 21 | 117.03 | 116.909207620593 | 0.120792379407362 |
| 22 | 120.96 | 121.453085568527 | -0.493085568527386 |
| 23 | 124.71 | 124.230173749574 | 0.479826250425689 |
| 24 | 127.08 | 127.323415941597 | -0.243415941597359 |
| 25 | 131.91 | 130.304584601478 | 1.60541539852207 |
| 26 | 137.69 | 132.409225568751 | 5.2807744312486 |
| 27 | 142.46 | 139.414436928022 | 3.04556307197832 |
| 28 | 144.32 | 139.231222320246 | 5.08877767975448 |
| 29 | 138.06 | 138.549443583948 | -0.489443583947765 |
| 30 | 124.45 | 129.021343900775 | -4.57134390077473 |
| 31 | 126.71 | 121.734403875404 | 4.97559612459558 |
| 32 | 121.83 | 121.467613261448 | 0.362386738552028 |
| 33 | 122.51 | 122.304413686542 | 0.205586313458251 |
| 34 | 125.48 | 124.445960441232 | 1.03403955876774 |
| 35 | 127.77 | 131.024069579365 | -3.25406957936475 |
| 36 | 128.03 | 129.709992832872 | -1.67999283287222 |
| 37 | 132.84 | 132.011949773232 | 0.828050226768081 |
| 38 | 133.41 | 135.159262801068 | -1.74926280106808 |
| 39 | 139.99 | 136.060344819205 | 3.92965518079453 |
| 40 | 138.53 | 137.609261860232 | 0.920738139767675 |
| 41 | 136.12 | 137.40018428656 | -1.28018428655992 |
| 42 | 124.75 | 125.243245461533 | -0.493245461532842 |
| 43 | 122.88 | 125.510073376508 | -2.63007337650847 |
| 44 | 121.46 | 121.086820958911 | 0.373179041088917 |
| 45 | 118.4 | 121.706571287325 | -3.30657128732542 |
| 46 | 122.45 | 122.414630461782 | 0.0353695382179322 |
| 47 | 128.94 | 126.852389299287 | 2.08761070071291 |
| 48 | 133.25 | 131.775488022444 | 1.47451197755637 |
| 49 | 137.94 | 137.6006594518 | 0.339340548199918 |
| 50 | 140.04 | 139.168704865141 | 0.871295134859192 |
| 51 | 130.74 | 138.077186550893 | -7.33718655089314 |
| 52 | 131.55 | 131.821983143984 | -0.271983143983962 |
| 53 | 129.47 | 128.965796499298 | 0.50420350070238 |
| 54 | 125.45 | 123.053395967334 | 2.39660403266581 |
| 55 | 127.87 | 127.016186193606 | 0.85381380639428 |
| 56 | 124.68 | 125.842990703124 | -1.16299070312407 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 21 | 0.458946940826829 | 0.917893881653657 | 0.541053059173171 |
| 22 | 0.334110369004507 | 0.668220738009013 | 0.665889630995493 |
| 23 | 0.274381933430208 | 0.548763866860417 | 0.725618066569792 |
| 24 | 0.195004848024754 | 0.390009696049508 | 0.804995151975246 |
| 25 | 0.333029250758380 | 0.666058501516761 | 0.66697074924162 |
| 26 | 0.529275254621496 | 0.941449490757007 | 0.470724745378504 |
| 27 | 0.404970472409353 | 0.809940944818705 | 0.595029527590647 |
| 28 | 0.370499973091057 | 0.740999946182113 | 0.629500026908943 |
| 29 | 0.366240776896876 | 0.732481553793753 | 0.633759223103124 |
| 30 | 0.456731931591266 | 0.913463863182532 | 0.543268068408734 |
| 31 | 0.683557924465705 | 0.63288415106859 | 0.316442075534295 |
| 32 | 0.640357167746587 | 0.719285664506826 | 0.359642832253413 |
| 33 | 0.670134267767784 | 0.659731464464432 | 0.329865732232216 |
| 34 | 0.532865311711831 | 0.934269376576338 | 0.467134688288169 |
| 35 | 0.612026678695517 | 0.775946642608966 | 0.387973321304483 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
