Multiple Linear Regression - Estimated Regression Equation |
Y(Export_farma_prod)[t] = + 404.662125621084 + 851.445963643862`X(sprong)`[t] + 13.7889617402036t + 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) | 404.662125621084 | 46.189006 | 8.761 | 0 | 0 |
`X(sprong)` | 851.445963643862 | 75.35168 | 11.2996 | 0 | 0 |
t | 13.7889617402036 | 0.931228 | 14.8073 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.95848144298342 |
R-squared | 0.91868667654358 |
Adjusted R-squared | 0.917296705202444 |
F-TEST (value) | 660.93929375058 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 117 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 237.088429825369 |
Sum Squared Residuals | 6576678.05617589 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 423.4 | 418.451087361289 | 4.9489126387107 |
2 | 404.1 | 432.240049101483 | -28.1400491014832 |
3 | 500 | 446.029010841694 | 53.9709891583062 |
4 | 472.6 | 459.817972581898 | 12.7820274181020 |
5 | 496.1 | 473.606934322102 | 22.4930656778984 |
6 | 562 | 487.395896062305 | 74.6041039376946 |
7 | 434.8 | 501.184857802509 | -66.384857802509 |
8 | 538.2 | 514.973819542713 | 23.2261804572874 |
9 | 577.6 | 528.762781282916 | 48.8372187170838 |
10 | 518.1 | 542.55174302312 | -24.4517430231198 |
11 | 625.2 | 556.340704763324 | 68.8592952366765 |
12 | 561.2 | 570.129666503527 | -8.92966650352717 |
13 | 523.3 | 583.918628243731 | -60.6186282437309 |
14 | 536.1 | 597.707589983934 | -61.6075899839344 |
15 | 607.3 | 611.496551724138 | -4.19655172413818 |
16 | 637.3 | 625.285513464342 | 12.0144865356582 |
17 | 606.9 | 639.074475204545 | -32.1744752045455 |
18 | 652.9 | 652.863436944749 | 0.0365630552508093 |
19 | 617.2 | 666.652398684953 | -49.4523986849527 |
20 | 670.4 | 680.441360425156 | -10.0413604251565 |
21 | 729.9 | 694.23032216536 | 35.6696778346399 |
22 | 677.2 | 708.019283905564 | -30.8192839055636 |
23 | 710 | 721.808245645767 | -11.8082456457673 |
24 | 844.3 | 735.597207385971 | 108.702792614029 |
25 | 748.2 | 749.386169126175 | -1.18616912617449 |
26 | 653.9 | 763.175130866378 | -109.275130866378 |
27 | 742.6 | 776.964092606582 | -34.3640926065818 |
28 | 854.2 | 790.753054346785 | 63.4469456532146 |
29 | 808.4 | 804.542016086989 | 3.85798391301089 |
30 | 1819 | 1669.77694147106 | 149.223058528944 |
31 | 1936.5 | 1683.56590321126 | 252.934096788740 |
32 | 1966.1 | 1697.35486495146 | 268.745135048537 |
33 | 2083.1 | 1711.14382669167 | 371.956173308333 |
34 | 1620.1 | 1724.93278843187 | -104.832788431871 |
35 | 1527.6 | 1738.72175017207 | -211.121750172074 |
36 | 1795 | 1752.51071191228 | 42.4892880877222 |
37 | 1685.1 | 1766.29967365248 | -81.1996736524815 |
38 | 1851.8 | 1780.08863539269 | 71.711364607315 |
39 | 2164.4 | 1793.87759713289 | 370.522402867111 |
40 | 1981.8 | 1807.66655887309 | 174.133441126908 |
41 | 1726.5 | 1821.45552061330 | -94.955520613296 |
42 | 2144.6 | 1835.2444823535 | 309.3555176465 |
43 | 1758.2 | 1849.03344409370 | -90.8334440937033 |
44 | 1672.9 | 1862.82240583391 | -189.922405833907 |
45 | 1837.3 | 1876.61136757411 | -39.3113675741107 |
46 | 1596.1 | 1890.40032931431 | -294.300329314314 |
47 | 1446 | 1904.18929105452 | -458.189291054518 |
48 | 1898.4 | 1917.97825279472 | -19.5782527947214 |
49 | 1964.1 | 1931.76721453493 | 32.3327854650748 |
50 | 1755.9 | 1945.55617627513 | -189.656176275129 |
51 | 2255.3 | 1959.34513801533 | 295.954861984668 |
52 | 1881.2 | 1973.13409975554 | -91.934099755536 |
53 | 2117.9 | 1986.92306149574 | 130.976938504260 |
54 | 1656.5 | 2000.71202323594 | -344.212023235943 |
55 | 1544.1 | 2014.50098497615 | -470.400984976147 |
56 | 2098.9 | 2028.28994671635 | 70.6100532836495 |
57 | 2133.3 | 2042.07890845655 | 91.221091543446 |
58 | 1963.5 | 2055.86787019676 | -92.367870196758 |
59 | 1801.2 | 2069.65683193696 | -268.456831936962 |
60 | 2365.4 | 2083.44579367717 | 281.954206322835 |
61 | 1936.5 | 2097.23475541737 | -160.734755417369 |
62 | 1667.6 | 2111.02371715757 | -443.423717157573 |
63 | 1983.5 | 2124.81267889778 | -141.312678897776 |
64 | 2058.6 | 2138.60164063798 | -80.0016406379799 |
65 | 2448.3 | 2152.39060237818 | 295.909397621817 |
66 | 1858.1 | 2166.17956411839 | -308.079564118387 |
67 | 1625.4 | 2179.96852585859 | -554.568525858591 |
68 | 2130.6 | 2193.75748759879 | -63.1574875987944 |
69 | 2515.7 | 2207.546449339 | 308.153550661002 |
70 | 2230.2 | 2221.3354110792 | 8.86458892079823 |
71 | 2086.9 | 2235.12437281941 | -148.224372819405 |
72 | 2235 | 2248.91333455961 | -13.9133345596089 |
73 | 2100.2 | 2262.70229629981 | -162.502296299813 |
74 | 2288.6 | 2276.49125804002 | 12.1087419599838 |
75 | 2490 | 2290.28021978022 | 199.719780219780 |
76 | 2573.7 | 2304.06918152042 | 269.630818479576 |
77 | 2543.8 | 2317.85814326063 | 225.941856739373 |
78 | 2004.7 | 2331.64710500083 | -326.947105000831 |
79 | 2390 | 2345.43606674103 | 44.5639332589656 |
80 | 2338.4 | 2359.22502848124 | -20.8250284812379 |
81 | 2724.5 | 2373.01399022144 | 351.486009778558 |
82 | 2292.5 | 2386.80295196165 | -94.3029519616453 |
83 | 2386 | 2400.59191370185 | -14.5919137018489 |
84 | 2477.9 | 2414.38087544205 | 63.5191245579475 |
85 | 2337 | 2428.16983718226 | -91.1698371822562 |
86 | 2605.1 | 2441.95879892246 | 163.14120107754 |
87 | 2560.8 | 2455.74776066266 | 105.052239337337 |
88 | 2839.3 | 2469.53672240287 | 369.763277597133 |
89 | 2407.2 | 2483.32568414307 | -76.1256841430709 |
90 | 2085.2 | 2497.11464588327 | -411.914645883275 |
91 | 2735.6 | 2510.90360762348 | 224.696392376522 |
92 | 2798.7 | 2524.69256936368 | 274.007430636318 |
93 | 3053.2 | 2538.48153110389 | 514.718468896114 |
94 | 2405 | 2552.27049284409 | -147.270492844089 |
95 | 2471.9 | 2566.05945458429 | -94.1594545842925 |
96 | 2727.3 | 2579.84841632450 | 147.451583675504 |
97 | 2790.7 | 2593.6373780647 | 197.0626219353 |
98 | 2385.4 | 2607.42633980490 | -222.026339804903 |
99 | 3206.6 | 2621.21530154511 | 585.384698454893 |
100 | 2705.6 | 2635.00426328531 | 70.5957367146891 |
101 | 3518.4 | 2648.79322502551 | 869.606774974486 |
102 | 1954.9 | 2662.58218676572 | -707.682186765718 |
103 | 2584.3 | 2676.37114850592 | -92.0711485059215 |
104 | 2535.8 | 2690.16011024613 | -154.360110246125 |
105 | 2685.9 | 2703.94907198633 | -18.0490719863289 |
106 | 2866 | 2717.73803372653 | 148.261966273467 |
107 | 2236.6 | 2731.52699546674 | -494.926995466736 |
108 | 2934.9 | 2745.31595720694 | 189.584042793060 |
109 | 2668.6 | 2759.10491894714 | -90.5049189471436 |
110 | 2371.2 | 2772.89388068735 | -401.693880687347 |
111 | 3165.9 | 2786.68284242755 | 379.217157572449 |
112 | 2887.2 | 2800.47180416775 | 86.7281958322454 |
113 | 3112.2 | 2814.26076590796 | 297.939234092042 |
114 | 2671.2 | 2828.04972764816 | -156.849727648162 |
115 | 2432.6 | 2841.83868938837 | -409.238689388365 |
116 | 2812.3 | 2855.62765112857 | -43.3276511285687 |
117 | 3095.7 | 2869.41661286877 | 226.283387131227 |
118 | 2862.9 | 2883.20557460898 | -20.3055746089762 |
119 | 2607.3 | 2896.99453634918 | -289.69453634918 |
120 | 2862.5 | 2910.78349808938 | -48.2834980893835 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.00403893683906052 | 0.00807787367812103 | 0.99596106316094 |
7 | 0.00605287077577423 | 0.0121057415515485 | 0.993947129224226 |
8 | 0.00125441255020573 | 0.00250882510041147 | 0.998745587449794 |
9 | 0.000274736051710429 | 0.000549472103420859 | 0.99972526394829 |
10 | 7.30037311247695e-05 | 0.000146007462249539 | 0.999926996268875 |
11 | 2.16553660637136e-05 | 4.33107321274272e-05 | 0.999978344633936 |
12 | 4.93742349283792e-06 | 9.87484698567583e-06 | 0.999995062576507 |
13 | 2.38801384060602e-06 | 4.77602768121204e-06 | 0.99999761198616 |
14 | 7.24255585130209e-07 | 1.44851117026042e-06 | 0.999999275744415 |
15 | 1.39574499368316e-07 | 2.79148998736631e-07 | 0.9999998604255 |
16 | 2.97409511059042e-08 | 5.94819022118085e-08 | 0.999999970259049 |
17 | 5.36100061829533e-09 | 1.07220012365907e-08 | 0.999999994639 |
18 | 9.80739250269553e-10 | 1.96147850053911e-09 | 0.99999999901926 |
19 | 1.90864149179582e-10 | 3.81728298359165e-10 | 0.999999999809136 |
20 | 3.24232584387388e-11 | 6.48465168774776e-11 | 0.999999999967577 |
21 | 1.24260753325050e-11 | 2.48521506650100e-11 | 0.999999999987574 |
22 | 2.01866245509098e-12 | 4.03732491018196e-12 | 0.999999999997981 |
23 | 3.14510823335748e-13 | 6.29021646671496e-13 | 0.999999999999685 |
24 | 1.86022009483782e-12 | 3.72044018967565e-12 | 0.99999999999814 |
25 | 3.20175947925155e-13 | 6.4035189585031e-13 | 0.99999999999968 |
26 | 4.32553909655502e-13 | 8.65107819311004e-13 | 0.999999999999567 |
27 | 8.10867851961252e-14 | 1.62173570392250e-13 | 0.99999999999992 |
28 | 5.06239975744726e-14 | 1.01247995148945e-13 | 0.99999999999995 |
29 | 9.49840160068214e-15 | 1.89968032013643e-14 | 0.99999999999999 |
30 | 1.75182859853469e-15 | 3.50365719706938e-15 | 0.999999999999998 |
31 | 1.04536394975491e-15 | 2.09072789950982e-15 | 0.999999999999999 |
32 | 4.10932976756265e-16 | 8.2186595351253e-16 | 1 |
33 | 2.08846405639004e-15 | 4.17692811278009e-15 | 0.999999999999998 |
34 | 2.97202125924061e-11 | 5.94404251848121e-11 | 0.99999999997028 |
35 | 1.06284082904139e-08 | 2.12568165808277e-08 | 0.999999989371592 |
36 | 4.66352777531173e-09 | 9.32705555062345e-09 | 0.999999995336472 |
37 | 5.5736629311307e-09 | 1.11473258622614e-08 | 0.999999994426337 |
38 | 2.06383201057634e-09 | 4.12766402115268e-09 | 0.999999997936168 |
39 | 1.96848871582178e-08 | 3.93697743164356e-08 | 0.999999980315113 |
40 | 1.00979001923020e-08 | 2.01958003846040e-08 | 0.9999999899021 |
41 | 1.37666728559637e-08 | 2.75333457119274e-08 | 0.999999986233327 |
42 | 2.97764487309841e-08 | 5.95528974619682e-08 | 0.999999970223551 |
43 | 3.41251728192176e-08 | 6.82503456384352e-08 | 0.999999965874827 |
44 | 9.24209914981586e-08 | 1.84841982996317e-07 | 0.999999907579008 |
45 | 5.03949460951857e-08 | 1.00789892190371e-07 | 0.999999949605054 |
46 | 2.86188081421449e-07 | 5.72376162842898e-07 | 0.999999713811919 |
47 | 7.51293450783752e-06 | 1.50258690156750e-05 | 0.999992487065492 |
48 | 3.81879285785796e-06 | 7.63758571571593e-06 | 0.999996181207142 |
49 | 2.05178430832272e-06 | 4.10356861664545e-06 | 0.999997948215692 |
50 | 1.53190766241818e-06 | 3.06381532483637e-06 | 0.999998468092338 |
51 | 5.25456543070962e-06 | 1.05091308614192e-05 | 0.99999474543457 |
52 | 2.84816527003035e-06 | 5.6963305400607e-06 | 0.99999715183473 |
53 | 2.28454075222052e-06 | 4.56908150444103e-06 | 0.999997715459248 |
54 | 5.0500284554885e-06 | 1.0100056910977e-05 | 0.999994949971545 |
55 | 2.81643346246643e-05 | 5.63286692493287e-05 | 0.999971835665375 |
56 | 2.09660996664632e-05 | 4.19321993329264e-05 | 0.999979033900334 |
57 | 1.64540992557902e-05 | 3.29081985115804e-05 | 0.999983545900744 |
58 | 9.04384906768039e-06 | 1.80876981353608e-05 | 0.999990956150932 |
59 | 8.17225261993678e-06 | 1.63445052398736e-05 | 0.99999182774738 |
60 | 2.39906860757939e-05 | 4.79813721515877e-05 | 0.999976009313924 |
61 | 1.48996425835180e-05 | 2.97992851670361e-05 | 0.999985100357417 |
62 | 4.33757661576031e-05 | 8.67515323152062e-05 | 0.999956624233842 |
63 | 2.67488117514696e-05 | 5.34976235029392e-05 | 0.999973251188249 |
64 | 1.59220166986819e-05 | 3.18440333973638e-05 | 0.999984077983301 |
65 | 4.9338488741043e-05 | 9.8676977482086e-05 | 0.99995066151126 |
66 | 5.49216275039643e-05 | 0.000109843255007929 | 0.999945078372496 |
67 | 0.00037511546840955 | 0.0007502309368191 | 0.99962488453159 |
68 | 0.000264293032689479 | 0.000528586065378957 | 0.99973570696731 |
69 | 0.000676527843434942 | 0.00135305568686988 | 0.999323472156565 |
70 | 0.000476769458436413 | 0.000953538916872826 | 0.999523230541564 |
71 | 0.000354018145368677 | 0.000708036290737354 | 0.999645981854631 |
72 | 0.000243597511550632 | 0.000487195023101265 | 0.99975640248845 |
73 | 0.000192812626106889 | 0.000385625252213779 | 0.999807187373893 |
74 | 0.000136295804894437 | 0.000272591609788874 | 0.999863704195106 |
75 | 0.000151608189887399 | 0.000303216379774797 | 0.999848391810113 |
76 | 0.000212960261150225 | 0.00042592052230045 | 0.99978703973885 |
77 | 0.000222085530977404 | 0.000444171061954808 | 0.999777914469023 |
78 | 0.000364876048231005 | 0.000729752096462011 | 0.99963512395177 |
79 | 0.000243849884297926 | 0.000487699768595853 | 0.999756150115702 |
80 | 0.000160252423636538 | 0.000320504847273076 | 0.999839747576363 |
81 | 0.000278687677013039 | 0.000557375354026077 | 0.999721312322987 |
82 | 0.000197339684556456 | 0.000394679369112912 | 0.999802660315444 |
83 | 0.000125840223653263 | 0.000251680447306526 | 0.999874159776347 |
84 | 7.86026984238664e-05 | 0.000157205396847733 | 0.999921397301576 |
85 | 5.6561725597269e-05 | 0.000113123451194538 | 0.999943438274403 |
86 | 3.95175520057194e-05 | 7.90351040114387e-05 | 0.999960482447994 |
87 | 2.41246790031506e-05 | 4.82493580063012e-05 | 0.999975875320997 |
88 | 3.80672808067838e-05 | 7.61345616135675e-05 | 0.999961932719193 |
89 | 2.47669523182955e-05 | 4.9533904636591e-05 | 0.999975233047682 |
90 | 0.000122102343072062 | 0.000244204686144124 | 0.999877897656928 |
91 | 9.10335977398026e-05 | 0.000182067195479605 | 0.99990896640226 |
92 | 7.6749451256384e-05 | 0.000153498902512768 | 0.999923250548744 |
93 | 0.000261150348801434 | 0.000522300697602869 | 0.999738849651199 |
94 | 0.00021057503492691 | 0.00042115006985382 | 0.999789424965073 |
95 | 0.000149485304743368 | 0.000298970609486736 | 0.999850514695257 |
96 | 8.72756088724134e-05 | 0.000174551217744827 | 0.999912724391128 |
97 | 5.49653445283714e-05 | 0.000109930689056743 | 0.999945034655472 |
98 | 6.29157329518436e-05 | 0.000125831465903687 | 0.999937084267048 |
99 | 0.000376971827579709 | 0.000753943655159419 | 0.99962302817242 |
100 | 0.000208030097767244 | 0.000416060195534488 | 0.999791969902233 |
101 | 0.0514042960059528 | 0.102808592011906 | 0.948595703994047 |
102 | 0.247473036595586 | 0.494946073191173 | 0.752526963404414 |
103 | 0.193594495332484 | 0.387188990664969 | 0.806405504667515 |
104 | 0.156300882805829 | 0.312601765611658 | 0.843699117194171 |
105 | 0.112388228024047 | 0.224776456048094 | 0.887611771975953 |
106 | 0.0936714483857383 | 0.187342896771477 | 0.906328551614262 |
107 | 0.223521927938869 | 0.447043855877739 | 0.77647807206113 |
108 | 0.181946683500269 | 0.363893367000537 | 0.818053316499731 |
109 | 0.132537315158004 | 0.265074630316008 | 0.867462684841996 |
110 | 0.353571927134054 | 0.707143854268109 | 0.646428072865946 |
111 | 0.356415302298154 | 0.712830604596308 | 0.643584697701846 |
112 | 0.249995999986044 | 0.499991999972088 | 0.750004000013956 |
113 | 0.376973530455832 | 0.753947060911664 | 0.623026469544168 |
114 | 0.239520057716311 | 0.479040115432622 | 0.760479942283689 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 94 | 0.862385321100917 | NOK |
5% type I error level | 95 | 0.871559633027523 | NOK |
10% type I error level | 95 | 0.871559633027523 | NOK |