| Multiple Linear Regression - Estimated Regression Equation |
| inv[t] = -100.311791928551 + 1.86997920836677cons[t] -11.6927284767817M1[t] -12.6573646232001M2[t] -12.3593937314866M3[t] -9.25209810548548M4[t] -10.1752698288643M5[t] -2.26767649769861M6[t] + 7.53010395816615M7[t] + 0.0541796552228235M8[t] + 4.20976466973519M9[t] + 5.91894055144064M10[t] + 8.84094555694431M11[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) | -100.311791928551 | 30.421899 | -3.2974 | 0.001864 | 0.000932 |
| cons | 1.86997920836677 | 0.283112 | 6.6051 | 0 | 0 |
| M1 | -11.6927284767817 | 6.628718 | -1.764 | 0.08424 | 0.04212 |
| M2 | -12.6573646232001 | 8.839514 | -1.4319 | 0.158787 | 0.079394 |
| M3 | -12.3593937314866 | 8.57873 | -1.4407 | 0.156298 | 0.078149 |
| M4 | -9.25209810548548 | 7.738864 | -1.1955 | 0.237875 | 0.118937 |
| M5 | -10.1752698288643 | 7.950085 | -1.2799 | 0.206864 | 0.103432 |
| M6 | -2.26767649769861 | 6.769009 | -0.335 | 0.739109 | 0.369555 |
| M7 | 7.53010395816615 | 6.707848 | 1.1226 | 0.267317 | 0.133659 |
| M8 | 0.0541796552228235 | 8.349641 | 0.0065 | 0.99485 | 0.497425 |
| M9 | 4.20976466973519 | 6.929581 | 0.6075 | 0.546439 | 0.27322 |
| M10 | 5.91894055144064 | 6.830388 | 0.8666 | 0.390586 | 0.195293 |
| M11 | 8.84094555694431 | 8.07041 | 1.0955 | 0.27889 | 0.139445 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.854903900048446 |
| R-squared | 0.730860678318043 |
| Adjusted R-squared | 0.662144255760947 |
| F-TEST (value) | 10.6358953379853 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 9.79218484076227e-10 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 10.3671854805278 |
| Sum Squared Residuals | 5051.49113502033 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 83.4 | 91.4492174649721 | -8.04921746497212 |
| 2 | 113.6 | 127.136173802542 | -13.5361738025421 |
| 3 | 112.9 | 113.783296473178 | -0.883296473178192 |
| 4 | 104 | 113.898625365793 | -9.89862536579254 |
| 5 | 109.9 | 130.179262359388 | -20.279262359388 |
| 6 | 99 | 100.687271523218 | -1.68727152321832 |
| 7 | 106.3 | 104.501118512309 | 1.79888148769056 |
| 8 | 128.9 | 123.765896889011 | 5.13410311098914 |
| 9 | 111.1 | 112.026658632406 | -0.92665863240571 |
| 10 | 102.9 | 112.426849068254 | -9.52684906825442 |
| 11 | 130 | 133.113656553242 | -3.11365655324238 |
| 12 | 87 | 82.0111808872091 | 4.98881911279087 |
| 13 | 87.5 | 89.3922403357684 | -1.89224033576843 |
| 14 | 117.6 | 125.079196673339 | -7.4791966733387 |
| 15 | 103.4 | 106.490377560548 | -3.09037756054782 |
| 16 | 110.8 | 114.459619128303 | -3.65961912830257 |
| 17 | 112.6 | 106.804522254803 | 5.79547774519658 |
| 18 | 102.5 | 104.988223702462 | -2.48822370246188 |
| 19 | 112.4 | 117.40397505004 | -5.00397505004013 |
| 20 | 135.6 | 143.961672339372 | -8.36167233937196 |
| 21 | 105.1 | 107.912704373999 | -2.81270437399882 |
| 22 | 127.7 | 127.760678576862 | -0.060678576861918 |
| 23 | 137 | 140.219577545036 | -3.21957754503612 |
| 24 | 91 | 89.6780956415129 | 1.32190435848713 |
| 25 | 90.5 | 98.929134298439 | -8.42913429843894 |
| 26 | 122.4 | 126.388182119195 | -3.98818211919543 |
| 27 | 123.3 | 129.678119744296 | -6.37811974429573 |
| 28 | 124.3 | 125.679494378503 | -1.37949437850318 |
| 29 | 120 | 112.975453642414 | 7.02454635758626 |
| 30 | 118.1 | 113.777125981786 | 4.32287401821429 |
| 31 | 119 | 119.647950100080 | -0.647950100080233 |
| 32 | 142.7 | 142.278691051842 | 0.421308948158136 |
| 33 | 123.6 | 113.335644078262 | 10.2643559217375 |
| 34 | 129.6 | 124.020720160128 | 5.5792798398716 |
| 35 | 151.6 | 146.016513090973 | 5.58348690902691 |
| 36 | 110.4 | 109.312877329364 | 1.08712267063608 |
| 37 | 99.2 | 101.547105190152 | -2.34710519015241 |
| 38 | 130.5 | 113.485325581465 | 17.0146744185353 |
| 39 | 136.2 | 133.418078161029 | 2.78192183897073 |
| 40 | 129.7 | 124.183511011810 | 5.51648898819022 |
| 41 | 128 | 114.658434929944 | 13.3415650700562 |
| 42 | 121.6 | 117.517084398519 | 4.08291560148076 |
| 43 | 135.8 | 126.940869012711 | 8.85913098728938 |
| 44 | 143.8 | 125.261880255704 | 18.5381197442957 |
| 45 | 147.5 | 142.320321807947 | 5.17967819205265 |
| 46 | 136.2 | 115.605813722478 | 20.5941862775221 |
| 47 | 156.6 | 141.341565070056 | 15.2584349299438 |
| 48 | 123.3 | 115.109812875301 | 8.19018712469907 |
| 49 | 104.5 | 83.7823027106681 | 20.7176972893319 |
| 50 | 139.8 | 131.811121823459 | 7.98887817654094 |
| 51 | 136.5 | 128.930128060949 | 7.56987193905099 |
| 52 | 112.1 | 102.678750115592 | 9.42124988440806 |
| 53 | 118.5 | 124.382326813451 | -5.88232681345101 |
| 54 | 94.4 | 98.6302943940149 | -4.23029439401486 |
| 55 | 102.3 | 107.306087324860 | -5.00608732485958 |
| 56 | 111.4 | 127.131859464071 | -15.7318594640710 |
| 57 | 99.2 | 110.904671107386 | -11.7046711073857 |
| 58 | 87.8 | 104.385938472277 | -16.5859384722773 |
| 59 | 115.8 | 130.308687740692 | -14.5086877406922 |
| 60 | 79.7 | 95.2880332666132 | -15.5880332666132 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.082465852312889 | 0.164931704625778 | 0.917534147687111 |
| 17 | 0.054096877135342 | 0.108193754270684 | 0.945903122864658 |
| 18 | 0.0218709079909672 | 0.0437418159819344 | 0.978129092009033 |
| 19 | 0.0104769814441594 | 0.0209539628883188 | 0.98952301855584 |
| 20 | 0.00436056670891873 | 0.00872113341783746 | 0.995639433291081 |
| 21 | 0.00200955068447286 | 0.00401910136894572 | 0.997990449315527 |
| 22 | 0.01989453503365 | 0.0397890700673 | 0.98010546496635 |
| 23 | 0.00988663943152024 | 0.0197732788630405 | 0.99011336056848 |
| 24 | 0.00433040216798157 | 0.00866080433596315 | 0.995669597832018 |
| 25 | 0.00243876831107411 | 0.00487753662214822 | 0.997561231688926 |
| 26 | 0.00201449747033023 | 0.00402899494066046 | 0.99798550252967 |
| 27 | 0.00122028878388970 | 0.00244057756777939 | 0.99877971121611 |
| 28 | 0.00147171440493446 | 0.00294342880986892 | 0.998528285595066 |
| 29 | 0.00185549284816727 | 0.00371098569633454 | 0.998144507151833 |
| 30 | 0.00171847509278219 | 0.00343695018556438 | 0.998281524907218 |
| 31 | 0.00082194138338542 | 0.00164388276677084 | 0.999178058616615 |
| 32 | 0.000407120388930016 | 0.000814240777860032 | 0.99959287961107 |
| 33 | 0.000809917822310855 | 0.00161983564462171 | 0.99919008217769 |
| 34 | 0.000697127413957523 | 0.00139425482791505 | 0.999302872586042 |
| 35 | 0.000541446676277388 | 0.00108289335255478 | 0.999458553323723 |
| 36 | 0.0002297535662254 | 0.0004595071324508 | 0.999770246433775 |
| 37 | 0.000450598451093852 | 0.000901196902187704 | 0.999549401548906 |
| 38 | 0.00298952749514259 | 0.00597905499028518 | 0.997010472504857 |
| 39 | 0.00210878184423465 | 0.00421756368846930 | 0.997891218155765 |
| 40 | 0.0025939275236751 | 0.0051878550473502 | 0.997406072476325 |
| 41 | 0.00842948161753211 | 0.0168589632350642 | 0.991570518382468 |
| 42 | 0.00468745548930755 | 0.0093749109786151 | 0.995312544510693 |
| 43 | 0.00274804868224080 | 0.00549609736448161 | 0.99725195131776 |
| 44 | 0.0417931565813014 | 0.0835863131626029 | 0.958206843418699 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 21 | 0.724137931034483 | NOK |
| 5% type I error level | 26 | 0.896551724137931 | NOK |
| 10% type I error level | 27 | 0.93103448275862 | NOK |
