| Multiple Linear Regression - Estimated Regression Equation |
| Econo[t] = -32.6419936980808 + 0.135753843215889Price[t] + 3.18763487061969M1[t] + 2.62257232884560M2[t] -0.923126133868044M3[t] -2.85161844743626M4[t] -2.46156306693402M5[t] -0.698658455074959M6[t] -1.18011076100449M7[t] -2.18011076100449M8[t] -3.76290461185907M9[t] -1.33575384321589M10[t] + 0.345698462713647M11[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) | -32.6419936980808 | 15.819872 | -2.0634 | 0.04451 | 0.022255 |
| Price | 0.135753843215889 | 0.206105 | 0.6587 | 0.51326 | 0.25663 |
| M1 | 3.18763487061969 | 16.155716 | 0.1973 | 0.84442 | 0.42221 |
| M2 | 2.62257232884560 | 16.939002 | 0.1548 | 0.877609 | 0.438804 |
| M3 | -0.923126133868044 | 16.931979 | -0.0545 | 0.956747 | 0.478374 |
| M4 | -2.85161844743626 | 16.902852 | -0.1687 | 0.866737 | 0.433368 |
| M5 | -2.46156306693402 | 16.88842 | -0.1458 | 0.884726 | 0.442363 |
| M6 | -0.698658455074959 | 16.879967 | -0.0414 | 0.967157 | 0.483578 |
| M7 | -1.18011076100449 | 16.883741 | -0.0699 | 0.944567 | 0.472283 |
| M8 | -2.18011076100449 | 16.883741 | -0.1291 | 0.897798 | 0.448899 |
| M9 | -3.76290461185907 | 16.875688 | -0.223 | 0.824499 | 0.412249 |
| M10 | -1.33575384321589 | 16.875134 | -0.0792 | 0.937238 | 0.468619 |
| M11 | 0.345698462713647 | 16.874077 | 0.0205 | 0.98374 | 0.49187 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.127248784179139 |
| R-squared | 0.0161922530750690 |
| Adjusted R-squared | -0.229759683656164 |
| F-TEST (value) | 0.0658350297634097 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 48 |
| p-value | 0.999993785425542 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 26.6799395968464 |
| Sum Squared Residuals | 34167.3204907858 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -22 | -23.2096820395302 | 1.20968203953021 |
| 2 | -20 | -23.2317292084408 | 3.23172920844077 |
| 3 | -17 | -26.9131815143703 | 9.91318151437029 |
| 4 | -21 | -28.9774276711544 | 7.9774276711544 |
| 5 | -16 | -28.3158646042204 | 12.3158646042204 |
| 6 | -11 | -26.9602215220090 | 15.9602215220090 |
| 7 | -19 | -27.0344122982908 | 8.03441229829085 |
| 8 | -31 | -28.1701661415067 | -2.82983385849326 |
| 9 | -36 | -29.4814523059295 | -6.51854769407048 |
| 10 | -33 | -26.9185476940705 | -6.08145230592953 |
| 11 | -26 | -25.7801107610045 | -0.219889238995511 |
| 12 | -38 | -25.1755323212069 | -12.8244676787931 |
| 13 | -27 | -21.8521436073713 | -5.14785639262866 |
| 14 | -21 | -24.182006110952 | 3.18200611095198 |
| 15 | -17 | -27.5919507304497 | 10.5919507304497 |
| 16 | -14 | -28.7059199847226 | 14.7059199847226 |
| 17 | -16 | -28.4516184474363 | 12.4516184474363 |
| 18 | -16 | -26.960221522009 | 10.9602215220090 |
| 19 | -15 | -27.5774276711544 | 12.5774276711544 |
| 20 | -7 | -28.0344122982908 | 21.0344122982908 |
| 21 | -9 | -29.7529599923613 | 20.7529599923613 |
| 22 | 2 | -26.7827938508546 | 28.7827938508546 |
| 23 | -6 | -24.9655877017092 | 18.9655877017092 |
| 24 | 0 | -25.0397784779910 | 25.0397784779910 |
| 25 | 7 | -21.8521436073714 | 28.8521436073714 |
| 26 | 4 | -22.1456984627136 | 26.1456984627136 |
| 27 | -5 | -26.3701661415067 | 21.3701661415067 |
| 28 | 2 | -28.5701661415067 | 30.5701661415067 |
| 29 | 0 | -28.0443569177886 | 28.0443569177886 |
| 30 | 3 | -26.1456984627137 | 29.1456984627137 |
| 31 | 10 | -26.2198892389955 | 36.2198892389955 |
| 32 | 4 | -27.4913969254273 | 31.4913969254273 |
| 33 | 5 | -29.0741907762819 | 34.0741907762819 |
| 34 | 7 | -26.3755323212069 | 33.3755323212069 |
| 35 | 1 | -24.2868184856297 | 25.2868184856297 |
| 36 | -8 | -24.2252554186957 | 16.2252554186957 |
| 37 | -3 | -21.037620548076 | 18.037620548076 |
| 38 | -16 | -20.1093908144753 | 4.10939081447532 |
| 39 | -22 | -23.2478277475413 | 1.24782774754130 |
| 40 | -32 | -24.6333046882460 | -7.36669531175404 |
| 41 | -30 | -24.6505108373914 | -5.34948916260862 |
| 42 | -32 | -22.3445908526688 | -9.65540914733123 |
| 43 | -38 | -22.9617970018142 | -15.0382029981858 |
| 44 | -41 | -23.9617970018142 | -17.0382029981858 |
| 45 | -46 | -25.4088370094529 | -20.5911629905471 |
| 46 | -58 | -23.1174400840256 | -34.8825599159744 |
| 47 | -55 | -21.8432493077437 | -33.1567506922563 |
| 48 | -48 | -23.0034708297527 | -24.9965291702473 |
| 49 | -58 | -19.815835959133 | -38.184164040867 |
| 50 | -58 | -21.3311754034183 | -36.6688245965817 |
| 51 | -68 | -24.8768738661320 | -43.123126133868 |
| 52 | -75 | -29.1131815143703 | -45.8868184856297 |
| 53 | -77 | -29.5376491931634 | -47.4623508068366 |
| 54 | -75 | -28.5892676405996 | -46.4107323594004 |
| 55 | -71 | -29.2064737897451 | -41.7935262102549 |
| 56 | -63 | -30.3422276329609 | -32.6577723670391 |
| 57 | -61 | -33.2825599159744 | -27.7174400840256 |
| 58 | -53 | -31.8056860498425 | -21.1943139501575 |
| 59 | -41 | -30.1242337439129 | -10.8757662560871 |
| 60 | -35 | -31.5559629523537 | -3.44403704764632 |
| 61 | -33 | -28.2325742385181 | -4.7674257614819 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.00174508900529336 | 0.00349017801058671 | 0.998254910994707 |
| 17 | 0.000152412020282485 | 0.000304824040564970 | 0.999847587979718 |
| 18 | 2.5468519473877e-05 | 5.0937038947754e-05 | 0.999974531480526 |
| 19 | 2.88665094621285e-06 | 5.77330189242569e-06 | 0.999997113349054 |
| 20 | 0.000151216028306744 | 0.000302432056613488 | 0.999848783971693 |
| 21 | 0.000424966832576789 | 0.000849933665153579 | 0.999575033167423 |
| 22 | 0.00159059868907463 | 0.00318119737814927 | 0.998409401310925 |
| 23 | 0.000978375551097603 | 0.00195675110219521 | 0.999021624448902 |
| 24 | 0.00204822735250754 | 0.00409645470501509 | 0.997951772647492 |
| 25 | 0.00235983247565266 | 0.00471966495130531 | 0.997640167524347 |
| 26 | 0.00127558140828951 | 0.00255116281657901 | 0.99872441859171 |
| 27 | 0.00064620144511231 | 0.00129240289022462 | 0.999353798554888 |
| 28 | 0.000608565293968305 | 0.00121713058793661 | 0.999391434706032 |
| 29 | 0.00049958107218812 | 0.00099916214437624 | 0.999500418927812 |
| 30 | 0.000419153690383116 | 0.000838307380766233 | 0.999580846309617 |
| 31 | 0.000579788812586109 | 0.00115957762517222 | 0.999420211187414 |
| 32 | 0.00080895837338131 | 0.00161791674676262 | 0.999191041626619 |
| 33 | 0.00175771957546389 | 0.00351543915092779 | 0.998242280424536 |
| 34 | 0.00463186739766973 | 0.00926373479533947 | 0.99536813260233 |
| 35 | 0.00631907797991746 | 0.0126381559598349 | 0.993680922020083 |
| 36 | 0.00485599526517489 | 0.00971199053034977 | 0.995144004734825 |
| 37 | 0.00648509502028601 | 0.0129701900405720 | 0.993514904979714 |
| 38 | 0.0313124164418444 | 0.0626248328836889 | 0.968687583558156 |
| 39 | 0.0803536278534213 | 0.160707255706843 | 0.919646372146579 |
| 40 | 0.14702567957148 | 0.29405135914296 | 0.85297432042852 |
| 41 | 0.267210763996497 | 0.534421527992993 | 0.732789236003504 |
| 42 | 0.467213892757092 | 0.934427785514183 | 0.532786107242908 |
| 43 | 0.668339937552557 | 0.663320124894885 | 0.331660062447443 |
| 44 | 0.783348194829285 | 0.433303610341431 | 0.216651805170715 |
| 45 | 0.934524724303559 | 0.130950551392882 | 0.0654752756964411 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 20 | 0.666666666666667 | NOK |
| 5% type I error level | 22 | 0.733333333333333 | NOK |
| 10% type I error level | 23 | 0.766666666666667 | NOK |
