| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = -225475.408018723 + 1.46214500504937X[t] + 16420.7919349884M1[t] + 23028.7163256820M2[t] + 30661.1473651015M3[t] + 31235.5640239155M4[t] + 31993.2453135483M5[t] + 34960.6704055155M6[t] + 37647.041692M7[t] + 39974.3973820299M8[t] + 40611.7071382829M9[t] + 31413.0352303011M10[t] + 7293.95281682754M11[t] + 1278.41807555408t + 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) | -225475.408018723 | 24007.470271 | -9.3919 | 0 | 0 |
| X | 1.46214500504937 | 0.067228 | 21.7491 | 0 | 0 |
| M1 | 16420.7919349884 | 3124.551765 | 5.2554 | 4e-06 | 2e-06 |
| M2 | 23028.7163256820 | 3561.627751 | 6.4658 | 0 | 0 |
| M3 | 30661.1473651015 | 3864.592908 | 7.9339 | 0 | 0 |
| M4 | 31235.5640239155 | 3803.963406 | 8.2113 | 0 | 0 |
| M5 | 31993.2453135483 | 3758.640978 | 8.5119 | 0 | 0 |
| M6 | 34960.6704055155 | 3842.677284 | 9.098 | 0 | 0 |
| M7 | 37647.041692 | 4000.497449 | 9.4106 | 0 | 0 |
| M8 | 39974.3973820299 | 4096.582564 | 9.758 | 0 | 0 |
| M9 | 40611.7071382829 | 4279.017839 | 9.4909 | 0 | 0 |
| M10 | 31413.0352303011 | 4047.414021 | 7.7613 | 0 | 0 |
| M11 | 7293.95281682754 | 3168.837757 | 2.3018 | 0.025826 | 0.012913 |
| t | 1278.41807555408 | 87.511796 | 14.6085 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.970362601330797 |
| R-squared | 0.941603578061471 |
| Adjusted R-squared | 0.925451376248687 |
| F-TEST (value) | 58.2956793739531 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 47 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4957.90285228592 |
| Sum Squared Residuals | 1155297632.55713 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 286602 | 268899.157232969 | 17702.8427670306 |
| 2 | 283042 | 280106.031005685 | 2935.968994315 |
| 3 | 276687 | 273222.789776115 | 3464.21022388462 |
| 4 | 277915 | 275161.891065781 | 2753.10893421868 |
| 5 | 277128 | 271638.915121770 | 5489.08487822956 |
| 6 | 277103 | 273748.564436915 | 3354.43556308533 |
| 7 | 275037 | 273495.065459386 | 1541.93454061418 |
| 8 | 270150 | 267683.163247447 | 2466.83675255327 |
| 9 | 267140 | 265747.601135954 | 1392.39886404620 |
| 10 | 264993 | 263265.064577305 | 1727.93542269529 |
| 11 | 287259 | 283471.411333044 | 3787.58866695619 |
| 12 | 291186 | 283629.052803089 | 7556.9471969112 |
| 13 | 292300 | 298746.114734714 | -6446.11473471408 |
| 14 | 288186 | 289085.254995364 | -899.254995364174 |
| 15 | 281477 | 283368.805479824 | -1891.80547982388 |
| 16 | 282656 | 286037.517127009 | -3381.51712700947 |
| 17 | 280190 | 286221.078770799 | -6031.07877079874 |
| 18 | 280408 | 285270.458590375 | -4862.45859037459 |
| 19 | 276836 | 279437.414273577 | -2601.41427357734 |
| 20 | 275216 | 277232.623789095 | -2016.62378909508 |
| 21 | 274352 | 278320.777548044 | -3968.77754804426 |
| 22 | 271311 | 275091.084891815 | -3780.08489181489 |
| 23 | 289802 | 293386.408125954 | -3584.40812595447 |
| 24 | 290726 | 295146.560521534 | -4420.56052153358 |
| 25 | 292300 | 301927.933779372 | -9627.9337793724 |
| 26 | 278506 | 282768.980087222 | -4262.98008722176 |
| 27 | 269826 | 272375.128700529 | -2549.12870052852 |
| 28 | 265861 | 267643.924477159 | -1782.92447715923 |
| 29 | 269034 | 269868.640547997 | -834.640547997416 |
| 30 | 264176 | 264078.32040086 | 97.6795991401582 |
| 31 | 255198 | 256049.134286478 | -851.134286478446 |
| 32 | 253353 | 253939.383227324 | -586.38322732438 |
| 33 | 246057 | 244764.741195832 | 1292.25880416799 |
| 34 | 235372 | 234372.000159866 | 999.999840134242 |
| 35 | 258556 | 260536.587811181 | -1980.58781118108 |
| 36 | 260993 | 264451.941944203 | -3458.94194420296 |
| 37 | 254663 | 257873.696290906 | -3210.69629090564 |
| 38 | 250643 | 250309.552488797 | 333.447511203453 |
| 39 | 243422 | 244594.565118261 | -1172.56511826129 |
| 40 | 247105 | 247513.303561310 | -408.303561310337 |
| 41 | 248541 | 251344.916992698 | -2803.91699269779 |
| 42 | 245039 | 247024.052575635 | -1985.05257563483 |
| 43 | 237080 | 240783.069802429 | -3703.06980242881 |
| 44 | 237085 | 240903.089875975 | -3818.08987597506 |
| 45 | 225554 | 229140.451185545 | -3586.45118554529 |
| 46 | 226839 | 231364.55939815 | -4525.55939815009 |
| 47 | 247934 | 251955.450290217 | -4021.45029021719 |
| 48 | 248333 | 252975.757313241 | -4642.7573132413 |
| 49 | 246969 | 249794.074506674 | -2825.07450667369 |
| 50 | 245098 | 243205.181422933 | 1892.81857706748 |
| 51 | 246263 | 244113.710925271 | 2149.28907472906 |
| 52 | 255765 | 252945.363768740 | 2819.63623126036 |
| 53 | 264319 | 260138.448566736 | 4180.55143326438 |
| 54 | 268347 | 264951.603996216 | 3395.39600378393 |
| 55 | 273046 | 267432.316178130 | 5613.68382187043 |
| 56 | 273963 | 270008.739860159 | 3954.26013984125 |
| 57 | 267430 | 262559.428934625 | 4870.57106537536 |
| 58 | 271993 | 266415.290972865 | 5577.70902713545 |
| 59 | 292710 | 286911.142439603 | 5798.85756039656 |
| 60 | 295881 | 290915.687417933 | 4965.31258206665 |
| 61 | 293299 | 288892.023455365 | 4406.97654463518 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.0417475844947872 | 0.0834951689895745 | 0.958252415505213 |
| 18 | 0.0193212781011057 | 0.0386425562022114 | 0.980678721898894 |
| 19 | 0.0185852602448914 | 0.0371705204897828 | 0.981414739755109 |
| 20 | 0.00976423046470019 | 0.0195284609294004 | 0.9902357695353 |
| 21 | 0.0198591132574878 | 0.0397182265149755 | 0.980140886742512 |
| 22 | 0.0135419274872913 | 0.0270838549745825 | 0.986458072512709 |
| 23 | 0.0093199126548001 | 0.0186398253096002 | 0.9906800873452 |
| 24 | 0.0402091949850402 | 0.0804183899700804 | 0.95979080501496 |
| 25 | 0.121910901702447 | 0.243821803404895 | 0.878089098297553 |
| 26 | 0.67854748069699 | 0.642905038606019 | 0.321452519303010 |
| 27 | 0.825931657446617 | 0.348136685106765 | 0.174068342553383 |
| 28 | 0.906051149264926 | 0.187897701470148 | 0.0939488507350738 |
| 29 | 0.901874462767496 | 0.196251074465008 | 0.0981255372325042 |
| 30 | 0.863899080857174 | 0.272201838285652 | 0.136100919142826 |
| 31 | 0.86978610697274 | 0.260427786054519 | 0.130213893027260 |
| 32 | 0.84064916030485 | 0.318701679390299 | 0.159350839695150 |
| 33 | 0.837919047712921 | 0.324161904574158 | 0.162080952287079 |
| 34 | 0.99326910245892 | 0.0134617950821591 | 0.00673089754107956 |
| 35 | 0.996579451597459 | 0.00684109680508242 | 0.00342054840254121 |
| 36 | 0.997746919895384 | 0.00450616020923294 | 0.00225308010461647 |
| 37 | 0.999119048817595 | 0.00176190236480989 | 0.000880951182404943 |
| 38 | 0.997836777788617 | 0.00432644442276608 | 0.00216322221138304 |
| 39 | 0.994200211933712 | 0.0115995761325767 | 0.00579978806628837 |
| 40 | 0.993727215866376 | 0.0125455682672485 | 0.00627278413362423 |
| 41 | 0.986167035230524 | 0.0276659295389527 | 0.0138329647694764 |
| 42 | 0.985986169987599 | 0.0280276600248023 | 0.0140138300124011 |
| 43 | 0.961475792643625 | 0.0770484147127509 | 0.0385242073563754 |
| 44 | 0.937443333272573 | 0.125113333454854 | 0.0625566667274269 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 4 | 0.142857142857143 | NOK |
| 5% type I error level | 15 | 0.535714285714286 | NOK |
| 10% type I error level | 18 | 0.642857142857143 | NOK |
