| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 266708.677777778 + 22801.3055555555X[t] -6811.20000000002M1[t] -12371.2000000000M2[t] -10045.8000000000M3[t] -8063.79999999998M4[t] -8891.6M5[t] -12466.8000000000M6[t] -13952.8000000000M7[t] -19799.6M8[t] -21804.6M9[t] -654M10[t] + 1517.6M11[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) | 266708.677777778 | 6332.368485 | 42.1183 | 0 | 0 |
| X | 22801.3055555555 | 3631.862408 | 6.2781 | 0 | 0 |
| M1 | -6811.20000000002 | 8716.469779 | -0.7814 | 0.438476 | 0.219238 |
| M2 | -12371.2000000000 | 8716.469779 | -1.4193 | 0.162413 | 0.081206 |
| M3 | -10045.8000000000 | 8716.469779 | -1.1525 | 0.254941 | 0.12747 |
| M4 | -8063.79999999998 | 8716.469779 | -0.9251 | 0.359628 | 0.179814 |
| M5 | -8891.6 | 8716.469779 | -1.0201 | 0.312907 | 0.156454 |
| M6 | -12466.8000000000 | 8716.469779 | -1.4303 | 0.159258 | 0.079629 |
| M7 | -13952.8000000000 | 8716.469779 | -1.6007 | 0.116136 | 0.058068 |
| M8 | -19799.6 | 8716.469779 | -2.2715 | 0.027737 | 0.013868 |
| M9 | -21804.6 | 8716.469779 | -2.5015 | 0.015906 | 0.007953 |
| M10 | -654 | 8716.469779 | -0.075 | 0.940509 | 0.470254 |
| M11 | 1517.6 | 8716.469779 | 0.1741 | 0.862529 | 0.431265 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.734484551457028 |
| R-squared | 0.539467556329032 |
| Adjusted R-squared | 0.421884804753466 |
| F-TEST (value) | 4.58798207305377 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 7.23691307702445e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 13781.9488294418 |
| Sum Squared Residuals | 8927279336.25555 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 282965 | 282698.783333333 | 266.216666666588 |
| 2 | 276610 | 277138.783333333 | -528.783333333391 |
| 3 | 277838 | 279464.183333333 | -1626.18333333334 |
| 4 | 277051 | 281446.183333333 | -4395.1833333333 |
| 5 | 277026 | 280618.383333333 | -3592.38333333332 |
| 6 | 274960 | 277043.183333333 | -2083.18333333335 |
| 7 | 270073 | 275557.183333333 | -5484.18333333335 |
| 8 | 267063 | 269710.383333333 | -2647.38333333332 |
| 9 | 264916 | 267705.383333333 | -2789.38333333332 |
| 10 | 287182 | 288855.983333333 | -1673.98333333332 |
| 11 | 291109 | 291027.583333333 | 81.416666666675 |
| 12 | 292223 | 289509.983333333 | 2713.01666666667 |
| 13 | 288109 | 282698.783333333 | 5410.21666666669 |
| 14 | 281400 | 277138.783333333 | 4261.21666666669 |
| 15 | 282579 | 279464.183333333 | 3114.81666666668 |
| 16 | 280113 | 281446.183333333 | -1333.18333333334 |
| 17 | 280331 | 280618.383333333 | -287.383333333333 |
| 18 | 276759 | 277043.183333333 | -284.183333333324 |
| 19 | 275139 | 275557.183333333 | -418.183333333322 |
| 20 | 274275 | 269710.383333333 | 4564.61666666667 |
| 21 | 271234 | 267705.383333333 | 3528.61666666667 |
| 22 | 289725 | 288855.983333333 | 869.016666666669 |
| 23 | 290649 | 291027.583333333 | -378.583333333331 |
| 24 | 292223 | 289509.983333333 | 2713.01666666667 |
| 25 | 278429 | 259897.477777778 | 18531.5222222222 |
| 26 | 269749 | 254337.477777778 | 15411.5222222222 |
| 27 | 265784 | 256662.877777778 | 9121.12222222223 |
| 28 | 268957 | 258644.877777778 | 10312.1222222222 |
| 29 | 264099 | 257817.077777778 | 6281.92222222222 |
| 30 | 255121 | 254241.877777778 | 879.122222222227 |
| 31 | 253276 | 252755.877777778 | 520.122222222225 |
| 32 | 245980 | 246909.077777778 | -929.07777777778 |
| 33 | 235295 | 244904.077777778 | -9609.07777777778 |
| 34 | 258479 | 266054.677777778 | -7575.67777777778 |
| 35 | 260916 | 268226.277777778 | -7310.27777777778 |
| 36 | 254586 | 266708.677777778 | -12122.6777777778 |
| 37 | 250566 | 259897.477777778 | -9331.47777777775 |
| 38 | 243345 | 254337.477777778 | -10992.4777777778 |
| 39 | 247028 | 256662.877777778 | -9634.87777777777 |
| 40 | 248464 | 258644.877777778 | -10180.8777777778 |
| 41 | 244962 | 257817.077777778 | -12855.0777777778 |
| 42 | 237003 | 254241.877777778 | -17238.8777777778 |
| 43 | 237008 | 252755.877777778 | -15747.8777777778 |
| 44 | 225477 | 246909.077777778 | -21432.0777777778 |
| 45 | 226762 | 244904.077777778 | -18142.0777777778 |
| 46 | 247857 | 266054.677777778 | -18197.6777777778 |
| 47 | 248256 | 268226.277777778 | -19970.2777777778 |
| 48 | 246892 | 266708.677777778 | -19816.6777777778 |
| 49 | 245021 | 259897.477777778 | -14876.4777777777 |
| 50 | 246186 | 254337.477777778 | -8151.47777777776 |
| 51 | 255688 | 256662.877777778 | -974.877777777772 |
| 52 | 264242 | 258644.877777778 | 5597.12222222221 |
| 53 | 268270 | 257817.077777778 | 10452.9222222222 |
| 54 | 272969 | 254241.877777778 | 18727.1222222222 |
| 55 | 273886 | 252755.877777778 | 21130.1222222222 |
| 56 | 267353 | 246909.077777778 | 20443.9222222222 |
| 57 | 271916 | 244904.077777778 | 27011.9222222222 |
| 58 | 292633 | 266054.677777778 | 26578.3222222222 |
| 59 | 295804 | 268226.277777778 | 27577.7222222222 |
| 60 | 293222 | 266708.677777778 | 26513.3222222222 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0142556566029678 | 0.0285113132059357 | 0.985744343397032 |
| 17 | 0.00316167525820276 | 0.00632335051640552 | 0.996838324741797 |
| 18 | 0.00056658846525925 | 0.0011331769305185 | 0.99943341153474 |
| 19 | 0.000173126611313903 | 0.000346253222627806 | 0.999826873388686 |
| 20 | 9.10384790801577e-05 | 0.000182076958160315 | 0.99990896152092 |
| 21 | 3.48837695523005e-05 | 6.9767539104601e-05 | 0.999965116230448 |
| 22 | 7.03354191565982e-06 | 1.40670838313196e-05 | 0.999992966458084 |
| 23 | 1.19009677158884e-06 | 2.38019354317768e-06 | 0.999998809903228 |
| 24 | 1.86732669662947e-07 | 3.73465339325894e-07 | 0.99999981326733 |
| 25 | 4.24644079382423e-08 | 8.49288158764846e-08 | 0.999999957535592 |
| 26 | 9.29687001218845e-09 | 1.85937400243769e-08 | 0.99999999070313 |
| 27 | 3.91314109993067e-09 | 7.82628219986135e-09 | 0.99999999608686 |
| 28 | 6.26829760663453e-10 | 1.25365952132691e-09 | 0.99999999937317 |
| 29 | 1.63792195573217e-10 | 3.27584391146434e-10 | 0.999999999836208 |
| 30 | 2.9932470766865e-10 | 5.986494153373e-10 | 0.999999999700675 |
| 31 | 1.30347083520237e-10 | 2.60694167040474e-10 | 0.999999999869653 |
| 32 | 2.51226439408366e-10 | 5.02452878816732e-10 | 0.999999999748774 |
| 33 | 4.83853975651576e-09 | 9.67707951303153e-09 | 0.99999999516146 |
| 34 | 6.60817887125086e-09 | 1.32163577425017e-08 | 0.999999993391821 |
| 35 | 5.5473993420054e-09 | 1.10947986840108e-08 | 0.9999999944526 |
| 36 | 2.08772584817489e-08 | 4.17545169634978e-08 | 0.999999979122742 |
| 37 | 6.05310067115196e-08 | 1.21062013423039e-07 | 0.999999939468993 |
| 38 | 9.45077236875078e-08 | 1.89015447375016e-07 | 0.999999905492276 |
| 39 | 5.73899938422435e-08 | 1.14779987684487e-07 | 0.999999942610006 |
| 40 | 2.91202232853663e-08 | 5.82404465707326e-08 | 0.999999970879777 |
| 41 | 2.08958354752458e-08 | 4.17916709504916e-08 | 0.999999979104164 |
| 42 | 3.7846954441004e-08 | 7.5693908882008e-08 | 0.999999962153046 |
| 43 | 5.10342022257621e-08 | 1.02068404451524e-07 | 0.999999948965798 |
| 44 | 2.58646415539701e-07 | 5.17292831079402e-07 | 0.999999741353584 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 28 | 0.96551724137931 | NOK |
| 5% type I error level | 29 | 1 | NOK |
| 10% type I error level | 29 | 1 | NOK |
