Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 245604.811111111 + 35991.2222222222X[t] -1974.89722222225M1[t] -7974.56111111115M2[t] -6088.82500000001M3[t] -4546.48888888888M4[t] -5813.95277777777M5[t] -9828.81666666668M6[t] -11754.4805555556M7[t] -18040.9444444445M8[t] -20485.6083333333M9[t] + 225.327777777777M10[t] + 1957.26388888889M11[t] + 439.663888888889t + 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) | 245604.811111111 | 11443.81052 | 21.4618 | 0 | 0 |
X | 35991.2222222222 | 6990.419863 | 5.1486 | 5e-06 | 3e-06 |
M1 | -1974.89722222225 | 8677.229697 | -0.2276 | 0.820969 | 0.410485 |
M2 | -7974.56111111115 | 8627.813208 | -0.9243 | 0.360161 | 0.180081 |
M3 | -6088.82500000001 | 8582.85789 | -0.7094 | 0.481646 | 0.240823 |
M4 | -4546.48888888888 | 8542.434176 | -0.5322 | 0.597132 | 0.298566 |
M5 | -5813.95277777777 | 8506.606669 | -0.6835 | 0.497743 | 0.248871 |
M6 | -9828.81666666668 | 8475.433658 | -1.1597 | 0.252162 | 0.126081 |
M7 | -11754.4805555556 | 8448.966661 | -1.3912 | 0.170847 | 0.085424 |
M8 | -18040.9444444445 | 8427.250018 | -2.1408 | 0.037624 | 0.018812 |
M9 | -20485.6083333333 | 8410.320527 | -2.4358 | 0.018793 | 0.009397 |
M10 | 225.327777777777 | 8398.20714 | 0.0268 | 0.978711 | 0.489356 |
M11 | 1957.26388888889 | 8390.930713 | 0.2333 | 0.816595 | 0.408297 |
t | 439.663888888889 | 201.796039 | 2.1788 | 0.03451 | 0.017255 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.763247429780622 |
R-squared | 0.582546639066726 |
Adjusted R-squared | 0.464570689237758 |
F-TEST (value) | 4.93784233067207 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 2.51027776601020e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 13263.3891401516 |
Sum Squared Residuals | 8092204608.22222 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 282965 | 280060.8 | 2904.19999999991 |
2 | 276610 | 274500.8 | 2109.19999999995 |
3 | 277838 | 276826.2 | 1011.8 |
4 | 277051 | 278808.2 | -1757.19999999997 |
5 | 277026 | 277980.4 | -954.399999999998 |
6 | 274960 | 274405.2 | 554.799999999996 |
7 | 270073 | 272919.2 | -2846.20000000001 |
8 | 267063 | 267072.4 | -9.39999999998389 |
9 | 264916 | 265067.4 | -151.399999999986 |
10 | 287182 | 286218 | 964.000000000012 |
11 | 291109 | 288389.6 | 2719.40000000000 |
12 | 292223 | 286872 | 5351 |
13 | 288109 | 285336.766666667 | 2772.23333333336 |
14 | 281400 | 279776.766666667 | 1623.23333333335 |
15 | 282579 | 282102.166666667 | 476.833333333344 |
16 | 280113 | 284084.166666667 | -3971.16666666667 |
17 | 280331 | 283256.366666667 | -2925.36666666666 |
18 | 276759 | 279681.166666667 | -2922.16666666666 |
19 | 275139 | 278195.166666667 | -3056.16666666665 |
20 | 274275 | 272348.366666667 | 1926.63333333334 |
21 | 271234 | 270343.366666667 | 890.633333333339 |
22 | 289725 | 291493.966666667 | -1768.96666666667 |
23 | 290649 | 293665.566666667 | -3016.56666666667 |
24 | 292223 | 292147.966666667 | 75.033333333334 |
25 | 278429 | 254621.511111111 | 23807.4888888889 |
26 | 269749 | 249061.511111111 | 20687.4888888889 |
27 | 265784 | 251386.911111111 | 14397.0888888889 |
28 | 268957 | 253368.911111111 | 15588.0888888889 |
29 | 264099 | 252541.111111111 | 11557.8888888889 |
30 | 255121 | 248965.911111111 | 6155.0888888889 |
31 | 253276 | 247479.911111111 | 5796.08888888889 |
32 | 245980 | 241633.111111111 | 4346.88888888888 |
33 | 235295 | 239628.111111111 | -4333.11111111111 |
34 | 258479 | 260778.711111111 | -2299.71111111111 |
35 | 260916 | 262950.311111111 | -2034.31111111112 |
36 | 254586 | 261432.711111111 | -6846.71111111112 |
37 | 250566 | 259897.477777778 | -9331.47777777775 |
38 | 243345 | 254337.477777778 | -10992.4777777778 |
39 | 247028 | 256662.877777778 | -9634.87777777778 |
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 | 265173.444444444 | -20152.4444444444 |
50 | 246186 | 259613.444444444 | -13427.4444444444 |
51 | 255688 | 261938.844444444 | -6250.84444444444 |
52 | 264242 | 263920.844444444 | 321.155555555544 |
53 | 268270 | 263093.044444444 | 5176.95555555555 |
54 | 272969 | 259517.844444444 | 13451.1555555556 |
55 | 273886 | 258031.844444444 | 15854.1555555556 |
56 | 267353 | 252185.044444444 | 15167.9555555555 |
57 | 271916 | 250180.044444444 | 21735.9555555555 |
58 | 292633 | 271330.644444444 | 21302.3555555556 |
59 | 295804 | 273502.244444444 | 22301.7555555556 |
60 | 293222 | 271984.644444444 | 21237.3555555556 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.000146782108112813 | 0.000293564216225625 | 0.999853217891887 |
18 | 2.97172017178170e-05 | 5.94344034356341e-05 | 0.999970282798282 |
19 | 2.19006472887028e-06 | 4.38012945774057e-06 | 0.999997809935271 |
20 | 7.67589392025736e-07 | 1.53517878405147e-06 | 0.999999232410608 |
21 | 8.40296802750046e-08 | 1.68059360550009e-07 | 0.99999991597032 |
22 | 9.84450799261085e-09 | 1.96890159852217e-08 | 0.999999990155492 |
23 | 9.05751334058349e-09 | 1.81150266811670e-08 | 0.999999990942487 |
24 | 2.62468461032988e-09 | 5.24936922065976e-09 | 0.999999997375315 |
25 | 4.91935525655863e-10 | 9.83871051311726e-10 | 0.999999999508064 |
26 | 1.32169349978411e-10 | 2.64338699956821e-10 | 0.99999999986783 |
27 | 3.40150124254018e-10 | 6.80300248508036e-10 | 0.99999999965985 |
28 | 8.30241264008227e-11 | 1.66048252801645e-10 | 0.999999999916976 |
29 | 8.01882605489408e-11 | 1.60376521097882e-10 | 0.999999999919812 |
30 | 2.09252187859024e-09 | 4.18504375718049e-09 | 0.999999997907478 |
31 | 3.24735308295234e-09 | 6.49470616590469e-09 | 0.999999996752647 |
32 | 5.23417312516608e-08 | 1.04683462503322e-07 | 0.999999947658269 |
33 | 3.05623904696729e-06 | 6.11247809393458e-06 | 0.999996943760953 |
34 | 1.06197463211835e-05 | 2.12394926423670e-05 | 0.999989380253679 |
35 | 3.5288764050578e-05 | 7.0577528101156e-05 | 0.99996471123595 |
36 | 0.000435551285715432 | 0.000871102571430864 | 0.999564448714285 |
37 | 0.0147336118156178 | 0.0294672236312356 | 0.985266388184382 |
38 | 0.102132742929032 | 0.204265485858064 | 0.897867257070968 |
39 | 0.333674274142978 | 0.667348548285956 | 0.666325725857022 |
40 | 0.690870434064851 | 0.618259131870298 | 0.309129565935149 |
41 | 0.95314865570034 | 0.0937026885993192 | 0.0468513442996596 |
42 | 0.959839945250444 | 0.0803201094991114 | 0.0401600547495557 |
43 | 0.985184923311714 | 0.0296301533765716 | 0.0148150766882858 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 20 | 0.740740740740741 | NOK |
5% type I error level | 22 | 0.814814814814815 | NOK |
10% type I error level | 24 | 0.888888888888889 | NOK |