Multiple Linear Regression - Estimated Regression Equation |
Sol.KIA[t] = + 18.434748427673 + 56.6415094339623dummy[t] -2.92791629230297M1[t] -14.9365828092243M2[t] -22.8023921832884M3[t] -14.0967729859239M4[t] -18.3911537885594M5[t] -13.9712488769092M6[t] -4.55134396525905M7[t] -11.4683662773285M8[t] -12.7120956873315M9[t] -9.98311620245583M10[t] -32.0151430068883M11[t] + 0.151523659778377t + 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) | 18.434748427673 | 15.66021 | 1.1772 | 0.243355 | 0.121677 |
dummy | 56.6415094339623 | 8.319685 | 6.8081 | 0 | 0 |
M1 | -2.92791629230297 | 12.541119 | -0.2335 | 0.816123 | 0.408061 |
M2 | -14.9365828092243 | 12.522574 | -1.1928 | 0.237229 | 0.118614 |
M3 | -22.8023921832884 | 12.506057 | -1.8233 | 0.072786 | 0.036393 |
M4 | -14.0967729859239 | 12.491574 | -1.1285 | 0.263193 | 0.131597 |
M5 | -18.3911537885594 | 12.479134 | -1.4738 | 0.145302 | 0.072651 |
M6 | -13.9712488769092 | 12.468742 | -1.1205 | 0.266561 | 0.13328 |
M7 | -4.55134396525905 | 12.460404 | -0.3653 | 0.716082 | 0.358041 |
M8 | -11.4683662773285 | 12.582191 | -0.9115 | 0.365362 | 0.182681 |
M9 | -12.7120956873315 | 12.907499 | -0.9849 | 0.328289 | 0.164144 |
M10 | -9.98311620245583 | 13.246653 | -0.7536 | 0.45375 | 0.226875 |
M11 | -32.0151430068883 | 12.899535 | -2.4819 | 0.015622 | 0.007811 |
t | 0.151523659778377 | 0.160287 | 0.9453 | 0.347941 | 0.173971 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.768582483195594 |
R-squared | 0.590719033475105 |
Adjusted R-squared | 0.510103085523232 |
F-TEST (value) | 7.32757039373595 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 66 |
p-value | 1.27160473262222e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 22.3409242967196 |
Sum Squared Residuals | 32941.7152964959 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 37 | 72.29986522911 | -35.29986522911 |
2 | 30 | 60.4427223719676 | -30.4427223719676 |
3 | 47 | 52.728436657682 | -5.72843665768199 |
4 | 35 | 61.5855795148248 | -26.5855795148248 |
5 | 30 | 57.4427223719677 | -27.4427223719677 |
6 | 43 | 62.0141509433963 | -19.0141509433963 |
7 | 82 | 71.5855795148248 | 10.4144204851752 |
8 | 40 | 64.8200808625337 | -24.8200808625337 |
9 | 47 | 63.7278751123091 | -16.7278751123091 |
10 | 19 | 9.96686882300089 | 9.03313117699911 |
11 | 52 | 44.7278751123091 | 7.27212488769092 |
12 | 136 | 76.8945417789757 | 59.1054582210243 |
13 | 80 | 74.1181491464511 | 5.88185085354886 |
14 | 42 | 62.2610062893082 | -20.2610062893082 |
15 | 54 | 54.5467205750225 | -0.546720575022459 |
16 | 66 | 63.4038634321653 | 2.59613656783467 |
17 | 81 | 59.2610062893082 | 21.7389937106918 |
18 | 63 | 63.8324348607368 | -0.832434860736757 |
19 | 137 | 73.4038634321653 | 63.5961365678347 |
20 | 72 | 66.6383647798742 | 5.36163522012578 |
21 | 107 | 65.5461590296496 | 41.4538409703504 |
22 | 58 | 68.4266621743037 | -10.4266621743037 |
23 | 36 | 46.5461590296496 | -10.5461590296496 |
24 | 52 | 78.7128256963163 | -26.7128256963163 |
25 | 79 | 75.9364330637916 | 3.06356693620836 |
26 | 77 | 64.0792902066487 | 12.9207097933513 |
27 | 54 | 56.365004492363 | -2.36500449236298 |
28 | 84 | 65.2221473495058 | 18.7778526504942 |
29 | 48 | 61.0792902066487 | -13.0792902066487 |
30 | 96 | 65.6507187780773 | 30.3492812219227 |
31 | 83 | 75.2221473495058 | 7.77785265049416 |
32 | 66 | 68.4566486972147 | -2.45664869721474 |
33 | 61 | 67.3644429469901 | -6.36444294699012 |
34 | 53 | 70.2449460916442 | -17.2449460916442 |
35 | 30 | 48.3644429469901 | -18.3644429469901 |
36 | 74 | 80.5311096136568 | -6.53110961365679 |
37 | 69 | 77.7547169811322 | -8.75471698113216 |
38 | 59 | 65.8975741239892 | -6.89757412398922 |
39 | 42 | 58.1832884097035 | -16.1832884097035 |
40 | 65 | 67.0404312668464 | -2.04043126684637 |
41 | 70 | 62.8975741239892 | 7.10242587601078 |
42 | 100 | 67.4690026954178 | 32.5309973045822 |
43 | 63 | 77.0404312668464 | -14.0404312668464 |
44 | 105 | 70.2749326145553 | 34.7250673854447 |
45 | 82 | 69.1827268643306 | 12.8172731356694 |
46 | 81 | 72.0632300089847 | 8.93676999101528 |
47 | 75 | 50.1827268643306 | 24.8172731356694 |
48 | 102 | 82.3493935309973 | 19.6506064690027 |
49 | 121 | 79.5730008984727 | 41.4269991015273 |
50 | 98 | 67.7158580413297 | 30.2841419586703 |
51 | 76 | 60.001572327044 | 15.9984276729560 |
52 | 77 | 68.8587151841869 | 8.14128481581311 |
53 | 63 | 64.7158580413297 | -1.71585804132975 |
54 | 37 | 69.2872866127583 | -32.2872866127583 |
55 | 35 | 78.8587151841869 | -43.8587151841869 |
56 | 23 | 15.4517070979335 | 7.5482929020665 |
57 | 40 | 71.0010107816712 | -31.0010107816712 |
58 | 29 | 17.2400044923630 | 11.7599955076370 |
59 | 37 | 52.0010107816712 | -15.0010107816712 |
60 | 51 | 84.1676774483378 | -33.1676774483378 |
61 | 20 | 24.7497753818509 | -4.74977538185092 |
62 | 28 | 12.8926325247080 | 15.1073674752920 |
63 | 13 | 5.17834681042225 | 7.82165318957775 |
64 | 22 | 14.0354896675651 | 7.96451033243488 |
65 | 25 | 9.89263252470797 | 15.1073674752920 |
66 | 13 | 14.4640610961365 | -1.46406109613655 |
67 | 16 | 24.0354896675651 | -8.03548966756511 |
68 | 13 | 17.2699910152740 | -4.26999101527402 |
69 | 16 | 16.1777852650494 | -0.177785265049395 |
70 | 17 | 19.0582884097035 | -2.05828840970348 |
71 | 9 | -2.82221473495059 | 11.8222147349506 |
72 | 17 | 29.3444519317161 | -12.3444519317161 |
73 | 25 | 26.5680592991914 | -1.56805929919144 |
74 | 14 | 14.7109164420485 | -0.71091644204849 |
75 | 8 | 6.99663072776277 | 1.00336927223723 |
76 | 7 | 15.8537735849056 | -8.85377358490564 |
77 | 10 | 11.7109164420485 | -1.71091644204850 |
78 | 7 | 16.2823450134771 | -9.28234501347707 |
79 | 10 | 25.8537735849056 | -15.8537735849056 |
80 | 3 | 19.0882749326145 | -16.0882749326145 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.381936551975911 | 0.763873103951823 | 0.618063448024089 |
18 | 0.24037307516221 | 0.48074615032442 | 0.75962692483779 |
19 | 0.33521721122036 | 0.67043442244072 | 0.66478278877964 |
20 | 0.21669057379443 | 0.43338114758886 | 0.78330942620557 |
21 | 0.28611652264928 | 0.57223304529856 | 0.71388347735072 |
22 | 0.196576970604890 | 0.393153941209779 | 0.80342302939511 |
23 | 0.457385643000375 | 0.91477128600075 | 0.542614356999625 |
24 | 0.9867700954771 | 0.0264598090458003 | 0.0132299045229002 |
25 | 0.978152365805861 | 0.0436952683882773 | 0.0218476341941386 |
26 | 0.965936807593717 | 0.0681263848125657 | 0.0340631924062828 |
27 | 0.958558886901715 | 0.0828822261965702 | 0.0414411130982851 |
28 | 0.937584692536943 | 0.124830614926114 | 0.0624153074630569 |
29 | 0.947603057669615 | 0.104793884660769 | 0.0523969423303847 |
30 | 0.939631807533893 | 0.120736384932214 | 0.0603681924661068 |
31 | 0.962135288338956 | 0.075729423322088 | 0.037864711661044 |
32 | 0.946966647260492 | 0.106066705479017 | 0.0530333527395084 |
33 | 0.943183195735576 | 0.113633608528847 | 0.0568168042644236 |
34 | 0.9393191456055 | 0.121361708788999 | 0.0606808543944997 |
35 | 0.957218188187975 | 0.0855636236240509 | 0.0427818118120254 |
36 | 0.953989302647478 | 0.0920213947050431 | 0.0460106973525216 |
37 | 0.956124500516595 | 0.087750998966809 | 0.0438754994834045 |
38 | 0.96362719981421 | 0.0727456003715791 | 0.0363728001857895 |
39 | 0.981944030523772 | 0.0361119389524552 | 0.0180559694762276 |
40 | 0.98078222668758 | 0.0384355466248388 | 0.0192177733124194 |
41 | 0.976015063707327 | 0.0479698725853465 | 0.0239849362926732 |
42 | 0.978801699447891 | 0.0423966011042171 | 0.0211983005521086 |
43 | 0.983857291182053 | 0.0322854176358931 | 0.0161427088179465 |
44 | 0.98954580643183 | 0.0209083871363413 | 0.0104541935681707 |
45 | 0.984986996898584 | 0.0300260062028325 | 0.0150130031014162 |
46 | 0.976387801802037 | 0.0472243963959264 | 0.0236121981979632 |
47 | 0.970192847973634 | 0.0596143040527326 | 0.0298071520263663 |
48 | 0.978728271269404 | 0.0425434574611914 | 0.0212717287305957 |
49 | 0.998887048190912 | 0.00222590361817529 | 0.00111295180908764 |
50 | 0.999858628220736 | 0.000282743558528988 | 0.000141371779264494 |
51 | 0.999971607003784 | 5.67859924319369e-05 | 2.83929962159684e-05 |
52 | 0.99999952122614 | 9.57547721325763e-07 | 4.78773860662881e-07 |
53 | 0.999999879255944 | 2.41488111227182e-07 | 1.20744055613591e-07 |
54 | 0.999999716385217 | 5.67229566311273e-07 | 2.83614783155637e-07 |
55 | 0.999999839097784 | 3.21804431011546e-07 | 1.60902215505773e-07 |
56 | 0.999999091586265 | 1.81682746963561e-06 | 9.08413734817806e-07 |
57 | 0.999997173011345 | 5.65397731053823e-06 | 2.82698865526911e-06 |
58 | 0.999985243661943 | 2.95126761134503e-05 | 1.47563380567252e-05 |
59 | 0.99993257169073 | 0.000134856618539556 | 6.74283092697778e-05 |
60 | 0.999690718627975 | 0.000618562744050809 | 0.000309281372025405 |
61 | 0.999850143739166 | 0.000299712521668523 | 0.000149856260834261 |
62 | 0.9991457325925 | 0.00170853481499908 | 0.00085426740749954 |
63 | 0.995657755863415 | 0.00868448827316934 | 0.00434224413658467 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 15 | 0.319148936170213 | NOK |
5% type I error level | 26 | 0.553191489361702 | NOK |
10% type I error level | 34 | 0.723404255319149 | NOK |