| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 3928.17268284611 + 1215.06664426993X1[t] + 1316.06493273026X2[t] + 1.14942827114647X3[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) | 3928.17268284611 | 4156.557105 | 0.9451 | 0.346259 | 0.17313 |
| X1 | 1215.06664426993 | 164.661194 | 7.3792 | 0 | 0 |
| X2 | 1316.06493273026 | 438.749181 | 2.9996 | 0.003201 | 0.0016 |
| X3 | 1.14942827114647 | 0.197794 | 5.8112 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.834397747107439 |
| R-squared | 0.696219600377969 |
| Adjusted R-squared | 0.689710020386069 |
| F-TEST (value) | 106.953075504751 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 140 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 21529.696264588 |
| Sum Squared Residuals | 64893894974.3583 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 63047 | 39511.2641197469 | 23535.7358802531 |
| 2 | 66751 | 64970.3435330519 | 1780.65646694805 |
| 3 | 7176 | 5563.80911268754 | 1612.19088731246 |
| 4 | 78306 | 87724.4545500833 | -9418.45455008333 |
| 5 | 144655 | 105158.951442046 | 39496.0485579544 |
| 6 | 269638 | 235072.929219278 | 34565.0707807218 |
| 7 | 69266 | 63081.0758865555 | 6184.92411344446 |
| 8 | 83529 | 86011.5941512096 | -2482.59415120964 |
| 9 | 73226 | 88309.1803035633 | -15083.1803035633 |
| 10 | 178519 | 102868.50446971 | 75650.4955302901 |
| 11 | 67250 | 80049.6626866968 | -12799.6626866968 |
| 12 | 102982 | 110257.663853451 | -7275.66385345076 |
| 13 | 50001 | 48883.3691083485 | 1117.63089165154 |
| 14 | 91093 | 70135.4800715857 | 20957.5199284143 |
| 15 | 80112 | 59292.4096947179 | 20819.5903052821 |
| 16 | 72961 | 64358.5752295266 | 8602.42477047339 |
| 17 | 77159 | 131300.972983338 | -54141.9729833378 |
| 18 | 15629 | 17431.5038236126 | -1802.50382361261 |
| 19 | 71693 | 105205.986585759 | -33512.9865857585 |
| 20 | 19920 | 68770.9587906509 | -48850.9587906509 |
| 21 | 39403 | 41278.5088516388 | -1875.50885163882 |
| 22 | 104383 | 132379.348976539 | -27996.3489765386 |
| 23 | 56088 | 33855.9856103023 | 22232.0143896977 |
| 24 | 62006 | 64987.282158318 | -2981.28215831804 |
| 25 | 81665 | 76309.7851881288 | 5355.21481187116 |
| 26 | 69451 | 51406.2432018468 | 18044.7567981532 |
| 27 | 88794 | 78975.5815055727 | 9818.41849442733 |
| 28 | 90642 | 94900.4858569896 | -4258.4858569896 |
| 29 | 207069 | 145385.614296081 | 61683.3857039185 |
| 30 | 99340 | 52200.6190988772 | 47139.3809011228 |
| 31 | 56695 | 61219.9696784364 | -4524.96967843642 |
| 32 | 108143 | 80719.2035218505 | 27423.7964781495 |
| 33 | 64204 | 67624.8580470632 | -3420.85804706323 |
| 34 | 29101 | 42665.9607751648 | -13564.9607751648 |
| 35 | 113060 | 76239.7909230503 | 36820.2090769497 |
| 36 | 0 | 3928.17268284611 | -3928.17268284611 |
| 37 | 65773 | 44178.3048941376 | 21594.6951058624 |
| 38 | 67047 | 73836.9420056852 | -6789.94200568522 |
| 39 | 41953 | 59400.4846070013 | -17447.4846070013 |
| 40 | 113787 | 128322.138648992 | -14535.1386489919 |
| 41 | 86584 | 87505.6098718322 | -921.609871832209 |
| 42 | 59588 | 48449.8823592573 | 11138.1176407427 |
| 43 | 40064 | 54005.1612961671 | -13941.1612961671 |
| 44 | 74471 | 87905.8526291139 | -13434.8526291139 |
| 45 | 60437 | 84733.6124378826 | -24296.6124378827 |
| 46 | 55118 | 35694.7079591323 | 19423.2920408677 |
| 47 | 40295 | 49300.9431265781 | -9005.94312657814 |
| 48 | 103397 | 77669.8919672219 | 25727.1080327781 |
| 49 | 78982 | 64854.8254438608 | 14127.1745561392 |
| 50 | 67317 | 67013.7538488201 | 303.246151179945 |
| 51 | 39887 | 46304.8369304326 | -6417.83693043256 |
| 52 | 59682 | 57312.5191541406 | 2369.48084585936 |
| 53 | 132740 | 77927.7266827563 | 54812.2733172437 |
| 54 | 104816 | 80003.9265877187 | 24812.0734122813 |
| 55 | 101395 | 93861.4627860764 | 7533.53721392357 |
| 56 | 72824 | 49210.0790984227 | 23613.9209015773 |
| 57 | 76018 | 70372.746931376 | 5645.25306862399 |
| 58 | 33891 | 42333.4725189475 | -8442.47251894749 |
| 59 | 63694 | 71739.264957107 | -8045.26495710696 |
| 60 | 33239 | 47409.4686237917 | -14170.4686237917 |
| 61 | 35093 | 30636.9199780251 | 4456.08002197491 |
| 62 | 35252 | 42074.9121356112 | -6822.91213561116 |
| 63 | 36977 | 48218.5156187466 | -11241.5156187466 |
| 64 | 42406 | 49110.6531072344 | -6704.65310723436 |
| 65 | 56353 | 40433.4379382716 | 15919.5620617284 |
| 66 | 58817 | 72894.0166091399 | -14077.0166091399 |
| 67 | 81051 | 93534.8142563152 | -12483.8142563152 |
| 68 | 70872 | 85456.8440567151 | -14584.8440567151 |
| 69 | 42372 | 59992.0782753125 | -17620.0782753125 |
| 70 | 19144 | 18854.3438346297 | 289.656165370263 |
| 71 | 114177 | 76882.2309048922 | 37294.7690951078 |
| 72 | 59414 | 61656.0587699259 | -2242.05876992588 |
| 73 | 51379 | 79477.4884395336 | -28098.4884395336 |
| 74 | 40756 | 62469.2781389729 | -21713.2781389729 |
| 75 | 53398 | 67271.9810978296 | -13873.9810978296 |
| 76 | 17799 | 16753.2193927064 | 1045.78060729357 |
| 77 | 71154 | 74906.5758794501 | -3752.57587945013 |
| 78 | 58305 | 78705.1037661106 | -20400.1037661106 |
| 79 | 27454 | 51601.7965158739 | -24147.7965158739 |
| 80 | 34323 | 70603.3894804013 | -36280.3894804013 |
| 81 | 44761 | 83021.5987706858 | -38260.5987706858 |
| 82 | 113862 | 54801.6831740227 | 59060.3168259773 |
| 83 | 35027 | 45966.8153862482 | -10939.8153862482 |
| 84 | 62396 | 67889.8601147699 | -5493.86011476989 |
| 85 | 29613 | 46969.9033819547 | -17356.9033819547 |
| 86 | 65559 | 63371.9420124137 | 2187.05798758627 |
| 87 | 120064 | 86359.2660068197 | 33704.7339931803 |
| 88 | 36149 | 51287.1856168517 | -15138.1856168517 |
| 89 | 40181 | 52967.620100797 | -12786.620100797 |
| 90 | 53398 | 54900.7462802067 | -1502.74628020669 |
| 91 | 56435 | 64572.5203895672 | -8137.52038956716 |
| 92 | 86791 | 100666.896023731 | -13875.8960237312 |
| 93 | 71738 | 54085.4995242176 | 17652.5004757824 |
| 94 | 48503 | 46686.38871098 | 1816.61128902001 |
| 95 | 25214 | 45832.9986493844 | -20618.9986493844 |
| 96 | 119424 | 61590.0855817456 | 57833.9144182544 |
| 97 | 79201 | 101344.120658833 | -22143.1206588335 |
| 98 | 19349 | 25517.1271072009 | -6168.12710720093 |
| 99 | 78760 | 46890.2595947121 | 31869.7404052879 |
| 100 | 54133 | 41450.0163766375 | 12682.9836233625 |
| 101 | 21623 | 17637.1915001513 | 3985.80849984866 |
| 102 | 25497 | 60395.165604949 | -34898.165604949 |
| 103 | 69535 | 62499.7678779498 | 7035.23212205022 |
| 104 | 30709 | 33326.522937773 | -2617.52293777298 |
| 105 | 37043 | 39277.959829175 | -2234.95982917503 |
| 106 | 24716 | 26724.6602550409 | -2008.66025504094 |
| 107 | 60734 | 79439.1336483233 | -18705.1336483233 |
| 108 | 27246 | 16932.1986472018 | 10313.8013527982 |
| 109 | 0 | 3928.17268284611 | -3928.17268284611 |
| 110 | 38814 | 67936.8057282223 | -29122.8057282223 |
| 111 | 27646 | 48551.3660729134 | -20905.3660729134 |
| 112 | 65373 | 80290.7694733072 | -14917.7694733072 |
| 113 | 43021 | 71348.7917921891 | -28327.7917921891 |
| 114 | 43116 | 55467.5065203409 | -12351.5065203409 |
| 115 | 3058 | 3928.17268284611 | -870.172682846112 |
| 116 | 0 | 3928.17268284611 | -3928.17268284611 |
| 117 | 96347 | 72819.8484936528 | 23527.1515063472 |
| 118 | 55195 | 87248.4396420146 | -32053.4396420146 |
| 119 | 73321 | 47036.3579468158 | 26284.6420531842 |
| 120 | 45266 | 58235.3889919964 | -12969.3889919964 |
| 121 | 43410 | 16946.2641475242 | 26463.7358524758 |
| 122 | 83842 | 93508.8614571648 | -9666.86145716477 |
| 123 | 39296 | 46742.1356386031 | -7446.13563860315 |
| 124 | 38490 | 60632.5214101516 | -22142.5214101516 |
| 125 | 39841 | 31531.5700742371 | 8309.42992576289 |
| 126 | 19764 | 25169.6064465779 | -5405.60644657792 |
| 127 | 66463 | 72388.0567864385 | -5925.05678643846 |
| 128 | 64589 | 41211.5095646404 | 23377.4904353596 |
| 129 | 63339 | 72531.0696365263 | -9192.06963652633 |
| 130 | 11796 | 7775.36919257657 | 4020.63080742343 |
| 131 | 7627 | 3928.17268284611 | 3698.82731715389 |
| 132 | 68998 | 53961.6640697349 | 15036.3359302651 |
| 133 | 6836 | 5244.23761557638 | 1591.76238442362 |
| 134 | 35414 | 41306.2177725445 | -5892.21777254448 |
| 135 | 5118 | 10003.5059041958 | -4885.50590419575 |
| 136 | 20898 | 14199.8866850185 | 6698.11331498149 |
| 137 | 0 | 3928.17268284611 | -3928.17268284611 |
| 138 | 42690 | 40581.5019103841 | 2108.49808961595 |
| 139 | 14507 | 40656.5775308062 | -26149.5775308062 |
| 140 | 7131 | 3928.17268284611 | 3202.82731715389 |
| 141 | 4194 | 3928.17268284611 | 265.827317153888 |
| 142 | 21416 | 35560.9819506177 | -14144.9819506177 |
| 143 | 39000 | 31402.8645456011 | 7597.13545439885 |
| 144 | 42419 | 39238.6069068874 | 3180.39309311261 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.622773162582009 | 0.754453674835982 | 0.377226837417991 |
| 8 | 0.531386676994277 | 0.937226646011447 | 0.468613323005723 |
| 9 | 0.51277407258747 | 0.974451854825061 | 0.48722592741253 |
| 10 | 0.967079082944255 | 0.0658418341114908 | 0.0329209170557454 |
| 11 | 0.966755571239318 | 0.0664888575213631 | 0.0332444287606816 |
| 12 | 0.958924115996618 | 0.0821517680067633 | 0.0410758840033816 |
| 13 | 0.934305597796609 | 0.131388804406782 | 0.0656944022033912 |
| 14 | 0.906969918217308 | 0.186060163565383 | 0.0930300817826916 |
| 15 | 0.873130825854237 | 0.253738348291525 | 0.126869174145763 |
| 16 | 0.841260507950363 | 0.317478984099275 | 0.158739492049637 |
| 17 | 0.986228600458933 | 0.0275427990821344 | 0.0137713995410672 |
| 18 | 0.980301252155865 | 0.0393974956882705 | 0.0196987478441353 |
| 19 | 0.9861135378558 | 0.0277729242884005 | 0.0138864621442002 |
| 20 | 0.997268088188793 | 0.00546382362241328 | 0.00273191181120664 |
| 21 | 0.995776983007008 | 0.00844603398598325 | 0.00422301699299162 |
| 22 | 0.997294967813396 | 0.00541006437320739 | 0.00270503218660369 |
| 23 | 0.997520544452001 | 0.00495891109599782 | 0.00247945554799891 |
| 24 | 0.996060155711574 | 0.00787968857685146 | 0.00393984428842573 |
| 25 | 0.993843010240027 | 0.0123139795199461 | 0.00615698975997304 |
| 26 | 0.992053083737039 | 0.0158938325259211 | 0.00794691626296055 |
| 27 | 0.98898469288449 | 0.0220306142310208 | 0.0110153071155104 |
| 28 | 0.983995178337939 | 0.032009643324121 | 0.0160048216620605 |
| 29 | 0.998395345828045 | 0.00320930834391052 | 0.00160465417195526 |
| 30 | 0.999577924370735 | 0.00084415125853079 | 0.000422075629265395 |
| 31 | 0.999318198839821 | 0.00136360232035853 | 0.000681801160179263 |
| 32 | 0.999429290499006 | 0.0011414190019882 | 0.0005707095009941 |
| 33 | 0.999231051185284 | 0.00153789762943103 | 0.000768948814715514 |
| 34 | 0.999058133118886 | 0.00188373376222798 | 0.000941866881113991 |
| 35 | 0.999542676366074 | 0.000914647267852374 | 0.000457323633926187 |
| 36 | 0.999317982786091 | 0.00136403442781774 | 0.000682017213908872 |
| 37 | 0.999251831739314 | 0.00149633652137179 | 0.000748168260685895 |
| 38 | 0.998919857207644 | 0.00216028558471249 | 0.00108014279235625 |
| 39 | 0.998714938671252 | 0.00257012265749523 | 0.00128506132874761 |
| 40 | 0.998346812291603 | 0.00330637541679355 | 0.00165318770839677 |
| 41 | 0.997614822614287 | 0.0047703547714267 | 0.00238517738571335 |
| 42 | 0.996743163873959 | 0.00651367225208243 | 0.00325683612604121 |
| 43 | 0.996090917608861 | 0.00781816478227744 | 0.00390908239113872 |
| 44 | 0.995019434706565 | 0.00996113058687091 | 0.00498056529343545 |
| 45 | 0.995287491383395 | 0.00942501723320899 | 0.0047125086166045 |
| 46 | 0.994786001980086 | 0.010427996039827 | 0.00521399801991352 |
| 47 | 0.993075001705329 | 0.0138499965893417 | 0.00692499829467085 |
| 48 | 0.994208771178598 | 0.0115824576428048 | 0.00579122882140241 |
| 49 | 0.993169947183903 | 0.013660105632195 | 0.00683005281609749 |
| 50 | 0.990403430176331 | 0.0191931396473378 | 0.00959656982366888 |
| 51 | 0.987475261946138 | 0.0250494761077239 | 0.012524738053862 |
| 52 | 0.982861267821588 | 0.0342774643568232 | 0.0171387321784116 |
| 53 | 0.998072738675192 | 0.00385452264961624 | 0.00192726132480812 |
| 54 | 0.998601882007183 | 0.00279623598563316 | 0.00139811799281658 |
| 55 | 0.998098059719819 | 0.00380388056036294 | 0.00190194028018147 |
| 56 | 0.998311458599382 | 0.00337708280123522 | 0.00168854140061761 |
| 57 | 0.997873286818312 | 0.00425342636337603 | 0.00212671318168802 |
| 58 | 0.997166949854899 | 0.00566610029020224 | 0.00283305014510112 |
| 59 | 0.996102765883034 | 0.00779446823393183 | 0.00389723411696592 |
| 60 | 0.995254755574829 | 0.00949048885034157 | 0.00474524442517079 |
| 61 | 0.993878049704187 | 0.0122439005916265 | 0.00612195029581326 |
| 62 | 0.991953484841871 | 0.0160930303162588 | 0.00804651515812942 |
| 63 | 0.989788521603786 | 0.0204229567924282 | 0.0102114783962141 |
| 64 | 0.986589310284251 | 0.0268213794314981 | 0.013410689715749 |
| 65 | 0.984578909549727 | 0.0308421809005461 | 0.0154210904502731 |
| 66 | 0.981479907255356 | 0.0370401854892882 | 0.0185200927446441 |
| 67 | 0.976433072982134 | 0.0471338540357313 | 0.0235669270178656 |
| 68 | 0.972095805384978 | 0.0558083892300434 | 0.0279041946150217 |
| 69 | 0.969244963182116 | 0.0615100736357681 | 0.0307550368178841 |
| 70 | 0.961601641406629 | 0.0767967171867412 | 0.0383983585933706 |
| 71 | 0.985681727341975 | 0.0286365453160494 | 0.0143182726580247 |
| 72 | 0.984389321227657 | 0.0312213575446857 | 0.0156106787723428 |
| 73 | 0.985983524938767 | 0.0280329501224671 | 0.0140164750612335 |
| 74 | 0.985488188321142 | 0.0290236233577168 | 0.0145118116788584 |
| 75 | 0.984287107349527 | 0.031425785300946 | 0.015712892650473 |
| 76 | 0.980520145184217 | 0.0389597096315653 | 0.0194798548157827 |
| 77 | 0.976694846405762 | 0.0466103071884767 | 0.0233051535942384 |
| 78 | 0.973166779906893 | 0.0536664401862131 | 0.0268332200931066 |
| 79 | 0.977929114784022 | 0.0441417704319559 | 0.022070885215978 |
| 80 | 0.982085849328892 | 0.0358283013422166 | 0.0179141506711083 |
| 81 | 0.990376324377534 | 0.0192473512449314 | 0.00962367562246571 |
| 82 | 0.999215687165288 | 0.00156862566942463 | 0.000784312834712317 |
| 83 | 0.998971276399809 | 0.00205744720038117 | 0.00102872360019059 |
| 84 | 0.998455262743116 | 0.00308947451376877 | 0.00154473725688439 |
| 85 | 0.998375541418969 | 0.00324891716206178 | 0.00162445858103089 |
| 86 | 0.997590872977146 | 0.004818254045708 | 0.002409127022854 |
| 87 | 0.999249201541828 | 0.00150159691634381 | 0.000750798458171906 |
| 88 | 0.999236935691364 | 0.00152612861727144 | 0.000763064308635719 |
| 89 | 0.998967559109657 | 0.00206488178068571 | 0.00103244089034285 |
| 90 | 0.998414845446874 | 0.00317030910625262 | 0.00158515455312631 |
| 91 | 0.997711658837242 | 0.00457668232551517 | 0.00228834116275759 |
| 92 | 0.997176784082169 | 0.00564643183566226 | 0.00282321591783113 |
| 93 | 0.997283523036057 | 0.00543295392788525 | 0.00271647696394263 |
| 94 | 0.9964555947636 | 0.00708881047279909 | 0.00354440523639955 |
| 95 | 0.995679520687392 | 0.00864095862521607 | 0.00432047931260803 |
| 96 | 0.999927737957349 | 0.000144524085302571 | 7.22620426512853e-05 |
| 97 | 0.999891268388229 | 0.000217463223541216 | 0.000108731611770608 |
| 98 | 0.999813937771893 | 0.000372124456214533 | 0.000186062228107267 |
| 99 | 0.999930581554233 | 0.000138836891533351 | 6.94184457666755e-05 |
| 100 | 0.9999147797569 | 0.000170440486200865 | 8.52202431004326e-05 |
| 101 | 0.999854769574359 | 0.000290460851281953 | 0.000145230425640977 |
| 102 | 0.999913542799939 | 0.000172914400121744 | 8.64572000608722e-05 |
| 103 | 0.999890652319081 | 0.000218695361838851 | 0.000109347680919425 |
| 104 | 0.999806753165459 | 0.000386493669082169 | 0.000193246834541085 |
| 105 | 0.999659113694027 | 0.000681772611946535 | 0.000340886305973268 |
| 106 | 0.999478313847621 | 0.00104337230475884 | 0.000521686152379419 |
| 107 | 0.999210446798924 | 0.00157910640215194 | 0.000789553201075969 |
| 108 | 0.998859620034257 | 0.0022807599314862 | 0.0011403799657431 |
| 109 | 0.998229891239997 | 0.0035402175200068 | 0.0017701087600034 |
| 110 | 0.998406710424696 | 0.00318657915060862 | 0.00159328957530431 |
| 111 | 0.998092989276721 | 0.00381402144655898 | 0.00190701072327949 |
| 112 | 0.99697015090174 | 0.00605969819652013 | 0.00302984909826007 |
| 113 | 0.998296154347335 | 0.00340769130533086 | 0.00170384565266543 |
| 114 | 0.997133679791409 | 0.00573264041718247 | 0.00286632020859124 |
| 115 | 0.995322412439479 | 0.00935517512104214 | 0.00467758756052107 |
| 116 | 0.992963991697579 | 0.0140720166048424 | 0.00703600830242121 |
| 117 | 0.997048049994294 | 0.00590390001141175 | 0.00295195000570587 |
| 118 | 0.998165687463558 | 0.00366862507288355 | 0.00183431253644178 |
| 119 | 0.999548101609508 | 0.000903796780984307 | 0.000451898390492153 |
| 120 | 0.999397272282985 | 0.00120545543402922 | 0.000602727717014609 |
| 121 | 0.999851171405896 | 0.000297657188207672 | 0.000148828594103836 |
| 122 | 0.999670220662765 | 0.000659558674470009 | 0.000329779337235004 |
| 123 | 0.999285836323022 | 0.00142832735395533 | 0.000714163676977663 |
| 124 | 0.99904497378015 | 0.00191005243969963 | 0.000955026219849816 |
| 125 | 0.998113342715448 | 0.00377331456910458 | 0.00188665728455229 |
| 126 | 0.996359493405549 | 0.00728101318890127 | 0.00364050659445063 |
| 127 | 0.992666188120699 | 0.0146676237586024 | 0.00733381187930121 |
| 128 | 0.998415156113365 | 0.00316968777326956 | 0.00158484388663478 |
| 129 | 0.99631402144558 | 0.00737195710883944 | 0.00368597855441972 |
| 130 | 0.99254113788509 | 0.014917724229819 | 0.0074588621149095 |
| 131 | 0.984346891808272 | 0.0313062163834559 | 0.015653108191728 |
| 132 | 0.986867682988906 | 0.0262646340221885 | 0.0131323170110942 |
| 133 | 0.970453008912153 | 0.0590939821756947 | 0.0295469910878473 |
| 134 | 0.937905479663248 | 0.124189040673505 | 0.0620945203367525 |
| 135 | 0.886367152314642 | 0.227265695370717 | 0.113632847685358 |
| 136 | 0.803896395122182 | 0.392207209755637 | 0.196103604877818 |
| 137 | 0.665729339595981 | 0.668541320808039 | 0.334270660404019 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 76 | 0.580152671755725 | NOK |
| 5% type I error level | 112 | 0.854961832061069 | NOK |
| 10% type I error level | 120 | 0.916030534351145 | NOK |
