| Multiple Linear Regression - Estimated Regression Equation |
| QBEPIL[t] = + 6455284.6223278 -2898205.63993182PBEPIL[t] + 169135.598876252PBELUX[t] -21761.5219670579PBABD[t] -275414.999387818PBFRU[t] + 548342.066610686PBEPAL[t] + 176513.952533997PBESTO[t] -754144.194774959PBEWIT[t] -419533.991684182PBENA[t] -14517.3414029572PCHSAN[t] -1366691.61342445PWABR[t] + 213640.490332651PSOCOLA[t] -535113.97930309PSOBIT[t] -519760.444190232PSPORT[t] + 0.45699191232378BUDBEER[t] + 0.289832437066179BUDCHIL[t] -0.540369202887511BUDAMB[t] + 0.160047386397583BUDWATER[t] -0.00959676513018011BUDSISSS[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) | 6455284.6223278 | 958996.021496 | 6.7313 | 0 | 0 |
| PBEPIL | -2898205.63993182 | 542775.96243 | -5.3396 | 0 | 0 |
| PBELUX | 169135.598876252 | 157926.301666 | 1.071 | 0.286502 | 0.143251 |
| PBABD | -21761.5219670579 | 100653.776817 | -0.2162 | 0.829227 | 0.414614 |
| PBFRU | -275414.999387818 | 189470.556553 | -1.4536 | 0.148878 | 0.074439 |
| PBEPAL | 548342.066610686 | 184253.76615 | 2.976 | 0.003585 | 0.001792 |
| PBESTO | 176513.952533997 | 235881.870536 | 0.7483 | 0.455853 | 0.227926 |
| PBEWIT | -754144.194774959 | 205182.511123 | -3.6755 | 0.000367 | 0.000184 |
| PBENA | -419533.991684182 | 187119.143376 | -2.2421 | 0.026945 | 0.013472 |
| PCHSAN | -14517.3414029572 | 112073.516234 | -0.1295 | 0.897169 | 0.448585 |
| PWABR | -1366691.61342445 | 881628.287839 | -1.5502 | 0.123942 | 0.061971 |
| PSOCOLA | 213640.490332651 | 534434.30057 | 0.3998 | 0.690108 | 0.345054 |
| PSOBIT | -535113.97930309 | 435812.114985 | -1.2279 | 0.222099 | 0.111049 |
| PSPORT | -519760.444190232 | 187742.643614 | -2.7685 | 0.006602 | 0.003301 |
| BUDBEER | 0.45699191232378 | 0.014967 | 30.533 | 0 | 0 |
| BUDCHIL | 0.289832437066179 | 0.09954 | 2.9117 | 0.004346 | 0.002173 |
| BUDAMB | -0.540369202887511 | 0.0621 | -8.7017 | 0 | 0 |
| BUDWATER | 0.160047386397583 | 0.016809 | 9.5217 | 0 | 0 |
| BUDSISSS | -0.00959676513018011 | 0.009509 | -1.0092 | 0.31507 | 0.157535 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.983454175201326 |
| R-squared | 0.967182114720921 |
| Adjusted R-squared | 0.961860295486475 |
| F-TEST (value) | 181.739001667111 |
| F-TEST (DF numerator) | 18 |
| F-TEST (DF denominator) | 111 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 85978.6565460835 |
| Sum Squared Residuals | 820548561343.103 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4264830 | 4308556.89842545 | -43726.8984254533 |
| 2 | 3924674 | 3940796.2542104 | -16122.254210404 |
| 3 | 3734753 | 3668906.89099257 | 65846.1090074346 |
| 4 | 3762290 | 3665188.93201881 | 97101.0679811904 |
| 5 | 3609739 | 3579948.0311096 | 29790.9688903978 |
| 6 | 3877594 | 3753634.90914976 | 123959.090850236 |
| 7 | 3636415 | 3595323.88515034 | 41091.1148496619 |
| 8 | 3578195 | 3578826.81624041 | -631.816240413998 |
| 9 | 3604342 | 3577372.12329041 | 26969.8767095918 |
| 10 | 3459513 | 3557689.23709058 | -98176.2370905763 |
| 11 | 3366571 | 3458625.11347171 | -92054.1134717084 |
| 12 | 3371277 | 3545652.6865105 | -174375.686510498 |
| 13 | 3724848 | 3744260.79085802 | -19412.7908580234 |
| 14 | 3350830 | 3416236.53463446 | -65406.5346344632 |
| 15 | 3305159 | 3367782.92425066 | -62623.9242506625 |
| 16 | 3390736 | 3400634.14132398 | -9898.14132398053 |
| 17 | 3349758 | 3382265.87391311 | -32507.8739131132 |
| 18 | 3253655 | 3369652.992721 | -115997.992720999 |
| 19 | 3734250 | 3813685.38865331 | -79435.3886533136 |
| 20 | 3455433 | 3452435.38230958 | 2997.61769041555 |
| 21 | 2966726 | 2986757.215026 | -20031.2150260029 |
| 22 | 2993716 | 2946314.42012424 | 47401.5798757576 |
| 23 | 3009320 | 2987939.62131324 | 21380.378686763 |
| 24 | 3169713 | 3104770.47127048 | 64942.5287295249 |
| 25 | 3170061 | 3093614.58080497 | 76446.4191950339 |
| 26 | 3368934 | 3345538.62315988 | 23395.3768401214 |
| 27 | 3292638 | 3260907.05254073 | 31730.9474592696 |
| 28 | 3337344 | 3291883.79699114 | 45460.20300886 |
| 29 | 3208306 | 3209120.16590773 | -814.165907725628 |
| 30 | 3359130 | 3322255.18533499 | 36874.8146650111 |
| 31 | 3223078 | 3200025.65915506 | 23052.3408449381 |
| 32 | 3437159 | 3384300.14225018 | 52858.8577498242 |
| 33 | 3400156 | 3436491.52727069 | -36335.5272706878 |
| 34 | 3657576 | 3687341.7418581 | -29765.7418580974 |
| 35 | 3765613 | 3821688.90348735 | -56075.9034873535 |
| 36 | 3481921 | 3450163.21653309 | 31757.7834669084 |
| 37 | 3604800 | 3660219.85664837 | -55419.8566483681 |
| 38 | 3981340 | 4005195.69972738 | -23855.6997273794 |
| 39 | 3734078 | 3703001.98123778 | 31076.0187622243 |
| 40 | 4018173 | 3817320.53007629 | 200852.469923708 |
| 41 | 3887417 | 3867440.74549708 | 19976.254502919 |
| 42 | 3919880 | 3968798.67765042 | -48918.6776504217 |
| 43 | 4014466 | 4031824.21587291 | -17358.2158729076 |
| 44 | 4197758 | 4276993.30275568 | -79235.3027556767 |
| 45 | 3896531 | 3873710.40753649 | 22820.592463514 |
| 46 | 3964742 | 3944658.97728175 | 20083.0227182488 |
| 47 | 4201847 | 4159281.08977374 | 42565.910226257 |
| 48 | 4050512 | 4048181.93297534 | 2330.06702466075 |
| 49 | 3997402 | 4047875.24731591 | -50473.2473159098 |
| 50 | 4314479 | 4334490.77265 | -20011.7726500012 |
| 51 | 4925744 | 4882892.50906241 | 42851.4909375848 |
| 52 | 5130631 | 5206285.79802924 | -75654.7980292363 |
| 53 | 4444855 | 4492443.05539082 | -47588.0553908171 |
| 54 | 3967319 | 3962364.50352514 | 4954.49647485798 |
| 55 | 3931250 | 3781522.42652021 | 149727.573479787 |
| 56 | 4235952 | 4005926.21408119 | 230025.785918808 |
| 57 | 4169219 | 4039532.74384327 | 129686.256156732 |
| 58 | 3779064 | 3739276.42708049 | 39787.5729195068 |
| 59 | 3558810 | 3572356.73317604 | -13546.73317604 |
| 60 | 3699466 | 3716115.94126037 | -16649.9412603746 |
| 61 | 3650693 | 3648918.36775024 | 1774.63224975604 |
| 62 | 3525633 | 3414877.1479799 | 110755.852020097 |
| 63 | 3470276 | 3494085.50896928 | -23809.5089692759 |
| 64 | 3859094 | 3871641.3462539 | -12547.3462538957 |
| 65 | 3661155 | 3622775.35625788 | 38379.643742117 |
| 66 | 3356365 | 3469911.26889763 | -113546.268897626 |
| 67 | 3344440 | 3336259.33829795 | 8180.66170204631 |
| 68 | 3338684 | 3303009.33004313 | 35674.6699568722 |
| 69 | 3404294 | 3437697.87524738 | -33403.8752473775 |
| 70 | 3289319 | 3398394.70802604 | -109075.708026036 |
| 71 | 3469252 | 3464581.63256526 | 4670.36743474396 |
| 72 | 3571850 | 3667529.60456483 | -95679.6045648337 |
| 73 | 3639914 | 3654692.17272236 | -14778.1727223614 |
| 74 | 3091730 | 3134513.12917884 | -42783.129178839 |
| 75 | 3078149 | 3043141.784834 | 35007.2151660018 |
| 76 | 3188115 | 3162456.16001599 | 25658.8399840114 |
| 77 | 3246082 | 3195353.372259 | 50728.6277409976 |
| 78 | 3486992 | 3445689.55717457 | 41302.4428254263 |
| 79 | 3378187 | 3443021.1639049 | -64834.163904905 |
| 80 | 3282306 | 3415375.50600249 | -133069.506002486 |
| 81 | 3288345 | 3312430.66347193 | -24085.6634719332 |
| 82 | 3325749 | 3304258.15520541 | 21490.8447945891 |
| 83 | 3352262 | 3356770.83937857 | -4508.83937856802 |
| 84 | 3531954 | 3520623.81718443 | 11330.1828155706 |
| 85 | 3722622 | 3757371.28090424 | -34749.2809042356 |
| 86 | 3809365 | 3788964.57687779 | 20400.4231222108 |
| 87 | 3750617 | 3720617.59485076 | 29999.4051492424 |
| 88 | 3615286 | 3770452.73294468 | -155166.732944676 |
| 89 | 3696556 | 3590510.66885286 | 106045.331147143 |
| 90 | 4123959 | 4119384.99564101 | 4574.00435898745 |
| 91 | 4136163 | 4168983.64473975 | -32820.6447397481 |
| 92 | 3933392 | 4038065.72205085 | -104673.722050851 |
| 93 | 4035576 | 4033757.15272226 | 1818.84727774007 |
| 94 | 4551202 | 4460587.13828792 | 90614.8617120806 |
| 95 | 4032195 | 4029000.06714377 | 3194.93285622798 |
| 96 | 3970893 | 4171157.16276288 | -200264.162762878 |
| 97 | 4489016 | 4539209.46250283 | -50193.4625028313 |
| 98 | 5426127 | 5245679.89846552 | 180447.101534484 |
| 99 | 4578224 | 4535964.64454532 | 42259.3554546838 |
| 100 | 4126390 | 4144168.51062067 | -17778.5106206727 |
| 101 | 4892100 | 4861422.30161227 | 30677.6983877324 |
| 102 | 4128697 | 4302069.43982018 | -173372.439820176 |
| 103 | 4408721 | 4425466.37907936 | -16745.3790793632 |
| 104 | 4199465 | 4302885.52343391 | -103420.523433905 |
| 105 | 4074767 | 4039317.5264939 | 35449.4735061013 |
| 106 | 4161758 | 3990439.74000173 | 171318.259998275 |
| 107 | 3891319 | 3945865.67600021 | -54546.6760002137 |
| 108 | 4470302 | 4320682.90105457 | 149619.098945432 |
| 109 | 4283111 | 4216326.24622457 | 66784.7537754254 |
| 110 | 3845962 | 3810208.0043028 | 35753.9956971974 |
| 111 | 3911471 | 3756875.34526086 | 154595.654739142 |
| 112 | 3798478 | 3723250.76923724 | 75227.2307627549 |
| 113 | 3644313 | 3495624.93467084 | 148688.065329161 |
| 114 | 3784029 | 3646392.47877127 | 137636.521228729 |
| 115 | 3647134 | 3704810.36867151 | -57676.3686715103 |
| 116 | 3994662 | 3973068.35385534 | 21593.6461446559 |
| 117 | 3607836 | 3579048.4079114 | 28787.5920886007 |
| 118 | 3566008 | 3545757.35666201 | 20250.643337987 |
| 119 | 3511412 | 3676168.98055588 | -164756.980555881 |
| 120 | 3258665 | 3338041.35708402 | -79376.3570840216 |
| 121 | 3486573 | 3573963.58844791 | -87390.5884479143 |
| 122 | 3369443 | 3338801.17931469 | 30641.8206853076 |
| 123 | 3465544 | 3611115.43628158 | -145571.436281584 |
| 124 | 3905224 | 4124394.2464775 | -219170.246477503 |
| 125 | 3733881 | 3790509.14108255 | -56628.1410825452 |
| 126 | 3220642 | 3222435.35872203 | -1793.35872203038 |
| 127 | 3225812 | 3222724.10520866 | 3087.89479133894 |
| 128 | 3354461 | 3323169.47346735 | 31291.5265326542 |
| 129 | 3352261 | 3293506.68466999 | 58754.3153300119 |
| 130 | 3450652 | 3464591.717204 | -13939.7172039986 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 22 | 0.557937952717174 | 0.884124094565652 | 0.442062047282826 |
| 23 | 0.388630309567075 | 0.777260619134151 | 0.611369690432925 |
| 24 | 0.295690299914449 | 0.591380599828898 | 0.704309700085551 |
| 25 | 0.187107105218476 | 0.374214210436952 | 0.812892894781524 |
| 26 | 0.148002323923137 | 0.296004647846274 | 0.851997676076863 |
| 27 | 0.087383200315919 | 0.174766400631838 | 0.912616799684081 |
| 28 | 0.0649137241363469 | 0.129827448272694 | 0.935086275863653 |
| 29 | 0.0547645971551154 | 0.109529194310231 | 0.945235402844885 |
| 30 | 0.0386673833591587 | 0.0773347667183175 | 0.961332616640841 |
| 31 | 0.0217222694863805 | 0.0434445389727609 | 0.97827773051362 |
| 32 | 0.014326624614623 | 0.0286532492292461 | 0.985673375385377 |
| 33 | 0.007608784784492 | 0.015217569568984 | 0.992391215215508 |
| 34 | 0.00675734717877228 | 0.0135146943575446 | 0.993242652821228 |
| 35 | 0.00605746964053468 | 0.0121149392810694 | 0.993942530359465 |
| 36 | 0.00337785640373653 | 0.00675571280747306 | 0.996622143596263 |
| 37 | 0.00180571072759321 | 0.00361142145518643 | 0.998194289272407 |
| 38 | 0.00111476236674825 | 0.0022295247334965 | 0.998885237633252 |
| 39 | 0.000595934084190666 | 0.00119186816838133 | 0.999404065915809 |
| 40 | 0.00479530056719161 | 0.00959060113438321 | 0.995204699432808 |
| 41 | 0.00297434653657732 | 0.00594869307315465 | 0.997025653463423 |
| 42 | 0.00246443453523602 | 0.00492886907047203 | 0.997535565464764 |
| 43 | 0.00143095226064239 | 0.00286190452128478 | 0.998569047739358 |
| 44 | 0.00127691335437818 | 0.00255382670875636 | 0.998723086645622 |
| 45 | 0.00136643664932493 | 0.00273287329864985 | 0.998633563350675 |
| 46 | 0.000906180911505839 | 0.00181236182301168 | 0.999093819088494 |
| 47 | 0.000533045798223216 | 0.00106609159644643 | 0.999466954201777 |
| 48 | 0.00028344997027782 | 0.000566899940555641 | 0.999716550029722 |
| 49 | 0.000303477578573849 | 0.000606955157147698 | 0.999696522421426 |
| 50 | 0.000171272054503343 | 0.000342544109006687 | 0.999828727945497 |
| 51 | 0.000221974491222607 | 0.000443948982445214 | 0.999778025508777 |
| 52 | 0.000192986624313441 | 0.000385973248626883 | 0.999807013375687 |
| 53 | 0.000114138747858749 | 0.000228277495717498 | 0.999885861252141 |
| 54 | 6.00197057381973e-05 | 0.000120039411476395 | 0.999939980294262 |
| 55 | 0.00110434599790199 | 0.00220869199580398 | 0.998895654002098 |
| 56 | 0.0178883654145857 | 0.0357767308291714 | 0.982111634585414 |
| 57 | 0.0269243245855029 | 0.0538486491710058 | 0.973075675414497 |
| 58 | 0.0201993562414434 | 0.0403987124828868 | 0.979800643758557 |
| 59 | 0.015048980757567 | 0.030097961515134 | 0.984951019242433 |
| 60 | 0.0103658557673095 | 0.0207317115346189 | 0.989634144232691 |
| 61 | 0.00788568339286193 | 0.0157713667857239 | 0.992114316607138 |
| 62 | 0.0195076323410603 | 0.0390152646821206 | 0.98049236765894 |
| 63 | 0.0133918378282601 | 0.0267836756565202 | 0.98660816217174 |
| 64 | 0.00906801934775773 | 0.0181360386955155 | 0.990931980652242 |
| 65 | 0.00679857254036059 | 0.0135971450807212 | 0.993201427459639 |
| 66 | 0.0153743196538363 | 0.0307486393076726 | 0.984625680346164 |
| 67 | 0.0110081574994613 | 0.0220163149989226 | 0.988991842500539 |
| 68 | 0.00809317414592498 | 0.01618634829185 | 0.991906825854075 |
| 69 | 0.00745120438674041 | 0.0149024087734808 | 0.99254879561326 |
| 70 | 0.011511017216109 | 0.023022034432218 | 0.988488982783891 |
| 71 | 0.0119036839998559 | 0.0238073679997118 | 0.988096316000144 |
| 72 | 0.0247738142738036 | 0.0495476285476072 | 0.975226185726196 |
| 73 | 0.0201662180971131 | 0.0403324361942263 | 0.979833781902887 |
| 74 | 0.0155788620380625 | 0.0311577240761251 | 0.984421137961937 |
| 75 | 0.0118714625342394 | 0.0237429250684788 | 0.988128537465761 |
| 76 | 0.00816246781955389 | 0.0163249356391078 | 0.991837532180446 |
| 77 | 0.0063921753589152 | 0.0127843507178304 | 0.993607824641085 |
| 78 | 0.00466456856708616 | 0.00932913713417233 | 0.995335431432914 |
| 79 | 0.00399002479781062 | 0.00798004959562125 | 0.996009975202189 |
| 80 | 0.00621591986797777 | 0.0124318397359555 | 0.993784080132022 |
| 81 | 0.00426374207601667 | 0.00852748415203334 | 0.995736257923983 |
| 82 | 0.00277619602345357 | 0.00555239204690714 | 0.997223803976546 |
| 83 | 0.00173247324524707 | 0.00346494649049415 | 0.998267526754753 |
| 84 | 0.00107428956712208 | 0.00214857913424415 | 0.998925710432878 |
| 85 | 0.000823974895271484 | 0.00164794979054297 | 0.999176025104728 |
| 86 | 0.000528193312088509 | 0.00105638662417702 | 0.999471806687911 |
| 87 | 0.000353489303239171 | 0.000706978606478343 | 0.999646510696761 |
| 88 | 0.000771436322023189 | 0.00154287264404638 | 0.999228563677977 |
| 89 | 0.00137725805042871 | 0.00275451610085743 | 0.998622741949571 |
| 90 | 0.000799144770936747 | 0.00159828954187349 | 0.999200855229063 |
| 91 | 0.000516785063080401 | 0.0010335701261608 | 0.99948321493692 |
| 92 | 0.00175292872486595 | 0.0035058574497319 | 0.998247071275134 |
| 93 | 0.0038412771456896 | 0.00768255429137921 | 0.99615872285431 |
| 94 | 0.0026144682366625 | 0.005228936473325 | 0.997385531763338 |
| 95 | 0.0106908235647696 | 0.0213816471295392 | 0.98930917643523 |
| 96 | 0.0122313880910312 | 0.0244627761820623 | 0.987768611908969 |
| 97 | 0.0235780740362414 | 0.0471561480724828 | 0.976421925963759 |
| 98 | 0.0474253185520193 | 0.0948506371040387 | 0.952574681447981 |
| 99 | 0.0329391209505812 | 0.0658782419011623 | 0.967060879049419 |
| 100 | 0.0363477502615045 | 0.072695500523009 | 0.963652249738496 |
| 101 | 0.246389762184503 | 0.492779524369005 | 0.753610237815497 |
| 102 | 0.601336739481219 | 0.797326521037561 | 0.398663260518781 |
| 103 | 0.50843118757056 | 0.983137624858879 | 0.49156881242944 |
| 104 | 0.412202330681667 | 0.824404661363334 | 0.587797669318333 |
| 105 | 0.323927380421615 | 0.64785476084323 | 0.676072619578385 |
| 106 | 0.272020163561799 | 0.544040327123598 | 0.727979836438201 |
| 107 | 0.350001483402537 | 0.700002966805073 | 0.649998516597463 |
| 108 | 0.287229718033178 | 0.574459436066356 | 0.712770281966822 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 36 | 0.413793103448276 | NOK |
| 5% type I error level | 66 | 0.758620689655172 | NOK |
| 10% type I error level | 71 | 0.816091954022989 | NOK |
