| Multiple Linear Regression - Estimated Regression Equation |
| Nojob[t] = + 8413.82307692307 -358.075427350427M1[t] -399.513675213674M2[t] -425.951923076922M3[t] -463.39017094017M4[t] -344.328418803418M5[t] -382.599999999999M6[t] -410.538247863247M7[t] -431.976495726495M8[t] -596.08141025641M9[t] -512.352991452991M10[t] + 84.2715811965813M11[t] + 108.271581196581t + 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) | 8413.82307692307 | 1133.087024 | 7.4256 | 0 | 0 |
| M1 | -358.075427350427 | 1384.593506 | -0.2586 | 0.796865 | 0.398432 |
| M2 | -399.513675213674 | 1383.989686 | -0.2887 | 0.773883 | 0.386941 |
| M3 | -425.951923076922 | 1383.519866 | -0.3079 | 0.759299 | 0.37965 |
| M4 | -463.39017094017 | 1383.184182 | -0.335 | 0.738842 | 0.369421 |
| M5 | -344.328418803418 | 1382.982733 | -0.249 | 0.804275 | 0.402137 |
| M6 | -382.599999999999 | 1382.915576 | -0.2767 | 0.783041 | 0.39152 |
| M7 | -410.538247863247 | 1382.982733 | -0.2968 | 0.76766 | 0.38383 |
| M8 | -431.976495726495 | 1383.184182 | -0.3123 | 0.755948 | 0.377974 |
| M9 | -596.08141025641 | 1383.519866 | -0.4308 | 0.668207 | 0.334103 |
| M10 | -512.352991452991 | 1383.989686 | -0.3702 | 0.712606 | 0.356303 |
| M11 | 84.2715811965813 | 1444.472509 | 0.0583 | 0.953681 | 0.476841 |
| t | 108.271581196581 | 13.628919 | 7.9443 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.728127318123559 |
| R-squared | 0.530169391397807 |
| Adjusted R-squared | 0.431257684323661 |
| F-TEST (value) | 5.36002670543723 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 57 |
| p-value | 5.62955250704711e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2283.80990988215 |
| Sum Squared Residuals | 297299899.155128 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 7116 | 8164.01923076923 | -1048.01923076923 |
| 2 | 6927 | 8230.85256410256 | -1303.85256410256 |
| 3 | 6731 | 8312.6858974359 | -1581.6858974359 |
| 4 | 6850 | 8383.51923076923 | -1533.51923076923 |
| 5 | 6766 | 8610.85256410256 | -1844.85256410256 |
| 6 | 6979 | 8680.85256410256 | -1701.85256410256 |
| 7 | 7149 | 8761.1858974359 | -1612.1858974359 |
| 8 | 7067 | 8848.01923076923 | -1781.01923076923 |
| 9 | 7170 | 8792.1858974359 | -1622.1858974359 |
| 10 | 7237 | 8984.1858974359 | -1747.1858974359 |
| 11 | 7240 | 9689.08205128205 | -2449.08205128205 |
| 12 | 7645 | 9713.08205128205 | -2068.08205128205 |
| 13 | 7678 | 9463.27820512821 | -1785.27820512821 |
| 14 | 7491 | 9530.11153846154 | -2039.11153846154 |
| 15 | 7816 | 9611.94487179487 | -1795.94487179487 |
| 16 | 7631 | 9682.7782051282 | -2051.77820512821 |
| 17 | 8395 | 9910.11153846154 | -1515.11153846154 |
| 18 | 8578 | 9980.11153846154 | -1402.11153846154 |
| 19 | 8950 | 10060.4448717949 | -1110.44487179487 |
| 20 | 9450 | 10147.2782051282 | -697.278205128204 |
| 21 | 9501 | 10091.4448717949 | -590.444871794871 |
| 22 | 10083 | 10283.4448717949 | -200.444871794871 |
| 23 | 10544 | 10988.341025641 | -444.341025641026 |
| 24 | 11299 | 11012.341025641 | 286.658974358974 |
| 25 | 12049 | 10762.5371794872 | 1286.46282051282 |
| 26 | 12860 | 10829.3705128205 | 2030.62948717949 |
| 27 | 13389 | 10911.2038461538 | 2477.79615384615 |
| 28 | 13796 | 10982.0371794872 | 2813.96282051282 |
| 29 | 14505 | 11209.3705128205 | 3295.62948717949 |
| 30 | 14727 | 11279.3705128205 | 3447.62948717949 |
| 31 | 14646 | 11359.7038461538 | 3286.29615384615 |
| 32 | 14861 | 11446.5371794872 | 3414.46282051282 |
| 33 | 15012 | 11390.7038461538 | 3621.29615384615 |
| 34 | 15421 | 11582.7038461538 | 3838.29615384615 |
| 35 | 15227 | 12287.6 | 2939.4 |
| 36 | 15124 | 12311.6 | 2812.4 |
| 37 | 14953 | 12061.7961538462 | 2891.20384615385 |
| 38 | 15039 | 12128.6294871795 | 2910.37051282051 |
| 39 | 15128 | 12210.4628205128 | 2917.53717948718 |
| 40 | 15221 | 12281.2961538462 | 2939.70384615385 |
| 41 | 14876 | 12508.6294871795 | 2367.37051282051 |
| 42 | 14517 | 12578.6294871795 | 1938.37051282051 |
| 43 | 14609 | 12658.9628205128 | 1950.03717948718 |
| 44 | 14735 | 12745.7961538462 | 1989.20384615385 |
| 45 | 14574 | 12689.9628205128 | 1884.03717948718 |
| 46 | 14636 | 12881.9628205128 | 1754.03717948718 |
| 47 | 15104 | 13586.858974359 | 1517.14102564103 |
| 48 | 14393 | 13610.858974359 | 782.141025641026 |
| 49 | 13919 | 13361.0551282051 | 557.944871794872 |
| 50 | 13751 | 13427.8884615385 | 323.111538461538 |
| 51 | 13628 | 13509.7217948718 | 118.278205128205 |
| 52 | 13792 | 13580.5551282051 | 211.444871794872 |
| 53 | 13892 | 13807.8884615385 | 84.1115384615384 |
| 54 | 14024 | 13877.8884615385 | 146.111538461538 |
| 55 | 13908 | 13958.2217948718 | -50.2217948717951 |
| 56 | 13920 | 14045.0551282051 | -125.055128205127 |
| 57 | 13897 | 13989.2217948718 | -92.2217948717952 |
| 58 | 13759 | 14181.2217948718 | -422.221794871795 |
| 59 | 13323 | 14886.1179487179 | -1563.11794871795 |
| 60 | 13097 | 14910.1179487179 | -1813.11794871795 |
| 61 | 12758 | 14660.3141025641 | -1902.3141025641 |
| 62 | 12806 | 14727.1474358974 | -1921.14743589744 |
| 63 | 12673 | 14808.9807692308 | -2135.98076923077 |
| 64 | 12500 | 14879.8141025641 | -2379.8141025641 |
| 65 | 12720 | 15107.1474358974 | -2387.14743589744 |
| 66 | 12749 | 15177.1474358974 | -2428.14743589744 |
| 67 | 12794 | 15257.4807692308 | -2463.48076923077 |
| 68 | 12544 | 15344.3141025641 | -2800.3141025641 |
| 69 | 12088 | 15288.4807692308 | -3200.48076923077 |
| 70 | 12258 | 15480.4807692308 | -3222.48076923077 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.000986086597011267 | 0.00197217319402253 | 0.999013913402989 |
| 17 | 0.00166230659516759 | 0.00332461319033519 | 0.998337693404832 |
| 18 | 0.000854702287615889 | 0.00170940457523178 | 0.999145297712384 |
| 19 | 0.00063098426207914 | 0.00126196852415828 | 0.999369015737921 |
| 20 | 0.00154014122344565 | 0.00308028244689129 | 0.998459858776554 |
| 21 | 0.00255132015196912 | 0.00510264030393824 | 0.997448679848031 |
| 22 | 0.0104879758746078 | 0.0209759517492156 | 0.989512024125392 |
| 23 | 0.0802429927866552 | 0.16048598557331 | 0.919757007213345 |
| 24 | 0.384899809038238 | 0.769799618076475 | 0.615100190961762 |
| 25 | 0.793875396753588 | 0.412249206492824 | 0.206124603246412 |
| 26 | 0.986280111673242 | 0.0274397766535151 | 0.0137198883267576 |
| 27 | 0.999680233460993 | 0.000639533078014047 | 0.000319766539007024 |
| 28 | 0.999997315682785 | 5.36863442996753e-06 | 2.68431721498377e-06 |
| 29 | 0.999999893329096 | 2.133418079974e-07 | 1.066709039987e-07 |
| 30 | 0.999999987320454 | 2.53590923738668e-08 | 1.26795461869334e-08 |
| 31 | 0.99999999922443 | 1.55114072411773e-09 | 7.75570362058866e-10 |
| 32 | 0.999999999930988 | 1.38023107847067e-10 | 6.90115539235336e-11 |
| 33 | 0.999999999971648 | 5.67039579400169e-11 | 2.83519789700085e-11 |
| 34 | 0.99999999994549 | 1.09020768479309e-10 | 5.45103842396545e-11 |
| 35 | 0.999999999973245 | 5.3510827601246e-11 | 2.6755413800623e-11 |
| 36 | 0.999999999919106 | 1.61788480891111e-10 | 8.08942404455555e-11 |
| 37 | 0.999999999692166 | 6.15668027082943e-10 | 3.07834013541472e-10 |
| 38 | 0.999999998751533 | 2.49693425327649e-09 | 1.24846712663825e-09 |
| 39 | 0.99999999658065 | 6.8387005447353e-09 | 3.41935027236765e-09 |
| 40 | 0.999999993859004 | 1.22819921069175e-08 | 6.14099605345875e-09 |
| 41 | 0.999999980929719 | 3.81405621054749e-08 | 1.90702810527374e-08 |
| 42 | 0.99999999064827 | 1.8703459334527e-08 | 9.35172966726348e-09 |
| 43 | 0.999999993786853 | 1.24262943618448e-08 | 6.21314718092242e-09 |
| 44 | 0.999999987540843 | 2.49183140561973e-08 | 1.24591570280987e-08 |
| 45 | 0.999999971067057 | 5.78658852125607e-08 | 2.89329426062804e-08 |
| 46 | 0.999999935604142 | 1.28791716608527e-07 | 6.43958583042637e-08 |
| 47 | 0.99999993193163 | 1.36136739610303e-07 | 6.80683698051514e-08 |
| 48 | 0.999999649031415 | 7.01937170439255e-07 | 3.50968585219627e-07 |
| 49 | 0.999998574807046 | 2.85038590741593e-06 | 1.42519295370796e-06 |
| 50 | 0.999996709315254 | 6.58136949112487e-06 | 3.29068474556244e-06 |
| 51 | 0.999993239347231 | 1.3521305536901e-05 | 6.76065276845049e-06 |
| 52 | 0.999947995297398 | 0.000104009405205005 | 5.20047026025025e-05 |
| 53 | 0.999692221516804 | 0.000615556966391848 | 0.000307778483195924 |
| 54 | 0.997633447726792 | 0.00473310454641568 | 0.00236655227320784 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 34 | 0.871794871794872 | NOK |
| 5% type I error level | 36 | 0.923076923076923 | NOK |
| 10% type I error level | 36 | 0.923076923076923 | NOK |
