Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 862212.191666666 -197694.30813492M1[t] + 25198.6289682542M2[t] + 255262.232738095M3[t] + 681812.003174603M4[t] + 720838.606944444M5[t] + 663835.877380952M6[t] + 2108698.81448413M7[t] + 1807278.2515873M8[t] + 519487.855357143M9[t] + 495689.292460317M10[t] + 93400.3962301587M11[t] -42.10376984127t + 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) | 862212.191666666 | 37852.288602 | 22.7783 | 0 | 0 |
M1 | -197694.30813492 | 46348.039027 | -4.2654 | 7.3e-05 | 3.7e-05 |
M2 | 25198.6289682542 | 46300.30791 | 0.5442 | 0.588325 | 0.294163 |
M3 | 255262.232738095 | 46257.080174 | 5.5183 | 1e-06 | 0 |
M4 | 681812.003174603 | 46218.368455 | 14.752 | 0 | 0 |
M5 | 720838.606944444 | 46184.18411 | 15.6079 | 0 | 0 |
M6 | 663835.877380952 | 46154.537197 | 14.3829 | 0 | 0 |
M7 | 2108698.81448413 | 46129.436465 | 45.7127 | 0 | 0 |
M8 | 1807278.2515873 | 46108.88934 | 39.1959 | 0 | 0 |
M9 | 519487.855357143 | 46092.901909 | 11.2705 | 0 | 0 |
M10 | 495689.292460317 | 46081.47892 | 10.7568 | 0 | 0 |
M11 | 93400.3962301587 | 46074.623768 | 2.0272 | 0.047172 | 0.023586 |
t | -42.10376984127 | 458.891476 | -0.0918 | 0.927207 | 0.463603 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.994333318229864 |
R-squared | 0.988698747742012 |
Adjusted R-squared | 0.986400187960726 |
F-TEST (value) | 430.138365680866 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 59 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 79799.6310883679 |
Sum Squared Residuals | 375710886188.537 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 655362 | 664475.779761905 | -9113.77976190497 |
2 | 873127 | 887326.613095238 | -14199.6130952381 |
3 | 1107897 | 1117348.11309524 | -9451.11309523815 |
4 | 1555964 | 1543855.7797619 | 12108.2202380951 |
5 | 1671159 | 1582840.2797619 | 88318.720238095 |
6 | 1493308 | 1525795.44642857 | -32487.4464285713 |
7 | 2957796 | 2970616.2797619 | -12820.2797619045 |
8 | 2638691 | 2669153.61309524 | -30462.6130952377 |
9 | 1305669 | 1381321.11309524 | -75652.1130952381 |
10 | 1280496 | 1357480.44642857 | -76984.4464285713 |
11 | 921900 | 955149.446428571 | -33249.4464285715 |
12 | 867888 | 861706.946428571 | 6181.05357142854 |
13 | 652586 | 663970.534523809 | -11384.5345238095 |
14 | 913831 | 886821.367857143 | 27009.6321428571 |
15 | 1108544 | 1116842.86785714 | -8298.86785714284 |
16 | 1555827 | 1543350.53452381 | 12476.4654761905 |
17 | 1699283 | 1582335.03452381 | 116947.96547619 |
18 | 1509458 | 1525290.20119048 | -15832.2011904762 |
19 | 3268975 | 2970111.03452381 | 298863.96547619 |
20 | 2425016 | 2668648.36785714 | -243632.367857143 |
21 | 1312703 | 1380815.86785714 | -68112.8678571429 |
22 | 1365498 | 1356975.20119048 | 8522.79880952377 |
23 | 934453 | 954644.201190476 | -20191.2011904762 |
24 | 775019 | 861201.701190476 | -86182.7011904761 |
25 | 651142 | 663465.289285714 | -12323.2892857142 |
26 | 843192 | 886316.122619048 | -43124.1226190475 |
27 | 1146766 | 1116337.62261905 | 30428.3773809524 |
28 | 1652601 | 1542845.28928571 | 109755.710714286 |
29 | 1465906 | 1581829.78928571 | -115923.789285714 |
30 | 1652734 | 1524784.95595238 | 127949.044047619 |
31 | 2922334 | 2969605.78928571 | -47271.7892857143 |
32 | 2702805 | 2668143.12261905 | 34661.8773809522 |
33 | 1458956 | 1380310.62261905 | 78645.3773809524 |
34 | 1410363 | 1356469.95595238 | 53893.0440476191 |
35 | 1019279 | 954138.955952381 | 65140.044047619 |
36 | 936574 | 860696.455952381 | 75877.544047619 |
37 | 708917 | 662960.044047619 | 45956.955952381 |
38 | 885295 | 885810.877380952 | -515.877380952416 |
39 | 1099663 | 1115832.37738095 | -16169.3773809524 |
40 | 1576220 | 1542340.04404762 | 33879.955952381 |
41 | 1487870 | 1581324.54404762 | -93454.544047619 |
42 | 1488635 | 1524279.71071429 | -35644.7107142857 |
43 | 2882530 | 2969100.54404762 | -86570.5440476191 |
44 | 2677026 | 2667637.87738095 | 9388.12261904743 |
45 | 1404398 | 1379805.37738095 | 24592.6226190476 |
46 | 1344370 | 1355964.71071429 | -11594.7107142857 |
47 | 936865 | 953633.710714286 | -16768.7107142857 |
48 | 872705 | 860191.210714286 | 12513.7892857143 |
49 | 628151 | 662454.798809524 | -34303.7988095238 |
50 | 953712 | 885305.632142857 | 68406.3678571428 |
51 | 1160384 | 1115327.13214286 | 45056.8678571429 |
52 | 1400618 | 1541834.79880952 | -141216.798809524 |
53 | 1661511 | 1580819.29880952 | 80691.7011904762 |
54 | 1495347 | 1523774.46547619 | -28427.4654761905 |
55 | 2918786 | 2968595.29880952 | -49809.2988095238 |
56 | 2775677 | 2667132.63214286 | 108544.367857143 |
57 | 1407026 | 1379300.13214286 | 27725.8678571429 |
58 | 1370199 | 1355459.46547619 | 14739.5345238095 |
59 | 964526 | 953128.46547619 | 11397.5345238095 |
60 | 850851 | 859685.96547619 | -8834.96547619048 |
61 | 683118 | 661949.553571429 | 21168.4464285715 |
62 | 847224 | 884800.386904762 | -37576.3869047618 |
63 | 1073256 | 1114821.88690476 | -41565.8869047619 |
64 | 1514326 | 1541329.55357143 | -27003.5535714285 |
65 | 1503734 | 1580314.05357143 | -76580.0535714285 |
66 | 1507712 | 1523269.2202381 | -15557.2202380953 |
67 | 2865698 | 2968090.05357143 | -102392.053571429 |
68 | 2788128 | 2666627.38690476 | 121500.613095238 |
69 | 1391596 | 1378794.88690476 | 12801.1130952381 |
70 | 1366378 | 1354954.2202381 | 11423.7797619047 |
71 | 946295 | 952623.220238095 | -6328.22023809521 |
72 | 859626 | 859180.720238095 | 445.279761904761 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.00608305282702296 | 0.0121661056540459 | 0.993916947172977 |
17 | 0.00131102110191157 | 0.00262204220382313 | 0.998688978898088 |
18 | 0.000177513719856299 | 0.000355027439712598 | 0.999822486280144 |
19 | 0.68616419003574 | 0.62767161992852 | 0.31383580996426 |
20 | 0.984827668919035 | 0.0303446621619296 | 0.0151723310809648 |
21 | 0.980645713939513 | 0.0387085721209734 | 0.0193542860604867 |
22 | 0.969583642230486 | 0.0608327155390279 | 0.030416357769514 |
23 | 0.951824525731731 | 0.0963509485365388 | 0.0481754742682694 |
24 | 0.96861699050432 | 0.0627660189913594 | 0.0313830094956797 |
25 | 0.952573274514869 | 0.0948534509702618 | 0.0474267254851309 |
26 | 0.946939343128458 | 0.106121313743083 | 0.0530606568715417 |
27 | 0.920270290250948 | 0.159459419498105 | 0.0797297097490523 |
28 | 0.946259673484052 | 0.107480653031897 | 0.0537403265159484 |
29 | 0.992279282522062 | 0.0154414349558765 | 0.00772071747793824 |
30 | 0.998027266292821 | 0.00394546741435817 | 0.00197273370717908 |
31 | 0.998894760227846 | 0.00221047954430726 | 0.00110523977215363 |
32 | 0.999333208355846 | 0.00133358328830759 | 0.000666791644153795 |
33 | 0.999263260534417 | 0.0014734789311658 | 0.000736739465582898 |
34 | 0.998759101377706 | 0.00248179724458729 | 0.00124089862229365 |
35 | 0.998293303959038 | 0.00341339208192407 | 0.00170669604096203 |
36 | 0.998109057965944 | 0.00378188406811235 | 0.00189094203405618 |
37 | 0.997027855667909 | 0.00594428866418155 | 0.00297214433209077 |
38 | 0.994521205624201 | 0.0109575887515988 | 0.00547879437579939 |
39 | 0.990775051998523 | 0.0184498960029539 | 0.00922494800147694 |
40 | 0.994915657821116 | 0.0101686843577672 | 0.00508434217888361 |
41 | 0.996915331529631 | 0.00616933694073822 | 0.00308466847036911 |
42 | 0.994582719561797 | 0.0108345608764061 | 0.00541728043820307 |
43 | 0.993648908173602 | 0.0127021836527962 | 0.0063510918263981 |
44 | 0.996531882910734 | 0.00693623417853159 | 0.0034681170892658 |
45 | 0.992955795825865 | 0.0140884083482703 | 0.00704420417413517 |
46 | 0.988014996523333 | 0.0239700069533335 | 0.0119850034766668 |
47 | 0.980401052344949 | 0.0391978953101023 | 0.0195989476550512 |
48 | 0.963569356767572 | 0.0728612864648569 | 0.0364306432324285 |
49 | 0.955375583312896 | 0.0892488333742071 | 0.0446244166871035 |
50 | 0.949835708323744 | 0.100328583352511 | 0.0501642916762556 |
51 | 0.934789822709896 | 0.130420354580207 | 0.0652101772901037 |
52 | 0.979612943896529 | 0.040774112206942 | 0.020387056103471 |
53 | 0.999763455202551 | 0.00047308959489697 | 0.000236544797448485 |
54 | 0.999128452212088 | 0.00174309557582334 | 0.000871547787911668 |
55 | 0.999652705270582 | 0.000694589458836523 | 0.000347294729418262 |
56 | 0.998626781540165 | 0.00274643691966925 | 0.00137321845983462 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 16 | 0.390243902439024 | NOK |
5% type I error level | 29 | 0.707317073170732 | NOK |
10% type I error level | 35 | 0.853658536585366 | NOK |