Multiple Linear Regression - Estimated Regression Equation |
D[t] = -0.434016427826643 + 0.244237988900703A[t] + 0.821117675389936B[t] + 0.000133857509532733C[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) | -0.434016427826643 | 3.289025 | -0.132 | 0.895198 | 0.447599 |
A | 0.244237988900703 | 0.035967 | 6.7907 | 0 | 0 |
B | 0.821117675389936 | 0.160098 | 5.1288 | 1e-06 | 0 |
C | 0.000133857509532733 | 3.5e-05 | 3.8325 | 0.000188 | 9.4e-05 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.763264080768363 |
R-squared | 0.582572056991174 |
Adjusted R-squared | 0.573994770490992 |
F-TEST (value) | 67.9203215351213 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 146 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 11.5246010031384 |
Sum Squared Residuals | 19391.1985291048 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 47.38555556 | 44.9408788026538 | 2.44467675734615 |
2 | 24.06138889 | 35.0156955548594 | -10.9543066648594 |
3 | 31.4825 | 36.7447781915725 | -5.26227819157252 |
4 | 42.36388889 | 49.0901235899387 | -6.72623469993871 |
5 | 23.94611111 | 23.6382443919184 | 0.307866718081648 |
6 | 10.34916667 | 24.1264647115077 | -13.7772980415077 |
7 | 85.01527778 | 47.4984390930467 | 37.5168386869533 |
8 | 9.097222222 | 21.3067977715165 | -12.2095755495165 |
9 | 32.36166667 | 34.8103066532472 | -2.44863998324723 |
10 | 36.26083333 | 28.3851062864865 | 7.8757270435135 |
11 | 44.96555556 | 47.0750615734314 | -2.1095060134314 |
12 | 35.63166667 | 56.4890425083127 | -20.8573758383128 |
13 | 28.43055556 | 35.709176704951 | -7.27862114495101 |
14 | 53.61777778 | 47.8081362099545 | 5.80964157004548 |
15 | 39.32611111 | 41.9568343569489 | -2.63072324694889 |
16 | 70.43305556 | 67.3372861203857 | 3.09576943961428 |
17 | 50.30833333 | 43.7150143129974 | 6.59331901700264 |
18 | 55.12 | 52.4208622145917 | 2.69913778540832 |
19 | 31.62583333 | 34.9418586596014 | -3.31602532960144 |
20 | 44.42777778 | 46.3635852551557 | -1.93580747515573 |
21 | 46.33944444 | 44.4632069885641 | 1.87623745143587 |
22 | 79.63194444 | 42.0494385093101 | 37.5825059306899 |
23 | 25.46027778 | 21.4943368236529 | 3.96594095634715 |
24 | 30.07722222 | 41.4895640034208 | -11.4123417834208 |
25 | 40.65055556 | 48.7293808055034 | -8.07882524550338 |
26 | 40.31722222 | 48.8438137155915 | -8.52659149559151 |
27 | 44.92777778 | 45.4154141671309 | -0.487636387130909 |
28 | 44.69583333 | 42.7075697040857 | 1.98826362591433 |
29 | 29.69111111 | 28.7252897001981 | 0.965821409801886 |
30 | 52.26388889 | 40.7929254428523 | 11.4709634471477 |
31 | 52.61138889 | 50.0948412929006 | 2.51654759709941 |
32 | 35.96777778 | 45.4819430500956 | -9.51416527009562 |
33 | 56.675 | 48.2422691310404 | 8.43273086895964 |
34 | 17.42527778 | 27.0456760801054 | -9.62039830010544 |
35 | 67.67361111 | 46.8213605785586 | 20.8522505314414 |
36 | 46.45972222 | 34.0898840594165 | 12.3698381605835 |
37 | 73.48 | 52.4538594936143 | 21.0261405063857 |
38 | 33.89555556 | 33.8290786583682 | 0.066476901631823 |
39 | 22.49 | 16.0989977290758 | 6.39100227092415 |
40 | 58.27638889 | 54.1795095177049 | 4.09687937229512 |
41 | 62.27916667 | 40.8986817539376 | 21.3804849160624 |
42 | 32.21416667 | 35.4621172406694 | -3.24795057066943 |
43 | 38.38638889 | 36.0731536260876 | 2.31323526391241 |
44 | 22.52944444 | 29.1780178379179 | -6.64857339791789 |
45 | 25.86805556 | 35.5821642811215 | -9.71410872112153 |
46 | 84.93222222 | 56.0070918235983 | 28.9251303964017 |
47 | 21.88888889 | 35.5946199210264 | -13.7057310310265 |
48 | 44.12083333 | 45.8921469916178 | -1.77131366161784 |
49 | 61.59583333 | 60.3739558782094 | 1.22187745179061 |
50 | 36.41888889 | 41.3189334893194 | -4.90004459931939 |
51 | 35.75944444 | 34.6614450458399 | 1.09799939416014 |
52 | 6.718888889 | 9.50861818906974 | -2.78972930006974 |
53 | 71.57277778 | 87.3916534985442 | -15.8188757185442 |
54 | 18.06361111 | 22.8553433333041 | -4.79173222330414 |
55 | 27.24055556 | 29.4708512935704 | -2.2302957335704 |
56 | 48.21861111 | 32.1094017337356 | 16.1092093762644 |
57 | 50.01166667 | 56.9151035601266 | -6.90343689012664 |
58 | 54.79611111 | 60.7229559327428 | -5.92684482274285 |
59 | 58.90555556 | 50.1413423242154 | 8.7642132357846 |
60 | 39.32833333 | 37.5694785050771 | 1.7588548249229 |
61 | 68.08527778 | 60.6294882747811 | 7.4557895052189 |
62 | 57.46638889 | 50.9324254289991 | 6.53396346100091 |
63 | 40.47111111 | 45.023886849748 | -4.55277573974802 |
64 | 47.39861111 | 44.9429622864025 | 2.45564882359745 |
65 | 39.46222222 | 38.6651279488456 | 0.797094271154436 |
66 | 31.89444444 | 25.8751970847528 | 6.01924735524722 |
67 | 31.51694444 | 48.0904929563467 | -16.5735485163467 |
68 | 40.35694444 | 55.1303524790311 | -14.7734080390311 |
69 | 41.94416667 | 40.424165251688 | 1.520001418312 |
70 | 25.50333333 | 30.8127723171256 | -5.30943898712562 |
71 | 33.00194444 | 35.6266422753288 | -2.62469783532882 |
72 | 19.2975 | 25.8545899198031 | -6.55708991980311 |
73 | 35.175 | 38.6610219630026 | -3.4860219630026 |
74 | 40.53 | 37.1072643273872 | 3.42273567261284 |
75 | 27.33138889 | 34.1386107755307 | -6.80722188553066 |
76 | 53.035 | 40.7717690648277 | 12.2632309351723 |
77 | 55.22138889 | 40.5106140572474 | 14.7107748327526 |
78 | 29.49805556 | 59.699009361007 | -30.200953801007 |
79 | 24.81055556 | 32.4427122348643 | -7.63215667486425 |
80 | 33.43388889 | 36.9536395033961 | -3.51975061339613 |
81 | 27.44194444 | 26.5258438317939 | 0.916100608206074 |
82 | 76.37583333 | 50.7019607197373 | 25.6738726102628 |
83 | 36.88833333 | 35.7175897862082 | 1.17074354379179 |
84 | 37.56972222 | 43.0845008781305 | -5.51477865813047 |
85 | 22.48694444 | 19.8201546025728 | 2.66678983742719 |
86 | 30.34361111 | 28.4001576945795 | 1.9434534154205 |
87 | 26.84277778 | 36.1373133554772 | -9.29453557547721 |
88 | 62.83083333 | 56.1206670399884 | 6.71016629001156 |
89 | 47.57944444 | 43.205812598802 | 4.37363184119803 |
90 | 32.72638889 | 52.1517760867673 | -19.4253871967673 |
91 | 37.10027778 | 35.5224670356253 | 1.57781074437467 |
92 | 42.27583333 | 42.2364977851678 | 0.03933554483218 |
93 | 31.11222222 | 32.068500702844 | -0.956278482843972 |
94 | 47.11472222 | 38.1814126049835 | 8.93330961501647 |
95 | 52.07861111 | 41.9246040015569 | 10.1540071084431 |
96 | 36.25916667 | 33.9831391521748 | 2.27602751782516 |
97 | 39.53861111 | 39.8583090285925 | -0.319697918592469 |
98 | 52.71222222 | 48.9700381178226 | 3.74218410217736 |
99 | 56.00083333 | 65.9958454432145 | -9.99501211321454 |
100 | 68.565 | 51.2902543788598 | 17.2747456211402 |
101 | 43.31861111 | 52.7143503789356 | -9.39573926893558 |
102 | 50.71694444 | 44.8025961102701 | 5.91434832972987 |
103 | 29.54194444 | 47.0431330813512 | -17.5011886413512 |
104 | 12.02416667 | 24.442817291249 | -12.418650621249 |
105 | 35.41472222 | 27.4911407099047 | 7.92358151009528 |
106 | 35.53611111 | 47.9335574065335 | -12.3974462965335 |
107 | 41.39055556 | 34.2415854949218 | 7.14897006507822 |
108 | 52.12583333 | 44.8740140961938 | 7.25181923380618 |
109 | 20.58666667 | 46.4010724846467 | -25.8144058146467 |
110 | 26.11277778 | 41.4081234933758 | -15.2953457133758 |
111 | 49.0625 | 40.7912628778673 | 8.27123712213273 |
112 | 39.42583333 | 42.0455104619368 | -2.61967713193677 |
113 | 6.371666667 | 2.98582670770456 | 3.38583995929544 |
114 | 34.97972222 | 39.0923428828702 | -4.11262066287024 |
115 | 17.1825 | 18.0723503788428 | -0.889850378842849 |
116 | 25.35833333 | 32.6159905947509 | -7.25765726475091 |
117 | 70.86111111 | 41.545204050818 | 29.315907059182 |
118 | 5.848333333 | 3.5882395652351 | 2.2600937677649 |
119 | 46.97027778 | 33.5720753067172 | 13.3982024732828 |
120 | 8.726111111 | 12.6649793689703 | -3.93886825797026 |
121 | 52.41694444 | 45.5500402149234 | 6.86690422507663 |
122 | 38.20666667 | 46.1699054956688 | -7.96323882566884 |
123 | 21.435 | 38.8265979158949 | -17.3915979158949 |
124 | 20.71305556 | 31.4817737970531 | -10.7687182370531 |
125 | 10.615 | 15.6133485290474 | -4.99834852904742 |
126 | 25.26694444 | 32.2746233988149 | -7.00767895881488 |
127 | 53.95111111 | 47.113264518771 | 6.83784659122896 |
128 | 37.5725 | 45.7271542374868 | -8.1546542374868 |
129 | 67.85333333 | 46.9547357291684 | 20.8985976008316 |
130 | 56.04111111 | 54.0876959185807 | 1.95341519141935 |
131 | 71.22277778 | 67.6240119469539 | 3.59876583304613 |
132 | 38.65111111 | 29.9938935139636 | 8.65721759603644 |
133 | 21.24166667 | 27.8373692425149 | -6.59570257251495 |
134 | 52.63944444 | 76.0398614791176 | -23.4004170391176 |
135 | 77.87055556 | 63.5425752156116 | 14.3279803443884 |
136 | 14.16638889 | 28.2173150909727 | -14.0509262009727 |
137 | 70.35388889 | 56.7837530357506 | 13.5701358542494 |
138 | 28.6775 | 37.3005483007451 | -8.62304830074515 |
139 | 46.68305556 | 37.0102292057753 | 9.67282635422469 |
140 | 35.76888889 | 38.300535320787 | -2.53164643078697 |
141 | 21.04055556 | 33.3307706357297 | -12.2902150757297 |
142 | 69.23111111 | 46.4427705527946 | 22.7883405572054 |
143 | 42.32388889 | 43.577454488787 | -1.25356559878698 |
144 | 48.12777778 | 37.1810339960862 | 10.9467437839138 |
145 | 54.77694444 | 49.6131936627145 | 5.16375077728553 |
146 | 18.75194444 | 45.9358842744452 | -27.1839398344452 |
147 | 38.72472222 | 44.5617008713448 | -5.83697865134477 |
148 | 51.49055556 | 54.6588868471182 | -3.16833128711821 |
149 | 0 | -0.434016427826639 | 0.434016427826639 |
150 | 4.08 | 2.81458724109604 | 1.26541275890396 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.765320226481443 | 0.469359547037113 | 0.234679773518557 |
8 | 0.745182189640317 | 0.509635620719366 | 0.254817810359683 |
9 | 0.677170505178386 | 0.645658989643228 | 0.322829494821614 |
10 | 0.795767443014619 | 0.408465113970761 | 0.204232556985381 |
11 | 0.732814695956419 | 0.534370608087161 | 0.267185304043581 |
12 | 0.687101279637538 | 0.625797440724925 | 0.312898720362462 |
13 | 0.595496175494595 | 0.80900764901081 | 0.404503824505405 |
14 | 0.803575310499757 | 0.392849379000486 | 0.196424689500243 |
15 | 0.758332917877044 | 0.483334164245912 | 0.241667082122956 |
16 | 0.688117309903028 | 0.623765380193944 | 0.311882690096972 |
17 | 0.614018341952577 | 0.771963316094846 | 0.385981658047423 |
18 | 0.560058517391089 | 0.879882965217822 | 0.439941482608911 |
19 | 0.50979594172485 | 0.980408116550301 | 0.49020405827515 |
20 | 0.432621143036435 | 0.86524228607287 | 0.567378856963565 |
21 | 0.359668940086025 | 0.71933788017205 | 0.640331059913975 |
22 | 0.922352752949901 | 0.155294494100199 | 0.0776472470500994 |
23 | 0.902912333161255 | 0.194175333677489 | 0.0970876668387447 |
24 | 0.88642983839457 | 0.22714032321086 | 0.11357016160543 |
25 | 0.869657044329896 | 0.260685911340208 | 0.130342955670104 |
26 | 0.864560430866318 | 0.270879138267365 | 0.135439569133682 |
27 | 0.831883871094851 | 0.336232257810298 | 0.168116128905149 |
28 | 0.794678529219696 | 0.410642941560608 | 0.205321470780304 |
29 | 0.760025151883442 | 0.479949696233116 | 0.239974848116558 |
30 | 0.783283209247034 | 0.433433581505932 | 0.216716790752966 |
31 | 0.737074647806029 | 0.525850704387942 | 0.262925352193971 |
32 | 0.70289249455515 | 0.5942150108897 | 0.29710750544485 |
33 | 0.680349792520421 | 0.639300414959158 | 0.319650207479579 |
34 | 0.646991540358171 | 0.706016919283658 | 0.353008459641829 |
35 | 0.717948703014382 | 0.564102593971237 | 0.282051296985618 |
36 | 0.751429684020308 | 0.497140631959385 | 0.248570315979692 |
37 | 0.824113726339775 | 0.35177254732045 | 0.175886273660225 |
38 | 0.78606973223645 | 0.427860535527101 | 0.21393026776355 |
39 | 0.757569000410144 | 0.484861999179712 | 0.242430999589856 |
40 | 0.717510473398652 | 0.564979053202695 | 0.282489526601348 |
41 | 0.803973378394083 | 0.392053243211835 | 0.196026621605917 |
42 | 0.766455997184325 | 0.467088005631349 | 0.233544002815675 |
43 | 0.72470826749593 | 0.550583465008141 | 0.27529173250407 |
44 | 0.689306646275319 | 0.621386707449361 | 0.310693353724681 |
45 | 0.680423216402152 | 0.639153567195696 | 0.319576783597848 |
46 | 0.813035486566486 | 0.373929026867027 | 0.186964513433514 |
47 | 0.812124106196438 | 0.375751787607124 | 0.187875893803562 |
48 | 0.776764386792934 | 0.446471226414131 | 0.223235613207066 |
49 | 0.749912443073808 | 0.500175113852384 | 0.250087556926192 |
50 | 0.712432887891499 | 0.575134224217003 | 0.287567112108501 |
51 | 0.669821936014136 | 0.660356127971728 | 0.330178063985864 |
52 | 0.624452059519692 | 0.751095880960616 | 0.375547940480308 |
53 | 0.743311566719285 | 0.513376866561431 | 0.256688433280715 |
54 | 0.707225651797625 | 0.585548696404751 | 0.292774348202375 |
55 | 0.664076139939268 | 0.671847720121465 | 0.335923860060732 |
56 | 0.681824291867686 | 0.636351416264628 | 0.318175708132314 |
57 | 0.670535260067587 | 0.658929479864826 | 0.329464739932413 |
58 | 0.662973733742607 | 0.674052532514786 | 0.337026266257393 |
59 | 0.636579017486863 | 0.726841965026275 | 0.363420982513137 |
60 | 0.590673112898683 | 0.818653774202635 | 0.409326887101317 |
61 | 0.55621751952926 | 0.88756496094148 | 0.44378248047074 |
62 | 0.525256332628234 | 0.949487334743533 | 0.474743667371766 |
63 | 0.481714677216499 | 0.963429354432998 | 0.518285322783501 |
64 | 0.435387920117269 | 0.870775840234538 | 0.564612079882731 |
65 | 0.390121906450716 | 0.780243812901432 | 0.609878093549284 |
66 | 0.355728930153877 | 0.711457860307754 | 0.644271069846123 |
67 | 0.437357168369425 | 0.874714336738849 | 0.562642831630575 |
68 | 0.457051418902155 | 0.91410283780431 | 0.542948581097845 |
69 | 0.410676599454773 | 0.821353198909546 | 0.589323400545227 |
70 | 0.378944123957923 | 0.757888247915846 | 0.621055876042077 |
71 | 0.337126442674116 | 0.674252885348233 | 0.662873557325884 |
72 | 0.305083617623583 | 0.610167235247166 | 0.694916382376417 |
73 | 0.268691646672117 | 0.537383293344235 | 0.731308353327883 |
74 | 0.23291321247474 | 0.46582642494948 | 0.76708678752526 |
75 | 0.211636061079437 | 0.423272122158873 | 0.788363938920563 |
76 | 0.211123786113507 | 0.422247572227013 | 0.788876213886494 |
77 | 0.225748590331191 | 0.451497180662381 | 0.774251409668809 |
78 | 0.553922402612211 | 0.892155194775578 | 0.446077597387789 |
79 | 0.526525814276478 | 0.946948371447044 | 0.473474185723522 |
80 | 0.483072665874385 | 0.96614533174877 | 0.516927334125615 |
81 | 0.435877394901644 | 0.871754789803287 | 0.564122605098356 |
82 | 0.618280398656006 | 0.763439202687988 | 0.381719601343994 |
83 | 0.57252722829561 | 0.854945543408779 | 0.42747277170439 |
84 | 0.534870356327663 | 0.930259287344673 | 0.465129643672337 |
85 | 0.489302344436822 | 0.978604688873643 | 0.510697655563178 |
86 | 0.443114960240768 | 0.886229920481535 | 0.556885039759232 |
87 | 0.424650140052699 | 0.849300280105399 | 0.575349859947301 |
88 | 0.395677506520274 | 0.791355013040548 | 0.604322493479726 |
89 | 0.357476089424832 | 0.714952178849663 | 0.642523910575169 |
90 | 0.435125722946492 | 0.870251445892983 | 0.564874277053508 |
91 | 0.389340469815081 | 0.778680939630162 | 0.610659530184919 |
92 | 0.343342123872697 | 0.686684247745394 | 0.656657876127303 |
93 | 0.299680152867048 | 0.599360305734096 | 0.700319847132952 |
94 | 0.284309579307714 | 0.568619158615428 | 0.715690420692286 |
95 | 0.275615609853023 | 0.551231219706046 | 0.724384390146977 |
96 | 0.237338562786868 | 0.474677125573736 | 0.762661437213132 |
97 | 0.200911282002757 | 0.401822564005514 | 0.799088717997243 |
98 | 0.170844380972221 | 0.341688761944443 | 0.829155619027779 |
99 | 0.158077222244039 | 0.316154444488078 | 0.841922777755961 |
100 | 0.199083575602278 | 0.398167151204555 | 0.800916424397722 |
101 | 0.183665355732903 | 0.367330711465805 | 0.816334644267097 |
102 | 0.16125284000399 | 0.322505680007981 | 0.83874715999601 |
103 | 0.199128351364392 | 0.398256702728784 | 0.800871648635608 |
104 | 0.200835657867152 | 0.401671315734305 | 0.799164342132848 |
105 | 0.181701922632488 | 0.363403845264976 | 0.818298077367512 |
106 | 0.182728024725316 | 0.365456049450632 | 0.817271975274684 |
107 | 0.163471804937842 | 0.326943609875683 | 0.836528195062158 |
108 | 0.144948540882238 | 0.289897081764476 | 0.855051459117762 |
109 | 0.304034710537121 | 0.608069421074242 | 0.695965289462879 |
110 | 0.324196432831954 | 0.648392865663908 | 0.675803567168046 |
111 | 0.292573869393004 | 0.585147738786008 | 0.707426130606996 |
112 | 0.24802308805065 | 0.4960461761013 | 0.75197691194935 |
113 | 0.209952168820551 | 0.419904337641102 | 0.790047831179449 |
114 | 0.174964204717485 | 0.34992840943497 | 0.825035795282515 |
115 | 0.141205206426543 | 0.282410412853086 | 0.858794793573457 |
116 | 0.11726006562632 | 0.23452013125264 | 0.88273993437368 |
117 | 0.322791914846307 | 0.645583829692613 | 0.677208085153693 |
118 | 0.276742957506227 | 0.553485915012454 | 0.723257042493773 |
119 | 0.286831247426089 | 0.573662494852178 | 0.713168752573911 |
120 | 0.239693067072168 | 0.479386134144335 | 0.760306932927832 |
121 | 0.214481945875157 | 0.428963891750315 | 0.785518054124843 |
122 | 0.190299476543381 | 0.380598953086761 | 0.809700523456619 |
123 | 0.231299724363703 | 0.462599448727405 | 0.768700275636297 |
124 | 0.221040431299894 | 0.442080862599787 | 0.778959568700106 |
125 | 0.179094677711047 | 0.358189355422094 | 0.820905322288953 |
126 | 0.154318164899115 | 0.30863632979823 | 0.845681835100885 |
127 | 0.127765522315111 | 0.255531044630223 | 0.872234477684889 |
128 | 0.111849303293769 | 0.223698606587539 | 0.888150696706231 |
129 | 0.183190647721221 | 0.366381295442442 | 0.816809352278779 |
130 | 0.141496156402915 | 0.28299231280583 | 0.858503843597085 |
131 | 0.104821583447072 | 0.209643166894144 | 0.895178416552928 |
132 | 0.0890905656387385 | 0.178181131277477 | 0.910909434361261 |
133 | 0.064960649985038 | 0.129921299970076 | 0.935039350014962 |
134 | 0.447705738999014 | 0.895411477998028 | 0.552294261000986 |
135 | 0.374187316599779 | 0.748374633199558 | 0.625812683400221 |
136 | 0.306267728845655 | 0.612535457691311 | 0.693732271154345 |
137 | 0.275424745727355 | 0.55084949145471 | 0.724575254272645 |
138 | 0.236699485127694 | 0.473398970255388 | 0.763300514872306 |
139 | 0.316455752499638 | 0.632911504999276 | 0.683544247500362 |
140 | 0.223004586584214 | 0.446009173168428 | 0.776995413415786 |
141 | 0.996969420529873 | 0.00606115894025315 | 0.00303057947012658 |
142 | 0.988430202796716 | 0.0231395944065684 | 0.0115697972032842 |
143 | 0.957485111687091 | 0.0850297766258178 | 0.0425148883129089 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.0072992700729927 | OK |
5% type I error level | 2 | 0.0145985401459854 | OK |
10% type I error level | 3 | 0.0218978102189781 | OK |