| Multiple Linear Regression - Estimated Regression Equation |
| i[t] = -84.1104264030526 -0.0539122069699521w[t] + 2.06108952316565f[t] + 0.318241526383104s[t] + 0.0831504465416917c[t] + 0.00106776969690798b[t] + 8.04318252046764e-05h[t] -0.005052724299794a[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) | -84.1104264030526 | 10.892347 | -7.722 | 0 | 0 |
| w | -0.0539122069699521 | 0.008285 | -6.5074 | 0 | 0 |
| f | 2.06108952316565 | 0.215697 | 9.5555 | 0 | 0 |
| s | 0.318241526383104 | 0.125037 | 2.5452 | 0.012046 | 0.006023 |
| c | 0.0831504465416917 | 0.151839 | 0.5476 | 0.584856 | 0.292428 |
| b | 0.00106776969690798 | 0.000245 | 4.3616 | 2.5e-05 | 1.3e-05 |
| h | 8.04318252046764e-05 | 0.000514 | 0.1565 | 0.875842 | 0.437921 |
| a | -0.005052724299794 | 0.044058 | -0.1147 | 0.908867 | 0.454434 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.865054617142639 |
| R-squared | 0.748319490639798 |
| Adjusted R-squared | 0.735269390154454 |
| F-TEST (value) | 57.3420481689174 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 135 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.85680572504812 |
| Sum Squared Residuals | 2008.11830410313 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14 | 8.43246095779367 | 5.56753904220633 |
| 2 | 14 | 8.87130476749601 | 5.12869523250399 |
| 3 | 15 | 9.69847889254804 | 5.30152110745196 |
| 4 | 13 | 9.01759498508569 | 3.98240501491431 |
| 5 | 8 | 10.0727633514695 | -2.07276335146955 |
| 6 | 7 | 6.36583095791037 | 0.634169042089626 |
| 7 | 3 | 3.60736625092386 | -0.607366250923857 |
| 8 | 3 | 0.153770348276008 | 2.84622965172399 |
| 9 | 4 | 2.34511259719967 | 1.65488740280033 |
| 10 | 4 | 5.89066118908269 | -1.89066118908269 |
| 11 | 0 | -1.04962520054516 | 1.04962520054516 |
| 12 | -4 | -5.03815522448836 | 1.03815522448836 |
| 13 | -14 | -13.5748869414499 | -0.425113058550112 |
| 14 | -18 | -10.7535310919931 | -7.24646890800694 |
| 15 | -8 | -9.42583806451047 | 1.42583806451047 |
| 16 | -1 | 0.271309155132142 | -1.27130915513214 |
| 17 | 1 | 3.47657008774475 | -2.47657008774475 |
| 18 | 2 | 1.49735780436553 | 0.502642195634472 |
| 19 | 0 | 0.439077139213187 | -0.439077139213187 |
| 20 | 1 | 0.19798717458765 | 0.80201282541235 |
| 21 | 0 | -0.766196583207782 | 0.766196583207782 |
| 22 | -1 | 4.08248344355205 | -5.08248344355205 |
| 23 | -3 | -5.28200851085492 | 2.28200851085492 |
| 24 | -3 | -5.90753613012929 | 2.90753613012929 |
| 25 | -3 | -5.0410878920934 | 2.0410878920934 |
| 26 | -4 | -7.53526835229726 | 3.53526835229726 |
| 27 | -8 | -7.40409326933861 | -0.595906730661394 |
| 28 | -9 | -5.38380596027585 | -3.61619403972415 |
| 29 | -13 | -13.1371061194139 | 0.137106119413905 |
| 30 | -18 | -19.060664726516 | 1.06066472651602 |
| 31 | -11 | -10.0221210080852 | -0.977878991914782 |
| 32 | -9 | -8.56875096735705 | -0.431249032642949 |
| 33 | -10 | -9.52792530480334 | -0.472074695196654 |
| 34 | -13 | -11.8503690701755 | -1.14963092982455 |
| 35 | -11 | -16.8754117356529 | 5.87541173565286 |
| 36 | -5 | -9.94634679884443 | 4.94634679884443 |
| 37 | -15 | -13.2325601024824 | -1.76743989751763 |
| 38 | -6 | -7.49682613354597 | 1.49682613354597 |
| 39 | -6 | -5.48787443929642 | -0.512125560703577 |
| 40 | -3 | -4.79160926239379 | 1.79160926239379 |
| 41 | -1 | -3.40158809917537 | 2.40158809917537 |
| 42 | -3 | -4.26136545083116 | 1.26136545083116 |
| 43 | -4 | -2.44008769337225 | -1.55991230662775 |
| 44 | -6 | -4.13230563031747 | -1.86769436968253 |
| 45 | 0 | -0.824381660264801 | 0.824381660264801 |
| 46 | -4 | -3.0605610346545 | -0.939438965345497 |
| 47 | -2 | -3.72725364550278 | 1.72725364550278 |
| 48 | -2 | -5.65797230881044 | 3.65797230881044 |
| 49 | -6 | -1.545462695484 | -4.454537304516 |
| 50 | -7 | -8.28929286990704 | 1.28929286990704 |
| 51 | -6 | -4.44906022239834 | -1.55093977760166 |
| 52 | -6 | -2.65268835566152 | -3.34731164433848 |
| 53 | -3 | -0.642928748349896 | -2.3570712516501 |
| 54 | -2 | -3.42987321930281 | 1.42987321930281 |
| 55 | -5 | -6.97797576468198 | 1.97797576468198 |
| 56 | -11 | -10.0432480280415 | -0.956751971958517 |
| 57 | -11 | -7.02839608076813 | -3.97160391923188 |
| 58 | -11 | -7.08818509015902 | -3.91181490984098 |
| 59 | -10 | -12.3248850216118 | 2.32488502161183 |
| 60 | -14 | -18.3129766351273 | 4.31297663512727 |
| 61 | -8 | -8.75483574169591 | 0.754835741695906 |
| 62 | -9 | -8.95603570511326 | -0.043964294886742 |
| 63 | -5 | -3.20706523647579 | -1.79293476352421 |
| 64 | -1 | 0.0683320046476912 | -1.06833200464769 |
| 65 | -2 | -0.756741214801301 | -1.2432587851987 |
| 66 | -5 | -2.97598980615251 | -2.02401019384749 |
| 67 | -4 | -1.36629111688451 | -2.63370888311549 |
| 68 | -6 | -6.05368631048683 | 0.0536863104868315 |
| 69 | -2 | -0.568225198584444 | -1.43177480141556 |
| 70 | -2 | -0.597643375379014 | -1.40235662462099 |
| 71 | -2 | -4.11895887301828 | 2.11895887301828 |
| 72 | -2 | -8.13540928239613 | 6.13540928239613 |
| 73 | 2 | -0.572537450042642 | 2.57253745004264 |
| 74 | 1 | -0.457189202511114 | 1.45718920251111 |
| 75 | -8 | -2.17814202767967 | -5.82185797232033 |
| 76 | -1 | 2.54883288367834 | -3.54883288367834 |
| 77 | 1 | 1.73920545147303 | -0.739205451473027 |
| 78 | -1 | 0.0256823032622722 | -1.02568230326227 |
| 79 | 2 | 1.67708736057135 | 0.322912639428652 |
| 80 | 2 | 4.53578764729235 | -2.53578764729235 |
| 81 | 1 | 2.75277892479249 | -1.75277892479249 |
| 82 | -1 | 0.508609949331827 | -1.50860994933183 |
| 83 | -2 | -4.48945043041516 | 2.48945043041516 |
| 84 | -2 | -2.87135894625028 | 0.871358946250279 |
| 85 | -1 | -3.02626433591477 | 2.02626433591477 |
| 86 | -8 | -10.9151433320033 | 2.91514333200329 |
| 87 | -4 | -7.05512475283794 | 3.05512475283794 |
| 88 | -6 | -11.9631490115521 | 5.96314901155207 |
| 89 | -3 | -5.90845157193503 | 2.90845157193503 |
| 90 | -3 | -11.5858294844399 | 8.58582948443988 |
| 91 | -7 | -11.0204939454649 | 4.02049394546493 |
| 92 | -9 | -9.13061192118249 | 0.130611921182486 |
| 93 | -11 | -16.8729596085121 | 5.87295960851215 |
| 94 | -13 | -12.7335906361352 | -0.266409363864844 |
| 95 | -11 | -11.6763030673915 | 0.676303067391535 |
| 96 | -9 | -5.57312780845166 | -3.42687219154834 |
| 97 | -17 | -17.3497949903403 | 0.349794990340346 |
| 98 | -22 | -15.7691508972549 | -6.23084910274512 |
| 99 | -25 | -17.596466302335 | -7.40353369766501 |
| 100 | -20 | -10.0456645026864 | -9.95433549731361 |
| 101 | -24 | -13.4849800738231 | -10.5150199261769 |
| 102 | -24 | -18.2939875818439 | -5.70601241815605 |
| 103 | -22 | -15.1210259961893 | -6.87897400381071 |
| 104 | -19 | -10.4479964856765 | -8.55200351432349 |
| 105 | -18 | -8.198364034288 | -9.801635965712 |
| 106 | -17 | -15.3924625944132 | -1.60753740558675 |
| 107 | -11 | -10.9237814753336 | -0.0762185246663855 |
| 108 | -11 | -11.136558503084 | 0.136558503084006 |
| 109 | -12 | -5.18935313976944 | -6.81064686023056 |
| 110 | -10 | -5.13811086856122 | -4.86188913143878 |
| 111 | -15 | -8.67870162703622 | -6.32129837296378 |
| 112 | -15 | -8.10125852324645 | -6.89874147675355 |
| 113 | -15 | -10.8387546865035 | -4.16124531349652 |
| 114 | -13 | -5.98279674299339 | -7.01720325700661 |
| 115 | -8 | -6.79165374201673 | -1.20834625798327 |
| 116 | -13 | -11.7460274904705 | -1.25397250952948 |
| 117 | -9 | -5.80392307723432 | -3.19607692276568 |
| 118 | -7 | -9.39710814810751 | 2.39710814810751 |
| 119 | -4 | -9.30793326010941 | 5.30793326010941 |
| 120 | -4 | -9.05865569523855 | 5.05865569523855 |
| 121 | -2 | -2.52319801495652 | 0.523198014956517 |
| 122 | 0 | -3.72982716889331 | 3.72982716889331 |
| 123 | -2 | -7.08263074997763 | 5.08263074997763 |
| 124 | -3 | -6.79277965055299 | 3.79277965055299 |
| 125 | 1 | -0.607117400602069 | 1.60711740060207 |
| 126 | -2 | -11.7411357565996 | 9.74113575659964 |
| 127 | -1 | -6.3469429989767 | 5.3469429989767 |
| 128 | 1 | -3.79539303616048 | 4.79539303616048 |
| 129 | -3 | -6.96083240454798 | 3.96083240454798 |
| 130 | -4 | -10.1050719493683 | 6.10507194936834 |
| 131 | -9 | -11.9367986141683 | 2.93679861416833 |
| 132 | -9 | -9.69999639507454 | 0.699996395074542 |
| 133 | -7 | -4.26708360749981 | -2.73291639250019 |
| 134 | -14 | -10.2612022688412 | -3.73879773115883 |
| 135 | -12 | -17.286755520856 | 5.28675552085599 |
| 136 | -16 | -18.5423126749956 | 2.54231267499561 |
| 137 | -20 | -20.1646291288788 | 0.164629128878812 |
| 138 | -12 | -16.1592171595051 | 4.15921715950509 |
| 139 | -12 | -13.1721632595544 | 1.17216325955435 |
| 140 | -10 | -11.3464340158585 | 1.34643401585853 |
| 141 | -10 | -7.07321122728824 | -2.92678877271176 |
| 142 | -13 | -11.7655940465245 | -1.23440595347554 |
| 143 | -16 | -16.1509116013133 | 0.150911601313282 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.112830987986292 | 0.225661975972585 | 0.887169012013708 |
| 12 | 0.0598477511942135 | 0.119695502388427 | 0.940152248805787 |
| 13 | 0.18892221142036 | 0.37784442284072 | 0.81107778857964 |
| 14 | 0.518760804309563 | 0.962478391380875 | 0.481239195690437 |
| 15 | 0.443367168132708 | 0.886734336265415 | 0.556632831867292 |
| 16 | 0.379540439929984 | 0.759080879859969 | 0.620459560070016 |
| 17 | 0.320489333509665 | 0.64097866701933 | 0.679510666490335 |
| 18 | 0.254198653450527 | 0.508397306901053 | 0.745801346549473 |
| 19 | 0.219039303730628 | 0.438078607461256 | 0.780960696269372 |
| 20 | 0.19934127100526 | 0.398682542010519 | 0.80065872899474 |
| 21 | 0.160311425170597 | 0.320622850341195 | 0.839688574829403 |
| 22 | 0.118897710494681 | 0.237795420989361 | 0.881102289505319 |
| 23 | 0.123420992514089 | 0.246841985028179 | 0.876579007485911 |
| 24 | 0.124695656585301 | 0.249391313170602 | 0.875304343414699 |
| 25 | 0.0994164248989921 | 0.198832849797984 | 0.900583575101008 |
| 26 | 0.0888199985252665 | 0.177639997050533 | 0.911180001474733 |
| 27 | 0.0769746142536851 | 0.15394922850737 | 0.923025385746315 |
| 28 | 0.0603786144743589 | 0.120757228948718 | 0.939621385525641 |
| 29 | 0.0481914790901413 | 0.0963829581802827 | 0.951808520909859 |
| 30 | 0.0386943553071266 | 0.0773887106142532 | 0.961305644692873 |
| 31 | 0.0294376615262179 | 0.0588753230524359 | 0.970562338473782 |
| 32 | 0.0220409020488453 | 0.0440818040976906 | 0.977959097951155 |
| 33 | 0.0146136294609993 | 0.0292272589219985 | 0.985386370539001 |
| 34 | 0.00933082785370002 | 0.0186616557074 | 0.9906691721463 |
| 35 | 0.0111916961595101 | 0.0223833923190202 | 0.98880830384049 |
| 36 | 0.00900656841295435 | 0.0180131368259087 | 0.990993431587046 |
| 37 | 0.0140143024690293 | 0.0280286049380587 | 0.985985697530971 |
| 38 | 0.0113990176301613 | 0.0227980352603226 | 0.988600982369839 |
| 39 | 0.0134552252584095 | 0.026910450516819 | 0.986544774741591 |
| 40 | 0.010679195158957 | 0.021358390317914 | 0.989320804841043 |
| 41 | 0.00922471004544056 | 0.0184494200908811 | 0.990775289954559 |
| 42 | 0.00804061318379987 | 0.0160812263675997 | 0.9919593868162 |
| 43 | 0.00644533988222849 | 0.012890679764457 | 0.993554660117771 |
| 44 | 0.00468631937861143 | 0.00937263875722286 | 0.995313680621389 |
| 45 | 0.00538402038515181 | 0.0107680407703036 | 0.994615979614848 |
| 46 | 0.00426333012049014 | 0.00852666024098028 | 0.99573666987951 |
| 47 | 0.00405300183034465 | 0.00810600366068931 | 0.995946998169655 |
| 48 | 0.0042134602720661 | 0.00842692054413219 | 0.995786539727934 |
| 49 | 0.00767928869699818 | 0.0153585773939964 | 0.992320711303002 |
| 50 | 0.00571117929440502 | 0.01142235858881 | 0.994288820705595 |
| 51 | 0.00442335568306429 | 0.00884671136612857 | 0.995576644316936 |
| 52 | 0.00380687421087347 | 0.00761374842174695 | 0.996193125789127 |
| 53 | 0.0027414347040335 | 0.00548286940806699 | 0.997258565295966 |
| 54 | 0.00299204714287172 | 0.00598409428574344 | 0.997007952857128 |
| 55 | 0.00413924664665688 | 0.00827849329331376 | 0.995860753353343 |
| 56 | 0.00321640960241648 | 0.00643281920483296 | 0.996783590397584 |
| 57 | 0.0026982096677615 | 0.005396419335523 | 0.997301790332239 |
| 58 | 0.00182961626017568 | 0.00365923252035136 | 0.998170383739824 |
| 59 | 0.00166947606299503 | 0.00333895212599006 | 0.998330523937005 |
| 60 | 0.00339567749182488 | 0.00679135498364976 | 0.996604322508175 |
| 61 | 0.00242291342222622 | 0.00484582684445244 | 0.997577086577774 |
| 62 | 0.00178191055534318 | 0.00356382111068636 | 0.998218089444657 |
| 63 | 0.00177599463605563 | 0.00355198927211127 | 0.998224005363944 |
| 64 | 0.00129594771903266 | 0.00259189543806531 | 0.998704052280967 |
| 65 | 0.00110003071966048 | 0.00220006143932096 | 0.99889996928034 |
| 66 | 0.00090016237541458 | 0.00180032475082916 | 0.999099837624585 |
| 67 | 0.000625536025152351 | 0.0012510720503047 | 0.999374463974848 |
| 68 | 0.000733536142488323 | 0.00146707228497665 | 0.999266463857512 |
| 69 | 0.000700983060357723 | 0.00140196612071545 | 0.999299016939642 |
| 70 | 0.000554744925507561 | 0.00110948985101512 | 0.999445255074492 |
| 71 | 0.000596293040895917 | 0.00119258608179183 | 0.999403706959104 |
| 72 | 0.00366182632963429 | 0.00732365265926858 | 0.996338173670366 |
| 73 | 0.0048519001537402 | 0.00970380030748041 | 0.99514809984626 |
| 74 | 0.0047462792345521 | 0.00949255846910419 | 0.995253720765448 |
| 75 | 0.00463109518818612 | 0.00926219037637224 | 0.995368904811814 |
| 76 | 0.00367456461396938 | 0.00734912922793876 | 0.996325435386031 |
| 77 | 0.00285881753833131 | 0.00571763507666262 | 0.997141182461669 |
| 78 | 0.00219745340142064 | 0.00439490680284127 | 0.997802546598579 |
| 79 | 0.0019885371912203 | 0.00397707438244059 | 0.99801146280878 |
| 80 | 0.00147408162940575 | 0.0029481632588115 | 0.998525918370594 |
| 81 | 0.00108971240874855 | 0.00217942481749709 | 0.998910287591251 |
| 82 | 0.000911659116003176 | 0.00182331823200635 | 0.999088340883997 |
| 83 | 0.00112505340779898 | 0.00225010681559797 | 0.998874946592201 |
| 84 | 0.000987804796110553 | 0.00197560959222111 | 0.999012195203889 |
| 85 | 0.00102947769479277 | 0.00205895538958555 | 0.998970522305207 |
| 86 | 0.00103313117070248 | 0.00206626234140495 | 0.998966868829298 |
| 87 | 0.00105780204281422 | 0.00211560408562844 | 0.998942197957186 |
| 88 | 0.00151973409265964 | 0.00303946818531928 | 0.99848026590734 |
| 89 | 0.00112417649953583 | 0.00224835299907165 | 0.998875823500464 |
| 90 | 0.010528034716108 | 0.0210560694322159 | 0.989471965283892 |
| 91 | 0.0144634162386192 | 0.0289268324772384 | 0.985536583761381 |
| 92 | 0.0170792358047992 | 0.0341584716095983 | 0.982920764195201 |
| 93 | 0.0505575609919232 | 0.101115121983846 | 0.949442439008077 |
| 94 | 0.0458117652415298 | 0.0916235304830596 | 0.95418823475847 |
| 95 | 0.0455551767548779 | 0.0911103535097558 | 0.954444823245122 |
| 96 | 0.0451291935669179 | 0.0902583871338359 | 0.954870806433082 |
| 97 | 0.0638178102885641 | 0.127635620577128 | 0.936182189711436 |
| 98 | 0.127154140694818 | 0.254308281389636 | 0.872845859305182 |
| 99 | 0.221827480691847 | 0.443654961383695 | 0.778172519308153 |
| 100 | 0.310087183661934 | 0.620174367323867 | 0.689912816338066 |
| 101 | 0.489476041134929 | 0.978952082269858 | 0.510523958865071 |
| 102 | 0.508896192951897 | 0.982207614096207 | 0.491103807048103 |
| 103 | 0.483520763361108 | 0.967041526722215 | 0.516479236638892 |
| 104 | 0.459552205774056 | 0.919104411548112 | 0.540447794225944 |
| 105 | 0.510803546609211 | 0.978392906781579 | 0.489196453390789 |
| 106 | 0.465269139890928 | 0.930538279781856 | 0.534730860109072 |
| 107 | 0.564092126030448 | 0.871815747939104 | 0.435907873969552 |
| 108 | 0.678804113302138 | 0.642391773395724 | 0.321195886697862 |
| 109 | 0.640991473325259 | 0.718017053349483 | 0.359008526674741 |
| 110 | 0.583811698209651 | 0.832376603580699 | 0.416188301790349 |
| 111 | 0.533784658580373 | 0.932430682839254 | 0.466215341419627 |
| 112 | 0.733801091997213 | 0.532397816005574 | 0.266198908002787 |
| 113 | 0.804646222211126 | 0.390707555577747 | 0.195353777788874 |
| 114 | 0.807682061306271 | 0.384635877387459 | 0.192317938693729 |
| 115 | 0.770207909093702 | 0.459584181812596 | 0.229792090906298 |
| 116 | 0.741653232268874 | 0.516693535462251 | 0.258346767731126 |
| 117 | 0.799563812216925 | 0.40087237556615 | 0.200436187783075 |
| 118 | 0.870073613389547 | 0.259852773220905 | 0.129926386610453 |
| 119 | 0.859716393659099 | 0.280567212681802 | 0.140283606340901 |
| 120 | 0.842658332622026 | 0.314683334755948 | 0.157341667377974 |
| 121 | 0.818880917571371 | 0.362238164857257 | 0.181119082428629 |
| 122 | 0.778714761244351 | 0.442570477511298 | 0.221285238755649 |
| 123 | 0.759996438466558 | 0.480007123066883 | 0.240003561533442 |
| 124 | 0.779033695807663 | 0.441932608384675 | 0.220966304192337 |
| 125 | 0.774102028958862 | 0.451795942082277 | 0.225897971041138 |
| 126 | 0.740998718322088 | 0.518002563355825 | 0.259001281677912 |
| 127 | 0.680782211207105 | 0.63843557758579 | 0.319217788792895 |
| 128 | 0.654986562961852 | 0.690026874076297 | 0.345013437038148 |
| 129 | 0.802355890619987 | 0.395288218760026 | 0.197644109380013 |
| 130 | 0.804638956612063 | 0.390722086775873 | 0.195361043387937 |
| 131 | 0.681059740323571 | 0.637880519352859 | 0.318940259676429 |
| 132 | 0.722326653580757 | 0.555346692838486 | 0.277673346419243 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 43 | 0.352459016393443 | NOK |
| 5% type I error level | 61 | 0.5 | NOK |
| 10% type I error level | 67 | 0.549180327868853 | NOK |
