| Multiple Linear Regression - Estimated Regression Equation |
| i[t] = + 51381.1102672671 + 3.05661109468523w[t] -0.00152616435008931w_t[t] + 99.8573045141556f[t] -0.0487896954155831f_t[t] -20.1585665970961s[t] + 0.0101743426250989s_t[t] + 240.842761054923c[t] -0.120079724699806c_t[t] -0.894033936104984b[t] + 0.000446713155338788b_t[t] -0.215670296892744h[t] + 0.000107828721621598h_t[t] -25.706391475291t + 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) | 51381.1102672671 | 10465.552769 | 4.9095 | 3e-06 | 1e-06 |
| w | 3.05661109468523 | 6.258905 | 0.4884 | 0.626123 | 0.313061 |
| w_t | -0.00152616435008931 | 0.003122 | -0.4888 | 0.625785 | 0.312892 |
| f | 99.8573045141556 | 103.988639 | 0.9603 | 0.338715 | 0.169358 |
| f_t | -0.0487896954155831 | 0.051836 | -0.9412 | 0.348341 | 0.174171 |
| s | -20.1585665970961 | 68.166736 | -0.2957 | 0.767916 | 0.383958 |
| s_t | 0.0101743426250989 | 0.033976 | 0.2995 | 0.765071 | 0.382536 |
| c | 240.842761054923 | 141.800215 | 1.6985 | 0.091831 | 0.045915 |
| c_t | -0.120079724699806 | 0.070639 | -1.6999 | 0.091561 | 0.04578 |
| b | -0.894033936104984 | 0.26325 | -3.3961 | 0.000909 | 0.000454 |
| b_t | 0.000446713155338788 | 0.000131 | 3.4051 | 0.000882 | 0.000441 |
| h | -0.215670296892744 | 0.265308 | -0.8129 | 0.41777 | 0.208885 |
| h_t | 0.000107828721621598 | 0.000132 | 0.8155 | 0.416306 | 0.208153 |
| t | -25.706391475291 | 5.217794 | -4.9267 | 3e-06 | 1e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.906606241824317 |
| R-squared | 0.821934877714812 |
| Adjusted R-squared | 0.803990330507777 |
| F-TEST (value) | 45.8041581228978 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 129 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.31867276504668 |
| Sum Squared Residuals | 1420.75297086867 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14 | 14.9076933202381 | -0.907693320238097 |
| 2 | 14 | 14.7827247218733 | -0.782724721873284 |
| 3 | 15 | 14.3291304923352 | 0.670869507664754 |
| 4 | 13 | 9.27283516090084 | 3.72716483909916 |
| 5 | 8 | 11.0112545341795 | -3.01125453417947 |
| 6 | 7 | 6.6800274020427 | 0.319972597957296 |
| 7 | 3 | 4.03858517528349 | -1.03858517528349 |
| 8 | 3 | 0.0456228754758192 | 2.95437712452418 |
| 9 | 4 | 2.2302070498919 | 1.7697929501081 |
| 10 | 4 | 4.6483849056313 | -0.648384905631303 |
| 11 | 0 | 0.864361423369056 | -0.864361423369056 |
| 12 | -4 | -1.48980802382724 | -2.51019197617276 |
| 13 | -14 | -9.41148426096705 | -4.58851573903295 |
| 14 | -18 | -7.06462014596193 | -10.9353798540381 |
| 15 | -8 | -7.47662076820828 | -0.523379231791718 |
| 16 | -1 | -0.818001515868475 | -0.181998484131525 |
| 17 | 1 | 2.8739055422644 | -1.8739055422644 |
| 18 | 2 | 0.840767546553529 | 1.15923245344647 |
| 19 | 0 | -0.281042068193105 | 0.281042068193105 |
| 20 | 1 | -1.49870002651357 | 2.49870002651357 |
| 21 | 0 | -2.50706597027479 | 2.50706597027479 |
| 22 | -1 | 1.06165197743161 | -2.06165197743161 |
| 23 | -3 | -4.25525084560567 | 1.25525084560567 |
| 24 | -3 | -4.1094357444311 | 1.1094357444311 |
| 25 | -3 | -3.82051564143043 | 0.820515641430427 |
| 26 | -4 | -6.59922432646288 | 2.59922432646288 |
| 27 | -8 | -7.06538496338572 | -0.934615036614276 |
| 28 | -9 | -8.20000505910236 | -0.799994940897635 |
| 29 | -13 | -14.8335377094998 | 1.83353770949976 |
| 30 | -18 | -20.281835888983 | 2.28183588898303 |
| 31 | -11 | -11.3667236661881 | 0.366723666188052 |
| 32 | -9 | -9.83251281066331 | 0.832512810663309 |
| 33 | -10 | -11.3488688492952 | 1.34886884929525 |
| 34 | -13 | -13.613973137127 | 0.613973137127041 |
| 35 | -11 | -15.5216214450244 | 4.52162144502441 |
| 36 | -5 | -7.73929434720326 | 2.73929434720326 |
| 37 | -15 | -10.9160850826742 | -4.08391491732582 |
| 38 | -6 | -6.07115197772744 | 0.0711519777274354 |
| 39 | -6 | -4.79963588441074 | -1.20036411558926 |
| 40 | -3 | -6.48891055040522 | 3.48891055040522 |
| 41 | -1 | -4.92074866884551 | 3.92074866884551 |
| 42 | -3 | -5.52140218629049 | 2.52140218629049 |
| 43 | -4 | -3.87425321522332 | -0.125746784776683 |
| 44 | -6 | -5.99297471040701 | -0.00702528959298606 |
| 45 | 0 | -3.52286164562968 | 3.52286164562968 |
| 46 | -4 | -4.99449109568366 | 0.99449109568366 |
| 47 | -2 | -3.44754954955027 | 1.44754954955027 |
| 48 | -2 | -4.34243505135123 | 2.34243505135123 |
| 49 | -6 | 0.275309974856734 | -6.27530997485673 |
| 50 | -7 | -6.55788910638623 | -0.442110893613767 |
| 51 | -6 | -4.10017361629865 | -1.89982638370135 |
| 52 | -6 | -3.36948920141286 | -2.63051079858714 |
| 53 | -3 | -2.04181169385884 | -0.958188306141162 |
| 54 | -2 | -4.60271829425173 | 2.60271829425173 |
| 55 | -5 | -8.11839009870282 | 3.11839009870282 |
| 56 | -11 | -11.5043168740752 | 0.504316874075239 |
| 57 | -11 | -9.00029751268589 | -1.99970248731411 |
| 58 | -11 | -8.53422204142273 | -2.46577795857727 |
| 59 | -10 | -11.7318901086703 | 1.73189010867034 |
| 60 | -14 | -16.0069258492598 | 2.00692584925983 |
| 61 | -8 | -6.64753380309063 | -1.35246619690937 |
| 62 | -9 | -7.89453508446117 | -1.10546491553883 |
| 63 | -5 | -4.31190881996681 | -0.688091180033192 |
| 64 | -1 | -1.48413144824267 | 0.484131448242673 |
| 65 | -2 | -2.21769542909011 | 0.217695429090114 |
| 66 | -5 | -4.40396285751786 | -0.596037142482136 |
| 67 | -4 | -2.69780755332138 | -1.30219244667862 |
| 68 | -6 | -7.00166132586734 | 1.00166132586733 |
| 69 | -2 | -1.98936639095042 | -0.0106336090495766 |
| 70 | -2 | -1.23488073206651 | -0.765119267933492 |
| 71 | -2 | -3.44866662894456 | 1.44866662894456 |
| 72 | -2 | -6.02270022155659 | 4.02270022155659 |
| 73 | 2 | 1.46982785590565 | 0.530172144094347 |
| 74 | 1 | 0.309690014702883 | 0.690309985297117 |
| 75 | -8 | -3.05473681883696 | -4.94526318116304 |
| 76 | -1 | 2.34799106527062 | -3.34799106527062 |
| 77 | 1 | 1.33026824254509 | -0.330268242545089 |
| 78 | -1 | -0.700634958214385 | -0.299365041785615 |
| 79 | 2 | 1.41555002795847 | 0.584449972041533 |
| 80 | 2 | 3.4170019336953 | -1.4170019336953 |
| 81 | 1 | 1.49061879320462 | -0.490618793204625 |
| 82 | -1 | -0.684710957619696 | -0.315289042380304 |
| 83 | -2 | -3.66355469410756 | 1.66355469410756 |
| 84 | -2 | -1.32553953541592 | -0.674460464584076 |
| 85 | -1 | -1.74596637839313 | 0.745966378393129 |
| 86 | -8 | -10.1830352153003 | 2.1830352153003 |
| 87 | -4 | -8.18556930499334 | 4.18556930499334 |
| 88 | -6 | -10.6736999710325 | 4.67369997103253 |
| 89 | -3 | -4.84247288764597 | 1.84247288764597 |
| 90 | -3 | -11.4488219559872 | 8.44882195598722 |
| 91 | -7 | -10.2885598559492 | 3.28855985594918 |
| 92 | -9 | -8.70706510656994 | -0.292934893430064 |
| 93 | -11 | -16.9116562963108 | 5.91165629631081 |
| 94 | -13 | -11.6922286734922 | -1.30777132650781 |
| 95 | -11 | -10.6134854893168 | -0.386514510683193 |
| 96 | -9 | -4.04693930472647 | -4.95306069527353 |
| 97 | -17 | -15.9553737461644 | -1.04462625383562 |
| 98 | -22 | -15.287256602638 | -6.71274339736204 |
| 99 | -25 | -17.0985719033547 | -7.90142809664533 |
| 100 | -20 | -12.7237959559649 | -7.27620404403509 |
| 101 | -24 | -15.6259121014592 | -8.37408789854076 |
| 102 | -24 | -19.7846894876889 | -4.21531051231109 |
| 103 | -22 | -20.1375746033238 | -1.86242539667616 |
| 104 | -19 | -16.0570536673192 | -2.94294633268083 |
| 105 | -18 | -14.20272478632 | -3.79727521367998 |
| 106 | -17 | -18.6620641631395 | 1.66206416313951 |
| 107 | -11 | -15.1436634177491 | 4.14366341774905 |
| 108 | -11 | -13.8146106946519 | 2.8146106946519 |
| 109 | -12 | -7.63832780206654 | -4.36167219793346 |
| 110 | -10 | -7.66926687710202 | -2.33073312289798 |
| 111 | -15 | -11.983267299973 | -3.01673270002695 |
| 112 | -15 | -8.9582240769282 | -6.0417759230718 |
| 113 | -15 | -12.0231111409047 | -2.97688885909534 |
| 114 | -13 | -8.00628422373739 | -4.99371577626261 |
| 115 | -8 | -9.42941313288496 | 1.42941313288496 |
| 116 | -13 | -14.2153419094495 | 1.2153419094495 |
| 117 | -9 | -8.66177444920507 | -0.338225550794926 |
| 118 | -7 | -7.87231554297632 | 0.872315542976319 |
| 119 | -4 | -8.23958877895882 | 4.23958877895882 |
| 120 | -4 | -6.64375690743631 | 2.64375690743631 |
| 121 | -2 | -1.11058029380749 | -0.889419706192508 |
| 122 | 0 | -3.74001999245913 | 3.74001999245913 |
| 123 | -2 | -8.24365258636448 | 6.24365258636448 |
| 124 | -3 | -5.68520475581983 | 2.68520475581983 |
| 125 | 1 | -0.869924880397059 | 1.86992488039706 |
| 126 | -2 | -10.9576171257005 | 8.95761712570048 |
| 127 | -1 | -4.36483635187941 | 3.36483635187941 |
| 128 | 1 | -3.24679283188549 | 4.24679283188549 |
| 129 | -3 | -5.99764811619044 | 2.99764811619044 |
| 130 | -4 | -6.68428990594991 | 2.68428990594991 |
| 131 | -9 | -10.4122017381911 | 1.41220173819112 |
| 132 | -9 | -6.59096999137001 | -2.40903000862999 |
| 133 | -7 | -1.94477666140994 | -5.05522333859006 |
| 134 | -14 | -8.99935607268074 | -5.00064392731926 |
| 135 | -12 | -16.5757185299951 | 4.57571852999505 |
| 136 | -16 | -16.1486430107637 | 0.148643010763669 |
| 137 | -20 | -17.5599450979496 | -2.44005490205041 |
| 138 | -12 | -14.3507820146818 | 2.35078201468178 |
| 139 | -12 | -11.4861741380959 | -0.513825861904129 |
| 140 | -10 | -9.85331778068667 | -0.146682219313325 |
| 141 | -10 | -6.01049299020037 | -3.98950700979963 |
| 142 | -13 | -10.0620452388507 | -2.93795476114935 |
| 143 | -16 | -15.1947777304554 | -0.80522226954458 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.633716442651111 | 0.732567114697777 | 0.366283557348889 |
| 18 | 0.468193181838447 | 0.936386363676894 | 0.531806818161553 |
| 19 | 0.680720727354881 | 0.638558545290238 | 0.319279272645119 |
| 20 | 0.525352464961313 | 0.949295070077374 | 0.474647535038687 |
| 21 | 0.492614549046479 | 0.985229098092959 | 0.507385450953521 |
| 22 | 0.432841764049017 | 0.865683528098034 | 0.567158235950983 |
| 23 | 0.333305446597608 | 0.666610893195216 | 0.666694553402392 |
| 24 | 0.266591711349434 | 0.533183422698867 | 0.733408288650566 |
| 25 | 0.200060958762938 | 0.400121917525877 | 0.799939041237062 |
| 26 | 0.140771841245012 | 0.281543682490023 | 0.859228158754988 |
| 27 | 0.153585853285032 | 0.307171706570064 | 0.846414146714968 |
| 28 | 0.126013769944595 | 0.25202753988919 | 0.873986230055405 |
| 29 | 0.189916870604088 | 0.379833741208176 | 0.810083129395912 |
| 30 | 0.170771549911625 | 0.341543099823251 | 0.829228450088375 |
| 31 | 0.144036887864104 | 0.288073775728209 | 0.855963112135896 |
| 32 | 0.104703257975757 | 0.209406515951513 | 0.895296742024243 |
| 33 | 0.0736947030493444 | 0.147389406098689 | 0.926305296950656 |
| 34 | 0.0509428584221967 | 0.101885716844393 | 0.949057141577803 |
| 35 | 0.0358691344077706 | 0.0717382688155412 | 0.964130865592229 |
| 36 | 0.0236180205034425 | 0.0472360410068851 | 0.976381979496557 |
| 37 | 0.0481860710131517 | 0.0963721420263034 | 0.951813928986848 |
| 38 | 0.0349707777701967 | 0.0699415555403934 | 0.965029222229803 |
| 39 | 0.0252693227989234 | 0.0505386455978468 | 0.974730677201077 |
| 40 | 0.0616336707248381 | 0.123267341449676 | 0.938366329275162 |
| 41 | 0.0466596931807042 | 0.0933193863614085 | 0.953340306819296 |
| 42 | 0.0333116402924634 | 0.0666232805849268 | 0.966688359707537 |
| 43 | 0.0249662717899873 | 0.0499325435799745 | 0.975033728210013 |
| 44 | 0.0172772430200968 | 0.0345544860401936 | 0.982722756979903 |
| 45 | 0.0145511088452854 | 0.0291022176905708 | 0.985448891154715 |
| 46 | 0.0105909309277074 | 0.0211818618554148 | 0.989409069072293 |
| 47 | 0.00854394402186495 | 0.0170878880437299 | 0.991456055978135 |
| 48 | 0.00577800206238701 | 0.011556004124774 | 0.994221997937613 |
| 49 | 0.0149642029113241 | 0.0299284058226483 | 0.985035797088676 |
| 50 | 0.0103792464788237 | 0.0207584929576474 | 0.989620753521176 |
| 51 | 0.00893033238081503 | 0.0178606647616301 | 0.991069667619185 |
| 52 | 0.00602917774000495 | 0.0120583554800099 | 0.993970822259995 |
| 53 | 0.00426329904683053 | 0.00852659809366106 | 0.995736700953169 |
| 54 | 0.00337670833834563 | 0.00675341667669127 | 0.996623291661654 |
| 55 | 0.00235190449588679 | 0.00470380899177359 | 0.997648095504113 |
| 56 | 0.00180402771530186 | 0.00360805543060371 | 0.998195972284698 |
| 57 | 0.00173231669745916 | 0.00346463339491832 | 0.998267683302541 |
| 58 | 0.00115416537369478 | 0.00230833074738956 | 0.998845834626305 |
| 59 | 0.00075163713883759 | 0.00150327427767518 | 0.999248362861162 |
| 60 | 0.000461052681138395 | 0.000922105362276789 | 0.999538947318862 |
| 61 | 0.000341511513934933 | 0.000683023027869866 | 0.999658488486065 |
| 62 | 0.000260881086746501 | 0.000521762173493002 | 0.999739118913254 |
| 63 | 0.000157937490438402 | 0.000315874980876805 | 0.999842062509562 |
| 64 | 0.000226547689212007 | 0.000453095378424014 | 0.999773452310788 |
| 65 | 0.000213190135114117 | 0.000426380270228233 | 0.999786809864886 |
| 66 | 0.000130562634271355 | 0.00026112526854271 | 0.999869437365729 |
| 67 | 8.50481411121924e-05 | 0.000170096282224385 | 0.999914951858888 |
| 68 | 6.65195684965238e-05 | 0.000133039136993048 | 0.999933480431503 |
| 69 | 4.43895763497847e-05 | 8.87791526995694e-05 | 0.99995561042365 |
| 70 | 3.41689617940813e-05 | 6.83379235881626e-05 | 0.999965831038206 |
| 71 | 3.85435127452557e-05 | 7.70870254905113e-05 | 0.999961456487255 |
| 72 | 4.79902979987787e-05 | 9.59805959975573e-05 | 0.999952009702001 |
| 73 | 4.81055706177123e-05 | 9.62111412354247e-05 | 0.999951894429382 |
| 74 | 4.31965410711234e-05 | 8.63930821422468e-05 | 0.999956803458929 |
| 75 | 3.32871124966947e-05 | 6.65742249933894e-05 | 0.999966712887503 |
| 76 | 2.50752014563646e-05 | 5.01504029127293e-05 | 0.999974924798544 |
| 77 | 1.66311432620102e-05 | 3.32622865240203e-05 | 0.999983368856738 |
| 78 | 9.97508726887931e-06 | 1.99501745377586e-05 | 0.999990024912731 |
| 79 | 7.98426892601397e-06 | 1.59685378520279e-05 | 0.999992015731074 |
| 80 | 4.96171164867864e-06 | 9.92342329735729e-06 | 0.999995038288351 |
| 81 | 2.75841984881638e-06 | 5.51683969763275e-06 | 0.999997241580151 |
| 82 | 1.69717898760979e-06 | 3.39435797521957e-06 | 0.999998302821012 |
| 83 | 1.15490439014992e-06 | 2.30980878029983e-06 | 0.99999884509561 |
| 84 | 7.11595747424123e-07 | 1.42319149484825e-06 | 0.999999288404253 |
| 85 | 5.24628874158455e-07 | 1.04925774831691e-06 | 0.999999475371126 |
| 86 | 2.87433886717748e-07 | 5.74867773435496e-07 | 0.999999712566113 |
| 87 | 1.0580263328253e-06 | 2.11605266565061e-06 | 0.999998941973667 |
| 88 | 2.53880719492228e-06 | 5.07761438984456e-06 | 0.999997461192805 |
| 89 | 1.6608348859802e-06 | 3.32166977196039e-06 | 0.999998339165114 |
| 90 | 3.55581913640508e-05 | 7.11163827281016e-05 | 0.999964441808636 |
| 91 | 0.000121052983483608 | 0.000242105966967216 | 0.999878947016516 |
| 92 | 0.00020165710428049 | 0.00040331420856098 | 0.99979834289572 |
| 93 | 0.000616368150622919 | 0.00123273630124584 | 0.999383631849377 |
| 94 | 0.00171405873545593 | 0.00342811747091186 | 0.998285941264544 |
| 95 | 0.00228043333448085 | 0.00456086666896169 | 0.997719566665519 |
| 96 | 0.002061624864381 | 0.004123249728762 | 0.997938375135619 |
| 97 | 0.00228825808619309 | 0.00457651617238619 | 0.997711741913807 |
| 98 | 0.00953639962598474 | 0.0190727992519695 | 0.990463600374015 |
| 99 | 0.0262031566793948 | 0.0524063133587896 | 0.973796843320605 |
| 100 | 0.0330283114076717 | 0.0660566228153433 | 0.966971688592328 |
| 101 | 0.0680089248391529 | 0.136017849678306 | 0.931991075160847 |
| 102 | 0.0759054313641645 | 0.151810862728329 | 0.924094568635836 |
| 103 | 0.0630761797688088 | 0.126152359537618 | 0.936923820231191 |
| 104 | 0.0505556193827009 | 0.101111238765402 | 0.949444380617299 |
| 105 | 0.0397852776607243 | 0.0795705553214486 | 0.960214722339276 |
| 106 | 0.036014504467608 | 0.072029008935216 | 0.963985495532392 |
| 107 | 0.0852392169804731 | 0.170478433960946 | 0.914760783019527 |
| 108 | 0.280323724283755 | 0.560647448567511 | 0.719676275716245 |
| 109 | 0.228415212447163 | 0.456830424894327 | 0.771584787552837 |
| 110 | 0.185459635200224 | 0.370919270400448 | 0.814540364799776 |
| 111 | 0.36265070381433 | 0.725301407628661 | 0.63734929618567 |
| 112 | 0.32663204525078 | 0.653264090501559 | 0.67336795474922 |
| 113 | 0.280634379405179 | 0.561268758810358 | 0.719365620594821 |
| 114 | 0.317752687413782 | 0.635505374827564 | 0.682247312586218 |
| 115 | 0.306077231334522 | 0.612154462669043 | 0.693922768665478 |
| 116 | 0.273191095080722 | 0.546382190161444 | 0.726808904919278 |
| 117 | 0.299799860970566 | 0.599599721941133 | 0.700200139029434 |
| 118 | 0.710892387934268 | 0.578215224131464 | 0.289107612065732 |
| 119 | 0.6648800934009 | 0.6702398131982 | 0.3351199065991 |
| 120 | 0.690248647695384 | 0.619502704609232 | 0.309751352304616 |
| 121 | 0.59288210950318 | 0.814235780993641 | 0.40711789049682 |
| 122 | 0.555456891909089 | 0.889086216181822 | 0.444543108090911 |
| 123 | 0.539308395228438 | 0.921383209543123 | 0.460691604771562 |
| 124 | 0.422288266247523 | 0.844576532495046 | 0.577711733752477 |
| 125 | 0.508115010156852 | 0.983769979686297 | 0.491884989843148 |
| 126 | 0.545328571569574 | 0.909342856860852 | 0.454671428430426 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 45 | 0.409090909090909 | NOK |
| 5% type I error level | 57 | 0.518181818181818 | NOK |
| 10% type I error level | 67 | 0.609090909090909 | NOK |
