| Multiple Linear Regression - Estimated Regression Equation |
| A[t] = + 145.016754183974 -0.000129868926349765B[t] -0.155238040790202C[t] + 0.90237237994061D[t] -0.352726507365147E[t] + 0.258857530986131F[t] -0.587179897836293G[t] -0.354649644645532H[t] -3.78028069397647I[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) | 145.016754183974 | 3.589994 | 40.3947 | 0 | 0 |
| B | -0.000129868926349765 | 0.001861 | -0.0698 | 0.944472 | 0.472236 |
| C | -0.155238040790202 | 0.085614 | -1.8132 | 0.072087 | 0.036043 |
| D | 0.90237237994061 | 0.400684 | 2.2521 | 0.025981 | 0.012991 |
| E | -0.352726507365147 | 0.094166 | -3.7458 | 0.000268 | 0.000134 |
| F | 0.258857530986131 | 0.084404 | 3.0669 | 0.002628 | 0.001314 |
| G | -0.587179897836293 | 0.264192 | -2.2226 | 0.027961 | 0.013981 |
| H | -0.354649644645532 | 0.481376 | -0.7367 | 0.462597 | 0.231299 |
| I | -3.78028069397647 | 0.233686 | -16.1767 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.968502611781777 |
| R-squared | 0.937997309028124 |
| Adjusted R-squared | 0.934210885151979 |
| F-TEST (value) | 247.72644049115 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 131 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 10.4030329195381 |
| Sum Squared Residuals | 14177.2253041742 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1 | -49.9586460055427 | 50.9586460055427 |
| 2 | 2 | -40.4282734252812 | 42.4282734252812 |
| 3 | 3 | -27.5476074044001 | 30.5476074044001 |
| 4 | 4 | -24.575241872554 | 28.575241872554 |
| 5 | 5 | -13.2775928581832 | 18.2775928581832 |
| 6 | 6 | 1.12589334694395 | 4.87410665305605 |
| 7 | 7 | -1.57050823285372 | 8.57050823285372 |
| 8 | 8 | -1.69174073713429 | 9.69174073713429 |
| 9 | 9 | 2.52900231215462 | 6.47099768784538 |
| 10 | 10 | 16.0444293639154 | -6.0444293639154 |
| 11 | 11 | 18.9834296360241 | -7.98342963602406 |
| 12 | 12 | 21.7151463698325 | -9.71514636983251 |
| 13 | 13 | 23.9209976563343 | -10.9209976563343 |
| 14 | 14 | 23.7554560893341 | -9.75545608933414 |
| 15 | 15 | 19.1612934814923 | -4.16129348149229 |
| 16 | 16 | 23.6995715267009 | -7.69957152670091 |
| 17 | 17 | 25.0209423851123 | -8.02094238511229 |
| 18 | 18 | 22.9750332213382 | -4.97503322133816 |
| 19 | 19 | 29.5644638573717 | -10.5644638573717 |
| 20 | 20 | 32.084865075885 | -12.084865075885 |
| 21 | 21 | 32.8364845369256 | -11.8364845369256 |
| 22 | 22 | 32.5030100985634 | -10.5030100985634 |
| 23 | 23 | 32.8769048101896 | -9.87690481018959 |
| 24 | 24 | 38.153030792919 | -14.153030792919 |
| 25 | 25 | 43.9228946672244 | -18.9228946672244 |
| 26 | 26 | 42.5115868675937 | -16.5115868675937 |
| 27 | 27 | 33.6999258472572 | -6.69992584725723 |
| 28 | 28 | 49.2720078610296 | -21.2720078610296 |
| 29 | 29 | 36.7998528467639 | -7.7998528467639 |
| 30 | 30 | 36.7605424142416 | -6.76054241424161 |
| 31 | 31 | 41.8289368849396 | -10.8289368849396 |
| 32 | 32 | 45.2450179134025 | -13.2450179134025 |
| 33 | 33 | 48.1187571862122 | -15.1187571862122 |
| 34 | 34 | 44.7204366033766 | -10.7204366033766 |
| 35 | 35 | 44.9074319532361 | -9.90743195323611 |
| 36 | 36 | 43.6686318086221 | -7.66863180862209 |
| 37 | 37 | 44.7738255589076 | -7.77382555890756 |
| 38 | 38 | 49.684044264545 | -11.684044264545 |
| 39 | 39 | 47.1840506016611 | -8.18405060166113 |
| 40 | 40 | 51.8126891531144 | -11.8126891531144 |
| 41 | 41 | 49.0035965952436 | -8.00359659524361 |
| 42 | 42 | 39.1749539527155 | 2.82504604728448 |
| 43 | 43 | 52.206426019059 | -9.20642601905896 |
| 44 | 44 | 50.2362345716309 | -6.23623457163092 |
| 45 | 45 | 48.9050289835539 | -3.90502898355392 |
| 46 | 46 | 52.3423274036941 | -6.34232740369412 |
| 47 | 47 | 51.5286698626429 | -4.52866986264291 |
| 48 | 48 | 55.5322018853448 | -7.53220188534485 |
| 49 | 49 | 56.7935817536887 | -7.79358175368868 |
| 50 | 50 | 54.6877925944591 | -4.68779259445906 |
| 51 | 51 | 55.1326113051205 | -4.13261130512046 |
| 52 | 52 | 58.1697375711184 | -6.16973757111838 |
| 53 | 53 | 55.9449183467428 | -2.94491834674284 |
| 54 | 54 | 58.6905186642976 | -4.69051866429762 |
| 55 | 55 | 56.8053263619326 | -1.80532636193257 |
| 56 | 56 | 57.0204771193634 | -1.02047711936339 |
| 57 | 57 | 53.7240090234765 | 3.27599097652351 |
| 58 | 58 | 58.9136561500612 | -0.913656150061204 |
| 59 | 59 | 60.8331808777179 | -1.8331808777179 |
| 60 | 60 | 62.2438779217031 | -2.24387792170314 |
| 61 | 61 | 58.5260797615653 | 2.47392023843466 |
| 62 | 62 | 62.6770959589676 | -0.677095958967611 |
| 63 | 63 | 63.4221181992477 | -0.422118199247679 |
| 64 | 64 | 60.4011349082701 | 3.59886509172988 |
| 65 | 65 | 64.1590909544249 | 0.840909045575145 |
| 66 | 66 | 65.8983922256513 | 0.101607774348649 |
| 67 | 67 | 61.0788332844125 | 5.92116671558746 |
| 68 | 68 | 70.7732583920815 | -2.77325839208153 |
| 69 | 69 | 69.2889694585612 | -0.288969458561185 |
| 70 | 70 | 71.5026509968387 | -1.50265099683868 |
| 71 | 71 | 71.1289730023498 | -0.12897300234975 |
| 72 | 72 | 72.9305616624163 | -0.930561662416291 |
| 73 | 73 | 76.9133866009824 | -3.91338660098238 |
| 74 | 74 | 85.5557127588152 | -11.5557127588152 |
| 75 | 75 | 83.0058955407454 | -8.00589554074539 |
| 76 | 76 | 83.2382623126643 | -7.23826231266433 |
| 77 | 77 | 76.5895569359996 | 0.410443064000378 |
| 78 | 78 | 80.7885939055093 | -2.78859390550926 |
| 79 | 79 | 87.2375388368432 | -8.23753883684316 |
| 80 | 80 | 91.4079625799926 | -11.4079625799926 |
| 81 | 81 | 76.317096182056 | 4.68290381794398 |
| 82 | 82 | 87.2440227341449 | -5.24402273414487 |
| 83 | 83 | 82.8145549701176 | 0.185445029882385 |
| 84 | 84 | 80.7228174485511 | 3.27718255144895 |
| 85 | 85 | 86.4158715014034 | -1.4158715014034 |
| 86 | 86 | 90.2301285634238 | -4.23012856342381 |
| 87 | 87 | 87.4747920049338 | -0.474792004933763 |
| 88 | 88 | 82.4473962475368 | 5.55260375246318 |
| 89 | 89 | 86.2746653352709 | 2.72533466472907 |
| 90 | 90 | 84.4685105728964 | 5.53148942710361 |
| 91 | 91 | 90.0120636329207 | 0.987936367079345 |
| 92 | 92 | 94.969433068649 | -2.96943306864903 |
| 93 | 93 | 90.3629381040654 | 2.6370618959346 |
| 94 | 94 | 98.0178288474365 | -4.01782884743654 |
| 95 | 95 | 95.5662949439886 | -0.566294943988613 |
| 96 | 96 | 91.8504469972579 | 4.14955300274213 |
| 97 | 97 | 89.1435927528459 | 7.85640724715409 |
| 98 | 98 | 96.2941743705892 | 1.70582562941084 |
| 99 | 99 | 96.2915476499197 | 2.70845235008033 |
| 100 | 100 | 95.4698057262656 | 4.53019427373441 |
| 101 | 101 | 99.2664011821613 | 1.73359881783873 |
| 102 | 102 | 104.496425827801 | -2.4964258278008 |
| 103 | 103 | 96.3134637311842 | 6.68653626881578 |
| 104 | 104 | 97.7012100670335 | 6.29878993296652 |
| 105 | 105 | 102.481284060922 | 2.51871593907811 |
| 106 | 106 | 99.6989668220073 | 6.30103317799275 |
| 107 | 107 | 97.3247613359806 | 9.67523866401939 |
| 108 | 108 | 95.8084775438908 | 12.1915224561092 |
| 109 | 109 | 116.822875890054 | -7.82287589005431 |
| 110 | 110 | 99.925185725668 | 10.074814274332 |
| 111 | 111 | 102.837647891088 | 8.16235210891239 |
| 112 | 112 | 106.014435013298 | 5.98556498670234 |
| 113 | 113 | 107.907749163395 | 5.09225083660508 |
| 114 | 114 | 110.115513835155 | 3.88448616484527 |
| 115 | 115 | 113.971460685885 | 1.02853931411545 |
| 116 | 116 | 100.803065424644 | 15.1969345753563 |
| 117 | 117 | 113.303527382312 | 3.69647261768779 |
| 118 | 118 | 113.217973461353 | 4.78202653864684 |
| 119 | 119 | 110.184040077667 | 8.81595992233275 |
| 120 | 120 | 110.650915004913 | 9.349084995087 |
| 121 | 121 | 113.397094757798 | 7.6029052422019 |
| 122 | 122 | 120.235991059137 | 1.76400894086336 |
| 123 | 123 | 114.098602466702 | 8.90139753329798 |
| 124 | 124 | 120.629793261702 | 3.37020673829805 |
| 125 | 125 | 114.867185872241 | 10.132814127759 |
| 126 | 126 | 127.136846985873 | -1.13684698587273 |
| 127 | 127 | 124.128573097067 | 2.87142690293333 |
| 128 | 128 | 125.950080588238 | 2.04991941176239 |
| 129 | 129 | 128.472170960976 | 0.5278290390237 |
| 130 | 130 | 119.298678552058 | 10.7013214479417 |
| 131 | 131 | 123.408512829466 | 7.59148717053362 |
| 132 | 132 | 124.329500748521 | 7.67049925147878 |
| 133 | 133 | 122.789045116698 | 10.2109548833018 |
| 134 | 134 | 124.439588102633 | 9.56041189736669 |
| 135 | 135 | 125.527551486941 | 9.47244851305912 |
| 136 | 136 | 128.888248051907 | 7.11175194809279 |
| 137 | 137 | 149.760838244646 | -12.7608382446463 |
| 138 | 138 | 129.643374327763 | 8.35662567223693 |
| 139 | 139 | 133.562587683328 | 5.43741231667183 |
| 140 | 140 | 130.978202328499 | 9.02179767150117 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 0.00568277293264032 | 0.0113655458652806 | 0.99431722706736 |
| 13 | 0.00137255633377462 | 0.00274511266754925 | 0.998627443666225 |
| 14 | 0.00214775226270229 | 0.00429550452540457 | 0.997852247737298 |
| 15 | 0.0030274134331329 | 0.00605482686626579 | 0.996972586566867 |
| 16 | 0.0691835863403928 | 0.138367172680786 | 0.930816413659607 |
| 17 | 0.0763058221172334 | 0.152611644234467 | 0.923694177882767 |
| 18 | 0.0956410183201901 | 0.19128203664038 | 0.90435898167981 |
| 19 | 0.148090696336666 | 0.296181392673333 | 0.851909303663334 |
| 20 | 0.105629258916792 | 0.211258517833585 | 0.894370741083208 |
| 21 | 0.195325113164116 | 0.390650226328233 | 0.804674886835884 |
| 22 | 0.2610653946076 | 0.522130789215201 | 0.7389346053924 |
| 23 | 0.299065579668517 | 0.598131159337034 | 0.700934420331483 |
| 24 | 0.268779672718418 | 0.537559345436836 | 0.731220327281582 |
| 25 | 0.340020101469338 | 0.680040202938676 | 0.659979898530662 |
| 26 | 0.272834681515563 | 0.545669363031125 | 0.727165318484437 |
| 27 | 0.563763451658043 | 0.872473096683915 | 0.436236548341958 |
| 28 | 0.567618220671141 | 0.864763558657719 | 0.432381779328859 |
| 29 | 0.689105294148881 | 0.621789411702237 | 0.310894705851119 |
| 30 | 0.789308884774695 | 0.42138223045061 | 0.210691115225305 |
| 31 | 0.929541157999447 | 0.140917684001106 | 0.070458842000553 |
| 32 | 0.958663922627844 | 0.0826721547443113 | 0.0413360773721556 |
| 33 | 0.981948233827708 | 0.0361035323445832 | 0.0180517661722916 |
| 34 | 0.989613379379759 | 0.0207732412404822 | 0.0103866206202411 |
| 35 | 0.992960233644166 | 0.0140795327116685 | 0.00703976635583423 |
| 36 | 0.996579637925656 | 0.00684072414868887 | 0.00342036207434444 |
| 37 | 0.997924725311605 | 0.00415054937679052 | 0.00207527468839526 |
| 38 | 0.999333016838424 | 0.00133396632315234 | 0.000666983161576168 |
| 39 | 0.999630489923697 | 0.000739020152606292 | 0.000369510076303146 |
| 40 | 0.999921084305388 | 0.000157831389223214 | 7.89156946116069e-05 |
| 41 | 0.999978217166227 | 4.35656675463065e-05 | 2.17828337731532e-05 |
| 42 | 0.999991030134094 | 1.79397318120342e-05 | 8.96986590601711e-06 |
| 43 | 0.999992744645539 | 1.45107089211208e-05 | 7.25535446056039e-06 |
| 44 | 0.999997939806942 | 4.12038611519914e-06 | 2.06019305759957e-06 |
| 45 | 0.999999667914091 | 6.64171817175457e-07 | 3.32085908587728e-07 |
| 46 | 0.999999786711044 | 4.2657791228762e-07 | 2.1328895614381e-07 |
| 47 | 0.999999817943828 | 3.64112344043032e-07 | 1.82056172021516e-07 |
| 48 | 0.99999997436181 | 5.12763790920695e-08 | 2.56381895460348e-08 |
| 49 | 0.999999992293631 | 1.54127376398761e-08 | 7.70636881993804e-09 |
| 50 | 0.99999999772827 | 4.54346079722624e-09 | 2.27173039861312e-09 |
| 51 | 0.999999998996801 | 2.00639721208881e-09 | 1.00319860604441e-09 |
| 52 | 0.999999999703306 | 5.93387685255278e-10 | 2.96693842627639e-10 |
| 53 | 0.999999999853482 | 2.93036554167122e-10 | 1.46518277083561e-10 |
| 54 | 0.99999999991841 | 1.63179661161187e-10 | 8.15898305805934e-11 |
| 55 | 0.999999999969533 | 6.09335007391686e-11 | 3.04667503695843e-11 |
| 56 | 0.999999999981917 | 3.61655626367602e-11 | 1.80827813183801e-11 |
| 57 | 0.999999999992052 | 1.5896061318983e-11 | 7.94803065949148e-12 |
| 58 | 0.999999999997621 | 4.75741959537606e-12 | 2.37870979768803e-12 |
| 59 | 0.999999999997266 | 5.46773556597028e-12 | 2.73386778298514e-12 |
| 60 | 0.999999999997779 | 4.44214899927688e-12 | 2.22107449963844e-12 |
| 61 | 0.99999999999937 | 1.25942009235662e-12 | 6.29710046178309e-13 |
| 62 | 0.999999999999814 | 3.72918805053534e-13 | 1.86459402526767e-13 |
| 63 | 0.999999999999976 | 4.71922803874804e-14 | 2.35961401937402e-14 |
| 64 | 0.999999999999996 | 7.29306887531553e-15 | 3.64653443765777e-15 |
| 65 | 0.999999999999995 | 1.02381713995228e-14 | 5.11908569976141e-15 |
| 66 | 0.999999999999995 | 1.00784698991714e-14 | 5.0392349495857e-15 |
| 67 | 0.999999999999996 | 7.92195228598328e-15 | 3.96097614299164e-15 |
| 68 | 0.999999999999996 | 8.70559171225156e-15 | 4.35279585612578e-15 |
| 69 | 0.999999999999994 | 1.25876383142954e-14 | 6.29381915714771e-15 |
| 70 | 0.999999999999987 | 2.51297171058686e-14 | 1.25648585529343e-14 |
| 71 | 0.999999999999979 | 4.25053325582036e-14 | 2.12526662791018e-14 |
| 72 | 0.999999999999966 | 6.80247516555149e-14 | 3.40123758277575e-14 |
| 73 | 0.999999999999958 | 8.36129674877817e-14 | 4.18064837438909e-14 |
| 74 | 0.999999999999996 | 8.36774642576975e-15 | 4.18387321288487e-15 |
| 75 | 1 | 6.85409215982486e-16 | 3.42704607991243e-16 |
| 76 | 1 | 2.14594335139559e-16 | 1.0729716756978e-16 |
| 77 | 1 | 4.69410453413289e-17 | 2.34705226706644e-17 |
| 78 | 1 | 1.47145310289212e-17 | 7.35726551446062e-18 |
| 79 | 1 | 1.21262270495144e-18 | 6.0631135247572e-19 |
| 80 | 1 | 2.83331598692707e-19 | 1.41665799346354e-19 |
| 81 | 1 | 4.4908750586645e-19 | 2.24543752933225e-19 |
| 82 | 1 | 9.74421951474871e-19 | 4.87210975737436e-19 |
| 83 | 1 | 1.36536487386336e-18 | 6.82682436931681e-19 |
| 84 | 1 | 2.94696464127018e-18 | 1.47348232063509e-18 |
| 85 | 1 | 8.41361074921124e-18 | 4.20680537460562e-18 |
| 86 | 1 | 5.83935767029717e-18 | 2.91967883514858e-18 |
| 87 | 1 | 5.91075209949756e-18 | 2.95537604974878e-18 |
| 88 | 1 | 9.31808895421638e-18 | 4.65904447710819e-18 |
| 89 | 1 | 2.11852699188789e-17 | 1.05926349594395e-17 |
| 90 | 1 | 4.46012588904787e-17 | 2.23006294452393e-17 |
| 91 | 1 | 2.2409895493625e-17 | 1.12049477468125e-17 |
| 92 | 1 | 4.58992565064664e-18 | 2.29496282532332e-18 |
| 93 | 1 | 3.07371740824819e-18 | 1.53685870412409e-18 |
| 94 | 1 | 5.82835701109395e-18 | 2.91417850554698e-18 |
| 95 | 1 | 1.03205547129351e-17 | 5.16027735646753e-18 |
| 96 | 1 | 3.18430817222848e-17 | 1.59215408611424e-17 |
| 97 | 1 | 1.75156592462775e-17 | 8.75782962313873e-18 |
| 98 | 1 | 3.48914276519211e-17 | 1.74457138259606e-17 |
| 99 | 1 | 1.17582284688626e-16 | 5.87911423443128e-17 |
| 100 | 1 | 2.47834076904873e-16 | 1.23917038452437e-16 |
| 101 | 1 | 9.87102500311394e-16 | 4.93551250155697e-16 |
| 102 | 0.999999999999998 | 4.5291811303737e-15 | 2.26459056518685e-15 |
| 103 | 0.999999999999996 | 7.18659802768236e-15 | 3.59329901384118e-15 |
| 104 | 0.999999999999994 | 1.26940376539756e-14 | 6.34701882698779e-15 |
| 105 | 0.999999999999985 | 3.00280234578758e-14 | 1.50140117289379e-14 |
| 106 | 0.999999999999964 | 7.26356354965487e-14 | 3.63178177482744e-14 |
| 107 | 0.999999999999832 | 3.35174679688071e-13 | 1.67587339844036e-13 |
| 108 | 0.999999999999549 | 9.02167931180117e-13 | 4.51083965590058e-13 |
| 109 | 0.999999999997914 | 4.17108141317254e-12 | 2.08554070658627e-12 |
| 110 | 0.999999999993615 | 1.27692803046152e-11 | 6.3846401523076e-12 |
| 111 | 0.999999999978178 | 4.36440904728317e-11 | 2.18220452364159e-11 |
| 112 | 0.999999999898565 | 2.02869850166807e-10 | 1.01434925083403e-10 |
| 113 | 0.999999999865403 | 2.69194129618786e-10 | 1.34597064809393e-10 |
| 114 | 0.999999999737473 | 5.25053103918915e-10 | 2.62526551959458e-10 |
| 115 | 0.999999999926989 | 1.46021717742457e-10 | 7.30108588712287e-11 |
| 116 | 0.999999999845141 | 3.09717423512096e-10 | 1.54858711756048e-10 |
| 117 | 0.999999999132451 | 1.73509893962209e-09 | 8.67549469811044e-10 |
| 118 | 0.999999999813032 | 3.73936992366756e-10 | 1.86968496183378e-10 |
| 119 | 0.999999998827493 | 2.34501299534003e-09 | 1.17250649767001e-09 |
| 120 | 0.999999991900219 | 1.61995613515735e-08 | 8.09978067578675e-09 |
| 121 | 0.999999962917274 | 7.41654524807731e-08 | 3.70827262403866e-08 |
| 122 | 0.999999865406264 | 2.69187472772377e-07 | 1.34593736386188e-07 |
| 123 | 0.999999534871591 | 9.30256817948001e-07 | 4.65128408974e-07 |
| 124 | 0.999997034425882 | 5.93114823608881e-06 | 2.96557411804441e-06 |
| 125 | 0.999982229057048 | 3.55418859048649e-05 | 1.77709429524324e-05 |
| 126 | 0.999854522997633 | 0.000290954004734237 | 0.000145477002367118 |
| 127 | 0.998892345626671 | 0.00221530874665865 | 0.00110765437332932 |
| 128 | 0.99728227334705 | 0.00543545330590031 | 0.00271772665295016 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 96 | 0.82051282051282 | NOK |
| 5% type I error level | 100 | 0.854700854700855 | NOK |
| 10% type I error level | 101 | 0.863247863247863 | NOK |
