| Multiple Linear Regression - Estimated Regression Equation |
| month[t] = + 8.33938962516956 -0.0391199022599001col[t] + 0.00408947676083816usa[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) | 8.33938962516956 | 2.904272 | 2.8714 | 0.004722 | 0.002361 |
| col | -0.0391199022599001 | 0.0513 | -0.7626 | 0.447004 | 0.223502 |
| usa | 0.00408947676083816 | 0.01064 | 0.3843 | 0.701314 | 0.350657 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.0666125342567079 |
| R-squared | 0.00443722972010109 |
| Adjusted R-squared | -0.00978509556961171 |
| F-TEST (value) | 0.311990453720713 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 140 |
| p-value | 0.732496115637195 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.46210025044929 |
| Sum Squared Residuals | 1678.05934018255 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1 | 5.96782112993921 | -4.96782112993921 |
| 2 | 2 | 6.07087594431233 | -4.07087594431233 |
| 3 | 3 | 6.15887141793023 | -3.15887141793023 |
| 4 | 4 | 6.32623823801535 | -2.32623823801535 |
| 5 | 5 | 6.44315959013055 | -1.44315959013055 |
| 6 | 6 | 6.39964119754124 | -0.39964119754124 |
| 7 | 7 | 6.38323004453743 | 0.616769955462567 |
| 8 | 8 | 6.36781573071251 | 1.63218426928749 |
| 9 | 9 | 6.37057405846198 | 2.62942594153802 |
| 10 | 10 | 6.36908244292333 | 3.63091755707667 |
| 11 | 11 | 6.34237806069535 | 4.65762193930465 |
| 12 | 12 | 6.34378457619625 | 5.65621542380375 |
| 13 | 1 | 6.35022343303048 | -5.35022343303048 |
| 14 | 2 | 6.34528129225644 | -4.34528129225644 |
| 15 | 3 | 6.35107901162742 | -3.35107901162742 |
| 16 | 4 | 6.31687085335612 | -2.31687085335612 |
| 17 | 5 | 6.30887084366116 | -1.30887084366116 |
| 18 | 6 | 6.28700211028632 | -0.287002110286319 |
| 19 | 7 | 6.27743730450096 | 0.72256269549904 |
| 20 | 8 | 6.22941366851024 | 1.77058633148976 |
| 21 | 9 | 6.22361959236893 | 2.77638040763107 |
| 22 | 10 | 6.24904898612973 | 3.75095101387027 |
| 23 | 11 | 6.27979397103368 | 4.72020602896632 |
| 24 | 12 | 6.30339088160995 | 5.69660911839005 |
| 25 | 1 | 6.31358126214288 | -5.31358126214288 |
| 26 | 2 | 6.36018864908448 | -4.36018864908448 |
| 27 | 3 | 6.69889819397907 | -3.69889819397907 |
| 28 | 4 | 6.71196895689807 | -2.71196895689807 |
| 29 | 5 | 6.6537342771372 | -1.6537342771372 |
| 30 | 6 | 6.52077839812213 | -0.520778398122133 |
| 31 | 7 | 6.53837506767976 | 0.461624932320242 |
| 32 | 8 | 6.56930654402085 | 1.43069345597915 |
| 33 | 9 | 6.46559966249548 | 2.53440033750452 |
| 34 | 10 | 6.42695824523374 | 3.57304175476626 |
| 35 | 11 | 6.39486071943527 | 4.60513928056473 |
| 36 | 12 | 6.37330854723942 | 5.62669145276058 |
| 37 | 1 | 6.31877578844646 | -5.31877578844646 |
| 38 | 2 | 6.38040556154446 | -4.38040556154446 |
| 39 | 3 | 6.37642476264233 | -3.37642476264233 |
| 40 | 4 | 6.24482361045957 | -2.24482361045957 |
| 41 | 5 | 6.29759925255753 | -1.29759925255753 |
| 42 | 6 | 6.33513733871948 | -0.33513733871948 |
| 43 | 7 | 6.39230345604159 | 0.60769654395841 |
| 44 | 8 | 6.4140515920717 | 1.5859484079283 |
| 45 | 9 | 6.40427525973639 | 2.59572474026361 |
| 46 | 10 | 6.42357043835594 | 3.57642956164406 |
| 47 | 11 | 6.41134114861006 | 4.58865885138994 |
| 48 | 12 | 6.26211974904872 | 5.73788025095128 |
| 49 | 1 | 6.26583723273231 | -5.26583723273231 |
| 50 | 2 | 6.24077009850054 | -4.24077009850054 |
| 51 | 3 | 6.25035629616905 | -3.25035629616905 |
| 52 | 4 | 6.26911682924625 | -2.26911682924625 |
| 53 | 5 | 6.28899771343079 | -1.28899771343079 |
| 54 | 6 | 6.33105124403722 | -0.331051244037216 |
| 55 | 7 | 6.35431093019727 | 0.645689069802728 |
| 56 | 8 | 6.38727886866243 | 1.61272113133757 |
| 57 | 9 | 6.42193584379238 | 2.57806415620762 |
| 58 | 10 | 6.27530720493169 | 3.72469279506831 |
| 59 | 11 | 6.16715951680545 | 4.83284048319455 |
| 60 | 12 | 6.23486953043832 | 5.76513046956168 |
| 61 | 1 | 6.27288755889029 | -5.27288755889029 |
| 62 | 2 | 6.35745389915595 | -4.35745389915595 |
| 63 | 3 | 6.23050945199961 | -3.23050945199961 |
| 64 | 4 | 6.23408348916345 | -2.23408348916345 |
| 65 | 5 | 6.27720412491677 | -1.27720412491677 |
| 66 | 6 | 6.31365735727835 | -0.313657357278347 |
| 67 | 7 | 6.33700578670583 | 0.662994213294174 |
| 68 | 8 | 6.3857451980034 | 1.6142548019966 |
| 69 | 9 | 6.41640143963994 | 2.58359856036006 |
| 70 | 10 | 6.17384102562101 | 3.82615897437899 |
| 71 | 11 | 6.23509953428769 | 4.76490046571231 |
| 72 | 12 | 6.29973611628394 | 5.70026388371606 |
| 73 | 1 | 6.35558810460225 | -5.35558810460225 |
| 74 | 2 | 6.41142234426706 | -4.41142234426706 |
| 75 | 3 | 6.46935529691868 | -3.46935529691868 |
| 76 | 4 | 6.38647580738001 | -2.38647580738001 |
| 77 | 5 | 6.39853198246664 | -1.39853198246664 |
| 78 | 6 | 6.44963706519923 | -0.449637065199235 |
| 79 | 7 | 6.49752381248361 | 0.502476187516391 |
| 80 | 8 | 6.56233788101472 | 1.43766211898528 |
| 81 | 9 | 6.45162928626513 | 2.54837071373487 |
| 82 | 10 | 6.43537641385082 | 3.56462358614918 |
| 83 | 11 | 6.459665521913 | 4.540334478087 |
| 84 | 12 | 6.50778373033861 | 5.49221626966139 |
| 85 | 1 | 6.53868699583206 | -5.53868699583206 |
| 86 | 2 | 6.61712057824833 | -4.61712057824833 |
| 87 | 3 | 6.64489643749879 | -3.64489643749879 |
| 88 | 4 | 6.65015951132743 | -2.65015951132743 |
| 89 | 5 | 6.66877659788488 | -1.66877659788488 |
| 90 | 6 | 6.70851770301675 | -0.708517703016751 |
| 91 | 7 | 6.780533091836 | 0.219466908163996 |
| 92 | 8 | 6.71938180373617 | 1.28061819626383 |
| 93 | 9 | 6.70357337630491 | 2.29642662369509 |
| 94 | 10 | 6.76280416659872 | 3.23719583340128 |
| 95 | 11 | 6.78803686787932 | 4.21196313212068 |
| 96 | 12 | 6.76200401990004 | 5.23799598009996 |
| 97 | 1 | 6.81833667915429 | -5.81833667915429 |
| 98 | 2 | 6.8945842626082 | -4.8945842626082 |
| 99 | 3 | 6.84027859308088 | -3.84027859308088 |
| 100 | 4 | 6.96179949988129 | -2.96179949988129 |
| 101 | 5 | 7.06767244577774 | -2.06767244577774 |
| 102 | 6 | 7.00399574836152 | -1.00399574836152 |
| 103 | 7 | 7.08424479395477 | -0.0842447939547739 |
| 104 | 8 | 7.12870095059505 | 0.871299049404953 |
| 105 | 9 | 7.05259535636902 | 1.94740464363098 |
| 106 | 10 | 7.13024799803196 | 2.86975200196804 |
| 107 | 11 | 6.99743629418256 | 4.00256370581744 |
| 108 | 12 | 6.96632077349322 | 5.03367922650678 |
| 109 | 1 | 6.8306568981054 | -5.8306568981054 |
| 110 | 2 | 6.79743053859948 | -4.79743053859948 |
| 111 | 3 | 6.30657569934525 | -3.30657569934525 |
| 112 | 4 | 6.22360819518509 | -2.22360819518509 |
| 113 | 5 | 6.16853933355792 | -1.16853933355792 |
| 114 | 6 | 6.19613770627353 | -0.196137706273532 |
| 115 | 7 | 6.22887636953525 | 0.771123630464746 |
| 116 | 8 | 6.23430428176678 | 1.76569571823322 |
| 117 | 9 | 6.22456636132218 | 2.77543363867782 |
| 118 | 10 | 6.26377573549543 | 3.73622426450457 |
| 119 | 11 | 6.23742195446156 | 4.76257804553844 |
| 120 | 12 | 6.30499289345027 | 5.69500710654973 |
| 121 | 1 | 6.35451616008492 | -5.35451616008492 |
| 122 | 2 | 6.37775955488335 | -4.37775955488335 |
| 123 | 3 | 6.41471193548031 | -3.41471193548031 |
| 124 | 4 | 6.43299471220528 | -2.43299471220528 |
| 125 | 5 | 6.44964169822592 | -1.44964169822592 |
| 126 | 6 | 6.49479005235211 | -0.494790052352106 |
| 127 | 7 | 6.53376869403006 | 0.46623130596994 |
| 128 | 8 | 6.53947985607141 | 1.46052014392859 |
| 129 | 9 | 6.59611351378898 | 2.40388648621102 |
| 130 | 10 | 6.56399751069109 | 3.43600248930891 |
| 131 | 11 | 6.4503759508322 | 4.5496240491678 |
| 132 | 12 | 6.4764272761109 | 5.5235727238891 |
| 133 | 1 | 6.51303660312418 | -5.51303660312418 |
| 134 | 2 | 6.43915323381342 | -4.43915323381342 |
| 135 | 3 | 6.47907546870981 | -3.47907546870981 |
| 136 | 4 | 6.47848611991514 | -2.47848611991514 |
| 137 | 5 | 6.49694419723717 | -1.49694419723717 |
| 138 | 6 | 6.55574901984734 | -0.555749019847343 |
| 139 | 7 | 6.63900123110919 | 0.360998768890809 |
| 140 | 8 | 6.67774914029184 | 1.32225085970816 |
| 141 | 9 | 6.73932712472125 | 2.26067287527875 |
| 142 | 10 | 6.69186707376644 | 3.30813292623356 |
| 143 | 11 | 6.53760896099618 | 4.46239103900382 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.000462118325426455 | 0.000924236650852909 | 0.999537881674574 |
| 7 | 0.000656919209481222 | 0.00131383841896244 | 0.999343080790519 |
| 8 | 0.00228693830498203 | 0.00457387660996407 | 0.997713061695018 |
| 9 | 0.0101997115864827 | 0.0203994231729655 | 0.989800288413517 |
| 10 | 0.0393389111533316 | 0.0786778223066633 | 0.960661088846668 |
| 11 | 0.132210074560124 | 0.264420149120249 | 0.867789925439876 |
| 12 | 0.290325632929142 | 0.580651265858285 | 0.709674367070858 |
| 13 | 0.440507428896733 | 0.881014857793466 | 0.559492571103267 |
| 14 | 0.427576239678784 | 0.855152479357568 | 0.572423760321216 |
| 15 | 0.355863691548561 | 0.711727383097122 | 0.644136308451439 |
| 16 | 0.282116661250301 | 0.564233322500602 | 0.717883338749699 |
| 17 | 0.233288586717557 | 0.466577173435114 | 0.766711413282443 |
| 18 | 0.215522585629839 | 0.431045171259677 | 0.784477414370161 |
| 19 | 0.221018316217907 | 0.442036632435814 | 0.778981683782093 |
| 20 | 0.263438839189588 | 0.526877678379176 | 0.736561160810412 |
| 21 | 0.321607387182154 | 0.643214774364308 | 0.678392612817846 |
| 22 | 0.364259639266017 | 0.728519278532034 | 0.635740360733983 |
| 23 | 0.382160817962471 | 0.764321635924943 | 0.617839182037529 |
| 24 | 0.387623512048817 | 0.775247024097635 | 0.612376487951183 |
| 25 | 0.619750471228389 | 0.760499057543222 | 0.380249528771611 |
| 26 | 0.691637948212783 | 0.616724103574434 | 0.308362051787217 |
| 27 | 0.694226356990434 | 0.611547286019133 | 0.305773643009566 |
| 28 | 0.646297393282141 | 0.707405213435718 | 0.353702606717859 |
| 29 | 0.590629107216442 | 0.818741785567117 | 0.409370892783558 |
| 30 | 0.53558178650871 | 0.92883642698258 | 0.46441821349129 |
| 31 | 0.484765662064274 | 0.969531324128549 | 0.515234337935725 |
| 32 | 0.44166781068257 | 0.88333562136514 | 0.55833218931743 |
| 33 | 0.418469532967674 | 0.836939065935349 | 0.581530467032326 |
| 34 | 0.423233810618094 | 0.846467621236187 | 0.576766189381906 |
| 35 | 0.463654420361809 | 0.927308840723619 | 0.536345579638191 |
| 36 | 0.547959427333886 | 0.904081145332227 | 0.452040572666114 |
| 37 | 0.619203822088917 | 0.761592355822166 | 0.380796177911083 |
| 38 | 0.648723943421862 | 0.702552113156277 | 0.351276056578138 |
| 39 | 0.640871978676261 | 0.718256042647477 | 0.359128021323739 |
| 40 | 0.60442257472357 | 0.791154850552861 | 0.39557742527643 |
| 41 | 0.555769235456356 | 0.888461529087289 | 0.444230764543644 |
| 42 | 0.502032123915756 | 0.995935752168487 | 0.497967876084244 |
| 43 | 0.450958342779524 | 0.901916685559048 | 0.549041657220476 |
| 44 | 0.411598273917393 | 0.823196547834787 | 0.588401726082607 |
| 45 | 0.395362303860485 | 0.79072460772097 | 0.604637696139515 |
| 46 | 0.407101651864576 | 0.814203303729152 | 0.592898348135424 |
| 47 | 0.458886583271614 | 0.917773166543227 | 0.541113416728386 |
| 48 | 0.569167561906503 | 0.861664876186994 | 0.430832438093497 |
| 49 | 0.616105295495386 | 0.767789409009229 | 0.383894704504614 |
| 50 | 0.621715294725103 | 0.756569410549794 | 0.378284705274897 |
| 51 | 0.602699116631651 | 0.794601766736697 | 0.397300883368349 |
| 52 | 0.568118050020859 | 0.863763899958281 | 0.431881949979141 |
| 53 | 0.525245969462741 | 0.949508061074518 | 0.474754030537259 |
| 54 | 0.480113483833096 | 0.960226967666191 | 0.519886516166905 |
| 55 | 0.440429985171808 | 0.880859970343617 | 0.559570014828192 |
| 56 | 0.411283885838246 | 0.822567771676493 | 0.588716114161754 |
| 57 | 0.39694767341556 | 0.79389534683112 | 0.60305232658444 |
| 58 | 0.417198562000728 | 0.834397124001455 | 0.582801437999272 |
| 59 | 0.475946544599351 | 0.951893089198702 | 0.524053455400649 |
| 60 | 0.563019863016259 | 0.873960273967483 | 0.436980136983741 |
| 61 | 0.623607255447638 | 0.752785489104724 | 0.376392744552362 |
| 62 | 0.650393453278835 | 0.699213093442329 | 0.349606546721165 |
| 63 | 0.645492104620627 | 0.709015790758746 | 0.354507895379373 |
| 64 | 0.621391789851378 | 0.757216420297243 | 0.378608210148622 |
| 65 | 0.583917553944106 | 0.832164892111787 | 0.416082446055894 |
| 66 | 0.538923569820336 | 0.922152860359328 | 0.461076430179664 |
| 67 | 0.493500790811585 | 0.98700158162317 | 0.506499209188415 |
| 68 | 0.454353368455477 | 0.908706736910954 | 0.545646631544523 |
| 69 | 0.428876951209853 | 0.857753902419706 | 0.571123048790147 |
| 70 | 0.435799385773696 | 0.871598771547391 | 0.564200614226304 |
| 71 | 0.471217804991727 | 0.942435609983454 | 0.528782195008273 |
| 72 | 0.546084154280435 | 0.90783169143913 | 0.453915845719565 |
| 73 | 0.614807644722626 | 0.770384710554749 | 0.385192355277374 |
| 74 | 0.649715069159808 | 0.700569861680384 | 0.350284930840192 |
| 75 | 0.656657473947042 | 0.686685052105917 | 0.343342526052958 |
| 76 | 0.642901410937095 | 0.714197178125809 | 0.357098589062905 |
| 77 | 0.613547500307929 | 0.772904999384142 | 0.386452499692071 |
| 78 | 0.573052136948931 | 0.853895726102138 | 0.426947863051069 |
| 79 | 0.527657269696728 | 0.944685460606544 | 0.472342730303272 |
| 80 | 0.484550087489969 | 0.969100174979939 | 0.515449912510031 |
| 81 | 0.452574931264246 | 0.905149862528492 | 0.547425068735754 |
| 82 | 0.439792064461462 | 0.879584128922924 | 0.560207935538538 |
| 83 | 0.456259869524072 | 0.912519739048145 | 0.543740130475928 |
| 84 | 0.512163604833588 | 0.975672790332823 | 0.487836395166412 |
| 85 | 0.601868207902344 | 0.796263584195313 | 0.398131792097656 |
| 86 | 0.651273865850525 | 0.69745226829895 | 0.348726134149475 |
| 87 | 0.668613967140947 | 0.662772065718106 | 0.331386032859053 |
| 88 | 0.660852970689292 | 0.678294058621415 | 0.339147029310708 |
| 89 | 0.633474945597239 | 0.733050108805522 | 0.366525054402761 |
| 90 | 0.591289734036054 | 0.817420531927892 | 0.408710265963946 |
| 91 | 0.542853927661478 | 0.914292144677044 | 0.457146072338522 |
| 92 | 0.497454683976811 | 0.994909367953623 | 0.502545316023189 |
| 93 | 0.463228068084543 | 0.926456136169086 | 0.536771931915457 |
| 94 | 0.44969469943146 | 0.899389398862921 | 0.55030530056854 |
| 95 | 0.464033869128821 | 0.928067738257642 | 0.535966130871179 |
| 96 | 0.517065107835148 | 0.965869784329704 | 0.482934892164852 |
| 97 | 0.619144066217668 | 0.761711867564664 | 0.380855933782332 |
| 98 | 0.669661594804747 | 0.660676810390506 | 0.330338405195253 |
| 99 | 0.686713445510251 | 0.626573108979498 | 0.313286554489749 |
| 100 | 0.676251943099151 | 0.647496113801699 | 0.323748056900849 |
| 101 | 0.646682988498389 | 0.706634023003223 | 0.353317011501611 |
| 102 | 0.60394659990254 | 0.792106800194919 | 0.39605340009746 |
| 103 | 0.553419831301771 | 0.893160337396459 | 0.446580168698229 |
| 104 | 0.502349798861196 | 0.995300402277607 | 0.497650201138804 |
| 105 | 0.458792248971455 | 0.917584497942911 | 0.541207751028545 |
| 106 | 0.437593601629118 | 0.875187203258237 | 0.562406398370882 |
| 107 | 0.461035454015936 | 0.922070908031873 | 0.538964545984064 |
| 108 | 0.562770152915056 | 0.874459694169888 | 0.437229847084944 |
| 109 | 0.6239849089426 | 0.7520301821148 | 0.3760150910574 |
| 110 | 0.610503136360803 | 0.778993727278393 | 0.389496863639197 |
| 111 | 0.593380077885403 | 0.813239844229193 | 0.406619922114597 |
| 112 | 0.562982679906065 | 0.874034640187869 | 0.437017320093935 |
| 113 | 0.517188972426091 | 0.965622055147817 | 0.482811027573909 |
| 114 | 0.463060046646946 | 0.926120093293893 | 0.536939953353054 |
| 115 | 0.404207591367755 | 0.80841518273551 | 0.595792408632245 |
| 116 | 0.349279958006988 | 0.698559916013976 | 0.650720041993012 |
| 117 | 0.322522613725919 | 0.645045227451838 | 0.677477386274081 |
| 118 | 0.338737419424391 | 0.677474838848783 | 0.661262580575608 |
| 119 | 0.48953054151868 | 0.97906108303736 | 0.51046945848132 |
| 120 | 0.899994472082115 | 0.200011055835769 | 0.100005527917885 |
| 121 | 0.874902317678802 | 0.250195364642397 | 0.125097682321198 |
| 122 | 0.84044006704905 | 0.3191198659019 | 0.15955993295095 |
| 123 | 0.796303348176893 | 0.407393303646214 | 0.203696651823107 |
| 124 | 0.742223458179419 | 0.515553083641162 | 0.257776541820581 |
| 125 | 0.676442095992344 | 0.647115808015313 | 0.323557904007657 |
| 126 | 0.605184789689321 | 0.789630420621358 | 0.394815210310679 |
| 127 | 0.529354550264496 | 0.941290899471008 | 0.470645449735504 |
| 128 | 0.445163014565226 | 0.890326029130453 | 0.554836985434774 |
| 129 | 0.368762256231227 | 0.737524512462454 | 0.631237743768773 |
| 130 | 0.394688810385309 | 0.789377620770618 | 0.605311189614691 |
| 131 | 0.47841380304136 | 0.95682760608272 | 0.52158619695864 |
| 132 | 0.936122467255875 | 0.12775506548825 | 0.0638775327441248 |
| 133 | 0.974377363326938 | 0.0512452733461238 | 0.0256226366730619 |
| 134 | 0.974355791689649 | 0.0512884166207029 | 0.0256442083103514 |
| 135 | 0.945987740932704 | 0.108024518134592 | 0.0540122590672962 |
| 136 | 0.930498724578345 | 0.13900255084331 | 0.0695012754216552 |
| 137 | 0.85932837170093 | 0.28134325659814 | 0.14067162829907 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 3 | 0.0227272727272727 | NOK |
| 5% type I error level | 4 | 0.0303030303030303 | OK |
| 10% type I error level | 7 | 0.053030303030303 | OK |
