| Multiple Linear Regression - Estimated Regression Equation |
| Time[t] = + 263753.723122278 -6604.16576146174Q1[t] + 14990.6169155053Q2[t] -13539.9412186187Q3[t] + 22773.0122341406Q4[t] -17536.7923706245Q5[t] -24895.40338031Q6[t] -11074.3302189309Q7[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) | 263753.723122278 | 41573.171129 | 6.3443 | 0 | 0 |
| Q1 | -6604.16576146174 | 10865.326787 | -0.6078 | 0.544298 | 0.272149 |
| Q2 | 14990.6169155053 | 13670.054315 | 1.0966 | 0.274711 | 0.137356 |
| Q3 | -13539.9412186187 | 13415.546393 | -1.0093 | 0.314598 | 0.157299 |
| Q4 | 22773.0122341406 | 9254.152798 | 2.4608 | 0.015087 | 0.007543 |
| Q5 | -17536.7923706245 | 7882.295556 | -2.2248 | 0.027704 | 0.013852 |
| Q6 | -24895.40338031 | 8721.573526 | -2.8545 | 0.004971 | 0.002486 |
| Q7 | -11074.3302189309 | 7356.954514 | -1.5053 | 0.134519 | 0.06726 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.378825756788856 |
| R-squared | 0.143508954006649 |
| Adjusted R-squared | 0.100376311402668 |
| F-TEST (value) | 3.32715422340948 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 139 |
| p-value | 0.00262972525295913 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 80784.7735227698 |
| Sum Squared Residuals | 907138969004.403 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 210907 | 105191.33501746 | 105715.66498254 |
| 2 | 176508 | 248600.070208891 | -72092.0702088908 |
| 3 | 385534 | 158697.860987325 | 226836.139012675 |
| 4 | 149061 | 127339.995455322 | 21721.0045446784 |
| 5 | 165446 | 172320.532004885 | -6874.53200488489 |
| 6 | 237213 | 140879.93667394 | 96333.0633260597 |
| 7 | 133131 | 135502.013200656 | -2371.01320065601 |
| 8 | 324799 | 178075.912561359 | 146723.087438641 |
| 9 | 230964 | 187533.307052324 | 43430.6929476765 |
| 10 | 236785 | 117965.220830032 | 118819.779169968 |
| 11 | 215147 | 153180.509181049 | 61966.4908189514 |
| 12 | 344297 | 221499.54588347 | 122797.45411653 |
| 13 | 174724 | 178075.912561359 | -3351.91256135859 |
| 14 | 174415 | 177474.02206946 | -3059.02206946004 |
| 15 | 225548 | 162637.903672014 | 62910.0963279865 |
| 16 | 223632 | 172237.802205944 | 51394.1977940561 |
| 17 | 124817 | 142106.178962118 | -17289.1789621178 |
| 18 | 210767 | 169147.729476711 | 41619.270523289 |
| 19 | 170266 | 164879.191196258 | 5386.80880374163 |
| 20 | 294424 | 199255.596732423 | 95168.4032675768 |
| 21 | 325107 | 141019.365006933 | 184087.634993067 |
| 22 | 7176 | 134556.902855239 | -127380.902855239 |
| 23 | 106408 | 131054.65597488 | -24646.6559748796 |
| 24 | 96560 | 176517.95064422 | -79957.9506442198 |
| 25 | 265769 | 263753.723122278 | 2015.27687772161 |
| 26 | 149112 | 141019.365006933 | 8092.6349930674 |
| 27 | 175824 | 250639.731556119 | -74815.7315561191 |
| 28 | 152871 | 198726.53364933 | -45855.5336493298 |
| 29 | 111665 | 135643.716810424 | -23978.7168104242 |
| 30 | 362301 | 191308.000072396 | 170992.999927604 |
| 31 | 183167 | 180233.669853465 | 2933.33014653492 |
| 32 | 329267 | 242940.066036425 | 86326.9339635752 |
| 33 | 218946 | 186224.334965205 | 32721.665034795 |
| 34 | 244052 | 158416.729044565 | 85635.2709554352 |
| 35 | 341570 | 167084.312141369 | 174485.687858631 |
| 36 | 103597 | 109661.499474929 | -6064.49947492902 |
| 37 | 256462 | 197215.935385195 | 59246.0646148051 |
| 38 | 196553 | 151812.563283103 | 44740.436716897 |
| 39 | 143246 | 139640.56796243 | 3605.4320375701 |
| 40 | 187681 | 197215.935385195 | -9534.93538519487 |
| 41 | 73566 | 163652.948908081 | -90086.9489080809 |
| 42 | 167488 | 146999.178972115 | 20488.8210278846 |
| 43 | 143756 | 111040.296519432 | 32715.7034805683 |
| 44 | 243199 | 185387.15991804 | 57811.8400819598 |
| 45 | 152299 | 169772.191206256 | -17473.191206256 |
| 46 | 346485 | 135322.958261286 | 211162.041738714 |
| 47 | 193339 | 237443.010191019 | -44104.0101910189 |
| 48 | 122774 | 129462.386601491 | -6688.38660149097 |
| 49 | 130585 | 136268.068606703 | -5683.06860670306 |
| 50 | 112611 | 153804.860977328 | -41193.8609773275 |
| 51 | 286468 | 178158.6423603 | 108309.3576397 |
| 52 | 148446 | 184019.214020095 | -35573.2140200947 |
| 53 | 182079 | 128437.660557064 | 53641.3394429361 |
| 54 | 140344 | 135643.716810424 | 4700.28318957585 |
| 55 | 220516 | 172237.802205944 | 48278.1977940561 |
| 56 | 243060 | 210081.995811021 | 32978.0041889789 |
| 57 | 162765 | 181470.873221466 | -18705.8732214658 |
| 58 | 232138 | 134556.902855239 | 97581.097144761 |
| 59 | 265318 | 243446.580144316 | 21871.4198556844 |
| 60 | 85574 | 141080.504161269 | -55506.5041612694 |
| 61 | 225060 | 196319.786527203 | 28740.2134727971 |
| 62 | 232317 | 172036.176028927 | 60280.8239710726 |
| 63 | 164709 | 149405.816160976 | 15303.1838390238 |
| 64 | 220801 | 133660.753997247 | 87140.2460027529 |
| 65 | 99466 | 150915.46566869 | -51449.4656686899 |
| 66 | 92661 | 175147.839402764 | -82486.8394027645 |
| 67 | 133328 | 127964.347251601 | 5363.65274839949 |
| 68 | 61361 | 183394.862223816 | -122033.862223816 |
| 69 | 100750 | 148238.547683626 | -47488.5476836258 |
| 70 | 102010 | 93350.949392482 | 8659.05060751798 |
| 71 | 101523 | 112127.110474617 | -10604.1104746169 |
| 72 | 243511 | 153180.509181049 | 90330.4908189514 |
| 73 | 22938 | 172933.273643341 | -149995.273643341 |
| 74 | 152474 | 135643.716810424 | 16830.2831895758 |
| 75 | 99923 | 123340.86902654 | -23417.86902654 |
| 76 | 132487 | 158215.102867548 | -25728.1028675483 |
| 77 | 317394 | 122728.127388084 | 194665.872611916 |
| 78 | 22648 | 143484.97600662 | -120836.97600662 |
| 79 | 46698 | 149828.651713505 | -103130.651713505 |
| 80 | 131698 | 140879.93667394 | -9181.9366739403 |
| 81 | 244749 | 178782.994156578 | 65966.0058434215 |
| 82 | 128423 | 187640.593272576 | -59217.5932725757 |
| 83 | 97839 | 145101.111301389 | -47262.111301389 |
| 84 | 272458 | 128566.237743499 | 143891.762256501 |
| 85 | 172494 | 208820.27744364 | -36326.2774436404 |
| 86 | 108043 | 142330.612370827 | -34287.6123708269 |
| 87 | 328107 | 172177.879638696 | 155929.120361304 |
| 88 | 351067 | 161527.333728714 | 189539.666271286 |
| 89 | 229242 | 157412.644888321 | 71829.3551116794 |
| 90 | 120445 | 117965.220830032 | 2479.77916996843 |
| 91 | 324598 | 174725.003850236 | 149872.996149764 |
| 92 | 131069 | 147342.398825634 | -16273.3988256339 |
| 93 | 204271 | 154923.167967253 | 49347.8320327473 |
| 94 | 116048 | 146255.584870449 | -30207.5848704488 |
| 95 | 250047 | 200848.924795499 | 49198.0752045008 |
| 96 | 195838 | 159253.90409173 | 36584.0959082704 |
| 97 | 173260 | 155927.252123497 | 17332.7478765031 |
| 98 | 254488 | 196201.000082394 | 58286.9999176064 |
| 99 | 92499 | 147623.530768394 | -55124.5307683943 |
| 100 | 224330 | 135643.716810424 | 88686.2831895759 |
| 101 | 135781 | 207959.604664852 | -72178.6046648517 |
| 102 | 74408 | 169772.191206256 | -95364.191206256 |
| 103 | 81240 | 192263.012807949 | -111023.012807949 |
| 104 | 181633 | 122103.775591805 | 59529.2244081946 |
| 105 | 271856 | 124569.386591493 | 147286.613408507 |
| 106 | 95227 | 153263.23897999 | -58036.2389799896 |
| 107 | 98146 | 199007.66559209 | -100861.66559209 |
| 108 | 59194 | 119957.518524256 | -60763.5185242561 |
| 109 | 139942 | 175621.152708228 | -35679.1527082279 |
| 110 | 118612 | 162413.58019657 | -43801.5801965705 |
| 111 | 72880 | 142188.908761059 | -69308.9087610588 |
| 112 | 65475 | 123624.276246076 | -58149.2762460763 |
| 113 | 135131 | 187592.280863151 | -52461.2808631506 |
| 114 | 108446 | 167084.312141369 | -58638.3121413687 |
| 115 | 181528 | 151812.563283103 | 29715.436716897 |
| 116 | 134019 | 178075.912561359 | -44056.9125613586 |
| 117 | 121848 | 174373.09819367 | -52525.09819367 |
| 118 | 81872 | 144735.084216178 | -62863.0842161779 |
| 119 | 58981 | 122103.775591805 | -63122.7755918055 |
| 120 | 53515 | 98113.8559505348 | -44598.8559505348 |
| 121 | 56375 | 139640.56796243 | -83265.5679624299 |
| 122 | 76302 | 141785.42041298 | -65483.4204129797 |
| 123 | 104011 | 189999.027985277 | -85988.0279852775 |
| 124 | 98104 | 126089.887245764 | -27985.8872457641 |
| 125 | 63123 | 142106.178962118 | -78983.1789621178 |
| 126 | 74914 | 95958.264001938 | -21044.264001938 |
| 127 | 31774 | 133802.457607015 | -102028.457607015 |
| 128 | 81437 | 129332.293149546 | -47895.2931495461 |
| 129 | 65745 | 141161.068616701 | -75416.0686167007 |
| 130 | 56653 | 118388.05638256 | -61735.0563825601 |
| 131 | 158399 | 145631.23307417 | 12767.7669258301 |
| 132 | 73624 | 164535.97134274 | -90911.9713427399 |
| 133 | 51567 | 140477.743009595 | -88910.7430095947 |
| 134 | 102538 | 153461.641123809 | -50923.641123809 |
| 135 | 86678 | 152235.398835632 | -65557.3988356316 |
| 136 | 150580 | 136268.068606703 | 14311.9313932969 |
| 137 | 99611 | 158556.157377557 | -58945.1573775571 |
| 138 | 99373 | 96876.0035045341 | 2496.99649546587 |
| 139 | 86230 | 157037.822066796 | -70807.8220667959 |
| 140 | 30837 | 116890.01703267 | -86053.0170326697 |
| 141 | 31706 | 147200.695215866 | -115494.695215866 |
| 142 | 54157 | 138390.459752872 | -84233.4597528724 |
| 143 | 64175 | 149547.519770744 | -85372.5197707443 |
| 144 | 59382 | 124652.116390434 | -65270.1163904343 |
| 145 | 119308 | 111502.758678338 | 7805.24132166203 |
| 146 | 84105 | 164476.997531913 | -80371.9975319127 |
| 147 | 64187 | 156151.685532206 | -91964.685532206 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.476703514524398 | 0.953407029048796 | 0.523296485475602 |
| 12 | 0.805387435696357 | 0.389225128607286 | 0.194612564303643 |
| 13 | 0.819837143713867 | 0.360325712572266 | 0.180162856286133 |
| 14 | 0.785650292315842 | 0.428699415368316 | 0.214349707684158 |
| 15 | 0.698267653558954 | 0.603464692882092 | 0.301732346441046 |
| 16 | 0.606824709041372 | 0.786350581917255 | 0.393175290958628 |
| 17 | 0.70000678759617 | 0.59998642480766 | 0.29999321240383 |
| 18 | 0.615586795406626 | 0.768826409186748 | 0.384413204593374 |
| 19 | 0.575457442126154 | 0.849085115747691 | 0.424542557873846 |
| 20 | 0.522184040350037 | 0.955631919299926 | 0.477815959649963 |
| 21 | 0.49293660525054 | 0.985873210501079 | 0.50706339474946 |
| 22 | 0.835160764165891 | 0.329678471668218 | 0.164839235834109 |
| 23 | 0.810063542789419 | 0.379872914421162 | 0.189936457210581 |
| 24 | 0.858014643841057 | 0.283970712317886 | 0.141985356158943 |
| 25 | 0.82344809430901 | 0.35310381138198 | 0.17655190569099 |
| 26 | 0.817404587052332 | 0.365190825895337 | 0.182595412947668 |
| 27 | 0.813789936899869 | 0.372420126200261 | 0.186210063100131 |
| 28 | 0.813983019491238 | 0.372033961017524 | 0.186016980508762 |
| 29 | 0.784677172064414 | 0.430645655871172 | 0.215322827935586 |
| 30 | 0.865118138940145 | 0.26976372211971 | 0.134881861059855 |
| 31 | 0.842230528091116 | 0.315538943817767 | 0.157769471908884 |
| 32 | 0.863324533783357 | 0.273350932433286 | 0.136675466216643 |
| 33 | 0.835571020135061 | 0.328857959729878 | 0.164428979864939 |
| 34 | 0.818688822203862 | 0.362622355592277 | 0.181311177796139 |
| 35 | 0.89329680633363 | 0.21340638733274 | 0.10670319366637 |
| 36 | 0.875154294432219 | 0.249691411135563 | 0.124845705567781 |
| 37 | 0.859269892089106 | 0.281460215821788 | 0.140730107910894 |
| 38 | 0.830771566038245 | 0.33845686792351 | 0.169228433961755 |
| 39 | 0.818215911614192 | 0.363568176771616 | 0.181784088385808 |
| 40 | 0.781735666744859 | 0.436528666510281 | 0.218264333255141 |
| 41 | 0.803623086720468 | 0.392753826559064 | 0.196376913279532 |
| 42 | 0.767837521466399 | 0.464324957067203 | 0.232162478533601 |
| 43 | 0.726414135692946 | 0.547171728614109 | 0.273585864307054 |
| 44 | 0.69353245229489 | 0.612935095410221 | 0.30646754770511 |
| 45 | 0.656019363736209 | 0.687961272527582 | 0.343980636263791 |
| 46 | 0.84928113521289 | 0.301437729574221 | 0.15071886478711 |
| 47 | 0.835966481217086 | 0.328067037565828 | 0.164033518782914 |
| 48 | 0.808279382236006 | 0.383441235527988 | 0.191720617763994 |
| 49 | 0.78881891817013 | 0.42236216365974 | 0.21118108182987 |
| 50 | 0.782737542088459 | 0.434524915823082 | 0.217262457911541 |
| 51 | 0.804324755479334 | 0.391350489041333 | 0.195675244520666 |
| 52 | 0.779195176091966 | 0.441609647816067 | 0.220804823908034 |
| 53 | 0.75579023731233 | 0.488419525375339 | 0.24420976268767 |
| 54 | 0.721160668591064 | 0.557678662817873 | 0.278839331408936 |
| 55 | 0.694367057083576 | 0.611265885832847 | 0.305632942916424 |
| 56 | 0.6599028928449 | 0.6801942143102 | 0.3400971071551 |
| 57 | 0.62456203392106 | 0.750875932157881 | 0.37543796607894 |
| 58 | 0.630953457391881 | 0.738093085216238 | 0.369046542608119 |
| 59 | 0.595924491249529 | 0.808151017500942 | 0.404075508750471 |
| 60 | 0.572831279191737 | 0.854337441616526 | 0.427168720808263 |
| 61 | 0.537119591778297 | 0.925760816443406 | 0.462880408221703 |
| 62 | 0.513719792270691 | 0.972560415458619 | 0.486280207729309 |
| 63 | 0.471525691368719 | 0.943051382737437 | 0.528474308631281 |
| 64 | 0.465227694173036 | 0.930455388346071 | 0.534772305826964 |
| 65 | 0.454626187002468 | 0.909252374004936 | 0.545373812997532 |
| 66 | 0.496919358398977 | 0.993838716797954 | 0.503080641601023 |
| 67 | 0.451950824417689 | 0.903901648835378 | 0.548049175582311 |
| 68 | 0.524273314323802 | 0.951453371352397 | 0.475726685676198 |
| 69 | 0.490705868397508 | 0.981411736795017 | 0.509294131602491 |
| 70 | 0.453224122703439 | 0.906448245406879 | 0.546775877296561 |
| 71 | 0.41101830912789 | 0.82203661825578 | 0.58898169087211 |
| 72 | 0.429249113786464 | 0.858498227572928 | 0.570750886213536 |
| 73 | 0.542963214555347 | 0.914073570889305 | 0.457036785444653 |
| 74 | 0.504042576838827 | 0.991914846322347 | 0.495957423161173 |
| 75 | 0.462977339408332 | 0.925954678816665 | 0.537022660591668 |
| 76 | 0.423634095750125 | 0.847268191500251 | 0.576365904249875 |
| 77 | 0.665057579897588 | 0.669884840204825 | 0.334942420102412 |
| 78 | 0.715784654204705 | 0.568430691590589 | 0.284215345795295 |
| 79 | 0.76152741457099 | 0.476945170858021 | 0.23847258542901 |
| 80 | 0.726450250908353 | 0.547099498183295 | 0.273549749091647 |
| 81 | 0.732932556399341 | 0.534134887201318 | 0.267067443600659 |
| 82 | 0.705423924635508 | 0.589152150728985 | 0.294576075364492 |
| 83 | 0.676866782593635 | 0.64626643481273 | 0.323133217406365 |
| 84 | 0.803955122479583 | 0.392089755040834 | 0.196044877520417 |
| 85 | 0.793504865536052 | 0.412990268927896 | 0.206495134463948 |
| 86 | 0.774559609654649 | 0.450880780690701 | 0.225440390345351 |
| 87 | 0.89090931580624 | 0.21818136838752 | 0.10909068419376 |
| 88 | 0.987561878284275 | 0.0248762434314497 | 0.0124381217157249 |
| 89 | 0.989565678330363 | 0.0208686433392733 | 0.0104343216696366 |
| 90 | 0.985332145612249 | 0.0293357087755024 | 0.0146678543877512 |
| 91 | 0.998003788193169 | 0.00399242361366206 | 0.00199621180683103 |
| 92 | 0.997123198748537 | 0.00575360250292689 | 0.00287680125146345 |
| 93 | 0.998693099165959 | 0.00261380166808154 | 0.00130690083404077 |
| 94 | 0.998178797833421 | 0.00364240433315824 | 0.00182120216657912 |
| 95 | 0.998613112397234 | 0.00277377520553193 | 0.00138688760276596 |
| 96 | 0.998503047471272 | 0.00299390505745549 | 0.00149695252872774 |
| 97 | 0.998660430079014 | 0.00267913984197245 | 0.00133956992098622 |
| 98 | 0.999844936196103 | 0.000310127607793509 | 0.000155063803896754 |
| 99 | 0.999797437353926 | 0.000405125292148082 | 0.000202562646074041 |
| 100 | 0.999924485800141 | 0.000151028399718366 | 7.55141998591829e-05 |
| 101 | 0.999904528617505 | 0.000190942764989642 | 9.54713824948208e-05 |
| 102 | 0.999897734963007 | 0.000204530073985655 | 0.000102265036992828 |
| 103 | 0.999853085009046 | 0.000293829981907241 | 0.00014691499095362 |
| 104 | 0.999934682727333 | 0.000130634545333892 | 6.53172726669462e-05 |
| 105 | 0.999999984601446 | 3.0797107732755e-08 | 1.53985538663775e-08 |
| 106 | 0.999999966277199 | 6.74456028605152e-08 | 3.37228014302576e-08 |
| 107 | 0.999999945766311 | 1.08467377461122e-07 | 5.42336887305609e-08 |
| 108 | 0.99999988676781 | 2.2646437916068e-07 | 1.1323218958034e-07 |
| 109 | 0.999999717723438 | 5.64553123400755e-07 | 2.82276561700378e-07 |
| 110 | 0.99999953748816 | 9.25023680218919e-07 | 4.6251184010946e-07 |
| 111 | 0.999999055456844 | 1.8890863115007e-06 | 9.4454315575035e-07 |
| 112 | 0.999998127828152 | 3.74434369697354e-06 | 1.87217184848677e-06 |
| 113 | 0.999997775434195 | 4.44913161028628e-06 | 2.22456580514314e-06 |
| 114 | 0.99999527713027 | 9.44573946027425e-06 | 4.72286973013713e-06 |
| 115 | 0.999998023187609 | 3.95362478255802e-06 | 1.97681239127901e-06 |
| 116 | 0.9999964877453 | 7.02450939895812e-06 | 3.51225469947906e-06 |
| 117 | 0.999997291968461 | 5.41606307808756e-06 | 2.70803153904378e-06 |
| 118 | 0.99999356064112 | 1.28787177600588e-05 | 6.43935888002939e-06 |
| 119 | 0.999985646287708 | 2.87074245840311e-05 | 1.43537122920156e-05 |
| 120 | 0.999972810500898 | 5.43789982036134e-05 | 2.71894991018067e-05 |
| 121 | 0.999942559409922 | 0.000114881180155176 | 5.74405900775881e-05 |
| 122 | 0.999868746552511 | 0.000262506894977024 | 0.000131253447488512 |
| 123 | 0.999717824330031 | 0.000564351339938533 | 0.000282175669969266 |
| 124 | 0.999365844152815 | 0.00126831169436966 | 0.000634155847184831 |
| 125 | 0.998835531136967 | 0.00232893772606532 | 0.00116446886303266 |
| 126 | 0.99743179323034 | 0.00513641353931916 | 0.00256820676965958 |
| 127 | 0.997356598697443 | 0.00528680260511351 | 0.00264340130255675 |
| 128 | 0.994998004397424 | 0.0100039912051515 | 0.00500199560257575 |
| 129 | 0.98988206422578 | 0.0202358715484403 | 0.0101179357742202 |
| 130 | 0.980028274424236 | 0.0399434511515276 | 0.0199717255757638 |
| 131 | 0.982172851538406 | 0.0356542969231891 | 0.0178271484615945 |
| 132 | 0.969975319494279 | 0.0600493610114426 | 0.0300246805057213 |
| 133 | 0.950561334790397 | 0.0988773304192059 | 0.049438665209603 |
| 134 | 0.899199001649223 | 0.201601996701554 | 0.100800998350777 |
| 135 | 0.807576372107287 | 0.384847255785425 | 0.192423627892712 |
| 136 | 0.931491324591785 | 0.13701735081643 | 0.068508675408215 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 37 | 0.293650793650794 | NOK |
| 5% type I error level | 44 | 0.349206349206349 | NOK |
| 10% type I error level | 46 | 0.365079365079365 | NOK |
