Multiple Linear Regression - Estimated Regression Equation |
TOT[t] = + 0.554470836380811 + 0.603776119890983SMF[t] + 0.140659978436731SSF[t] + 0.250930273088723NS[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) | 0.554470836380811 | 0.120368 | 4.6065 | 9e-06 | 4e-06 |
SMF | 0.603776119890983 | 0.004448 | 135.7559 | 0 | 0 |
SSF | 0.140659978436731 | 0.002927 | 48.0588 | 0 | 0 |
NS | 0.250930273088723 | 0.002144 | 117.0137 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999992807831922 |
R-squared | 0.999985615715572 |
Adjusted R-squared | 0.999985320148083 |
F-TEST (value) | 3383273.38241475 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 146 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.204753324074159 |
Sum Squared Residuals | 6.12089286303498 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 100 | 100.091107978024 | -0.0911079780243972 |
2 | 102 | 102.071371731632 | -0.0713717316316115 |
3 | 103.65 | 103.706838207988 | -0.0568382079881307 |
4 | 104.974 | 105.046935029312 | -0.0729350293120359 |
5 | 104.641 | 104.720899739651 | -0.0798997396509742 |
6 | 104.902 | 104.974372990177 | -0.0723729901770181 |
7 | 105.695 | 105.757526789246 | -0.0625267892460743 |
8 | 106.489 | 106.562634266316 | -0.0736342663156355 |
9 | 107.146 | 107.235580330256 | -0.0895803302556037 |
10 | 107.695 | 107.773960691588 | -0.0789606915883473 |
11 | 107.711 | 107.771652961124 | -0.0606529611238597 |
12 | 108.313 | 108.388502647876 | -0.0755026478763158 |
13 | 108.124 | 108.201713387264 | -0.0777133872639922 |
14 | 109.615 | 109.685889591649 | -0.0708895916494314 |
15 | 111.34 | 111.405993688865 | -0.0659936888650848 |
16 | 110.717 | 110.791305252317 | -0.0743052523167984 |
17 | 111.217 | 111.282660398587 | -0.0656603985872617 |
18 | 111.452 | 111.515811659559 | -0.0638116595587272 |
19 | 111.611 | 111.679967392642 | -0.0689673926423379 |
20 | 111.717 | 111.759142288899 | -0.0421422888991677 |
21 | 112.062 | 112.089277691941 | -0.0272776919405687 |
22 | 112.842 | 112.887659105535 | -0.0456591055350281 |
23 | 113.241 | 113.283179860092 | -0.0421798600924466 |
24 | 113.015 | 113.067643050529 | -0.0526430505291557 |
25 | 113.998 | 114.061408207954 | -0.0634082079540899 |
26 | 114.936 | 115.004969022565 | -0.0689690225646308 |
27 | 114.245 | 114.30751796077 | -0.0625179607703714 |
28 | 114.437 | 114.483224668663 | -0.0462246686631883 |
29 | 115.286 | 115.320420558319 | -0.0344205583191092 |
30 | 116.071 | 116.105037306136 | -0.0340373061359615 |
31 | 117.807 | 117.825011104025 | -0.0180111040253013 |
32 | 118.255 | 118.269126474313 | -0.0141264743129846 |
33 | 118.969 | 118.966683722164 | 0.00231627783613826 |
34 | 120.333 | 120.325133499362 | 0.00786650063750944 |
35 | 121.998 | 121.981451466382 | 0.0165485336177504 |
36 | 123.239 | 123.209792269064 | 0.0292077309360662 |
37 | 124.666 | 124.621279535682 | 0.0447204643175857 |
38 | 126.54 | 126.505311793776 | 0.034688206223558 |
39 | 127.336 | 127.302515673716 | 0.0334843262837629 |
40 | 127.871 | 127.832865820467 | 0.0381341795333484 |
41 | 130.115 | 130.070659476249 | 0.0443405237509795 |
42 | 132.773 | 132.709002608304 | 0.0639973916958607 |
43 | 134.265 | 134.195879863144 | 0.0691201368563661 |
44 | 134.596 | 134.527344358402 | 0.0686556415976705 |
45 | 134.38 | 134.294932686539 | 0.0850673134614486 |
46 | 135.121 | 135.045863559929 | 0.0751364400714272 |
47 | 135.136 | 135.074928951329 | 0.0610710486705723 |
48 | 135.336 | 135.285538430236 | 0.0504615697635877 |
49 | 135.284 | 135.203033812292 | 0.0809661877081743 |
50 | 137.144 | 137.066131823854 | 0.0778681761462983 |
51 | 140.349 | 140.259101279377 | 0.0898987206233708 |
52 | 143.264 | 143.166060415924 | 0.0979395840764952 |
53 | 144.381 | 144.253905413285 | 0.127094586715131 |
54 | 145.881 | 145.757839566909 | 0.123160433091286 |
55 | 146.497 | 146.398294133319 | 0.0987058666810998 |
56 | 148.857 | 148.772587745959 | 0.0844122540406527 |
57 | 150.78 | 150.706164418183 | 0.0738355818165579 |
58 | 153.293 | 153.210018275469 | 0.0829817245314101 |
59 | 157.641 | 157.557990831432 | 0.0830091685684487 |
60 | 162.182 | 162.094190495532 | 0.087809504467982 |
61 | 167.86 | 167.746053163296 | 0.113946836704119 |
62 | 175.245 | 175.091704258714 | 0.153295741285854 |
63 | 179.32 | 179.187284069212 | 0.132715930787851 |
64 | 184.979 | 184.861811650055 | 0.117188349944914 |
65 | 188.482 | 188.367274172446 | 0.114725827554161 |
66 | 192.86 | 192.724134585879 | 0.135865414120945 |
67 | 195.475 | 195.344050304481 | 0.130949695519251 |
68 | 198.4 | 198.279863527688 | 0.120136472312206 |
69 | 200.598 | 200.462614425247 | 0.135385574753396 |
70 | 202.121 | 202.00288969152 | 0.118110308480319 |
71 | 205.875 | 205.701841221847 | 0.17315877815317 |
72 | 207.085 | 206.914376689147 | 0.17062331085302 |
73 | 209.204 | 209.019870348496 | 0.184129651504021 |
74 | 212.246 | 211.888755874135 | 0.35724412586545 |
75 | 215.466 | 215.13867218725 | 0.327327812750191 |
76 | 216.693 | 216.448455288364 | 0.244544711636501 |
77 | 219.019 | 218.620537969081 | 0.39846203091851 |
78 | 217.924 | 217.641992323967 | 0.282007676033185 |
79 | 217.978 | 217.764422627319 | 0.21357737268137 |
80 | 218.186 | 217.938002584132 | 0.247997415868313 |
81 | 218.54 | 218.394042979152 | 0.145957020848188 |
82 | 217.886 | 218.034701488991 | -0.148701488990848 |
83 | 216.347 | 216.489029890987 | -0.14202989098696 |
84 | 219.825 | 219.985649409864 | -0.160649409863758 |
85 | 221.956 | 222.114563359648 | -0.15856335964844 |
86 | 227.184 | 227.421913923248 | -0.237913923248485 |
87 | 229.247 | 229.472485079325 | -0.225485079325266 |
88 | 233.33 | 233.495142388205 | -0.165142388204502 |
89 | 236.987 | 237.002574355605 | -0.0155743556047465 |
90 | 240.027 | 239.923511569294 | 0.10348843070624 |
91 | 245.433 | 245.519805925509 | -0.0868059255086306 |
92 | 246.641 | 246.848673583748 | -0.207673583748301 |
93 | 250.328 | 250.67217194795 | -0.344171947949936 |
94 | 250.849 | 251.104263770085 | -0.255263770084889 |
95 | 251.435 | 251.455048432343 | -0.0200484323430785 |
96 | 252.091 | 251.958875289561 | 0.132124710439137 |
97 | 252.946 | 253.280221835573 | -0.334221835572564 |
98 | 252.773 | 253.093971648873 | -0.320971648873151 |
99 | 250.677 | 250.994137448059 | -0.317137448059293 |
100 | 250.105 | 250.080430290943 | 0.0245697090571143 |
101 | 251.788 | 251.874756148226 | -0.0867561482262184 |
102 | 250.212 | 250.257796593654 | -0.0457965936540713 |
103 | 248.073 | 248.068115967982 | 0.0048840320175077 |
104 | 244.468 | 244.687569555496 | -0.219569555496165 |
105 | 244.727 | 244.988075430884 | -0.261075430884467 |
106 | 244.034 | 244.13417096473 | -0.100170964730257 |
107 | 243.588 | 243.360551574847 | 0.227448425152572 |
108 | 236.447 | 236.467019938871 | -0.0200199388705524 |
109 | 224.906 | 225.07684305847 | -0.17084305846994 |
110 | 221.934 | 222.414748523243 | -0.480748523242911 |
111 | 224.903 | 225.150366075224 | -0.247366075223814 |
112 | 223.798 | 224.036251820922 | -0.238251820922401 |
113 | 218.529 | 218.535251824946 | -0.00625182494640918 |
114 | 217.521 | 217.769108571727 | -0.248108571727302 |
115 | 219.971 | 220.239701244014 | -0.26870124401388 |
116 | 223.841 | 223.929268970899 | -0.0882689708989691 |
117 | 223.764 | 223.909863811306 | -0.145863811306387 |
118 | 223.664 | 223.754183948312 | -0.0901839483118927 |
119 | 217.678 | 218.064722021235 | -0.386722021234932 |
120 | 218.478 | 218.854325998926 | -0.376325998926023 |
121 | 214.815 | 215.154823831488 | -0.339823831487951 |
122 | 215.143 | 215.224160415952 | -0.0811604159516569 |
123 | 218.381 | 218.171678320858 | 0.209321679141601 |
124 | 219.962 | 220.163456481771 | -0.201456481771034 |
125 | 218.933 | 219.409444535996 | -0.476444535995782 |
126 | 218.36 | 219.113894886918 | -0.753894886918212 |
127 | 217.72 | 218.021578023808 | -0.301578023807676 |
128 | 219.934 | 219.799091636503 | 0.134908363496632 |
129 | 220.842 | 220.409095045074 | 0.432904954925626 |
130 | 220.584 | 220.162362659256 | 0.421637340744278 |
131 | 216.346 | 216.592774073896 | -0.246774073896474 |
132 | 220.221 | 219.920308246303 | 0.300691753697073 |
133 | 222.182 | 221.893835342147 | 0.28816465785268 |
134 | 225.455 | 225.212283907757 | 0.242716092243112 |
135 | 226.42 | 226.489138747051 | -0.0691387470505351 |
136 | 228.287 | 228.345295789292 | -0.0582957892916089 |
137 | 231.349 | 231.504633593601 | -0.155633593601202 |
138 | 231.015 | 231.084531848508 | -0.0695318485081521 |
139 | 232.241 | 231.951244480631 | 0.289755519368842 |
140 | 233.688 | 233.833394673891 | -0.145394673890803 |
141 | 236.667 | 236.568205968093 | 0.0987940319067558 |
142 | 238.439 | 238.323119151282 | 0.115880848718051 |
143 | 239.488 | 239.0575584973 | 0.430441502699525 |
144 | 238.741 | 238.088030174403 | 0.652969825597271 |
145 | 238.5 | 238.220221336689 | 0.279778663311093 |
146 | 242.116 | 241.682336536638 | 0.433663463362516 |
147 | 243.923 | 243.469074765234 | 0.453925234766004 |
148 | 245.813 | 245.701969527949 | 0.111030472051273 |
149 | 247.143 | 246.897490079254 | 0.245509920746357 |
150 | 246.381 | 246.420609839211 | -0.0396098392105676 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 9.08317216186449e-09 | 1.8166344323729e-08 | 0.999999990916828 |
8 | 1.42207730361256e-11 | 2.84415460722513e-11 | 0.999999999985779 |
9 | 1.96960444102696e-14 | 3.93920888205393e-14 | 0.99999999999998 |
10 | 1.28603927790831e-16 | 2.57207855581663e-16 | 1 |
11 | 3.34991441967755e-19 | 6.6998288393551e-19 | 1 |
12 | 6.4318196606254e-22 | 1.28636393212508e-21 | 1 |
13 | 2.66022818158182e-24 | 5.32045636316363e-24 | 1 |
14 | 5.56976856150379e-27 | 1.11395371230076e-26 | 1 |
15 | 2.21602696562763e-29 | 4.43205393125525e-29 | 1 |
16 | 3.88215020925935e-32 | 7.76430041851871e-32 | 1 |
17 | 1.68211651303936e-34 | 3.36423302607872e-34 | 1 |
18 | 3.69992066974484e-37 | 7.39984133948968e-37 | 1 |
19 | 6.5816593099045e-40 | 1.3163318619809e-39 | 1 |
20 | 1.17555246415895e-42 | 2.3511049283179e-42 | 1 |
21 | 1.80425384517561e-45 | 3.60850769035122e-45 | 1 |
22 | 5.10172826281285e-48 | 1.02034565256257e-47 | 1 |
23 | 1.81171809984101e-50 | 3.62343619968201e-50 | 1 |
24 | 3.38381709627757e-53 | 6.76763419255515e-53 | 1 |
25 | 8.26562043122762e-56 | 1.65312408624552e-55 | 1 |
26 | 4.31677873665809e-58 | 8.63355747331618e-58 | 1 |
27 | 8.43656615724694e-61 | 1.68731323144939e-60 | 1 |
28 | 2.30737256464957e-63 | 4.61474512929914e-63 | 1 |
29 | 4.64398686669465e-66 | 9.2879737333893e-66 | 1 |
30 | 1.17313129545941e-68 | 2.34626259091883e-68 | 1 |
31 | 2.0240703127449e-71 | 4.0481406254898e-71 | 1 |
32 | 7.63987284438889e-74 | 1.52797456887778e-73 | 1 |
33 | 1.56291064315687e-76 | 3.12582128631373e-76 | 1 |
34 | 3.11997760254169e-79 | 6.23995520508338e-79 | 1 |
35 | 7.22473839442161e-82 | 1.44494767888432e-81 | 1 |
36 | 1.14949276515891e-84 | 2.29898553031782e-84 | 1 |
37 | 8.47555449082476e-87 | 1.69511089816495e-86 | 1 |
38 | 1.60670034521531e-89 | 3.21340069043062e-89 | 1 |
39 | 2.3845481549263e-92 | 4.7690963098526e-92 | 1 |
40 | 3.48325020012655e-95 | 6.9665004002531e-95 | 1 |
41 | 6.16549190118053e-98 | 1.23309838023611e-97 | 1 |
42 | 1.0687049958242e-100 | 2.1374099916484e-100 | 1 |
43 | 1.56995763633584e-103 | 3.13991527267168e-103 | 1 |
44 | 3.30765861344811e-106 | 6.61531722689622e-106 | 1 |
45 | 1.65663378875891e-108 | 3.31326757751781e-108 | 1 |
46 | 2.37679862196312e-111 | 4.75359724392625e-111 | 1 |
47 | 3.85523830926257e-114 | 7.71047661852513e-114 | 1 |
48 | 5.23741275383765e-117 | 1.04748255076753e-116 | 1 |
49 | 7.9875377185933e-120 | 1.59750754371866e-119 | 1 |
50 | 1.03420455359062e-122 | 2.06840910718123e-122 | 1 |
51 | 3.20745593987762e-125 | 6.41491187975523e-125 | 1 |
52 | 5.80641647611855e-128 | 1.16128329522371e-127 | 1 |
53 | 1.42291396102137e-130 | 2.84582792204273e-130 | 1 |
54 | 2.11665945897152e-133 | 4.23331891794304e-133 | 1 |
55 | 1.3925946761349e-135 | 2.7851893522698e-135 | 1 |
56 | 1.83430534665646e-138 | 3.66861069331292e-138 | 1 |
57 | 2.76443875077809e-141 | 5.52887750155617e-141 | 1 |
58 | 3.44895690915686e-144 | 6.89791381831372e-144 | 1 |
59 | 9.60857345775374e-146 | 1.92171469155075e-145 | 1 |
60 | 1.83044172746187e-148 | 3.66088345492375e-148 | 1 |
61 | 2.29584555861353e-151 | 4.59169111722705e-151 | 1 |
62 | 5.25115678854616e-154 | 1.05023135770923e-153 | 1 |
63 | 9.19066929687892e-157 | 1.83813385937578e-156 | 1 |
64 | 1.43646679353994e-159 | 2.87293358707988e-159 | 1 |
65 | 2.66097989146383e-162 | 5.32195978292766e-162 | 1 |
66 | 3.66781292258752e-165 | 7.33562584517504e-165 | 1 |
67 | 5.37824120636256e-168 | 1.07564824127251e-167 | 1 |
68 | 7.23671220055103e-171 | 1.44734244011021e-170 | 1 |
69 | 1.1356549353138e-173 | 2.27130987062761e-173 | 1 |
70 | 3.0822541279165e-176 | 6.16450825583301e-176 | 1 |
71 | 5.80132800616972e-179 | 1.16026560123394e-178 | 1 |
72 | 1.31250558631973e-181 | 2.62501117263946e-181 | 1 |
73 | 7.40429097849086e-184 | 1.48085819569817e-183 | 1 |
74 | 2.92131541743151e-57 | 5.84263083486301e-57 | 1 |
75 | 7.03639794246443e-52 | 1.40727958849289e-51 | 1 |
76 | 2.345313422001e-52 | 4.690626844002e-52 | 1 |
77 | 1.18538851769208e-46 | 2.37077703538416e-46 | 1 |
78 | 1.04180114596997e-46 | 2.08360229193993e-46 | 1 |
79 | 2.78898768990298e-46 | 5.57797537980596e-46 | 1 |
80 | 1.26636412149165e-45 | 2.5327282429833e-45 | 1 |
81 | 7.00072322768813e-43 | 1.40014464553763e-42 | 1 |
82 | 2.4969451165419e-26 | 4.99389023308381e-26 | 1 |
83 | 2.94577375515921e-20 | 5.89154751031842e-20 | 1 |
84 | 1.55342845891431e-16 | 3.10685691782862e-16 | 1 |
85 | 3.16753207148315e-14 | 6.3350641429663e-14 | 0.999999999999968 |
86 | 5.13548742194822e-12 | 1.02709748438964e-11 | 0.999999999994865 |
87 | 1.0067277895695e-10 | 2.01345557913899e-10 | 0.999999999899327 |
88 | 3.21574911104828e-10 | 6.43149822209655e-10 | 0.999999999678425 |
89 | 1.91883130370157e-10 | 3.83766260740315e-10 | 0.999999999808117 |
90 | 1.22362280415675e-10 | 2.4472456083135e-10 | 0.999999999877638 |
91 | 1.22587875434513e-10 | 2.45175750869026e-10 | 0.999999999877412 |
92 | 4.41777641561159e-10 | 8.83555283122319e-10 | 0.999999999558222 |
93 | 1.49179105717415e-08 | 2.98358211434831e-08 | 0.999999985082089 |
94 | 5.29955545306423e-08 | 1.05991109061285e-07 | 0.999999947004445 |
95 | 2.8956144709448e-08 | 5.79122894188959e-08 | 0.999999971043855 |
96 | 2.2683176240142e-08 | 4.5366352480284e-08 | 0.999999977316824 |
97 | 2.37471030362519e-07 | 4.74942060725039e-07 | 0.99999976252897 |
98 | 1.54518855621134e-06 | 3.09037711242268e-06 | 0.999998454811444 |
99 | 6.68782406123056e-06 | 1.33756481224611e-05 | 0.999993312175939 |
100 | 4.54266164676134e-06 | 9.08532329352267e-06 | 0.999995457338353 |
101 | 1.36690222109063e-05 | 2.73380444218125e-05 | 0.999986330977789 |
102 | 1.02469141323505e-05 | 2.04938282647009e-05 | 0.999989753085868 |
103 | 5.9557794681194e-06 | 1.19115589362388e-05 | 0.999994044220532 |
104 | 8.79573362320771e-06 | 1.75914672464154e-05 | 0.999991204266377 |
105 | 3.70936170067502e-05 | 7.41872340135005e-05 | 0.999962906382993 |
106 | 0.000135970296120854 | 0.000271940592241708 | 0.999864029703879 |
107 | 0.00232046205351584 | 0.00464092410703167 | 0.997679537946484 |
108 | 0.00690544304091686 | 0.0138108860818337 | 0.993094556959083 |
109 | 0.00817489739342222 | 0.0163497947868444 | 0.991825102606578 |
110 | 0.0215202423659306 | 0.0430404847318612 | 0.978479757634069 |
111 | 0.0370958525449759 | 0.0741917050899518 | 0.962904147455024 |
112 | 0.0434639762085747 | 0.0869279524171495 | 0.956536023791425 |
113 | 0.0334321342127145 | 0.0668642684254289 | 0.966567865787286 |
114 | 0.0312876550300411 | 0.0625753100600821 | 0.968712344969959 |
115 | 0.0297838283261712 | 0.0595676566523424 | 0.970216171673829 |
116 | 0.0378172613032151 | 0.0756345226064302 | 0.962182738696785 |
117 | 0.0413702702827336 | 0.0827405405654672 | 0.958629729717266 |
118 | 0.1139837096455 | 0.227967419291 | 0.8860162903545 |
119 | 0.126223933499541 | 0.252447866999082 | 0.873776066500459 |
120 | 0.194320974995584 | 0.388641949991167 | 0.805679025004416 |
121 | 0.22656970575058 | 0.45313941150116 | 0.77343029424942 |
122 | 0.259607602450225 | 0.51921520490045 | 0.740392397549775 |
123 | 0.612333440813926 | 0.775333118372147 | 0.387666559186074 |
124 | 0.891265919017644 | 0.217468161964711 | 0.108734080982356 |
125 | 0.983682828147226 | 0.0326343437055486 | 0.0163171718527743 |
126 | 0.99426650192281 | 0.0114669961543798 | 0.00573349807718992 |
127 | 0.992668293493922 | 0.0146634130121561 | 0.00733170650607803 |
128 | 0.996256699348954 | 0.0074866013020914 | 0.0037433006510457 |
129 | 0.999445248140357 | 0.00110950371928604 | 0.000554751859643021 |
130 | 0.999998305522228 | 3.38895554423927e-06 | 1.69447777211964e-06 |
131 | 0.999998427445672 | 3.14510865644035e-06 | 1.57255432822018e-06 |
132 | 0.999996095735988 | 7.80852802316088e-06 | 3.90426401158044e-06 |
133 | 0.999988957161105 | 2.20856777892397e-05 | 1.10428388946198e-05 |
134 | 0.999981504834082 | 3.69903318364012e-05 | 1.84951659182006e-05 |
135 | 0.99994358096361 | 0.000112838072779543 | 5.64190363897713e-05 |
136 | 0.9998828643131 | 0.00023427137380046 | 0.00011713568690023 |
137 | 0.999861658703087 | 0.000276682593825693 | 0.000138341296912847 |
138 | 0.999879073492969 | 0.000241853014062149 | 0.000120926507031075 |
139 | 0.999620512532947 | 0.000758974934106737 | 0.000379487467053368 |
140 | 0.998744970755586 | 0.00251005848882787 | 0.00125502924441394 |
141 | 0.99554701643419 | 0.00890596713162012 | 0.00445298356581006 |
142 | 0.986119960716946 | 0.0277600785661085 | 0.0138800392830543 |
143 | 0.983251755019378 | 0.0334964899612435 | 0.0167482449806218 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 115 | 0.839416058394161 | NOK |
5% type I error level | 123 | 0.897810218978102 | NOK |
10% type I error level | 130 | 0.948905109489051 | NOK |