Multiple Linear Regression - Estimated Regression Equation |
TOT[t] = + 0.566831708939879 -0.00198312989069373month[t] + 0.603743970653316SMF[t] + 0.140665287558087SSF[t] + 0.250961903778573NS[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) | 0.566831708939879 | 0.12456 | 4.5507 | 1.1e-05 | 6e-06 |
month | -0.00198312989069373 | 0.004927 | -0.4025 | 0.687918 | 0.343959 |
SMF | 0.603743970653316 | 0.004461 | 135.3368 | 0 | 0 |
SSF | 0.140665287558087 | 0.002935 | 47.9221 | 0 | 0 |
NS | 0.250961903778573 | 0.002152 | 116.6143 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999992815858161 |
R-squared | 0.999985631767933 |
Adjusted R-squared | 0.999985235402911 |
F-TEST (value) | 2522890.70662766 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 145 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.205343482793616 |
Sum Squared Residuals | 6.11406215924273 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 107.711 | 107.782250471573 | -0.0712504715727742 |
2 | 113.241 | 113.293973518638 | -0.0529735186384351 |
3 | 121.998 | 121.992353873873 | 0.00564612612650625 |
4 | 135.136 | 135.085821302599 | 0.0501786974012035 |
5 | 157.641 | 157.568725592504 | 0.0722744074960486 |
6 | 205.875 | 205.712315873564 | 0.162684126435941 |
7 | 216.347 | 216.499691665827 | -0.152691665827313 |
8 | 251.435 | 251.465761144244 | -0.0307611442436377 |
9 | 243.588 | 243.371614396128 | 0.216385603871723 |
10 | 217.678 | 218.075421492035 | -0.397421492034803 |
11 | 216.346 | 216.603976108339 | -0.257976108339413 |
12 | 239.488 | 239.068615841504 | 0.419384158495705 |
13 | 108.313 | 108.397128804291 | -0.0841288042912976 |
14 | 113.015 | 113.07642198356 | -0.061421983560342 |
15 | 123.239 | 123.218685710063 | 0.0203142899374229 |
16 | 135.336 | 135.294449281244 | 0.0415507187560522 |
17 | 162.182 | 162.102931581225 | 0.0790684187750262 |
18 | 207.085 | 206.922744369898 | 0.162255630102345 |
19 | 219.825 | 219.994478768639 | -0.169478768638579 |
20 | 252.091 | 251.967792840596 | 0.123207159404128 |
21 | 236.447 | 236.475819310547 | -0.0288193105470972 |
22 | 218.478 | 218.863203989149 | -0.385203989148763 |
23 | 220.221 | 219.929678657161 | 0.291321342839469 |
24 | 238.741 | 238.096913510729 | 0.644086489271053 |
25 | 100 | 100.097998518265 | -0.0979985182653307 |
26 | 108.124 | 108.208257545178 | -0.0842575451779571 |
27 | 113.998 | 114.068217181123 | -0.0702171811225639 |
28 | 124.666 | 124.62808969021 | 0.0379103097895814 |
29 | 135.284 | 135.209912763385 | 0.0740872366148154 |
30 | 167.86 | 167.752583627155 | 0.107416372845294 |
31 | 209.204 | 209.026356507201 | 0.177643492799318 |
32 | 221.956 | 222.121374242165 | -0.165374242164912 |
33 | 252.946 | 253.28714461716 | -0.341144617160252 |
34 | 224.906 | 225.083657078052 | -0.177657078051819 |
35 | 214.815 | 215.16181355431 | -0.346813554310265 |
36 | 222.182 | 221.901203758119 | 0.280796241881359 |
37 | 238.5 | 238.227073614218 | 0.272926385781885 |
38 | 102 | 102.076204862738 | -0.0762048627380556 |
39 | 109.615 | 109.690484736049 | -0.0754847360492647 |
40 | 114.936 | 115.009930930627 | -0.0739309306269294 |
41 | 126.54 | 126.510166155201 | 0.0298338447994779 |
42 | 137.144 | 137.07097823772 | 0.0730217622798687 |
43 | 175.245 | 175.096122356337 | 0.14887764366348 |
44 | 212.246 | 211.893287451501 | 0.352712548499006 |
45 | 227.184 | 227.426891250457 | -0.242891250456619 |
46 | 252.773 | 253.098899239678 | -0.325899239678331 |
47 | 221.934 | 222.419452213006 | -0.485452213006112 |
48 | 215.143 | 215.229208267585 | -0.0862082675848522 |
49 | 225.455 | 225.21769297696 | 0.237307023039876 |
50 | 242.116 | 241.687596787229 | 0.428403212771469 |
51 | 103.65 | 103.70972558268 | -0.0597255826802975 |
52 | 111.34 | 111.408660982835 | -0.0686609828347351 |
53 | 114.245 | 114.310473113029 | -0.0654731130290172 |
54 | 127.336 | 127.305475932008 | 0.0305240679923282 |
55 | 140.349 | 140.262066599385 | 0.0869334006154523 |
56 | 179.32 | 179.189581789814 | 0.130418210185586 |
57 | 215.466 | 215.141452720752 | 0.324547279247835 |
58 | 229.247 | 229.475416152191 | -0.228416152190973 |
59 | 250.677 | 250.997034951346 | -0.320034951345588 |
60 | 224.903 | 225.153373605811 | -0.250373605811016 |
61 | 218.381 | 218.17485974264 | 0.206140257359511 |
62 | 226.42 | 226.49247020871 | -0.0724702087096715 |
63 | 243.923 | 243.472380190467 | 0.450619809532859 |
64 | 104.974 | 105.047895246018 | -0.0738952460179791 |
65 | 110.717 | 110.792011930186 | -0.0750119301862101 |
66 | 114.437 | 114.484279300864 | -0.0472793008635726 |
67 | 127.871 | 127.833834580818 | 0.0371654191822542 |
68 | 143.264 | 143.16702622471 | 0.0969737752902177 |
69 | 184.979 | 184.862159208997 | 0.116840791002687 |
70 | 216.693 | 216.449233694077 | 0.243766305923205 |
71 | 233.33 | 233.496054391077 | -0.166054391076971 |
72 | 250.105 | 250.081333895075 | 0.0236661049246471 |
73 | 223.798 | 224.037080154147 | -0.239080154146708 |
74 | 219.962 | 220.164598475923 | -0.202598475923004 |
75 | 228.287 | 228.346558874146 | -0.0595588741461576 |
76 | 245.813 | 245.703218471531 | 0.10978152846879 |
77 | 104.641 | 104.719842210663 | -0.078842210662758 |
78 | 111.217 | 111.281406603419 | -0.0644066034188557 |
79 | 115.286 | 115.319438555595 | -0.0334385555945959 |
80 | 130.115 | 130.069770438185 | 0.0452295618147562 |
81 | 144.381 | 144.252730985498 | 0.128269014502426 |
82 | 188.482 | 188.365463977759 | 0.116536022240957 |
83 | 219.019 | 218.619391261059 | 0.399608738940583 |
84 | 236.987 | 237.001525265766 | -0.0145252657659738 |
85 | 251.788 | 251.873893624948 | -0.0858936249482485 |
86 | 218.529 | 218.534112202157 | -0.00511220215722708 |
87 | 218.933 | 219.408552867422 | -0.47555286742178 |
88 | 231.349 | 231.504007293635 | -0.155007293634853 |
89 | 247.143 | 246.896633903547 | 0.246366096452966 |
90 | 104.902 | 104.971247959342 | -0.0692479593420124 |
91 | 111.452 | 111.512641007528 | -0.0606410075276623 |
92 | 116.071 | 116.102080300584 | -0.0310803005835547 |
93 | 132.773 | 132.706082837638 | 0.0669171623615496 |
94 | 145.881 | 145.754688274211 | 0.126311725788895 |
95 | 192.86 | 192.720371115488 | 0.139628884512134 |
96 | 217.924 | 217.638771832273 | 0.285228167726864 |
97 | 240.027 | 239.920417847031 | 0.106582152969027 |
98 | 250.212 | 250.254617226959 | -0.0426172269589067 |
99 | 217.521 | 217.765905827509 | -0.244905827508547 |
100 | 218.36 | 219.11106868835 | -0.75106868834989 |
101 | 231.015 | 231.081885620797 | -0.0668856207968265 |
102 | 246.381 | 246.417496183815 | -0.0364961838151723 |
103 | 105.695 | 105.752326301399 | -0.0573263013989101 |
104 | 111.611 | 111.674855754774 | -0.0638557547741192 |
105 | 117.807 | 117.820106708204 | -0.0131067082039539 |
106 | 134.265 | 134.190986408944 | 0.0740135910560069 |
107 | 146.497 | 146.393156487774 | 0.1038435122259 |
108 | 195.475 | 195.338368679537 | 0.136631320463102 |
109 | 217.978 | 217.759265154412 | 0.218734845588254 |
110 | 245.433 | 245.514767727271 | -0.0817677272711917 |
111 | 248.073 | 248.062844147941 | 0.0101558520594303 |
112 | 219.971 | 220.234441734061 | -0.263441734061135 |
113 | 217.72 | 218.016972196992 | -0.296972196991791 |
114 | 232.241 | 231.946758996974 | 0.294241003025538 |
115 | 106.489 | 106.555479808297 | -0.066479808297129 |
116 | 111.717 | 111.752081051144 | -0.0350810511441714 |
117 | 118.255 | 118.2622169047 | -0.00721690469986015 |
118 | 134.596 | 134.520461697086 | 0.0755383029139713 |
119 | 148.857 | 148.7655110586 | 0.0914889414004545 |
120 | 198.4 | 198.27231014821 | 0.127689851789784 |
121 | 218.186 | 217.930642536032 | 0.255357463967957 |
122 | 246.641 | 246.841721065854 | -0.200721065853882 |
123 | 244.468 | 244.680356564572 | -0.212356564571644 |
124 | 223.841 | 223.922471842242 | -0.0814718422418072 |
125 | 219.934 | 219.792487360596 | 0.141512639403862 |
126 | 233.688 | 233.826840087657 | -0.13884008765655 |
127 | 107.146 | 107.226482165349 | -0.0804821653489801 |
128 | 112.062 | 112.080174505422 | -0.0181745054222905 |
129 | 118.969 | 118.957695899591 | 0.0113041004085454 |
130 | 134.38 | 134.285998515654 | 0.0940014843461143 |
131 | 150.78 | 150.69716462773 | 0.0828353722695453 |
132 | 200.598 | 200.453222851604 | 0.144777148396268 |
133 | 218.54 | 218.384821465982 | 0.155178534017712 |
134 | 250.328 | 250.663319293107 | -0.335319293107411 |
135 | 244.727 | 244.979063849478 | -0.252063849478477 |
136 | 223.764 | 223.900940725045 | -0.136940725044987 |
137 | 220.842 | 220.400539614249 | 0.441460385751474 |
138 | 236.667 | 236.559722670824 | 0.107277329176509 |
139 | 107.695 | 107.762827917577 | -0.067827917577256 |
140 | 112.842 | 112.876621924633 | -0.0346219246331097 |
141 | 120.333 | 120.314157660662 | 0.0188423393381091 |
142 | 135.121 | 135.034962843096 | 0.0860371569038212 |
143 | 153.293 | 153.19891763122 | 0.0940823687801632 |
144 | 202.121 | 201.991532072263 | 0.12946792773729 |
145 | 217.886 | 218.023477131668 | -0.137477131668309 |
146 | 250.849 | 251.093268406665 | -0.244268406665285 |
147 | 244.034 | 244.123275976809 | -0.0892759768090027 |
148 | 223.664 | 223.743329486486 | -0.079329486486247 |
149 | 220.584 | 220.151774511916 | 0.432225488084231 |
150 | 238.439 | 238.312609649726 | 0.126390350274353 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.0914760149710633 | 0.182952029942127 | 0.908523985028937 |
9 | 0.247282634287709 | 0.494565268575417 | 0.752717365712291 |
10 | 0.655020523821026 | 0.689958952357947 | 0.344979476178974 |
11 | 0.650096162912964 | 0.699807674174071 | 0.349903837087036 |
12 | 0.880455703123109 | 0.239088593753782 | 0.119544296876891 |
13 | 0.821966406273179 | 0.356067187453642 | 0.178033593726821 |
14 | 0.751088383130481 | 0.497823233739039 | 0.248911616869519 |
15 | 0.67237226039514 | 0.655255479209721 | 0.32762773960486 |
16 | 0.588111790921749 | 0.823776418156501 | 0.411888209078251 |
17 | 0.511978622001234 | 0.976042755997532 | 0.488021377998766 |
18 | 0.4652625052945 | 0.930525010589001 | 0.5347374947055 |
19 | 0.477237488918495 | 0.954474977836989 | 0.522762511081505 |
20 | 0.409823817838295 | 0.819647635676589 | 0.590176182161705 |
21 | 0.338457263925225 | 0.67691452785045 | 0.661542736074775 |
22 | 0.51124775397498 | 0.97750449205004 | 0.48875224602502 |
23 | 0.556318325624716 | 0.887363348750568 | 0.443681674375284 |
24 | 0.864333389397529 | 0.271333221204943 | 0.135666610602471 |
25 | 0.830863017017099 | 0.338273965965802 | 0.169136982982901 |
26 | 0.787237654472236 | 0.425524691055529 | 0.212762345527764 |
27 | 0.738925547340846 | 0.522148905318308 | 0.261074452659154 |
28 | 0.688664564506659 | 0.622670870986681 | 0.311335435493341 |
29 | 0.635208235853182 | 0.729583528293637 | 0.364791764146818 |
30 | 0.580413414700877 | 0.839173170598247 | 0.419586585299123 |
31 | 0.537463788608082 | 0.925072422783836 | 0.462536211391918 |
32 | 0.579298814270387 | 0.841402371459226 | 0.420701185729613 |
33 | 0.767232692856797 | 0.465534614286405 | 0.232767307143203 |
34 | 0.740881038804802 | 0.518237922390397 | 0.259118961195198 |
35 | 0.787315274561662 | 0.425369450876677 | 0.212684725438338 |
36 | 0.815371503992681 | 0.369256992014639 | 0.184628496007319 |
37 | 0.81393974830392 | 0.372120503392159 | 0.18606025169608 |
38 | 0.775880559756491 | 0.448238880487019 | 0.22411944024351 |
39 | 0.735928612457716 | 0.528142775084569 | 0.264071387542284 |
40 | 0.691617336435937 | 0.616765327128127 | 0.308382663564063 |
41 | 0.642211628589844 | 0.715576742820312 | 0.357788371410156 |
42 | 0.593122529002531 | 0.813754941994937 | 0.406877470997468 |
43 | 0.563859435288455 | 0.872281129423091 | 0.436140564711545 |
44 | 0.664247445533651 | 0.671505108932698 | 0.335752554466349 |
45 | 0.705273748595774 | 0.589452502808451 | 0.294726251404226 |
46 | 0.793291385913836 | 0.413417228172328 | 0.206708614086164 |
47 | 0.901262209606558 | 0.197475580786885 | 0.0987377903934423 |
48 | 0.881655604039403 | 0.236688791921193 | 0.118344395960597 |
49 | 0.88829529827988 | 0.22340940344024 | 0.11170470172012 |
50 | 0.936680357907079 | 0.126639284185842 | 0.0633196420929211 |
51 | 0.920239028726941 | 0.159521942546119 | 0.0797609712730594 |
52 | 0.902304561814793 | 0.195390876370415 | 0.0976954381852074 |
53 | 0.880847847965024 | 0.238304304069952 | 0.119152152034976 |
54 | 0.854555285235195 | 0.290889429529611 | 0.145444714764805 |
55 | 0.828491128441312 | 0.343017743117376 | 0.171508871558688 |
56 | 0.816651217077787 | 0.366697565844427 | 0.183348782922213 |
57 | 0.871566709350567 | 0.256866581298866 | 0.128433290649433 |
58 | 0.881258418535578 | 0.237483162928843 | 0.118741581464422 |
59 | 0.915252441698575 | 0.169495116602849 | 0.0847475583014245 |
60 | 0.918849804995045 | 0.16230039000991 | 0.0811501950049552 |
61 | 0.925622462135943 | 0.148755075728114 | 0.0743775378640569 |
62 | 0.910747959788676 | 0.178504080422648 | 0.089252040211324 |
63 | 0.962616618060803 | 0.0747667638783948 | 0.0373833819391974 |
64 | 0.952684192929981 | 0.0946316141400372 | 0.0473158070700186 |
65 | 0.941287451569567 | 0.117425096860865 | 0.0587125484304327 |
66 | 0.926464317005526 | 0.147071365988948 | 0.0735356829944742 |
67 | 0.908960603900806 | 0.182078792198389 | 0.0910393960991943 |
68 | 0.893485567211824 | 0.213028865576351 | 0.106514432788176 |
69 | 0.882481592392352 | 0.235036815215297 | 0.117518407607648 |
70 | 0.896083359656608 | 0.207833280686784 | 0.103916640343392 |
71 | 0.887647874392447 | 0.224704251215106 | 0.112352125607553 |
72 | 0.864453747771078 | 0.271092504457845 | 0.135546252228922 |
73 | 0.867865932116348 | 0.264268135767305 | 0.132134067883652 |
74 | 0.864683037158096 | 0.270633925683809 | 0.135316962841904 |
75 | 0.840576805970849 | 0.318846388058302 | 0.159423194029151 |
76 | 0.827014967599948 | 0.345970064800103 | 0.172985032400052 |
77 | 0.799836769821246 | 0.400326460357509 | 0.200163230178755 |
78 | 0.769931355848061 | 0.460137288303877 | 0.230068644151939 |
79 | 0.733418813085717 | 0.533162373828565 | 0.266581186914283 |
80 | 0.695046745962917 | 0.609906508074166 | 0.304953254037083 |
81 | 0.676882631639036 | 0.646234736721928 | 0.323117368360964 |
82 | 0.654083482641627 | 0.691833034716745 | 0.345916517358373 |
83 | 0.778101252743153 | 0.443797494513694 | 0.221898747256847 |
84 | 0.741903877327716 | 0.516192245344568 | 0.258096122672284 |
85 | 0.706773045095613 | 0.586453909808775 | 0.293226954904387 |
86 | 0.663982237803253 | 0.672035524393494 | 0.336017762196747 |
87 | 0.817162506975215 | 0.36567498604957 | 0.182837493024785 |
88 | 0.798612866010924 | 0.402774267978151 | 0.201387133989076 |
89 | 0.837669294800689 | 0.324661410398621 | 0.162330705199311 |
90 | 0.811289785911107 | 0.377420428177786 | 0.188710214088893 |
91 | 0.782688326870745 | 0.434623346258509 | 0.217311673129255 |
92 | 0.747328205093283 | 0.505343589813433 | 0.252671794906717 |
93 | 0.713235205591933 | 0.573529588816135 | 0.286764794408067 |
94 | 0.70403250492573 | 0.591934990148541 | 0.29596749507427 |
95 | 0.692320107293905 | 0.61535978541219 | 0.307679892706095 |
96 | 0.744664059781988 | 0.510671880436024 | 0.255335940218012 |
97 | 0.727127388541814 | 0.545745222916372 | 0.272872611458186 |
98 | 0.68864044314547 | 0.622719113709059 | 0.31135955685453 |
99 | 0.694551640140875 | 0.610896719718249 | 0.305448359859125 |
100 | 0.975337270658222 | 0.0493254586835567 | 0.0246627293417783 |
101 | 0.967191189012883 | 0.0656176219742345 | 0.0328088109871173 |
102 | 0.959058482452458 | 0.0818830350950847 | 0.0409415175475424 |
103 | 0.948575892096817 | 0.102848215806366 | 0.0514241079031828 |
104 | 0.939541834168531 | 0.120916331662937 | 0.0604581658314687 |
105 | 0.924439937497989 | 0.151120125004021 | 0.0755600625020105 |
106 | 0.90592422800834 | 0.18815154398332 | 0.0940757719916598 |
107 | 0.893080276879719 | 0.213839446240562 | 0.106919723120281 |
108 | 0.893490518112037 | 0.213018963775926 | 0.106509481887963 |
109 | 0.904378574152911 | 0.191242851694178 | 0.0956214258470889 |
110 | 0.878796697289887 | 0.242406605420226 | 0.121203302710113 |
111 | 0.857770357360629 | 0.284459285278742 | 0.142229642639371 |
112 | 0.868531076477094 | 0.262937847045812 | 0.131468923522906 |
113 | 0.915871615326592 | 0.168256769346816 | 0.0841283846734082 |
114 | 0.932642798772251 | 0.134714402455499 | 0.0673572012277493 |
115 | 0.921157252035623 | 0.157685495928753 | 0.0788427479643765 |
116 | 0.903836015807228 | 0.192327968385544 | 0.0961639841927721 |
117 | 0.881849272005761 | 0.236301455988479 | 0.118150727994239 |
118 | 0.851178961252769 | 0.297642077494462 | 0.148821038747231 |
119 | 0.823421174279814 | 0.353157651440373 | 0.176578825720186 |
120 | 0.819778929019246 | 0.360442141961507 | 0.180221070980754 |
121 | 0.916016371978844 | 0.167967256042312 | 0.0839836280211558 |
122 | 0.894109701404043 | 0.211780597191914 | 0.105890298595957 |
123 | 0.86491987187575 | 0.270160256248501 | 0.13508012812425 |
124 | 0.84640261204532 | 0.307194775909359 | 0.15359738795468 |
125 | 0.805812121412974 | 0.388375757174052 | 0.194187878587026 |
126 | 0.773342525775246 | 0.453314948449509 | 0.226657474224754 |
127 | 0.774578480660021 | 0.450843038679957 | 0.225421519339979 |
128 | 0.728584703858437 | 0.542830592283126 | 0.271415296141563 |
129 | 0.676581751283688 | 0.646836497432624 | 0.323418248716312 |
130 | 0.611425418905565 | 0.77714916218887 | 0.388574581094435 |
131 | 0.53664200321712 | 0.92671599356576 | 0.46335799678288 |
132 | 0.600955908605265 | 0.79808818278947 | 0.399044091394735 |
133 | 0.74506411406818 | 0.509871771863639 | 0.25493588593182 |
134 | 0.752839464790137 | 0.494321070419725 | 0.247160535209863 |
135 | 0.707448085273791 | 0.585103829452419 | 0.292551914726209 |
136 | 0.742908260867528 | 0.514183478264945 | 0.257091739132472 |
137 | 0.72386135268936 | 0.55227729462128 | 0.27613864731064 |
138 | 0.621359448277886 | 0.757281103444227 | 0.378640551722113 |
139 | 0.556083491272716 | 0.887833017454568 | 0.443916508727284 |
140 | 0.519145717727442 | 0.961708564545116 | 0.480854282272558 |
141 | 0.463539862428995 | 0.927079724857991 | 0.536460137571005 |
142 | 0.376076121807827 | 0.752152243615654 | 0.623923878192173 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 1 | 0.00740740740740741 | OK |
10% type I error level | 5 | 0.037037037037037 | OK |