Multiple Linear Regression - Estimated Regression Equation |
TOT[t] = + 0.894471560040612 -0.211783507928986month[t] + 0.604451169674571MSF[t] + 0.140768431777201SSF[t] + 0.248720732811137NS[t] + 0.0165816744078118t + 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) | 0.894471560040612 | 0.28235 | 3.168 | 0.001875 | 0.000937 |
month | -0.211783507928986 | 0.16242 | -1.3039 | 0.194339 | 0.097169 |
MSF | 0.604451169674571 | 0.004484 | 134.793 | 0 | 0 |
SSF | 0.140768431777201 | 0.00293 | 48.05 | 0 | 0 |
NS | 0.248720732811137 | 0.00276 | 90.1158 | 0 | 0 |
t | 0.0165816744078118 | 0.012831 | 1.2923 | 0.19832 | 0.09916 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999992898222561 |
R-squared | 0.999985796495557 |
Adjusted R-squared | 0.999985303318319 |
F-TEST (value) | 2027639.80214162 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 144 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.204870660512966 |
Sum Squared Residuals | 6.04396620561872 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 107.711 | 107.781182880692 | -0.0701828806920056 |
2 | 113.241 | 113.291630079402 | -0.0506300794015549 |
3 | 121.998 | 121.988646669078 | 0.0093533309223476 |
4 | 135.136 | 135.085591822939 | 0.0504081770611874 |
5 | 157.641 | 157.575172980515 | 0.0658270194854228 |
6 | 205.875 | 205.706128502596 | 0.168871497404475 |
7 | 216.347 | 216.488671236708 | -0.141671236707532 |
8 | 251.435 | 251.434148114547 | 0.000851885452565724 |
9 | 243.588 | 243.351687923943 | 0.236312076057032 |
10 | 217.678 | 218.112362154462 | -0.434362154462269 |
11 | 216.346 | 216.623819088999 | -0.277819088998698 |
12 | 239.488 | 239.091899064972 | 0.396100935027942 |
13 | 108.313 | 108.385090191011 | -0.0720901910112705 |
14 | 113.015 | 113.066139094079 | -0.0511390940787411 |
15 | 123.239 | 123.203878599678 | 0.0351214003219583 |
16 | 135.336 | 135.28388346216 | 0.0521165378401997 |
17 | 162.182 | 162.095192367623 | 0.0868076323768993 |
18 | 207.085 | 206.912582419294 | 0.172417580706174 |
19 | 219.825 | 219.960419521296 | -0.135419521296224 |
20 | 252.091 | 251.91598712244 | 0.175012877559803 |
21 | 236.447 | 236.466241741488 | -0.0192417414884193 |
22 | 218.478 | 218.879658497715 | -0.401658497714674 |
23 | 220.221 | 219.931172290809 | 0.289827709190517 |
24 | 238.741 | 238.122762775979 | 0.618237224021036 |
25 | 100 | 100.06769632274 | -0.0676963227399159 |
26 | 108.124 | 108.208357040619 | -0.0843570406190398 |
27 | 113.998 | 114.062897736984 | -0.0648977369840611 |
28 | 124.666 | 124.622897273331 | 0.0431027266694572 |
29 | 135.284 | 135.205986345186 | 0.0780136548141554 |
30 | 167.86 | 167.758158984114 | 0.1018410158862 |
31 | 209.204 | 209.013052780283 | 0.190947219717479 |
32 | 221.956 | 222.09243541905 | -0.136435419050484 |
33 | 252.946 | 253.234528771633 | -0.288528771633467 |
34 | 224.906 | 225.090491139018 | -0.184491139018139 |
35 | 214.815 | 215.182415932244 | -0.367415932244034 |
36 | 222.182 | 221.906798737929 | 0.275201262071433 |
37 | 238.5 | 238.257950875971 | 0.242049124029392 |
38 | 102 | 102.053244612681 | -0.0532446126808811 |
39 | 109.615 | 109.692559696554 | -0.0775596965542957 |
40 | 114.936 | 115.001571523648 | -0.0655715236480118 |
41 | 126.54 | 126.508314051044 | 0.0316859489558122 |
42 | 137.144 | 137.074567936225 | 0.0694320637751678 |
43 | 175.245 | 175.106692185585 | 0.13830781441467 |
44 | 212.246 | 211.883090211076 | 0.362909788924276 |
45 | 227.184 | 227.389121028294 | -0.205121028294039 |
46 | 252.773 | 253.053022123891 | -0.280022123891176 |
47 | 221.934 | 222.438095535569 | -0.504095535569033 |
48 | 215.143 | 215.255877384865 | -0.112877384865013 |
49 | 225.455 | 225.222820026667 | 0.232179973333064 |
50 | 242.116 | 241.698709341636 | 0.417290658364373 |
51 | 103.65 | 103.687849895549 | -0.0378498955487245 |
52 | 111.34 | 111.411410652124 | -0.07141065212424 |
53 | 114.245 | 114.309476740911 | -0.0644767409106635 |
54 | 127.336 | 127.303335705081 | 0.0326642949194177 |
55 | 140.349 | 140.261664264877 | 0.0873357351233665 |
56 | 179.32 | 179.212528259309 | 0.10747174069069 |
57 | 215.466 | 215.122073384611 | 0.34392661538853 |
58 | 229.247 | 229.444764340214 | -0.197764340213763 |
59 | 250.677 | 250.961783015602 | -0.284783015601799 |
60 | 224.903 | 225.160189612904 | -0.257189612903767 |
61 | 218.381 | 218.200181521034 | 0.180818478966406 |
62 | 226.42 | 226.505079107146 | -0.0850791071460783 |
63 | 243.923 | 243.486006729454 | 0.436993270545542 |
64 | 104.974 | 105.028362654572 | -0.0543626545715717 |
65 | 110.717 | 110.80019068927 | -0.0831906892698358 |
66 | 114.437 | 114.48260542329 | -0.0456054232901336 |
67 | 127.871 | 127.837209220876 | 0.0337907791236997 |
68 | 143.264 | 143.170521704489 | 0.0934782955109022 |
69 | 184.979 | 184.885441657319 | 0.0935583426812758 |
70 | 216.693 | 216.434598707225 | 0.258401292774903 |
71 | 233.33 | 233.46981489002 | -0.139814890020213 |
72 | 250.105 | 250.058585036134 | 0.0464149638659217 |
73 | 223.798 | 224.063161460207 | -0.265161460206502 |
74 | 219.962 | 220.19055061422 | -0.228550614220163 |
75 | 228.287 | 228.368227252176 | -0.0812272521755708 |
76 | 245.813 | 245.721842420385 | 0.0911575796153215 |
77 | 104.641 | 104.709043802902 | -0.0680438029017074 |
78 | 111.217 | 111.292900423588 | -0.075900423587544 |
79 | 115.286 | 115.325303155238 | -0.0393031552384807 |
80 | 130.115 | 130.068952916241 | 0.0460470837585116 |
81 | 144.381 | 144.268631521903 | 0.112368478096727 |
82 | 188.482 | 188.402636394723 | 0.07936360527731 |
83 | 219.019 | 218.607013797711 | 0.41198620228855 |
84 | 236.987 | 236.978054945213 | 0.00894505478710394 |
85 | 251.788 | 251.841338715357 | -0.0533387153567927 |
86 | 218.529 | 218.572916382612 | -0.0439163826123118 |
87 | 218.933 | 219.440220842527 | -0.507220842527423 |
88 | 231.349 | 231.521421511558 | -0.172421511558463 |
89 | 247.143 | 246.92770599213 | 0.215294007870044 |
90 | 104.902 | 104.970653673291 | -0.0686536732906759 |
91 | 111.452 | 111.525547660688 | -0.0735476606882107 |
92 | 116.071 | 116.112534907737 | -0.041534907736553 |
93 | 132.773 | 132.710417013224 | 0.0625829867759419 |
94 | 145.881 | 145.775076197405 | 0.105923802595088 |
95 | 192.86 | 192.756415281183 | 0.103584718817513 |
96 | 217.924 | 217.63737481186 | 0.286625188140178 |
97 | 240.027 | 239.904747843794 | 0.122252156206018 |
98 | 250.212 | 250.249410712972 | -0.0374107129718127 |
99 | 217.521 | 217.813378171969 | -0.292378171969284 |
100 | 218.36 | 219.141161049224 | -0.781161049223573 |
101 | 231.015 | 231.108160167419 | -0.093160167418592 |
102 | 246.381 | 246.4676249281 | -0.086624928099963 |
103 | 105.695 | 105.761842354487 | -0.0668423544868097 |
104 | 111.611 | 111.69116421367 | -0.0801642136696893 |
105 | 117.807 | 117.83159195519 | -0.0245919551897366 |
106 | 134.265 | 134.198928477328 | 0.0660715226717126 |
107 | 146.497 | 146.420790667142 | 0.0762093328577901 |
108 | 195.475 | 195.374419759715 | 0.100580240284618 |
109 | 217.978 | 217.760410281818 | 0.217589718182457 |
110 | 245.433 | 245.494602681854 | -0.0616026818542687 |
111 | 248.073 | 248.072955533484 | 4.44665157406704e-05 |
112 | 219.971 | 220.289673744976 | -0.318673744976263 |
113 | 217.72 | 218.045980359759 | -0.325980359758814 |
114 | 232.241 | 231.971863360655 | 0.269136639344756 |
115 | 106.489 | 106.55253218898 | -0.0635321889797549 |
116 | 111.717 | 111.753520256763 | -0.0365202567632448 |
117 | 118.255 | 118.26364937094 | -0.0086493709397676 |
118 | 134.596 | 134.517739810639 | 0.0782601893613339 |
119 | 148.857 | 148.778690597936 | 0.078309402064503 |
120 | 198.4 | 198.289118633297 | 0.11088136670289 |
121 | 218.186 | 217.932866220455 | 0.253133779545137 |
122 | 246.641 | 246.804616181842 | -0.163616181841916 |
123 | 244.468 | 244.678506452459 | -0.210506452459228 |
124 | 223.841 | 223.937095592186 | -0.0960955921864503 |
125 | 219.934 | 219.814485206517 | 0.119514793482926 |
126 | 233.688 | 233.840069876129 | -0.152069876129155 |
127 | 107.146 | 107.210891270337 | -0.0648912703367452 |
128 | 112.062 | 112.073071138714 | -0.0110711387136216 |
129 | 118.969 | 118.952374230944 | 0.016625769055813 |
130 | 134.38 | 134.275607776387 | 0.104392223613062 |
131 | 150.78 | 150.695059461958 | 0.0849405380423315 |
132 | 200.598 | 200.447413303523 | 0.150586696476881 |
133 | 218.54 | 218.368685943443 | 0.171314056557119 |
134 | 250.328 | 250.60535406537 | -0.277354065369961 |
135 | 244.727 | 244.955010630345 | -0.228010630344972 |
136 | 223.764 | 223.912779858348 | -0.148779858347584 |
137 | 220.842 | 220.412035611783 | 0.429964388217057 |
138 | 236.667 | 236.557563058674 | 0.10943694132635 |
139 | 107.695 | 107.738346543079 | -0.0433465430787475 |
140 | 112.842 | 112.856382221263 | -0.0143822212628286 |
141 | 120.333 | 120.296817607999 | 0.0361823920005677 |
142 | 135.121 | 135.012870593007 | 0.108129406993415 |
143 | 153.293 | 153.19055162359 | 0.10244837641017 |
144 | 202.121 | 201.973908494154 | 0.147091505845854 |
145 | 217.886 | 217.994740989877 | -0.108740989877337 |
146 | 250.849 | 251.033909568144 | -0.184909568143833 |
147 | 244.034 | 244.086141853277 | -0.052141853277492 |
148 | 223.664 | 223.743956760639 | -0.079956760639108 |
149 | 220.584 | 220.15500424746 | 0.428995752540501 |
150 | 238.439 | 238.30000997064 | 0.138990029359731 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.308589782329816 | 0.617179564659633 | 0.691410217670184 |
10 | 0.49636220905106 | 0.992724418102121 | 0.50363779094894 |
11 | 0.367703082173792 | 0.735406164347584 | 0.632296917826208 |
12 | 0.886071202960595 | 0.22785759407881 | 0.113928797039405 |
13 | 0.824429620369973 | 0.351140759260055 | 0.175570379630027 |
14 | 0.749149348952417 | 0.501701302095165 | 0.250850651047583 |
15 | 0.663161439562039 | 0.673677120875923 | 0.336838560437961 |
16 | 0.572266283198515 | 0.85546743360297 | 0.427733716801485 |
17 | 0.498520637971936 | 0.997041275943873 | 0.501479362028064 |
18 | 0.465841220839382 | 0.931682441678763 | 0.534158779160618 |
19 | 0.531060969559361 | 0.937878060881277 | 0.468939030440639 |
20 | 0.45552423311095 | 0.9110484662219 | 0.54447576688905 |
21 | 0.376283893267386 | 0.752567786534773 | 0.623716106732614 |
22 | 0.446376791581782 | 0.892753583163564 | 0.553623208418218 |
23 | 0.531859833499938 | 0.936280333000123 | 0.468140166500062 |
24 | 0.898482152628189 | 0.203035694743622 | 0.101517847371811 |
25 | 0.86975615996966 | 0.260487680060679 | 0.13024384003034 |
26 | 0.831771041336364 | 0.336457917327273 | 0.168228958663636 |
27 | 0.788093265859787 | 0.423813468280426 | 0.211906734140213 |
28 | 0.742073464771432 | 0.515853070457137 | 0.257926535228569 |
29 | 0.692234011347475 | 0.615531977305049 | 0.307765988652525 |
30 | 0.640294922962097 | 0.719410154075806 | 0.359705077037903 |
31 | 0.600761156209638 | 0.798477687580724 | 0.399238843790362 |
32 | 0.638440787267349 | 0.723118425465303 | 0.361559212732651 |
33 | 0.774979124313128 | 0.450041751373743 | 0.225020875686872 |
34 | 0.759169586775252 | 0.481660826449496 | 0.240830413224748 |
35 | 0.818891701795011 | 0.362216596409977 | 0.181108298204989 |
36 | 0.841281850930924 | 0.317436298138152 | 0.158718149069076 |
37 | 0.830404746076944 | 0.339190507846112 | 0.169595253923056 |
38 | 0.793064085139856 | 0.413871829720288 | 0.206935914860144 |
39 | 0.753018619427647 | 0.493962761144707 | 0.246981380572353 |
40 | 0.708744222629911 | 0.582511554740178 | 0.291255777370089 |
41 | 0.659979733261117 | 0.680040533477766 | 0.340020266738883 |
42 | 0.611006983918175 | 0.77798603216365 | 0.388993016081825 |
43 | 0.576612496764651 | 0.846775006470698 | 0.423387503235349 |
44 | 0.681685158998432 | 0.636629682003136 | 0.318314841001568 |
45 | 0.696212544967973 | 0.607574910064054 | 0.303787455032027 |
46 | 0.74584642560806 | 0.508307148783879 | 0.25415357439194 |
47 | 0.896365019114052 | 0.207269961771895 | 0.103634980885948 |
48 | 0.875348443057727 | 0.249303113884547 | 0.124651556942273 |
49 | 0.87967955515497 | 0.24064088969006 | 0.12032044484503 |
50 | 0.926735228760009 | 0.146529542479982 | 0.0732647712399908 |
51 | 0.907832613058301 | 0.184334773883397 | 0.0921673869416986 |
52 | 0.886970944571613 | 0.226058110856774 | 0.113029055428387 |
53 | 0.862581112598873 | 0.274837774802255 | 0.137418887401127 |
54 | 0.833613206884103 | 0.332773586231794 | 0.166386793115897 |
55 | 0.805484310979971 | 0.389031378040057 | 0.194515689020029 |
56 | 0.782655035124228 | 0.434689929751543 | 0.217344964875772 |
57 | 0.859426453533793 | 0.281147092932415 | 0.140573546466207 |
58 | 0.857635365327126 | 0.284729269345747 | 0.142364634672873 |
59 | 0.881285123741704 | 0.237429752516592 | 0.118714876258296 |
60 | 0.889920508914655 | 0.220158982170691 | 0.110079491085345 |
61 | 0.888962749978494 | 0.222074500043012 | 0.111037250021506 |
62 | 0.873270160396075 | 0.253459679207849 | 0.126729839603925 |
63 | 0.938073688889715 | 0.123852622220569 | 0.0619263111102847 |
64 | 0.922623235877514 | 0.154753528244972 | 0.0773767641224861 |
65 | 0.906028051979446 | 0.187943896041109 | 0.0939719480205543 |
66 | 0.884799463548682 | 0.230401072902636 | 0.115200536451318 |
67 | 0.860524077818752 | 0.278951844362496 | 0.139475922181248 |
68 | 0.839373618916911 | 0.321252762166179 | 0.160626381083089 |
69 | 0.816751482039745 | 0.36649703592051 | 0.183248517960255 |
70 | 0.846340756777127 | 0.307318486445746 | 0.153659243222873 |
71 | 0.826403003589542 | 0.347193992820916 | 0.173596996410458 |
72 | 0.798572326859138 | 0.402855346281723 | 0.201427673140862 |
73 | 0.81759810743613 | 0.36480378512774 | 0.18240189256387 |
74 | 0.823966024212562 | 0.352067951574876 | 0.176033975787438 |
75 | 0.800496750556443 | 0.399006498887115 | 0.199503249443557 |
76 | 0.785377524056809 | 0.429244951886382 | 0.214622475943191 |
77 | 0.752186541131325 | 0.495626917737349 | 0.247813458868675 |
78 | 0.717792479631242 | 0.564415040737516 | 0.282207520368758 |
79 | 0.676722647841155 | 0.64655470431769 | 0.323277352158845 |
80 | 0.636189183881207 | 0.727621632237586 | 0.363810816118793 |
81 | 0.615436880284318 | 0.769126239431364 | 0.384563119715682 |
82 | 0.579484828616574 | 0.841030342766853 | 0.420515171383426 |
83 | 0.746556412662615 | 0.506887174674769 | 0.253443587337385 |
84 | 0.712513384580921 | 0.574973230838158 | 0.287486615419079 |
85 | 0.673588437002486 | 0.652823125995028 | 0.326411562997514 |
86 | 0.628909076345459 | 0.742181847309082 | 0.371090923654541 |
87 | 0.811731307589572 | 0.376537384820856 | 0.188268692410428 |
88 | 0.793316192120134 | 0.413367615759733 | 0.206683807879866 |
89 | 0.828624365238934 | 0.342751269522131 | 0.171375634761066 |
90 | 0.797395270218575 | 0.405209459562849 | 0.202604729781425 |
91 | 0.765054012301248 | 0.469891975397505 | 0.234945987698752 |
92 | 0.726018109261451 | 0.547963781477098 | 0.273981890738549 |
93 | 0.695423500213904 | 0.609152999572192 | 0.304576499786096 |
94 | 0.686181829607453 | 0.627636340785094 | 0.313818170392547 |
95 | 0.664158979208299 | 0.671682041583402 | 0.335841020791701 |
96 | 0.745021038874735 | 0.50995792225053 | 0.254978961125265 |
97 | 0.764503533111432 | 0.470992933777137 | 0.235496466888568 |
98 | 0.746107278454663 | 0.507785443090674 | 0.253892721545337 |
99 | 0.773273069690251 | 0.453453860619499 | 0.226726930309749 |
100 | 0.990955933907843 | 0.0180881321843146 | 0.00904406609215732 |
101 | 0.987255919099687 | 0.0254881618006268 | 0.0127440809003134 |
102 | 0.982494001919654 | 0.0350119961606923 | 0.0175059980803461 |
103 | 0.97602750368228 | 0.0479449926354406 | 0.0239724963177203 |
104 | 0.969251813697856 | 0.0614963726042872 | 0.0307481863021436 |
105 | 0.958662790485989 | 0.0826744190280228 | 0.0413372095140114 |
106 | 0.94846808654892 | 0.103063826902161 | 0.0515319134510804 |
107 | 0.935599192265364 | 0.128801615469273 | 0.0644008077346364 |
108 | 0.923558617287121 | 0.152882765425758 | 0.0764413827128792 |
109 | 0.946083540030345 | 0.107832919939311 | 0.0539164599696555 |
110 | 0.936092278043386 | 0.127815443913229 | 0.0639077219566144 |
111 | 0.925507667652 | 0.148984664696 | 0.074492332348 |
112 | 0.97285468003834 | 0.0542906399233194 | 0.0271453199616597 |
113 | 0.992769001753827 | 0.0144619964923453 | 0.00723099824617265 |
114 | 0.994709441454228 | 0.0105811170915447 | 0.00529055854577236 |
115 | 0.991899966263038 | 0.0162000674739246 | 0.00810003373696231 |
116 | 0.987814376104077 | 0.0243712477918466 | 0.0121856238959233 |
117 | 0.981672417894205 | 0.0366551642115903 | 0.0183275821057952 |
118 | 0.9765018464093 | 0.0469963071813997 | 0.0234981535906998 |
119 | 0.966397388192826 | 0.0672052236143479 | 0.0336026118071739 |
120 | 0.95352800317921 | 0.0929439936415797 | 0.0464719968207898 |
121 | 0.97976198460276 | 0.0404760307944797 | 0.0202380153972398 |
122 | 0.975251624920567 | 0.0494967501588657 | 0.0247483750794328 |
123 | 0.96638354974228 | 0.0672329005154402 | 0.0336164502577201 |
124 | 0.95949527217013 | 0.0810094556597409 | 0.0405047278298704 |
125 | 0.94198744870776 | 0.11602510258448 | 0.05801255129224 |
126 | 0.952994632216009 | 0.0940107355679814 | 0.0470053677839907 |
127 | 0.932230206923699 | 0.135539586152602 | 0.067769793076301 |
128 | 0.90510523859739 | 0.189789522805219 | 0.0948947614026097 |
129 | 0.871341134450484 | 0.257317731099031 | 0.128658865549516 |
130 | 0.826607643104383 | 0.346784713791234 | 0.173392356895617 |
131 | 0.766317547452974 | 0.467364905094052 | 0.233682452547026 |
132 | 0.752559256018653 | 0.494881487962695 | 0.247440743981347 |
133 | 0.856983258779647 | 0.286033482440706 | 0.143016741220353 |
134 | 0.801137724864064 | 0.397724550271871 | 0.198862275135936 |
135 | 0.734767934630396 | 0.530464130739207 | 0.265232065369604 |
136 | 0.854197210781322 | 0.291605578437357 | 0.145802789218678 |
137 | 0.867101867961969 | 0.265796264076062 | 0.132898132038031 |
138 | 0.784653617543185 | 0.430692764913631 | 0.215346382456815 |
139 | 0.67088364234185 | 0.658232715316299 | 0.32911635765815 |
140 | 0.540466174958277 | 0.919067650083446 | 0.459533825041723 |
141 | 0.401471330349524 | 0.802942660699048 | 0.598528669650476 |
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 | 12 | 0.0902255639097744 | NOK |
10% type I error level | 20 | 0.150375939849624 | NOK |