Multiple Linear Regression - Estimated Regression Equation |
energy[t] = + 101.875830255068 + 0.0443398418083961durable_consumer_goods[t] -0.155870645892213intermediate_and_capital_goods[t] + 0.117755873301143`non-durable_consumer_goods`[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) | 101.875830255068 | 8.394511 | 12.136 | 0 | 0 |
durable_consumer_goods | 0.0443398418083961 | 0.073595 | 0.6025 | 0.549286 | 0.274643 |
intermediate_and_capital_goods | -0.155870645892213 | 0.07174 | -2.1727 | 0.03405 | 0.017025 |
`non-durable_consumer_goods` | 0.117755873301143 | 0.084955 | 1.3861 | 0.171214 | 0.085607 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.328966128052005 |
R-squared | 0.108218713405528 |
Adjusted R-squared | 0.0604447159093957 |
F-TEST (value) | 2.26522206801491 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 56 |
p-value | 0.0908442510754697 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.61484863928228 |
Sum Squared Residuals | 1192.62236595519 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 100.4 | 101.820757354029 | -1.42075735402866 |
2 | 108.6 | 100.60072165399 | 7.99927834601037 |
3 | 109.9 | 100.995622039739 | 8.90437796026052 |
4 | 109.5 | 102.55195815288 | 6.94804184712032 |
5 | 109.2 | 100.778975913635 | 8.42102408636549 |
6 | 100.9 | 100.306617747478 | 0.593382252521533 |
7 | 98.4 | 101.248538550599 | -2.8485385505989 |
8 | 94.2 | 99.7145916824625 | -5.51459168246248 |
9 | 94.7 | 100.082017567926 | -5.38201756792634 |
10 | 95.2 | 99.9782093813536 | -4.77820938135359 |
11 | 100.3 | 101.476825984999 | -1.17682598499854 |
12 | 100.9 | 101.844842372912 | -0.944842372911753 |
13 | 97.9 | 102.296780721706 | -4.39678072170587 |
14 | 106.9 | 102.700425042077 | 4.19957495792306 |
15 | 100.8 | 103.75477611414 | -2.95477611413984 |
16 | 106.6 | 106.603154705531 | -0.00315470553094033 |
17 | 108.2 | 104.360612567168 | 3.83938743283211 |
18 | 98.4 | 104.284743032169 | -5.88474303216892 |
19 | 102 | 105.146523023579 | -3.14652302357897 |
20 | 95.7 | 104.410983583645 | -8.71098358364543 |
21 | 100.8 | 102.956907196942 | -2.1569071969425 |
22 | 98.8 | 104.15620614774 | -5.35620614774009 |
23 | 99.6 | 105.276282659055 | -5.67628265905533 |
24 | 106.1 | 104.36078088509 | 1.73921911490987 |
25 | 106.3 | 104.116047776461 | 2.18395222353945 |
26 | 105.7 | 103.939070514333 | 1.76092948566677 |
27 | 103.7 | 104.193646369227 | -0.493646369226621 |
28 | 111.2 | 105.791736859055 | 5.40826314094538 |
29 | 114.8 | 104.475070882856 | 10.324929117144 |
30 | 103.6 | 105.059810502922 | -1.45981050292196 |
31 | 107 | 104.669416038172 | 2.33058396182841 |
32 | 104.8 | 102.819263127417 | 1.98073687258343 |
33 | 104.7 | 102.744812534636 | 1.95518746536389 |
34 | 102 | 103.757836404752 | -1.75783640475211 |
35 | 103.4 | 104.536154014122 | -1.1361540141217 |
36 | 107 | 104.219417220499 | 2.78058277950139 |
37 | 104 | 102.889564348476 | 1.11043565152388 |
38 | 105.4 | 103.035481532079 | 2.36451846792111 |
39 | 107.9 | 104.2472483436 | 3.65275165639952 |
40 | 110.1 | 105.58754096572 | 4.51245903428014 |
41 | 111 | 102.849445867946 | 8.1505541320537 |
42 | 98.5 | 103.806581540099 | -5.30658154009897 |
43 | 101.9 | 104.863978368039 | -2.96397836803849 |
44 | 103.4 | 103.211387561663 | 0.188612438336782 |
45 | 102.9 | 102.410917827216 | 0.489082172783956 |
46 | 101 | 102.866743082933 | -1.86674308293324 |
47 | 103.4 | 104.525898217083 | -1.12589821708299 |
48 | 107.2 | 105.814616670164 | 1.38538332983599 |
49 | 104.5 | 104.30956113658 | 0.190438863419586 |
50 | 104.7 | 103.77918562509 | 0.920814374910085 |
51 | 107 | 103.364804777586 | 3.6351952224135 |
52 | 110.3 | 104.070519316827 | 6.22948068317303 |
53 | 107.9 | 103.326789794265 | 4.57321020573544 |
54 | 97.1 | 103.267281590691 | -6.16728159069122 |
55 | 98.6 | 103.797480950721 | -5.19748095072115 |
56 | 95.3 | 102.369248737002 | -7.06924873700249 |
57 | 101.7 | 102.208810090102 | -0.508810090102391 |
58 | 96.3 | 103.025056305575 | -6.7250563055752 |
59 | 99 | 104.208085765544 | -5.20808576554414 |
60 | 104 | 105.433635259702 | -1.43363525970189 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.908012979250171 | 0.183974041499657 | 0.0919870207498286 |
8 | 0.939218665605448 | 0.121562668789104 | 0.060781334394552 |
9 | 0.903924684696454 | 0.192150630607091 | 0.0960753153035457 |
10 | 0.868470053771263 | 0.263059892457474 | 0.131529946228737 |
11 | 0.928615571324316 | 0.142768857351367 | 0.0713844286756836 |
12 | 0.884708658453573 | 0.230582683092853 | 0.115291341546427 |
13 | 0.947177806972899 | 0.105644386054201 | 0.0528221930271007 |
14 | 0.928372453393272 | 0.143255093213455 | 0.0716275466067277 |
15 | 0.924205801930108 | 0.151588396139784 | 0.075794198069892 |
16 | 0.886652212931336 | 0.226695574137329 | 0.113347787068664 |
17 | 0.855506472134982 | 0.288987055730036 | 0.144493527865018 |
18 | 0.889081743018598 | 0.221836513962804 | 0.110918256981402 |
19 | 0.862409690969665 | 0.275180618060671 | 0.137590309030335 |
20 | 0.931676881317799 | 0.136646237364402 | 0.068323118682201 |
21 | 0.904190034188439 | 0.191619931623122 | 0.0958099658115611 |
22 | 0.908506133056148 | 0.182987733887704 | 0.091493866943852 |
23 | 0.924005197071311 | 0.151989605857377 | 0.0759948029286886 |
24 | 0.907188675648338 | 0.185622648703325 | 0.0928113243516623 |
25 | 0.87803300901523 | 0.24393398196954 | 0.12196699098477 |
26 | 0.842511189864522 | 0.314977620270957 | 0.157488810135478 |
27 | 0.793869910555937 | 0.412260178888127 | 0.206130089444063 |
28 | 0.808873852504056 | 0.382252294991887 | 0.191126147495944 |
29 | 0.944289676711247 | 0.111420646577505 | 0.0557103232887525 |
30 | 0.921349331153871 | 0.157301337692257 | 0.0786506688461286 |
31 | 0.898178319086234 | 0.203643361827533 | 0.101821680913766 |
32 | 0.866946389292161 | 0.266107221415677 | 0.133053610707839 |
33 | 0.828655179514442 | 0.342689640971116 | 0.171344820485558 |
34 | 0.779563631872001 | 0.440872736255998 | 0.220436368127999 |
35 | 0.73493177785755 | 0.530136444284901 | 0.26506822214245 |
36 | 0.681975272490629 | 0.636049455018742 | 0.318024727509371 |
37 | 0.616109248469026 | 0.767781503061947 | 0.383890751530974 |
38 | 0.564469256820557 | 0.871061486358885 | 0.435530743179443 |
39 | 0.530902999352134 | 0.938194001295731 | 0.469097000647866 |
40 | 0.554893087769226 | 0.890213824461547 | 0.445106912230774 |
41 | 0.73592241112819 | 0.52815517774362 | 0.26407758887181 |
42 | 0.730332056685284 | 0.539335886629432 | 0.269667943314716 |
43 | 0.72361849724887 | 0.552763005502261 | 0.27638150275113 |
44 | 0.638060694786592 | 0.723878610426816 | 0.361939305213408 |
45 | 0.544302527116085 | 0.911394945767829 | 0.455697472883915 |
46 | 0.477304640952929 | 0.954609281905859 | 0.522695359047071 |
47 | 0.378967244882518 | 0.757934489765035 | 0.621032755117482 |
48 | 0.288655785016021 | 0.577311570032043 | 0.711344214983979 |
49 | 0.202033683568215 | 0.40406736713643 | 0.797966316431785 |
50 | 0.131011280059062 | 0.262022560118124 | 0.868988719940938 |
51 | 0.11614621923955 | 0.2322924384791 | 0.88385378076045 |
52 | 0.268779276087824 | 0.537558552175648 | 0.731220723912176 |
53 | 0.618214284321882 | 0.763571431356237 | 0.381785715678118 |
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 | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |