| Multiple Linear Regression - Estimated Regression Equation |
| Yt[t] = + 100.393611638968 + 0.332336476662426X1[t] + 3.99817389808975X2[t] + 1.85791247072403X3[t] + 7.83886063212366X4[t] + 2.55876932475728X5[t] -3.23116194241756X6[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) | 100.393611638968 | 252.06198 | 0.3983 | 0.69133 | 0.345665 |
| X1 | 0.332336476662426 | 0.040538 | 8.1981 | 0 | 0 |
| X2 | 3.99817389808975 | 1.82402 | 2.192 | 0.030879 | 0.01544 |
| X3 | 1.85791247072403 | 3.563661 | 0.5213 | 0.603363 | 0.301681 |
| X4 | 7.83886063212366 | 5.276517 | 1.4856 | 0.140764 | 0.070382 |
| X5 | 2.55876932475728 | 2.330241 | 1.0981 | 0.275008 | 0.137504 |
| X6 | -3.23116194241756 | 7.286181 | -0.4435 | 0.65846 | 0.32923 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.783045775972243 |
| R-squared | 0.613160687267972 |
| Adjusted R-squared | 0.588203312253002 |
| F-TEST (value) | 24.5683164555645 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 93 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 187.669515253797 |
| Sum Squared Residuals | 3275445.76687034 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 478 | 559.882079274508 | -81.8820792745077 |
| 2 | 494 | 570.986176753474 | -76.9861767534738 |
| 3 | 643 | 704.005363678289 | -61.0053636782891 |
| 4 | 341 | 632.823520381786 | -291.823520381786 |
| 5 | 773 | 677.921158060777 | 95.0788419392228 |
| 6 | 603 | 509.217565345636 | 93.7824346543645 |
| 7 | 484 | 580.919451284355 | -96.9194512843549 |
| 8 | 546 | 519.430192024606 | 26.5698079753946 |
| 9 | 424 | 465.219932798116 | -41.2199327981163 |
| 10 | 548 | 592.558206662016 | -44.5582066620163 |
| 11 | 506 | 523.893430174056 | -17.8934301740559 |
| 12 | 819 | 605.520749206515 | 213.479250793485 |
| 13 | 541 | 561.610429575029 | -20.610429575029 |
| 14 | 491 | 750.878862426951 | -259.878862426951 |
| 15 | 514 | 498.821369587328 | 15.1786304126715 |
| 16 | 371 | 505.313879684233 | -134.313879684233 |
| 17 | 457 | 489.951621037286 | -32.9516210372863 |
| 18 | 437 | 583.595210986059 | -146.595210986059 |
| 19 | 570 | 603.776048293387 | -33.7760482933869 |
| 20 | 432 | 526.017630951951 | -94.0176309519513 |
| 21 | 619 | 727.874003901545 | -108.874003901545 |
| 22 | 357 | 549.932038770365 | -192.932038770365 |
| 23 | 623 | 614.592314678273 | 8.40768532172736 |
| 24 | 547 | 815.576777312715 | -268.576777312715 |
| 25 | 792 | 710.460998504885 | 81.5390014951147 |
| 26 | 799 | 742.454877441474 | 56.5451225585262 |
| 27 | 439 | 632.543583986624 | -193.543583986624 |
| 28 | 867 | 846.265663547525 | 20.7343364524745 |
| 29 | 912 | 825.024731951949 | 86.9752680480505 |
| 30 | 462 | 570.104677478719 | -108.104677478719 |
| 31 | 859 | 738.086124885779 | 120.913875114221 |
| 32 | 805 | 853.830735861158 | -48.830735861158 |
| 33 | 652 | 696.861648752452 | -44.8616487524522 |
| 34 | 776 | 629.086786834156 | 146.913213165844 |
| 35 | 919 | 747.238641249239 | 171.761358750761 |
| 36 | 732 | 1007.49617940853 | -275.496179408532 |
| 37 | 657 | 722.310437860598 | -65.3104378605983 |
| 38 | 1419 | 713.109341221742 | 705.890658778258 |
| 39 | 989 | 882.601833249775 | 106.398166750225 |
| 40 | 821 | 831.415365596305 | -10.4153655963048 |
| 41 | 1740 | 1907.60530244396 | -167.605302443965 |
| 42 | 815 | 739.800120274406 | 75.1998797255943 |
| 43 | 760 | 734.416170474564 | 25.5838295254363 |
| 44 | 936 | 729.284709842033 | 206.715290157967 |
| 45 | 863 | 667.718509057974 | 195.281490942026 |
| 46 | 783 | 942.240759548306 | -159.240759548306 |
| 47 | 715 | 698.317371867057 | 16.6826281329432 |
| 48 | 1504 | 998.258650167046 | 505.741349832954 |
| 49 | 1324 | 1060.79933102286 | 263.200668977144 |
| 50 | 940 | 1100.34943462162 | -160.349434621625 |
| 51 | 478 | 559.882079274507 | -81.8820792745074 |
| 52 | 494 | 570.986176753474 | -76.9861767534742 |
| 53 | 643 | 704.005363678289 | -61.0053636782891 |
| 54 | 341 | 632.823520381786 | -291.823520381786 |
| 55 | 773 | 677.921158060777 | 95.0788419392227 |
| 56 | 603 | 509.217565345635 | 93.7824346543645 |
| 57 | 484 | 580.919451284355 | -96.9194512843549 |
| 58 | 546 | 519.430192024606 | 26.5698079753946 |
| 59 | 424 | 465.219932798116 | -41.2199327981163 |
| 60 | 548 | 592.558206662016 | -44.5582066620163 |
| 61 | 506 | 523.893430174056 | -17.8934301740559 |
| 62 | 819 | 605.520749206515 | 213.479250793485 |
| 63 | 541 | 561.610429575029 | -20.610429575029 |
| 64 | 491 | 750.878862426951 | -259.878862426951 |
| 65 | 514 | 498.821369587328 | 15.1786304126715 |
| 66 | 371 | 505.313879684233 | -134.313879684233 |
| 67 | 457 | 489.951621037286 | -32.9516210372863 |
| 68 | 437 | 583.595210986059 | -146.595210986059 |
| 69 | 570 | 603.776048293387 | -33.7760482933869 |
| 70 | 432 | 526.017630951951 | -94.0176309519513 |
| 71 | 619 | 727.874003901545 | -108.874003901545 |
| 72 | 357 | 549.932038770365 | -192.932038770365 |
| 73 | 623 | 614.592314678273 | 8.40768532172736 |
| 74 | 547 | 815.576777312715 | -268.576777312715 |
| 75 | 792 | 710.460998504885 | 81.5390014951147 |
| 76 | 799 | 742.454877441474 | 56.5451225585262 |
| 77 | 439 | 632.543583986624 | -193.543583986624 |
| 78 | 867 | 846.265663547525 | 20.7343364524745 |
| 79 | 912 | 825.024731951949 | 86.9752680480505 |
| 80 | 462 | 570.104677478719 | -108.104677478719 |
| 81 | 859 | 738.086124885779 | 120.913875114221 |
| 82 | 805 | 853.830735861158 | -48.830735861158 |
| 83 | 652 | 696.861648752452 | -44.8616487524522 |
| 84 | 776 | 629.086786834156 | 146.913213165844 |
| 85 | 919 | 747.238641249239 | 171.761358750761 |
| 86 | 732 | 1007.49617940853 | -275.496179408532 |
| 87 | 657 | 722.310437860598 | -65.3104378605983 |
| 88 | 1419 | 713.109341221742 | 705.890658778258 |
| 89 | 989 | 882.601833249775 | 106.398166750225 |
| 90 | 821 | 831.415365596305 | -10.4153655963048 |
| 91 | 1740 | 1907.60530244396 | -167.605302443965 |
| 92 | 815 | 739.800120274406 | 75.1998797255943 |
| 93 | 760 | 734.416170474564 | 25.5838295254363 |
| 94 | 936 | 729.284709842033 | 206.715290157967 |
| 95 | 863 | 667.718509057974 | 195.281490942026 |
| 96 | 783 | 942.240759548306 | -159.240759548306 |
| 97 | 715 | 698.317371867057 | 16.6826281329432 |
| 98 | 1504 | 998.258650167046 | 505.741349832954 |
| 99 | 1324 | 1060.79933102286 | 263.200668977144 |
| 100 | 940 | 1100.34943462162 | -160.349434621625 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.214035907654541 | 0.428071815309082 | 0.785964092345459 |
| 11 | 0.116195106446745 | 0.232390212893491 | 0.883804893553255 |
| 12 | 0.0670063076972368 | 0.134012615394474 | 0.932993692302763 |
| 13 | 0.0290549387729152 | 0.0581098775458305 | 0.970945061227085 |
| 14 | 0.0141540467698303 | 0.0283080935396606 | 0.98584595323017 |
| 15 | 0.0056083405150258 | 0.0112166810300516 | 0.994391659484974 |
| 16 | 0.00457630197377677 | 0.00915260394755354 | 0.995423698026223 |
| 17 | 0.00188086710297767 | 0.00376173420595534 | 0.998119132897022 |
| 18 | 0.0156445808727012 | 0.0312891617454024 | 0.984355419127299 |
| 19 | 0.0129819046015126 | 0.0259638092030253 | 0.987018095398487 |
| 20 | 0.00673104539518553 | 0.0134620907903711 | 0.993268954604814 |
| 21 | 0.00667254810708195 | 0.0133450962141639 | 0.993327451892918 |
| 22 | 0.00613180817469063 | 0.0122636163493813 | 0.993868191825309 |
| 23 | 0.00391902421273796 | 0.00783804842547592 | 0.996080975787262 |
| 24 | 0.00249054900227958 | 0.00498109800455916 | 0.99750945099772 |
| 25 | 0.00855852356123421 | 0.0171170471224684 | 0.991441476438766 |
| 26 | 0.00649673718146213 | 0.0129934743629243 | 0.993503262818538 |
| 27 | 0.00427512403627073 | 0.00855024807254145 | 0.995724875963729 |
| 28 | 0.0034472952561693 | 0.0068945905123386 | 0.996552704743831 |
| 29 | 0.00459156268801823 | 0.00918312537603646 | 0.995408437311982 |
| 30 | 0.00286303384679541 | 0.00572606769359083 | 0.997136966153205 |
| 31 | 0.00314039226884125 | 0.00628078453768251 | 0.996859607731159 |
| 32 | 0.00189560126547372 | 0.00379120253094744 | 0.998104398734526 |
| 33 | 0.00106266519147929 | 0.00212533038295857 | 0.998937334808521 |
| 34 | 0.0015981891034333 | 0.0031963782068666 | 0.998401810896567 |
| 35 | 0.00158940835927097 | 0.00317881671854193 | 0.998410591640729 |
| 36 | 0.00476624559038933 | 0.00953249118077866 | 0.995233754409611 |
| 37 | 0.00295417020727583 | 0.00590834041455166 | 0.997045829792724 |
| 38 | 0.369391369557785 | 0.73878273911557 | 0.630608630442215 |
| 39 | 0.32377138258961 | 0.64754276517922 | 0.67622861741039 |
| 40 | 0.268696317356578 | 0.537392634713156 | 0.731303682643422 |
| 41 | 0.236204728298635 | 0.472409456597269 | 0.763795271701365 |
| 42 | 0.199458770178423 | 0.398917540356846 | 0.800541229821577 |
| 43 | 0.177411253787121 | 0.354822507574241 | 0.822588746212879 |
| 44 | 0.189430974096135 | 0.378861948192269 | 0.810569025903865 |
| 45 | 0.214653976623569 | 0.429307953247139 | 0.785346023376431 |
| 46 | 0.199289055313243 | 0.398578110626486 | 0.800710944686757 |
| 47 | 0.159130876467444 | 0.318261752934888 | 0.840869123532556 |
| 48 | 0.466387960279826 | 0.932775920559651 | 0.533612039720174 |
| 49 | 0.518493827665021 | 0.963012344669959 | 0.481506172334979 |
| 50 | 0.5 | 0.999999999999999 | 0.5 |
| 51 | 0.449426203878915 | 0.898852407757829 | 0.550573796121085 |
| 52 | 0.398691976634455 | 0.797383953268911 | 0.601308023365545 |
| 53 | 0.346708076832371 | 0.693416153664743 | 0.653291923167629 |
| 54 | 0.424727782597277 | 0.849455565194554 | 0.575272217402723 |
| 55 | 0.376278012493489 | 0.752556024986977 | 0.623721987506511 |
| 56 | 0.330685178518061 | 0.661370357036122 | 0.669314821481939 |
| 57 | 0.292510261085983 | 0.585020522171966 | 0.707489738914017 |
| 58 | 0.242065057753681 | 0.484130115507361 | 0.757934942246319 |
| 59 | 0.200189650912347 | 0.400379301824694 | 0.799810349087653 |
| 60 | 0.161936232672486 | 0.323872465344972 | 0.838063767327514 |
| 61 | 0.127600141798895 | 0.25520028359779 | 0.872399858201105 |
| 62 | 0.13825711094847 | 0.276514221896941 | 0.86174288905153 |
| 63 | 0.109363480570847 | 0.218726961141695 | 0.890636519429153 |
| 64 | 0.140133615816922 | 0.280267231633844 | 0.859866384183078 |
| 65 | 0.113309740123809 | 0.226619480247619 | 0.886690259876191 |
| 66 | 0.117042161401699 | 0.234084322803399 | 0.882957838598301 |
| 67 | 0.119240977616913 | 0.238481955233826 | 0.880759022383087 |
| 68 | 0.100671784764828 | 0.201343569529655 | 0.899328215235172 |
| 69 | 0.0762596102135378 | 0.152519220427076 | 0.923740389786462 |
| 70 | 0.0796039868218267 | 0.159207973643653 | 0.920396013178173 |
| 71 | 0.0670874337492356 | 0.134174867498471 | 0.932912566250764 |
| 72 | 0.0791367185156188 | 0.158273437031238 | 0.920863281484381 |
| 73 | 0.060284229525427 | 0.120568459050854 | 0.939715770474573 |
| 74 | 0.0803334645899805 | 0.160666929179961 | 0.91966653541002 |
| 75 | 0.0598100689182411 | 0.119620137836482 | 0.940189931081759 |
| 76 | 0.0542134225719805 | 0.108426845143961 | 0.945786577428019 |
| 77 | 0.090258018660353 | 0.180516037320706 | 0.909741981339647 |
| 78 | 0.0787512390935832 | 0.157502478187166 | 0.921248760906417 |
| 79 | 0.0612976738860984 | 0.122595347772197 | 0.938702326113902 |
| 80 | 0.0577018978251543 | 0.115403795650309 | 0.942298102174846 |
| 81 | 0.0405067326605157 | 0.0810134653210313 | 0.959493267339484 |
| 82 | 0.0454057765515323 | 0.0908115531030646 | 0.954594223448468 |
| 83 | 0.0424507314040133 | 0.0849014628080267 | 0.957549268595987 |
| 84 | 0.0338410858741204 | 0.0676821717482408 | 0.96615891412588 |
| 85 | 0.02146682550116 | 0.0429336510023199 | 0.97853317449884 |
| 86 | 0.0280140188816677 | 0.0560280377633353 | 0.971985981118332 |
| 87 | 0.0149625306097956 | 0.0299250612195912 | 0.985037469390204 |
| 88 | 0.255340278484928 | 0.510680556969855 | 0.744659721515072 |
| 89 | 0.1605324977406 | 0.3210649954812 | 0.8394675022594 |
| 90 | 0.0916837199206374 | 0.183367439841275 | 0.908316280079363 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 15 | 0.185185185185185 | NOK |
| 5% type I error level | 26 | 0.320987654320988 | NOK |
| 10% type I error level | 32 | 0.395061728395062 | NOK |
