| Multiple Linear Regression - Estimated Regression Equation |
| I.P.C.N.[t] = + 23.6111951469457 + 0.87860460551051T.I.P.[t] + 5.51990710457055M1[t] -0.779850974703301M2[t] -1.51157150319578M3[t] -2.60179504114083M4[t] -2.12977646205495M5[t] -5.67051092486184M6[t] + 14.4884739629949M7[t] + 5.60855815779579M8[t] -11.6512086221066M9[t] -9.35894812229457M10[t] -6.6354228705087M11[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) | 23.6111951469457 | 9.057874 | 2.6067 | 0.01221 | 0.006105 |
| T.I.P. | 0.87860460551051 | 0.090672 | 9.6899 | 0 | 0 |
| M1 | 5.51990710457055 | 2.82341 | 1.955 | 0.056539 | 0.028269 |
| M2 | -0.779850974703301 | 2.836678 | -0.2749 | 0.784585 | 0.392292 |
| M3 | -1.51157150319578 | 3.046239 | -0.4962 | 0.62206 | 0.31103 |
| M4 | -2.60179504114083 | 2.877615 | -0.9041 | 0.370527 | 0.185264 |
| M5 | -2.12977646205495 | 2.867261 | -0.7428 | 0.461305 | 0.230652 |
| M6 | -5.67051092486184 | 3.139585 | -1.8061 | 0.077303 | 0.038652 |
| M7 | 14.4884739629949 | 2.953989 | 4.9047 | 1.2e-05 | 6e-06 |
| M8 | 5.60855815779579 | 2.812206 | 1.9944 | 0.051931 | 0.025966 |
| M9 | -11.6512086221066 | 3.119686 | -3.7347 | 0.000508 | 0.000254 |
| M10 | -9.35894812229457 | 3.150141 | -2.971 | 0.004666 | 0.002333 |
| M11 | -6.6354228705087 | 2.914247 | -2.2769 | 0.027388 | 0.013694 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.848018397496842 |
| R-squared | 0.719135202493113 |
| Adjusted R-squared | 0.647425041427525 |
| F-TEST (value) | 10.0283584893272 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 2.47196385583237e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4.44611803875628 |
| Sum Squared Residuals | 929.094383884039 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 116.1 | 112.247097932811 | 3.8529020671894 |
| 2 | 107.5 | 107.089525840700 | 0.410474159299678 |
| 3 | 116.7 | 114.089525840700 | 2.61047415929969 |
| 4 | 112.5 | 111.329953552285 | 1.17004644771471 |
| 5 | 113 | 107.672530485472 | 5.32746951452823 |
| 6 | 126.4 | 118.013748789731 | 8.38625121026907 |
| 7 | 114.1 | 109.178781695741 | 4.92121830425914 |
| 8 | 112.5 | 113.302214052097 | -0.802214052097304 |
| 9 | 112.4 | 111.418027868629 | 0.981972131371171 |
| 10 | 113.1 | 107.296474748214 | 5.80352525178587 |
| 11 | 116.3 | 112.567953355980 | 3.73204664401953 |
| 12 | 111.7 | 113.492446290671 | -1.79244629067086 |
| 13 | 118.8 | 116.112958197057 | 2.68704180294325 |
| 14 | 116.5 | 111.306827947151 | 5.19317205284925 |
| 15 | 125.1 | 123.578455580214 | 1.52154441978619 |
| 16 | 113.1 | 109.484883880713 | 3.61511611928678 |
| 17 | 119.6 | 118.040064830496 | 1.5599351695042 |
| 18 | 114.4 | 118.628772013588 | -4.22877201358828 |
| 19 | 114 | 113.132502420538 | 0.867497579461855 |
| 20 | 117.8 | 117.519516158548 | 0.280483841452253 |
| 21 | 117 | 112.823795237446 | 4.17620476255436 |
| 22 | 120.9 | 116.609683566626 | 4.29031643337448 |
| 23 | 115 | 116.170232238574 | -1.17023223857357 |
| 24 | 117.3 | 113.228864909018 | 4.07113509098228 |
| 25 | 119.4 | 122.263190435630 | -2.8631904356303 |
| 26 | 114.9 | 115.348409132499 | -0.448409132499083 |
| 27 | 125.8 | 126.477850778398 | -0.677850778398486 |
| 28 | 117.6 | 114.22934875047 | 3.37065124953003 |
| 29 | 117.6 | 117.512902067189 | 0.087097932810516 |
| 30 | 114.9 | 120.913143987916 | -6.01314398791561 |
| 31 | 121.9 | 119.370595119663 | 2.52940488033725 |
| 32 | 117 | 120.770353198937 | -3.77035319893663 |
| 33 | 106.4 | 110.803004644771 | -4.40300464477147 |
| 34 | 110.5 | 121.793450739138 | -11.2934507391375 |
| 35 | 113.6 | 116.521674080778 | -2.92167408077777 |
| 36 | 114.2 | 111.471655697997 | 2.72834430200331 |
| 37 | 125.4 | 126.392632081530 | -0.992632081529695 |
| 38 | 124.6 | 121.937943673828 | 2.66205632617209 |
| 39 | 120.2 | 118.570409328804 | 1.6295906711961 |
| 40 | 120.8 | 124.069720332188 | -3.26972033218767 |
| 41 | 111.4 | 117.337181146087 | -5.93718114608737 |
| 42 | 124.1 | 119.770958000752 | 4.32904199924804 |
| 43 | 120.2 | 122.445711238950 | -2.24571123894953 |
| 44 | 125.5 | 116.904492934690 | 8.59550706530962 |
| 45 | 116 | 114.581004448467 | 1.41899555153334 |
| 46 | 117 | 115.906799882217 | 1.09320011778288 |
| 47 | 105.7 | 104.309070064182 | 1.39092993581831 |
| 48 | 102 | 106.463609446587 | -4.46360944658679 |
| 49 | 106.4 | 109.084121352973 | -2.68412135297266 |
| 50 | 96.9 | 104.717293405822 | -7.81729340582193 |
| 51 | 107.6 | 112.683758471883 | -5.08375847188349 |
| 52 | 98.8 | 103.686093484344 | -4.88609348434386 |
| 53 | 101.1 | 102.137321470756 | -1.03732147075558 |
| 54 | 105.7 | 108.173377208013 | -2.47337720801323 |
| 55 | 104.6 | 110.672409525109 | -6.07240952510871 |
| 56 | 103.2 | 107.503423655728 | -4.30342365572793 |
| 57 | 101.6 | 103.774167800687 | -2.1741678006874 |
| 58 | 106.7 | 106.593591063806 | 0.106408936194294 |
| 59 | 99.5 | 100.531070260486 | -1.03107026048649 |
| 60 | 101 | 101.543423655728 | -0.543423655727943 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.160748838825928 | 0.321497677651856 | 0.839251161174072 |
| 17 | 0.0977383632496768 | 0.195476726499354 | 0.902261636750323 |
| 18 | 0.568413178290479 | 0.863173643419042 | 0.431586821709521 |
| 19 | 0.466787312281943 | 0.933574624563887 | 0.533212687718057 |
| 20 | 0.350789408003471 | 0.701578816006942 | 0.649210591996529 |
| 21 | 0.293341117259345 | 0.586682234518689 | 0.706658882740655 |
| 22 | 0.238287288503447 | 0.476574577006894 | 0.761712711496553 |
| 23 | 0.191211593427664 | 0.382423186855329 | 0.808788406572336 |
| 24 | 0.189571682352887 | 0.379143364705774 | 0.810428317647113 |
| 25 | 0.152855586765550 | 0.305711173531099 | 0.84714441323445 |
| 26 | 0.101769486997131 | 0.203538973994262 | 0.89823051300287 |
| 27 | 0.062372597401367 | 0.124745194802734 | 0.937627402598633 |
| 28 | 0.0547123103338028 | 0.109424620667606 | 0.945287689666197 |
| 29 | 0.0353815679160448 | 0.0707631358320895 | 0.964618432083955 |
| 30 | 0.0678651870347139 | 0.135730374069428 | 0.932134812965286 |
| 31 | 0.0605369794485244 | 0.121073958897049 | 0.939463020551476 |
| 32 | 0.0546745544152572 | 0.109349108830514 | 0.945325445584743 |
| 33 | 0.0772494909693107 | 0.154498981938621 | 0.92275050903069 |
| 34 | 0.509442989182352 | 0.981114021635297 | 0.490557010817648 |
| 35 | 0.545057526722486 | 0.909884946555028 | 0.454942473277514 |
| 36 | 0.472576862024049 | 0.945153724048098 | 0.527423137975951 |
| 37 | 0.401702265905748 | 0.803404531811496 | 0.598297734094252 |
| 38 | 0.436638115647644 | 0.873276231295287 | 0.563361884352356 |
| 39 | 0.405875574428701 | 0.811751148857402 | 0.594124425571299 |
| 40 | 0.316265853155534 | 0.632531706311069 | 0.683734146844466 |
| 41 | 0.611287135189591 | 0.777425729620818 | 0.388712864810409 |
| 42 | 0.509381311857286 | 0.981237376285429 | 0.490618688142714 |
| 43 | 0.370665607384718 | 0.741331214769437 | 0.629334392615282 |
| 44 | 0.822068112697868 | 0.355863774604264 | 0.177931887302132 |
| 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 | 1 | 0.0344827586206897 | OK |
