| Multiple Linear Regression - Estimated Regression Equation |
| PPS [t] = + 12.3921250945773 -0.270748679771876month[t] -0.70634116694064IDT[t] + 1.62947032666870HPP[t] + 0.354910328804294TGYW[t] -0.456467813010274POP[t] -0.00177826582113193t + 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) | 12.3921250945773 | 1.703364 | 7.2751 | 0 | 0 |
| month | -0.270748679771876 | 0.130847 | -2.0692 | 0.042916 | 0.021458 |
| IDT | -0.70634116694064 | 0.150916 | -4.6804 | 1.7e-05 | 9e-06 |
| HPP | 1.62947032666870 | 0.154682 | 10.5343 | 0 | 0 |
| TGYW | 0.354910328804294 | 0.149059 | 2.381 | 0.020512 | 0.010256 |
| POP | -0.456467813010274 | 0.084163 | -5.4236 | 1e-06 | 1e-06 |
| t | -0.00177826582113193 | 0.01024 | -0.1737 | 0.86273 | 0.431365 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.969262536820557 |
| R-squared | 0.939469865283822 |
| Adjusted R-squared | 0.933314258363533 |
| F-TEST (value) | 152.620184727401 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 59 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.858338696061553 |
| Sum Squared Residuals | 43.4679737122422 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14 | 13.5811327173264 | 0.418867282673553 |
| 2 | 18 | 17.6496732466572 | 0.35032675334279 |
| 3 | 11 | 11.8099835229986 | -0.809983522998559 |
| 4 | 12 | 12.5145464241181 | -0.514546424118063 |
| 5 | 16 | 15.3085269555845 | 0.691473044415503 |
| 6 | 18 | 17.6425601833727 | 0.357439816627301 |
| 7 | 14 | 14.1421614439913 | -0.142161443991318 |
| 8 | 14 | 14.3902565321006 | -0.390256532100552 |
| 9 | 15 | 15.1963769174260 | -0.196376917426039 |
| 10 | 15 | 15.1945986516049 | -0.194598651604907 |
| 11 | 17 | 15.9026410433924 | 1.09735895660764 |
| 12 | 19 | 18.3382317553865 | 0.661768244613451 |
| 13 | 10 | 10.6624772459793 | -0.662477245979273 |
| 14 | 16 | 15.893826755261 | 0.106173244738981 |
| 15 | 18 | 17.5249983067765 | 0.475001693223466 |
| 16 | 14 | 14.3760304055315 | -0.376030405531497 |
| 17 | 14 | 14.7256829778467 | -0.72568297784671 |
| 18 | 17 | 15.9917506668504 | 1.00824933314958 |
| 19 | 14 | 14.5738105764801 | -0.573810576480059 |
| 20 | 16 | 16.8062863200623 | -0.806286320062286 |
| 21 | 18 | 16.6927570363277 | 1.30724296367234 |
| 22 | 11 | 12.0260698263274 | -1.02606982632742 |
| 23 | 14 | 12.8391491929888 | 1.16085080701120 |
| 24 | 12 | 12.3774236234894 | -0.377423623489448 |
| 25 | 17 | 17.1523053197609 | -0.15230531976092 |
| 26 | 9 | 9.58158778522757 | -0.581587785227573 |
| 27 | 16 | 15.5192784614500 | 0.480721538550041 |
| 28 | 14 | 14.1048178617475 | -0.104817861747547 |
| 29 | 15 | 14.8093807628671 | 0.190619237132945 |
| 30 | 11 | 11.761970345828 | -0.761970345827996 |
| 31 | 16 | 15.5121653981654 | 0.487834601834569 |
| 32 | 13 | 12.7181078257247 | 0.281892174275312 |
| 33 | 17 | 16.2149500334638 | 0.785049966536193 |
| 34 | 15 | 15.1519202718977 | -0.151920271897741 |
| 35 | 14 | 14.3422433549300 | -0.34224335492999 |
| 36 | 16 | 15.5032740690598 | 0.496725930940229 |
| 37 | 9 | 9.56202686119512 | -0.562026861195122 |
| 38 | 15 | 15.1448072086132 | -0.144807208613213 |
| 39 | 17 | 17.1274095982651 | -0.127409598265073 |
| 40 | 13 | 12.953755053086 | 0.0462449469140015 |
| 41 | 15 | 15.0379149269438 | -0.0379149269438382 |
| 42 | 16 | 15.4926044741330 | 0.50739552586702 |
| 43 | 16 | 16.6638287219703 | -0.663828721970272 |
| 44 | 12 | 12.2403008228608 | -0.240300822860831 |
| 45 | 9 | 10.2127708889583 | -1.21277088895826 |
| 46 | 9 | 10.0403026702017 | -1.04030267020174 |
| 47 | 9 | 9.67727967161133 | -0.677279671611325 |
| 48 | 9 | 7.6911207503172 | 1.3088792496828 |
| 49 | 9 | 7.07387700962741 | 1.92612299037259 |
| 50 | 9 | 8.05900248515173 | 0.94099751484827 |
| 51 | 9 | 9.21021930464857 | -0.210219304648574 |
| 52 | 9 | 8.84681666698359 | 0.153183333016414 |
| 53 | 9 | 7.69204331584448 | 1.30795668415552 |
| 54 | 9 | 10.4660164189705 | -1.46601641897046 |
| 55 | 9 | 11.4715289619098 | -2.4715289619098 |
| 56 | 9 | 9.66127527922114 | -0.661275279221137 |
| 57 | 9 | 8.84811887158544 | 0.151881128414563 |
| 58 | 9 | 10.0091495857152 | -1.00914958571522 |
| 59 | 9 | 9.83146608128863 | -0.831466081288628 |
| 60 | 9 | 9.20402880689132 | -0.204028806891325 |
| 61 | 9 | 9.8377234442793 | -0.837723444279302 |
| 62 | 9 | 8.66332230387432 | 0.336677696125681 |
| 63 | 9 | 7.04860164905699 | 1.95139835094301 |
| 64 | 9 | 7.84838763041749 | 1.15161236958251 |
| 65 | 10 | 9.01961187825478 | 0.98038812174522 |
| 66 | 9 | 8.83173484012068 | 0.168265159879323 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 2.23555812186174e-44 | 4.47111624372348e-44 | 1 |
| 11 | 4.47790237082169e-58 | 8.95580474164339e-58 | 1 |
| 12 | 3.0499038762679e-75 | 6.0998077525358e-75 | 1 |
| 13 | 4.7677465048904e-89 | 9.5354930097808e-89 | 1 |
| 14 | 3.93006927604231e-99 | 7.86013855208463e-99 | 1 |
| 15 | 2.4165064060499e-116 | 4.8330128120998e-116 | 1 |
| 16 | 1.49022240743841e-137 | 2.98044481487683e-137 | 1 |
| 17 | 3.32596700316405e-149 | 6.65193400632811e-149 | 1 |
| 18 | 2.14530841516274e-156 | 4.29061683032548e-156 | 1 |
| 19 | 5.31649407712595e-169 | 1.06329881542519e-168 | 1 |
| 20 | 1.94069458587455e-192 | 3.8813891717491e-192 | 1 |
| 21 | 1.36095795534226e-196 | 2.72191591068452e-196 | 1 |
| 22 | 1.43060233052763e-215 | 2.86120466105526e-215 | 1 |
| 23 | 9.8250490713808e-227 | 1.96500981427616e-226 | 1 |
| 24 | 3.43755544875911e-241 | 6.87511089751822e-241 | 1 |
| 25 | 6.44840196030785e-261 | 1.28968039206157e-260 | 1 |
| 26 | 3.97071512523399e-274 | 7.94143025046798e-274 | 1 |
| 27 | 1.31979347360163e-296 | 2.63958694720326e-296 | 1 |
| 28 | 1.38796741928943e-294 | 2.77593483857887e-294 | 1 |
| 29 | 3.82009581101868e-318 | 7.64019162203737e-318 | 1 |
| 30 | 1.37926330086917e-318 | 2.75852660173835e-318 | 1 |
| 31 | 0 | 0 | 1 |
| 32 | 0 | 0 | 1 |
| 33 | 0 | 0 | 1 |
| 34 | 0 | 0 | 1 |
| 35 | 0 | 0 | 1 |
| 36 | 0 | 0 | 1 |
| 37 | 0 | 0 | 1 |
| 38 | 0 | 0 | 1 |
| 39 | 0 | 0 | 1 |
| 40 | 0 | 0 | 1 |
| 41 | 0 | 0 | 1 |
| 42 | 0 | 0 | 1 |
| 43 | 0 | 0 | 1 |
| 44 | 0 | 0 | 1 |
| 45 | 0.90844298567508 | 0.183114028649839 | 0.0915570143249194 |
| 46 | 0.873988030381475 | 0.252023939237049 | 0.126011969618525 |
| 47 | 0.880481375805696 | 0.239037248388608 | 0.119518624194304 |
| 48 | 0.986611977713673 | 0.0267760445726548 | 0.0133880222863274 |
| 49 | 0.998380493547057 | 0.00323901290588687 | 0.00161950645294344 |
| 50 | 0.996284118089229 | 0.00743176382154298 | 0.00371588191077149 |
| 51 | 0.990934680975449 | 0.0181306380491027 | 0.00906531902455137 |
| 52 | 0.982302734792122 | 0.0353945304157559 | 0.0176972652078779 |
| 53 | 0.984450951975175 | 0.0310980960496496 | 0.0155490480248248 |
| 54 | 0.998129387698434 | 0.00374122460313194 | 0.00187061230156597 |
| 55 | 0.998709472515105 | 0.00258105496979002 | 0.00129052748489501 |
| 56 | 0.991549205192476 | 0.0169015896150475 | 0.00845079480752377 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 39 | 0.829787234042553 | NOK |
| 5% type I error level | 44 | 0.936170212765957 | NOK |
| 10% type I error level | 44 | 0.936170212765957 | NOK |
