| Multiple Linear Regression - Estimated Regression Equation |
| Totaal[t] = + 434.747580645161 -261.795161290322Dummy[t] -1271.48951612903M1[t] + 51.7895161290318M2[t] -425.150000000001M3[t] -685.15M4[t] -1351.25M5[t] -1192.2M6[t] -314.925000000000M7[t] -465M8[t] -648.6M9[t] -454.075M10[t] -83.6000000000002M11[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) | 434.747580645161 | 328.080322 | 1.3251 | 0.193255 | 0.096627 |
| Dummy | -261.795161290322 | 179.249428 | -1.4605 | 0.152591 | 0.076295 |
| M1 | -1271.48951612903 | 423.802665 | -3.0002 | 0.004807 | 0.002404 |
| M2 | 51.7895161290318 | 423.802665 | 0.1222 | 0.9034 | 0.4517 |
| M3 | -425.150000000001 | 446.327477 | -0.9526 | 0.346999 | 0.173499 |
| M4 | -685.15 | 446.327477 | -1.5351 | 0.133271 | 0.066636 |
| M5 | -1351.25 | 446.327477 | -3.0275 | 0.004473 | 0.002237 |
| M6 | -1192.2 | 446.327477 | -2.6711 | 0.01117 | 0.005585 |
| M7 | -314.925000000000 | 446.327477 | -0.7056 | 0.484861 | 0.24243 |
| M8 | -465 | 446.327477 | -1.0418 | 0.304248 | 0.152124 |
| M9 | -648.6 | 446.327477 | -1.4532 | 0.1546 | 0.0773 |
| M10 | -454.075 | 446.327477 | -1.0174 | 0.31559 | 0.157795 |
| M11 | -83.6000000000002 | 446.327477 | -0.1873 | 0.852444 | 0.426222 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.664552286349691 |
| R-squared | 0.441629741292602 |
| Adjusted R-squared | 0.260536684414527 |
| F-TEST (value) | 2.43868952739552 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 37 |
| p-value | 0.0187898062263339 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 631.202371041467 |
| Sum Squared Residuals | 14741408.0287097 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -820.8 | -836.741935483871 | 15.9419354838710 |
| 2 | 993.3 | 486.537096774195 | 506.762903225805 |
| 3 | 741.7 | 9.59758064516154 | 732.102419354839 |
| 4 | 603.6 | -250.402419354839 | 854.002419354839 |
| 5 | -145.8 | -916.502419354839 | 770.702419354839 |
| 6 | -35.1 | -757.45241935484 | 722.35241935484 |
| 7 | 395.1 | 119.822580645161 | 275.277419354839 |
| 8 | 523.1 | -30.2524193548387 | 553.352419354839 |
| 9 | 462.3 | -213.852419354838 | 676.152419354838 |
| 10 | 183.4 | -19.3274193548388 | 202.727419354839 |
| 11 | 791.5 | 351.147580645162 | 440.352419354838 |
| 12 | 344.8 | 434.747580645161 | -89.9475806451608 |
| 13 | -217 | -836.74193548387 | 619.741935483871 |
| 14 | 406.7 | 486.537096774194 | -79.8370967741936 |
| 15 | 228.6 | 9.59758064516092 | 219.002419354839 |
| 16 | -580.1 | -250.402419354838 | -329.697580645162 |
| 17 | -1550.4 | -916.502419354839 | -633.897580645161 |
| 18 | -1447.5 | -757.452419354838 | -690.047580645162 |
| 19 | -40.1 | 119.822580645161 | -159.922580645161 |
| 20 | -1033.5 | -30.2524193548389 | -1003.24758064516 |
| 21 | -925.6 | -213.852419354839 | -711.747580645161 |
| 22 | -347.8 | -19.3274193548387 | -328.472580645161 |
| 23 | -447.7 | 351.147580645161 | -798.84758064516 |
| 24 | -102.6 | 434.747580645161 | -537.347580645161 |
| 25 | -2062.2 | -836.74193548387 | -1225.45806451613 |
| 26 | -929.7 | 224.741935483871 | -1154.44193548387 |
| 27 | -720.7 | -252.197580645162 | -468.502419354838 |
| 28 | -1541.8 | -512.197580645161 | -1029.60241935484 |
| 29 | -1432.3 | -1178.29758064516 | -254.002419354839 |
| 30 | -1216.2 | -1019.24758064516 | -196.952419354839 |
| 31 | -212.8 | -141.972580645161 | -70.8274193548388 |
| 32 | -378.2 | -292.047580645161 | -86.1524193548388 |
| 33 | 76.9 | -475.647580645162 | 552.547580645162 |
| 34 | -101.3 | -281.122580645161 | 179.822580645161 |
| 35 | 220.4 | 89.3524193548388 | 131.047580645161 |
| 36 | 495.6 | 172.952419354838 | 322.647580645162 |
| 37 | -1035.2 | -1098.53709677419 | 63.3370967741934 |
| 38 | 61.8 | 224.741935483871 | -162.941935483871 |
| 39 | -734.8 | -252.197580645162 | -482.602419354838 |
| 40 | -6.9 | -512.197580645161 | 505.297580645161 |
| 41 | -1061.1 | -1178.29758064516 | 117.197580645161 |
| 42 | -854.6 | -1019.24758064516 | 164.647580645161 |
| 43 | -186.5 | -141.972580645161 | -44.5274193548387 |
| 44 | 244 | -292.047580645161 | 536.047580645161 |
| 45 | -992.6 | -475.647580645161 | -516.952419354839 |
| 46 | -335.2 | -281.122580645161 | -54.0774193548387 |
| 47 | 316.8 | 89.3524193548387 | 227.447580645161 |
| 48 | 477.6 | 172.952419354838 | 304.647580645162 |
| 49 | -572.1 | -1098.53709677419 | 526.437096774194 |
| 50 | 1115.2 | 224.741935483870 | 890.45806451613 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.774053277177428 | 0.451893445645145 | 0.225946722822572 |
| 17 | 0.877034262805876 | 0.245931474388249 | 0.122965737194124 |
| 18 | 0.914480571567700 | 0.171038856864599 | 0.0855194284322995 |
| 19 | 0.885794756924318 | 0.228410486151364 | 0.114205243075682 |
| 20 | 0.921990297428591 | 0.156019405142818 | 0.078009702571409 |
| 21 | 0.9251485247762 | 0.149702950447599 | 0.0748514752237996 |
| 22 | 0.898736010494698 | 0.202527979010604 | 0.101263989505302 |
| 23 | 0.884456596969217 | 0.231086806061567 | 0.115543403030783 |
| 24 | 0.836798435990751 | 0.326403128018498 | 0.163201564009249 |
| 25 | 0.852947518353561 | 0.294104963292878 | 0.147052481646439 |
| 26 | 0.927763185238248 | 0.144473629523504 | 0.0722368147617519 |
| 27 | 0.877068990123467 | 0.245862019753066 | 0.122931009876533 |
| 28 | 0.952088454776224 | 0.095823090447552 | 0.047911545223776 |
| 29 | 0.927233782570743 | 0.145532434858515 | 0.0727662174292573 |
| 30 | 0.88759748787567 | 0.224805024248660 | 0.112402512124330 |
| 31 | 0.812778234691463 | 0.374443530617074 | 0.187221765308537 |
| 32 | 0.767440121319763 | 0.465119757360473 | 0.232559878680237 |
| 33 | 0.849223701443738 | 0.301552597112524 | 0.150776298556262 |
| 34 | 0.725254583450689 | 0.549490833098622 | 0.274745416549311 |
| 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 | 0.0526315789473684 | OK |
