| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 14777846.6460840 -5435351.76592437X[t] -972195.513708682M1[t] + 1000225.61833893M2[t] + 2238343.42157142M3[t] + 1686531.61561905M4[t] + 888521.409666667M5[t] + 928532.133714285M6[t] + 264428.631761904M7[t] + 2236060.05980952M8[t] + 727773.619857142M9[t] + 619602.179904761M10[t] + 1655201.76395238M11[t] + 119862.627952381t + 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) | 14777846.6460840 | 686873.998931 | 21.5146 | 0 | 0 |
| X | -5435351.76592437 | 603979.003702 | -8.9992 | 0 | 0 |
| M1 | -972195.513708682 | 768267.289565 | -1.2654 | 0.212086 | 0.106043 |
| M2 | 1000225.61833893 | 766583.781812 | 1.3048 | 0.198457 | 0.099228 |
| M3 | 2238343.42157142 | 775923.029046 | 2.8847 | 0.005943 | 0.002971 |
| M4 | 1686531.61561905 | 772771.494939 | 2.1824 | 0.03422 | 0.01711 |
| M5 | 888521.409666667 | 769980.017442 | 1.154 | 0.254479 | 0.12724 |
| M6 | 928532.133714285 | 767552.524987 | 1.2097 | 0.232563 | 0.116281 |
| M7 | 264428.631761904 | 765492.480336 | 0.3454 | 0.731341 | 0.365671 |
| M8 | 2236060.05980952 | 763802.856615 | 2.9275 | 0.005296 | 0.002648 |
| M9 | 727773.619857142 | 762486.116319 | 0.9545 | 0.344833 | 0.172416 |
| M10 | 619602.179904761 | 761544.193642 | 0.8136 | 0.420058 | 0.210029 |
| M11 | 1655201.76395238 | 760978.480407 | 2.1751 | 0.0348 | 0.0174 |
| t | 119862.627952381 | 16944.135918 | 7.074 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.8369133092218 |
| R-squared | 0.700423887152586 |
| Adjusted R-squared | 0.61576107265223 |
| F-TEST (value) | 8.27309948631155 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 3.12367016697124e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1202914.31937307 |
| Sum Squared Residuals | 66562131548627.2 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14731798.37 | 13925513.7603277 | 806284.60967227 |
| 2 | 16471559.62 | 16017797.5203277 | 453762.099672268 |
| 3 | 15213975.95 | 17375777.9515126 | -2161802.00151261 |
| 4 | 17637387.4 | 16943828.7735126 | 693558.626487397 |
| 5 | 17972385.83 | 16265681.1955126 | 1706704.63448739 |
| 6 | 16896235.55 | 16425554.5475126 | 470681.002487396 |
| 7 | 16697955.94 | 15881313.6735126 | 816642.266487394 |
| 8 | 19691579.52 | 17972807.7295126 | 1718771.79048740 |
| 9 | 15930700.75 | 16584383.9175126 | -653683.167512603 |
| 10 | 17444615.98 | 16596075.1055126 | 848540.874487393 |
| 11 | 17699369.88 | 17751537.3175126 | -52167.4375126055 |
| 12 | 15189796.81 | 16216198.1815126 | -1026401.37151260 |
| 13 | 15672722.75 | 15363865.2957563 | 308857.454243697 |
| 14 | 17180794.3 | 17456149.0557563 | -275354.755756299 |
| 15 | 17664893.45 | 18814129.4869412 | -1149236.03694118 |
| 16 | 17862884.98 | 18382180.3089412 | -519295.328941176 |
| 17 | 16162288.88 | 17704032.7309412 | -1541743.85094118 |
| 18 | 17463628.82 | 17863906.0829412 | -400277.262941176 |
| 19 | 16772112.17 | 17319665.2089412 | -547553.038941176 |
| 20 | 19106861.48 | 19411159.2649412 | -304297.784941177 |
| 21 | 16721314.25 | 18022735.4529412 | -1301421.20294118 |
| 22 | 18161267.85 | 18034426.6409412 | 126841.209058825 |
| 23 | 18509941.2 | 19189888.8529412 | -679947.652941176 |
| 24 | 17802737.97 | 17654549.7169412 | 148188.253058822 |
| 25 | 16409869.75 | 16802216.8311849 | -392347.081184874 |
| 26 | 17967742.04 | 18894500.5911849 | -926758.551184874 |
| 27 | 20286602.27 | 20252481.0223697 | 34121.2476302537 |
| 28 | 19537280.81 | 19820531.8443697 | -283251.034369749 |
| 29 | 18021889.62 | 19142384.2663697 | -1120494.64636975 |
| 30 | 20194317.23 | 19302257.6183697 | 892059.611630253 |
| 31 | 19049596.62 | 18758016.7443697 | 291579.875630253 |
| 32 | 20244720.94 | 20849510.8003697 | -604789.860369747 |
| 33 | 21473302.24 | 19461086.9883697 | 2012215.25163025 |
| 34 | 19673603.19 | 19472778.1763697 | 200825.013630254 |
| 35 | 21053177.29 | 20628240.3883697 | 424936.901630252 |
| 36 | 20159479.84 | 19092901.2523698 | 1066578.58763025 |
| 37 | 18203628.31 | 18240568.3666134 | -36940.0566134465 |
| 38 | 21289464.94 | 20332852.1266134 | 956612.813386555 |
| 39 | 20432335.71 | 16255480.7918739 | 4176854.91812605 |
| 40 | 17180395.07 | 15823531.6138739 | 1356863.45612605 |
| 41 | 15816786.32 | 15145384.0358739 | 671402.28412605 |
| 42 | 15071819.75 | 15305257.3878739 | -233437.63787395 |
| 43 | 14521120.61 | 14761016.5138739 | -239895.903873950 |
| 44 | 15668789.39 | 16852510.5698740 | -1183721.17987395 |
| 45 | 14346884.11 | 15464086.7578739 | -1117202.64787395 |
| 46 | 13881008.13 | 15475777.9458739 | -1594769.81587395 |
| 47 | 15465943.69 | 16631240.1578739 | -1165296.46787395 |
| 48 | 14238232.92 | 15095901.0218740 | -857668.10187395 |
| 49 | 13557713.21 | 14243568.1361176 | -685854.926117647 |
| 50 | 16127590.29 | 16335851.8961176 | -208261.606117648 |
| 51 | 16793894.2 | 17693832.3273025 | -899938.12730252 |
| 52 | 16014007.43 | 17261883.1493025 | -1247875.71930252 |
| 53 | 16867867.15 | 16583735.5713025 | 284131.578697477 |
| 54 | 16014583.21 | 16743608.9233025 | -729025.71330252 |
| 55 | 15878594.85 | 16199368.0493025 | -320773.199302521 |
| 56 | 18664899.14 | 18290862.1053025 | 374037.034697479 |
| 57 | 17962530.06 | 16902438.2933025 | 1060091.76669748 |
| 58 | 17332692.2 | 16914129.4813025 | 418562.718697479 |
| 59 | 19542066.35 | 18069591.6933025 | 1472474.65669748 |
| 60 | 17203555.19 | 16534252.5573025 | 669302.63269748 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.65220236420314 | 0.695595271593721 | 0.347797635796861 |
| 18 | 0.481944810151692 | 0.963889620303385 | 0.518055189848308 |
| 19 | 0.33682497705829 | 0.67364995411658 | 0.66317502294171 |
| 20 | 0.254009142005840 | 0.508018284011681 | 0.74599085799416 |
| 21 | 0.183032217732100 | 0.366064435464199 | 0.8169677822679 |
| 22 | 0.113492966488392 | 0.226985932976784 | 0.886507033511608 |
| 23 | 0.0682674166928898 | 0.136534833385780 | 0.93173258330711 |
| 24 | 0.100521318214508 | 0.201042636429016 | 0.899478681785492 |
| 25 | 0.0591944450164192 | 0.118388890032838 | 0.94080555498358 |
| 26 | 0.0363337431507734 | 0.0726674863015468 | 0.963666256849227 |
| 27 | 0.132092021275128 | 0.264184042550256 | 0.867907978724872 |
| 28 | 0.0897422304895836 | 0.179484460979167 | 0.910257769510416 |
| 29 | 0.0861860871679871 | 0.172372174335974 | 0.913813912832013 |
| 30 | 0.0820814614541912 | 0.164162922908382 | 0.917918538545809 |
| 31 | 0.0545257995742466 | 0.109051599148493 | 0.945474200425753 |
| 32 | 0.0397074573125641 | 0.0794149146251281 | 0.960292542687436 |
| 33 | 0.132037962369093 | 0.264075924738186 | 0.867962037630907 |
| 34 | 0.0843707570107479 | 0.168741514021496 | 0.915629242989252 |
| 35 | 0.0597325545320037 | 0.119465109064007 | 0.940267445467996 |
| 36 | 0.0477148169393997 | 0.0954296338787994 | 0.9522851830606 |
| 37 | 0.026711112697436 | 0.053422225394872 | 0.973288887302564 |
| 38 | 0.0174309329032817 | 0.0348618658065635 | 0.982569067096718 |
| 39 | 0.193895141182171 | 0.387790282364342 | 0.806104858817829 |
| 40 | 0.627831560547712 | 0.744336878904577 | 0.372168439452288 |
| 41 | 0.670213891044644 | 0.659572217910712 | 0.329786108955356 |
| 42 | 0.81990537881838 | 0.360189242363239 | 0.180094621181619 |
| 43 | 0.961885724963097 | 0.0762285500738056 | 0.0381142750369028 |
| 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 | 1 | 0.0370370370370370 | OK |
| 10% type I error level | 6 | 0.222222222222222 | NOK |
