| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 7058102.37766021 -2793503.20246403X[t] + 0.360299173377357Y1[t] + 0.152048144010289Y2[t] + 0.3745587444819Y3[t] -0.320617214160464Y4[t] -1277764.43976877M1[t] -301214.211190674M2[t] -613984.12257938M3[t] + 1702120.12956651M4[t] -697110.854102996M5[t] -310757.834273430M6[t] + 31032.2778017763M7[t] -794467.94169392M8[t] -1913826.67528654M9[t] + 447318.9919382M10[t] + 1871094.16661258M11[t] + 62686.6577060315t + 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) | 7058102.37766021 | 1705473.86239 | 4.1385 | 0.000187 | 9.3e-05 |
| X | -2793503.20246403 | 626762.642767 | -4.457 | 7.1e-05 | 3.6e-05 |
| Y1 | 0.360299173377357 | 0.126369 | 2.8512 | 0.007004 | 0.003502 |
| Y2 | 0.152048144010289 | 0.122565 | 1.2405 | 0.222379 | 0.111189 |
| Y3 | 0.3745587444819 | 0.120063 | 3.1197 | 0.003448 | 0.001724 |
| Y4 | -0.320617214160464 | 0.110861 | -2.8921 | 0.0063 | 0.00315 |
| M1 | -1277764.43976877 | 647489.781113 | -1.9734 | 0.055753 | 0.027877 |
| M2 | -301214.211190674 | 675546.515769 | -0.4459 | 0.658213 | 0.329106 |
| M3 | -613984.12257938 | 674823.388649 | -0.9098 | 0.36864 | 0.18432 |
| M4 | 1702120.12956651 | 668428.172544 | 2.5465 | 0.015057 | 0.007528 |
| M5 | -697110.854102996 | 621690.910914 | -1.1213 | 0.26919 | 0.134595 |
| M6 | -310757.834273430 | 612045.124272 | -0.5077 | 0.614573 | 0.307286 |
| M7 | 31032.2778017763 | 721473.942765 | 0.043 | 0.965917 | 0.482958 |
| M8 | -794467.94169392 | 637796.661994 | -1.2456 | 0.220521 | 0.11026 |
| M9 | -1913826.67528654 | 693698.412609 | -2.7589 | 0.008872 | 0.004436 |
| M10 | 447318.9919382 | 820443.485288 | 0.5452 | 0.588791 | 0.294395 |
| M11 | 1871094.16661258 | 683553.738046 | 2.7373 | 0.009371 | 0.004685 |
| t | 62686.6577060315 | 16390.407887 | 3.8246 | 0.000473 | 0.000237 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.936477260038661 |
| R-squared | 0.876989658569518 |
| Adjusted R-squared | 0.821958716350618 |
| F-TEST (value) | 15.9363009828373 |
| F-TEST (DF numerator) | 17 |
| F-TEST (DF denominator) | 38 |
| p-value | 2.46369591394568e-12 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 822642.663004327 |
| Sum Squared Residuals | 25716156137804.4 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 17972385.83 | 15957316.0405312 | 2015069.78946881 |
| 2 | 16896235.55 | 16456891.4315774 | 439344.118422616 |
| 3 | 16697955.94 | 17180920.9340329 | -482964.994032918 |
| 4 | 19691579.52 | 18673134.3750347 | 1018445.14496525 |
| 5 | 15930700.75 | 16874554.3425273 | -943853.592527275 |
| 6 | 17444615.98 | 16694492.3602775 | 750123.619722504 |
| 7 | 17699369.88 | 18257456.6449242 | -558086.764924161 |
| 8 | 15189796.81 | 15448141.4209251 | -258344.610925058 |
| 9 | 15672722.75 | 15298859.7618952 | 373862.988104766 |
| 10 | 17180794.3 | 17125146.9936770 | 55647.3063230449 |
| 11 | 17664893.45 | 18206732.7277884 | -541839.277788402 |
| 12 | 17862884.98 | 17787541.6828714 | 75343.2971285835 |
| 13 | 16162288.88 | 17127433.4795061 | -965144.599506103 |
| 14 | 17463628.82 | 17281861.1120908 | 181767.707909166 |
| 15 | 16772112.17 | 17161026.0204014 | -388913.850401367 |
| 16 | 19106861.48 | 18788077.7426223 | 318783.737377711 |
| 17 | 16721314.25 | 18220266.4779752 | -1498952.22797515 |
| 18 | 18161267.85 | 17488544.1653530 | 672723.684646968 |
| 19 | 18509941.2 | 19145329.9102478 | -635388.710247796 |
| 20 | 17802737.97 | 17084996.9456764 | 717741.02432356 |
| 21 | 16409869.75 | 17130729.9860034 | -720860.236003403 |
| 22 | 17967742.04 | 18614108.8445430 | -646366.804542972 |
| 23 | 20286602.27 | 20073407.9154846 | 213194.354515382 |
| 24 | 19537280.81 | 19042385.9786602 | 494894.831339799 |
| 25 | 18021889.62 | 18939998.9055509 | -918109.285550902 |
| 26 | 20194317.23 | 19688377.3642148 | 505939.865785151 |
| 27 | 19049596.62 | 18966474.1525072 | 83122.4674927592 |
| 28 | 20244720.94 | 20935779.0964159 | -691058.156415871 |
| 29 | 21473302.24 | 20155346.6906513 | 1317955.54934873 |
| 30 | 19673603.19 | 20103476.8269737 | -429873.636973670 |
| 31 | 21053177.29 | 20860988.4209119 | 192188.869088106 |
| 32 | 20159479.84 | 20398591.8058036 | -239111.965803580 |
| 33 | 18203628.31 | 18161685.6284733 | 41942.6815267043 |
| 34 | 21289464.94 | 20838687.2638710 | 450777.676129021 |
| 35 | 20432335.71 | 19569029.2861691 | 863306.423830858 |
| 36 | 17180395.07 | 17474948.049778 | -294552.979777997 |
| 37 | 15816786.32 | 16740780.5973217 | -923994.277321695 |
| 38 | 15071819.75 | 15483841.2475146 | -412021.497514609 |
| 39 | 14521120.61 | 13814780.5575235 | 706340.05247648 |
| 40 | 15668789.39 | 16413760.8053831 | -744971.415383076 |
| 41 | 14346884.11 | 14565150.5055092 | -218266.395509183 |
| 42 | 13881008.13 | 14744989.6391656 | -863981.509165582 |
| 43 | 15465943.69 | 15387051.4355003 | 78892.2544997095 |
| 44 | 14238232.92 | 14261359.7187137 | -23126.7987136971 |
| 45 | 13557713.21 | 13252658.6436281 | 305054.566371932 |
| 46 | 16127590.29 | 15987648.4679091 | 139941.822090906 |
| 47 | 16793894.2 | 17328555.7005578 | -534661.50055784 |
| 48 | 16014007.43 | 16289692.5786904 | -275685.148690384 |
| 49 | 16867867.15 | 16075688.7770901 | 792178.372909895 |
| 50 | 16014583.21 | 16729613.4046023 | -715030.194602325 |
| 51 | 15878594.85 | 15796178.5255350 | 82416.324465046 |
| 52 | 18664899.14 | 18566098.450544 | 98800.6894559813 |
| 53 | 17962530.06 | 16619413.3933371 | 1343116.66666288 |
| 54 | 17332692.2 | 17461684.3582302 | -128992.158230219 |
| 55 | 19542066.35 | 18619671.9984159 | 922394.351584143 |
| 56 | 17203555.19 | 17400712.8388812 | -197157.648881226 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 21 | 0.82997349703611 | 0.340053005927782 | 0.170026502963891 |
| 22 | 0.83314792584259 | 0.333704148314821 | 0.166852074157411 |
| 23 | 0.787621552744803 | 0.424756894510394 | 0.212378447255197 |
| 24 | 0.757448683521364 | 0.485102632957272 | 0.242551316478636 |
| 25 | 0.663480249894047 | 0.673039500211906 | 0.336519750105953 |
| 26 | 0.666354737186291 | 0.667290525627417 | 0.333645262813709 |
| 27 | 0.632807094776176 | 0.734385810447648 | 0.367192905223824 |
| 28 | 0.511944058955326 | 0.976111882089348 | 0.488055941044674 |
| 29 | 0.879802087010773 | 0.240395825978454 | 0.120197912989227 |
| 30 | 0.898077144022206 | 0.203845711955589 | 0.101922855977794 |
| 31 | 0.891500414035321 | 0.216999171929357 | 0.108499585964679 |
| 32 | 0.818936660411113 | 0.362126679177775 | 0.181063339588887 |
| 33 | 0.812199403684684 | 0.375601192630632 | 0.187800596315316 |
| 34 | 0.685847504404318 | 0.628304991191365 | 0.314152495595682 |
| 35 | 0.610865026455625 | 0.77826994708875 | 0.389134973544375 |
| 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 | 0 | 0 | OK |
