| Multiple Linear Regression - Estimated Regression Equation |
| (1-B)lnYt[t] = + 0.00668792198944815 + 0.564381448485195`(1-B)lnX_[t-1]`[t] + 0.189102494116169`(1-B)lnX_[t-2]`[t] -0.0904226553207113`(1-B)lnX_[t-3]`[t] + 0.152712556338415`(1-B)lnX_[t-4]`[t] -0.057034187147676`(1-B)lnX_[t-5]`[t] + 0.258408373637674`(1-B)lnY_[t-1]`[t] -0.0554449120219212`(1-B)lnY_[t-2]`[t] -0.0247153522663553`(1-B)lnY_[t-3]`[t] -0.01140685785384`(1-B)lnY_[t-4]`[t] + 0.000229808193820455`(1-B)lnY_[t-5]`[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) | 0.00668792198944815 | 0.008595 | 0.7781 | 0.438506 | 0.219253 |
| `(1-B)lnX_[t-1]` | 0.564381448485195 | 0.173012 | 3.2621 | 0.001552 | 0.000776 |
| `(1-B)lnX_[t-2]` | 0.189102494116169 | 0.190671 | 0.9918 | 0.32391 | 0.161955 |
| `(1-B)lnX_[t-3]` | -0.0904226553207113 | 0.188738 | -0.4791 | 0.633011 | 0.316505 |
| `(1-B)lnX_[t-4]` | 0.152712556338415 | 0.227204 | 0.6721 | 0.50318 | 0.25159 |
| `(1-B)lnX_[t-5]` | -0.057034187147676 | 0.219839 | -0.2594 | 0.795878 | 0.397939 |
| `(1-B)lnY_[t-1]` | 0.258408373637674 | 0.105682 | 2.4452 | 0.016383 | 0.008191 |
| `(1-B)lnY_[t-2]` | -0.0554449120219212 | 0.105496 | -0.5256 | 0.600457 | 0.300228 |
| `(1-B)lnY_[t-3]` | -0.0247153522663553 | 0.102569 | -0.241 | 0.81012 | 0.40506 |
| `(1-B)lnY_[t-4]` | -0.01140685785384 | 0.108939 | -0.1047 | 0.916835 | 0.458418 |
| `(1-B)lnY_[t-5]` | 0.000229808193820455 | 0.105671 | 0.0022 | 0.99827 | 0.499135 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.50209976555684 |
| R-squared | 0.252104174572234 |
| Adjusted R-squared | 0.170811150069216 |
| F-TEST (value) | 3.10117843583092 |
| F-TEST (DF numerator) | 10 |
| F-TEST (DF denominator) | 92 |
| p-value | 0.00190991425640519 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0834335845071244 |
| Sum Squared Residuals | 0.640426998181088 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -0.0326433382 | 0.00742460276233826 | -0.0400679409623383 |
| 2 | 0.044072034 | 0.0256037319028793 | 0.0184683020971207 |
| 3 | 0.0882361169 | 0.0437968639091833 | 0.0444392529908167 |
| 4 | -0.0355066885 | 0.0142357920576378 | -0.0497424805576378 |
| 5 | 0.0278273388 | -0.0109690921582041 | 0.038796430958204 |
| 6 | -0.2004308914 | 0.0332859874451499 | -0.23371687884515 |
| 7 | -0.0263424279 | -0.0689616192575965 | 0.0426191913575965 |
| 8 | 0.0655051718 | 0.000581368829487838 | 0.0649238029705122 |
| 9 | -0.0709357514 | 0.0354942962446731 | -0.106430047644673 |
| 10 | -0.012918559 | -0.0485124156658897 | 0.0355938566658898 |
| 11 | 0.118395754 | -0.00125926957940772 | 0.119655023579408 |
| 12 | -0.0330932173 | 0.0351899338116709 | -0.0682831511116709 |
| 13 | -0.0860908693 | -0.00999288721735508 | -0.0760979820826449 |
| 14 | 0.0210698391 | 0.00629646729281062 | 0.0147733718071894 |
| 15 | 0.01494567 | 0.0117344937352451 | 0.00321117626475487 |
| 16 | -0.190034757 | -0.0471452574182717 | -0.142889499581728 |
| 17 | -0.1242436027 | -0.0512533013620111 | -0.0729903013379889 |
| 18 | 0.0062305498 | -0.0020293918843038 | 0.0082599416843038 |
| 19 | 0.0255507001 | -0.000391830071781112 | 0.0259425301717811 |
| 20 | 0.0268806628 | 0.0414166688200596 | -0.0145360060200596 |
| 21 | 0.1773155966 | 0.0254607071672257 | 0.151854889432774 |
| 22 | 0.0660542373 | 0.0455878529621985 | 0.0204663843378015 |
| 23 | -0.0139591255 | 0.0320022137876948 | -0.0459613392876948 |
| 24 | -0.0373949697 | -0.00252298120481733 | -0.0348719884951827 |
| 25 | 0.0366137196 | -0.0617592124190525 | 0.0983729320190525 |
| 26 | 0.019350449 | -0.0527915610467443 | 0.0721420100467443 |
| 27 | 0.0837801497 | -0.0252031845963922 | 0.108983334296392 |
| 28 | -0.0369814175 | -0.0244574164228798 | -0.0125240010771202 |
| 29 | -0.111311701 | -0.0638558400290544 | -0.0474558609709456 |
| 30 | 0.1156912701 | 0.000732851867971882 | 0.114958418232028 |
| 31 | 0.0961044085 | 0.0366088038257556 | 0.0594956046742444 |
| 32 | 0.0671607829 | -0.000165274469563978 | 0.067326057369564 |
| 33 | -0.0791409595 | -0.0291430667184888 | -0.0499978927815112 |
| 34 | -0.1831923744 | -0.0872395777001208 | -0.0959527966998792 |
| 35 | 0.0242315729 | 0.0174048093158261 | 0.00682676358417388 |
| 36 | 0.0682600023 | 0.0626323839702264 | 0.00562761832977362 |
| 37 | 0.0345855796 | 0.0340533287782749 | 0.000532250821725067 |
| 38 | 0.0463590447 | 0.0391097027804558 | 0.00724934191954416 |
| 39 | -0.0931151599 | 0.038871541539403 | -0.131986701439403 |
| 40 | 0.0760673553 | -0.0031614540978178 | 0.0792288093978178 |
| 41 | -0.0110651198 | 0.0354414863335174 | -0.0465066061335174 |
| 42 | 0.0284509336 | 0.0232307528854118 | 0.00522018071458824 |
| 43 | 0.0368261882 | 0.022878329738047 | 0.013947858461953 |
| 44 | -0.0058804482 | 0.0529467109696441 | -0.0588271591696441 |
| 45 | 0.0680750192 | 0.0386792336427438 | 0.0293957855572562 |
| 46 | 0.0157914001 | 0.0171071252501236 | -0.00131572515012358 |
| 47 | 0.1121766425 | 0.0254597158027679 | 0.086716926697232 |
| 48 | -0.0437664455 | 0.0261296140135815 | -0.0698960595135815 |
| 49 | 0.060326653 | -0.0126544176264942 | 0.0729810706264942 |
| 50 | 0.1028673441 | 0.0310867880087919 | 0.0717805560912081 |
| 51 | 0.0259509727 | 0.0332576836204554 | -0.00730671092045543 |
| 52 | 0.1348695746 | 0.0476965870213942 | 0.0871729875786058 |
| 53 | -0.096715318 | 0.0676181102466701 | -0.16433342824667 |
| 54 | -0.1035936648 | -0.00314465458577151 | -0.100449010214228 |
| 55 | 0.0950389075 | 0.00594439892486115 | 0.0890945085751389 |
| 56 | 0.0359719068 | 0.0541497175885549 | -0.0181778107885549 |
| 57 | 0.1520609453 | 0.0370952321129508 | 0.114965713187049 |
| 58 | -0.0022505636 | 0.0537223114719809 | -0.0559728750719809 |
| 59 | -0.0277954311 | -0.00162728509546373 | -0.0261681460045363 |
| 60 | 0.0653827593 | -0.0112657615971325 | 0.0766485208971325 |
| 61 | 0.0443888626 | 0.0255366471408066 | 0.0188522154591934 |
| 62 | 0.1010961169 | 0.0309736449664816 | 0.0701224719335184 |
| 63 | -0.0029750276 | 0.0455643614523336 | -0.0485393890523336 |
| 64 | -0.0752062699 | 0.00851828136081939 | -0.0837245512608194 |
| 65 | -0.0525843352 | -0.0114933901245308 | -0.0410909450754692 |
| 66 | 0.0229004195 | 0.0117140711288426 | 0.0111863483711574 |
| 67 | 0.1009621422 | 0.0414929820187099 | 0.05946916018129 |
| 68 | -0.0289088246 | 0.066735641994235 | -0.095644466594235 |
| 69 | 0.0208474516 | 0.0242051126621739 | -0.00335766106217393 |
| 70 | 0.0788578228 | 0.0338662846897368 | 0.0449915381102632 |
| 71 | 0.0549314322 | 0.0290439337738492 | 0.0258874984261508 |
| 72 | -0.0321652782 | 0.0021643582108228 | -0.0343296364108228 |
| 73 | 0.0646729207 | -0.0444433705235865 | 0.109116291223587 |
| 74 | -0.0010757027 | 0.0312847667960109 | -0.0323604694960109 |
| 75 | -0.1458885691 | 0.0360764937015289 | -0.181965062801529 |
| 76 | -0.0677816324 | -0.0200375151453304 | -0.0477441172546696 |
| 77 | -0.0098770369 | 0.0304548760408192 | -0.0403319129408192 |
| 78 | 0.0501991563 | 0.0296077380603701 | 0.0205914182396299 |
| 79 | -0.1271063631 | 0.0364657824036765 | -0.163572145503676 |
| 80 | 0.0582277708 | -0.000674676828966304 | 0.0589024476289663 |
| 81 | 0.0595552648 | 0.0396063768992841 | 0.0199488879007159 |
| 82 | 0.0885041253 | 0.00461141937734148 | 0.0838927059226585 |
| 83 | 0.0004433607 | 0.0525601631729873 | -0.0521168024729873 |
| 84 | 0.0379810835 | 0.0254594506161646 | 0.0125216328838354 |
| 85 | 0.0681769863 | -0.00173151862694734 | 0.0699085049269473 |
| 86 | -0.0520908486 | 0.0187450143702702 | -0.0708358629702702 |
| 87 | 0.0666010623 | -0.0583596277258016 | 0.124960690025802 |
| 88 | 0.0677173945 | 0.0189716519233726 | 0.0487457425766274 |
| 89 | 0.1251127483 | 0.0495466861805223 | 0.0755660621194777 |
| 90 | -0.0218349286 | -0.0172409202966318 | -0.00459400830336819 |
| 91 | 0.0178312442 | -0.0161860210778354 | 0.0340172652778354 |
| 92 | 0.0199663138 | -0.0188366701504755 | 0.0388029839504755 |
| 93 | 0.088436301 | -0.0352529926101967 | 0.123689293610197 |
| 94 | 0.0646054028 | 0.0260092250118762 | 0.0385961777881238 |
| 95 | 0.1233912353 | 0.0352048540009179 | 0.088186381299082 |
| 96 | 0.0673308704 | 0.0335013926817026 | 0.0338294777182974 |
| 97 | 0.0232412696 | -0.0384769172460675 | 0.0617181868460675 |
| 98 | -0.1570633927 | -0.0822930036807366 | -0.0747703890192634 |
| 99 | -0.134923147 | -0.0605896045706095 | -0.0743335424293905 |
| 100 | -0.2920959272 | -0.0342882639927804 | -0.25780766320722 |
| 101 | -0.3111517877 | -0.249359850585182 | -0.0617919371148185 |
| 102 | -0.2363887781 | -0.146487540930086 | -0.0899012371699145 |
| 103 | 0.0334524402 | -0.0666429742329426 | 0.100095414432943 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 14 | 0.544372879426283 | 0.911254241147434 | 0.455627120573717 |
| 15 | 0.436107728632696 | 0.872215457265391 | 0.563892271367304 |
| 16 | 0.675038700044968 | 0.649922599910064 | 0.324961299955032 |
| 17 | 0.558526551361708 | 0.882946897276584 | 0.441473448638292 |
| 18 | 0.501839578371871 | 0.996320843256257 | 0.498160421628129 |
| 19 | 0.487560562912407 | 0.975121125824814 | 0.512439437087593 |
| 20 | 0.405620115918283 | 0.811240231836567 | 0.594379884081717 |
| 21 | 0.397243211886381 | 0.794486423772763 | 0.602756788113619 |
| 22 | 0.313157782889508 | 0.626315565779016 | 0.686842217110492 |
| 23 | 0.279548109220749 | 0.559096218441498 | 0.720451890779251 |
| 24 | 0.20796618928138 | 0.41593237856276 | 0.79203381071862 |
| 25 | 0.223406105744827 | 0.446812211489655 | 0.776593894255173 |
| 26 | 0.464938927700134 | 0.929877855400269 | 0.535061072299866 |
| 27 | 0.640045334580562 | 0.719909330838876 | 0.359954665419438 |
| 28 | 0.649416419553251 | 0.701167160893498 | 0.350583580446749 |
| 29 | 0.682460124378885 | 0.635079751242231 | 0.317539875621115 |
| 30 | 0.753527089116503 | 0.492945821766994 | 0.246472910883497 |
| 31 | 0.730761338294289 | 0.538477323411422 | 0.269238661705711 |
| 32 | 0.6934234670952 | 0.6131530658096 | 0.3065765329048 |
| 33 | 0.644598456561629 | 0.710803086876743 | 0.355401543438371 |
| 34 | 0.68134196776673 | 0.63731606446654 | 0.31865803223327 |
| 35 | 0.619650715486931 | 0.760698569026139 | 0.380349284513069 |
| 36 | 0.561493697838192 | 0.877012604323616 | 0.438506302161808 |
| 37 | 0.518353757283094 | 0.963292485433812 | 0.481646242716906 |
| 38 | 0.457825786004214 | 0.915651572008428 | 0.542174213995786 |
| 39 | 0.506411683447337 | 0.987176633105327 | 0.493588316552663 |
| 40 | 0.538822602952192 | 0.922354794095615 | 0.461177397047808 |
| 41 | 0.488647238241206 | 0.977294476482413 | 0.511352761758794 |
| 42 | 0.439263924253481 | 0.878527848506963 | 0.560736075746519 |
| 43 | 0.383752513281447 | 0.767505026562894 | 0.616247486718553 |
| 44 | 0.339456014518131 | 0.678912029036262 | 0.660543985481869 |
| 45 | 0.297905961635409 | 0.595811923270817 | 0.702094038364591 |
| 46 | 0.244509527789103 | 0.489019055578206 | 0.755490472210897 |
| 47 | 0.265295247154133 | 0.530590494308267 | 0.734704752845867 |
| 48 | 0.247014211568559 | 0.494028423137119 | 0.75298578843144 |
| 49 | 0.239471012471169 | 0.478942024942337 | 0.760528987528831 |
| 50 | 0.230145815500385 | 0.46029163100077 | 0.769854184499615 |
| 51 | 0.18625197352903 | 0.37250394705806 | 0.81374802647097 |
| 52 | 0.201755040932395 | 0.40351008186479 | 0.798244959067605 |
| 53 | 0.325275912524434 | 0.650551825048869 | 0.674724087475566 |
| 54 | 0.341331895778425 | 0.68266379155685 | 0.658668104221575 |
| 55 | 0.373793012848052 | 0.747586025696104 | 0.626206987151948 |
| 56 | 0.330962757135046 | 0.661925514270091 | 0.669037242864954 |
| 57 | 0.407779846766507 | 0.815559693533014 | 0.592220153233493 |
| 58 | 0.392175363519088 | 0.784350727038176 | 0.607824636480912 |
| 59 | 0.370663398504049 | 0.741326797008098 | 0.629336601495951 |
| 60 | 0.402110117656041 | 0.804220235312083 | 0.597889882343959 |
| 61 | 0.347225362742923 | 0.694450725485846 | 0.652774637257077 |
| 62 | 0.390563416745147 | 0.781126833490295 | 0.609436583254853 |
| 63 | 0.350834170204941 | 0.701668340409881 | 0.649165829795059 |
| 64 | 0.362376267814736 | 0.724752535629472 | 0.637623732185264 |
| 65 | 0.316890416782099 | 0.633780833564198 | 0.683109583217901 |
| 66 | 0.267496983824472 | 0.534993967648944 | 0.732503016175528 |
| 67 | 0.302078660393849 | 0.604157320787697 | 0.697921339606152 |
| 68 | 0.324597560843206 | 0.649195121686412 | 0.675402439156794 |
| 69 | 0.269049632347527 | 0.538099264695054 | 0.730950367652473 |
| 70 | 0.22709081499512 | 0.45418162999024 | 0.77290918500488 |
| 71 | 0.183157606098157 | 0.366315212196314 | 0.816842393901843 |
| 72 | 0.141766689673578 | 0.283533379347156 | 0.858233310326422 |
| 73 | 0.142503147582181 | 0.285006295164362 | 0.857496852417819 |
| 74 | 0.117809656874183 | 0.235619313748366 | 0.882190343125817 |
| 75 | 0.235840591932843 | 0.471681183865687 | 0.764159408067157 |
| 76 | 0.225550071018239 | 0.451100142036478 | 0.774449928981761 |
| 77 | 0.188344155853075 | 0.37668831170615 | 0.811655844146925 |
| 78 | 0.16056203757898 | 0.321124075157959 | 0.83943796242102 |
| 79 | 0.439270438146957 | 0.878540876293915 | 0.560729561853043 |
| 80 | 0.374864255209693 | 0.749728510419385 | 0.625135744790307 |
| 81 | 0.293378542987813 | 0.586757085975626 | 0.706621457012187 |
| 82 | 0.266432434806247 | 0.532864869612493 | 0.733567565193753 |
| 83 | 0.369672841303501 | 0.739345682607002 | 0.630327158696499 |
| 84 | 0.373410274077501 | 0.746820548155002 | 0.626589725922499 |
| 85 | 0.328582120815789 | 0.657164241631577 | 0.671417879184211 |
| 86 | 0.712327896122889 | 0.575344207754222 | 0.287672103877111 |
| 87 | 0.605140745579228 | 0.789718508841545 | 0.394859254420772 |
| 88 | 0.488739518922042 | 0.977479037844085 | 0.511260481077958 |
| 89 | 0.598587951967991 | 0.802824096064018 | 0.401412048032009 |
| 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 |
