| Multiple Linear Regression - Estimated Regression Equation |
| HPC[t] = + 293568.447058824 -1766.61209150322M1[t] -12813.4241830065M2[t] -17924.9617647059M3[t] -15151.0993464052M4[t] -12720.6369281046M5[t] -13099.9745098039M6[t] -16226.7120915033M7[t] -17264.2496732026M8[t] -22662.5872549020M9[t] -24219.1248366013M10[t] -2620.06241830065M11[t] -448.462418300654t + 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) | 293568.447058824 | 8513.552384 | 34.4825 | 0 | 0 |
| M1 | -1766.61209150322 | 9928.804936 | -0.1779 | 0.859528 | 0.429764 |
| M2 | -12813.4241830065 | 10421.331268 | -1.2295 | 0.224863 | 0.112432 |
| M3 | -17924.9617647059 | 10408.023114 | -1.7222 | 0.091467 | 0.045734 |
| M4 | -15151.0993464052 | 10396.101377 | -1.4574 | 0.151522 | 0.075761 |
| M5 | -12720.6369281046 | 10385.570833 | -1.2248 | 0.226613 | 0.113307 |
| M6 | -13099.9745098039 | 10376.435717 | -1.2625 | 0.212878 | 0.106439 |
| M7 | -16226.7120915033 | 10368.699718 | -1.565 | 0.124159 | 0.06208 |
| M8 | -17264.2496732026 | 10362.365968 | -1.6661 | 0.102217 | 0.051108 |
| M9 | -22662.5872549020 | 10357.43704 | -2.188 | 0.033566 | 0.016783 |
| M10 | -24219.1248366013 | 10353.914941 | -2.3391 | 0.023539 | 0.011769 |
| M11 | -2620.06241830065 | 10351.801106 | -0.2531 | 0.80127 | 0.400635 |
| t | -448.462418300654 | 120.786951 | -3.7128 | 0.000533 | 0.000267 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.593587018188936 |
| R-squared | 0.352345548162432 |
| Adjusted R-squared | 0.190431935203040 |
| F-TEST (value) | 2.17613294967854 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 48 |
| p-value | 0.0286157043556925 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 16366.520449259 |
| Sum Squared Residuals | 12857423597.5686 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 286602 | 291353.372549019 | -4751.37254901937 |
| 2 | 283042 | 279858.098039216 | 3183.90196078429 |
| 3 | 276687 | 274298.098039216 | 2388.90196078429 |
| 4 | 277915 | 276623.498039216 | 1291.50196078430 |
| 5 | 277128 | 278605.498039216 | -1477.49803921570 |
| 6 | 277103 | 277777.698039216 | -674.698039215695 |
| 7 | 275037 | 274202.498039216 | 834.501960784299 |
| 8 | 270150 | 272716.498039216 | -2566.4980392157 |
| 9 | 267140 | 266869.698039216 | 270.301960784298 |
| 10 | 264993 | 264864.698039216 | 128.301960784296 |
| 11 | 287259 | 286015.298039216 | 1243.70196078430 |
| 12 | 291186 | 288186.898039216 | 2999.1019607843 |
| 13 | 292300 | 285971.823529412 | 6328.17647058818 |
| 14 | 288186 | 274476.549019608 | 13709.4509803922 |
| 15 | 281477 | 268916.549019608 | 12560.4509803922 |
| 16 | 282656 | 271241.949019608 | 11414.0509803922 |
| 17 | 280190 | 273223.949019608 | 6966.05098039215 |
| 18 | 280408 | 272396.149019608 | 8011.85098039215 |
| 19 | 276836 | 268820.949019608 | 8015.05098039215 |
| 20 | 275216 | 267334.949019608 | 7881.05098039215 |
| 21 | 274352 | 261488.149019608 | 12863.8509803921 |
| 22 | 271311 | 259483.149019608 | 11827.8509803922 |
| 23 | 289802 | 280633.749019608 | 9168.25098039215 |
| 24 | 290726 | 282805.349019608 | 7920.65098039215 |
| 25 | 292300 | 280590.274509804 | 11709.7254901960 |
| 26 | 278506 | 269095 | 9411 |
| 27 | 269826 | 263535 | 6291 |
| 28 | 265861 | 265860.4 | 0.599999999996718 |
| 29 | 269034 | 267842.4 | 1191.60000000000 |
| 30 | 264176 | 267014.6 | -2838.60000000000 |
| 31 | 255198 | 263439.4 | -8241.4 |
| 32 | 253353 | 261953.4 | -8600.4 |
| 33 | 246057 | 256106.6 | -10049.6 |
| 34 | 235372 | 254101.6 | -18729.6 |
| 35 | 258556 | 275252.2 | -16696.2 |
| 36 | 260993 | 277423.8 | -16430.8 |
| 37 | 254663 | 275208.725490196 | -20545.7254901961 |
| 38 | 250643 | 263713.450980392 | -13070.4509803921 |
| 39 | 243422 | 258153.450980392 | -14731.4509803921 |
| 40 | 247105 | 260478.850980392 | -13373.8509803921 |
| 41 | 248541 | 262460.850980392 | -13919.8509803921 |
| 42 | 245039 | 261633.050980392 | -16594.0509803921 |
| 43 | 237080 | 258057.850980392 | -20977.8509803921 |
| 44 | 237085 | 256571.850980392 | -19486.8509803922 |
| 45 | 225554 | 250725.050980392 | -25171.0509803921 |
| 46 | 226839 | 248720.050980392 | -21881.0509803922 |
| 47 | 247934 | 269870.650980392 | -21936.6509803921 |
| 48 | 248333 | 272042.250980392 | -23709.2509803921 |
| 49 | 246969 | 269827.176470588 | -22858.1764705883 |
| 50 | 245098 | 258331.901960784 | -13233.9019607843 |
| 51 | 246263 | 252771.901960784 | -6508.9019607843 |
| 52 | 255765 | 255097.301960784 | 667.698039215697 |
| 53 | 264319 | 257079.301960784 | 7239.6980392157 |
| 54 | 268347 | 256251.501960784 | 12095.4980392157 |
| 55 | 273046 | 252676.301960784 | 20369.6980392157 |
| 56 | 273963 | 251190.301960784 | 22772.6980392157 |
| 57 | 267430 | 245343.501960784 | 22086.4980392157 |
| 58 | 271993 | 243338.501960784 | 28654.4980392157 |
| 59 | 292710 | 264489.101960784 | 28220.8980392157 |
| 60 | 295881 | 266660.701960784 | 29220.2980392157 |
| 61 | 294563 | 264445.627450980 | 30117.3725490196 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 6.01658023459024e-06 | 1.20331604691805e-05 | 0.999993983419765 |
| 17 | 3.49408884324547e-06 | 6.98817768649094e-06 | 0.999996505911157 |
| 18 | 2.54562690197232e-07 | 5.09125380394464e-07 | 0.99999974543731 |
| 19 | 8.07125049453863e-08 | 1.61425009890773e-07 | 0.999999919287495 |
| 20 | 4.78329676791352e-09 | 9.56659353582705e-09 | 0.999999995216703 |
| 21 | 1.78023099037116e-09 | 3.56046198074232e-09 | 0.99999999821977 |
| 22 | 2.06880556340787e-10 | 4.13761112681574e-10 | 0.99999999979312 |
| 23 | 3.24936681888441e-11 | 6.49873363776883e-11 | 0.999999999967506 |
| 24 | 6.6783307778119e-11 | 1.33566615556238e-10 | 0.999999999933217 |
| 25 | 3.27584220096189e-11 | 6.55168440192378e-11 | 0.999999999967242 |
| 26 | 3.51334674057214e-08 | 7.02669348114428e-08 | 0.999999964866533 |
| 27 | 6.29952550644207e-07 | 1.25990510128841e-06 | 0.99999937004745 |
| 28 | 9.99500574734472e-06 | 1.99900114946894e-05 | 0.999990004994253 |
| 29 | 1.50444291850858e-05 | 3.00888583701716e-05 | 0.999984955570815 |
| 30 | 4.58778401854214e-05 | 9.17556803708429e-05 | 0.999954122159815 |
| 31 | 0.000244896832103961 | 0.000489793664207922 | 0.999755103167896 |
| 32 | 0.000535222601429895 | 0.00107044520285979 | 0.99946477739857 |
| 33 | 0.002390383948812 | 0.004780767897624 | 0.997609616051188 |
| 34 | 0.00989150752885992 | 0.0197830150577198 | 0.99010849247114 |
| 35 | 0.0204122272921013 | 0.0408244545842027 | 0.979587772707899 |
| 36 | 0.0429390900327624 | 0.0858781800655248 | 0.957060909967238 |
| 37 | 0.0896612508838785 | 0.179322501767757 | 0.910338749116121 |
| 38 | 0.241067115444192 | 0.482134230888384 | 0.758932884555808 |
| 39 | 0.462106526575599 | 0.924213053151197 | 0.537893473424401 |
| 40 | 0.722385616709502 | 0.555228766580996 | 0.277614383290498 |
| 41 | 0.917175526155712 | 0.165648947688576 | 0.0828244738442881 |
| 42 | 0.99223440922818 | 0.0155311815436417 | 0.00776559077182083 |
| 43 | 0.993002350448917 | 0.0139952991021649 | 0.00699764955108246 |
| 44 | 0.997989605070092 | 0.00402078985981517 | 0.00201039492990758 |
| 45 | 0.998000602809076 | 0.00399879438184899 | 0.00199939719092449 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 20 | 0.666666666666667 | NOK |
| 5% type I error level | 24 | 0.8 | NOK |
| 10% type I error level | 25 | 0.833333333333333 | NOK |
