Multiple Linear Regression - Estimated Regression Equation |
PE[t] = + 7.09326325421717 + 0.185102752444152G[t] -0.543845428355601B[t] + 0.0973882515518827CM[t] -0.160262217439694D[t] + 0.67954844361031PC[t] + 0.104347613234137PS[t] -0.0980134280835426`O `[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) | 7.09326325421717 | 2.645068 | 2.6817 | 0.008433 | 0.004216 |
G | 0.185102752444152 | 0.541857 | 0.3416 | 0.733286 | 0.366643 |
B | -0.543845428355601 | 0.934059 | -0.5822 | 0.561576 | 0.280788 |
CM | 0.0973882515518827 | 0.05724 | 1.7014 | 0.09164 | 0.04582 |
D | -0.160262217439694 | 0.10618 | -1.5094 | 0.134025 | 0.067013 |
PC | 0.67954844361031 | 0.099789 | 6.8098 | 0 | 0 |
PS | 0.104347613234137 | 0.072618 | 1.4369 | 0.153524 | 0.076762 |
`O ` | -0.0980134280835426 | 0.079632 | -1.2308 | 0.220965 | 0.110482 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.660398523801121 |
R-squared | 0.4361262102387 |
Adjusted R-squared | 0.400884098378618 |
F-TEST (value) | 12.3751440313854 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 112 |
p-value | 1.18083320899132e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.73149971992306 |
Sum Squared Residuals | 835.642160633255 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 11 | 14.7536397297218 | -3.75363972972184 |
2 | 7 | 13.1971115090806 | -6.19711150908056 |
3 | 17 | 14.0888732222232 | 2.91112677777682 |
4 | 10 | 11.5439430989287 | -1.54394309892871 |
5 | 12 | 11.4440530390949 | 0.555946960905061 |
6 | 11 | 9.95621183815252 | 1.04378816184748 |
7 | 11 | 14.3465942056434 | -3.34659420564336 |
8 | 12 | 10.2977667396190 | 1.70223326038095 |
9 | 13 | 11.1250397439516 | 1.87496025604844 |
10 | 14 | 14.4908024856061 | -0.490802485606132 |
11 | 16 | 14.7468688976338 | 1.25313110236621 |
12 | 10 | 12.2001104363388 | -2.20011043633880 |
13 | 11 | 11.9274444427329 | -0.927444442732853 |
14 | 15 | 9.86823132014912 | 5.13176867985088 |
15 | 9 | 13.7886288259109 | -4.78862882591095 |
16 | 17 | 11.9152494397998 | 5.08475056020018 |
17 | 11 | 13.4177192157347 | -2.41771921573467 |
18 | 18 | 15.0024870955499 | 2.99751290445011 |
19 | 14 | 16.0957663325662 | -2.09576633256623 |
20 | 10 | 12.3851183209897 | -2.38511832098967 |
21 | 11 | 11.4158740407367 | -0.415874040736717 |
22 | 15 | 13.1742436864912 | 1.82575631350881 |
23 | 15 | 11.5735843708964 | 3.42641562910362 |
24 | 13 | 12.8984295214302 | 0.101570478569785 |
25 | 16 | 13.6155692672363 | 2.38443073276368 |
26 | 13 | 11.0663902046219 | 1.93360979537814 |
27 | 9 | 11.1277052668023 | -2.12770526680235 |
28 | 18 | 17.8385221559152 | 0.161477844084839 |
29 | 18 | 12.1633120231558 | 5.83668797684422 |
30 | 12 | 13.5327561542612 | -1.53275615426121 |
31 | 17 | 13.6141052313223 | 3.38589476867772 |
32 | 9 | 11.6566687117664 | -2.65666871176642 |
33 | 9 | 12.8430741496168 | -3.84307414961681 |
34 | 18 | 17.2065597706427 | 0.79344022935731 |
35 | 12 | 12.5895885485230 | -0.589588548522955 |
36 | 18 | 13.6981256143948 | 4.30187438560518 |
37 | 14 | 13.9050196329146 | 0.0949803670853874 |
38 | 15 | 11.9308100361387 | 3.06918996386132 |
39 | 16 | 10.6998846007140 | 5.30011539928604 |
40 | 10 | 12.7896773295508 | -2.78967732955083 |
41 | 11 | 11.1600991013401 | -0.16009910134012 |
42 | 14 | 12.7600337655002 | 1.23996623449982 |
43 | 9 | 12.5836510940672 | -3.58365109406719 |
44 | 17 | 12.0380267662145 | 4.96197323378551 |
45 | 5 | 9.28318349199677 | -4.28318349199677 |
46 | 12 | 12.1354115496325 | -0.135411549632531 |
47 | 12 | 11.8586272621724 | 0.141372737827555 |
48 | 6 | 9.55941116435487 | -3.55941116435487 |
49 | 24 | 22.7553198373562 | 1.24468016264383 |
50 | 12 | 12.2815471440177 | -0.281547144017664 |
51 | 12 | 12.7775028727646 | -0.777502872764575 |
52 | 14 | 11.3482583241692 | 2.65174167583078 |
53 | 7 | 8.86570660165935 | -1.86570660165935 |
54 | 12 | 12.9326011533098 | -0.932601153309826 |
55 | 14 | 11.722402013423 | 2.27759798657699 |
56 | 8 | 12.4869539631865 | -4.48695396318647 |
57 | 11 | 9.04671619056212 | 1.95328380943789 |
58 | 9 | 11.3029081148330 | -2.30290811483304 |
59 | 11 | 13.6660686504808 | -2.66606865048084 |
60 | 10 | 8.95206287413437 | 1.04793712586563 |
61 | 11 | 13.0579888235097 | -2.05798882350967 |
62 | 12 | 12.8667898343578 | -0.866789834357842 |
63 | 9 | 11.8363675381018 | -2.8363675381018 |
64 | 18 | 14.7755657498920 | 3.22443425010803 |
65 | 15 | 12.0599004521241 | 2.94009954787587 |
66 | 12 | 12.8368860134129 | -0.836886013412891 |
67 | 13 | 9.39004888937048 | 3.60995111062952 |
68 | 14 | 12.9157884612577 | 1.08421153874231 |
69 | 10 | 11.4706412349159 | -1.47064123491589 |
70 | 13 | 12.2281928045991 | 0.771807195400866 |
71 | 13 | 13.4885915285442 | -0.488591528544163 |
72 | 11 | 12.7317290736477 | -1.73172907364773 |
73 | 13 | 11.9341212816679 | 1.06587871833209 |
74 | 16 | 14.4520403627773 | 1.54795963722269 |
75 | 11 | 10.9355095746324 | 0.0644904253676084 |
76 | 16 | 17.7130133625102 | -1.71301336251019 |
77 | 14 | 11.6958160219126 | 2.30418397808743 |
78 | 8 | 10.6146650457315 | -2.61466504573150 |
79 | 9 | 9.80593368432105 | -0.805933684321045 |
80 | 15 | 11.5020067767481 | 3.49799322325195 |
81 | 11 | 13.2978564041544 | -2.29785640415441 |
82 | 21 | 17.0962900186611 | 3.90370998133888 |
83 | 14 | 12.8611583132559 | 1.13884168674409 |
84 | 18 | 15.7629702580805 | 2.23702974191952 |
85 | 12 | 11.5342488021223 | 0.465751197877679 |
86 | 13 | 12.7268293915598 | 0.273170608440180 |
87 | 12 | 10.890019400418 | 1.10998059958199 |
88 | 19 | 14.5541475038353 | 4.44585249616473 |
89 | 11 | 12.5857238537622 | -1.58572385376224 |
90 | 13 | 14.9373663248922 | -1.93736632489221 |
91 | 15 | 14.6379542040571 | 0.362045795942916 |
92 | 12 | 11.0739206659254 | 0.926079334074593 |
93 | 16 | 15.8598099697740 | 0.140190030225968 |
94 | 18 | 18.0522078388685 | -0.0522078388684962 |
95 | 8 | 14.8962463552164 | -6.89624635521639 |
96 | 9 | 10.7441215031642 | -1.74412150316422 |
97 | 15 | 12.7997142801417 | 2.20028571985832 |
98 | 6 | 10.6271538363224 | -4.62715383632243 |
99 | 8 | 9.48365831118565 | -1.48365831118565 |
100 | 10 | 10.1186110320092 | -0.118611032009228 |
101 | 11 | 12.3117823538364 | -1.31178235383638 |
102 | 14 | 12.6437736720802 | 1.35622632791979 |
103 | 11 | 13.4037516262436 | -2.40375162624359 |
104 | 12 | 11.8980400170529 | 0.101959982947141 |
105 | 11 | 10.0120463375509 | 0.987953662449092 |
106 | 9 | 9.3527768303525 | -0.352776830352503 |
107 | 12 | 11.8435894487613 | 0.156410551238657 |
108 | 20 | 14.3503305018472 | 5.6496694981528 |
109 | 13 | 13.5974238022869 | -0.597423802286877 |
110 | 12 | 16.453229122563 | -4.453229122563 |
111 | 9 | 14.5562401844148 | -5.55624018441481 |
112 | 24 | 21.6303020406828 | 2.36969795931718 |
113 | 11 | 11.5369383392537 | -0.536938339253733 |
114 | 17 | 15.1735676092157 | 1.82643239078427 |
115 | 11 | 12.7716415022599 | -1.77164150225991 |
116 | 11 | 14.2331286060079 | -3.23312860600792 |
117 | 16 | 12.4856041352201 | 3.51439586477994 |
118 | 13 | 10.9493742210865 | 2.05062577891347 |
119 | 11 | 12.6210258176553 | -1.62102581765530 |
120 | 19 | 17.8757768584534 | 1.12422314154660 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.87158898067261 | 0.256822038654780 | 0.128411019327390 |
12 | 0.865575905121387 | 0.268848189757226 | 0.134424094878613 |
13 | 0.786547785030987 | 0.426904429938026 | 0.213452214969013 |
14 | 0.749533434369727 | 0.500933131260546 | 0.250466565630273 |
15 | 0.809536669484933 | 0.380926661030134 | 0.190463330515067 |
16 | 0.81580210762886 | 0.36839578474228 | 0.18419789237114 |
17 | 0.763840459072816 | 0.472319081854368 | 0.236159540927184 |
18 | 0.778668229552464 | 0.442663540895073 | 0.221331770447537 |
19 | 0.73211673994928 | 0.535766520101441 | 0.267883260050721 |
20 | 0.843574147008532 | 0.312851705982936 | 0.156425852991468 |
21 | 0.798568561390652 | 0.402862877218695 | 0.201431438609348 |
22 | 0.798408330683812 | 0.403183338632375 | 0.201591669316188 |
23 | 0.805525032481944 | 0.388949935036112 | 0.194474967518056 |
24 | 0.754946218829733 | 0.490107562340533 | 0.245053781170267 |
25 | 0.71981650693725 | 0.5603669861255 | 0.28018349306275 |
26 | 0.669424769693095 | 0.661150460613809 | 0.330575230306905 |
27 | 0.70670592824129 | 0.586588143517419 | 0.293294071758709 |
28 | 0.765443560361397 | 0.469112879277205 | 0.234556439638602 |
29 | 0.836315920292126 | 0.327368159415748 | 0.163684079707874 |
30 | 0.833023320311231 | 0.333953359377538 | 0.166976679688769 |
31 | 0.84220189480698 | 0.315596210386040 | 0.157798105193020 |
32 | 0.84278237375515 | 0.314435252489699 | 0.157217626244849 |
33 | 0.882827065608852 | 0.234345868782296 | 0.117172934391148 |
34 | 0.850528541585804 | 0.298942916828392 | 0.149471458414196 |
35 | 0.815354638259348 | 0.369290723481305 | 0.184645361740652 |
36 | 0.899152500846268 | 0.201694998307463 | 0.100847499153732 |
37 | 0.869650525651537 | 0.260698948696927 | 0.130349474348463 |
38 | 0.863111391129852 | 0.273777217740297 | 0.136888608870148 |
39 | 0.9188240068086 | 0.162351986382802 | 0.081175993191401 |
40 | 0.9250757510136 | 0.149848497972799 | 0.0749242489863995 |
41 | 0.90292942171693 | 0.194141156566141 | 0.0970705782830705 |
42 | 0.88316385923951 | 0.233672281520980 | 0.116836140760490 |
43 | 0.891823869160696 | 0.216352261678608 | 0.108176130839304 |
44 | 0.941081722580764 | 0.117836554838473 | 0.0589182774192366 |
45 | 0.963613093394388 | 0.0727738132112249 | 0.0363869066056125 |
46 | 0.951238862592792 | 0.0975222748144156 | 0.0487611374072078 |
47 | 0.935768959578131 | 0.128462080843738 | 0.064231040421869 |
48 | 0.957659201482546 | 0.0846815970349074 | 0.0423407985174537 |
49 | 0.946908899434688 | 0.106182201130624 | 0.0530911005653118 |
50 | 0.929888943519546 | 0.140222112960908 | 0.0701110564804538 |
51 | 0.911657991252059 | 0.176684017495883 | 0.0883420087479414 |
52 | 0.909303468633406 | 0.181393062733188 | 0.0906965313665938 |
53 | 0.900154873194493 | 0.199690253611015 | 0.0998451268055074 |
54 | 0.877261515839669 | 0.245476968320662 | 0.122738484160331 |
55 | 0.869597091159964 | 0.260805817680072 | 0.130402908840036 |
56 | 0.910272345753468 | 0.179455308493064 | 0.089727654246532 |
57 | 0.9002493993562 | 0.199501201287600 | 0.0997506006438001 |
58 | 0.893892639202304 | 0.212214721595392 | 0.106107360797696 |
59 | 0.907211381002212 | 0.185577237995575 | 0.0927886189977876 |
60 | 0.890220272842859 | 0.219559454314282 | 0.109779727157141 |
61 | 0.882297300123219 | 0.235405399753563 | 0.117702699876781 |
62 | 0.860304757391533 | 0.279390485216935 | 0.139695242608467 |
63 | 0.860484975266406 | 0.279030049467189 | 0.139515024733594 |
64 | 0.875634259180342 | 0.248731481639316 | 0.124365740819658 |
65 | 0.877852465298488 | 0.244295069403023 | 0.122147534701512 |
66 | 0.850133073939693 | 0.299733852120613 | 0.149866926060307 |
67 | 0.893029946419443 | 0.213940107161114 | 0.106970053580557 |
68 | 0.875327189073112 | 0.249345621853777 | 0.124672810926888 |
69 | 0.85051292737627 | 0.298974145247460 | 0.149487072623730 |
70 | 0.816494721664152 | 0.367010556671695 | 0.183505278335848 |
71 | 0.777916164511319 | 0.444167670977363 | 0.222083835488682 |
72 | 0.748507559030668 | 0.502984881938663 | 0.251492440969331 |
73 | 0.706605498466452 | 0.586789003067095 | 0.293394501533548 |
74 | 0.684212706811903 | 0.631574586376193 | 0.315787293188097 |
75 | 0.637923780902695 | 0.72415243819461 | 0.362076219097305 |
76 | 0.604611354435544 | 0.790777291128912 | 0.395388645564456 |
77 | 0.57982861005015 | 0.8403427798997 | 0.42017138994985 |
78 | 0.554639287427666 | 0.890721425144667 | 0.445360712572334 |
79 | 0.50076636953895 | 0.9984672609221 | 0.49923363046105 |
80 | 0.51943568253419 | 0.96112863493162 | 0.48056431746581 |
81 | 0.512989824534018 | 0.974020350931964 | 0.487010175465982 |
82 | 0.581932810088761 | 0.836134379822479 | 0.418067189911239 |
83 | 0.530904860725254 | 0.93819027854949 | 0.469095139274746 |
84 | 0.499961799265934 | 0.999923598531867 | 0.500038200734066 |
85 | 0.438866006997201 | 0.877732013994401 | 0.561133993002799 |
86 | 0.377258674390584 | 0.754517348781168 | 0.622741325609416 |
87 | 0.323998637034717 | 0.647997274069435 | 0.676001362965283 |
88 | 0.451660619544089 | 0.903321239088177 | 0.548339380455911 |
89 | 0.447415476774877 | 0.894830953549754 | 0.552584523225123 |
90 | 0.408124442582045 | 0.81624888516409 | 0.591875557417955 |
91 | 0.346938775113602 | 0.693877550227204 | 0.653061224886398 |
92 | 0.315558666665728 | 0.631117333331457 | 0.684441333334272 |
93 | 0.269979247791475 | 0.53995849558295 | 0.730020752208525 |
94 | 0.230040359611438 | 0.460080719222877 | 0.769959640388562 |
95 | 0.391429147014706 | 0.782858294029412 | 0.608570852985294 |
96 | 0.336466899428460 | 0.672933798856921 | 0.66353310057154 |
97 | 0.281815198219469 | 0.563630396438938 | 0.718184801780531 |
98 | 0.376122362509142 | 0.752244725018284 | 0.623877637490858 |
99 | 0.349915305509255 | 0.69983061101851 | 0.650084694490745 |
100 | 0.281227642093196 | 0.562455284186393 | 0.718772357906804 |
101 | 0.24425055283523 | 0.48850110567046 | 0.75574944716477 |
102 | 0.181500405479084 | 0.363000810958167 | 0.818499594520916 |
103 | 0.163890783910683 | 0.327781567821367 | 0.836109216089317 |
104 | 0.110508491271964 | 0.221016982543928 | 0.889491508728036 |
105 | 0.0708451613628645 | 0.141690322725729 | 0.929154838637135 |
106 | 0.0414568034268908 | 0.0829136068537816 | 0.95854319657311 |
107 | 0.0247560559537247 | 0.0495121119074495 | 0.975243944046275 |
108 | 0.0686330272448579 | 0.137266054489716 | 0.931366972755142 |
109 | 0.0417010455902699 | 0.0834020911805398 | 0.95829895440973 |
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 | 0.0101010101010101 | OK |
10% type I error level | 6 | 0.0606060606060606 | OK |