Multiple Linear Regression - Estimated Regression Equation |
PE[t] = + 7.07697462326621 -0.630456701488424gendeR[t] + 0.0888573959968063COM[t] -0.109453550630909DA[t] + 0.665543146599335PC[t] + 0.114839167100403PS[t] -0.0871517232603647`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) | 7.07697462326621 | 1.876844 | 3.7707 | 0.000233 | 0.000116 |
gendeR | -0.630456701488424 | 0.44232 | -1.4253 | 0.156109 | 0.078054 |
COM | 0.0888573959968063 | 0.047968 | 1.8524 | 0.065905 | 0.032953 |
DA | -0.109453550630909 | 0.087608 | -1.2494 | 0.213454 | 0.106727 |
PC | 0.665543146599335 | 0.086015 | 7.7375 | 0 | 0 |
PS | 0.114839167100403 | 0.063017 | 1.8223 | 0.070369 | 0.035184 |
`O ` | -0.0871517232603647 | 0.061658 | -1.4135 | 0.159563 | 0.079781 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.644361482982939 |
R-squared | 0.415201720751972 |
Adjusted R-squared | 0.392117578150076 |
F-TEST (value) | 17.9864475762627 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 1.11022302462516e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.68633275396784 |
Sum Squared Residuals | 1096.89031708615 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 11 | 14.8930019802121 | -3.89300198021215 |
2 | 7 | 13.0243417785859 | -6.0243417785859 |
3 | 17 | 13.2606427527473 | 3.73935724725274 |
4 | 10 | 12.2343081548633 | -2.23430815486332 |
5 | 12 | 13.4003331968406 | -1.40033319684055 |
6 | 12 | 10.8011077777828 | 1.1988922222172 |
7 | 11 | 9.8530323163147 | 1.14696768368531 |
8 | 11 | 14.1658797667326 | -3.16587976673255 |
9 | 12 | 10.3579674933115 | 1.64203250668851 |
10 | 13 | 11.0142793490898 | 1.98572065091025 |
11 | 14 | 15.1441624473534 | -1.14416244735343 |
12 | 16 | 14.4369851148371 | 1.56301488516292 |
13 | 11 | 14.0752906854284 | -3.07529068542842 |
14 | 10 | 11.9565477381566 | -1.95654773815662 |
15 | 11 | 11.9932412076774 | -0.993241207677377 |
16 | 15 | 10.3975743180338 | 4.60242568196617 |
17 | 9 | 14.1007568124281 | -5.10075681242811 |
18 | 11 | 12.1595665882701 | -1.15956658827012 |
19 | 17 | 12.4416597808221 | 4.55834021917791 |
20 | 17 | 15.2575317780523 | 1.74246822194772 |
21 | 11 | 14.0048673284635 | -3.00486732846353 |
22 | 18 | 15.0755185305801 | 2.92448146941993 |
23 | 14 | 15.7008034727755 | -1.70080347277546 |
24 | 10 | 12.4252513329712 | -2.42525133297117 |
25 | 11 | 12.1116996522896 | -1.11169965228962 |
26 | 15 | 12.9016989556455 | 2.09830104435448 |
27 | 15 | 12.0111805848931 | 2.98881941510695 |
28 | 13 | 12.7771757165970 | 0.222824283402974 |
29 | 16 | 13.5273806713562 | 2.47261932864379 |
30 | 13 | 11.4872426188618 | 1.51275738113821 |
31 | 9 | 11.1909413004591 | -2.19094130045913 |
32 | 18 | 18.4595633435545 | -0.459563343554469 |
33 | 18 | 12.0116850194881 | 5.98831498051188 |
34 | 12 | 13.3167300070614 | -1.31673000706137 |
35 | 17 | 14.0026930064817 | 2.99730699351827 |
36 | 9 | 12.5963477043192 | -3.59634770431925 |
37 | 9 | 13.4662405794117 | -4.46624057941166 |
38 | 12 | 9.21305092161721 | 2.78694907838279 |
39 | 18 | 16.6307318108915 | 1.36926818910847 |
40 | 12 | 13.3391584512457 | -1.33915845124567 |
41 | 18 | 14.5177308096453 | 3.48226919035468 |
42 | 14 | 13.6422198384566 | 0.357780161543384 |
43 | 15 | 12.4019297601853 | 2.59807023981468 |
44 | 16 | 11.1662169735637 | 4.83378302643633 |
45 | 10 | 12.8043475163332 | -2.80434751633316 |
46 | 11 | 11.2778149859642 | -0.277814985964163 |
47 | 14 | 12.6917545469446 | 1.30824545305540 |
48 | 9 | 12.7924764479114 | -3.79247644791139 |
49 | 12 | 13.4892249132040 | -1.48922491320402 |
50 | 17 | 12.6574833361094 | 4.34251666389064 |
51 | 5 | 9.58692877756963 | -4.58692877756963 |
52 | 12 | 12.7051954176965 | -0.705195417696499 |
53 | 12 | 12.3100105989173 | -0.310010598917340 |
54 | 6 | 9.12710379320632 | -3.12710379320632 |
55 | 24 | 23.0719000844326 | 0.928099915567425 |
56 | 12 | 12.2565425666583 | -0.256542566658277 |
57 | 12 | 12.6334554152853 | -0.633455415285316 |
58 | 14 | 11.2830695254655 | 2.71693047453455 |
59 | 7 | 9.49501783063909 | -2.49501783063909 |
60 | 13 | 10.9559274448155 | 2.04407255518451 |
61 | 12 | 13.5392469463399 | -1.53924694633987 |
62 | 13 | 11.8757452631585 | 1.12425473684145 |
63 | 14 | 11.1656029219726 | 2.83439707802743 |
64 | 8 | 12.6469851615850 | -4.64698516158498 |
65 | 11 | 9.11526994686427 | 1.88473005313573 |
66 | 9 | 12.0925715640434 | -3.09257156404339 |
67 | 11 | 13.4541775818979 | -2.45417758189787 |
68 | 13 | 13.7445429860768 | -0.744542986076818 |
69 | 10 | 9.18929159905334 | 0.810708400946656 |
70 | 11 | 13.0362080535695 | -2.03620805356954 |
71 | 12 | 13.0971440611165 | -1.09714406111646 |
72 | 9 | 11.5852046888659 | -2.58520468886591 |
73 | 15 | 14.3213021708508 | 0.678697829149221 |
74 | 18 | 15.3393649671351 | 2.66063503286491 |
75 | 15 | 12.4571732376135 | 2.54282676238647 |
76 | 12 | 12.5561881482419 | -0.556188148241892 |
77 | 13 | 9.66494596661046 | 3.33505403338954 |
78 | 14 | 12.7933325660055 | 1.20666743399449 |
79 | 10 | 12.2596118796996 | -2.25961187969956 |
80 | 13 | 12.6774360981264 | 0.322563901873584 |
81 | 13 | 14.1312024363452 | -1.13120243634517 |
82 | 11 | 12.3998959546669 | -1.39989595466689 |
83 | 13 | 11.9575753646257 | 1.04242463537431 |
84 | 16 | 14.7828067219213 | 1.21719327807870 |
85 | 8 | 9.48399499925766 | -1.48399499925766 |
86 | 16 | 11.3420214892369 | 4.65797851076306 |
87 | 11 | 11.4398804507600 | -0.439880450760020 |
88 | 9 | 11.0548184929621 | -2.05481849296209 |
89 | 16 | 17.4915493530026 | -1.49154935300257 |
90 | 12 | 11.1906979163541 | 0.809302083645878 |
91 | 14 | 11.7789734626264 | 2.22102653737363 |
92 | 8 | 10.2409291233578 | -2.24092912335779 |
93 | 9 | 9.3092824380134 | -0.309282438013395 |
94 | 15 | 11.4530745165076 | 3.54692548349241 |
95 | 11 | 13.2332272356225 | -2.23322723562246 |
96 | 21 | 16.8715312915167 | 4.12846870848331 |
97 | 14 | 13.0421014330892 | 0.957898566910836 |
98 | 18 | 15.5379836258277 | 2.46201637417226 |
99 | 12 | 12.0454473355739 | -0.0454473355738553 |
100 | 13 | 13.0424125660534 | -0.042412566053429 |
101 | 15 | 14.2317919427418 | 0.76820805725823 |
102 | 12 | 11.3582208733495 | 0.641779126650482 |
103 | 19 | 14.1659144203829 | 4.83408557961712 |
104 | 15 | 14.3200387080468 | 0.679961291953193 |
105 | 11 | 12.752246452834 | -1.75224645283401 |
106 | 11 | 11.1083088376633 | -0.108308837663261 |
107 | 10 | 12.0507658697514 | -2.05076586975142 |
108 | 13 | 15.1241132620185 | -2.12411326201848 |
109 | 15 | 15.1528532131991 | -0.152853213199097 |
110 | 12 | 9.67994744103673 | 2.32005255896327 |
111 | 12 | 10.7062465868546 | 1.29375341314538 |
112 | 16 | 15.3904213119032 | 0.60957868809682 |
113 | 9 | 15.1405182889701 | -6.14051828897008 |
114 | 18 | 17.7605441329622 | 0.239455867037837 |
115 | 8 | 14.6058773039911 | -6.60587730399114 |
116 | 13 | 10.6403047365358 | 2.35969526346421 |
117 | 17 | 13.8228306651029 | 3.17716933489713 |
118 | 9 | 10.7568073749522 | -1.75680737495220 |
119 | 15 | 12.9298550487309 | 2.07014495126909 |
120 | 8 | 9.41132943960332 | -1.41132943960332 |
121 | 7 | 10.9195896665365 | -3.91958966653653 |
122 | 12 | 11.072716002041 | 0.927283997958995 |
123 | 14 | 14.7746452715422 | -0.774645271542197 |
124 | 6 | 10.3845428952891 | -4.38454289528913 |
125 | 8 | 9.97723385120437 | -1.97723385120437 |
126 | 17 | 12.1206981302002 | 4.87930186979976 |
127 | 10 | 10.0007433610401 | -0.000743361040053847 |
128 | 11 | 12.2037604617204 | -1.20376046172035 |
129 | 14 | 12.4565248656558 | 1.54347513434423 |
130 | 11 | 13.3473760152473 | -2.34737601524728 |
131 | 13 | 15.7057751810833 | -2.70577518108331 |
132 | 12 | 12.2147399599820 | -0.214739959981965 |
133 | 11 | 10.0446267680933 | 0.955373231906655 |
134 | 9 | 9.71739581189561 | -0.717395811895613 |
135 | 12 | 12.3752699428144 | -0.375269942814357 |
136 | 20 | 14.4273692568803 | 5.57263074311969 |
137 | 12 | 11.0552234808148 | 0.944776519185156 |
138 | 13 | 14.0010468682671 | -1.00104686826712 |
139 | 12 | 12.7608780174415 | -0.760878017441517 |
140 | 12 | 16.2192745071120 | -4.21927450711202 |
141 | 9 | 14.9909551299074 | -5.99095512990742 |
142 | 15 | 15.2367698927996 | -0.23676989279965 |
143 | 24 | 21.8977139253599 | 2.10228607464009 |
144 | 7 | 9.68796016061504 | -2.68796016061504 |
145 | 17 | 14.9345646236828 | 2.06543537631718 |
146 | 11 | 11.6439439271603 | -0.643943927160331 |
147 | 17 | 14.7905432954693 | 2.20945670453067 |
148 | 11 | 12.5659739561322 | -1.56597395613224 |
149 | 12 | 12.8884618900618 | -0.888461890061799 |
150 | 14 | 14.7349325714544 | -0.734932571454359 |
151 | 11 | 13.8854030380856 | -2.88540303808559 |
152 | 16 | 12.541655323061 | 3.45834467693902 |
153 | 21 | 14.0808478102729 | 6.91915218972713 |
154 | 14 | 11.9152243519202 | 2.08477564807980 |
155 | 20 | 16.0543865342792 | 3.94561346572078 |
156 | 13 | 10.6865718625929 | 2.31342813740711 |
157 | 11 | 12.7605624243228 | -1.76056242432280 |
158 | 15 | 13.6125830044915 | 1.38741699550853 |
159 | 19 | 17.6773054071847 | 1.32269459281528 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.57871416169236 | 0.84257167661528 | 0.42128583830764 |
11 | 0.722915148423355 | 0.554169703153291 | 0.277084851576645 |
12 | 0.857343223601124 | 0.285313552797753 | 0.142656776398876 |
13 | 0.862713268066574 | 0.274573463866852 | 0.137286731933426 |
14 | 0.812345370813599 | 0.375309258372803 | 0.187654629186401 |
15 | 0.737201787413565 | 0.52559642517287 | 0.262798212586435 |
16 | 0.709434363686009 | 0.581131272627983 | 0.290565636313992 |
17 | 0.720509697021015 | 0.55898060595797 | 0.279490302978985 |
18 | 0.642900082847337 | 0.714199834305325 | 0.357099917152663 |
19 | 0.762073378459886 | 0.475853243080228 | 0.237926621540114 |
20 | 0.834052762182055 | 0.33189447563589 | 0.165947237817945 |
21 | 0.793534781757314 | 0.412930436485373 | 0.206465218242686 |
22 | 0.837654325359266 | 0.324691349281469 | 0.162345674640734 |
23 | 0.792675346073549 | 0.414649307852903 | 0.207324653926451 |
24 | 0.826528700291544 | 0.346942599416912 | 0.173471299708456 |
25 | 0.782054947908725 | 0.43589010418255 | 0.217945052091275 |
26 | 0.756328928175192 | 0.487342143649617 | 0.243671071824808 |
27 | 0.742329255080695 | 0.515341489838609 | 0.257670744919305 |
28 | 0.68544187378278 | 0.62911625243444 | 0.31455812621722 |
29 | 0.657203815740659 | 0.685592368518683 | 0.342796184259341 |
30 | 0.607411563017672 | 0.785176873964655 | 0.392588436982328 |
31 | 0.683698438240233 | 0.632603123519533 | 0.316301561759767 |
32 | 0.663444112859288 | 0.673111774281424 | 0.336555887140712 |
33 | 0.73091341420865 | 0.5381731715827 | 0.26908658579135 |
34 | 0.76640501884182 | 0.467189962316361 | 0.233594981158180 |
35 | 0.762480644393395 | 0.47503871121321 | 0.237519355606605 |
36 | 0.818085967621205 | 0.36382806475759 | 0.181914032378795 |
37 | 0.872176262163292 | 0.255647475673415 | 0.127823737836708 |
38 | 0.864155926371609 | 0.271688147256782 | 0.135844073628391 |
39 | 0.854698175680003 | 0.290603648639994 | 0.145301824319997 |
40 | 0.830914171513378 | 0.338171656973244 | 0.169085828486622 |
41 | 0.873432331815563 | 0.253135336368875 | 0.126567668184437 |
42 | 0.843464903794054 | 0.313070192411891 | 0.156535096205946 |
43 | 0.847222438189901 | 0.305555123620198 | 0.152777561810099 |
44 | 0.8844908323134 | 0.231018335373199 | 0.115509167686599 |
45 | 0.89216680723307 | 0.215666385533859 | 0.107833192766929 |
46 | 0.867188199427109 | 0.265623601145782 | 0.132811800572891 |
47 | 0.84791917121079 | 0.304161657578419 | 0.152080828789209 |
48 | 0.866616396065724 | 0.266767207868552 | 0.133383603934276 |
49 | 0.84322554803318 | 0.313548903933640 | 0.156774451966820 |
50 | 0.880052478724679 | 0.239895042550642 | 0.119947521275321 |
51 | 0.916350202442147 | 0.167299595115705 | 0.0836497975578525 |
52 | 0.899763591678631 | 0.200472816642739 | 0.100236408321369 |
53 | 0.876397971713067 | 0.247204056573866 | 0.123602028286933 |
54 | 0.893373362801284 | 0.213253274397432 | 0.106626637198716 |
55 | 0.870815822863114 | 0.258368354273771 | 0.129184177136886 |
56 | 0.844700201814819 | 0.310599596370363 | 0.155299798185181 |
57 | 0.814997907880895 | 0.37000418423821 | 0.185002092119105 |
58 | 0.812205863662938 | 0.375588272674124 | 0.187794136337062 |
59 | 0.821435135238503 | 0.357129729522993 | 0.178564864761497 |
60 | 0.80489657830825 | 0.390206843383499 | 0.195103421691749 |
61 | 0.787380061653041 | 0.425239876693918 | 0.212619938346959 |
62 | 0.757462584111723 | 0.485074831776555 | 0.242537415888277 |
63 | 0.762069987548672 | 0.475860024902655 | 0.237930012451328 |
64 | 0.83269344258771 | 0.33461311482458 | 0.16730655741229 |
65 | 0.817159226142617 | 0.365681547714767 | 0.182840773857383 |
66 | 0.821731125922336 | 0.356537748155328 | 0.178268874077664 |
67 | 0.816438360243253 | 0.367123279513493 | 0.183561639756746 |
68 | 0.790393989794633 | 0.419212020410733 | 0.209606010205367 |
69 | 0.76323396848689 | 0.473532063026221 | 0.236766031513111 |
70 | 0.747294899888791 | 0.505410200222418 | 0.252705100111209 |
71 | 0.719320469517136 | 0.561359060965729 | 0.280679530482864 |
72 | 0.713998319110725 | 0.57200336177855 | 0.286001680889275 |
73 | 0.683906017892588 | 0.632187964214823 | 0.316093982107412 |
74 | 0.687785134232255 | 0.62442973153549 | 0.312214865767745 |
75 | 0.683896054468047 | 0.632207891063905 | 0.316103945531953 |
76 | 0.644402002428524 | 0.711195995142952 | 0.355597997571476 |
77 | 0.684496272584352 | 0.631007454831296 | 0.315503727415648 |
78 | 0.652057103663215 | 0.695885792673571 | 0.347942896336785 |
79 | 0.634894207563771 | 0.730211584872458 | 0.365105792436229 |
80 | 0.591306539520357 | 0.817386920959286 | 0.408693460479643 |
81 | 0.55159773036999 | 0.896804539260019 | 0.448402269630010 |
82 | 0.520712941103795 | 0.95857411779241 | 0.479287058896206 |
83 | 0.482352000082721 | 0.964704000165443 | 0.517647999917279 |
84 | 0.444147296432954 | 0.888294592865908 | 0.555852703567046 |
85 | 0.412798778956185 | 0.82559755791237 | 0.587201221043815 |
86 | 0.510705845152269 | 0.978588309695462 | 0.489294154847731 |
87 | 0.465285754146782 | 0.930571508293564 | 0.534714245853218 |
88 | 0.438478898014096 | 0.876957796028192 | 0.561521101985904 |
89 | 0.411583080076509 | 0.823166160153018 | 0.588416919923491 |
90 | 0.370051081536385 | 0.74010216307277 | 0.629948918463615 |
91 | 0.357524823527274 | 0.715049647054548 | 0.642475176472726 |
92 | 0.341072770033335 | 0.68214554006667 | 0.658927229966665 |
93 | 0.29872658295875 | 0.5974531659175 | 0.70127341704125 |
94 | 0.328625244959595 | 0.65725048991919 | 0.671374755040405 |
95 | 0.318346801642028 | 0.636693603284056 | 0.681653198357972 |
96 | 0.364720692897503 | 0.729441385795007 | 0.635279307102497 |
97 | 0.328378266467712 | 0.656756532935424 | 0.671621733532288 |
98 | 0.311906261737651 | 0.623812523475301 | 0.688093738262349 |
99 | 0.27028239091408 | 0.54056478182816 | 0.72971760908592 |
100 | 0.231847530833082 | 0.463695061666165 | 0.768152469166918 |
101 | 0.198081763799446 | 0.396163527598892 | 0.801918236200554 |
102 | 0.168391013506115 | 0.336782027012231 | 0.831608986493885 |
103 | 0.242238207966585 | 0.48447641593317 | 0.757761792033415 |
104 | 0.207144739002737 | 0.414289478005474 | 0.792855260997263 |
105 | 0.195789084926516 | 0.391578169853032 | 0.804210915073484 |
106 | 0.163525277018512 | 0.327050554037025 | 0.836474722981488 |
107 | 0.150310015379068 | 0.300620030758135 | 0.849689984620932 |
108 | 0.142916960258222 | 0.285833920516444 | 0.857083039741778 |
109 | 0.117129431526761 | 0.234258863053521 | 0.882870568473239 |
110 | 0.112275305524993 | 0.224550611049986 | 0.887724694475007 |
111 | 0.0975032007972832 | 0.195006401594566 | 0.902496799202717 |
112 | 0.08271509579111 | 0.16543019158222 | 0.91728490420889 |
113 | 0.203422233492149 | 0.406844466984297 | 0.796577766507851 |
114 | 0.17161472605435 | 0.3432294521087 | 0.82838527394565 |
115 | 0.360072781360144 | 0.720145562720288 | 0.639927218639856 |
116 | 0.349256250529364 | 0.698512501058729 | 0.650743749470636 |
117 | 0.383888654471053 | 0.767777308942106 | 0.616111345528947 |
118 | 0.342886778484914 | 0.685773556969828 | 0.657113221515086 |
119 | 0.310954129075742 | 0.621908258151484 | 0.689045870924258 |
120 | 0.271868881511098 | 0.543737763022196 | 0.728131118488902 |
121 | 0.309663660304777 | 0.619327320609555 | 0.690336339695223 |
122 | 0.292682942375199 | 0.585365884750398 | 0.707317057624801 |
123 | 0.24672286766917 | 0.49344573533834 | 0.75327713233083 |
124 | 0.341897173563019 | 0.683794347126039 | 0.65810282643698 |
125 | 0.300967763752404 | 0.601935527504807 | 0.699032236247596 |
126 | 0.394937696821314 | 0.789875393642629 | 0.605062303178686 |
127 | 0.338385686656943 | 0.676771373313886 | 0.661614313343057 |
128 | 0.309573798164752 | 0.619147596329505 | 0.690426201835248 |
129 | 0.260212000931671 | 0.520424001863342 | 0.739787999068329 |
130 | 0.300748453208418 | 0.601496906416836 | 0.699251546791582 |
131 | 0.298501597092249 | 0.597003194184498 | 0.701498402907751 |
132 | 0.243683606666525 | 0.48736721333305 | 0.756316393333475 |
133 | 0.195869120993557 | 0.391738241987114 | 0.804130879006443 |
134 | 0.153205646842774 | 0.306411293685547 | 0.846794353157226 |
135 | 0.124083794280359 | 0.248167588560719 | 0.87591620571964 |
136 | 0.217986715185485 | 0.435973430370970 | 0.782013284814515 |
137 | 0.189201414949376 | 0.378402829898752 | 0.810798585050624 |
138 | 0.15854253604513 | 0.31708507209026 | 0.84145746395487 |
139 | 0.138129514391643 | 0.276259028783285 | 0.861870485608357 |
140 | 0.168751261970159 | 0.337502523940318 | 0.831248738029841 |
141 | 0.390353881646148 | 0.780707763292296 | 0.609646118353852 |
142 | 0.364929767156905 | 0.729859534313809 | 0.635070232843095 |
143 | 0.290607649341727 | 0.581215298683454 | 0.709392350658273 |
144 | 0.251236051413389 | 0.502472102826777 | 0.748763948586611 |
145 | 0.198572652014869 | 0.397145304029738 | 0.80142734798513 |
146 | 0.191470921438581 | 0.382941842877162 | 0.808529078561419 |
147 | 0.125110760044787 | 0.250221520089573 | 0.874889239955214 |
148 | 0.101642776175206 | 0.203285552350412 | 0.898357223824794 |
149 | 0.0544785350585731 | 0.108957070117146 | 0.945521464941427 |
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 |