Multiple Linear Regression - Estimated Regression Equation |
Pas[t] = + 17.7650666666667 -0.878527777777776M1[t] + 0.0542838383838419M2[t] + 2.64159545454546M3[t] + 2.53650707070707M4[t] + 4.70031868686869M5[t] + 3.77723030303032M6[t] + 1.67224191919192M7[t] + 0.375453535353537M8[t] + 3.47476515151516M9[t] + 2.80007676767677M10[t] + 1.92788838383839M11[t] -0.0695116161616161t + 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) | 17.7650666666667 | 1.143005 | 15.5424 | 0 | 0 |
M1 | -0.878527777777776 | 1.417703 | -0.6197 | 0.536783 | 0.268392 |
M2 | 0.0542838383838419 | 1.417183 | 0.0383 | 0.969517 | 0.484758 |
M3 | 2.64159545454546 | 1.416712 | 1.8646 | 0.064979 | 0.032489 |
M4 | 2.53650707070707 | 1.416291 | 1.791 | 0.076129 | 0.038064 |
M5 | 4.70031868686869 | 1.415919 | 3.3196 | 0.001233 | 0.000617 |
M6 | 3.77723030303032 | 1.415597 | 2.6683 | 0.00881 | 0.004405 |
M7 | 1.67224191919192 | 1.415324 | 1.1815 | 0.240013 | 0.120007 |
M8 | 0.375453535353537 | 1.415101 | 0.2653 | 0.791274 | 0.395637 |
M9 | 3.47476515151516 | 1.414927 | 2.4558 | 0.015667 | 0.007834 |
M10 | 2.80007676767677 | 1.414803 | 1.9791 | 0.050371 | 0.025185 |
M11 | 1.92788838383839 | 1.414729 | 1.3627 | 0.17583 | 0.087915 |
t | -0.0695116161616161 | 0.008378 | -8.2967 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.696874486476466 |
R-squared | 0.485634049901839 |
Adjusted R-squared | 0.42794814895625 |
F-TEST (value) | 8.41859175190675 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 107 |
p-value | 5.10929076824596e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.16337457068026 |
Sum Squared Residuals | 1070.74243816364 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 17.848 | 16.8170272727273 | 1.03097272727271 |
2 | 19.592 | 17.6803272727273 | 1.91167272727273 |
3 | 21.092 | 20.1981272727273 | 0.893872727272736 |
4 | 20.899 | 20.0235272727273 | 0.875472727272718 |
5 | 25.89 | 22.1178272727273 | 3.77217272727274 |
6 | 24.965 | 21.1252272727273 | 3.83977272727273 |
7 | 22.225 | 18.9507272727273 | 3.27427272727271 |
8 | 20.977 | 17.5844272727273 | 3.39257272727273 |
9 | 22.897 | 20.6142272727273 | 2.28277272727274 |
10 | 22.785 | 19.8700272727273 | 2.91497272727271 |
11 | 22.769 | 18.9283272727273 | 3.84067272727272 |
12 | 19.637 | 16.9309272727273 | 2.70607272727273 |
13 | 20.203 | 15.9828878787879 | 4.22011212121213 |
14 | 20.45 | 16.8461878787879 | 3.60381212121212 |
15 | 23.083 | 19.3639878787879 | 3.71901212121212 |
16 | 21.738 | 19.1893878787879 | 2.54861212121212 |
17 | 26.766 | 21.2836878787879 | 5.48231212121212 |
18 | 25.28 | 20.2910878787879 | 4.98891212121212 |
19 | 22.574 | 18.1165878787879 | 4.45741212121212 |
20 | 22.729 | 16.7502878787879 | 5.97871212121212 |
21 | 21.378 | 19.7800878787879 | 1.59791212121212 |
22 | 22.902 | 19.0358878787879 | 3.86611212121212 |
23 | 24.989 | 18.0941878787879 | 6.89481212121212 |
24 | 21.116 | 16.0967878787879 | 5.01921212121213 |
25 | 15.169 | 15.1487484848485 | 0.0202515151515173 |
26 | 15.846 | 16.0120484848485 | -0.166048484848486 |
27 | 20.927 | 18.5298484848485 | 2.39715151515152 |
28 | 18.273 | 18.3552484848485 | -0.082248484848484 |
29 | 22.538 | 20.4495484848485 | 2.08845151515152 |
30 | 15.596 | 19.4569484848485 | -3.86094848484849 |
31 | 14.034 | 17.2824484848485 | -3.24844848484848 |
32 | 11.366 | 15.9161484848485 | -4.55014848484848 |
33 | 14.861 | 18.9459484848485 | -4.08494848484849 |
34 | 15.149 | 18.2017484848485 | -3.05274848484848 |
35 | 13.577 | 17.2600484848485 | -3.68304848484848 |
36 | 13.026 | 15.2626484848485 | -2.23664848484848 |
37 | 13.19 | 14.3146090909091 | -1.12460909090909 |
38 | 13.196 | 15.1779090909091 | -1.98190909090909 |
39 | 15.826 | 17.6957090909091 | -1.86970909090909 |
40 | 14.733 | 17.5211090909091 | -2.78810909090909 |
41 | 16.307 | 19.6154090909091 | -3.30840909090909 |
42 | 15.703 | 18.6228090909091 | -2.91980909090909 |
43 | 14.589 | 16.4483090909091 | -1.85930909090909 |
44 | 12.043 | 15.0820090909091 | -3.03900909090909 |
45 | 15.057 | 18.1118090909091 | -3.05480909090909 |
46 | 14.053 | 17.3676090909091 | -3.31460909090909 |
47 | 12.698 | 16.4259090909091 | -3.72790909090909 |
48 | 10.888 | 14.4285090909091 | -3.54050909090909 |
49 | 10.045 | 13.4804696969697 | -3.43546969696969 |
50 | 11.549 | 14.3437696969697 | -2.7947696969697 |
51 | 13.767 | 16.8615696969697 | -3.0945696969697 |
52 | 12.434 | 16.6869696969697 | -4.2529696969697 |
53 | 13.116 | 18.7812696969697 | -5.6652696969697 |
54 | 14.211 | 17.7886696969697 | -3.5776696969697 |
55 | 12.266 | 15.6141696969697 | -3.34816969696970 |
56 | 12.602 | 14.2478696969697 | -1.64586969696970 |
57 | 15.714 | 17.2776696969697 | -1.56366969696970 |
58 | 13.742 | 16.5334696969697 | -2.79146969696970 |
59 | 12.745 | 15.5917696969697 | -2.84676969696970 |
60 | 10.491 | 13.5943696969697 | -3.10336969696969 |
61 | 10.057 | 12.6463303030303 | -2.5893303030303 |
62 | 10.9 | 13.5096303030303 | -2.60963030303030 |
63 | 11.771 | 16.0274303030303 | -4.25643030303030 |
64 | 11.992 | 15.8528303030303 | -3.8608303030303 |
65 | 11.933 | 17.9471303030303 | -6.0141303030303 |
66 | 14.504 | 16.9545303030303 | -2.45053030303031 |
67 | 11.727 | 14.7800303030303 | -3.0530303030303 |
68 | 11.477 | 13.4137303030303 | -1.93673030303030 |
69 | 13.578 | 16.4435303030303 | -2.86553030303030 |
70 | 11.555 | 15.6993303030303 | -4.1443303030303 |
71 | 11.846 | 14.7576303030303 | -2.9116303030303 |
72 | 11.397 | 12.7602303030303 | -1.3632303030303 |
73 | 10.066 | 11.8121909090909 | -1.74619090909091 |
74 | 10.269 | 12.6754909090909 | -2.40649090909091 |
75 | 14.279 | 15.1932909090909 | -0.91429090909091 |
76 | 13.87 | 15.0186909090909 | -1.14869090909091 |
77 | 13.695 | 17.1129909090909 | -3.41799090909091 |
78 | 14.42 | 16.1203909090909 | -1.70039090909091 |
79 | 11.424 | 13.9458909090909 | -2.52189090909091 |
80 | 9.704 | 12.5795909090909 | -2.87559090909091 |
81 | 12.464 | 15.6093909090909 | -3.14539090909091 |
82 | 14.301 | 14.8651909090909 | -0.564190909090909 |
83 | 13.464 | 13.9234909090909 | -0.459490909090908 |
84 | 9.893 | 11.9260909090909 | -2.03309090909090 |
85 | 11.572 | 10.9780515151515 | 0.593948484848486 |
86 | 12.38 | 11.8413515151515 | 0.538648484848484 |
87 | 16.692 | 14.3591515151515 | 2.33284848484848 |
88 | 16.052 | 14.1845515151515 | 1.86744848484848 |
89 | 16.459 | 16.2788515151515 | 0.180148484848486 |
90 | 14.761 | 15.2862515151515 | -0.52525151515152 |
91 | 13.654 | 13.1117515151515 | 0.542248484848486 |
92 | 13.48 | 11.7454515151515 | 1.73454848484848 |
93 | 18.068 | 14.7752515151515 | 3.29274848484848 |
94 | 16.56 | 14.0310515151515 | 2.52894848484848 |
95 | 14.53 | 13.0893515151515 | 1.44064848484849 |
96 | 10.65 | 11.0919515151515 | -0.441951515151513 |
97 | 11.651 | 10.1439121212121 | 1.50708787878788 |
98 | 13.735 | 11.0072121212121 | 2.72778787878788 |
99 | 13.36 | 13.5250121212121 | -0.165012121212123 |
100 | 17.818 | 13.3504121212121 | 4.46758787878788 |
101 | 20.613 | 15.4447121212121 | 5.16828787878788 |
102 | 16.231 | 14.4521121212121 | 1.77888787878788 |
103 | 13.862 | 12.2776121212121 | 1.58438787878788 |
104 | 12.004 | 10.9113121212121 | 1.09268787878788 |
105 | 17.734 | 13.9411121212121 | 3.79288787878788 |
106 | 15.034 | 13.1969121212121 | 1.83708787878788 |
107 | 12.609 | 12.2552121212121 | 0.353787878787879 |
108 | 12.32 | 10.2578121212121 | 2.06218787878788 |
109 | 10.833 | 9.30977272727273 | 1.52322727272727 |
110 | 11.35 | 10.1730727272727 | 1.17692727272727 |
111 | 13.648 | 12.6908727272727 | 0.95712727272727 |
112 | 14.89 | 12.5162727272727 | 2.37372727272727 |
113 | 16.325 | 14.6105727272727 | 1.71442727272727 |
114 | 18.045 | 13.6179727272727 | 4.42702727272727 |
115 | 15.616 | 11.4434727272727 | 4.17252727272727 |
116 | 11.926 | 10.0771727272727 | 1.84882727272727 |
117 | 16.855 | 13.1069727272727 | 3.74802727272727 |
118 | 15.083 | 12.3627727272727 | 2.72022727272727 |
119 | 12.52 | 11.4210727272727 | 1.09892727272727 |
120 | 12.355 | 9.42367272727273 | 2.93132727272727 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.00818438454552243 | 0.0163687690910449 | 0.991815615454477 |
17 | 0.00191871134144154 | 0.00383742268288308 | 0.998081288658558 |
18 | 0.000843664412573147 | 0.00168732882514629 | 0.999156335587427 |
19 | 0.000304198990097878 | 0.000608397980195757 | 0.999695801009902 |
20 | 0.000118282251684664 | 0.000236564503369328 | 0.999881717748315 |
21 | 0.000876826611342432 | 0.00175365322268486 | 0.999123173388658 |
22 | 0.00044556917443213 | 0.00089113834886426 | 0.999554430825568 |
23 | 0.000800458291199774 | 0.00160091658239955 | 0.9991995417088 |
24 | 0.000860538718411278 | 0.00172107743682256 | 0.999139461281589 |
25 | 0.080217472588655 | 0.16043494517731 | 0.919782527411345 |
26 | 0.249016051761470 | 0.498032103522941 | 0.75098394823853 |
27 | 0.29828222859988 | 0.59656445719976 | 0.70171777140012 |
28 | 0.364340381301363 | 0.728680762602726 | 0.635659618698637 |
29 | 0.651688023262952 | 0.696623953474096 | 0.348311976737048 |
30 | 0.984401426748668 | 0.0311971465026636 | 0.0155985732513318 |
31 | 0.997414081562938 | 0.00517183687412447 | 0.00258591843706223 |
32 | 0.999832663873947 | 0.000334672252106268 | 0.000167336126053134 |
33 | 0.999862099930116 | 0.000275800139767689 | 0.000137900069883844 |
34 | 0.99990451631522 | 0.000190967369559644 | 9.5483684779822e-05 |
35 | 0.99997778196126 | 4.44360774804321e-05 | 2.22180387402161e-05 |
36 | 0.9999840038822 | 3.19922355998212e-05 | 1.59961177999106e-05 |
37 | 0.999988032334065 | 2.39353318695694e-05 | 1.19676659347847e-05 |
38 | 0.999985799264255 | 2.84014714892668e-05 | 1.42007357446334e-05 |
39 | 0.999986963840785 | 2.60723184297817e-05 | 1.30361592148909e-05 |
40 | 0.999978566033436 | 4.28679331270897e-05 | 2.14339665635448e-05 |
41 | 0.999982625231477 | 3.47495370451112e-05 | 1.73747685225556e-05 |
42 | 0.999973962572518 | 5.20748549638262e-05 | 2.60374274819131e-05 |
43 | 0.999978121836116 | 4.37563277688306e-05 | 2.18781638844153e-05 |
44 | 0.999968417134956 | 6.31657300871102e-05 | 3.15828650435551e-05 |
45 | 0.999949272263952 | 0.000101455472096070 | 5.07277360480349e-05 |
46 | 0.999920315631397 | 0.000159368737206335 | 7.96843686031677e-05 |
47 | 0.999896914230415 | 0.000206171539170235 | 0.000103085769585118 |
48 | 0.999854358519346 | 0.00029128296130798 | 0.00014564148065399 |
49 | 0.999765990836591 | 0.00046801832681755 | 0.000234009163408775 |
50 | 0.999698710924231 | 0.000602578151536984 | 0.000301289075768492 |
51 | 0.999580920500627 | 0.00083815899874618 | 0.00041907949937309 |
52 | 0.999350270472505 | 0.00129945905499029 | 0.000649729527495143 |
53 | 0.999232401664142 | 0.00153519667171526 | 0.00076759833585763 |
54 | 0.998807875821734 | 0.00238424835653176 | 0.00119212417826588 |
55 | 0.998225640670093 | 0.00354871865981347 | 0.00177435932990673 |
56 | 0.998779519754862 | 0.00244096049027529 | 0.00122048024513765 |
57 | 0.999186046144065 | 0.00162790771187068 | 0.00081395385593534 |
58 | 0.998928741950917 | 0.00214251609816625 | 0.00107125804908312 |
59 | 0.998668991552664 | 0.00266201689467294 | 0.00133100844733647 |
60 | 0.998155097069281 | 0.00368980586143771 | 0.00184490293071886 |
61 | 0.997806767423186 | 0.00438646515362794 | 0.00219323257681397 |
62 | 0.997301961815947 | 0.00539607636810515 | 0.00269803818405257 |
63 | 0.99607113982475 | 0.00785772035050128 | 0.00392886017525064 |
64 | 0.995940189732812 | 0.00811962053437692 | 0.00405981026718846 |
65 | 0.997415024088687 | 0.00516995182262605 | 0.00258497591131303 |
66 | 0.996822166067957 | 0.00635566786408583 | 0.00317783393204291 |
67 | 0.995626522773585 | 0.0087469544528303 | 0.00437347722641515 |
68 | 0.995125046655314 | 0.00974990668937154 | 0.00487495334468577 |
69 | 0.994497927068464 | 0.0110041458630729 | 0.00550207293153646 |
70 | 0.994541777168753 | 0.0109164456624937 | 0.00545822283124684 |
71 | 0.992058663413326 | 0.0158826731733473 | 0.00794133658667363 |
72 | 0.9919915165329 | 0.0160169669341985 | 0.00800848346709924 |
73 | 0.990920861891885 | 0.0181582762162295 | 0.00907913810811477 |
74 | 0.989364381402027 | 0.0212712371959458 | 0.0106356185979729 |
75 | 0.98911087871045 | 0.0217782425791011 | 0.0108891212895506 |
76 | 0.990229106668796 | 0.0195417866624078 | 0.0097708933312039 |
77 | 0.993200672667942 | 0.0135986546641165 | 0.00679932733205827 |
78 | 0.992027849060926 | 0.0159443018781482 | 0.00797215093907411 |
79 | 0.99246799077802 | 0.0150640184439608 | 0.00753200922198038 |
80 | 0.992545628150344 | 0.0149087436993119 | 0.00745437184965594 |
81 | 0.999151493622438 | 0.00169701275512417 | 0.000848506377562085 |
82 | 0.99916100150604 | 0.00167799698792172 | 0.00083899849396086 |
83 | 0.998772534026897 | 0.00245493194620556 | 0.00122746597310278 |
84 | 0.998891221352352 | 0.00221755729529662 | 0.00110877864764831 |
85 | 0.99862947267147 | 0.00274105465706078 | 0.00137052732853039 |
86 | 0.99825767131596 | 0.00348465736808013 | 0.00174232868404007 |
87 | 0.999324343043245 | 0.00135131391350896 | 0.000675656956754481 |
88 | 0.999196721108208 | 0.00160655778358434 | 0.000803278891792172 |
89 | 0.999345073759949 | 0.00130985248010228 | 0.000654926240051142 |
90 | 0.999658767015484 | 0.000682465969032088 | 0.000341232984516044 |
91 | 0.999643220720453 | 0.000713558559094867 | 0.000356779279547434 |
92 | 0.999397618002257 | 0.00120476399548692 | 0.000602381997743459 |
93 | 0.99909925271642 | 0.00180149456716082 | 0.00090074728358041 |
94 | 0.998506225881276 | 0.00298754823744758 | 0.00149377411872379 |
95 | 0.99769085465754 | 0.00461829068491872 | 0.00230914534245936 |
96 | 0.997782378825144 | 0.00443524234971243 | 0.00221762117485622 |
97 | 0.995179844031834 | 0.00964031193633192 | 0.00482015596816596 |
98 | 0.993274387927807 | 0.0134512241443856 | 0.00672561207219278 |
99 | 0.98539852261549 | 0.0292029547690191 | 0.0146014773845096 |
100 | 0.985883979880737 | 0.0282320402385253 | 0.0141160201192626 |
101 | 0.999372705380494 | 0.00125458923901274 | 0.000627294619506369 |
102 | 0.99916843884505 | 0.00166312230989765 | 0.000831561154948823 |
103 | 0.999880302660346 | 0.000239394679308196 | 0.000119697339654098 |
104 | 0.998616946890175 | 0.00276610621964977 | 0.00138305310982488 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 67 | 0.752808988764045 | NOK |
5% type I error level | 84 | 0.943820224719101 | NOK |
10% type I error level | 84 | 0.943820224719101 | NOK |