| Multiple Linear Regression - Estimated Regression Equation |
| Pas[t] = + 17765.0666666667 -878.527777777783M1[t] + 54.2838383838423M2[t] + 2641.59545454547M3[t] + 2536.50707070707M4[t] + 4700.31868686869M5[t] + 3777.23030303032M6[t] + 1672.24191919192M7[t] + 375.453535353541M8[t] + 3474.76515151516M9[t] + 2800.07676767677M10[t] + 1927.88838383839M11[t] -69.5116161616161t + 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) | 17765.0666666667 | 1143.005441 | 15.5424 | 0 | 0 |
| M1 | -878.527777777783 | 1417.702817 | -0.6197 | 0.536783 | 0.268392 |
| M2 | 54.2838383838423 | 1417.182837 | 0.0383 | 0.969517 | 0.484758 |
| M3 | 2641.59545454547 | 1416.712213 | 1.8646 | 0.064979 | 0.032489 |
| M4 | 2536.50707070707 | 1416.290997 | 1.791 | 0.076129 | 0.038064 |
| M5 | 4700.31868686869 | 1415.919231 | 3.3196 | 0.001233 | 0.000617 |
| M6 | 3777.23030303032 | 1415.596955 | 2.6683 | 0.00881 | 0.004405 |
| M7 | 1672.24191919192 | 1415.324203 | 1.1815 | 0.240013 | 0.120007 |
| M8 | 375.453535353541 | 1415.101003 | 0.2653 | 0.791274 | 0.395637 |
| M9 | 3474.76515151516 | 1414.927378 | 2.4558 | 0.015667 | 0.007834 |
| M10 | 2800.07676767677 | 1414.803348 | 1.9791 | 0.050371 | 0.025185 |
| M11 | 1927.88838383839 | 1414.728924 | 1.3627 | 0.17583 | 0.087915 |
| t | -69.5116161616161 | 8.37822 | -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 | 3163.37457068026 |
| Sum Squared Residuals | 1070742438.16364 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 17848 | 16817.0272727273 | 1030.97272727265 |
| 2 | 19592 | 17680.3272727273 | 1911.67272727273 |
| 3 | 21092 | 20198.1272727273 | 893.872727272738 |
| 4 | 20899 | 20023.5272727273 | 875.472727272716 |
| 5 | 25890 | 22117.8272727272 | 3772.17272727275 |
| 6 | 24965 | 21125.2272727273 | 3839.77272727273 |
| 7 | 22225 | 18950.7272727273 | 3274.27272727271 |
| 8 | 20977 | 17584.4272727273 | 3392.57272727273 |
| 9 | 22897 | 20614.2272727273 | 2282.77272727273 |
| 10 | 22785 | 19870.0272727273 | 2914.97272727272 |
| 11 | 22769 | 18928.3272727273 | 3840.67272727273 |
| 12 | 19637 | 16930.9272727273 | 2706.07272727273 |
| 13 | 20203 | 15982.8878787879 | 4220.11212121213 |
| 14 | 20450 | 16846.1878787879 | 3603.81212121212 |
| 15 | 23083 | 19363.9878787879 | 3719.01212121212 |
| 16 | 21738 | 19189.3878787879 | 2548.61212121212 |
| 17 | 26766 | 21283.6878787879 | 5482.31212121212 |
| 18 | 25280 | 20291.0878787879 | 4988.91212121212 |
| 19 | 22574 | 18116.5878787879 | 4457.41212121213 |
| 20 | 22729 | 16750.2878787879 | 5978.71212121212 |
| 21 | 21378 | 19780.0878787879 | 1597.91212121212 |
| 22 | 22902 | 19035.8878787879 | 3866.11212121212 |
| 23 | 24989 | 18094.1878787879 | 6894.81212121213 |
| 24 | 21116 | 16096.7878787879 | 5019.21212121213 |
| 25 | 15169 | 15148.7484848485 | 20.2515151515273 |
| 26 | 15846 | 16012.0484848485 | -166.048484848485 |
| 27 | 20927 | 18529.8484848485 | 2397.15151515152 |
| 28 | 18273 | 18355.2484848485 | -82.2484848484826 |
| 29 | 22538 | 20449.5484848485 | 2088.45151515152 |
| 30 | 15596 | 19456.9484848485 | -3860.94848484848 |
| 31 | 14034 | 17282.4484848485 | -3248.44848484848 |
| 32 | 11366 | 15916.1484848485 | -4550.14848484848 |
| 33 | 14861 | 18945.9484848485 | -4084.94848484848 |
| 34 | 15149 | 18201.7484848485 | -3052.74848484848 |
| 35 | 13577 | 17260.0484848485 | -3683.04848484848 |
| 36 | 13026 | 15262.6484848485 | -2236.64848484848 |
| 37 | 13190 | 14314.6090909091 | -1124.60909090908 |
| 38 | 13196 | 15177.9090909091 | -1981.90909090909 |
| 39 | 15826 | 17695.7090909091 | -1869.70909090909 |
| 40 | 14733 | 17521.1090909091 | -2788.10909090909 |
| 41 | 16307 | 19615.4090909091 | -3308.40909090909 |
| 42 | 15703 | 18622.8090909091 | -2919.80909090909 |
| 43 | 14589 | 16448.3090909091 | -1859.30909090909 |
| 44 | 12043 | 15082.0090909091 | -3039.00909090909 |
| 45 | 15057 | 18111.8090909091 | -3054.80909090909 |
| 46 | 14053 | 17367.6090909091 | -3314.60909090909 |
| 47 | 12698 | 16425.9090909091 | -3727.90909090909 |
| 48 | 10888 | 14428.5090909091 | -3540.50909090908 |
| 49 | 10045 | 13480.4696969697 | -3435.46969696969 |
| 50 | 11549 | 14343.7696969697 | -2794.7696969697 |
| 51 | 13767 | 16861.5696969697 | -3094.5696969697 |
| 52 | 12434 | 16686.9696969697 | -4252.9696969697 |
| 53 | 13116 | 18781.2696969697 | -5665.2696969697 |
| 54 | 14211 | 17788.6696969697 | -3577.6696969697 |
| 55 | 12266 | 15614.1696969697 | -3348.16969696969 |
| 56 | 12602 | 14247.8696969697 | -1645.86969696970 |
| 57 | 15714 | 17277.6696969697 | -1563.66969696970 |
| 58 | 13742 | 16533.4696969697 | -2791.46969696970 |
| 59 | 12745 | 15591.7696969697 | -2846.76969696970 |
| 60 | 10491 | 13594.3696969697 | -3103.36969696969 |
| 61 | 10057 | 12646.3303030303 | -2589.33030303029 |
| 62 | 10900 | 13509.6303030303 | -2609.63030303030 |
| 63 | 11771 | 16027.4303030303 | -4256.43030303031 |
| 64 | 11992 | 15852.8303030303 | -3860.8303030303 |
| 65 | 11933 | 17947.1303030303 | -6014.1303030303 |
| 66 | 14504 | 16954.5303030303 | -2450.53030303031 |
| 67 | 11727 | 14780.0303030303 | -3053.0303030303 |
| 68 | 11477 | 13413.7303030303 | -1936.73030303030 |
| 69 | 13578 | 16443.5303030303 | -2865.53030303030 |
| 70 | 11555 | 15699.3303030303 | -4144.3303030303 |
| 71 | 11846 | 14757.6303030303 | -2911.6303030303 |
| 72 | 11397 | 12760.2303030303 | -1363.2303030303 |
| 73 | 10066 | 11812.1909090909 | -1746.1909090909 |
| 74 | 10269 | 12675.4909090909 | -2406.49090909091 |
| 75 | 14279 | 15193.2909090909 | -914.290909090911 |
| 76 | 13870 | 15018.6909090909 | -1148.69090909091 |
| 77 | 13695 | 17112.9909090909 | -3417.99090909091 |
| 78 | 14420 | 16120.3909090909 | -1700.39090909091 |
| 79 | 11424 | 13945.8909090909 | -2521.89090909091 |
| 80 | 9704 | 12579.5909090909 | -2875.59090909091 |
| 81 | 12464 | 15609.3909090909 | -3145.39090909091 |
| 82 | 14301 | 14865.1909090909 | -564.190909090909 |
| 83 | 13464 | 13923.4909090909 | -459.49090909091 |
| 84 | 9893 | 11926.0909090909 | -2033.09090909091 |
| 85 | 11572 | 10978.0515151515 | 593.948484848494 |
| 86 | 12380 | 11841.3515151515 | 538.648484848482 |
| 87 | 16692 | 14359.1515151515 | 2332.84848484848 |
| 88 | 16052 | 14184.5515151515 | 1867.44848484848 |
| 89 | 16459 | 16278.8515151515 | 180.148484848486 |
| 90 | 14761 | 15286.2515151515 | -525.251515151519 |
| 91 | 13654 | 13111.7515151515 | 542.248484848486 |
| 92 | 13480 | 11745.4515151515 | 1734.54848484848 |
| 93 | 18068 | 14775.2515151515 | 3292.74848484848 |
| 94 | 16560 | 14031.0515151515 | 2528.94848484848 |
| 95 | 14530 | 13089.3515151515 | 1440.64848484848 |
| 96 | 10650 | 11091.9515151515 | -441.951515151513 |
| 97 | 11651 | 10143.9121212121 | 1507.08787878789 |
| 98 | 13735 | 11007.2121212121 | 2727.78787878788 |
| 99 | 13360 | 13525.0121212121 | -165.012121212124 |
| 100 | 17818 | 13350.4121212121 | 4467.58787878788 |
| 101 | 20613 | 15444.7121212121 | 5168.28787878788 |
| 102 | 16231 | 14452.1121212121 | 1778.88787878787 |
| 103 | 13862 | 12277.6121212121 | 1584.38787878788 |
| 104 | 12004 | 10911.3121212121 | 1092.68787878788 |
| 105 | 17734 | 13941.1121212121 | 3792.88787878788 |
| 106 | 15034 | 13196.9121212121 | 1837.08787878788 |
| 107 | 12609 | 12255.2121212121 | 353.787878787878 |
| 108 | 12320 | 10257.8121212121 | 2062.18787878788 |
| 109 | 10833 | 9309.77272727272 | 1523.22727272728 |
| 110 | 11350 | 10173.0727272727 | 1176.92727272727 |
| 111 | 13648 | 12690.8727272727 | 957.12727272727 |
| 112 | 14890 | 12516.2727272727 | 2373.72727272727 |
| 113 | 16325 | 14610.5727272727 | 1714.42727272727 |
| 114 | 18045 | 13617.9727272727 | 4427.02727272727 |
| 115 | 15616 | 11443.4727272727 | 4172.52727272727 |
| 116 | 11926 | 10077.1727272727 | 1848.82727272727 |
| 117 | 16855 | 13106.9727272727 | 3748.02727272727 |
| 118 | 15083 | 12362.7727272727 | 2720.22727272727 |
| 119 | 12520 | 11421.0727272727 | 1098.92727272727 |
| 120 | 12355 | 9423.67272727273 | 2931.32727272727 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.00818438454552234 | 0.0163687690910447 | 0.991815615454478 |
| 17 | 0.00191871134144153 | 0.00383742268288306 | 0.998081288658558 |
| 18 | 0.000843664412573123 | 0.00168732882514625 | 0.999156335587427 |
| 19 | 0.000304198990097864 | 0.000608397980195729 | 0.999695801009902 |
| 20 | 0.000118282251684662 | 0.000236564503369325 | 0.999881717748315 |
| 21 | 0.000876826611342441 | 0.00175365322268488 | 0.999123173388658 |
| 22 | 0.000445569174432122 | 0.000891138348864245 | 0.999554430825568 |
| 23 | 0.000800458291199748 | 0.00160091658239950 | 0.9991995417088 |
| 24 | 0.000860538718411284 | 0.00172107743682257 | 0.999139461281589 |
| 25 | 0.0802174725886553 | 0.160434945177311 | 0.919782527411345 |
| 26 | 0.249016051761472 | 0.498032103522943 | 0.750983948238528 |
| 27 | 0.298282228599881 | 0.596564457199763 | 0.701717771400119 |
| 28 | 0.364340381301364 | 0.728680762602727 | 0.635659618698636 |
| 29 | 0.651688023262953 | 0.696623953474094 | 0.348311976737047 |
| 30 | 0.984401426748668 | 0.0311971465026634 | 0.0155985732513317 |
| 31 | 0.997414081562938 | 0.00517183687412452 | 0.00258591843706226 |
| 32 | 0.999832663873947 | 0.000334672252106273 | 0.000167336126053136 |
| 33 | 0.999862099930116 | 0.000275800139767683 | 0.000137900069883841 |
| 34 | 0.99990451631522 | 0.000190967369559642 | 9.5483684779821e-05 |
| 35 | 0.99997778196126 | 4.44360774804318e-05 | 2.22180387402159e-05 |
| 36 | 0.9999840038822 | 3.19922355998216e-05 | 1.59961177999108e-05 |
| 37 | 0.999988032334065 | 2.39353318695689e-05 | 1.19676659347844e-05 |
| 38 | 0.999985799264255 | 2.84014714892668e-05 | 1.42007357446334e-05 |
| 39 | 0.999986963840785 | 2.60723184297822e-05 | 1.30361592148911e-05 |
| 40 | 0.999978566033436 | 4.28679331270899e-05 | 2.14339665635450e-05 |
| 41 | 0.999982625231477 | 3.47495370451106e-05 | 1.73747685225553e-05 |
| 42 | 0.999973962572518 | 5.20748549638256e-05 | 2.60374274819128e-05 |
| 43 | 0.999978121836116 | 4.37563277688306e-05 | 2.18781638844153e-05 |
| 44 | 0.999968417134956 | 6.3165730087111e-05 | 3.15828650435555e-05 |
| 45 | 0.999949272263952 | 0.000101455472096070 | 5.07277360480351e-05 |
| 46 | 0.999920315631397 | 0.000159368737206339 | 7.96843686031697e-05 |
| 47 | 0.999896914230415 | 0.000206171539170233 | 0.000103085769585116 |
| 48 | 0.999854358519346 | 0.000291282961307989 | 0.000145641480653994 |
| 49 | 0.999765990836591 | 0.000468018326817560 | 0.000234009163408780 |
| 50 | 0.999698710924231 | 0.000602578151537009 | 0.000301289075768504 |
| 51 | 0.999580920500627 | 0.000838158998746189 | 0.000419079499373094 |
| 52 | 0.999350270472505 | 0.00129945905499026 | 0.000649729527495128 |
| 53 | 0.999232401664142 | 0.00153519667171529 | 0.000767598335857645 |
| 54 | 0.998807875821734 | 0.00238424835653175 | 0.00119212417826587 |
| 55 | 0.998225640670093 | 0.00354871865981345 | 0.00177435932990673 |
| 56 | 0.998779519754862 | 0.00244096049027526 | 0.00122048024513763 |
| 57 | 0.999186046144065 | 0.00162790771187072 | 0.000813953855935362 |
| 58 | 0.998928741950917 | 0.00214251609816625 | 0.00107125804908312 |
| 59 | 0.998668991552664 | 0.00266201689467289 | 0.00133100844733644 |
| 60 | 0.998155097069281 | 0.00368980586143771 | 0.00184490293071886 |
| 61 | 0.997806767423186 | 0.00438646515362794 | 0.00219323257681397 |
| 62 | 0.997301961815947 | 0.00539607636810513 | 0.00269803818405256 |
| 63 | 0.99607113982475 | 0.00785772035050139 | 0.00392886017525070 |
| 64 | 0.995940189732812 | 0.00811962053437671 | 0.00405981026718836 |
| 65 | 0.997415024088687 | 0.00516995182262609 | 0.00258497591131304 |
| 66 | 0.996822166067957 | 0.00635566786408571 | 0.00317783393204285 |
| 67 | 0.995626522773585 | 0.00874695445283037 | 0.00437347722641518 |
| 68 | 0.995125046655314 | 0.00974990668937144 | 0.00487495334468572 |
| 69 | 0.994497927068464 | 0.0110041458630731 | 0.00550207293153656 |
| 70 | 0.994541777168753 | 0.0109164456624937 | 0.00545822283124683 |
| 71 | 0.992058663413326 | 0.0158826731733471 | 0.00794133658667354 |
| 72 | 0.9919915165329 | 0.0160169669341984 | 0.00800848346709921 |
| 73 | 0.990920861891885 | 0.0181582762162294 | 0.00907913810811468 |
| 74 | 0.989364381402027 | 0.0212712371959462 | 0.0106356185979731 |
| 75 | 0.98911087871045 | 0.0217782425791011 | 0.0108891212895505 |
| 76 | 0.990229106668796 | 0.0195417866624073 | 0.00977089333120367 |
| 77 | 0.993200672667942 | 0.0135986546641165 | 0.00679932733205827 |
| 78 | 0.992027849060926 | 0.0159443018781484 | 0.0079721509390742 |
| 79 | 0.99246799077802 | 0.0150640184439606 | 0.00753200922198032 |
| 80 | 0.992545628150344 | 0.0149087436993121 | 0.00745437184965606 |
| 81 | 0.999151493622438 | 0.00169701275512416 | 0.00084850637756208 |
| 82 | 0.99916100150604 | 0.00167799698792169 | 0.000838998493960847 |
| 83 | 0.998772534026897 | 0.00245493194620558 | 0.00122746597310279 |
| 84 | 0.998891221352352 | 0.00221755729529662 | 0.00110877864764831 |
| 85 | 0.99862947267147 | 0.00274105465706078 | 0.00137052732853039 |
| 86 | 0.99825767131596 | 0.00348465736808016 | 0.00174232868404008 |
| 87 | 0.999324343043245 | 0.00135131391350896 | 0.000675656956754481 |
| 88 | 0.999196721108208 | 0.00160655778358434 | 0.000803278891792172 |
| 89 | 0.999345073759949 | 0.00130985248010228 | 0.000654926240051142 |
| 90 | 0.999658767015484 | 0.000682465969032083 | 0.000341232984516042 |
| 91 | 0.999643220720453 | 0.000713558559094867 | 0.000356779279547434 |
| 92 | 0.999397618002257 | 0.00120476399548691 | 0.000602381997743457 |
| 93 | 0.99909925271642 | 0.00180149456716083 | 0.000900747283580413 |
| 94 | 0.998506225881276 | 0.00298754823744759 | 0.00149377411872379 |
| 95 | 0.99769085465754 | 0.00461829068491866 | 0.00230914534245933 |
| 96 | 0.997782378825144 | 0.0044352423497124 | 0.0022176211748562 |
| 97 | 0.995179844031834 | 0.00964031193633185 | 0.00482015596816592 |
| 98 | 0.993274387927807 | 0.0134512241443856 | 0.00672561207219282 |
| 99 | 0.98539852261549 | 0.0292029547690191 | 0.0146014773845096 |
| 100 | 0.985883979880737 | 0.0282320402385253 | 0.0141160201192626 |
| 101 | 0.999372705380494 | 0.00125458923901273 | 0.000627294619506364 |
| 102 | 0.99916843884505 | 0.00166312230989766 | 0.00083156115494883 |
| 103 | 0.999880302660346 | 0.000239394679308196 | 0.000119697339654098 |
| 104 | 0.998616946890175 | 0.00276610621964979 | 0.00138305310982490 |
| 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 |
