Multiple Linear Regression - Estimated Regression Equation |
COM[t] = -1.76493979259821 -0.131393212690802G[t] + 0.812849739916337DA[t] + 0.24845330662011PE[t] + 0.190333948740538PC[t] + 0.56590043905433PS[t] -0.115683772583743`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) | -1.76493979259821 | 3.278744 | -0.5383 | 0.591159 | 0.29558 |
G | -0.131393212690802 | 0.744476 | -0.1765 | 0.860143 | 0.430072 |
DA | 0.812849739916337 | 0.131658 | 6.1739 | 0 | 0 |
PE | 0.24845330662011 | 0.134124 | 1.8524 | 0.065905 | 0.032953 |
PC | 0.190333948740538 | 0.169107 | 1.1255 | 0.262141 | 0.13107 |
PS | 0.56590043905433 | 0.096123 | 5.8873 | 0 | 0 |
`O ` | -0.115683772583743 | 0.103352 | -1.1193 | 0.26477 | 0.132385 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.638198057370523 |
R-squared | 0.407296760431509 |
Adjusted R-squared | 0.383900579922227 |
F-TEST (value) | 17.4086860147926 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 2.77555756156289e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.49195510423555 |
Sum Squared Residuals | 3067.00442008711 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 24.9429963486832 | -0.942996348683151 |
2 | 25 | 21.6622498642971 | 3.33775013570285 |
3 | 17 | 22.6806688810207 | -5.68066888102073 |
4 | 18 | 19.9564501024386 | -1.95645010243863 |
5 | 18 | 19.4213348995612 | -1.42133489956121 |
6 | 16 | 19.5095287560754 | -3.50952875607538 |
7 | 20 | 20.8505100107316 | -0.850510010731612 |
8 | 16 | 22.326631604058 | -6.32663160405803 |
9 | 18 | 22.3669114083879 | -4.36691140838794 |
10 | 17 | 20.4676664538925 | -3.46766645389246 |
11 | 23 | 22.4087650912138 | 0.591234908786182 |
12 | 30 | 22.2748634898683 | 7.72513651013172 |
13 | 23 | 15.1862543632409 | 7.8137456367591 |
14 | 18 | 19.0528257532548 | -1.05282575325478 |
15 | 15 | 21.6399459852527 | -6.63994598525267 |
16 | 12 | 17.8833675707623 | -5.88336757076227 |
17 | 21 | 19.5045341597243 | 1.49546584027573 |
18 | 15 | 15.2651305398521 | -0.265130539852111 |
19 | 20 | 19.8359078849528 | 0.164092115047235 |
20 | 31 | 26.3715844361114 | 4.62841556388856 |
21 | 27 | 25.3287558789331 | 1.6712441210669 |
22 | 34 | 27.1139363444556 | 6.88606365554444 |
23 | 21 | 19.5633581853494 | 1.43664181465056 |
24 | 31 | 20.8848559305262 | 10.1151440694738 |
25 | 19 | 19.379535245278 | -0.379535245278024 |
26 | 16 | 20.1541763955572 | -4.15417639555715 |
27 | 20 | 21.6592183800513 | -1.65921838005134 |
28 | 21 | 18.2065177660159 | 2.79348223398405 |
29 | 22 | 21.8970636537317 | 0.10293634626833 |
30 | 17 | 19.5802942222319 | -2.58029422223187 |
31 | 24 | 20.2715362046375 | 3.7284637953625 |
32 | 25 | 30.5637664057857 | -5.56376640578574 |
33 | 26 | 26.6662550100328 | -0.666255010032776 |
34 | 25 | 24.005568757121 | 0.994431242879022 |
35 | 17 | 23.0741781572644 | -6.0741781572644 |
36 | 32 | 27.8906809307949 | 4.10931906920513 |
37 | 33 | 23.7232668824938 | 9.27673311750617 |
38 | 13 | 22.1176367235977 | -9.11763672359766 |
39 | 32 | 27.7828068617436 | 4.21719313825642 |
40 | 25 | 25.9220271574816 | -0.922027157481621 |
41 | 29 | 27.1019605980074 | 1.89803940199262 |
42 | 22 | 21.9660574795458 | 0.0339425204542188 |
43 | 18 | 17.4376175959373 | 0.562382404062688 |
44 | 17 | 21.8330215105146 | -4.83302151051465 |
45 | 20 | 22.1606604832955 | -2.16066048329547 |
46 | 15 | 20.4080430902548 | -5.40804309025479 |
47 | 20 | 22.1436532819039 | -2.14365328190395 |
48 | 33 | 28.0626571006019 | 4.93734289939812 |
49 | 29 | 22.0916666574814 | 6.90833334251864 |
50 | 23 | 26.757758959365 | -3.757758959365 |
51 | 26 | 23.2207715049841 | 2.77922849501594 |
52 | 18 | 19.0309246014548 | -1.03092460145476 |
53 | 20 | 18.8151388119818 | 1.1848611880182 |
54 | 11 | 11.7389940806761 | -0.738994080676097 |
55 | 28 | 29.0393609676901 | -1.03936096769014 |
56 | 26 | 23.2702128026736 | 2.72978719732642 |
57 | 22 | 22.1948320062007 | -0.19483200620072 |
58 | 17 | 20.1319892269372 | -3.13198922693724 |
59 | 12 | 15.5047881422787 | -3.50478814227875 |
60 | 14 | 20.9892502421717 | -6.98925024217172 |
61 | 17 | 20.8032760947745 | -3.80327609477455 |
62 | 21 | 21.4092610676731 | -0.409261067673123 |
63 | 19 | 22.8796194998407 | -3.87961949984067 |
64 | 18 | 23.0451523878524 | -5.0451523878524 |
65 | 10 | 17.8768088703137 | -7.87680887031365 |
66 | 29 | 24.3051640702463 | 4.69483592975366 |
67 | 31 | 18.4041287812818 | 12.5958712187182 |
68 | 19 | 23.0218318601521 | -4.02183186015208 |
69 | 9 | 20.0258711870156 | -11.0258711870156 |
70 | 20 | 22.5560887583009 | -2.55608875830091 |
71 | 28 | 17.693208018911 | 10.306791981089 |
72 | 19 | 18.0795212927468 | 0.920478707253165 |
73 | 30 | 22.9992603465233 | 7.00073965347668 |
74 | 29 | 27.2172293775875 | 1.78277062241254 |
75 | 26 | 21.5435346074676 | 4.45646539253241 |
76 | 23 | 19.4935320073772 | 3.50646799262281 |
77 | 13 | 22.7158817249009 | -9.71588172490094 |
78 | 21 | 22.5912216095481 | -1.59122160954806 |
79 | 19 | 21.5259492231535 | -2.5259492231535 |
80 | 28 | 23.0193787918113 | 4.98062120818873 |
81 | 23 | 25.6408449436037 | -2.64084494360373 |
82 | 18 | 13.8489527737008 | 4.15104722629917 |
83 | 21 | 20.6861005821919 | 0.313899417808097 |
84 | 20 | 21.8561577417173 | -1.85615774171726 |
85 | 23 | 19.9201128197837 | 3.0798871802163 |
86 | 21 | 20.7628097072822 | 0.237190292717798 |
87 | 21 | 21.853821383801 | -0.853821383801027 |
88 | 15 | 22.7718021836753 | -7.77180218367526 |
89 | 28 | 27.1006677069301 | 0.899332293069894 |
90 | 19 | 17.6054967414737 | 1.39450325852634 |
91 | 26 | 21.1970849453685 | 4.80291505463146 |
92 | 10 | 13.1418504270284 | -3.14185042702844 |
93 | 16 | 17.0609511188811 | -1.06095111888111 |
94 | 22 | 21.1057086804488 | 0.89429131955115 |
95 | 19 | 18.6846946618737 | 0.315305338126302 |
96 | 31 | 28.7033339676536 | 2.29666603234641 |
97 | 31 | 25.1610363575753 | 5.83896364242467 |
98 | 29 | 24.7500373008633 | 4.24996269913666 |
99 | 19 | 17.4899406533025 | 1.51005934669754 |
100 | 22 | 18.9729451937469 | 3.02705480625307 |
101 | 23 | 22.3172611418816 | 0.68273885811841 |
102 | 15 | 16.2398076637836 | -1.23980766378358 |
103 | 20 | 21.3789421742014 | -1.37894217420141 |
104 | 18 | 19.5754702240473 | -1.57547022404732 |
105 | 23 | 21.9516753772336 | 1.04832462276643 |
106 | 25 | 21.0532703452311 | 3.94672965476892 |
107 | 21 | 16.5115261777901 | 4.48847382220993 |
108 | 24 | 19.569398880701 | 4.43060111929903 |
109 | 25 | 25.3244868239239 | -0.324486823923948 |
110 | 17 | 19.5347608742898 | -2.53476087428981 |
111 | 13 | 14.5134634896455 | -1.51346348964548 |
112 | 28 | 18.1441293531272 | 9.85587064687278 |
113 | 21 | 20.0727599827069 | 0.92724001729313 |
114 | 25 | 28.1993393624112 | -3.19933936241119 |
115 | 9 | 20.6810580737745 | -11.6810580737745 |
116 | 16 | 17.8955263219369 | -1.89552632193692 |
117 | 19 | 21.1236881841702 | -2.12368818417025 |
118 | 17 | 19.4117214751196 | -2.41172147511961 |
119 | 25 | 24.4653743960008 | 0.53462560399916 |
120 | 20 | 15.5153998331406 | 4.48460016685943 |
121 | 29 | 21.5824982809731 | 7.41750171902693 |
122 | 14 | 18.9967653443087 | -4.99676534430871 |
123 | 22 | 26.8737091669435 | -4.87370916694351 |
124 | 15 | 15.5337097000078 | -0.533709700007815 |
125 | 19 | 25.4092467019303 | -6.40924670193028 |
126 | 20 | 21.8831811742809 | -1.88318117428092 |
127 | 15 | 17.5257328923904 | -2.52573289239038 |
128 | 20 | 21.743111333972 | -1.74311133397203 |
129 | 18 | 20.1682541454936 | -2.16825414549357 |
130 | 33 | 25.4291452044134 | 7.57085479558655 |
131 | 22 | 23.8678831867946 | -1.86788318679461 |
132 | 16 | 16.5484737239343 | -0.548473723934336 |
133 | 17 | 18.9805095688634 | -1.98050956886341 |
134 | 16 | 15.1293616021367 | 0.870638397863306 |
135 | 21 | 17.1299559186832 | 3.87004408131681 |
136 | 26 | 27.5800944393104 | -1.5800944393104 |
137 | 18 | 21.2325898758653 | -3.23258987586534 |
138 | 18 | 23.1807825749856 | -5.18078257498559 |
139 | 17 | 18.2770155975882 | -1.27701559758816 |
140 | 22 | 24.70965448444 | -2.70965448444001 |
141 | 30 | 24.8287859338627 | 5.17121406613726 |
142 | 30 | 27.2226794834565 | 2.7773205165435 |
143 | 24 | 29.9801931815366 | -5.98019318153662 |
144 | 21 | 21.9633614489398 | -0.963361448939817 |
145 | 21 | 25.4587603637184 | -4.45876036371842 |
146 | 29 | 27.3557609984031 | 1.64423900159689 |
147 | 31 | 23.1741524897411 | 7.82584751025892 |
148 | 20 | 19.0548724364291 | 0.945127563570916 |
149 | 16 | 14.2688752190188 | 1.73112478098117 |
150 | 22 | 18.9924840235404 | 3.00751597645964 |
151 | 20 | 20.2765822914909 | -0.276582291490852 |
152 | 28 | 27.2809941118217 | 0.719005888178254 |
153 | 38 | 26.6511545416438 | 11.3488454583562 |
154 | 22 | 19.2721744974194 | 2.72782550258065 |
155 | 20 | 25.6249634727582 | -5.62496347275816 |
156 | 17 | 17.9825672375456 | -0.98256723754556 |
157 | 28 | 24.4130280988885 | 3.58697190111148 |
158 | 22 | 24.0742261499925 | -2.07422614999253 |
159 | 31 | 26.050457638561 | 4.94954236143896 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.21446582796536 | 0.428931655930719 | 0.78553417203464 |
11 | 0.266390871111418 | 0.532781742222835 | 0.733609128888583 |
12 | 0.747268877478755 | 0.505462245042491 | 0.252731122521245 |
13 | 0.753242879881103 | 0.493514240237795 | 0.246757120118897 |
14 | 0.718039245412714 | 0.563921509174571 | 0.281960754587286 |
15 | 0.717582802361752 | 0.564834395276496 | 0.282417197638248 |
16 | 0.661407828618651 | 0.677184342762698 | 0.338592171381349 |
17 | 0.573685042004039 | 0.852629915991921 | 0.426314957995961 |
18 | 0.526167610431409 | 0.947664779137182 | 0.473832389568591 |
19 | 0.445270221087069 | 0.890540442174139 | 0.554729778912931 |
20 | 0.463058273035713 | 0.926116546071425 | 0.536941726964287 |
21 | 0.38395578347535 | 0.7679115669507 | 0.61604421652465 |
22 | 0.389846251555143 | 0.779692503110286 | 0.610153748444857 |
23 | 0.317797521517856 | 0.635595043035711 | 0.682202478482144 |
24 | 0.628274983438163 | 0.743450033123674 | 0.371725016561837 |
25 | 0.558828847803692 | 0.882342304392616 | 0.441171152196308 |
26 | 0.516250296771878 | 0.967499406456244 | 0.483749703228122 |
27 | 0.449047674408909 | 0.898095348817819 | 0.550952325591091 |
28 | 0.414043670443754 | 0.828087340887508 | 0.585956329556246 |
29 | 0.354055764264676 | 0.708111528529352 | 0.645944235735324 |
30 | 0.303898219837532 | 0.607796439675063 | 0.696101780162468 |
31 | 0.3801686489443 | 0.7603372978886 | 0.6198313510557 |
32 | 0.443296386353287 | 0.886592772706574 | 0.556703613646713 |
33 | 0.397171351907131 | 0.794342703814262 | 0.602828648092869 |
34 | 0.404285471690861 | 0.808570943381722 | 0.595714528309139 |
35 | 0.408626478917404 | 0.817252957834808 | 0.591373521082596 |
36 | 0.407978657215921 | 0.815957314431843 | 0.592021342784078 |
37 | 0.58557196078044 | 0.82885607843912 | 0.41442803921956 |
38 | 0.780594305418258 | 0.438811389163483 | 0.219405694581741 |
39 | 0.774989139581518 | 0.450021720836964 | 0.225010860418482 |
40 | 0.733367820350589 | 0.533264359298823 | 0.266632179649411 |
41 | 0.710191137649806 | 0.579617724700389 | 0.289808862350194 |
42 | 0.661503861337903 | 0.676992277324194 | 0.338496138662097 |
43 | 0.614373674165386 | 0.771252651669227 | 0.385626325834614 |
44 | 0.599750468509982 | 0.800499062980037 | 0.400249531490018 |
45 | 0.565947561996052 | 0.868104876007896 | 0.434052438003948 |
46 | 0.587894140057009 | 0.824211719885982 | 0.412105859942991 |
47 | 0.546384137900854 | 0.907231724198292 | 0.453615862099146 |
48 | 0.536591409475937 | 0.926817181048125 | 0.463408590524063 |
49 | 0.599832799760325 | 0.80033440047935 | 0.400167200239675 |
50 | 0.578909157964415 | 0.84218168407117 | 0.421090842035585 |
51 | 0.543206096839558 | 0.913587806320885 | 0.456793903160442 |
52 | 0.494007802937747 | 0.988015605875494 | 0.505992197062253 |
53 | 0.456160085713159 | 0.912320171426319 | 0.543839914286841 |
54 | 0.408477504633944 | 0.816955009267888 | 0.591522495366056 |
55 | 0.364122037763876 | 0.728244075527751 | 0.635877962236124 |
56 | 0.334695554507234 | 0.669391109014468 | 0.665304445492766 |
57 | 0.290444656409196 | 0.580889312818392 | 0.709555343590804 |
58 | 0.265027586866105 | 0.530055173732209 | 0.734972413133895 |
59 | 0.244192746044807 | 0.488385492089615 | 0.755807253955193 |
60 | 0.304860264003553 | 0.609720528007106 | 0.695139735996447 |
61 | 0.292214977719332 | 0.584429955438664 | 0.707785022280668 |
62 | 0.255056941768284 | 0.510113883536567 | 0.744943058231716 |
63 | 0.241958636777053 | 0.483917273554106 | 0.758041363222947 |
64 | 0.276548658878426 | 0.553097317756852 | 0.723451341121574 |
65 | 0.351375121563765 | 0.70275024312753 | 0.648624878436235 |
66 | 0.351107811415878 | 0.702215622831756 | 0.648892188584122 |
67 | 0.68417734571236 | 0.631645308575281 | 0.31582265428764 |
68 | 0.677217950546536 | 0.645564098906928 | 0.322782049453464 |
69 | 0.84910831563478 | 0.301783368730439 | 0.15089168436522 |
70 | 0.830406690773575 | 0.33918661845285 | 0.169593309226425 |
71 | 0.93121602893771 | 0.137567942124578 | 0.0687839710622892 |
72 | 0.91505195468036 | 0.169896090639279 | 0.0849480453196393 |
73 | 0.938614753233633 | 0.122770493532733 | 0.0613852467663667 |
74 | 0.926515464837545 | 0.14696907032491 | 0.0734845351624548 |
75 | 0.927269776527218 | 0.145460446945565 | 0.0727302234727823 |
76 | 0.921295900002674 | 0.157408199994653 | 0.0787040999973264 |
77 | 0.969310364472374 | 0.0613792710552513 | 0.0306896355276256 |
78 | 0.961595359451175 | 0.0768092810976501 | 0.0384046405488251 |
79 | 0.95440889935429 | 0.0911822012914208 | 0.0455911006457104 |
80 | 0.956088309375481 | 0.0878233812490372 | 0.0439116906245186 |
81 | 0.948653948853465 | 0.102692102293071 | 0.0513460511465355 |
82 | 0.947289976246263 | 0.105420047507474 | 0.0527100237537368 |
83 | 0.933976520125412 | 0.132046959749176 | 0.0660234798745881 |
84 | 0.921043301440931 | 0.157913397118138 | 0.078956698559069 |
85 | 0.912589063842091 | 0.174821872315817 | 0.0874109361579086 |
86 | 0.896860308723345 | 0.20627938255331 | 0.103139691276655 |
87 | 0.875559700157106 | 0.248880599685789 | 0.124440299842894 |
88 | 0.919676458647418 | 0.160647082705164 | 0.0803235413525821 |
89 | 0.903047813078362 | 0.193904373843276 | 0.0969521869216378 |
90 | 0.883250400779371 | 0.233499198441257 | 0.116749599220629 |
91 | 0.885873439894257 | 0.228253120211485 | 0.114126560105743 |
92 | 0.873778036059214 | 0.252443927881572 | 0.126221963940786 |
93 | 0.851261904425356 | 0.297476191149289 | 0.148738095574644 |
94 | 0.823598899881724 | 0.352802200236553 | 0.176401100118276 |
95 | 0.790569183028185 | 0.41886163394363 | 0.209430816971815 |
96 | 0.761714449281901 | 0.476571101436198 | 0.238285550718099 |
97 | 0.781517470685154 | 0.436965058629691 | 0.218482529314846 |
98 | 0.777135073996202 | 0.445729852007597 | 0.222864926003798 |
99 | 0.741672483209814 | 0.516655033580372 | 0.258327516790186 |
100 | 0.715567649170053 | 0.568864701659894 | 0.284432350829947 |
101 | 0.673362216376691 | 0.653275567246619 | 0.326637783623309 |
102 | 0.636066706692136 | 0.727866586615729 | 0.363933293307864 |
103 | 0.595619656179181 | 0.808760687641638 | 0.404380343820819 |
104 | 0.554506496977988 | 0.890987006044024 | 0.445493503022012 |
105 | 0.508461237893369 | 0.983077524213262 | 0.491538762106631 |
106 | 0.485442498060947 | 0.970884996121894 | 0.514557501939053 |
107 | 0.484570895065951 | 0.969141790131902 | 0.515429104934049 |
108 | 0.49133624194656 | 0.98267248389312 | 0.50866375805344 |
109 | 0.441094256714162 | 0.882188513428324 | 0.558905743285838 |
110 | 0.416783443911544 | 0.833566887823088 | 0.583216556088456 |
111 | 0.376938148427725 | 0.75387629685545 | 0.623061851572275 |
112 | 0.602586560115651 | 0.794826879768697 | 0.397413439884349 |
113 | 0.596580270904186 | 0.806839458191628 | 0.403419729095814 |
114 | 0.572536239675484 | 0.854927520649033 | 0.427463760324516 |
115 | 0.772152537892129 | 0.455694924215742 | 0.227847462107871 |
116 | 0.75488220363888 | 0.490235592722241 | 0.24511779636112 |
117 | 0.736441242429285 | 0.52711751514143 | 0.263558757570715 |
118 | 0.705429016363231 | 0.589141967273538 | 0.294570983636769 |
119 | 0.655836780318508 | 0.688326439362983 | 0.344163219681491 |
120 | 0.678128609240408 | 0.643742781519185 | 0.321871390759592 |
121 | 0.736336963165258 | 0.527326073669483 | 0.263663036834742 |
122 | 0.727961306478301 | 0.544077387043398 | 0.272038693521699 |
123 | 0.72898819311443 | 0.542023613771141 | 0.271011806885571 |
124 | 0.676552099471697 | 0.646895801056606 | 0.323447900528303 |
125 | 0.719064286019384 | 0.561871427961232 | 0.280935713980616 |
126 | 0.685699128156418 | 0.628601743687163 | 0.314300871843582 |
127 | 0.682503487307807 | 0.634993025384387 | 0.317496512692193 |
128 | 0.644344272199422 | 0.711311455601155 | 0.355655727800578 |
129 | 0.612361745026848 | 0.775276509946304 | 0.387638254973152 |
130 | 0.686113678363333 | 0.627772643273333 | 0.313886321636667 |
131 | 0.633423826299745 | 0.73315234740051 | 0.366576173700255 |
132 | 0.572068634421696 | 0.855862731156607 | 0.427931365578304 |
133 | 0.562229210973165 | 0.87554157805367 | 0.437770789026835 |
134 | 0.505084176724888 | 0.989831646550224 | 0.494915823275112 |
135 | 0.45534806895603 | 0.91069613791206 | 0.54465193104397 |
136 | 0.42175373716162 | 0.84350747432324 | 0.57824626283838 |
137 | 0.438572900787355 | 0.87714580157471 | 0.561427099212645 |
138 | 0.508820180950987 | 0.982359638098027 | 0.491179819049013 |
139 | 0.433280192381418 | 0.866560384762836 | 0.566719807618582 |
140 | 0.355669923067759 | 0.711339846135519 | 0.64433007693224 |
141 | 0.424681998118506 | 0.849363996237012 | 0.575318001881494 |
142 | 0.370325180293534 | 0.740650360587067 | 0.629674819706466 |
143 | 0.304711630377864 | 0.609423260755727 | 0.695288369622136 |
144 | 0.228558708684983 | 0.457117417369967 | 0.771441291315017 |
145 | 0.368224064359684 | 0.736448128719367 | 0.631775935640316 |
146 | 0.270276284106354 | 0.540552568212709 | 0.729723715893646 |
147 | 0.39371901078636 | 0.78743802157272 | 0.60628098921364 |
148 | 0.336492835922942 | 0.672985671845885 | 0.663507164077058 |
149 | 0.252960816433276 | 0.505921632866552 | 0.747039183566724 |
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 | 4 | 0.0285714285714286 | OK |