| Multiple Linear Regression - Estimated Regression Equation |
| OPENVAC[t] = + 31205.7 + 2878.75454545454M1[t] + 4617.02727272725M2[t] + 4437.20909090909M3[t] + 5506.93636363636M4[t] + 4582.02727272727M5[t] + 3309.75454545454M6[t] + 2771.75454545454M7[t] + 722.75454545454M8[t] -1622.33636363637M9[t] -3204.00000000001M10[t] -1396.80000000001M11[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) | 31205.7 | 2460.797331 | 12.6811 | 0 | 0 |
| M1 | 2878.75454545454 | 3400.080128 | 0.8467 | 0.398906 | 0.199453 |
| M2 | 4617.02727272725 | 3400.080128 | 1.3579 | 0.177103 | 0.088551 |
| M3 | 4437.20909090909 | 3400.080128 | 1.305 | 0.194443 | 0.097222 |
| M4 | 5506.93636363636 | 3400.080128 | 1.6196 | 0.108 | 0.054 |
| M5 | 4582.02727272727 | 3400.080128 | 1.3476 | 0.180383 | 0.090192 |
| M6 | 3309.75454545454 | 3400.080128 | 0.9734 | 0.332346 | 0.166173 |
| M7 | 2771.75454545454 | 3400.080128 | 0.8152 | 0.416613 | 0.208306 |
| M8 | 722.75454545454 | 3400.080128 | 0.2126 | 0.832032 | 0.416016 |
| M9 | -1622.33636363637 | 3400.080128 | -0.4771 | 0.634148 | 0.317074 |
| M10 | -3204.00000000001 | 3480.09296 | -0.9207 | 0.35912 | 0.17956 |
| M11 | -1396.80000000001 | 3480.09296 | -0.4014 | 0.688881 | 0.34444 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.347257952103242 |
| R-squared | 0.120588085298937 |
| Adjusted R-squared | 0.0379083326347348 |
| F-TEST (value) | 1.45849596077890 |
| F-TEST (DF numerator) | 11 |
| F-TEST (DF denominator) | 117 |
| p-value | 0.156576377353524 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 7781.72442733709 |
| Sum Squared Residuals | 7084962502.37273 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 43880 | 34084.4545454545 | 9795.5454545455 |
| 2 | 43110 | 35822.7272727273 | 7287.27272727272 |
| 3 | 44496 | 35642.9090909091 | 8853.09090909094 |
| 4 | 44164 | 36712.6363636364 | 7451.36363636363 |
| 5 | 40399 | 35787.7272727273 | 4611.27272727273 |
| 6 | 36763 | 34515.4545454546 | 2247.54545454545 |
| 7 | 37903 | 33977.4545454545 | 3925.54545454546 |
| 8 | 35532 | 31928.4545454546 | 3603.54545454545 |
| 9 | 35533 | 29583.3636363636 | 5949.63636363636 |
| 10 | 32110 | 28001.7 | 4108.3 |
| 11 | 33374 | 29808.9 | 3565.1 |
| 12 | 35462 | 31205.7 | 4256.3 |
| 13 | 33508 | 34084.4545454545 | -576.454545454547 |
| 14 | 36080 | 35822.7272727273 | 257.272727272731 |
| 15 | 34560 | 35642.9090909091 | -1082.90909090909 |
| 16 | 38737 | 36712.6363636364 | 2024.36363636364 |
| 17 | 38144 | 35787.7272727273 | 2356.27272727273 |
| 18 | 37594 | 34515.4545454545 | 3078.54545454546 |
| 19 | 36424 | 33977.4545454545 | 2446.54545454545 |
| 20 | 36843 | 31928.4545454545 | 4914.54545454545 |
| 21 | 37246 | 29583.3636363636 | 7662.63636363636 |
| 22 | 38661 | 28001.7 | 10659.3 |
| 23 | 40454 | 29808.9 | 10645.1 |
| 24 | 44928 | 31205.7 | 13722.3 |
| 25 | 48441 | 34084.4545454545 | 14356.5454545455 |
| 26 | 48140 | 35822.7272727273 | 12317.2727272727 |
| 27 | 45998 | 35642.9090909091 | 10355.0909090909 |
| 28 | 47369 | 36712.6363636364 | 10656.3636363636 |
| 29 | 49554 | 35787.7272727273 | 13766.2727272727 |
| 30 | 47510 | 34515.4545454545 | 12994.5454545455 |
| 31 | 44873 | 33977.4545454545 | 10895.5454545455 |
| 32 | 45344 | 31928.4545454545 | 13415.5454545455 |
| 33 | 42413 | 29583.3636363636 | 12829.6363636364 |
| 34 | 36912 | 28001.7 | 8910.3 |
| 35 | 43452 | 29808.9 | 13643.1 |
| 36 | 42142 | 31205.7 | 10936.3 |
| 37 | 44382 | 34084.4545454545 | 10297.5454545455 |
| 38 | 43636 | 35822.7272727273 | 7813.27272727273 |
| 39 | 44167 | 35642.9090909091 | 8524.0909090909 |
| 40 | 44423 | 36712.6363636364 | 7710.36363636364 |
| 41 | 42868 | 35787.7272727273 | 7080.27272727273 |
| 42 | 43908 | 34515.4545454545 | 9392.54545454545 |
| 43 | 42013 | 33977.4545454545 | 8035.54545454545 |
| 44 | 38846 | 31928.4545454545 | 6917.54545454545 |
| 45 | 35087 | 29583.3636363636 | 5503.63636363636 |
| 46 | 33026 | 28001.7 | 5024.3 |
| 47 | 34646 | 29808.9 | 4837.1 |
| 48 | 37135 | 31205.7 | 5929.3 |
| 49 | 37985 | 34084.4545454546 | 3900.54545454545 |
| 50 | 43121 | 35822.7272727273 | 7298.27272727273 |
| 51 | 43722 | 35642.9090909091 | 8079.0909090909 |
| 52 | 43630 | 36712.6363636364 | 6917.36363636364 |
| 53 | 42234 | 35787.7272727273 | 6446.27272727273 |
| 54 | 39351 | 34515.4545454545 | 4835.54545454545 |
| 55 | 39327 | 33977.4545454545 | 5349.54545454545 |
| 56 | 35704 | 31928.4545454545 | 3775.54545454546 |
| 57 | 30466 | 29583.3636363636 | 882.636363636364 |
| 58 | 28155 | 28001.7 | 153.300000000001 |
| 59 | 29257 | 29808.9 | -551.899999999999 |
| 60 | 29998 | 31205.7 | -1207.70000000001 |
| 61 | 32529 | 34084.4545454545 | -1555.45454545455 |
| 62 | 34787 | 35822.7272727273 | -1035.72727272727 |
| 63 | 33855 | 35642.9090909091 | -1787.90909090909 |
| 64 | 34556 | 36712.6363636364 | -2156.63636363636 |
| 65 | 31348 | 35787.7272727273 | -4439.72727272727 |
| 66 | 30805 | 34515.4545454545 | -3710.45454545454 |
| 67 | 28353 | 33977.4545454545 | -5624.45454545455 |
| 68 | 24514 | 31928.4545454545 | -7414.45454545455 |
| 69 | 21106 | 29583.3636363636 | -8477.36363636363 |
| 70 | 21346 | 28001.7 | -6655.7 |
| 71 | 23335 | 29808.9 | -6473.9 |
| 72 | 24379 | 31205.7 | -6826.7 |
| 73 | 26290 | 34084.4545454546 | -7794.45454545455 |
| 74 | 30084 | 35822.7272727273 | -5738.72727272727 |
| 75 | 29429 | 35642.9090909091 | -6213.9090909091 |
| 76 | 30632 | 36712.6363636364 | -6080.63636363636 |
| 77 | 27349 | 35787.7272727273 | -8438.72727272727 |
| 78 | 27264 | 34515.4545454545 | -7251.45454545454 |
| 79 | 27474 | 33977.4545454545 | -6503.45454545455 |
| 80 | 24482 | 31928.4545454545 | -7446.45454545455 |
| 81 | 21453 | 29583.3636363636 | -8130.36363636363 |
| 82 | 18788 | 28001.7 | -9213.7 |
| 83 | 19282 | 29808.9 | -10526.9 |
| 84 | 19713 | 31205.7 | -11492.7 |
| 85 | 21917 | 34084.4545454545 | -12167.4545454545 |
| 86 | 23812 | 35822.7272727273 | -12010.7272727273 |
| 87 | 23785 | 35642.9090909091 | -11857.9090909091 |
| 88 | 24696 | 36712.6363636364 | -12016.6363636364 |
| 89 | 24562 | 35787.7272727273 | -11225.7272727273 |
| 90 | 23580 | 34515.4545454545 | -10935.4545454545 |
| 91 | 24939 | 33977.4545454545 | -9038.45454545455 |
| 92 | 23899 | 31928.4545454545 | -8029.45454545455 |
| 93 | 21454 | 29583.3636363636 | -8129.36363636363 |
| 94 | 19761 | 28001.7 | -8240.7 |
| 95 | 19815 | 29808.9 | -9993.9 |
| 96 | 20780 | 31205.7 | -10425.7 |
| 97 | 23462 | 34084.4545454545 | -10622.4545454545 |
| 98 | 25005 | 35822.7272727273 | -10817.7272727273 |
| 99 | 24725 | 35642.9090909091 | -10917.9090909091 |
| 100 | 26198 | 36712.6363636364 | -10514.6363636364 |
| 101 | 27543 | 35787.7272727273 | -8244.72727272727 |
| 102 | 26471 | 34515.4545454545 | -8044.45454545454 |
| 103 | 26558 | 33977.4545454545 | -7419.45454545454 |
| 104 | 25317 | 31928.4545454545 | -6611.45454545455 |
| 105 | 22896 | 29583.3636363636 | -6687.36363636364 |
| 106 | 22248 | 28001.7 | -5753.7 |
| 107 | 23406 | 29808.9 | -6402.9 |
| 108 | 25073 | 31205.7 | -6132.70000000001 |
| 109 | 27691 | 34084.4545454546 | -6393.45454545455 |
| 110 | 30599 | 35822.7272727273 | -5223.72727272727 |
| 111 | 31948 | 35642.9090909091 | -3694.90909090910 |
| 112 | 32946 | 36712.6363636364 | -3766.63636363636 |
| 113 | 34012 | 35787.7272727273 | -1775.72727272727 |
| 114 | 32936 | 34515.4545454545 | -1579.45454545455 |
| 115 | 32974 | 33977.4545454545 | -1003.45454545455 |
| 116 | 30951 | 31928.4545454545 | -977.454545454545 |
| 117 | 29812 | 29583.3636363636 | 228.636363636365 |
| 118 | 29010 | 28001.7 | 1008.30000000000 |
| 119 | 31068 | 29808.9 | 1259.1 |
| 120 | 32447 | 31205.7 | 1241.30000000000 |
| 121 | 34844 | 34084.4545454545 | 759.545454545453 |
| 122 | 35676 | 35822.7272727273 | -146.727272727269 |
| 123 | 35387 | 35642.9090909091 | -255.909090909094 |
| 124 | 36488 | 36712.6363636364 | -224.636363636361 |
| 125 | 35652 | 35787.7272727273 | -135.727272727271 |
| 126 | 33488 | 34515.4545454545 | -1027.45454545455 |
| 127 | 32914 | 33977.4545454545 | -1063.45454545455 |
| 128 | 29781 | 31928.4545454545 | -2147.45454545455 |
| 129 | 27951 | 29583.3636363636 | -1632.36363636364 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 15 | 0.419400469801491 | 0.838800939602982 | 0.580599530198509 |
| 16 | 0.296608458157425 | 0.593216916314851 | 0.703391541842575 |
| 17 | 0.180107080666569 | 0.360214161333138 | 0.819892919333431 |
| 18 | 0.100058027923094 | 0.200116055846189 | 0.899941972076906 |
| 19 | 0.0528790465493201 | 0.105758093098640 | 0.94712095345068 |
| 20 | 0.0266697637060665 | 0.0533395274121329 | 0.973330236293934 |
| 21 | 0.0133679820071521 | 0.0267359640143043 | 0.986632017992848 |
| 22 | 0.0110777938969308 | 0.0221555877938616 | 0.98892220610307 |
| 23 | 0.0100247601763844 | 0.0200495203527688 | 0.989975239823616 |
| 24 | 0.0141930758681792 | 0.0283861517363583 | 0.98580692413182 |
| 25 | 0.0258927916084047 | 0.0517855832168095 | 0.974107208391595 |
| 26 | 0.0335615016427235 | 0.0671230032854471 | 0.966438498357276 |
| 27 | 0.0319846673259047 | 0.0639693346518094 | 0.968015332674095 |
| 28 | 0.0295755678602766 | 0.0591511357205532 | 0.970424432139723 |
| 29 | 0.0499397705302862 | 0.0998795410605725 | 0.950060229469714 |
| 30 | 0.0768030737113999 | 0.153606147422800 | 0.9231969262886 |
| 31 | 0.0843792229846574 | 0.168758445969315 | 0.915620777015343 |
| 32 | 0.113218709818599 | 0.226437419637199 | 0.8867812901814 |
| 33 | 0.123255519939747 | 0.246511039879494 | 0.876744480060253 |
| 34 | 0.105850200047341 | 0.211700400094682 | 0.894149799952659 |
| 35 | 0.130349070783093 | 0.260698141566185 | 0.869650929216907 |
| 36 | 0.127457695410999 | 0.254915390821999 | 0.872542304589 |
| 37 | 0.129623646820544 | 0.259247293641088 | 0.870376353179456 |
| 38 | 0.117565947313457 | 0.235131894626914 | 0.882434052686543 |
| 39 | 0.112636940799808 | 0.225273881599615 | 0.887363059200192 |
| 40 | 0.104187740868303 | 0.208375481736607 | 0.895812259131697 |
| 41 | 0.0948510465275977 | 0.189702093055195 | 0.905148953472402 |
| 42 | 0.102266381483421 | 0.204532762966841 | 0.89773361851658 |
| 43 | 0.101436002240300 | 0.202872004480599 | 0.8985639977597 |
| 44 | 0.0968807915129872 | 0.193761583025974 | 0.903119208487013 |
| 45 | 0.0958980875795421 | 0.191796175159084 | 0.904101912420458 |
| 46 | 0.0931939788933405 | 0.186387957786681 | 0.90680602110666 |
| 47 | 0.100024295551257 | 0.200048591102513 | 0.899975704448743 |
| 48 | 0.112988277010628 | 0.225976554021256 | 0.887011722989372 |
| 49 | 0.125757945939527 | 0.251515891879055 | 0.874242054060473 |
| 50 | 0.148831578145936 | 0.297663156291872 | 0.851168421854064 |
| 51 | 0.192025139823858 | 0.384050279647716 | 0.807974860176142 |
| 52 | 0.23357203751077 | 0.46714407502154 | 0.76642796248923 |
| 53 | 0.280921135839277 | 0.561842271678553 | 0.719078864160723 |
| 54 | 0.314576403627139 | 0.629152807254279 | 0.68542359637286 |
| 55 | 0.355676791839831 | 0.711353583679662 | 0.644323208160169 |
| 56 | 0.397742804578513 | 0.795485609157025 | 0.602257195421487 |
| 57 | 0.452815208214664 | 0.905630416429327 | 0.547184791785336 |
| 58 | 0.49921052470871 | 0.99842104941742 | 0.50078947529129 |
| 59 | 0.576525883313703 | 0.846948233372594 | 0.423474116686297 |
| 60 | 0.666093742281051 | 0.667812515437897 | 0.333906257718949 |
| 61 | 0.732426120914428 | 0.535147758171144 | 0.267573879085572 |
| 62 | 0.774135057281969 | 0.451729885436063 | 0.225864942718031 |
| 63 | 0.810173463494215 | 0.379653073011569 | 0.189826536505785 |
| 64 | 0.841063160447952 | 0.317873679104096 | 0.158936839552048 |
| 65 | 0.876001636134635 | 0.247996727730731 | 0.123998363865365 |
| 66 | 0.893990079396511 | 0.212019841206979 | 0.106009920603489 |
| 67 | 0.916075183891415 | 0.167849632217171 | 0.0839248161085854 |
| 68 | 0.945357546071085 | 0.109284907857830 | 0.0546424539289149 |
| 69 | 0.968582838101137 | 0.0628343237977258 | 0.0314171618988629 |
| 70 | 0.97419639949545 | 0.0516072010090976 | 0.0258036005045488 |
| 71 | 0.978754096748082 | 0.0424918065038354 | 0.0212459032519177 |
| 72 | 0.982808638857154 | 0.0343827222856922 | 0.0171913611428461 |
| 73 | 0.986129198388798 | 0.0277416032224036 | 0.0138708016112018 |
| 74 | 0.986307538006347 | 0.0273849239873069 | 0.0136924619936535 |
| 75 | 0.986318179684006 | 0.0273636406319885 | 0.0136818203159942 |
| 76 | 0.98589484314602 | 0.0282103137079584 | 0.0141051568539792 |
| 77 | 0.987602003425761 | 0.0247959931484771 | 0.0123979965742386 |
| 78 | 0.987332969723404 | 0.0253340605531914 | 0.0126670302765957 |
| 79 | 0.985889787458284 | 0.0282204250834313 | 0.0141102125417157 |
| 80 | 0.985366364502307 | 0.0292672709953863 | 0.0146336354976931 |
| 81 | 0.985728597186969 | 0.028542805626062 | 0.014271402813031 |
| 82 | 0.986850699682972 | 0.026298600634055 | 0.0131493003170275 |
| 83 | 0.989219389754567 | 0.0215612204908655 | 0.0107806102454327 |
| 84 | 0.9921047514434 | 0.0157904971131986 | 0.0078952485565993 |
| 85 | 0.994419994768123 | 0.0111600104637534 | 0.00558000523187671 |
| 86 | 0.995868011710495 | 0.00826397657901009 | 0.00413198828950504 |
| 87 | 0.996915079192241 | 0.00616984161551701 | 0.00308492080775850 |
| 88 | 0.997750611055921 | 0.00449877788815718 | 0.00224938894407859 |
| 89 | 0.998382892541384 | 0.00323421491723094 | 0.00161710745861547 |
| 90 | 0.998744814214404 | 0.00251037157119264 | 0.00125518578559632 |
| 91 | 0.998691709196913 | 0.00261658160617411 | 0.00130829080308706 |
| 92 | 0.998393946464532 | 0.00321210707093551 | 0.00160605353546776 |
| 93 | 0.99813866853923 | 0.00372266292153968 | 0.00186133146076984 |
| 94 | 0.997833571676196 | 0.00433285664760863 | 0.00216642832380432 |
| 95 | 0.99802076499219 | 0.00395847001562194 | 0.00197923500781097 |
| 96 | 0.998368566445649 | 0.00326286710870179 | 0.00163143355435090 |
| 97 | 0.998638026311078 | 0.00272394737784440 | 0.00136197368892220 |
| 98 | 0.998955266789101 | 0.00208946642179784 | 0.00104473321089892 |
| 99 | 0.999362549738607 | 0.00127490052278552 | 0.000637450261392762 |
| 100 | 0.999602276204925 | 0.000795447590149618 | 0.000397723795074809 |
| 101 | 0.999664336417353 | 0.000671327165293782 | 0.000335663582646891 |
| 102 | 0.99968768624347 | 0.000624627513059248 | 0.000312313756529624 |
| 103 | 0.999689547422994 | 0.000620905154011285 | 0.000310452577005643 |
| 104 | 0.999571019677614 | 0.000857960644771998 | 0.000428980322385999 |
| 105 | 0.999542463393905 | 0.000915073212189593 | 0.000457536606094797 |
| 106 | 0.999510735238978 | 0.000978529522044349 | 0.000489264761022174 |
| 107 | 0.999656868328848 | 0.00068626334230466 | 0.00034313167115233 |
| 108 | 0.999801617212088 | 0.000396765575824329 | 0.000198382787912165 |
| 109 | 0.999935551694428 | 0.000128896611143829 | 6.44483055719144e-05 |
| 110 | 0.999959483863386 | 8.10322732289427e-05 | 4.05161366144714e-05 |
| 111 | 0.999938656753207 | 0.000122686493586739 | 6.13432467933694e-05 |
| 112 | 0.999960842635412 | 7.83147291762603e-05 | 3.91573645881302e-05 |
| 113 | 0.999829974897045 | 0.000340050205909789 | 0.000170025102954895 |
| 114 | 0.998271783466299 | 0.00345643306740216 | 0.00172821653370108 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 29 | 0.29 | NOK |
| 5% type I error level | 48 | 0.48 | NOK |
| 10% type I error level | 56 | 0.56 | NOK |
