| Multiple Linear Regression - Estimated Regression Equation |
| MVG[t] = -2483.04586878898 + 1.00137396200459VVG[t] + 1.46747387464075MWG[t] -1.3572137906666VWG[t] + 22.8242585256231t + 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) | -2483.04586878898 | 298.380716 | -8.3217 | 0 | 0 |
| VVG | 1.00137396200459 | 0.02258 | 44.3487 | 0 | 0 |
| MWG | 1.46747387464075 | 0.026516 | 55.3428 | 0 | 0 |
| VWG | -1.3572137906666 | 0.046175 | -29.3928 | 0 | 0 |
| t | 22.8242585256231 | 3.031676 | 7.5286 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999677367188303 |
| R-squared | 0.999354838468536 |
| Adjusted R-squared | 0.999330492750368 |
| F-TEST (value) | 41048.4846474652 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 106 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 429.319196042256 |
| Sum Squared Residuals | 19537387.0415792 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 33024 | 32070.7898740882 | 953.21012591181 |
| 2 | 32526 | 32057.039701527 | 468.960298472994 |
| 3 | 31455 | 30798.8866584117 | 656.113341588317 |
| 4 | 31524 | 31176.0525256848 | 347.94747431524 |
| 5 | 31856 | 31435.6050236641 | 420.394976335913 |
| 6 | 32696 | 32823.1480493243 | -127.148049324337 |
| 7 | 32584 | 32864.6274711883 | -280.627471188324 |
| 8 | 33498 | 33198.3788392018 | 299.621160798237 |
| 9 | 34175 | 34010.5528653446 | 164.447134655358 |
| 10 | 34172 | 34521.5511158768 | -349.551115876836 |
| 11 | 34379 | 34181.7530590179 | 197.246940982116 |
| 12 | 34988 | 34651.3613364077 | 336.638663592338 |
| 13 | 36158 | 36808.6155007803 | -650.615500780322 |
| 14 | 37411 | 37623.6719394855 | -212.671939485464 |
| 15 | 38015 | 37679.5785882742 | 335.421411725831 |
| 16 | 37577 | 37642.4763706141 | -65.4763706141166 |
| 17 | 36354 | 36393.6429905751 | -39.6429905751282 |
| 18 | 36030 | 36329.6685986821 | -299.668598682088 |
| 19 | 35636 | 35602.1452079869 | 33.8547920131406 |
| 20 | 35669 | 35949.5474361326 | -280.547436132575 |
| 21 | 34635 | 35017.8266760786 | -382.826676078603 |
| 22 | 35496 | 35611.9601128726 | -115.96011287261 |
| 23 | 36376 | 38083.8628206967 | -1707.86282069665 |
| 24 | 37635 | 37510.5066152531 | 124.493384746891 |
| 25 | 38875 | 38003.0044130571 | 871.995586942918 |
| 26 | 38372 | 38986.5500404833 | -614.550040483321 |
| 27 | 38897 | 38947.9820937353 | -50.9820937353079 |
| 28 | 38018 | 38603.2482554442 | -585.248255444208 |
| 29 | 37325 | 37988.8801456932 | -663.880145693237 |
| 30 | 36893 | 36977.3702609017 | -84.3702609017504 |
| 31 | 36117 | 35849.8713345109 | 267.128665489119 |
| 32 | 37599 | 37984.1076634104 | -385.10766341041 |
| 33 | 39037 | 39363.0841718232 | -326.084171823196 |
| 34 | 40809 | 41592.7372304336 | -783.737230433558 |
| 35 | 42508 | 43367.4339941127 | -859.433994112713 |
| 36 | 44021 | 44591.6318652923 | -570.631865292338 |
| 37 | 44088 | 44256.6487419008 | -168.64874190081 |
| 38 | 44510 | 44076.1419164338 | 433.858083566161 |
| 39 | 45786 | 45269.2204088755 | 516.779591124522 |
| 40 | 47349 | 47234.5700723092 | 114.429927690809 |
| 41 | 48696 | 48832.9676434395 | -136.967643439526 |
| 42 | 50598 | 50724.9400272822 | -126.940027282195 |
| 43 | 50066 | 49698.3355725551 | 367.664427444864 |
| 44 | 49367 | 48764.6817010854 | 602.318298914582 |
| 45 | 48784 | 48901.4817179168 | -117.481717916776 |
| 46 | 47841 | 48774.264423973 | -933.264423973018 |
| 47 | 48300 | 48141.9789629321 | 158.021037067863 |
| 48 | 47518 | 46734.2129040296 | 783.787095970417 |
| 49 | 46504 | 46247.2442113064 | 256.755788693552 |
| 50 | 45147 | 45183.762886201 | -36.7628862009958 |
| 51 | 44404 | 44242.7906592677 | 161.209340732273 |
| 52 | 43455 | 43151.9875270528 | 303.012472947232 |
| 53 | 42299 | 41904.3315992332 | 394.668400766769 |
| 54 | 42105 | 41606.680592391 | 498.319407609028 |
| 55 | 40152 | 39360.8793306364 | 791.120669363582 |
| 56 | 39519 | 40160.7214944008 | -641.721494400753 |
| 57 | 39633 | 39610.6894206713 | 22.3105793287444 |
| 58 | 39376 | 39508.6346169593 | -132.63461695925 |
| 59 | 38850 | 39410.1424985176 | -560.142498517628 |
| 60 | 39657 | 38958.4971937495 | 698.502806250501 |
| 61 | 34804 | 33958.0283450466 | 845.971654953362 |
| 62 | 34372 | 34077.9229703344 | 294.077029665575 |
| 63 | 32678 | 32102.4403804764 | 575.559619523602 |
| 64 | 28420 | 27836.8262635847 | 583.173736415253 |
| 65 | 25420 | 25121.3525242914 | 298.647475708564 |
| 66 | 27683 | 27825.5468247213 | -142.546824721299 |
| 67 | 29904 | 30030.8754483736 | -126.875448373585 |
| 68 | 30546 | 29934.224659633 | 611.775340366955 |
| 69 | 29142 | 29292.5663191245 | -150.566319124497 |
| 70 | 27724 | 27688.6641286827 | 35.3358713173421 |
| 71 | 27069 | 26840.5435728895 | 228.456427110545 |
| 72 | 26665 | 27081.3559148503 | -416.355914850303 |
| 73 | 26004 | 26379.0391371188 | -375.039137118803 |
| 74 | 25767 | 26194.1637015731 | -427.163701573144 |
| 75 | 24915 | 25168.641311076 | -253.641311075972 |
| 76 | 23689 | 23766.5282990176 | -77.5282990175749 |
| 77 | 20915 | 21355.0074577232 | -440.007457723182 |
| 78 | 19414 | 19484.0718072347 | -70.0718072346651 |
| 79 | 17824 | 17917.3564024146 | -93.3564024145704 |
| 80 | 16348 | 16986.9107267413 | -638.910726741301 |
| 81 | 15571 | 15148.9491399198 | 422.050860080183 |
| 82 | 13929 | 13932.5828661728 | -3.58286617280669 |
| 83 | 12480 | 12802.3610014445 | -322.361001444468 |
| 84 | 10837 | 10561.7419202249 | 275.258079775125 |
| 85 | 9473 | 9169.13164266455 | 303.868357335449 |
| 86 | 8051 | 7782.68568606419 | 268.314313935808 |
| 87 | 5278 | 5250.32283885996 | 27.6771611400401 |
| 88 | 3008 | 3000.13595417004 | 7.86404582995643 |
| 89 | 2404 | 2406.61235018266 | -2.6123501826577 |
| 90 | 2298 | 2620.21732905503 | -322.217329055027 |
| 91 | 2260 | 2277.63446240079 | -17.6344624007866 |
| 92 | 1938 | 2090.42689453036 | -152.42689453036 |
| 93 | 1371 | 1966.28892161873 | -595.288921618726 |
| 94 | 1009 | 1278.05974230588 | -269.059742305883 |
| 95 | 686 | 718.357821450235 | -32.3578214502351 |
| 96 | 493 | 521.35184877144 | -28.3518487714404 |
| 97 | 285 | 245.093306287828 | 39.9066937121722 |
| 98 | 192 | 139.44051933625 | 52.5594806637498 |
| 99 | 129 | 23.3158745870327 | 105.684125412967 |
| 100 | 60 | -71.8710694287905 | 131.871069428791 |
| 101 | 54 | -61.5637543029166 | 115.563754302917 |
| 102 | 26 | -84.6645602840976 | 110.664560284098 |
| 103 | 11 | -119.456972886871 | 130.456972886871 |
| 104 | 3 | -85.998605448632 | 88.998605448632 |
| 105 | 0 | -76.1701774650784 | 76.1701774650784 |
| 106 | 2 | -60.8026342348889 | 62.8026342348889 |
| 107 | 1 | -44.3424593099551 | 45.3424593099551 |
| 108 | 0 | -16.7348797550062 | 16.7348797550062 |
| 109 | 0 | 6.80105842793831 | -6.80105842793831 |
| 110 | 0 | 27.6225690295535 | -27.6225690295535 |
| 111 | 0 | 51.4482015171805 | -51.4482015171805 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.310108821158467 | 0.620217642316935 | 0.689891178841533 |
| 9 | 0.169951950142022 | 0.339903900284045 | 0.830048049857978 |
| 10 | 0.0871682420624375 | 0.174336484124875 | 0.912831757937563 |
| 11 | 0.0528134690042937 | 0.105626938008587 | 0.947186530995706 |
| 12 | 0.134670744590285 | 0.26934148918057 | 0.865329255409715 |
| 13 | 0.0926275257650905 | 0.185255051530181 | 0.907372474234909 |
| 14 | 0.149385765056659 | 0.298771530113318 | 0.850614234943341 |
| 15 | 0.236282265892803 | 0.472564531785607 | 0.763717734107197 |
| 16 | 0.197589922589546 | 0.395179845179092 | 0.802410077410454 |
| 17 | 0.175451746836882 | 0.350903493673764 | 0.824548253163118 |
| 18 | 0.122104167473086 | 0.244208334946172 | 0.877895832526914 |
| 19 | 0.0997897748615156 | 0.199579549723031 | 0.900210225138484 |
| 20 | 0.067908873562133 | 0.135817747124266 | 0.932091126437867 |
| 21 | 0.0780070180342242 | 0.156014036068448 | 0.921992981965776 |
| 22 | 0.0534455052779966 | 0.106891010555993 | 0.946554494722003 |
| 23 | 0.15825671956681 | 0.316513439133619 | 0.84174328043319 |
| 24 | 0.14557760339027 | 0.29115520678054 | 0.85442239660973 |
| 25 | 0.233047748128033 | 0.466095496256065 | 0.766952251871967 |
| 26 | 0.268591586924329 | 0.537183173848658 | 0.731408413075671 |
| 27 | 0.421625271576471 | 0.843250543152942 | 0.578374728423529 |
| 28 | 0.37458800434235 | 0.7491760086847 | 0.62541199565765 |
| 29 | 0.368009341889158 | 0.736018683778316 | 0.631990658110842 |
| 30 | 0.317184699814457 | 0.634369399628913 | 0.682815300185543 |
| 31 | 0.290685574891392 | 0.581371149782785 | 0.709314425108608 |
| 32 | 0.252950403274347 | 0.505900806548695 | 0.747049596725653 |
| 33 | 0.206148863288039 | 0.412297726576077 | 0.793851136711961 |
| 34 | 0.290934740453133 | 0.581869480906266 | 0.709065259546867 |
| 35 | 0.470655653914176 | 0.941311307828352 | 0.529344346085824 |
| 36 | 0.511914725948103 | 0.976170548103795 | 0.488085274051897 |
| 37 | 0.509325430062426 | 0.981349139875147 | 0.490674569937574 |
| 38 | 0.49370111565136 | 0.98740223130272 | 0.50629888434864 |
| 39 | 0.679042369958546 | 0.641915260082909 | 0.320957630041454 |
| 40 | 0.649035413449286 | 0.701929173101429 | 0.350964586550714 |
| 41 | 0.634496401981362 | 0.731007196037275 | 0.365503598018638 |
| 42 | 0.601175890969835 | 0.79764821806033 | 0.398824109030165 |
| 43 | 0.568441932302133 | 0.863116135395734 | 0.431558067697867 |
| 44 | 0.581841379937697 | 0.836317240124606 | 0.418158620062303 |
| 45 | 0.578079464794999 | 0.843841070410002 | 0.421920535205001 |
| 46 | 0.777556267032438 | 0.444887465935124 | 0.222443732967562 |
| 47 | 0.736140690447105 | 0.52771861910579 | 0.263859309552895 |
| 48 | 0.845911137103883 | 0.308177725792234 | 0.154088862896117 |
| 49 | 0.868092513017356 | 0.263814973965287 | 0.131907486982644 |
| 50 | 0.844619362018964 | 0.310761275962072 | 0.155380637981036 |
| 51 | 0.809350263084037 | 0.381299473831925 | 0.190649736915963 |
| 52 | 0.787149154572209 | 0.425701690855583 | 0.212850845427791 |
| 53 | 0.819094597705593 | 0.361810804588814 | 0.180905402294407 |
| 54 | 0.860104204627551 | 0.279791590744899 | 0.139895795372449 |
| 55 | 0.911497289813364 | 0.177005420373271 | 0.0885027101866357 |
| 56 | 0.939726639050983 | 0.120546721898034 | 0.0602733609490169 |
| 57 | 0.92688153239918 | 0.14623693520164 | 0.0731184676008202 |
| 58 | 0.926636673979166 | 0.146726652041667 | 0.0733633260208337 |
| 59 | 0.990691064839342 | 0.0186178703213154 | 0.00930893516065772 |
| 60 | 0.992380825683719 | 0.0152383486325628 | 0.0076191743162814 |
| 61 | 0.994182434036197 | 0.0116351319276061 | 0.00581756596380307 |
| 62 | 0.99127188651198 | 0.0174562269760388 | 0.00872811348801938 |
| 63 | 0.993479761896847 | 0.013040476206306 | 0.006520238103153 |
| 64 | 0.995823744809158 | 0.00835251038168375 | 0.00417625519084188 |
| 65 | 0.994728661599196 | 0.0105426768016083 | 0.00527133840080416 |
| 66 | 0.99792466325696 | 0.00415067348607847 | 0.00207533674303923 |
| 67 | 0.999662311247456 | 0.000675377505087329 | 0.000337688752543664 |
| 68 | 0.999984449781953 | 3.11004360932258e-05 | 1.55502180466129e-05 |
| 69 | 0.999985645343992 | 2.87093120169117e-05 | 1.43546560084559e-05 |
| 70 | 0.999994711175832 | 1.0577648336823e-05 | 5.2888241684115e-06 |
| 71 | 0.999999969265427 | 6.1469145022716e-08 | 3.0734572511358e-08 |
| 72 | 0.999999990975966 | 1.80480687349028e-08 | 9.02403436745142e-09 |
| 73 | 0.999999997910962 | 4.17807596978389e-09 | 2.08903798489194e-09 |
| 74 | 0.99999999908619 | 1.82761761520207e-09 | 9.13808807601037e-10 |
| 75 | 0.999999999621114 | 7.57771379206755e-10 | 3.78885689603377e-10 |
| 76 | 0.999999999999705 | 5.89073605579336e-13 | 2.94536802789668e-13 |
| 77 | 0.99999999999984 | 3.18496149342638e-13 | 1.59248074671319e-13 |
| 78 | 0.999999999999997 | 5.81188876886085e-15 | 2.90594438443042e-15 |
| 79 | 0.999999999999992 | 1.52183724001283e-14 | 7.60918620006413e-15 |
| 80 | 1 | 7.74753668222133e-17 | 3.87376834111067e-17 |
| 81 | 1 | 6.40319723692428e-17 | 3.20159861846214e-17 |
| 82 | 1 | 2.32933498179951e-16 | 1.16466749089975e-16 |
| 83 | 1 | 1.21216738274098e-15 | 6.0608369137049e-16 |
| 84 | 0.999999999999996 | 8.42737211842327e-15 | 4.21368605921163e-15 |
| 85 | 0.999999999999974 | 5.13141830531251e-14 | 2.56570915265626e-14 |
| 86 | 1 | 1.22072277235199e-15 | 6.10361386175995e-16 |
| 87 | 0.999999999999995 | 9.61019147277579e-15 | 4.80509573638789e-15 |
| 88 | 0.999999999999958 | 8.43896331677452e-14 | 4.21948165838726e-14 |
| 89 | 0.999999999999828 | 3.44390632207591e-13 | 1.72195316103796e-13 |
| 90 | 0.999999999998719 | 2.5623850499768e-12 | 1.2811925249884e-12 |
| 91 | 1 | 1.09519569867362e-19 | 5.47597849336812e-20 |
| 92 | 1 | 1.67388638593663e-18 | 8.36943192968315e-19 |
| 93 | 1 | 3.75392405123859e-17 | 1.87696202561929e-17 |
| 94 | 1 | 7.05921775433126e-16 | 3.52960887716563e-16 |
| 95 | 1 | 7.36526131175761e-20 | 3.6826306558788e-20 |
| 96 | 1 | 2.35585815915701e-20 | 1.1779290795785e-20 |
| 97 | 1 | 3.25030702888279e-18 | 1.62515351444139e-18 |
| 98 | 1 | 3.21219697408307e-16 | 1.60609848704153e-16 |
| 99 | 0.999999999999998 | 3.71777579133697e-15 | 1.85888789566848e-15 |
| 100 | 0.999999999999963 | 7.37083509111378e-14 | 3.68541754555689e-14 |
| 101 | 0.999999999991368 | 1.72644215605274e-11 | 8.6322107802637e-12 |
| 102 | 0.99999999999091 | 1.81793000131201e-11 | 9.08965000656007e-12 |
| 103 | 0.99999999383516 | 1.23296814358307e-08 | 6.16484071791537e-09 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 39 | 0.40625 | NOK |
| 5% type I error level | 45 | 0.46875 | NOK |
| 10% type I error level | 45 | 0.46875 | NOK |
