Multiple Linear Regression - Estimated Regression Equation |
PS[t] = + 7.46043060983696 + 0.328154021465217CM[t] -0.362736672389800D[t] + 0.186560236681879PE[t] + 0.0233844134026162PC[t] + 0.401270321441297O[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) | 7.46043060983696 | 2.248109 | 3.3185 | 0.001131 | 0.000565 |
CM | 0.328154021465217 | 0.055544 | 5.908 | 0 | 0 |
D | -0.362736672389800 | 0.107118 | -3.3863 | 9e-04 | 0.00045 |
PE | 0.186560236681879 | 0.10114 | 1.8446 | 0.067032 | 0.033516 |
PC | 0.0233844134026162 | 0.128621 | 0.1818 | 0.855973 | 0.427987 |
O | 0.401270321441297 | 0.071773 | 5.5908 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.605858798778077 |
R-squared | 0.367064884056814 |
Adjusted R-squared | 0.346380729941024 |
F-TEST (value) | 17.7461878306445 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 153 |
p-value | 7.54951656745106e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.40927289715423 |
Sum Squared Residuals | 1778.34067815237 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 25 | 22.3963921073236 | 2.60360789267640 |
2 | 30 | 24.2529863072522 | 5.74701369274785 |
3 | 22 | 20.5386282852832 | 1.46137171471678 |
4 | 22 | 23.1227812851809 | -1.12278128518093 |
5 | 25 | 22.5736026083869 | 2.42639739161312 |
6 | 23 | 19.4568594581893 | 3.54314054181066 |
7 | 17 | 18.7937770436835 | -1.79377704368349 |
8 | 21 | 21.6696775851730 | -0.669677585173036 |
9 | 19 | 23.3938848919955 | -4.39388489199547 |
10 | 15 | 23.2200335336539 | -8.22003353365394 |
11 | 16 | 17.0860954231925 | -1.08609542319246 |
12 | 22 | 21.0019432886847 | 0.998056711315265 |
13 | 23 | 24.0090508616482 | -1.00905086164818 |
14 | 23 | 21.5688381779423 | 1.4311618220577 |
15 | 19 | 22.4295524471459 | -3.42955244714589 |
16 | 23 | 22.4483525596049 | 0.551647440395089 |
17 | 25 | 23.3280787328681 | 1.67192126713187 |
18 | 22 | 21.5692258736674 | 0.430774126332575 |
19 | 26 | 23.2232169775374 | 2.77678302246258 |
20 | 29 | 22.7002038848751 | 6.29979611512492 |
21 | 32 | 25.1965595373823 | 6.8034404626177 |
22 | 25 | 21.5830794177202 | 3.4169205822798 |
23 | 28 | 26.0751635208601 | 1.92483647913991 |
24 | 25 | 23.4667094578832 | 1.53329054211676 |
25 | 25 | 22.1055221703104 | 2.89447782968955 |
26 | 18 | 21.4213727878477 | -3.42137278784772 |
27 | 25 | 25.0045460489836 | -0.00454604898358882 |
28 | 25 | 21.6915513577573 | 3.30844864224273 |
29 | 20 | 24.0575114630031 | -4.05751146300312 |
30 | 15 | 16.5269290283780 | -1.52692902837805 |
31 | 24 | 25.3394958960663 | -1.33949589606632 |
32 | 26 | 24.3125491844923 | 1.68745081550775 |
33 | 14 | 15.6462203516491 | -1.64622035164913 |
34 | 24 | 23.3536201567194 | 0.646379843280557 |
35 | 25 | 22.3044035896075 | 2.69559641039245 |
36 | 20 | 24.9772106374541 | -4.97721063745406 |
37 | 21 | 21.5026773832730 | -0.502677383272959 |
38 | 27 | 27.4823128306108 | -0.482312830610751 |
39 | 23 | 24.3803773473337 | -1.38037734733372 |
40 | 25 | 25.6982731831007 | -0.698273183100736 |
41 | 20 | 22.2330812773097 | -2.23308127730969 |
42 | 22 | 22.4516157406899 | -0.451615740689922 |
43 | 25 | 24.0521764435639 | 0.947823556436078 |
44 | 25 | 23.4230855798854 | 1.57691442011461 |
45 | 17 | 23.8630492300674 | -6.86304923006741 |
46 | 25 | 23.9709132955503 | 1.02908670444972 |
47 | 26 | 22.5238707218134 | 3.47612927818658 |
48 | 27 | 24.4361957884407 | 2.56380421155931 |
49 | 19 | 20.191563551002 | -1.19156355100200 |
50 | 22 | 22.0165688176436 | -0.0165688176435811 |
51 | 32 | 28.6372448399853 | 3.36275516001471 |
52 | 21 | 24.3266944626333 | -3.32669446263334 |
53 | 18 | 21.2889468496438 | -3.28894684964376 |
54 | 23 | 22.8395308141606 | 0.16046918583944 |
55 | 20 | 20.9576947616757 | -0.957694761675739 |
56 | 21 | 22.3255043730554 | -1.32550437305537 |
57 | 17 | 18.7741072251434 | -1.77410722514342 |
58 | 18 | 20.3006604066273 | -2.30066040662729 |
59 | 19 | 20.7496791060040 | -1.74967910600404 |
60 | 22 | 22.0682765809344 | -0.0682765809344132 |
61 | 14 | 18.8510893511519 | -4.8510893511519 |
62 | 18 | 26.6429142940773 | -8.64291429407725 |
63 | 35 | 23.5620327119435 | 11.4379672880565 |
64 | 29 | 19.2163246027188 | 9.78367539728123 |
65 | 21 | 21.9816944326307 | -0.981694432630688 |
66 | 25 | 20.4953208143283 | 4.50467918567167 |
67 | 26 | 23.2142002181326 | 2.78579978186737 |
68 | 17 | 16.8872223911238 | 0.112777608876169 |
69 | 25 | 20.0947136369743 | 4.90528636302571 |
70 | 20 | 20.7722734892362 | -0.772273489236228 |
71 | 22 | 21.0704752877172 | 0.929524712282784 |
72 | 24 | 22.7056739110488 | 1.29432608895116 |
73 | 21 | 22.9951676639565 | -1.99516766395646 |
74 | 26 | 25.482195851486 | 0.517804148514024 |
75 | 24 | 20.5950930960205 | 3.40490690397949 |
76 | 16 | 20.2987397994430 | -4.29873979944297 |
77 | 18 | 20.8107987510593 | -2.81079875105926 |
78 | 19 | 19.0560620045677 | -0.0560620045676748 |
79 | 21 | 16.8666199037581 | 4.13338009624188 |
80 | 22 | 18.5260173770404 | 3.47398262295963 |
81 | 23 | 19.7340241912749 | 3.26597580872509 |
82 | 29 | 24.8124059410788 | 4.18759405892122 |
83 | 21 | 19.2156508743754 | 1.78434912562461 |
84 | 23 | 21.8927879622684 | 1.10721203773160 |
85 | 27 | 22.9960672725990 | 4.00393272740102 |
86 | 25 | 25.3746950753506 | -0.374695075350648 |
87 | 21 | 21.0001409137780 | -0.000140913778044122 |
88 | 10 | 17.1119616413152 | -7.1119616413152 |
89 | 20 | 22.6490195793518 | -2.64901957935177 |
90 | 26 | 22.5749237282455 | 3.42507627175453 |
91 | 24 | 23.6474832613484 | 0.352516738651611 |
92 | 29 | 31.6584752151628 | -2.65847521516283 |
93 | 19 | 18.9825826818211 | 0.0174173181788753 |
94 | 24 | 22.0940161795511 | 1.90598382044894 |
95 | 19 | 20.7666852307848 | -1.76668523078483 |
96 | 22 | 21.8244370969672 | 0.175562903032759 |
97 | 17 | 23.7736200572454 | -6.77362005724542 |
98 | 24 | 23.0236176333508 | 0.976382366649221 |
99 | 19 | 20.2962579947228 | -1.29625799472284 |
100 | 19 | 22.8153403514384 | -3.81534035143841 |
101 | 23 | 19.4598225179576 | 3.54017748204243 |
102 | 27 | 24.0748423820553 | 2.92515761794465 |
103 | 14 | 16.535329320714 | -2.53532932071400 |
104 | 22 | 24.0873202920243 | -2.08732029202431 |
105 | 21 | 24.4545998179461 | -3.45459981794611 |
106 | 18 | 23.8367869289911 | -5.83678692899107 |
107 | 20 | 23.1800605324662 | -3.18006053246622 |
108 | 19 | 23.3532655211774 | -4.35326552117744 |
109 | 24 | 23.839829931247 | 0.160170068753001 |
110 | 25 | 25.1649483334544 | -0.164948333454413 |
111 | 29 | 24.4099495065135 | 4.59005049348653 |
112 | 28 | 24.9467056041625 | 3.05329439583751 |
113 | 17 | 17.1062381095522 | -0.106238109552167 |
114 | 29 | 22.9430722049405 | 6.05692779505950 |
115 | 26 | 27.5286218564100 | -1.52862185640998 |
116 | 14 | 19.5469105942641 | -5.54691059426405 |
117 | 26 | 21.6780393824329 | 4.32196061756713 |
118 | 20 | 20.3008968098917 | -0.300896809891660 |
119 | 32 | 24.6610362298757 | 7.33896377012431 |
120 | 23 | 20.8454749613068 | 2.15452503869318 |
121 | 21 | 22.1588588066973 | -1.15885880669729 |
122 | 30 | 26.7173902089880 | 3.28260979101198 |
123 | 24 | 21.7172524612978 | 2.28274753870219 |
124 | 22 | 21.4941504714309 | 0.505849528569086 |
125 | 24 | 22.255359520076 | 1.74464047992401 |
126 | 24 | 22.9203756085798 | 1.07962439142021 |
127 | 24 | 19.9850555838132 | 4.01494441618681 |
128 | 19 | 18.5129061642547 | 0.487093835745272 |
129 | 31 | 26.8208676764294 | 4.17913232357062 |
130 | 22 | 26.6010375214530 | -4.60103752145304 |
131 | 27 | 21.4697621005205 | 5.5302378994795 |
132 | 19 | 17.7359069452234 | 1.26409305477656 |
133 | 21 | 19.2454670687402 | 1.75453293125985 |
134 | 23 | 23.0320339448358 | -0.0320339448358385 |
135 | 19 | 21.4391304477228 | -2.43913044772283 |
136 | 19 | 22.3733623294629 | -3.37336232946291 |
137 | 20 | 23.1407040596382 | -3.14070405963825 |
138 | 23 | 20.8073842775135 | 2.19261572248651 |
139 | 17 | 20.8970807780462 | -3.8970807780462 |
140 | 17 | 23.3435280898338 | -6.3435280898338 |
141 | 17 | 19.7459731472925 | -2.74597314729248 |
142 | 21 | 23.5510323826098 | -2.55103238260975 |
143 | 21 | 24.6834795872242 | -3.6834795872242 |
144 | 18 | 21.259817450436 | -3.25981745043600 |
145 | 19 | 20.6492902959521 | -1.64929029595212 |
146 | 20 | 23.8525057494042 | -3.85250574940422 |
147 | 15 | 18.7664416321540 | -3.76644163215395 |
148 | 24 | 21.4114487878798 | 2.58855121212023 |
149 | 20 | 18.4924302963951 | 1.50756970360488 |
150 | 22 | 23.2253187184531 | -1.22531871845307 |
151 | 13 | 16.8359413686559 | -3.83594136865588 |
152 | 19 | 18.1285543931859 | 0.87144560681412 |
153 | 21 | 22.6212243668162 | -1.62122436681623 |
154 | 23 | 22.3765319512249 | 0.623468048775058 |
155 | 16 | 22.3793138772619 | -6.37931387726185 |
156 | 26 | 24.0698543662375 | 1.93014563376249 |
157 | 21 | 22.2168258710245 | -1.21682587102449 |
158 | 21 | 19.9639464131369 | 1.03605358686310 |
159 | 24 | 23.4401554227186 | 0.559844577281409 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.506439199736594 | 0.987121600526811 | 0.493560800263406 |
10 | 0.93633645529851 | 0.12732708940298 | 0.06366354470149 |
11 | 0.908535979716326 | 0.182928040567347 | 0.0914640202836736 |
12 | 0.854525667551111 | 0.290948664897778 | 0.145474332448889 |
13 | 0.842415492086984 | 0.315169015826033 | 0.157584507913017 |
14 | 0.827805382231537 | 0.344389235536925 | 0.172194617768463 |
15 | 0.784439940084585 | 0.431120119830830 | 0.215560059915415 |
16 | 0.70966123888635 | 0.5806775222273 | 0.29033876111365 |
17 | 0.629705021753236 | 0.740589956493529 | 0.370294978246764 |
18 | 0.553082585143285 | 0.89383482971343 | 0.446917414856715 |
19 | 0.567971544556787 | 0.864056910886426 | 0.432028455443213 |
20 | 0.662467149098071 | 0.675065701803858 | 0.337532850901929 |
21 | 0.784544940097765 | 0.43091011980447 | 0.215455059902235 |
22 | 0.748674012175588 | 0.502651975648824 | 0.251325987824412 |
23 | 0.693387675160917 | 0.613224649678166 | 0.306612324839083 |
24 | 0.630271907570331 | 0.739456184859338 | 0.369728092429669 |
25 | 0.573643225762806 | 0.852713548474388 | 0.426356774237194 |
26 | 0.582264339721206 | 0.835471320557589 | 0.417735660278794 |
27 | 0.520235246852922 | 0.959529506294156 | 0.479764753147078 |
28 | 0.475042407589305 | 0.95008481517861 | 0.524957592410695 |
29 | 0.525856787010323 | 0.948286425979354 | 0.474143212989677 |
30 | 0.475697242773402 | 0.951394485546804 | 0.524302757226598 |
31 | 0.421899701952758 | 0.843799403905515 | 0.578100298047242 |
32 | 0.373852662177031 | 0.747705324354061 | 0.626147337822969 |
33 | 0.326233396471957 | 0.652466792943915 | 0.673766603528043 |
34 | 0.274583951727089 | 0.549167903454179 | 0.725416048272911 |
35 | 0.262553984708062 | 0.525107969416123 | 0.737446015291938 |
36 | 0.363263882729539 | 0.726527765459078 | 0.636736117270461 |
37 | 0.310063507666197 | 0.620127015332393 | 0.689936492333803 |
38 | 0.26649688885988 | 0.53299377771976 | 0.73350311114012 |
39 | 0.236200906383035 | 0.472401812766071 | 0.763799093616965 |
40 | 0.210261768908630 | 0.420523537817261 | 0.78973823109137 |
41 | 0.186829621190844 | 0.373659242381689 | 0.813170378809156 |
42 | 0.152941622538556 | 0.305883245077112 | 0.847058377461444 |
43 | 0.123826446189900 | 0.247652892379799 | 0.8761735538101 |
44 | 0.105974823767511 | 0.211949647535021 | 0.894025176232489 |
45 | 0.205933254620194 | 0.411866509240387 | 0.794066745379806 |
46 | 0.171241399051658 | 0.342482798103317 | 0.828758600948342 |
47 | 0.168416911312397 | 0.336833822624793 | 0.831583088687603 |
48 | 0.166270970497946 | 0.332541940995892 | 0.833729029502054 |
49 | 0.137252620391451 | 0.274505240782903 | 0.862747379608549 |
50 | 0.115014333794703 | 0.230028667589407 | 0.884985666205297 |
51 | 0.104982094994893 | 0.209964189989785 | 0.895017905005107 |
52 | 0.112973157404932 | 0.225946314809863 | 0.887026842595068 |
53 | 0.112059255487047 | 0.224118510974093 | 0.887940744512953 |
54 | 0.089540734525989 | 0.179081469051978 | 0.910459265474011 |
55 | 0.0755826106327876 | 0.151165221265575 | 0.924417389367213 |
56 | 0.0614806463201382 | 0.122961292640276 | 0.938519353679862 |
57 | 0.0503290996292948 | 0.100658199258590 | 0.949670900370705 |
58 | 0.041389857006084 | 0.082779714012168 | 0.958610142993916 |
59 | 0.032856176721113 | 0.065712353442226 | 0.967143823278887 |
60 | 0.0246912745305173 | 0.0493825490610346 | 0.975308725469483 |
61 | 0.0328878970602738 | 0.0657757941205476 | 0.967112102939726 |
62 | 0.119386310288225 | 0.238772620576449 | 0.880613689711775 |
63 | 0.557620418422127 | 0.884759163155745 | 0.442379581577873 |
64 | 0.859899826892168 | 0.280200346215665 | 0.140100173107832 |
65 | 0.837479466095316 | 0.325041067809368 | 0.162520533904684 |
66 | 0.852411737455965 | 0.29517652508807 | 0.147588262544035 |
67 | 0.857544857689829 | 0.284910284620341 | 0.142455142310171 |
68 | 0.82966002997931 | 0.34067994004138 | 0.17033997002069 |
69 | 0.86014793920251 | 0.27970412159498 | 0.13985206079749 |
70 | 0.83427164366201 | 0.331456712675981 | 0.165728356337990 |
71 | 0.806409644806198 | 0.387180710387604 | 0.193590355193802 |
72 | 0.77809590518025 | 0.4438081896395 | 0.22190409481975 |
73 | 0.756328504926041 | 0.487342990147918 | 0.243671495073959 |
74 | 0.722434339938244 | 0.555131320123513 | 0.277565660061756 |
75 | 0.721957488183598 | 0.556085023632804 | 0.278042511816402 |
76 | 0.744552752075792 | 0.510894495848415 | 0.255447247924208 |
77 | 0.729653789086687 | 0.540692421826625 | 0.270346210913313 |
78 | 0.68994990422276 | 0.620100191554479 | 0.310050095777239 |
79 | 0.710364447077719 | 0.579271105844562 | 0.289635552922281 |
80 | 0.710791816678328 | 0.578416366643344 | 0.289208183321672 |
81 | 0.712929077592608 | 0.574141844814783 | 0.287070922407392 |
82 | 0.737599300606628 | 0.524801398786744 | 0.262400699393372 |
83 | 0.75071709147526 | 0.498565817049479 | 0.249282908524740 |
84 | 0.725424275345623 | 0.549151449308754 | 0.274575724654377 |
85 | 0.746909951227742 | 0.506180097544516 | 0.253090048772258 |
86 | 0.71339330970742 | 0.573213380585161 | 0.286606690292581 |
87 | 0.672749571506787 | 0.654500856986427 | 0.327250428493213 |
88 | 0.779384724836279 | 0.441230550327442 | 0.220615275163721 |
89 | 0.761058780953691 | 0.477882438092618 | 0.238941219046309 |
90 | 0.762950204542883 | 0.474099590914235 | 0.237049795457117 |
91 | 0.73235236311215 | 0.535295273775699 | 0.267647636887850 |
92 | 0.712960786772182 | 0.574078426455636 | 0.287039213227818 |
93 | 0.679817472573617 | 0.640365054852766 | 0.320182527426383 |
94 | 0.678536658923611 | 0.642926682152778 | 0.321463341076389 |
95 | 0.642908456296061 | 0.714183087407878 | 0.357091543703939 |
96 | 0.604319990649932 | 0.791360018700137 | 0.395680009350068 |
97 | 0.686134824944723 | 0.627730350110554 | 0.313865175055277 |
98 | 0.6455874276982 | 0.708825144603601 | 0.354412572301801 |
99 | 0.60512367410866 | 0.789752651782681 | 0.394876325891341 |
100 | 0.608250690470183 | 0.783498619059633 | 0.391749309529817 |
101 | 0.617738740328356 | 0.764522519343289 | 0.382261259671644 |
102 | 0.6138406618856 | 0.772318676228801 | 0.386159338114401 |
103 | 0.58141694031023 | 0.837166119379539 | 0.418583059689769 |
104 | 0.543216005853051 | 0.913567988293898 | 0.456783994146949 |
105 | 0.526543473817989 | 0.946913052364022 | 0.473456526182011 |
106 | 0.636613009032417 | 0.726773981935167 | 0.363386990967583 |
107 | 0.632953778225708 | 0.734092443548583 | 0.367046221774292 |
108 | 0.66000822532833 | 0.67998354934334 | 0.33999177467167 |
109 | 0.614947631517613 | 0.770104736964775 | 0.385052368482387 |
110 | 0.568904113350495 | 0.86219177329901 | 0.431095886649505 |
111 | 0.592877427557384 | 0.814245144885232 | 0.407122572442616 |
112 | 0.579490284677843 | 0.841019430644314 | 0.420509715322157 |
113 | 0.53363254226465 | 0.9327349154707 | 0.46636745773535 |
114 | 0.666629017622272 | 0.666741964755456 | 0.333370982377728 |
115 | 0.621539794256840 | 0.756920411486319 | 0.378460205743160 |
116 | 0.661404604776065 | 0.67719079044787 | 0.338595395223935 |
117 | 0.6867856425089 | 0.6264287149822 | 0.3132143574911 |
118 | 0.636726105772641 | 0.726547788454719 | 0.363273894227359 |
119 | 0.863281110854458 | 0.273437778291083 | 0.136718889145542 |
120 | 0.875097118177959 | 0.249805763644082 | 0.124902881822041 |
121 | 0.847021742021776 | 0.305956515956447 | 0.152978257978224 |
122 | 0.844626004080809 | 0.310747991838382 | 0.155373995919191 |
123 | 0.843575696648866 | 0.312848606702269 | 0.156424303351134 |
124 | 0.805300048623895 | 0.389399902752210 | 0.194699951376105 |
125 | 0.772734832620398 | 0.454530334759204 | 0.227265167379602 |
126 | 0.75256069329912 | 0.494878613401762 | 0.247439306700881 |
127 | 0.76893147398216 | 0.462137052035681 | 0.231068526017841 |
128 | 0.71850912039552 | 0.562981759208961 | 0.281490879604480 |
129 | 0.891264503505985 | 0.217470992988031 | 0.108735496494016 |
130 | 0.86722768904831 | 0.265544621903381 | 0.132772310951690 |
131 | 0.96322862231644 | 0.0735427553671223 | 0.0367713776835611 |
132 | 0.94632259978747 | 0.107354800425059 | 0.0536774002125297 |
133 | 0.93214686439889 | 0.135706271202221 | 0.0678531356011107 |
134 | 0.908165044086528 | 0.183669911826945 | 0.0918349559134725 |
135 | 0.878403344640567 | 0.243193310718867 | 0.121596655359433 |
136 | 0.84202875573458 | 0.315942488530842 | 0.157971244265421 |
137 | 0.795697047350653 | 0.408605905298695 | 0.204302952649347 |
138 | 0.76622768251373 | 0.467544634972541 | 0.233772317486270 |
139 | 0.73539740025374 | 0.52920519949252 | 0.26460259974626 |
140 | 0.801208067771503 | 0.397583864456993 | 0.198791932228497 |
141 | 0.743723457584673 | 0.512553084830654 | 0.256276542415327 |
142 | 0.685977098826686 | 0.628045802346628 | 0.314022901173314 |
143 | 0.658404018384371 | 0.683191963231259 | 0.341595981615629 |
144 | 0.595459932849199 | 0.809080134301603 | 0.404540067150801 |
145 | 0.493151227948234 | 0.986302455896467 | 0.506848772051766 |
146 | 0.576328324530136 | 0.847343350939727 | 0.423671675469864 |
147 | 0.524400553377452 | 0.951198893245096 | 0.475599446622548 |
148 | 0.562706038221604 | 0.874587923556792 | 0.437293961778396 |
149 | 0.62189911068965 | 0.7562017786207 | 0.37810088931035 |
150 | 0.482294617312521 | 0.964589234625043 | 0.517705382687479 |
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 | 1 | 0.00704225352112676 | OK |
10% type I error level | 5 | 0.0352112676056338 | OK |