Multiple Linear Regression - Estimated Regression Equation |
PC[t] = + 2.18714234745473 + 0.271235107786439G[t] + 0.0434255996311816CM[t] + 0.103582456740996DA[t] + 0.424577505469688PE[t] + 0.00930133630698559PS[t] -0.0953227133970643O[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) | 2.18714234745473 | 1.557532 | 1.4042 | 0.162289 | 0.081144 |
G | 0.271235107786439 | 0.354958 | 0.7641 | 0.445973 | 0.222986 |
CM | 0.0434255996311816 | 0.038583 | 1.1255 | 0.262141 | 0.13107 |
DA | 0.103582456740996 | 0.069828 | 1.4834 | 0.140041 | 0.070021 |
PE | 0.424577505469688 | 0.054873 | 7.7375 | 0 | 0 |
PS | 0.00930133630698559 | 0.050874 | 0.1828 | 0.855175 | 0.427587 |
O | -0.0953227133970643 | 0.048963 | -1.9468 | 0.053398 | 0.026699 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.629003287475925 |
R-squared | 0.395645135655521 |
Adjusted R-squared | 0.371789022589291 |
F-TEST (value) | 16.5846437161464 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 1.16573417585641e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.14560706281333 |
Sum Squared Residuals | 699.751709535158 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12 | 7.63717543176037 | 4.36282456823963 |
2 | 8 | 5.96681311578807 | 2.03318688421193 |
3 | 8 | 9.20313234447133 | -1.20313234447133 |
4 | 8 | 6.71310576589152 | 1.28689423410848 |
5 | 9 | 7.82836092016256 | 1.17163907983744 |
6 | 7 | 6.99544750041155 | 0.00455249958845472 |
7 | 4 | 7.1537672559758 | -3.15376725597579 |
8 | 11 | 7.44633549516635 | 3.55366450483365 |
9 | 7 | 8.3245457523644 | -1.32454575236441 |
10 | 7 | 7.93902257953468 | -0.939022579534683 |
11 | 12 | 8.63680352927011 | 3.36319647072989 |
12 | 10 | 10.5295266690556 | -0.529526669055582 |
13 | 10 | 6.99859881072225 | 3.00140118927775 |
14 | 8 | 7.71901857193351 | 0.280981428066488 |
15 | 8 | 7.30758718213811 | 0.692412817861892 |
16 | 4 | 7.34457716499546 | -3.34457716499546 |
17 | 9 | 6.42192983820453 | 2.57807016179547 |
18 | 8 | 7.8663549191229 | 0.133645080877108 |
19 | 7 | 9.2902509720016 | -2.29025097200160 |
20 | 11 | 11.0512546060723 | -0.0512546060722585 |
21 | 9 | 8.0671118102869 | 0.932888189713102 |
22 | 11 | 11.7946711513035 | -0.794671151303512 |
23 | 13 | 8.6928257510214 | 4.30717424897861 |
24 | 8 | 7.74673724605832 | 0.253262753941680 |
25 | 8 | 6.61021418357305 | 1.38978581642695 |
26 | 9 | 8.54793000663092 | 0.452069993369076 |
27 | 6 | 8.57258242672418 | -2.57258242672418 |
28 | 9 | 7.98228010536051 | 1.01771989463949 |
29 | 9 | 9.44126761633275 | -0.441267616332747 |
30 | 6 | 7.66056932136737 | -1.66056932136737 |
31 | 6 | 6.09702378997289 | -0.0970237899728896 |
32 | 16 | 10.7978214747831 | 5.20217852521689 |
33 | 5 | 11.1944101877991 | -6.19441018779909 |
34 | 7 | 7.6534172002683 | -0.6534172002683 |
35 | 9 | 9.5774287789612 | -0.577428778961205 |
36 | 6 | 7.11786170510102 | -1.11786170510102 |
37 | 6 | 7.01536453830849 | -1.01536453830849 |
38 | 5 | 7.83618264642206 | -2.83618264642206 |
39 | 12 | 11.1679540524319 | 0.832045947568065 |
40 | 7 | 7.95925333731902 | -0.95925333731902 |
41 | 10 | 10.1924226794435 | -0.192422679443459 |
42 | 9 | 8.60141394170036 | 0.398586058299643 |
43 | 8 | 9.15425797860542 | -1.15425797860542 |
44 | 5 | 8.96220584669739 | -3.96220584669739 |
45 | 8 | 6.92913651360722 | 1.07086348639278 |
46 | 8 | 7.09729748976695 | 0.902702510233046 |
47 | 10 | 8.87204295859701 | 1.12795704140299 |
48 | 6 | 7.44390693475173 | -1.44390693475173 |
49 | 8 | 8.15982058492025 | -0.159820584920248 |
50 | 7 | 10.3558946604533 | -3.35589466045328 |
51 | 4 | 5.56507060217383 | -1.56507060217383 |
52 | 8 | 7.17479336582481 | 0.82520663417519 |
53 | 8 | 6.97463483193293 | 1.02536516806707 |
54 | 4 | 4.99061056248646 | -0.990610562486462 |
55 | 20 | 13.0653998513830 | 6.93460014861699 |
56 | 8 | 7.75905353956032 | 0.24094646043968 |
57 | 8 | 7.4838518702207 | 0.516148129779295 |
58 | 6 | 8.36672486389353 | -2.36672486389353 |
59 | 4 | 4.21219780992602 | -0.212197809926016 |
60 | 8 | 9.0158706740298 | -1.01587067402980 |
61 | 9 | 7.06394906171752 | 1.93605093828248 |
62 | 6 | 7.86113413585 | -1.86113413585000 |
63 | 7 | 8.2959696097375 | -1.29596960973749 |
64 | 9 | 6.18995228761744 | 2.81004771238256 |
65 | 5 | 6.8543486686162 | -1.85434866861620 |
66 | 5 | 6.1069844415282 | -1.10698444152820 |
67 | 8 | 7.49170264291291 | 0.508297357087091 |
68 | 8 | 7.98457262895879 | 0.0154273710412133 |
69 | 6 | 6.50644750694419 | -0.506447506944187 |
70 | 8 | 6.98611460493036 | 1.01388539506964 |
71 | 7 | 7.68681099588277 | -0.686810995882772 |
72 | 7 | 6.31104427023043 | 0.688955729769571 |
73 | 9 | 9.10603077664227 | -0.106030776642275 |
74 | 11 | 10.9353601210429 | 0.0646398789570511 |
75 | 6 | 8.7378133111142 | -2.73781331111420 |
76 | 8 | 8.04340573239236 | -0.0434057323923593 |
77 | 6 | 8.07606755123295 | -2.07606755123295 |
78 | 9 | 8.74550898997414 | 0.254491010025857 |
79 | 8 | 6.22180043036825 | 1.77819956963175 |
80 | 6 | 8.46864255311038 | -2.46864255311038 |
81 | 10 | 8.08564835819214 | 1.91435164180786 |
82 | 8 | 6.21161771811006 | 1.78838228188994 |
83 | 8 | 8.48367290237763 | -0.483672902377627 |
84 | 10 | 8.89357747545287 | 1.10642252454713 |
85 | 5 | 6.17818792078822 | -1.17818792078822 |
86 | 7 | 9.47247887155855 | -2.47247887155855 |
87 | 5 | 7.03058179752459 | -2.03058179752459 |
88 | 8 | 6.10192054764227 | 1.89807945235773 |
89 | 14 | 10.1357953066608 | 3.86420469333915 |
90 | 7 | 7.84179932494668 | -0.841799324946676 |
91 | 8 | 9.12329522007711 | -1.12329522007712 |
92 | 6 | 4.96738115510509 | 1.03261884489491 |
93 | 5 | 6.35072703959093 | -1.35072703959094 |
94 | 6 | 9.38763803518128 | -3.38763803518128 |
95 | 10 | 6.77890842758155 | 3.22109157241845 |
96 | 12 | 11.8470105473675 | 0.152989452632491 |
97 | 9 | 9.4894707635459 | -0.489470763545893 |
98 | 12 | 11.1714730695276 | 0.828526930472448 |
99 | 7 | 7.47628309672623 | -0.476283096726228 |
100 | 8 | 8.32536528462458 | -0.325365284624586 |
101 | 10 | 9.34504225772238 | 0.65495774227762 |
102 | 6 | 7.1047171210265 | -1.10471712102649 |
103 | 10 | 11.2582025820310 | -1.25820258203096 |
104 | 10 | 8.535588852287 | 1.46441114771299 |
105 | 10 | 7.27057634671014 | 2.72942365328986 |
106 | 5 | 8.39280641682401 | -3.39280641682401 |
107 | 7 | 7.26292278968291 | -0.262922789682914 |
108 | 10 | 8.6992262170412 | 1.30077378295880 |
109 | 11 | 9.5656868398553 | 1.43431316014469 |
110 | 6 | 8.15067528003433 | -2.15067528003433 |
111 | 7 | 7.53682223155077 | -0.536822231550766 |
112 | 12 | 9.44710802613986 | 2.55289197386014 |
113 | 11 | 6.60818516186395 | 4.39181483813605 |
114 | 11 | 10.6165503846565 | 0.383449615343534 |
115 | 11 | 5.21587408868182 | 5.78412591131818 |
116 | 5 | 7.40893721529114 | -2.40893721529114 |
117 | 8 | 10.2920267095665 | -2.29202670956647 |
118 | 6 | 6.80334750173133 | -0.803347501731331 |
119 | 9 | 9.55095380745055 | -0.55095380745055 |
120 | 4 | 7.01587372138867 | -3.01587372138867 |
121 | 4 | 6.24513956401685 | -2.24513956401685 |
122 | 7 | 8.20486735051709 | -1.20486735051709 |
123 | 11 | 9.5006170789936 | 1.49938292100640 |
124 | 6 | 4.56008013545453 | 1.43991986454547 |
125 | 7 | 6.8166256895036 | 0.183374310496400 |
126 | 8 | 9.9582548271011 | -1.95825482710111 |
127 | 4 | 6.10108043555788 | -2.10108043555788 |
128 | 8 | 7.15272566301274 | 0.847274336987257 |
129 | 9 | 8.20812051449749 | 0.791879485502509 |
130 | 8 | 8.14193121445213 | -0.141931214452128 |
131 | 11 | 8.58007847260456 | 2.41992152739544 |
132 | 8 | 7.32740362521871 | 0.672596374781288 |
133 | 5 | 6.80598261433022 | -1.80598261433022 |
134 | 4 | 5.7780458978885 | -1.77804589788849 |
135 | 8 | 7.45746865332149 | 0.542531346678513 |
136 | 10 | 11.8415352497112 | -1.84153524971125 |
137 | 6 | 7.95181137376308 | -1.95181137376308 |
138 | 9 | 8.9586680888852 | 0.0413319111148046 |
139 | 9 | 7.29902041723907 | 1.70097958276093 |
140 | 13 | 8.90126645598052 | 4.09873354401948 |
141 | 9 | 7.91191013527952 | 1.08808986472048 |
142 | 10 | 9.8166716730675 | 0.183328326932507 |
143 | 20 | 14.3827073005120 | 5.61729269948796 |
144 | 5 | 6.07491248560233 | -1.07491248560233 |
145 | 11 | 10.0515356184389 | 0.94846438156112 |
146 | 6 | 8.28001777911344 | -2.28001777911344 |
147 | 9 | 10.6472677083783 | -1.64726770837831 |
148 | 7 | 7.21835791320574 | -0.218357913205743 |
149 | 9 | 8.03417731455331 | 0.965822685446687 |
150 | 10 | 8.46605783582919 | 1.53394216417081 |
151 | 9 | 7.13828936225099 | 1.86171063774901 |
152 | 8 | 10.3315756979097 | -2.33157569790975 |
153 | 7 | 11.6694649446282 | -4.66946494462819 |
154 | 6 | 9.59415577122615 | -3.59415577122615 |
155 | 13 | 11.5458594926223 | 1.45414050737768 |
156 | 6 | 8.09454584702697 | -2.09454584702698 |
157 | 8 | 8.00152325707931 | -0.00152325707931311 |
158 | 10 | 9.50773997861014 | 0.492260021389862 |
159 | 16 | 12.0517665126517 | 3.94823348734829 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.94250431304707 | 0.114991373905860 | 0.0574956869529299 |
11 | 0.919793803402653 | 0.160412393194694 | 0.0802061965973471 |
12 | 0.870468796957183 | 0.259062406085634 | 0.129531203042817 |
13 | 0.841412234225302 | 0.317175531549396 | 0.158587765774698 |
14 | 0.766337449290304 | 0.467325101419392 | 0.233662550709696 |
15 | 0.679101653624742 | 0.641796692750515 | 0.320898346375258 |
16 | 0.736923128163878 | 0.526153743672244 | 0.263076871836122 |
17 | 0.665971797196864 | 0.668056405606272 | 0.334028202803136 |
18 | 0.582330828795302 | 0.835338342409397 | 0.417669171204698 |
19 | 0.550038127918413 | 0.899923744163174 | 0.449961872081587 |
20 | 0.470866708282323 | 0.941733416564646 | 0.529133291717677 |
21 | 0.455708802781009 | 0.911417605562019 | 0.54429119721899 |
22 | 0.386166237965586 | 0.772332475931172 | 0.613833762034414 |
23 | 0.610268526327807 | 0.779462947344386 | 0.389731473672193 |
24 | 0.627403777157401 | 0.745192445685197 | 0.372596222842598 |
25 | 0.562291485262484 | 0.875417029475032 | 0.437708514737516 |
26 | 0.511345033630784 | 0.977309932738432 | 0.488654966369216 |
27 | 0.513507748190594 | 0.972984503618812 | 0.486492251809406 |
28 | 0.448709328195629 | 0.897418656391258 | 0.551290671804371 |
29 | 0.384107980469323 | 0.768215960938646 | 0.615892019530677 |
30 | 0.357004414983787 | 0.714008829967574 | 0.642995585016213 |
31 | 0.330228078213229 | 0.660456156426459 | 0.669771921786771 |
32 | 0.645461557161976 | 0.709076885676047 | 0.354538442838024 |
33 | 0.863988049381961 | 0.272023901236078 | 0.136011950618039 |
34 | 0.834504033632203 | 0.330991932735594 | 0.165495966367797 |
35 | 0.798676231383104 | 0.402647537233792 | 0.201323768616896 |
36 | 0.802440190768912 | 0.395119618462176 | 0.197559809231088 |
37 | 0.765940025101546 | 0.468119949796909 | 0.234059974898454 |
38 | 0.857247537950657 | 0.285504924098686 | 0.142752462049343 |
39 | 0.840136538984043 | 0.319726922031913 | 0.159863461015957 |
40 | 0.807019124736379 | 0.385961750527242 | 0.192980875263621 |
41 | 0.767351918572328 | 0.465296162855344 | 0.232648081427672 |
42 | 0.727386158443687 | 0.545227683112626 | 0.272613841556313 |
43 | 0.699844443642941 | 0.600311112714117 | 0.300155556357059 |
44 | 0.75820253044595 | 0.48359493910810 | 0.24179746955405 |
45 | 0.724380670391426 | 0.551238659217148 | 0.275619329608574 |
46 | 0.680847103105915 | 0.638305793788169 | 0.319152896894085 |
47 | 0.638836900674043 | 0.722326198651915 | 0.361163099325957 |
48 | 0.616030480919364 | 0.767939038161271 | 0.383969519080636 |
49 | 0.567966181448081 | 0.864067637103838 | 0.432033818551919 |
50 | 0.598311732470669 | 0.803376535058662 | 0.401688267529331 |
51 | 0.62443121087191 | 0.75113757825618 | 0.37556878912809 |
52 | 0.580632285757079 | 0.838735428485843 | 0.419367714242921 |
53 | 0.535967246965057 | 0.928065506069886 | 0.464032753034943 |
54 | 0.510686459369264 | 0.978627081261472 | 0.489313540630736 |
55 | 0.921643430722808 | 0.156713138554385 | 0.0783565692771924 |
56 | 0.90281122137944 | 0.194377557241119 | 0.0971887786205594 |
57 | 0.881130676019749 | 0.237738647960503 | 0.118869323980251 |
58 | 0.883422535611673 | 0.233154928776655 | 0.116577464388327 |
59 | 0.858212434552163 | 0.283575130895675 | 0.141787565447837 |
60 | 0.83350772873967 | 0.332984542520661 | 0.166492271260330 |
61 | 0.829215694914198 | 0.341568610171605 | 0.170784305085802 |
62 | 0.821697147727495 | 0.356605704545010 | 0.178302852272505 |
63 | 0.801059662984535 | 0.397880674030931 | 0.198940337015465 |
64 | 0.833321623733414 | 0.333356752533172 | 0.166678376266586 |
65 | 0.824119442114691 | 0.351761115770619 | 0.175880557885309 |
66 | 0.801507035971957 | 0.396985928056086 | 0.198492964028043 |
67 | 0.775048145945518 | 0.449903708108964 | 0.224951854054482 |
68 | 0.742135435218091 | 0.515729129563818 | 0.257864564781909 |
69 | 0.707961008176995 | 0.58407798364601 | 0.292038991823005 |
70 | 0.675576139357316 | 0.648847721285367 | 0.324423860642684 |
71 | 0.647033336035566 | 0.705933327928867 | 0.352966663964434 |
72 | 0.606321606832619 | 0.787356786334762 | 0.393678393167381 |
73 | 0.561712453943831 | 0.876575092112338 | 0.438287546056169 |
74 | 0.515690249081334 | 0.968619501837331 | 0.484309750918666 |
75 | 0.547998260602547 | 0.904003478794906 | 0.452001739397453 |
76 | 0.502024628587545 | 0.99595074282491 | 0.497975371412455 |
77 | 0.510424297238607 | 0.979151405522786 | 0.489575702761393 |
78 | 0.463680838318078 | 0.927361676636155 | 0.536319161681922 |
79 | 0.442537018466688 | 0.885074036933377 | 0.557462981533312 |
80 | 0.454187710396245 | 0.90837542079249 | 0.545812289603755 |
81 | 0.439152535796628 | 0.878305071593257 | 0.560847464203372 |
82 | 0.426663764039337 | 0.853327528078674 | 0.573336235960663 |
83 | 0.384294961926499 | 0.768589923852997 | 0.615705038073501 |
84 | 0.351551683004131 | 0.703103366008261 | 0.648448316995869 |
85 | 0.325638389520497 | 0.651276779040994 | 0.674361610479503 |
86 | 0.343304233596703 | 0.686608467193407 | 0.656695766403297 |
87 | 0.339798956176609 | 0.679597912353217 | 0.660201043823391 |
88 | 0.323061186534124 | 0.646122373068248 | 0.676938813465876 |
89 | 0.421567271311846 | 0.843134542623693 | 0.578432728688154 |
90 | 0.382645918075544 | 0.765291836151089 | 0.617354081924456 |
91 | 0.352420963680622 | 0.704841927361243 | 0.647579036319379 |
92 | 0.317415991749281 | 0.634831983498563 | 0.682584008250719 |
93 | 0.292231833017599 | 0.584463666035199 | 0.7077681669824 |
94 | 0.353649385739754 | 0.707298771479507 | 0.646350614260246 |
95 | 0.407580264280146 | 0.815160528560292 | 0.592419735719854 |
96 | 0.361909602360502 | 0.723819204721004 | 0.638090397639498 |
97 | 0.321402914571944 | 0.642805829143889 | 0.678597085428056 |
98 | 0.287837853135208 | 0.575675706270416 | 0.712162146864792 |
99 | 0.249132393673605 | 0.498264787347211 | 0.750867606326395 |
100 | 0.212467248374165 | 0.424934496748331 | 0.787532751625835 |
101 | 0.18193783071957 | 0.36387566143914 | 0.81806216928043 |
102 | 0.159104568687959 | 0.318209137375917 | 0.840895431312041 |
103 | 0.142926916208301 | 0.285853832416602 | 0.857073083791699 |
104 | 0.127164569405624 | 0.254329138811248 | 0.872835430594376 |
105 | 0.153254335468511 | 0.306508670937023 | 0.846745664531488 |
106 | 0.187316966969162 | 0.374633933938324 | 0.812683033030838 |
107 | 0.155449611890652 | 0.310899223781304 | 0.844550388109348 |
108 | 0.139328372531308 | 0.278656745062616 | 0.860671627468692 |
109 | 0.125569187098132 | 0.251138374196264 | 0.874430812901868 |
110 | 0.124354425479007 | 0.248708850958014 | 0.875645574520993 |
111 | 0.102231379877336 | 0.204462759754673 | 0.897768620122664 |
112 | 0.149324132505508 | 0.298648265011017 | 0.850675867494492 |
113 | 0.290647395841172 | 0.581294791682343 | 0.709352604158828 |
114 | 0.257657935502595 | 0.51531587100519 | 0.742342064497405 |
115 | 0.53958595322856 | 0.92082809354288 | 0.46041404677144 |
116 | 0.53944288657039 | 0.92111422685922 | 0.46055711342961 |
117 | 0.555769789412675 | 0.88846042117465 | 0.444230210587325 |
118 | 0.507547130473245 | 0.98490573905351 | 0.492452869526755 |
119 | 0.453032806352503 | 0.906065612705006 | 0.546967193647497 |
120 | 0.528326157762409 | 0.943347684475182 | 0.471673842237591 |
121 | 0.502246978997533 | 0.995506042004934 | 0.497753021002467 |
122 | 0.520168984184323 | 0.959662031631354 | 0.479831015815677 |
123 | 0.476507214368856 | 0.953014428737713 | 0.523492785631144 |
124 | 0.482298436150575 | 0.96459687230115 | 0.517701563849425 |
125 | 0.424734046375015 | 0.84946809275003 | 0.575265953624985 |
126 | 0.423568958912516 | 0.847137917825031 | 0.576431041087484 |
127 | 0.393731357914709 | 0.787462715829417 | 0.606268642085291 |
128 | 0.365007535613997 | 0.730015071227994 | 0.634992464386003 |
129 | 0.329367117619032 | 0.658734235238063 | 0.670632882380968 |
130 | 0.297122637602709 | 0.594245275205418 | 0.702877362397291 |
131 | 0.303402992492925 | 0.606805984985849 | 0.696597007507075 |
132 | 0.253215034778049 | 0.506430069556098 | 0.746784965221951 |
133 | 0.211895819957315 | 0.42379163991463 | 0.788104180042685 |
134 | 0.175925925497721 | 0.351851850995442 | 0.824074074502279 |
135 | 0.144652959979244 | 0.289305919958487 | 0.855347040020756 |
136 | 0.146106006551988 | 0.292212013103976 | 0.853893993448012 |
137 | 0.158309441393098 | 0.316618882786196 | 0.841690558606902 |
138 | 0.165587829998991 | 0.331175659997981 | 0.83441217000101 |
139 | 0.179119239092396 | 0.358238478184793 | 0.820880760907604 |
140 | 0.220368422606797 | 0.440736845213595 | 0.779631577393203 |
141 | 0.171419997725984 | 0.342839995451967 | 0.828580002274016 |
142 | 0.143497579791546 | 0.286995159583092 | 0.856502420208454 |
143 | 0.202894708259673 | 0.405789416519346 | 0.797105291740327 |
144 | 0.155702291166403 | 0.311404582332807 | 0.844297708833597 |
145 | 0.109847889127325 | 0.219695778254651 | 0.890152110872675 |
146 | 0.0724177103321857 | 0.144835420664371 | 0.927582289667814 |
147 | 0.0433085221631197 | 0.0866170443262395 | 0.95669147783688 |
148 | 0.0220190729102943 | 0.0440381458205885 | 0.977980927089706 |
149 | 0.0100333620186115 | 0.0200667240372230 | 0.989966637981389 |
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 | 2 | 0.0142857142857143 | OK |
10% type I error level | 3 | 0.0214285714285714 | OK |