| Multiple Linear Regression - Estimated Regression Equation |
| N12S[t] = -52.4100540892267 + 42.7705862096527N12T[t] + 0.256586786394052N12S1[t] -0.418733841178069N12S12[t] -41.6357254273286N12T1[t] + 45.5257486013084N12T12[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) | -52.4100540892267 | 49.770193 | -1.053 | 0.296162 | 0.148081 |
| N12T | 42.7705862096527 | 26.456369 | 1.6166 | 0.110725 | 0.055362 |
| N12S1 | 0.256586786394052 | 0.109176 | 2.3502 | 0.021761 | 0.010881 |
| N12S12 | -0.418733841178069 | 0.108382 | -3.8635 | 0.000257 | 0.000129 |
| N12T1 | -41.6357254273286 | 22.549626 | -1.8464 | 0.069318 | 0.034659 |
| N12T12 | 45.5257486013084 | 29.687202 | 1.5335 | 0.129929 | 0.064965 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.639027994821959 |
| R-squared | 0.408356778166173 |
| Adjusted R-squared | 0.363535321966641 |
| F-TEST (value) | 9.11074321968223 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 66 |
| p-value | 1.25979543208476e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 417.328344799402 |
| Sum Squared Residuals | 11494754.5266186 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 998 | 1022.75577002938 | -24.755770029381 |
| 2 | 499 | 497.620804911722 | 1.3791950882784 |
| 3 | 59 | -128.356335473738 | 187.356335473738 |
| 4 | 175 | -183.705694068606 | 358.705694068606 |
| 5 | -413 | -391.6619121193 | -21.3380878807001 |
| 6 | -223 | -129.674630979422 | -93.3253690205783 |
| 7 | 110 | -78.8426050741738 | 188.842605074174 |
| 8 | 13 | 13.5765464245182 | -0.576546424518219 |
| 9 | 74 | -94.044532480053 | 168.044532480053 |
| 10 | 643 | 30.5199963641334 | 612.480003635867 |
| 11 | 44 | 450.116928151422 | -406.116928151422 |
| 12 | 216 | -455.391398108025 | 671.391398108025 |
| 13 | -1189 | -504.424429654517 | -684.575570345483 |
| 14 | -47 | -549.882060295252 | 502.882060295252 |
| 15 | 279 | 191.812749049614 | 87.1872509503864 |
| 16 | 374 | 2.21602869077702 | 371.783971309223 |
| 17 | 13 | 127.724453047762 | -114.724453047762 |
| 18 | 152 | 189.643840791474 | -37.6438407914745 |
| 19 | -27 | -119.331358211809 | 92.3313582118093 |
| 20 | 334 | -85.8905644670497 | 419.89056446705 |
| 21 | 411 | 34.9680217581648 | 376.031978241835 |
| 22 | 33 | -529.934123705366 | 562.934123705366 |
| 23 | 313 | 142.316527741241 | 170.683472258759 |
| 24 | 751 | 4.30120006825166 | 746.698799931748 |
| 25 | 446 | 567.781892916376 | -121.781892916376 |
| 26 | -329 | -57.429439031096 | -271.570560968904 |
| 27 | -560 | -393.821985501602 | -166.178014498398 |
| 28 | -783 | -207.577681765463 | -575.422318234537 |
| 29 | -371 | -308.805258192241 | -62.1947418077589 |
| 30 | -308 | -193.607109436505 | -114.392890563495 |
| 31 | -264 | -7.6502527228472 | -256.349747277153 |
| 32 | -787 | -154.780577085465 | -632.219422914535 |
| 33 | -486 | -315.289133298927 | -170.710866701073 |
| 34 | -243 | -167.586030515998 | -75.4139694840021 |
| 35 | -416 | -498.961930474298 | 82.9619304742983 |
| 36 | -992 | -458.391756717271 | -533.608243282729 |
| 37 | -316 | -321.953225618162 | 5.95322561816243 |
| 38 | 825 | -69.228510205374 | 894.228510205374 |
| 39 | 1513 | 427.523586659553 | 1085.47641334045 |
| 40 | 138 | 639.794981067667 | -501.794981067667 |
| 41 | 363 | 130.5874959455 | 232.4125040545 |
| 42 | 180 | 93.6834638136426 | 86.3165361863574 |
| 43 | -493 | -31.7836351750391 | -461.216364824961 |
| 44 | -325 | -49.1063861439158 | -275.893613856084 |
| 45 | -225 | 212.118253811015 | -437.118253811015 |
| 46 | -115 | 233.948913624658 | -348.948913624658 |
| 47 | -145 | -106.980095825436 | -38.0199041745636 |
| 48 | -68 | 291.080703924177 | -359.080703924177 |
| 49 | -335 | -22.542632735145 | -312.457367264855 |
| 50 | -832 | -481.558875205522 | -350.441124794478 |
| 51 | -931 | -983.43612313404 | 52.4361231340408 |
| 52 | -149 | -314.750283784912 | 165.750283784912 |
| 53 | -251 | -122.819935882812 | -128.180064117188 |
| 54 | -43 | -177.213098235085 | 134.213098235085 |
| 55 | 1484 | 426.898668389656 | 1057.10133161034 |
| 56 | 195 | 155.939533169133 | 39.0604668308667 |
| 57 | 170 | 226.065000294765 | -56.0650002947649 |
| 58 | -277 | 77.958640828154 | -354.958640828154 |
| 59 | -57 | 47.7222745562737 | -104.722274556274 |
| 60 | -665 | -33.5039199316133 | -631.496080068387 |
| 61 | -220 | -84.0291929230422 | -135.970807076958 |
| 62 | 534 | 198.445981997234 | 335.554018002766 |
| 63 | -449 | 313.865262069252 | -762.865262069252 |
| 64 | 158 | -100.834334833842 | 258.834334833842 |
| 65 | -261 | -61.4169414750066 | -199.583058524993 |
| 66 | -300 | -154.999571697726 | -145.000428302274 |
| 67 | -1276 | -797.76521185113 | -478.23478814887 |
| 68 | -108 | -204.250031791221 | 96.2500317912209 |
| 69 | -29 | -290.745506123803 | 261.745506123803 |
| 70 | 305 | 77.1961697126347 | 227.803830287365 |
| 71 | 805 | 246.137398853682 | 558.862601146318 |
| 72 | -88 | 560.637223290022 | -648.637223290022 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.0368060913061975 | 0.073612182612395 | 0.963193908693803 |
| 10 | 0.0166236661474357 | 0.0332473322948713 | 0.983376333852564 |
| 11 | 0.0120387299128878 | 0.0240774598257756 | 0.987961270087112 |
| 12 | 0.0170998079218576 | 0.0341996158437151 | 0.982900192078142 |
| 13 | 0.0925127476134246 | 0.185025495226849 | 0.907487252386575 |
| 14 | 0.0828973000403048 | 0.16579460008061 | 0.917102699959695 |
| 15 | 0.143076118154278 | 0.286152236308556 | 0.856923881845722 |
| 16 | 0.117519659785338 | 0.235039319570676 | 0.882480340214662 |
| 17 | 0.0935560365379067 | 0.187112073075813 | 0.906443963462093 |
| 18 | 0.0909241692398646 | 0.181848338479729 | 0.909075830760135 |
| 19 | 0.0642324384317765 | 0.128464876863553 | 0.935767561568223 |
| 20 | 0.0439129095119445 | 0.0878258190238891 | 0.956087090488055 |
| 21 | 0.0355483801923312 | 0.0710967603846624 | 0.964451619807669 |
| 22 | 0.0629364469481638 | 0.125872893896328 | 0.937063553051836 |
| 23 | 0.0524751659777396 | 0.104950331955479 | 0.94752483402226 |
| 24 | 0.162145588074049 | 0.324291176148099 | 0.83785441192595 |
| 25 | 0.128994699197508 | 0.257989398395017 | 0.871005300802492 |
| 26 | 0.117992102788698 | 0.235984205577395 | 0.882007897211302 |
| 27 | 0.143068966248688 | 0.286137932497375 | 0.856931033751312 |
| 28 | 0.218157367765802 | 0.436314735531604 | 0.781842632234198 |
| 29 | 0.180615128221117 | 0.361230256442234 | 0.819384871778883 |
| 30 | 0.145599168782722 | 0.291198337565445 | 0.854400831217278 |
| 31 | 0.118756109165604 | 0.237512218331208 | 0.881243890834396 |
| 32 | 0.167163409845188 | 0.334326819690377 | 0.832836590154812 |
| 33 | 0.128934238842578 | 0.257868477685157 | 0.871065761157422 |
| 34 | 0.0948634861141825 | 0.189726972228365 | 0.905136513885818 |
| 35 | 0.0783404494948754 | 0.156680898989751 | 0.921659550505125 |
| 36 | 0.0843026467664894 | 0.168605293532979 | 0.91569735323351 |
| 37 | 0.0604263078870434 | 0.120852615774087 | 0.939573692112957 |
| 38 | 0.173798422053479 | 0.347596844106958 | 0.82620157794652 |
| 39 | 0.586098093458952 | 0.827803813082096 | 0.413901906541048 |
| 40 | 0.633418476699691 | 0.733163046600617 | 0.366581523300309 |
| 41 | 0.590115583374642 | 0.819768833250716 | 0.409884416625358 |
| 42 | 0.529820977715068 | 0.940358044569863 | 0.470179022284932 |
| 43 | 0.545095096659774 | 0.909809806680452 | 0.454904903340226 |
| 44 | 0.504877377188965 | 0.99024524562207 | 0.495122622811035 |
| 45 | 0.513068442712172 | 0.973863114575656 | 0.486931557287828 |
| 46 | 0.519904969999124 | 0.960190060001753 | 0.480095030000876 |
| 47 | 0.458899369301341 | 0.917798738602681 | 0.54110063069866 |
| 48 | 0.423975288976844 | 0.847950577953687 | 0.576024711023156 |
| 49 | 0.38459179584113 | 0.76918359168226 | 0.61540820415887 |
| 50 | 0.333669819499547 | 0.667339638999094 | 0.666330180500453 |
| 51 | 0.276687587230466 | 0.553375174460931 | 0.723312412769535 |
| 52 | 0.221140567242747 | 0.442281134485494 | 0.778859432757253 |
| 53 | 0.166526248450281 | 0.333052496900561 | 0.83347375154972 |
| 54 | 0.123619959699412 | 0.247239919398824 | 0.876380040300588 |
| 55 | 0.428481486297102 | 0.856962972594204 | 0.571518513702898 |
| 56 | 0.596343817925423 | 0.807312364149153 | 0.403656182074577 |
| 57 | 0.534344171887812 | 0.931311656224376 | 0.465655828112188 |
| 58 | 0.475820062993867 | 0.951640125987735 | 0.524179937006133 |
| 59 | 0.369549565706284 | 0.739099131412569 | 0.630450434293716 |
| 60 | 0.381980587467331 | 0.763961174934662 | 0.618019412532669 |
| 61 | 0.267816410565717 | 0.535632821131435 | 0.732183589434283 |
| 62 | 0.169274076898437 | 0.338548153796874 | 0.830725923101563 |
| 63 | 0.148302191554575 | 0.296604383109149 | 0.851697808445425 |
| 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 | 3 | 0.0545454545454545 | NOK |
| 10% type I error level | 6 | 0.109090909090909 | NOK |
