| Multiple Linear Regression - Estimated Regression Equation |
| HPC[t] = + 466.011764705882 + 4.00392156862764M1[t] -4.59215686274512M2[t] -7.7529411764706M3[t] -9.1137254901961M4[t] -13.2745098039216M5[t] -11.6352941176471M6[t] + 9.60392156862745M7[t] + 11.6431372549020M8[t] + 3.08235294117648M9[t] -3.87843137254902M10[t] -8.2392156862745M11[t] -0.83921568627451t + 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) | 466.011764705882 | 11.71066 | 39.7938 | 0 | 0 |
| M1 | 4.00392156862764 | 13.657384 | 0.2932 | 0.770657 | 0.385328 |
| M2 | -4.59215686274512 | 14.33487 | -0.3203 | 0.750094 | 0.375047 |
| M3 | -7.7529411764706 | 14.316564 | -0.5415 | 0.590643 | 0.295321 |
| M4 | -9.1137254901961 | 14.300165 | -0.6373 | 0.526947 | 0.263474 |
| M5 | -13.2745098039216 | 14.28568 | -0.9292 | 0.357426 | 0.178713 |
| M6 | -11.6352941176471 | 14.273115 | -0.8152 | 0.41899 | 0.209495 |
| M7 | 9.60392156862745 | 14.262474 | 0.6734 | 0.503941 | 0.251971 |
| M8 | 11.6431372549020 | 14.253761 | 0.8168 | 0.418052 | 0.209026 |
| M9 | 3.08235294117648 | 14.246981 | 0.2164 | 0.829631 | 0.414815 |
| M10 | -3.87843137254902 | 14.242137 | -0.2723 | 0.786543 | 0.393272 |
| M11 | -8.2392156862745 | 14.239229 | -0.5786 | 0.565546 | 0.282773 |
| t | -0.83921568627451 | 0.166146 | -5.0511 | 7e-06 | 3e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.632982889193472 |
| R-squared | 0.400667338011716 |
| Adjusted R-squared | 0.250834172514645 |
| F-TEST (value) | 2.67408978968377 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 48 |
| p-value | 0.0078111502846312 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 22.5126652806640 |
| Sum Squared Residuals | 24327.3647058823 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 461 | 469.176470588234 | -8.17647058823438 |
| 2 | 463 | 459.741176470588 | 3.2588235294117 |
| 3 | 462 | 455.741176470588 | 6.25882352941172 |
| 4 | 456 | 453.541176470588 | 2.45882352941174 |
| 5 | 455 | 448.541176470588 | 6.45882352941175 |
| 6 | 456 | 449.341176470588 | 6.65882352941173 |
| 7 | 472 | 469.741176470588 | 2.25882352941173 |
| 8 | 472 | 470.941176470588 | 1.05882352941173 |
| 9 | 471 | 461.541176470588 | 9.45882352941174 |
| 10 | 465 | 453.741176470588 | 11.2588235294117 |
| 11 | 459 | 448.541176470588 | 10.4588235294117 |
| 12 | 465 | 455.941176470588 | 9.05882352941173 |
| 13 | 468 | 459.105882352941 | 8.8941176470585 |
| 14 | 467 | 449.670588235294 | 17.3294117647059 |
| 15 | 463 | 445.670588235294 | 17.3294117647059 |
| 16 | 460 | 443.470588235294 | 16.5294117647058 |
| 17 | 462 | 438.470588235294 | 23.5294117647059 |
| 18 | 461 | 439.270588235294 | 21.7294117647059 |
| 19 | 476 | 459.670588235294 | 16.3294117647059 |
| 20 | 476 | 460.870588235294 | 15.1294117647059 |
| 21 | 471 | 451.470588235294 | 19.5294117647059 |
| 22 | 453 | 443.670588235294 | 9.32941176470586 |
| 23 | 443 | 438.470588235294 | 4.52941176470586 |
| 24 | 442 | 445.870588235294 | -3.87058823529413 |
| 25 | 444 | 449.035294117647 | -5.03529411764724 |
| 26 | 438 | 439.6 | -1.59999999999999 |
| 27 | 427 | 435.6 | -8.6 |
| 28 | 424 | 433.4 | -9.4 |
| 29 | 416 | 428.4 | -12.4000000000000 |
| 30 | 406 | 429.2 | -23.2 |
| 31 | 431 | 449.6 | -18.6 |
| 32 | 434 | 450.8 | -16.8 |
| 33 | 418 | 441.4 | -23.4 |
| 34 | 412 | 433.6 | -21.6 |
| 35 | 404 | 428.4 | -24.4 |
| 36 | 409 | 435.8 | -26.8 |
| 37 | 412 | 438.964705882353 | -26.9647058823531 |
| 38 | 406 | 429.529411764706 | -23.5294117647059 |
| 39 | 398 | 425.529411764706 | -27.5294117647059 |
| 40 | 397 | 423.329411764706 | -26.3294117647059 |
| 41 | 385 | 418.329411764706 | -33.3294117647059 |
| 42 | 390 | 419.129411764706 | -29.1294117647059 |
| 43 | 413 | 439.529411764706 | -26.5294117647059 |
| 44 | 413 | 440.729411764706 | -27.7294117647059 |
| 45 | 401 | 431.329411764706 | -30.3294117647059 |
| 46 | 397 | 423.529411764706 | -26.5294117647058 |
| 47 | 397 | 418.329411764706 | -21.3294117647059 |
| 48 | 409 | 425.729411764706 | -16.7294117647059 |
| 49 | 419 | 428.894117647059 | -9.89411764705896 |
| 50 | 424 | 419.458823529412 | 4.54117647058829 |
| 51 | 428 | 415.458823529412 | 12.5411764705883 |
| 52 | 430 | 413.258823529412 | 16.7411764705883 |
| 53 | 424 | 408.258823529412 | 15.7411764705883 |
| 54 | 433 | 409.058823529412 | 23.9411764705883 |
| 55 | 456 | 429.458823529412 | 26.5411764705883 |
| 56 | 459 | 430.658823529412 | 28.3411764705883 |
| 57 | 446 | 421.258823529412 | 24.7411764705883 |
| 58 | 441 | 413.458823529412 | 27.5411764705883 |
| 59 | 439 | 408.258823529412 | 30.7411764705883 |
| 60 | 454 | 415.658823529412 | 38.3411764705883 |
| 61 | 460 | 418.823529411765 | 41.1764705882352 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.000444189407039094 | 0.000888378814078189 | 0.999555810592961 |
| 17 | 5.49289896581173e-05 | 0.000109857979316235 | 0.999945071010342 |
| 18 | 4.09720977349934e-06 | 8.19441954699869e-06 | 0.999995902790227 |
| 19 | 2.98475209221193e-07 | 5.96950418442387e-07 | 0.99999970152479 |
| 20 | 2.21183336164477e-08 | 4.42366672328955e-08 | 0.999999977881666 |
| 21 | 1.72462664061682e-08 | 3.44925328123364e-08 | 0.999999982753734 |
| 22 | 6.63149324278127e-06 | 1.32629864855625e-05 | 0.999993368506757 |
| 23 | 6.9397182390108e-05 | 0.000138794364780216 | 0.99993060281761 |
| 24 | 0.000587158561266959 | 0.00117431712253392 | 0.999412841438733 |
| 25 | 0.00131169017005360 | 0.00262338034010720 | 0.998688309829946 |
| 26 | 0.00439168324424299 | 0.00878336648848599 | 0.995608316755757 |
| 27 | 0.0165157491186753 | 0.0330314982373505 | 0.983484250881325 |
| 28 | 0.0310524602449928 | 0.0621049204899857 | 0.968947539755007 |
| 29 | 0.088982014956112 | 0.177964029912224 | 0.911017985043888 |
| 30 | 0.189903483211499 | 0.379806966422999 | 0.8100965167885 |
| 31 | 0.238764142350838 | 0.477528284701676 | 0.761235857649162 |
| 32 | 0.309535735048503 | 0.619071470097006 | 0.690464264951497 |
| 33 | 0.48606546728387 | 0.97213093456774 | 0.51393453271613 |
| 34 | 0.680855442044422 | 0.638289115911157 | 0.319144557955578 |
| 35 | 0.851286182779829 | 0.297427634440342 | 0.148713817220171 |
| 36 | 0.948014782077367 | 0.103970435845266 | 0.0519852179226331 |
| 37 | 0.996627606931514 | 0.00674478613697154 | 0.00337239306848577 |
| 38 | 0.999909026007541 | 0.000181947984917148 | 9.09739924585739e-05 |
| 39 | 0.99998311325964 | 3.37734807212868e-05 | 1.68867403606434e-05 |
| 40 | 0.999999254780716 | 1.49043856807607e-06 | 7.45219284038036e-07 |
| 41 | 0.999999448827775 | 1.10234444987671e-06 | 5.51172224938354e-07 |
| 42 | 0.99999430893179 | 1.13821364208502e-05 | 5.69106821042508e-06 |
| 43 | 0.999945164068434 | 0.000109671863131805 | 5.48359315659024e-05 |
| 44 | 0.99974066293838 | 0.000518674123238078 | 0.000259337061619039 |
| 45 | 0.998269509811303 | 0.00346098037739302 | 0.00173049018869651 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 20 | 0.666666666666667 | NOK |
| 5% type I error level | 21 | 0.7 | NOK |
| 10% type I error level | 22 | 0.733333333333333 | NOK |
