| Multiple Linear Regression - Estimated Regression Equation |
| HPC[t] = + 16.5858823529412 -0.274705882352939M1[t] -0.496078431372549M2[t] + 1.45352941176471M3[t] -0.116862745098041M4[t] -0.00725490196078604M5[t] + 1.04235294117647M6[t] -0.588039215686275M7[t] -1.19843137254902M8[t] + 0.931176470588234M9[t] + 1.14078431372549M10[t] + 0.690392156862744M11[t] + 0.0103921568627451t + 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) | 16.5858823529412 | 1.077422 | 15.394 | 0 | 0 |
| M1 | -0.274705882352939 | 1.256527 | -0.2186 | 0.827871 | 0.413935 |
| M2 | -0.496078431372549 | 1.318858 | -0.3761 | 0.708469 | 0.354234 |
| M3 | 1.45352941176471 | 1.317174 | 1.1035 | 0.275303 | 0.137651 |
| M4 | -0.116862745098041 | 1.315665 | -0.0888 | 0.929591 | 0.464796 |
| M5 | -0.00725490196078604 | 1.314333 | -0.0055 | 0.995619 | 0.497809 |
| M6 | 1.04235294117647 | 1.313177 | 0.7938 | 0.431239 | 0.21562 |
| M7 | -0.588039215686275 | 1.312198 | -0.4481 | 0.656073 | 0.328037 |
| M8 | -1.19843137254902 | 1.311396 | -0.9139 | 0.365359 | 0.182679 |
| M9 | 0.931176470588234 | 1.310772 | 0.7104 | 0.480892 | 0.240446 |
| M10 | 1.14078431372549 | 1.310327 | 0.8706 | 0.3883 | 0.19415 |
| M11 | 0.690392156862744 | 1.310059 | 0.527 | 0.600626 | 0.300313 |
| t | 0.0103921568627451 | 0.015286 | 0.6798 | 0.499868 | 0.249934 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.401668044404094 |
| R-squared | 0.161337217895409 |
| Adjusted R-squared | -0.0483284776307384 |
| F-TEST (value) | 0.769497449215714 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 48 |
| p-value | 0.677733752311882 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.0712441400235 |
| Sum Squared Residuals | 205.922509803921 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14.1 | 16.3215686274510 | -2.22156862745096 |
| 2 | 14.8 | 16.1105882352941 | -1.31058823529412 |
| 3 | 16.8 | 18.0705882352941 | -1.27058823529412 |
| 4 | 15.4 | 16.5105882352941 | -1.11058823529412 |
| 5 | 15.2 | 16.6305882352941 | -1.43058823529412 |
| 6 | 16.9 | 17.6905882352941 | -0.79058823529412 |
| 7 | 14.1 | 16.0705882352941 | -1.97058823529412 |
| 8 | 14.7 | 15.4705882352941 | -0.770588235294119 |
| 9 | 16.5 | 17.6105882352941 | -1.11058823529412 |
| 10 | 15.2 | 17.8305882352941 | -2.63058823529412 |
| 11 | 17.6 | 17.3905882352941 | 0.209411764705882 |
| 12 | 18 | 16.7105882352941 | 1.28941176470588 |
| 13 | 16.9 | 16.4462745098039 | 0.453725490196074 |
| 14 | 16.7 | 16.2352941176471 | 0.464705882352941 |
| 15 | 19.7 | 18.1952941176471 | 1.50470588235294 |
| 16 | 15.9 | 16.6352941176471 | -0.735294117647057 |
| 17 | 17.4 | 16.7552941176471 | 0.644705882352941 |
| 18 | 17.7 | 17.8152941176471 | -0.115294117647059 |
| 19 | 15.2 | 16.1952941176471 | -0.99529411764706 |
| 20 | 15.7 | 15.5952941176471 | 0.104705882352941 |
| 21 | 17.2 | 17.7352941176471 | -0.53529411764706 |
| 22 | 17.7 | 17.9552941176471 | -0.255294117647060 |
| 23 | 17.9 | 17.5152941176471 | 0.384705882352940 |
| 24 | 16.2 | 16.8352941176471 | -0.63529411764706 |
| 25 | 17.5 | 16.5709803921569 | 0.929019607843134 |
| 26 | 16.8 | 16.36 | 0.440000000000001 |
| 27 | 19.1 | 18.32 | 0.780000000000002 |
| 28 | 16.7 | 16.76 | -0.0599999999999994 |
| 29 | 18.2 | 16.88 | 1.32 |
| 30 | 18.5 | 17.94 | 0.560000000000001 |
| 31 | 17.8 | 16.32 | 1.48 |
| 32 | 16.4 | 15.72 | 0.68 |
| 33 | 18 | 17.86 | 0.140000000000000 |
| 34 | 20.3 | 18.08 | 2.22 |
| 35 | 19.5 | 17.64 | 1.86 |
| 36 | 18 | 16.96 | 1.04 |
| 37 | 20.2 | 16.6956862745098 | 3.50431372549019 |
| 38 | 19 | 16.4847058823529 | 2.51529411764706 |
| 39 | 20.2 | 18.4447058823529 | 1.75529411764706 |
| 40 | 21.5 | 16.8847058823529 | 4.61529411764706 |
| 41 | 19.7 | 17.0047058823529 | 2.69529411764706 |
| 42 | 21.1 | 18.0647058823529 | 3.03529411764706 |
| 43 | 20.2 | 16.4447058823529 | 3.75529411764706 |
| 44 | 18.2 | 15.8447058823529 | 2.35529411764706 |
| 45 | 21.3 | 17.9847058823529 | 3.31529411764706 |
| 46 | 20.4 | 18.2047058823529 | 2.19529411764706 |
| 47 | 17.2 | 17.7647058823529 | -0.564705882352941 |
| 48 | 15.8 | 17.0847058823529 | -1.28470588235294 |
| 49 | 15.1 | 16.8203921568627 | -1.72039215686275 |
| 50 | 14.5 | 16.6094117647059 | -2.10941176470588 |
| 51 | 15.8 | 18.5694117647059 | -2.76941176470588 |
| 52 | 14.3 | 17.0094117647059 | -2.70941176470588 |
| 53 | 13.9 | 17.1294117647059 | -3.22941176470588 |
| 54 | 15.5 | 18.1894117647059 | -2.68941176470588 |
| 55 | 14.3 | 16.5694117647059 | -2.26941176470588 |
| 56 | 13.6 | 15.9694117647059 | -2.36941176470588 |
| 57 | 16.3 | 18.1094117647059 | -1.80941176470588 |
| 58 | 16.8 | 18.3294117647059 | -1.52941176470588 |
| 59 | 16 | 17.8894117647059 | -1.88941176470588 |
| 60 | 16.8 | 17.2094117647059 | -0.409411764705882 |
| 61 | 16 | 16.9450980392157 | -0.945098039215689 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0606408298448451 | 0.121281659689690 | 0.939359170155155 |
| 17 | 0.0177174203300013 | 0.0354348406600026 | 0.982282579669999 |
| 18 | 0.0095906467056371 | 0.0191812934112742 | 0.990409353294363 |
| 19 | 0.00407368326882022 | 0.00814736653764044 | 0.99592631673118 |
| 20 | 0.00154286384720155 | 0.00308572769440310 | 0.998457136152799 |
| 21 | 0.000786585040393174 | 0.00157317008078635 | 0.999213414959607 |
| 22 | 0.000455958459278312 | 0.000911916918556623 | 0.999544041540722 |
| 23 | 0.000332438699032767 | 0.000664877398065534 | 0.999667561300967 |
| 24 | 0.00399882813211151 | 0.00799765626422302 | 0.996001171867889 |
| 25 | 0.00195754601807304 | 0.00391509203614609 | 0.998042453981927 |
| 26 | 0.00109630225581004 | 0.00219260451162007 | 0.99890369774419 |
| 27 | 0.000563854155307832 | 0.00112770831061566 | 0.999436145844692 |
| 28 | 0.000425264042379703 | 0.000850528084759407 | 0.99957473595762 |
| 29 | 0.000178635713432628 | 0.000357271426865256 | 0.999821364286567 |
| 30 | 0.000100124345176611 | 0.000200248690353222 | 0.999899875654823 |
| 31 | 0.000132882855346331 | 0.000265765710692662 | 0.999867117144654 |
| 32 | 9.37031650326252e-05 | 0.000187406330065250 | 0.999906296834967 |
| 33 | 0.000212310359887802 | 0.000424620719775603 | 0.999787689640112 |
| 34 | 0.000728157730085439 | 0.00145631546017088 | 0.999271842269915 |
| 35 | 0.000414829161840004 | 0.000829658323680007 | 0.99958517083816 |
| 36 | 0.000773758513363871 | 0.00154751702672774 | 0.999226241486636 |
| 37 | 0.000816934133353555 | 0.00163386826670711 | 0.999183065866647 |
| 38 | 0.000366126798481573 | 0.000732253596963145 | 0.999633873201518 |
| 39 | 0.000180162125192098 | 0.000360324250384195 | 0.999819837874808 |
| 40 | 0.00219128710246036 | 0.00438257420492072 | 0.99780871289754 |
| 41 | 0.00194553783951210 | 0.00389107567902419 | 0.998054462160488 |
| 42 | 0.00217396619724706 | 0.00434793239449413 | 0.997826033802753 |
| 43 | 0.00751017559503252 | 0.0150203511900650 | 0.992489824404967 |
| 44 | 0.010015526817245 | 0.02003105363449 | 0.989984473182755 |
| 45 | 0.0691107529496977 | 0.138221505899395 | 0.930889247050302 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 24 | 0.8 | NOK |
| 5% type I error level | 28 | 0.933333333333333 | NOK |
| 10% type I error level | 28 | 0.933333333333333 | NOK |
