| Multiple Linear Regression - Estimated Regression Equation |
| HPC[t] = + 3.11176470588236 -0.176633986928106M1[t] + 0.0267320261437896M2[t] -0.0679411764705897M3[t] -0.082614379084969M4[t] -0.117287581699348M5[t] -0.0919607843137269M6[t] -0.206633986928106M7[t] -0.0813071895424855M8[t] -0.115980392156864M9[t] -0.250653594771243M10[t] -0.145326797385622M11[t] -0.0253267973856209t + 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) | 3.11176470588236 | 0.915522 | 3.3989 | 0.00137 | 0.000685 |
| M1 | -0.176633986928106 | 1.067714 | -0.1654 | 0.869299 | 0.434649 |
| M2 | 0.0267320261437896 | 1.120679 | 0.0239 | 0.981068 | 0.490534 |
| M3 | -0.0679411764705897 | 1.119248 | -0.0607 | 0.951848 | 0.475924 |
| M4 | -0.082614379084969 | 1.117966 | -0.0739 | 0.941399 | 0.4707 |
| M5 | -0.117287581699348 | 1.116834 | -0.105 | 0.916799 | 0.4584 |
| M6 | -0.0919607843137269 | 1.115851 | -0.0824 | 0.934661 | 0.46733 |
| M7 | -0.206633986928106 | 1.115019 | -0.1853 | 0.85376 | 0.42688 |
| M8 | -0.0813071895424855 | 1.114338 | -0.073 | 0.942138 | 0.471069 |
| M9 | -0.115980392156864 | 1.113808 | -0.1041 | 0.9175 | 0.45875 |
| M10 | -0.250653594771243 | 1.113429 | -0.2251 | 0.822843 | 0.411421 |
| M11 | -0.145326797385622 | 1.113202 | -0.1305 | 0.896678 | 0.448339 |
| t | -0.0253267973856209 | 0.012989 | -1.9499 | 0.057048 | 0.028524 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.280701934462105 |
| R-squared | 0.0787935760107679 |
| Adjusted R-squared | -0.15150802998654 |
| F-TEST (value) | 0.34213211701046 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 48 |
| p-value | 0.976538597787572 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.76000733435786 |
| Sum Squared Residuals | 148.686039215686 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2 | 2.90980392156862 | -0.909803921568623 |
| 2 | 2.3 | 3.0878431372549 | -0.787843137254901 |
| 3 | 2.8 | 2.9678431372549 | -0.167843137254902 |
| 4 | 2.4 | 2.9278431372549 | -0.527843137254901 |
| 5 | 2.3 | 2.8678431372549 | -0.567843137254902 |
| 6 | 2.7 | 2.8678431372549 | -0.167843137254902 |
| 7 | 2.7 | 2.72784313725490 | -0.0278431372549023 |
| 8 | 2.9 | 2.8278431372549 | 0.0721568627450983 |
| 9 | 3 | 2.7678431372549 | 0.232156862745098 |
| 10 | 2.2 | 2.60784313725490 | -0.407843137254902 |
| 11 | 2.3 | 2.6878431372549 | -0.387843137254902 |
| 12 | 2.8 | 2.80784313725490 | -0.00784313725490308 |
| 13 | 2.8 | 2.60588235294118 | 0.194117647058822 |
| 14 | 2.8 | 2.78392156862745 | 0.0160784313725485 |
| 15 | 2.2 | 2.66392156862745 | -0.463921568627451 |
| 16 | 2.6 | 2.62392156862745 | -0.0239215686274506 |
| 17 | 2.8 | 2.56392156862745 | 0.236078431372549 |
| 18 | 2.5 | 2.56392156862745 | -0.0639215686274504 |
| 19 | 2.4 | 2.42392156862745 | -0.0239215686274508 |
| 20 | 2.3 | 2.52392156862745 | -0.223921568627451 |
| 21 | 1.9 | 2.46392156862745 | -0.563921568627451 |
| 22 | 1.7 | 2.30392156862745 | -0.603921568627451 |
| 23 | 2 | 2.38392156862745 | -0.383921568627451 |
| 24 | 2.1 | 2.50392156862745 | -0.403921568627452 |
| 25 | 1.7 | 2.30196078431373 | -0.601960784313726 |
| 26 | 1.8 | 2.48 | -0.68 |
| 27 | 1.8 | 2.36 | -0.56 |
| 28 | 1.8 | 2.32 | -0.52 |
| 29 | 1.3 | 2.26 | -0.96 |
| 30 | 1.3 | 2.26 | -0.96 |
| 31 | 1.3 | 2.12 | -0.82 |
| 32 | 1.2 | 2.22 | -1.02 |
| 33 | 1.4 | 2.16 | -0.76 |
| 34 | 2.2 | 2 | 0.200000000000001 |
| 35 | 2.9 | 2.08 | 0.82 |
| 36 | 3.1 | 2.2 | 0.899999999999999 |
| 37 | 3.5 | 1.99803921568627 | 1.50196078431373 |
| 38 | 3.6 | 2.17607843137255 | 1.42392156862745 |
| 39 | 4.4 | 2.05607843137255 | 2.34392156862745 |
| 40 | 4.1 | 2.01607843137255 | 2.08392156862745 |
| 41 | 5.1 | 1.95607843137255 | 3.14392156862745 |
| 42 | 5.8 | 1.95607843137255 | 3.84392156862745 |
| 43 | 5.9 | 1.81607843137255 | 4.08392156862745 |
| 44 | 5.4 | 1.91607843137255 | 3.48392156862745 |
| 45 | 5.5 | 1.85607843137255 | 3.64392156862745 |
| 46 | 4.8 | 1.69607843137255 | 3.10392156862745 |
| 47 | 3.2 | 1.77607843137255 | 1.42392156862745 |
| 48 | 2.7 | 1.89607843137255 | 0.80392156862745 |
| 49 | 2.1 | 1.69411764705882 | 0.405882352941176 |
| 50 | 1.9 | 1.8721568627451 | 0.0278431372549018 |
| 51 | 0.6 | 1.75215686274510 | -1.15215686274510 |
| 52 | 0.7 | 1.71215686274510 | -1.01215686274510 |
| 53 | -0.2 | 1.6521568627451 | -1.8521568627451 |
| 54 | -1 | 1.65215686274510 | -2.6521568627451 |
| 55 | -1.7 | 1.51215686274510 | -3.2121568627451 |
| 56 | -0.7 | 1.6121568627451 | -2.3121568627451 |
| 57 | -1 | 1.5521568627451 | -2.5521568627451 |
| 58 | -0.9 | 1.3921568627451 | -2.2921568627451 |
| 59 | 0 | 1.4721568627451 | -1.4721568627451 |
| 60 | 0.3 | 1.5921568627451 | -1.2921568627451 |
| 61 | 0.8 | 1.39019607843137 | -0.590196078431373 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0111321750190376 | 0.0222643500380752 | 0.988867824980962 |
| 17 | 0.00197603005051437 | 0.00395206010102874 | 0.998023969949486 |
| 18 | 0.000423622507114023 | 0.000847245014228047 | 0.999576377492886 |
| 19 | 9.40906718038906e-05 | 0.000188181343607781 | 0.999905909328196 |
| 20 | 3.28433449934913e-05 | 6.56866899869825e-05 | 0.999967156655007 |
| 21 | 2.90369671519759e-05 | 5.80739343039517e-05 | 0.999970963032848 |
| 22 | 6.61332579055521e-06 | 1.32266515811104e-05 | 0.99999338667421 |
| 23 | 1.22411756558044e-06 | 2.44823513116087e-06 | 0.999998775882434 |
| 24 | 3.21460393808537e-07 | 6.42920787617074e-07 | 0.999999678539606 |
| 25 | 7.9648074379939e-08 | 1.59296148759878e-07 | 0.999999920351926 |
| 26 | 1.95519261053518e-08 | 3.91038522107036e-08 | 0.999999980448074 |
| 27 | 4.20133902652341e-09 | 8.40267805304683e-09 | 0.99999999579866 |
| 28 | 8.86851316440512e-10 | 1.77370263288102e-09 | 0.999999999113149 |
| 29 | 6.60105038255032e-10 | 1.32021007651006e-09 | 0.999999999339895 |
| 30 | 5.10036308418355e-10 | 1.02007261683671e-09 | 0.999999999489964 |
| 31 | 3.30649947531936e-10 | 6.61299895063872e-10 | 0.99999999966935 |
| 32 | 4.71654399629039e-10 | 9.43308799258079e-10 | 0.999999999528346 |
| 33 | 5.63848792077113e-10 | 1.12769758415423e-09 | 0.999999999436151 |
| 34 | 3.38770359436159e-09 | 6.77540718872317e-09 | 0.999999996612296 |
| 35 | 5.57372018510203e-08 | 1.11474403702041e-07 | 0.999999944262798 |
| 36 | 6.62492956223794e-07 | 1.32498591244759e-06 | 0.999999337507044 |
| 37 | 0.000132745521241138 | 0.000265491042482275 | 0.999867254478759 |
| 38 | 0.00098702668318747 | 0.00197405336637494 | 0.999012973316812 |
| 39 | 0.00373914924367656 | 0.00747829848735312 | 0.996260850756323 |
| 40 | 0.0060112605081933 | 0.0120225210163866 | 0.993988739491807 |
| 41 | 0.0131309617567897 | 0.0262619235135795 | 0.98686903824321 |
| 42 | 0.0388821827480898 | 0.0777643654961795 | 0.96111781725191 |
| 43 | 0.134193415413995 | 0.26838683082799 | 0.865806584586005 |
| 44 | 0.164748019909935 | 0.329496039819871 | 0.835251980090065 |
| 45 | 0.334078787897395 | 0.66815757579479 | 0.665921212102605 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 23 | 0.766666666666667 | NOK |
| 5% type I error level | 26 | 0.866666666666667 | NOK |
| 10% type I error level | 27 | 0.9 | NOK |
