| Multiple Linear Regression - Estimated Regression Equation |
| I.P.C.N.[t] = + 35.3607050481265 + 0.80254709385946T.I.P.[t] + 4.40769055462782M1[t] -1.67120091994249M2[t] -1.61314465658159M3[t] -3.05293292720598M4[t] -2.50303586532053M5[t] -5.2220493813806M6[t] + 13.1270665500967M7[t] + 5.15709840515961M8[t] -10.8793637664784M9[t] -8.40882886848745M10[t] -6.113968161498M11[t] -0.120470689324151t + 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) | 35.3607050481265 | 8.439546 | 4.1899 | 0.000125 | 6.3e-05 |
| T.I.P. | 0.80254709385946 | 0.0814 | 9.8593 | 0 | 0 |
| M1 | 4.40769055462782 | 2.479298 | 1.7778 | 0.082048 | 0.041024 |
| M2 | -1.67120091994249 | 2.48515 | -0.6725 | 0.504646 | 0.252323 |
| M3 | -1.61314465658159 | 2.657938 | -0.6069 | 0.546891 | 0.273445 |
| M4 | -3.05293292720598 | 2.513266 | -1.2147 | 0.230669 | 0.115334 |
| M5 | -2.50303586532053 | 2.503426 | -0.9998 | 0.322617 | 0.161308 |
| M6 | -5.2220493813806 | 2.74159 | -1.9048 | 0.063076 | 0.031538 |
| M7 | 13.1270665500967 | 2.600069 | 5.0487 | 7e-06 | 4e-06 |
| M8 | 5.15709840515961 | 2.45626 | 2.0996 | 0.041281 | 0.020641 |
| M9 | -10.8793637664784 | 2.72884 | -3.9868 | 0.000237 | 0.000119 |
| M10 | -8.40882886848745 | 2.758882 | -3.0479 | 0.003812 | 0.001906 |
| M11 | -6.113968161498 | 2.546047 | -2.4014 | 0.020433 | 0.010216 |
| t | -0.120470689324151 | 0.030364 | -3.9675 | 0.000252 | 0.000126 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.889237640042933 |
| R-squared | 0.790743580469125 |
| Adjusted R-squared | 0.731605896688661 |
| F-TEST (value) | 13.3712301517351 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 1.52530210684176e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.87919616466738 |
| Sum Squared Residuals | 692.215492662624 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 116.1 | 115.568879992535 | 0.531120007464823 |
| 2 | 107.5 | 110.412829050658 | -2.91282905065791 |
| 3 | 116.7 | 117.412829050658 | -0.712829050657896 |
| 4 | 112.5 | 114.327730612376 | -1.82773061237639 |
| 5 | 113 | 110.985185643798 | 2.01481435620178 |
| 6 | 126.4 | 120.825945521393 | 5.57405447860653 |
| 7 | 114.1 | 112.570536666184 | 1.52946333381561 |
| 8 | 112.5 | 116.357794821043 | -3.8577948210432 |
| 9 | 112.4 | 114.245436102622 | -1.84543610262158 |
| 10 | 113.1 | 110.736906526114 | 2.36309347388566 |
| 11 | 116.3 | 115.238683115972 | 1.06131688402793 |
| 12 | 111.7 | 116.015624478059 | -4.31562447805942 |
| 13 | 118.8 | 117.654438933627 | 1.14556106637312 |
| 14 | 116.5 | 112.819406829293 | 3.68059317070651 |
| 15 | 125.1 | 124.63468939245 | 0.465310607549741 |
| 16 | 113.1 | 111.196733443382 | 1.90326655661829 |
| 17 | 119.6 | 119.00959307945 | 0.590406920549952 |
| 18 | 114.4 | 119.942080215205 | -5.54208021520527 |
| 19 | 114 | 114.736350316662 | -0.736350316662142 |
| 20 | 117.8 | 118.764372599679 | -0.964372599678794 |
| 21 | 117 | 114.083863180907 | 2.9161368190931 |
| 22 | 120.9 | 117.798257449135 | 3.10174255086521 |
| 23 | 115 | 117.083477928906 | -2.08347792890604 |
| 24 | 117.3 | 114.329212078012 | 2.97078792198823 |
| 25 | 119.4 | 121.826620318753 | -2.42662031875328 |
| 26 | 114.9 | 115.065475189157 | -0.16547518915718 |
| 27 | 125.8 | 125.837446530297 | -0.0374465302966544 |
| 28 | 117.6 | 114.084839478333 | 3.51516052166702 |
| 29 | 117.6 | 117.082416551245 | 0.517583448755453 |
| 30 | 114.9 | 120.58305438735 | -5.68305438735006 |
| 31 | 121.9 | 118.988786411174 | 2.91121358882552 |
| 32 | 117 | 120.288148575069 | -3.28814857506898 |
| 33 | 106.4 | 110.79235659314 | -4.39235659314032 |
| 34 | 110.5 | 121.087637031016 | -10.5876370310158 |
| 35 | 113.6 | 115.95884849456 | -2.35884849456001 |
| 36 | 114.2 | 111.278469618403 | 2.92153038159697 |
| 37 | 125.4 | 124.152943388003 | 1.24705661199707 |
| 38 | 124.6 | 119.638930121213 | 4.96106987878667 |
| 39 | 120.2 | 117.168874413672 | 3.03112558632831 |
| 40 | 120.8 | 121.627718657669 | -0.827718657669112 |
| 41 | 111.4 | 115.476258860583 | -4.07625886058283 |
| 42 | 124.1 | 118.094094893443 | 6.00590510655705 |
| 43 | 120.2 | 120.352052967793 | -0.152052967792781 |
| 44 | 125.5 | 115.311293090198 | 10.1887069098025 |
| 45 | 116 | 112.797660824846 | 3.20233917515381 |
| 46 | 117 | 114.264923230268 | 2.73507676973241 |
| 47 | 105.7 | 103.357795618024 | 2.34220438197631 |
| 48 | 102 | 105.258302911514 | -3.25830291151429 |
| 49 | 106.4 | 106.897117367082 | -0.49711736708174 |
| 50 | 96.9 | 102.463358809678 | -5.56335880967809 |
| 51 | 107.6 | 110.346160612923 | -2.7461606129235 |
| 52 | 98.8 | 101.56297780824 | -2.76297780823982 |
| 53 | 101.1 | 100.146545864924 | 0.953454135075638 |
| 54 | 105.7 | 106.054824982608 | -0.354824982608251 |
| 55 | 104.6 | 108.152273638186 | -3.5522736381862 |
| 56 | 103.2 | 105.278390914011 | -2.07839091401149 |
| 57 | 101.6 | 101.480683298485 | 0.119316701514987 |
| 58 | 106.7 | 104.312275763467 | 2.38772423653251 |
| 59 | 99.5 | 98.4611948425382 | 1.03880515746181 |
| 60 | 101 | 99.3183909140115 | 1.6816090859885 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.117915118832618 | 0.235830237665237 | 0.882084881167382 |
| 18 | 0.669119897642093 | 0.661760204715814 | 0.330880102357907 |
| 19 | 0.534201641346124 | 0.931596717307752 | 0.465798358653876 |
| 20 | 0.426092123603887 | 0.852184247207774 | 0.573907876396113 |
| 21 | 0.368988038765255 | 0.73797607753051 | 0.631011961234745 |
| 22 | 0.286366660834793 | 0.572733321669587 | 0.713633339165207 |
| 23 | 0.219543857156315 | 0.43908771431263 | 0.780456142843685 |
| 24 | 0.227455230415668 | 0.454910460831336 | 0.772544769584332 |
| 25 | 0.181112730615597 | 0.362225461231195 | 0.818887269384403 |
| 26 | 0.119980692282967 | 0.239961384565934 | 0.880019307717033 |
| 27 | 0.0737994389073879 | 0.147598877814776 | 0.926200561092612 |
| 28 | 0.0693029613401551 | 0.13860592268031 | 0.930697038659845 |
| 29 | 0.0467686664687125 | 0.093537332937425 | 0.953231333531288 |
| 30 | 0.0657919213349359 | 0.131583842669872 | 0.934208078665064 |
| 31 | 0.0725837543393373 | 0.145167508678675 | 0.927416245660663 |
| 32 | 0.0543034651069258 | 0.108606930213852 | 0.945696534893074 |
| 33 | 0.0429249078545564 | 0.0858498157091128 | 0.957075092145444 |
| 34 | 0.452841518433908 | 0.905683036867816 | 0.547158481566092 |
| 35 | 0.520089485042161 | 0.959821029915678 | 0.479910514957839 |
| 36 | 0.43276116899049 | 0.865522337980979 | 0.56723883100951 |
| 37 | 0.353614586807037 | 0.707229173614073 | 0.646385413192963 |
| 38 | 0.431911901468353 | 0.863823802936707 | 0.568088098531647 |
| 39 | 0.355621736083964 | 0.711243472167927 | 0.644378263916036 |
| 40 | 0.24788637414395 | 0.4957727482879 | 0.75211362585605 |
| 41 | 0.498751580339638 | 0.997503160679275 | 0.501248419660362 |
| 42 | 0.404151730578282 | 0.808303461156565 | 0.595848269421718 |
| 43 | 0.276446229730008 | 0.552892459460015 | 0.723553770269992 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 2 | 0.0740740740740741 | OK |
