| Multiple Linear Regression - Estimated Regression Equation |
| WERKL[t] = -229.959847776113 -5.11489725323219VAC[t] + 9.08718983433677CPI[t] + 0.717907557025763INSCHR[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) | -229.959847776113 | 121.51843 | -1.8924 | 0.062057 | 0.031028 |
| VAC | -5.11489725323219 | 0.76071 | -6.7238 | 0 | 0 |
| CPI | 9.08718983433677 | 1.272436 | 7.1416 | 0 | 0 |
| INSCHR | 0.717907557025763 | 0.195796 | 3.6666 | 0.000441 | 0.00022 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.639302254189665 |
| R-squared | 0.408707372211987 |
| Adjusted R-squared | 0.386533898669937 |
| F-TEST (value) | 18.4322664393065 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 80 |
| p-value | 3.48979267705829e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 32.5867879364038 |
| Sum Squared Residuals | 84951.8998409721 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 631.923 | 636.122515610781 | -4.19951561078083 |
| 2 | 654.294 | 622.668797049227 | 31.6252029507726 |
| 3 | 671.833 | 631.459510164564 | 40.3734898354361 |
| 4 | 586.84 | 634.28563630704 | -47.4456363070398 |
| 5 | 600.969 | 616.564309564179 | -15.5953095641791 |
| 6 | 625.568 | 626.112531967764 | -0.544531967764283 |
| 7 | 558.11 | 624.958586362541 | -66.8485863625412 |
| 8 | 630.577 | 611.775421504745 | 18.8015784952554 |
| 9 | 628.654 | 636.162130086939 | -7.50813008693905 |
| 10 | 603.184 | 648.201713762933 | -45.0177137629328 |
| 11 | 656.255 | 632.992251623578 | 23.2627483764220 |
| 12 | 600.73 | 631.305271860213 | -30.5752718602128 |
| 13 | 670.326 | 642.369937052151 | 27.9560629478488 |
| 14 | 678.423 | 638.467414383287 | 39.9555856167133 |
| 15 | 641.502 | 641.484414681272 | 0.0175853187278406 |
| 16 | 625.311 | 643.420518892552 | -18.1095188925514 |
| 17 | 628.177 | 627.203987587683 | 0.973012412316605 |
| 18 | 589.767 | 625.204756655877 | -35.4377566558766 |
| 19 | 582.471 | 611.628930895126 | -29.1579308951255 |
| 20 | 636.248 | 607.563598468459 | 28.6844015315410 |
| 21 | 599.885 | 633.23832462805 | -33.3533246280498 |
| 22 | 621.694 | 648.190702930397 | -26.4967029303975 |
| 23 | 637.406 | 640.55523327609 | -3.14923327608999 |
| 24 | 595.994 | 639.143098977853 | -43.1490989778525 |
| 25 | 696.308 | 670.96834553198 | 25.3396544680199 |
| 26 | 674.201 | 657.532907899399 | 16.6680921006015 |
| 27 | 648.861 | 655.969152197918 | -7.10815219791766 |
| 28 | 649.605 | 645.041202723183 | 4.56379727681725 |
| 29 | 672.392 | 635.55258569596 | 36.8394143040406 |
| 30 | 598.396 | 633.059874987853 | -34.6638749878533 |
| 31 | 613.177 | 619.020706627137 | -5.84370662713716 |
| 32 | 638.104 | 615.479958872163 | 22.6240411278373 |
| 33 | 615.632 | 630.783712232805 | -15.1517122328052 |
| 34 | 634.465 | 636.967131961075 | -2.50213196107492 |
| 35 | 638.686 | 638.682404801156 | 0.00359519884366832 |
| 36 | 604.243 | 623.900181652532 | -19.6571816525323 |
| 37 | 706.669 | 659.987589926673 | 46.6814100733267 |
| 38 | 677.185 | 630.331340942343 | 46.8536590576568 |
| 39 | 644.328 | 632.512192752115 | 11.8158072478853 |
| 40 | 664.825 | 615.870037958228 | 48.9549620417723 |
| 41 | 605.707 | 597.503075793434 | 8.20392420656638 |
| 42 | 600.136 | 599.424713135498 | 0.711286864501612 |
| 43 | 612.166 | 589.502055295395 | 22.6639447046054 |
| 44 | 599.659 | 584.31983047839 | 15.3391695216096 |
| 45 | 634.21 | 613.243785053041 | 20.9662149469592 |
| 46 | 618.234 | 612.36137958672 | 5.87262041328069 |
| 47 | 613.576 | 625.868452505915 | -12.2924525059149 |
| 48 | 627.2 | 612.349654212365 | 14.8503457876350 |
| 49 | 668.973 | 645.93683460439 | 23.0361653956103 |
| 50 | 651.479 | 624.320016753782 | 27.1589832462179 |
| 51 | 619.661 | 628.826006643577 | -9.165006643577 |
| 52 | 644.26 | 606.731268105075 | 37.5287318949250 |
| 53 | 579.936 | 618.233004382386 | -38.2970043823858 |
| 54 | 601.752 | 616.375394581715 | -14.6233945817146 |
| 55 | 595.376 | 606.97366150835 | -11.5976615083503 |
| 56 | 588.902 | 595.874600082813 | -6.97260008281347 |
| 57 | 634.341 | 573.275401426119 | 61.0655985738806 |
| 58 | 594.305 | 619.530048105428 | -25.2250481054281 |
| 59 | 606.2 | 606.941170898473 | -0.741170898473257 |
| 60 | 610.926 | 622.801254113527 | -11.8752541135268 |
| 61 | 633.685 | 641.422577762173 | -7.73757776217326 |
| 62 | 639.696 | 637.797551023606 | 1.89844897639415 |
| 63 | 659.451 | 647.07510917297 | 12.3758908270298 |
| 64 | 593.248 | 647.527074099121 | -54.2790740991208 |
| 65 | 606.677 | 629.448264196804 | -22.7712641968042 |
| 66 | 599.434 | 654.436775282043 | -55.0027752820429 |
| 67 | 569.578 | 650.657821385403 | -81.0798213854033 |
| 68 | 629.873 | 619.00160858707 | 10.8713914129303 |
| 69 | 613.438 | 631.181538683885 | -17.7435386838850 |
| 70 | 604.172 | 651.381733389248 | -47.2097333892476 |
| 71 | 658.328 | 644.071466561392 | 14.2565334386082 |
| 72 | 612.633 | 644.676481964009 | -32.0434819640091 |
| 73 | 707.372 | 678.706635167931 | 28.6653648320686 |
| 74 | 739.77 | 686.786154599285 | 52.9838454007151 |
| 75 | 777.535 | 697.403444977011 | 80.1315550229886 |
| 76 | 685.03 | 691.45657114709 | -6.42657114709063 |
| 77 | 730.234 | 675.060831847406 | 55.1731681525944 |
| 78 | 714.154 | 684.616813117607 | 29.5371868823935 |
| 79 | 630.872 | 691.535247981449 | -60.6632479814492 |
| 80 | 719.492 | 675.43336482083 | 44.0586351791699 |
| 81 | 677.023 | 695.348851702982 | -18.3258517029816 |
| 82 | 679.272 | 685.977410237784 | -6.7054102377838 |
| 83 | 718.317 | 686.652402397938 | 31.6645976020622 |
| 84 | 645.672 | 684.386741572752 | -38.7147415727519 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.904101303034988 | 0.191797393930024 | 0.0958986969650119 |
| 8 | 0.922829973568106 | 0.154340052863787 | 0.0771700264318935 |
| 9 | 0.868359188138302 | 0.263281623723395 | 0.131640811861698 |
| 10 | 0.814819350280803 | 0.370361299438394 | 0.185180649719197 |
| 11 | 0.810493891699106 | 0.379012216601789 | 0.189506108300894 |
| 12 | 0.773785114081294 | 0.452429771837411 | 0.226214885918706 |
| 13 | 0.769336016538968 | 0.461327966922064 | 0.230663983461032 |
| 14 | 0.7175783066677 | 0.5648433866646 | 0.2824216933323 |
| 15 | 0.687440322906143 | 0.625119354187714 | 0.312559677093857 |
| 16 | 0.680879656682284 | 0.638240686635432 | 0.319120343317716 |
| 17 | 0.615069788643841 | 0.769860422712318 | 0.384930211356159 |
| 18 | 0.644545948218433 | 0.710908103563133 | 0.355454051781567 |
| 19 | 0.612089564571425 | 0.77582087085715 | 0.387910435428575 |
| 20 | 0.599551084313306 | 0.800897831373388 | 0.400448915686694 |
| 21 | 0.587755751039009 | 0.824488497921983 | 0.412244248960991 |
| 22 | 0.539504057549451 | 0.920991884901099 | 0.460495942450549 |
| 23 | 0.474302600943534 | 0.948605201887068 | 0.525697399056466 |
| 24 | 0.51338969614685 | 0.9732206077063 | 0.48661030385315 |
| 25 | 0.536119016355027 | 0.927761967289945 | 0.463880983644973 |
| 26 | 0.491258769102618 | 0.982517538205236 | 0.508741230897382 |
| 27 | 0.434062291727918 | 0.868124583455836 | 0.565937708272082 |
| 28 | 0.372557658702776 | 0.745115317405553 | 0.627442341297224 |
| 29 | 0.375690092855115 | 0.75138018571023 | 0.624309907144885 |
| 30 | 0.417403452060477 | 0.834806904120955 | 0.582596547939523 |
| 31 | 0.36127602848668 | 0.72255205697336 | 0.63872397151332 |
| 32 | 0.325588646941811 | 0.651177293883622 | 0.674411353058189 |
| 33 | 0.297272835408469 | 0.594545670816939 | 0.70272716459153 |
| 34 | 0.255506891174175 | 0.511013782348349 | 0.744493108825825 |
| 35 | 0.219608397036028 | 0.439216794072056 | 0.780391602963972 |
| 36 | 0.236294082076382 | 0.472588164152764 | 0.763705917923618 |
| 37 | 0.246421912262523 | 0.492843824525045 | 0.753578087737477 |
| 38 | 0.257407989991929 | 0.514815979983857 | 0.742592010008071 |
| 39 | 0.207720317026395 | 0.415440634052789 | 0.792279682973606 |
| 40 | 0.222347611901117 | 0.444695223802234 | 0.777652388098883 |
| 41 | 0.177498714957939 | 0.354997429915879 | 0.82250128504206 |
| 42 | 0.142643594519405 | 0.285287189038811 | 0.857356405480595 |
| 43 | 0.116576941367062 | 0.233153882734124 | 0.883423058632938 |
| 44 | 0.0897143052075147 | 0.179428610415029 | 0.910285694792485 |
| 45 | 0.0679471632592475 | 0.135894326518495 | 0.932052836740752 |
| 46 | 0.0494790317659758 | 0.0989580635319515 | 0.950520968234024 |
| 47 | 0.0449507747227703 | 0.0899015494455407 | 0.95504922527723 |
| 48 | 0.034184430907291 | 0.068368861814582 | 0.965815569092709 |
| 49 | 0.0237558334159300 | 0.0475116668318599 | 0.97624416658407 |
| 50 | 0.0169677382578426 | 0.0339354765156853 | 0.983032261742157 |
| 51 | 0.0142664232354666 | 0.0285328464709333 | 0.985733576764533 |
| 52 | 0.0136591632384268 | 0.0273183264768537 | 0.986340836761573 |
| 53 | 0.0231855008118650 | 0.0463710016237299 | 0.976814499188135 |
| 54 | 0.0194633177434053 | 0.0389266354868105 | 0.980536682256595 |
| 55 | 0.0151592405492589 | 0.0303184810985178 | 0.98484075945074 |
| 56 | 0.0110177648752358 | 0.0220355297504716 | 0.988982235124764 |
| 57 | 0.0269439848514477 | 0.0538879697028954 | 0.973056015148552 |
| 58 | 0.0261385782920360 | 0.0522771565840721 | 0.973861421707964 |
| 59 | 0.0178522331333161 | 0.0357044662666322 | 0.982147766866684 |
| 60 | 0.0133898988017589 | 0.0267797976035177 | 0.98661010119824 |
| 61 | 0.00988980023745973 | 0.0197796004749195 | 0.99011019976254 |
| 62 | 0.00614593354396835 | 0.0122918670879367 | 0.993854066456032 |
| 63 | 0.00380435823656268 | 0.00760871647312535 | 0.996195641763437 |
| 64 | 0.0117354459472965 | 0.0234708918945931 | 0.988264554052704 |
| 65 | 0.00922723137802734 | 0.0184544627560547 | 0.990772768621973 |
| 66 | 0.0119795375177935 | 0.0239590750355870 | 0.988020462482206 |
| 67 | 0.0271098981445650 | 0.0542197962891299 | 0.972890101855435 |
| 68 | 0.0209701446270546 | 0.0419402892541092 | 0.979029855372945 |
| 69 | 0.0127909330847354 | 0.0255818661694708 | 0.987209066915265 |
| 70 | 0.130602667387895 | 0.26120533477579 | 0.869397332612105 |
| 71 | 0.095670032942404 | 0.191340065884808 | 0.904329967057596 |
| 72 | 0.0940966977777474 | 0.188193395555495 | 0.905903302222253 |
| 73 | 0.0751802579464388 | 0.150360515892878 | 0.924819742053561 |
| 74 | 0.0626332042075244 | 0.125266408415049 | 0.937366795792476 |
| 75 | 0.472613381142656 | 0.945226762285313 | 0.527386618857344 |
| 76 | 0.383224402790821 | 0.766448805581641 | 0.61677559720918 |
| 77 | 0.257224854807937 | 0.514449709615874 | 0.742775145192063 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.0140845070422535 | NOK |
| 5% type I error level | 18 | 0.253521126760563 | NOK |
| 10% type I error level | 24 | 0.338028169014085 | NOK |
