| Multiple Linear Regression - Estimated Regression Equation |
| Bel20[t] = + 3903.77204878049 -1625.81512195122Dummy[t] -131.400341463416M1[t] -192.959024390245M2[t] -233.483024390245M3[t] -112.979024390245M4[t] -96.1370243902443M5[t] -214.049024390245M6[t] -272.695024390244M7[t] -246.131024390244M8[t] -188.767024390244M9[t] -262.597024390244M10[t] -23.3880000000004M11[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) | 3903.77204878049 | 262.047574 | 14.8972 | 0 | 0 |
| Dummy | -1625.81512195122 | 171.062353 | -9.5042 | 0 | 0 |
| M1 | -131.400341463416 | 342.69444 | -0.3834 | 0.703092 | 0.351546 |
| M2 | -192.959024390245 | 359.36668 | -0.5369 | 0.593788 | 0.296894 |
| M3 | -233.483024390245 | 359.36668 | -0.6497 | 0.518979 | 0.259489 |
| M4 | -112.979024390245 | 359.36668 | -0.3144 | 0.754592 | 0.377296 |
| M5 | -96.1370243902443 | 359.36668 | -0.2675 | 0.790217 | 0.395108 |
| M6 | -214.049024390245 | 359.36668 | -0.5956 | 0.554222 | 0.277111 |
| M7 | -272.695024390244 | 359.36668 | -0.7588 | 0.45167 | 0.225835 |
| M8 | -246.131024390244 | 359.36668 | -0.6849 | 0.4967 | 0.24835 |
| M9 | -188.767024390244 | 359.36668 | -0.5253 | 0.601809 | 0.300904 |
| M10 | -262.597024390244 | 359.36668 | -0.7307 | 0.468501 | 0.234251 |
| M11 | -23.3880000000004 | 357.734423 | -0.0654 | 0.948144 | 0.474072 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.809937779239358 |
| R-squared | 0.655999206239183 |
| Adjusted R-squared | 0.569999007798978 |
| F-TEST (value) | 7.62788014605916 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 48 |
| p-value | 1.21177609946344e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 565.6277869838 |
| Sum Squared Residuals | 15356870.0835932 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2981.85 | 3772.37170731708 | -790.521707317076 |
| 2 | 3080.58 | 3710.81302439024 | -630.233024390244 |
| 3 | 3106.22 | 3670.28902439024 | -564.069024390244 |
| 4 | 3119.31 | 3790.79302439024 | -671.483024390243 |
| 5 | 3061.26 | 3807.63502439024 | -746.375024390243 |
| 6 | 3097.31 | 3689.72302439024 | -592.413024390243 |
| 7 | 3161.69 | 3631.07702439024 | -469.387024390244 |
| 8 | 3257.16 | 3657.64102439024 | -400.481024390244 |
| 9 | 3277.01 | 3715.00502439024 | -437.995024390244 |
| 10 | 3295.32 | 3641.17502439024 | -345.855024390244 |
| 11 | 3363.99 | 3880.38404878049 | -516.394048780488 |
| 12 | 3494.17 | 3903.77204878049 | -409.602048780488 |
| 13 | 3667.03 | 3772.37170731707 | -105.341707317072 |
| 14 | 3813.06 | 3710.81302439024 | 102.246975609756 |
| 15 | 3917.96 | 3670.28902439024 | 247.670975609756 |
| 16 | 3895.51 | 3790.79302439024 | 104.716975609756 |
| 17 | 3801.06 | 3807.63502439024 | -6.57502439024415 |
| 18 | 3570.12 | 3689.72302439024 | -119.603024390244 |
| 19 | 3701.61 | 3631.07702439024 | 70.5329756097562 |
| 20 | 3862.27 | 3657.64102439024 | 204.628975609756 |
| 21 | 3970.1 | 3715.00502439024 | 255.094975609756 |
| 22 | 4138.52 | 3641.17502439024 | 497.344975609756 |
| 23 | 4199.75 | 3880.38404878049 | 319.365951219512 |
| 24 | 4290.89 | 3903.77204878049 | 387.117951219512 |
| 25 | 4443.91 | 3772.37170731707 | 671.538292682927 |
| 26 | 4502.64 | 3710.81302439024 | 791.826975609757 |
| 27 | 4356.98 | 3670.28902439024 | 686.690975609756 |
| 28 | 4591.27 | 3790.79302439024 | 800.476975609756 |
| 29 | 4696.96 | 3807.63502439024 | 889.324975609756 |
| 30 | 4621.4 | 3689.72302439024 | 931.676975609756 |
| 31 | 4562.84 | 3631.07702439024 | 931.762975609756 |
| 32 | 4202.52 | 3657.64102439024 | 544.878975609756 |
| 33 | 4296.49 | 3715.00502439024 | 581.484975609756 |
| 34 | 4435.23 | 3641.17502439024 | 794.054975609755 |
| 35 | 4105.18 | 3880.38404878049 | 224.795951219512 |
| 36 | 4116.68 | 3903.77204878049 | 212.907951219512 |
| 37 | 3844.49 | 3772.37170731707 | 72.118292682927 |
| 38 | 3720.98 | 3710.81302439024 | 10.1669756097563 |
| 39 | 3674.4 | 3670.28902439024 | 4.1109756097562 |
| 40 | 3857.62 | 3790.79302439024 | 66.826975609756 |
| 41 | 3801.06 | 3807.63502439024 | -6.57502439024415 |
| 42 | 3504.37 | 3689.72302439024 | -185.353024390244 |
| 43 | 3032.6 | 3631.07702439024 | -598.477024390244 |
| 44 | 3047.03 | 3657.64102439024 | -610.611024390244 |
| 45 | 2962.34 | 3715.00502439024 | -752.665024390244 |
| 46 | 2197.82 | 3641.17502439024 | -1443.35502439024 |
| 47 | 2014.45 | 2254.56892682927 | -240.118926829268 |
| 48 | 1862.83 | 2277.95692682927 | -415.126926829269 |
| 49 | 1905.41 | 2146.55658536585 | -241.146585365853 |
| 50 | 1810.99 | 2084.99790243902 | -274.007902439024 |
| 51 | 1670.07 | 2044.47390243902 | -374.403902439025 |
| 52 | 1864.44 | 2164.97790243902 | -300.537902439024 |
| 53 | 2052.02 | 2181.81990243902 | -129.799902439025 |
| 54 | 2029.6 | 2063.90790243902 | -34.3079024390245 |
| 55 | 2070.83 | 2005.26190243902 | 65.5680975609754 |
| 56 | 2293.41 | 2031.82590243902 | 261.584097560975 |
| 57 | 2443.27 | 2089.18990243902 | 354.080097560976 |
| 58 | 2513.17 | 2015.35990243902 | 497.810097560976 |
| 59 | 2466.92 | 2254.56892682927 | 212.351073170732 |
| 60 | 2502.66 | 2277.95692682927 | 224.703073170731 |
| 61 | 2539.91 | 2146.55658536585 | 393.353414634146 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.677075679342848 | 0.645848641314304 | 0.322924320657152 |
| 17 | 0.62503788147409 | 0.74992423705182 | 0.37496211852591 |
| 18 | 0.525039209519413 | 0.949921580961175 | 0.474960790480587 |
| 19 | 0.438718751683493 | 0.877437503366986 | 0.561281248316507 |
| 20 | 0.372398189428657 | 0.744796378857313 | 0.627601810571343 |
| 21 | 0.329154225707488 | 0.658308451414975 | 0.670845774292512 |
| 22 | 0.326601485201433 | 0.653202970402867 | 0.673398514798567 |
| 23 | 0.308399876372569 | 0.616799752745138 | 0.691600123627431 |
| 24 | 0.282837896009789 | 0.565675792019578 | 0.717162103990211 |
| 25 | 0.35772777193853 | 0.71545554387706 | 0.64227222806147 |
| 26 | 0.425395801320619 | 0.850791602641238 | 0.574604198679381 |
| 27 | 0.440541160001622 | 0.881082320003243 | 0.559458839998378 |
| 28 | 0.504540799871396 | 0.99091840025721 | 0.495459200128604 |
| 29 | 0.601787427417201 | 0.796425145165599 | 0.398212572582799 |
| 30 | 0.69999406816709 | 0.600011863665821 | 0.300005931832910 |
| 31 | 0.791783346687518 | 0.416433306624964 | 0.208216653312482 |
| 32 | 0.779511818452699 | 0.440976363094603 | 0.220488181547301 |
| 33 | 0.780583555589304 | 0.438832888821391 | 0.219416444410696 |
| 34 | 0.87762481029379 | 0.244750379412419 | 0.122375189706210 |
| 35 | 0.841676742854649 | 0.316646514290703 | 0.158323257145351 |
| 36 | 0.812205739818195 | 0.37558852036361 | 0.187794260181805 |
| 37 | 0.749207200536376 | 0.501585598927248 | 0.250792799463624 |
| 38 | 0.710428223893135 | 0.57914355221373 | 0.289571776106865 |
| 39 | 0.709155177679012 | 0.581689644641976 | 0.290844822320988 |
| 40 | 0.750917164637866 | 0.498165670724268 | 0.249082835362134 |
| 41 | 0.790565531338551 | 0.418868937322898 | 0.209434468661449 |
| 42 | 0.825353161940836 | 0.349293676118329 | 0.174646838059164 |
| 43 | 0.79600688210739 | 0.40798623578522 | 0.20399311789261 |
| 44 | 0.747414977660894 | 0.505170044678212 | 0.252585022339106 |
| 45 | 0.704792479975285 | 0.59041504004943 | 0.295207520024715 |
| 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 | 0 | 0 | OK |
