| Multiple Linear Regression - Estimated Regression Equation |
| OPENVAC[t] = + 1842.18557079188 + 1.17683534632143X1[t] -0.0681417804041668X2[t] -0.194231091231273X3[t] + 0.0268886495538095X4[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) | 1842.18557079188 | 832.191319 | 2.2137 | 0.028743 | 0.014371 |
| X1 | 1.17683534632143 | 0.09136 | 12.8813 | 0 | 0 |
| X2 | -0.0681417804041668 | 0.139838 | -0.4873 | 0.626941 | 0.313471 |
| X3 | -0.194231091231273 | 0.139921 | -1.3881 | 0.167663 | 0.083832 |
| X4 | 0.0268886495538095 | 0.091044 | 0.2953 | 0.768247 | 0.384123 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.965335002681266 |
| R-squared | 0.93187166740164 |
| Adjusted R-squared | 0.929600722981695 |
| F-TEST (value) | 410.345431273956 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 120 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2074.32861480788 |
| Sum Squared Residuals | 516340704.265296 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 40399 | 43590.4767443088 | -3191.47674430885 |
| 2 | 36763 | 38892.4061838999 | -2129.40618389992 |
| 3 | 37903 | 34971.7390584672 | 2931.26094153278 |
| 4 | 35532 | 37283.4478936571 | -1751.44789365708 |
| 5 | 35533 | 35020.478140015 | 512.521859984974 |
| 6 | 32110 | 34864.0285629183 | -2754.02856291833 |
| 7 | 33374 | 31326.8280084803 | 2047.17199151966 |
| 8 | 35462 | 32983.6499813708 | 2478.35001862922 |
| 9 | 33508 | 36019.6308879933 | -2511.63088799327 |
| 10 | 36080 | 33240.2666370583 | 2839.73336294173 |
| 11 | 34560 | 36028.6689212519 | -1468.66892125186 |
| 12 | 38737 | 34500.289588178 | 4236.71041182197 |
| 13 | 38144 | 38967.403548102 | -823.403548102012 |
| 14 | 37594 | 38349.3008363091 | -755.30083630913 |
| 15 | 36424 | 36890.2754562172 | -466.275456217194 |
| 16 | 36843 | 35778.3490065298 | 1064.65099347019 |
| 17 | 37246 | 36442.0510307032 | 803.948969296838 |
| 18 | 38661 | 37100.2258887673 | 1560.77411123265 |
| 19 | 40454 | 38625.1442191054 | 1828.85578089456 |
| 20 | 44928 | 40571.7805901847 | 4356.21940981528 |
| 21 | 48441 | 45450.7628490401 | 2990.23715095992 |
| 22 | 48140 | 48969.91018768 | -829.910187680002 |
| 23 | 45998 | 47555.5221203587 | -1557.52212035868 |
| 24 | 47369 | 44493.2174790481 | 2875.7825209519 |
| 25 | 49554 | 46405.5418168237 | 3148.45818317634 |
| 26 | 47510 | 49291.4541815036 | -1781.45418150357 |
| 27 | 44873 | 46413.2266300171 | -1540.22663001712 |
| 28 | 45344 | 43061.6630251116 | 2282.33697488844 |
| 29 | 42413 | 44251.4023979065 | -1838.40239790653 |
| 30 | 36912 | 41227.2302071569 | -4315.23020715693 |
| 31 | 43452 | 34790.794312564 | 8661.205687436 |
| 32 | 42142 | 43444.1012938482 | -1302.10129384821 |
| 33 | 44382 | 42446.4543473449 | 1935.5456526551 |
| 34 | 43636 | 43753.6454575863 | -117.645457586340 |
| 35 | 44167 | 43153.3831987201 | 1013.61680127990 |
| 36 | 44423 | 43358.8147605247 | 1064.18523947525 |
| 37 | 42868 | 43829.0282928475 | -961.028292847484 |
| 38 | 43908 | 41858.4093915232 | 2049.59060847676 |
| 39 | 42013 | 43152.8333337839 | -1139.83333378388 |
| 40 | 38846 | 41160.7757420348 | -2314.77574203483 |
| 41 | 35087 | 37319.0546891640 | -2232.05468916405 |
| 42 | 33026 | 33507.167754301 | -481.167754300994 |
| 43 | 34646 | 31902.0309330968 | 2743.96906690325 |
| 44 | 37135 | 34593.9027223519 | 2541.09727764810 |
| 45 | 37985 | 37711.8920604461 | 273.107939553911 |
| 46 | 43121 | 38172.5253388683 | 4948.47466113173 |
| 47 | 43722 | 43718.9495904342 | 3.05040956584811 |
| 48 | 43630 | 43978.0808706104 | -348.080870610382 |
| 49 | 42234 | 42854.1432762828 | -620.143276282828 |
| 50 | 39351 | 41238.9173948937 | -1887.91739489366 |
| 51 | 39327 | 37975.2563556683 | 1351.74364433170 |
| 52 | 35704 | 38412.1379078617 | -2708.1379078617 |
| 53 | 30466 | 34672.5305321115 | -4206.53053211149 |
| 54 | 28155 | 28682.28622801 | -527.286228010026 |
| 55 | 29257 | 27022.6003043598 | 2234.39969564017 |
| 56 | 29998 | 29396.9133890560 | 601.086610943967 |
| 57 | 32529 | 30501.8814441474 | 2027.11855585256 |
| 58 | 34787 | 33153.7763147518 | 1633.22368524821 |
| 59 | 33855 | 35524.3097337486 | -1669.30973374857 |
| 60 | 34556 | 33801.9606482374 | 754.039351762598 |
| 61 | 31348 | 34319.9117333659 | -2971.91173336589 |
| 62 | 30805 | 30738.5945020235 | 66.4054979765466 |
| 63 | 28353 | 30156.9555241702 | -1803.95552417021 |
| 64 | 24514 | 27950.2985257567 | -3436.29852575666 |
| 65 | 21106 | 23618.7199715496 | -2512.71997154965 |
| 66 | 21346 | 20331.3155052492 | 1014.68449475084 |
| 67 | 23335 | 21525.7053665146 | 1809.29463348538 |
| 68 | 24379 | 24408.7908763301 | -29.7908763300550 |
| 69 | 26290 | 25363.6209970909 | 926.379002909143 |
| 70 | 30084 | 27161.5409606031 | 2922.45903939692 |
| 71 | 29429 | 31346.9395869113 | -1917.93958691132 |
| 72 | 30632 | 29974.4786550086 | 657.521344991415 |
| 73 | 27349 | 30749.3158919639 | -3400.31589196388 |
| 74 | 27264 | 27033.0277893280 | 230.972210671965 |
| 75 | 27474 | 26905.4341817486 | 568.565818251373 |
| 76 | 24482 | 27828.369373736 | -3346.36937373598 |
| 77 | 21453 | 24221.2024499269 | -2768.20244992688 |
| 78 | 18788 | 20817.3743285179 | -2029.37432851788 |
| 79 | 19282 | 18474.2956247857 | 807.704375214255 |
| 80 | 19713 | 19745.1252665202 | -32.125266520164 |
| 81 | 21917 | 20654.8593998979 | 1262.14060010210 |
| 82 | 23812 | 23051.626985707 | 760.373014293007 |
| 83 | 23785 | 25061.1148755342 | -1276.11487553423 |
| 84 | 24696 | 24483.7153302016 | 212.284669798377 |
| 85 | 24562 | 25248.8468245047 | -686.846824504697 |
| 86 | 23580 | 25085.2719565171 | -1505.27195651714 |
| 87 | 24939 | 23761.080127354 | 1177.91987264599 |
| 88 | 23899 | 25477.8371173302 | -1578.83711733024 |
| 89 | 21454 | 24348.4555301356 | -2894.45553013559 |
| 90 | 19761 | 21251.5958531549 | -1490.59585315487 |
| 91 | 19815 | 19664.3622745450 | 150.637725454978 |
| 92 | 20780 | 20290.2062399951 | 489.793760004867 |
| 93 | 23462 | 21685.2631823490 | 1776.73681765103 |
| 94 | 25005 | 24719.7678004720 | 285.232199528048 |
| 95 | 24725 | 26166.8874688397 | -1441.88746883968 |
| 96 | 26198 | 25237.2505648432 | 960.749435156801 |
| 97 | 27543 | 26762.2255128213 | 780.774487178698 |
| 98 | 26471 | 28340.5701028946 | -1869.57010289458 |
| 99 | 26558 | 26693.7206977357 | -135.720697735664 |
| 100 | 25317 | 26647.5195245456 | -1330.51952454560 |
| 101 | 22896 | 25425.5194883153 | -2529.51948831533 |
| 102 | 22248 | 22615.2423270939 | -367.242327093903 |
| 103 | 23406 | 22261.0043697653 | 1144.99563023471 |
| 104 | 25073 | 24104.8002322821 | 968.199767717951 |
| 105 | 27691 | 26048.4408994399 | 1642.55910056005 |
| 106 | 30599 | 28773.4600396190 | 1825.53996038097 |
| 107 | 31948 | 31724.6558727244 | 223.344127275563 |
| 108 | 32946 | 32650.3768394595 | 295.623160540536 |
| 109 | 34012 | 33238.5057245544 | 773.494275445634 |
| 110 | 32936 | 34241.1811577211 | -1305.18115772115 |
| 111 | 32974 | 32744.6973463677 | 229.302653632280 |
| 112 | 30951 | 32682.522174245 | -1731.52217424498 |
| 113 | 29812 | 30536.8508355706 | -724.850835570573 |
| 114 | 29010 | 29297.9732294814 | -287.973229481402 |
| 115 | 31068 | 28825.7160358559 | 2242.28396414413 |
| 116 | 32447 | 31469.1263613346 | 977.873638665416 |
| 117 | 34844 | 33076.8936831658 | 1767.10631683424 |
| 118 | 35676 | 35382.5082104248 | 293.491789575223 |
| 119 | 35387 | 35985.7915369092 | -598.791536909237 |
| 120 | 36488 | 35160.4996825794 | 1327.50031742058 |
| 121 | 35652 | 36378.7401984922 | -726.740198492184 |
| 122 | 33488 | 35398.3858905371 | -1910.38589053708 |
| 123 | 32914 | 32687.0614783487 | 226.938521651299 |
| 124 | 29781 | 32350.9983977829 | -2569.99839778290 |
| 125 | 27951 | 29100.9238101073 | -1149.92381010733 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.703389739425148 | 0.593220521149704 | 0.296610260574852 |
| 9 | 0.56377489901037 | 0.87245020197926 | 0.43622510098963 |
| 10 | 0.596130282228934 | 0.807739435542132 | 0.403869717771066 |
| 11 | 0.469455430757428 | 0.938910861514857 | 0.530544569242572 |
| 12 | 0.658353611077724 | 0.683292777844552 | 0.341646388922276 |
| 13 | 0.649353949751144 | 0.701292100497712 | 0.350646050248856 |
| 14 | 0.550936567175018 | 0.898126865649965 | 0.449063432824982 |
| 15 | 0.457518776051859 | 0.915037552103718 | 0.542481223948141 |
| 16 | 0.378734737106478 | 0.757469474212956 | 0.621265262893522 |
| 17 | 0.324270936824134 | 0.648541873648267 | 0.675729063175866 |
| 18 | 0.328078585464195 | 0.65615717092839 | 0.671921414535805 |
| 19 | 0.411830396376098 | 0.823660792752196 | 0.588169603623902 |
| 20 | 0.807011403505749 | 0.385977192988503 | 0.192988596494251 |
| 21 | 0.897010335707207 | 0.205979328585587 | 0.102989664292793 |
| 22 | 0.86289109903974 | 0.27421780192052 | 0.13710890096026 |
| 23 | 0.8304965362753 | 0.339006927449401 | 0.169503463724701 |
| 24 | 0.885543248294457 | 0.228913503411086 | 0.114456751705543 |
| 25 | 0.929356705651338 | 0.141286588697324 | 0.0706432943486622 |
| 26 | 0.916452534629811 | 0.167094930740377 | 0.0835474653701886 |
| 27 | 0.902943921866784 | 0.194112156266432 | 0.097056078133216 |
| 28 | 0.899883636282905 | 0.20023272743419 | 0.100116363717095 |
| 29 | 0.886003484874174 | 0.227993030251652 | 0.113996515125826 |
| 30 | 0.945228917722533 | 0.109542164554933 | 0.0547710822774666 |
| 31 | 0.999721105844668 | 0.000557788310663004 | 0.000278894155331502 |
| 32 | 0.999626948621493 | 0.000746102757014503 | 0.000373051378507251 |
| 33 | 0.999693948871695 | 0.00061210225660989 | 0.000306051128304945 |
| 34 | 0.9994986762997 | 0.00100264740060092 | 0.000501323700300459 |
| 35 | 0.999298043982954 | 0.00140391203409219 | 0.000701956017046093 |
| 36 | 0.999023989989 | 0.00195202002200034 | 0.000976010011000172 |
| 37 | 0.99853129818746 | 0.00293740362508083 | 0.00146870181254041 |
| 38 | 0.998657637015926 | 0.00268472596814758 | 0.00134236298407379 |
| 39 | 0.99808854169432 | 0.00382291661135919 | 0.00191145830567960 |
| 40 | 0.998276449111683 | 0.00344710177663387 | 0.00172355088831693 |
| 41 | 0.998753220881945 | 0.00249355823610988 | 0.00124677911805494 |
| 42 | 0.998334827071928 | 0.00333034585614326 | 0.00166517292807163 |
| 43 | 0.998722900500492 | 0.00255419899901566 | 0.00127709949950783 |
| 44 | 0.998878258270273 | 0.00224348345945422 | 0.00112174172972711 |
| 45 | 0.998254828555675 | 0.00349034288864977 | 0.00174517144432489 |
| 46 | 0.999829184488151 | 0.000341631023697885 | 0.000170815511848943 |
| 47 | 0.999716495755975 | 0.000567008488049243 | 0.000283504244024621 |
| 48 | 0.999567738070495 | 0.000864523859010315 | 0.000432261929505158 |
| 49 | 0.999391172794891 | 0.00121765441021718 | 0.000608827205108589 |
| 50 | 0.999258141162963 | 0.00148371767407382 | 0.000741858837036912 |
| 51 | 0.999402185745545 | 0.00119562850891057 | 0.000597814254455285 |
| 52 | 0.999495020287436 | 0.00100995942512895 | 0.000504979712564474 |
| 53 | 0.999885327498467 | 0.000229345003066577 | 0.000114672501533289 |
| 54 | 0.999859894825038 | 0.000280210349924032 | 0.000140105174962016 |
| 55 | 0.99989751422582 | 0.000204971548361183 | 0.000102485774180592 |
| 56 | 0.999834230010099 | 0.000331539979802076 | 0.000165769989901038 |
| 57 | 0.999827265241431 | 0.000345469517137316 | 0.000172734758568658 |
| 58 | 0.999791152112245 | 0.000417695775509559 | 0.000208847887754779 |
| 59 | 0.999800735398592 | 0.000398529202816074 | 0.000199264601408037 |
| 60 | 0.999752920015538 | 0.000494159968925058 | 0.000247079984462529 |
| 61 | 0.999874733500774 | 0.000250532998451954 | 0.000125266499225977 |
| 62 | 0.99983725401301 | 0.000325491973980180 | 0.000162745986990090 |
| 63 | 0.999828897271305 | 0.000342205457390359 | 0.000171102728695179 |
| 64 | 0.999931907422903 | 0.000136185154194787 | 6.80925770973937e-05 |
| 65 | 0.999946678319772 | 0.000106643360455195 | 5.33216802275977e-05 |
| 66 | 0.99992915119899 | 0.000141697602020722 | 7.08488010103608e-05 |
| 67 | 0.999919212594256 | 0.000161574811487505 | 8.07874057437523e-05 |
| 68 | 0.999864649226317 | 0.000270701547365090 | 0.000135350773682545 |
| 69 | 0.999786024045033 | 0.000427951909934789 | 0.000213975954967394 |
| 70 | 0.999878767430168 | 0.000242465139663167 | 0.000121232569831583 |
| 71 | 0.999911332826847 | 0.000177334346306799 | 8.86671731533997e-05 |
| 72 | 0.999872553594583 | 0.00025489281083461 | 0.000127446405417305 |
| 73 | 0.999972911045603 | 5.41779087938436e-05 | 2.70889543969218e-05 |
| 74 | 0.999968442236395 | 6.31155272103675e-05 | 3.15577636051838e-05 |
| 75 | 0.999943549449114 | 0.000112901101772682 | 5.64505508863409e-05 |
| 76 | 0.999986612707745 | 2.67745845103111e-05 | 1.33872922551555e-05 |
| 77 | 0.99998930707681 | 2.13858463785583e-05 | 1.06929231892791e-05 |
| 78 | 0.999987918381178 | 2.41632376447024e-05 | 1.20816188223512e-05 |
| 79 | 0.999981997040796 | 3.600591840819e-05 | 1.8002959204095e-05 |
| 80 | 0.999966897214427 | 6.62055711451256e-05 | 3.31027855725628e-05 |
| 81 | 0.99995325233123 | 9.34953375419386e-05 | 4.67476687709693e-05 |
| 82 | 0.99991474895246 | 0.000170502095078406 | 8.5251047539203e-05 |
| 83 | 0.99990104838663 | 0.000197903226739556 | 9.8951613369778e-05 |
| 84 | 0.999823755977887 | 0.000352488044225162 | 0.000176244022112581 |
| 85 | 0.999727242840323 | 0.000545514319353723 | 0.000272757159676861 |
| 86 | 0.999660189870596 | 0.000679620258808842 | 0.000339810129404421 |
| 87 | 0.999587414330024 | 0.000825171339952972 | 0.000412585669976486 |
| 88 | 0.999667072349611 | 0.000665855300777659 | 0.000332927650388830 |
| 89 | 0.99985532807387 | 0.000289343852260689 | 0.000144671926130344 |
| 90 | 0.99979873403557 | 0.000402531928858087 | 0.000201265964429044 |
| 91 | 0.999622548149846 | 0.000754903700308384 | 0.000377451850154192 |
| 92 | 0.999311769705834 | 0.00137646058833207 | 0.000688230294166033 |
| 93 | 0.999097507000582 | 0.00180498599883600 | 0.000902492999417999 |
| 94 | 0.998475823556986 | 0.00304835288602882 | 0.00152417644301441 |
| 95 | 0.998880201533106 | 0.00223959693378726 | 0.00111979846689363 |
| 96 | 0.998149603634675 | 0.0037007927306495 | 0.00185039636532475 |
| 97 | 0.99679754097771 | 0.00640491804458092 | 0.00320245902229046 |
| 98 | 0.998423785578812 | 0.00315242884237641 | 0.00157621442118821 |
| 99 | 0.997116822309023 | 0.00576635538195318 | 0.00288317769097659 |
| 100 | 0.996758321877377 | 0.00648335624524666 | 0.00324167812262333 |
| 101 | 0.999317434433534 | 0.00136513113293253 | 0.000682565566466265 |
| 102 | 0.99906102632505 | 0.00187794734989872 | 0.000938973674949358 |
| 103 | 0.998116984095003 | 0.00376603180999342 | 0.00188301590499671 |
| 104 | 0.996690044715 | 0.00661991057000068 | 0.00330995528500034 |
| 105 | 0.994003999039012 | 0.0119920019219750 | 0.00599600096098749 |
| 106 | 0.989080029983223 | 0.0218399400335543 | 0.0109199700167771 |
| 107 | 0.987444594644892 | 0.0251108107102155 | 0.0125554053551077 |
| 108 | 0.986142679959346 | 0.0277146400813072 | 0.0138573200406536 |
| 109 | 0.975576430505102 | 0.0488471389897955 | 0.0244235694948977 |
| 110 | 0.978203069570552 | 0.0435938608588954 | 0.0217969304294477 |
| 111 | 0.958783242878109 | 0.0824335142437827 | 0.0412167571218913 |
| 112 | 0.960892398041997 | 0.0782152039160067 | 0.0391076019580034 |
| 113 | 0.934343546779093 | 0.131312906441814 | 0.065656453220907 |
| 114 | 0.926003965974094 | 0.147992068051812 | 0.0739960340259062 |
| 115 | 0.923316012342436 | 0.153367975315128 | 0.0766839876575639 |
| 116 | 0.861830438141017 | 0.276339123717966 | 0.138169561858983 |
| 117 | 0.95686846275074 | 0.0862630744985192 | 0.0431315372492596 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 74 | 0.672727272727273 | NOK |
| 5% type I error level | 80 | 0.727272727272727 | NOK |
| 10% type I error level | 83 | 0.754545454545455 | NOK |
