| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 60.5979205836162 + 0.27766008955589y1[t] -0.0968386935292209y2[t] + 0.223192273494244y3[t] + 0.00965031680418547y4[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) | 60.5979205836162 | 20.885604 | 2.9014 | 0.005214 | 0.002607 |
| y1 | 0.27766008955589 | 0.130195 | 2.1326 | 0.037125 | 0.018563 |
| y2 | -0.0968386935292209 | 0.136263 | -0.7107 | 0.480087 | 0.240043 |
| y3 | 0.223192273494244 | 0.138148 | 1.6156 | 0.111515 | 0.055758 |
| y4 | 0.00965031680418547 | 0.134956 | 0.0715 | 0.943236 | 0.471618 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.340153663156316 |
| R-squared | 0.115704514558661 |
| Adjusted R-squared | 0.0557522782575528 |
| F-TEST (value) | 1.92994493112049 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 59 |
| p-value | 0.117323585280604 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 9.8710825815571 |
| Sum Squared Residuals | 5748.85800858327 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 98.1 | 101.319425575226 | -3.21942557522621 |
| 2 | 113.9 | 102.175054090614 | 11.7249459093861 |
| 3 | 80.9 | 106.678082833422 | -25.778082833422 |
| 4 | 95.7 | 94.917909232965 | 0.78209076703493 |
| 5 | 113.2 | 105.704036877086 | 7.49596312291408 |
| 6 | 105.9 | 101.917005760278 | 3.9829942397224 |
| 7 | 108.8 | 101.180195162935 | 7.61980483706507 |
| 8 | 102.3 | 106.741021360262 | -4.44102136026155 |
| 9 | 99 | 103.194975514479 | -4.19497551447878 |
| 10 | 100.7 | 103.484959007347 | -2.78495900734703 |
| 11 | 115.5 | 102.853784989258 | 12.646215010742 |
| 12 | 100.7 | 105.999266973927 | -5.29926697392731 |
| 13 | 109.9 | 100.804265803754 | 9.09573419624593 |
| 14 | 114.6 | 108.111602478183 | 6.48839752181733 |
| 15 | 85.4 | 105.365267959614 | -19.9652679596136 |
| 16 | 100.5 | 98.7129957124394 | 1.78700428756058 |
| 17 | 114.8 | 106.871139515808 | 7.92886048419194 |
| 18 | 116.5 | 102.907556627114 | 13.5924433728862 |
| 19 | 112.9 | 105.083199540972 | 7.81680045902818 |
| 20 | 102 | 107.256366734282 | -5.25636673428184 |
| 21 | 106 | 105.095917450068 | 0.904082549932102 |
| 22 | 105.3 | 106.475012921748 | -1.17501292174781 |
| 23 | 118.8 | 103.425759163359 | 15.3742408366405 |
| 24 | 106.1 | 108.029538098646 | -1.9295380986458 |
| 25 | 109.3 | 103.078299274412 | 6.22170072558772 |
| 26 | 117.2 | 108.203003439222 | 8.9969965607784 |
| 27 | 92.5 | 107.382371730899 | -14.8823717308992 |
| 28 | 104.2 | 100.350798091756 | 3.84920190824368 |
| 29 | 112.5 | 107.78543684411 | 4.71456315589008 |
| 30 | 122.4 | 103.520391220577 | 18.8796087794229 |
| 31 | 113.3 | 107.838451725707 | 5.46154827429279 |
| 32 | 100 | 106.318446421421 | -6.31844642142051 |
| 33 | 110.7 | 105.796500478511 | 4.90349952148915 |
| 34 | 112.8 | 108.119906508261 | 4.68009349173868 |
| 35 | 109.8 | 104.610543555174 | 5.18945644482551 |
| 36 | 117.3 | 105.834010142988 | 11.4659898570118 |
| 37 | 109.1 | 108.778939059388 | 0.321060940612258 |
| 38 | 115.9 | 105.126524968366 | 10.7734750316337 |
| 39 | 96 | 109.45368196508 | -13.4536819650803 |
| 40 | 99.8 | 101.511943800298 | -1.71194380029795 |
| 41 | 116.8 | 105.932717003808 | 10.8672829961916 |
| 42 | 115.7 | 105.90904740258 | 9.79095259741955 |
| 43 | 99.4 | 104.613452848947 | -5.21345284894706 |
| 44 | 94.3 | 104.025055805326 | -9.72505580532626 |
| 45 | 91 | 104.106003937945 | -13.106003937945 |
| 46 | 93.2 | 100.034953572969 | -6.8349535729688 |
| 47 | 103.1 | 99.6697926999093 | 3.43020730009068 |
| 48 | 94.1 | 101.419831342516 | -7.319831342516 |
| 49 | 91.8 | 98.4213644268072 | -6.62136442680722 |
| 50 | 102.7 | 100.885128667154 | 1.81487133284612 |
| 51 | 82.6 | 102.221160313344 | -19.6211603133435 |
| 52 | 89.1 | 94.9844556735272 | -5.88445567352721 |
| 53 | 104.5 | 101.146304048015 | 3.35369595198453 |
| 54 | 105.1 | 100.411841675168 | 4.68815832483245 |
| 55 | 95.1 | 100.3439002585 | -5.24390025849954 |
| 56 | 88.7 | 101.009084217862 | -12.3090842178617 |
| 57 | 86.3 | 100.482976822877 | -14.1829768228772 |
| 58 | 91.8 | 98.2102277016701 | -6.41022770167014 |
| 59 | 111.5 | 98.4448373402927 | 13.0551626597074 |
| 60 | 99.7 | 102.7847048062 | -3.08470480619999 |
| 61 | 97.5 | 98.8049902308031 | -1.30499023080314 |
| 62 | 111.7 | 103.786799147685 | 7.91320085231538 |
| 63 | 86.2 | 105.499059958953 | -19.2990599589529 |
| 64 | 95.4 | 96.438721487186 | -1.03872148718605 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.82991480519594 | 0.34017038960812 | 0.17008519480406 |
| 9 | 0.798040442983934 | 0.403919114032131 | 0.201959557016066 |
| 10 | 0.686996723193065 | 0.626006553613869 | 0.313003276806935 |
| 11 | 0.757800565083879 | 0.484398869832242 | 0.242199434916121 |
| 12 | 0.661294332590711 | 0.677411334818578 | 0.338705667409289 |
| 13 | 0.654017250509373 | 0.691965498981253 | 0.345982749490627 |
| 14 | 0.663309500435914 | 0.673380999128172 | 0.336690499564086 |
| 15 | 0.705127069948046 | 0.589745860103908 | 0.294872930051954 |
| 16 | 0.628053123846523 | 0.743893752306954 | 0.371946876153477 |
| 17 | 0.575231269855698 | 0.849537460288605 | 0.424768730144302 |
| 18 | 0.696538705207561 | 0.606922589584878 | 0.303461294792439 |
| 19 | 0.683485245246839 | 0.633029509506323 | 0.316514754753162 |
| 20 | 0.618117550839415 | 0.76376489832117 | 0.381882449160585 |
| 21 | 0.579353473945914 | 0.841293052108173 | 0.420646526054086 |
| 22 | 0.502439888524176 | 0.995120222951647 | 0.497560111475824 |
| 23 | 0.627007383767645 | 0.74598523246471 | 0.372992616232355 |
| 24 | 0.550170468170604 | 0.899659063658793 | 0.449829531829396 |
| 25 | 0.515911293503391 | 0.968177412993219 | 0.484088706496609 |
| 26 | 0.522364513199622 | 0.955270973600755 | 0.477635486800378 |
| 27 | 0.573312674948786 | 0.853374650102428 | 0.426687325051214 |
| 28 | 0.51019538366659 | 0.97960923266682 | 0.48980461633341 |
| 29 | 0.446712730612908 | 0.893425461225815 | 0.553287269387092 |
| 30 | 0.645412424408368 | 0.709175151183263 | 0.354587575591632 |
| 31 | 0.603070058499436 | 0.793859883001128 | 0.396929941500564 |
| 32 | 0.539523504511814 | 0.920952990976373 | 0.460476495488186 |
| 33 | 0.497506506919947 | 0.995013013839895 | 0.502493493080053 |
| 34 | 0.448662031742891 | 0.897324063485781 | 0.55133796825711 |
| 35 | 0.404831524236407 | 0.809663048472814 | 0.595168475763593 |
| 36 | 0.463240869927506 | 0.926481739855012 | 0.536759130072494 |
| 37 | 0.396317119224367 | 0.792634238448734 | 0.603682880775633 |
| 38 | 0.517324454596569 | 0.965351090806861 | 0.482675545403431 |
| 39 | 0.508010768607009 | 0.983978462785983 | 0.491989231392991 |
| 40 | 0.469196984544606 | 0.938393969089213 | 0.530803015455394 |
| 41 | 0.570977416373508 | 0.858045167252983 | 0.429022583626492 |
| 42 | 0.813316820488018 | 0.373366359023964 | 0.186683179511982 |
| 43 | 0.808981517504465 | 0.38203696499107 | 0.191018482495535 |
| 44 | 0.783360295935548 | 0.433279408128904 | 0.216639704064452 |
| 45 | 0.771071096988574 | 0.457857806022851 | 0.228928903011426 |
| 46 | 0.747540591491066 | 0.504918817017867 | 0.252459408508934 |
| 47 | 0.69900746352573 | 0.60198507294854 | 0.30099253647427 |
| 48 | 0.657065960055783 | 0.685868079888434 | 0.342934039944217 |
| 49 | 0.599767457016662 | 0.800465085966677 | 0.400232542983338 |
| 50 | 0.504407932055155 | 0.99118413588969 | 0.495592067944845 |
| 51 | 0.634666307338715 | 0.73066738532257 | 0.365333692661285 |
| 52 | 0.58168282439732 | 0.83663435120536 | 0.41831717560268 |
| 53 | 0.465330490546769 | 0.930660981093538 | 0.534669509453231 |
| 54 | 0.427123544514592 | 0.854247089029185 | 0.572876455485408 |
| 55 | 0.338076957562247 | 0.676153915124493 | 0.661923042437753 |
| 56 | 0.469255693420774 | 0.938511386841548 | 0.530744306579226 |
| 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 |
