Multiple Linear Regression - Estimated Regression Equation |
Unemployment[t] = + 64.1172982454136 -0.281097416377750CPI[t] + 0.324336594244599Inflation[t] -0.000372199226350419Import[t] -0.000187128262761976Export[t] + 0.0426951769815421M1[t] -0.916417283203493M2[t] -0.437903256624127M3[t] + 0.219798810633657M4[t] + 0.830300978554858M5[t] + 1.50462169015839M6[t] + 1.87395398377241M7[t] + 2.13375114434699M8[t] + 2.30170282119335M9[t] + 2.69717334939725M10[t] + 1.28684872932107M11[t] + 0.270121808499834t + 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) | 64.1172982454136 | 7.36321 | 8.7078 | 0 | 0 |
CPI | -0.281097416377750 | 0.038559 | -7.29 | 0 | 0 |
Inflation | 0.324336594244599 | 0.086058 | 3.7688 | 0.000414 | 0.000207 |
Import | -0.000372199226350419 | 4.1e-05 | -8.9983 | 0 | 0 |
Export | -0.000187128262761976 | 0.000172 | -1.0851 | 0.282768 | 0.141384 |
M1 | 0.0426951769815421 | 0.390394 | 0.1094 | 0.913327 | 0.456663 |
M2 | -0.916417283203493 | 0.384878 | -2.3811 | 0.020888 | 0.010444 |
M3 | -0.437903256624127 | 0.370184 | -1.1829 | 0.242115 | 0.121057 |
M4 | 0.219798810633657 | 0.374921 | 0.5863 | 0.560193 | 0.280097 |
M5 | 0.830300978554858 | 0.369454 | 2.2474 | 0.028803 | 0.014401 |
M6 | 1.50462169015839 | 0.381186 | 3.9472 | 0.000234 | 0.000117 |
M7 | 1.87395398377241 | 0.395099 | 4.743 | 1.6e-05 | 8e-06 |
M8 | 2.13375114434699 | 0.402045 | 5.3072 | 2e-06 | 1e-06 |
M9 | 2.30170282119335 | 0.433819 | 5.3057 | 2e-06 | 1e-06 |
M10 | 2.69717334939725 | 0.426883 | 6.3183 | 0 | 0 |
M11 | 1.28684872932107 | 0.396709 | 3.2438 | 0.002044 | 0.001022 |
t | 0.270121808499834 | 0.023213 | 11.6364 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.972181032463087 |
R-squared | 0.945135959880994 |
Adjusted R-squared | 0.928573230788463 |
F-TEST (value) | 57.0640233623845 |
F-TEST (DF numerator) | 16 |
F-TEST (DF denominator) | 53 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.577145210441974 |
Sum Squared Residuals | 17.6541194786139 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 5.3 | 4.64276291388123 | 0.657237086118774 |
2 | 5.4 | 3.92647471004821 | 1.47352528995179 |
3 | 5.2 | 4.52694810590232 | 0.673051894097676 |
4 | 5.2 | 4.48886033813804 | 0.71113966186196 |
5 | 5.1 | 4.86633100896242 | 0.233668991037578 |
6 | 5 | 4.95151013786072 | 0.0484898621392773 |
7 | 5 | 5.39995763441057 | -0.399957634410571 |
8 | 4.9 | 5.34214081708817 | -0.442140817088167 |
9 | 5 | 5.22646406174412 | -0.22646406174412 |
10 | 5 | 5.12700148398417 | -0.127001483984166 |
11 | 5 | 4.8933740775523 | 0.106625922447701 |
12 | 4.9 | 4.74285877550726 | 0.157141224492744 |
13 | 4.7 | 4.62985632300701 | 0.0701436769929925 |
14 | 4.8 | 4.8697416471152 | -0.069741647115198 |
15 | 4.7 | 4.10522333701710 | 0.594776662982895 |
16 | 4.7 | 4.39024942400613 | 0.309750575993868 |
17 | 4.6 | 4.83358786606014 | -0.233587866060143 |
18 | 4.6 | 5.11643881044293 | -0.516438810442934 |
19 | 4.7 | 5.1988333111493 | -0.498833311149298 |
20 | 4.7 | 4.77261102510945 | -0.072611025109454 |
21 | 4.5 | 4.62849147600372 | -0.128491476003723 |
22 | 4.4 | 4.60398180964456 | -0.203981809644562 |
23 | 4.5 | 4.41688745896897 | 0.0831125410310287 |
24 | 4.4 | 4.78662888531707 | -0.386628885317066 |
25 | 4.6 | 4.32423312484676 | 0.275766875153238 |
26 | 4.5 | 4.38260494758344 | 0.117395052416563 |
27 | 4.4 | 4.67769420513175 | -0.277694205131751 |
28 | 4.5 | 4.73223324619346 | -0.232233246193464 |
29 | 4.4 | 4.82667300569558 | -0.426673005695582 |
30 | 4.6 | 4.91425550358615 | -0.314255503586154 |
31 | 4.6 | 5.05968564711435 | -0.459685647114347 |
32 | 4.6 | 5.4702961045422 | -0.870296104542199 |
33 | 4.7 | 5.67845374765104 | -0.978453747651043 |
34 | 4.7 | 5.63513740691565 | -0.935137406915654 |
35 | 4.7 | 5.04727941261672 | -0.347279412616722 |
36 | 5 | 5.34954875882431 | -0.349548758824314 |
37 | 5 | 5.4197883577543 | -0.419788357754304 |
38 | 4.8 | 5.23147990249331 | -0.43147990249331 |
39 | 5.1 | 5.95275082479054 | -0.852750824790536 |
40 | 5 | 5.31696339784819 | -0.316963397848187 |
41 | 5.4 | 5.02372447246324 | 0.376275527536764 |
42 | 5.5 | 5.53313960384875 | -0.0331396038487539 |
43 | 5.8 | 4.79457207377784 | 1.00542792622216 |
44 | 6.1 | 5.28839289483726 | 0.811607105162739 |
45 | 6.2 | 5.38165707431945 | 0.818342925680552 |
46 | 6.6 | 5.74382693902568 | 0.85617306097432 |
47 | 6.9 | 7.24507079386054 | -0.345070793860542 |
48 | 7.4 | 7.72686078687294 | -0.326860786872942 |
49 | 7.7 | 8.06605007148066 | -0.366050071480658 |
50 | 8.2 | 9.25129175367216 | -1.05129175367216 |
51 | 8.6 | 8.59654734022549 | 0.00345265977451100 |
52 | 8.9 | 9.07753477334944 | -0.177534773349438 |
53 | 9.4 | 9.28937457609635 | 0.110625423903649 |
54 | 9.5 | 9.15299374181268 | 0.347006258187322 |
55 | 9.4 | 9.09143661986234 | 0.308563380137658 |
56 | 9.7 | 9.59286612456255 | 0.107133875437446 |
57 | 9.8 | 9.22847058190075 | 0.571529418099255 |
58 | 10.1 | 9.36765796990535 | 0.732342030094653 |
59 | 10 | 9.49738825700147 | 0.502611742998533 |
60 | 10 | 9.09410279347842 | 0.905897206521578 |
61 | 9.7 | 9.91730920903004 | -0.217309209030043 |
62 | 9.7 | 9.73840703908768 | -0.0384070390876845 |
63 | 9.7 | 9.8408361869328 | -0.140836186932795 |
64 | 9.9 | 10.1941588204647 | -0.294158820464739 |
65 | 9.7 | 9.76030907072226 | -0.0603090707222659 |
66 | 9.5 | 9.03166220244876 | 0.468337797551243 |
67 | 9.5 | 9.4555147136856 | 0.0444852863144009 |
68 | 9.6 | 9.13369303386036 | 0.466306966139635 |
69 | 9.6 | 9.65646305838092 | -0.056463058380921 |
70 | 9.6 | 9.9223943905246 | -0.322394390524591 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
20 | 0.00514555545303932 | 0.0102911109060786 | 0.99485444454696 |
21 | 0.000687639807650227 | 0.00137527961530045 | 0.99931236019235 |
22 | 0.000232999860815606 | 0.000465999721631212 | 0.999767000139184 |
23 | 6.72059041639554e-05 | 0.000134411808327911 | 0.999932794095836 |
24 | 1.25510602826497e-05 | 2.51021205652994e-05 | 0.999987448939717 |
25 | 0.000134768174021893 | 0.000269536348043787 | 0.999865231825978 |
26 | 7.24909050751651e-05 | 0.000144981810150330 | 0.999927509094925 |
27 | 5.72387685251498e-05 | 0.000114477537050300 | 0.999942761231475 |
28 | 3.45124540345662e-05 | 6.90249080691324e-05 | 0.999965487545965 |
29 | 1.00824481590105e-05 | 2.01648963180211e-05 | 0.99998991755184 |
30 | 4.90682662179724e-05 | 9.81365324359449e-05 | 0.999950931733782 |
31 | 1.93911499934128e-05 | 3.87822999868255e-05 | 0.999980608850007 |
32 | 3.00135408721326e-05 | 6.00270817442653e-05 | 0.999969986459128 |
33 | 0.000566626402797423 | 0.00113325280559485 | 0.999433373597203 |
34 | 0.00098409849477866 | 0.00196819698955732 | 0.999015901505221 |
35 | 0.00119128946220041 | 0.00238257892440083 | 0.9988087105378 |
36 | 0.00400868545888565 | 0.0080173709177713 | 0.995991314541114 |
37 | 0.00513936142557198 | 0.0102787228511440 | 0.994860638574428 |
38 | 0.0075654526241681 | 0.0151309052483362 | 0.992434547375832 |
39 | 0.00446524836133659 | 0.00893049672267319 | 0.995534751638663 |
40 | 0.00351431000980295 | 0.0070286200196059 | 0.996485689990197 |
41 | 0.0208753020638448 | 0.0417506041276896 | 0.979124697936155 |
42 | 0.0389958560399801 | 0.0779917120799602 | 0.96100414396002 |
43 | 0.0632433748763643 | 0.126486749752729 | 0.936756625123636 |
44 | 0.114763864221910 | 0.229527728443819 | 0.88523613577809 |
45 | 0.155534206777362 | 0.311068413554723 | 0.844465793222638 |
46 | 0.318429514249909 | 0.636859028499819 | 0.68157048575009 |
47 | 0.833140737407615 | 0.333718525184770 | 0.166859262592385 |
48 | 0.792211740639397 | 0.415576518721207 | 0.207788259360603 |
49 | 0.751202835780313 | 0.497594328439375 | 0.248797164219687 |
50 | 0.840924535183394 | 0.318150929633211 | 0.159075464816606 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 18 | 0.580645161290323 | NOK |
5% type I error level | 22 | 0.709677419354839 | NOK |
10% type I error level | 23 | 0.741935483870968 | NOK |