| Multiple Linear Regression - Estimated Regression Equation |
| LKI[t] = -17.2457869176623 + 0.508784678881672CPI[t] + 0.307209058050048LKI_1[t] + 0.380198032535317LKI_2[t] + 2.62067959823466Q1[t] + 15.0228547971945Q2[t] -6.65102587567938Q3[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) | -17.2457869176623 | 6.345783 | -2.7177 | 0.009176 | 0.004588 |
| CPI | 0.508784678881672 | 0.205988 | 2.47 | 0.017199 | 0.008599 |
| LKI_1 | 0.307209058050048 | 0.139895 | 2.196 | 0.033062 | 0.016531 |
| LKI_2 | 0.380198032535317 | 0.142802 | 2.6624 | 0.010588 | 0.005294 |
| Q1 | 2.62067959823466 | 3.214801 | 0.8152 | 0.419074 | 0.209537 |
| Q2 | 15.0228547971945 | 2.123296 | 7.0753 | 0 | 0 |
| Q3 | -6.65102587567938 | 3.999931 | -1.6628 | 0.103011 | 0.051506 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.994087973665726 |
| R-squared | 0.98821089938683 |
| Adjusted R-squared | 0.98670590781919 |
| F-TEST (value) | 656.622216785721 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 47 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.61840933480680 |
| Sum Squared Residuals | 123.104692424520 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 90.09 | 86.9410862962569 | 3.14891370374310 |
| 2 | 100.639 | 102.309305704667 | -1.67030570466656 |
| 3 | 83.042 | 85.2874029209173 | -2.24540292091734 |
| 4 | 89.956 | 90.6194977491373 | -0.663497749137338 |
| 5 | 89.561 | 88.9842346503239 | 0.576765349676142 |
| 6 | 105.38 | 104.071826105912 | 1.30817389408831 |
| 7 | 86.554 | 87.387338872865 | -0.833338872865004 |
| 8 | 93.131 | 94.1776184561717 | -1.04661845617166 |
| 9 | 92.812 | 92.0885829989522 | 0.723417001047783 |
| 10 | 102.195 | 106.852618194068 | -4.65761819406831 |
| 11 | 88.925 | 87.9705240212322 | 0.954475978767807 |
| 12 | 94.184 | 94.427730336773 | -0.243730336772957 |
| 13 | 94.196 | 93.6544094070709 | 0.541590592929128 |
| 14 | 108.932 | 107.978327019209 | 0.95367298079056 |
| 15 | 91.134 | 91.044643120493 | 0.0893568795069851 |
| 16 | 97.149 | 98.0900405746677 | -0.941040574667734 |
| 17 | 96.415 | 95.8223451547427 | 0.59265484525726 |
| 18 | 112.432 | 110.509785329502 | 1.92221467049830 |
| 19 | 92.47 | 93.8691709862734 | -1.39917098627343 |
| 20 | 98.61410515 | 100.894524968959 | -2.2804198189589 |
| 21 | 97.80117197 | 98.1642776258439 | -0.363105655843864 |
| 22 | 111.8560178 | 112.810412328492 | -0.954394528491658 |
| 23 | 95.63981455 | 95.2419010974596 | 0.397913452540391 |
| 24 | 104.1120262 | 103.033227738401 | 1.07879846159948 |
| 25 | 104.0148224 | 102.254090023632 | 1.76073237636836 |
| 26 | 118.1743476 | 117.867872922463 | 0.306474677537374 |
| 27 | 102.033431 | 100.842767843264 | 1.19066315673635 |
| 28 | 109.3138852 | 108.050865573376 | 1.26301962662388 |
| 29 | 108.1523649 | 106.898618083653 | 1.25374681634693 |
| 30 | 121.30381 | 121.722153781725 | -0.418343781724991 |
| 31 | 103.8725146 | 104.145517422513 | -0.273002822513262 |
| 32 | 112.7185207 | 110.477259937304 | 2.24126076269553 |
| 33 | 109.0381253 | 109.473087941577 | -0.434962641576914 |
| 34 | 122.4434864 | 124.138373532199 | -1.69488713219932 |
| 35 | 106.6325686 | 105.488732932974 | 1.14383566702581 |
| 36 | 113.8153852 | 112.882890392147 | 0.932494807852829 |
| 37 | 111.1071252 | 111.973660198673 | -0.86653499867255 |
| 38 | 130.039536 | 126.473152158224 | 3.56638384177639 |
| 39 | 109.6121057 | 109.936865878669 | -0.324760178668566 |
| 40 | 116.8592117 | 118.065040770793 | -1.20582907079335 |
| 41 | 113.8982545 | 115.649324999157 | -1.75107049915740 |
| 42 | 128.9375926 | 129.841236453877 | -0.903643853876615 |
| 43 | 111.8120023 | 111.814461974203 | -0.00245967420316595 |
| 44 | 119.9689463 | 119.370008658938 | 0.598937641062172 |
| 45 | 117.018539 | 118.224588400988 | -1.20604940098795 |
| 46 | 132.4743387 | 132.745308110919 | -0.270969410919278 |
| 47 | 116.3369106 | 115.008208708773 | 1.32870189122736 |
| 48 | 124.6405636 | 122.878118096241 | 1.76244550375922 |
| 49 | 121.025249 | 122.092411334788 | -1.06716233478832 |
| 50 | 137.2054829 | 137.227820990874 | -0.0223380908737981 |
| 51 | 120.0187687 | 120.045580270364 | -0.0268115703639352 |
| 52 | 127.0443429 | 128.540163697091 | -1.49582079709117 |
| 53 | 124.349043 | 127.257978154342 | -2.90893515434170 |
| 54 | 143.6114438 | 141.075863167870 | 2.53558063212959 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.933384986035624 | 0.133230027928751 | 0.0666150139643757 |
| 11 | 0.921937795008702 | 0.156124409982596 | 0.0780622049912979 |
| 12 | 0.8652175594991 | 0.269564881001798 | 0.134782440500899 |
| 13 | 0.80898062662899 | 0.38203874674202 | 0.19101937337101 |
| 14 | 0.89955214543752 | 0.200895709124959 | 0.100447854562480 |
| 15 | 0.888602584123432 | 0.222794831753135 | 0.111397415876568 |
| 16 | 0.847095521581233 | 0.305808956837533 | 0.152904478418767 |
| 17 | 0.789026682397122 | 0.421946635205755 | 0.210973317602878 |
| 18 | 0.830802905760954 | 0.338394188478092 | 0.169197094239046 |
| 19 | 0.812034140704234 | 0.375931718591532 | 0.187965859295766 |
| 20 | 0.860568455967124 | 0.278863088065753 | 0.139431544032876 |
| 21 | 0.841697032723562 | 0.316605934552876 | 0.158302967276438 |
| 22 | 0.837078481417407 | 0.325843037165186 | 0.162921518582593 |
| 23 | 0.79618005485147 | 0.407639890297058 | 0.203819945148529 |
| 24 | 0.768775960212639 | 0.462448079574723 | 0.231224039787361 |
| 25 | 0.735631566160567 | 0.528736867678866 | 0.264368433839433 |
| 26 | 0.693519233698767 | 0.612961532602466 | 0.306480766301233 |
| 27 | 0.645035118551283 | 0.709929762897434 | 0.354964881448717 |
| 28 | 0.601016217143676 | 0.797967565712648 | 0.398983782856324 |
| 29 | 0.607052526231926 | 0.785894947536148 | 0.392947473768074 |
| 30 | 0.581889595697985 | 0.83622080860403 | 0.418110404302015 |
| 31 | 0.495628456069441 | 0.991256912138883 | 0.504371543930559 |
| 32 | 0.531717608047371 | 0.936564783905259 | 0.468282391952629 |
| 33 | 0.491987577255809 | 0.983975154511618 | 0.508012422744191 |
| 34 | 0.631981623668348 | 0.736036752663304 | 0.368018376331652 |
| 35 | 0.575913418973918 | 0.848173162052164 | 0.424086581026082 |
| 36 | 0.475195813374315 | 0.95039162674863 | 0.524804186625685 |
| 37 | 0.440413487552873 | 0.880826975105745 | 0.559586512447127 |
| 38 | 0.726716810300376 | 0.546566379399249 | 0.273283189699624 |
| 39 | 0.79119097596576 | 0.417618048068481 | 0.208809024034240 |
| 40 | 0.729987685219669 | 0.540024629560663 | 0.270012314780331 |
| 41 | 0.70402412332244 | 0.591951753355121 | 0.295975876677561 |
| 42 | 0.702013328816525 | 0.595973342366951 | 0.297986671183475 |
| 43 | 0.554485838748145 | 0.89102832250371 | 0.445514161251855 |
| 44 | 0.427818457613053 | 0.855636915226106 | 0.572181542386947 |
| 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 |
