| Multiple Linear Regression - Estimated Regression Equation |
| OPENVAC[t] = + 1342.02138911129 + 1.14792429674021X1[t] -0.0177916221452252X2[t] -0.201730547998897X3[t] + 0.0278280979719725X4[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) | 1342.02138911129 | 943.945578 | 1.4217 | 0.158454 | 0.079227 |
| X1 | 1.14792429674021 | 0.103562 | 11.0844 | 0 | 0 |
| X2 | -0.0177916221452252 | 0.15446 | -0.1152 | 0.908546 | 0.454273 |
| X3 | -0.201730547998897 | 0.154621 | -1.3047 | 0.195223 | 0.097612 |
| X4 | 0.0278280979719725 | 0.101609 | 0.2739 | 0.78479 | 0.392395 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.967475350481256 |
| R-squared | 0.936008553788829 |
| Adjusted R-squared | 0.933256233521682 |
| F-TEST (value) | 340.079810101106 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 93 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2206.72614580172 |
| Sum Squared Residuals | 452876546.278536 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 35532 | 37277.0103137574 | -1745.01031375739 |
| 2 | 35533 | 35163.7188406003 | 369.281159399662 |
| 3 | 32110 | 34875.8949120586 | -2765.89491205856 |
| 4 | 33374 | 31456.5594136881 | 1917.4405863119 |
| 5 | 35462 | 32902.2542965313 | 2559.74570346871 |
| 6 | 33508 | 35967.1831116315 | -2459.18311163148 |
| 7 | 36080 | 33336.7471367332 | 2743.25286326679 |
| 8 | 34560 | 35937.9345892357 | -1377.93458923568 |
| 9 | 38737 | 34599.6161653884 | 4137.38383461164 |
| 10 | 38144 | 38848.3121456426 | -704.312145642575 |
| 11 | 37594 | 38471.4817329173 | -877.481732917261 |
| 12 | 36424 | 36965.7465937335 | -541.746593733472 |
| 13 | 36843 | 35868.3247389196 | 974.675261080427 |
| 14 | 37246 | 36464.5709564656 | 781.429043534351 |
| 15 | 38661 | 37140.4490456472 | 1520.55095435277 |
| 16 | 40454 | 38640.5079275714 | 1813.49207242864 |
| 17 | 44928 | 40603.9236084978 | 4324.07639150223 |
| 18 | 48441 | 45433.6025316714 | 3007.39746832864 |
| 19 | 48140 | 49064.3347547103 | -924.334754710302 |
| 20 | 45998 | 47803.660880712 | -1805.66088071201 |
| 21 | 47369 | 44765.9858105667 | 2603.01418943334 |
| 22 | 49554 | 46536.3806791558 | 3017.61932084422 |
| 23 | 47510 | 49443.9335298961 | -1933.93352989611 |
| 24 | 44873 | 46722.5212058093 | -1849.52120580935 |
| 25 | 45344 | 43329.1819859122 | 2014.81801408777 |
| 26 | 42413 | 44389.9124714523 | -1976.91247145234 |
| 27 | 36912 | 41492.0493264948 | -4580.04932649475 |
| 28 | 43452 | 35061.0672321749 | 8390.93276782508 |
| 29 | 42142 | 43270.7431166064 | -1128.74311660636 |
| 30 | 44382 | 42678.760668433 | 1703.23933156701 |
| 31 | 43636 | 43801.0179672847 | -165.017967284707 |
| 32 | 44167 | 43351.0759869265 | 815.924013073542 |
| 33 | 44423 | 43485.565102755 | 937.434897244964 |
| 34 | 42868 | 43982.8122996258 | -1114.81229962581 |
| 35 | 43908 | 42065.3566808511 | 1842.64331914890 |
| 36 | 42013 | 43249.9976216321 | -1236.99762163214 |
| 37 | 38846 | 41376.9927874975 | -2530.99278749752 |
| 38 | 35087 | 37522.1592014212 | -2435.15920142120 |
| 39 | 33026 | 33674.6784476574 | -648.678447657425 |
| 40 | 34646 | 31961.8315795754 | 2684.16842042463 |
| 41 | 37135 | 34528.3110171864 | 2606.68898281356 |
| 42 | 37985 | 37667.8330030466 | 317.166996953358 |
| 43 | 43121 | 38215.1281100779 | 4905.87188992209 |
| 44 | 43722 | 43638.7186040575 | 83.2813959424606 |
| 45 | 43630 | 44135.0365051137 | -505.036505113709 |
| 46 | 42234 | 43006.3004936582 | -772.300493658173 |
| 47 | 39351 | 41427.1200564829 | -2076.12005648291 |
| 48 | 39327 | 38177.7753107927 | 1149.22468920733 |
| 49 | 35704 | 38480.5740343086 | -2776.57403430862 |
| 50 | 30466 | 34864.8124512623 | -4398.81245126226 |
| 51 | 28155 | 28841.0571586680 | -686.057158667958 |
| 52 | 29257 | 27011.5985267467 | 2245.40147325331 |
| 53 | 29998 | 29273.5709519978 | 724.429048002213 |
| 54 | 32529 | 30425.0122075265 | 2103.98779247350 |
| 55 | 34787 | 33030.6072122584 | 1756.39278774164 |
| 56 | 33855 | 35458.7739065461 | -1603.77390654612 |
| 57 | 34556 | 33858.7755827924 | 697.224417207649 |
| 58 | 31348 | 34294.9776452321 | -2946.97764523214 |
| 59 | 30805 | 30850.8132901214 | -45.8132901214251 |
| 60 | 28353 | 30117.2170193763 | -1764.21701937627 |
| 61 | 24514 | 27978.8265892529 | -3464.82658925293 |
| 62 | 21106 | 23635.8374208367 | -2529.83742083667 |
| 63 | 21346 | 20271.5461014561 | 1074.45389854395 |
| 64 | 23335 | 21313.8908584851 | 2021.10914151488 |
| 65 | 24379 | 24173.5079348524 | 205.492065147613 |
| 66 | 26290 | 25193.2998747941 | 1096.7001252059 |
| 67 | 30084 | 26973.8454358885 | 3110.1545641115 |
| 68 | 29429 | 31139.8138225567 | -1710.81382255674 |
| 69 | 30632 | 29963.9674508298 | 668.032549170233 |
| 70 | 27349 | 30644.38768843 | -3295.38768842999 |
| 71 | 27264 | 27092.0622134361 | 171.937786563892 |
| 72 | 27474 | 26791.9892903016 | 682.010709698351 |
| 73 | 24482 | 27730.3242714401 | -3248.3242714401 |
| 74 | 21453 | 24217.7859858808 | -2764.78598588081 |
| 75 | 18788 | 20749.2270211058 | -1961.22702110583 |
| 76 | 19282 | 18353.3212939579 | 928.678706042136 |
| 77 | 19713 | 19495.5907303211 | 217.409269678929 |
| 78 | 21917 | 20434.8776425363 | 1482.12235746368 |
| 79 | 23812 | 22783.4178316004 | 1028.58216839961 |
| 80 | 23785 | 24846.3228529256 | -1061.32285292565 |
| 81 | 24696 | 24348.9935553848 | 347.006444615189 |
| 82 | 24562 | 25074.2867029854 | -512.286702985384 |
| 83 | 23580 | 24962.4376499008 | -1382.43764990075 |
| 84 | 24939 | 23653.0321799971 | 1285.96782000291 |
| 85 | 23899 | 25282.9159628980 | -1383.91596289797 |
| 86 | 21454 | 24259.2663127995 | -2805.26631279946 |
| 87 | 19761 | 21169.6156873617 | -1408.61568736169 |
| 88 | 19815 | 19517.2985241884 | 297.701475811648 |
| 89 | 20780 | 20073.6976204706 | 706.302379529358 |
| 90 | 23462 | 21453.9739374498 | 2008.02606255023 |
| 91 | 25005 | 24457.5315664784 | 547.468433521618 |
| 92 | 24725 | 25987.8943642266 | -1262.89436422659 |
| 93 | 26198 | 25124.8358729792 | 1073.16412702084 |
| 94 | 27543 | 26584.0747394767 | 958.925260523315 |
| 95 | 26471 | 28201.2491677828 | -1730.2491677828 |
| 96 | 26558 | 26641.8036252574 | -83.8036252574365 |
| 97 | 25317 | 26530.4088592677 | -1213.40885926772 |
| 98 | 22896 | 25357.9708751136 | -2461.97087511360 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.555773923663318 | 0.888452152673364 | 0.444226076336682 |
| 9 | 0.71126471011895 | 0.5774705797621 | 0.28873528988105 |
| 10 | 0.664078121138035 | 0.67184375772393 | 0.335921878861965 |
| 11 | 0.549188480798612 | 0.901623038402776 | 0.450811519201388 |
| 12 | 0.429592071333066 | 0.859184142666132 | 0.570407928666934 |
| 13 | 0.348700369387399 | 0.697400738774797 | 0.651299630612601 |
| 14 | 0.292071233244840 | 0.584142466489681 | 0.70792876675516 |
| 15 | 0.28119808459061 | 0.56239616918122 | 0.71880191540939 |
| 16 | 0.318325912951861 | 0.636651825903722 | 0.681674087048139 |
| 17 | 0.595416342874845 | 0.80916731425031 | 0.404583657125155 |
| 18 | 0.597439459535115 | 0.80512108092977 | 0.402560540464885 |
| 19 | 0.611849849511955 | 0.77630030097609 | 0.388150150488045 |
| 20 | 0.589160889985805 | 0.82167822002839 | 0.410839110014195 |
| 21 | 0.641086879054359 | 0.717826241891282 | 0.358913120945641 |
| 22 | 0.683499958226754 | 0.633000083546493 | 0.316500041773246 |
| 23 | 0.679329841507639 | 0.641340316984721 | 0.320670158492361 |
| 24 | 0.681832369703166 | 0.636335260593668 | 0.318167630296834 |
| 25 | 0.651377869247522 | 0.697244261504956 | 0.348622130752478 |
| 26 | 0.626204319323366 | 0.747591361353269 | 0.373795680676635 |
| 27 | 0.792112662044448 | 0.415774675911105 | 0.207887337955552 |
| 28 | 0.994214869896193 | 0.0115702602076135 | 0.00578513010380675 |
| 29 | 0.992572622706128 | 0.0148547545877438 | 0.00742737729387192 |
| 30 | 0.992698290921347 | 0.0146034181573058 | 0.00730170907865288 |
| 31 | 0.98912743861281 | 0.0217451227743790 | 0.0108725613871895 |
| 32 | 0.985214772533162 | 0.0295704549336762 | 0.0147852274668381 |
| 33 | 0.980167033868556 | 0.0396659322628874 | 0.0198329661314437 |
| 34 | 0.97303702420439 | 0.0539259515912203 | 0.0269629757956101 |
| 35 | 0.973155034102322 | 0.0536899317953552 | 0.0268449658976776 |
| 36 | 0.964965381362877 | 0.0700692372742466 | 0.0350346186371233 |
| 37 | 0.968677435658986 | 0.0626451286820277 | 0.0313225643410139 |
| 38 | 0.976003692699004 | 0.0479926146019913 | 0.0239963073009957 |
| 39 | 0.969454467117208 | 0.0610910657655834 | 0.0305455328827917 |
| 40 | 0.973687568794675 | 0.0526248624106493 | 0.0263124312053246 |
| 41 | 0.976128789959391 | 0.0477424200812177 | 0.0238712100406088 |
| 42 | 0.966414736355815 | 0.0671705272883695 | 0.0335852636441847 |
| 43 | 0.994733161070356 | 0.0105336778592878 | 0.00526683892964392 |
| 44 | 0.992086510067115 | 0.0158269798657694 | 0.00791348993288468 |
| 45 | 0.989757759683457 | 0.0204844806330866 | 0.0102422403165433 |
| 46 | 0.987207255087579 | 0.0255854898248429 | 0.0127927449124215 |
| 47 | 0.984612696877815 | 0.0307746062443695 | 0.0153873031221848 |
| 48 | 0.98953955924171 | 0.0209208815165797 | 0.0104604407582899 |
| 49 | 0.988964833280363 | 0.0220703334392741 | 0.0110351667196370 |
| 50 | 0.99544110061253 | 0.0091177987749388 | 0.0045588993874694 |
| 51 | 0.994308352583838 | 0.0113832948323250 | 0.00569164741616248 |
| 52 | 0.9960735010748 | 0.00785299785040158 | 0.00392649892520079 |
| 53 | 0.994636031662857 | 0.0107279366742857 | 0.00536396833714284 |
| 54 | 0.996273812125569 | 0.00745237574886223 | 0.00372618787443111 |
| 55 | 0.997407676656192 | 0.00518464668761562 | 0.00259232334380781 |
| 56 | 0.996792278731025 | 0.0064154425379508 | 0.0032077212689754 |
| 57 | 0.997926085800265 | 0.004147828399471 | 0.0020739141997355 |
| 58 | 0.997901681098105 | 0.00419663780379103 | 0.00209831890189551 |
| 59 | 0.998881402758829 | 0.00223719448234267 | 0.00111859724117133 |
| 60 | 0.99852155180143 | 0.00295689639714023 | 0.00147844819857011 |
| 61 | 0.99854326079426 | 0.00291347841147949 | 0.00145673920573975 |
| 62 | 0.998408038882258 | 0.00318392223548407 | 0.00159196111774203 |
| 63 | 0.998060008396215 | 0.00387998320756945 | 0.00193999160378473 |
| 64 | 0.998485208707355 | 0.00302958258529057 | 0.00151479129264529 |
| 65 | 0.997521956639598 | 0.00495608672080393 | 0.00247804336040197 |
| 66 | 0.996302333494993 | 0.00739533301001386 | 0.00369766650500693 |
| 67 | 0.998798148851633 | 0.00240370229673383 | 0.00120185114836692 |
| 68 | 0.99814411721808 | 0.00371176556384113 | 0.00185588278192056 |
| 69 | 0.998785380309295 | 0.00242923938141044 | 0.00121461969070522 |
| 70 | 0.999159507100239 | 0.00168098579952206 | 0.000840492899761031 |
| 71 | 0.999882489972917 | 0.000235020054166062 | 0.000117510027083031 |
| 72 | 0.999896082156652 | 0.000207835686695925 | 0.000103917843347962 |
| 73 | 0.999818578380128 | 0.00036284323974363 | 0.000181421619871815 |
| 74 | 0.99970611792724 | 0.000587764145521276 | 0.000293882072760638 |
| 75 | 0.999745684528465 | 0.00050863094307034 | 0.00025431547153517 |
| 76 | 0.999578316242776 | 0.000843367514447868 | 0.000421683757223934 |
| 77 | 0.999121462038743 | 0.00175707592251453 | 0.000878537961257266 |
| 78 | 0.998862130910076 | 0.00227573817984806 | 0.00113786908992403 |
| 79 | 0.997554692977187 | 0.00489061404562642 | 0.00244530702281321 |
| 80 | 0.99674715175007 | 0.00650569649986134 | 0.00325284824993067 |
| 81 | 0.993079580182502 | 0.0138408396349960 | 0.00692041981749799 |
| 82 | 0.989699488302824 | 0.0206010233943520 | 0.0103005116971760 |
| 83 | 0.98036082369574 | 0.0392783526085188 | 0.0196391763042594 |
| 84 | 0.979839574021258 | 0.0403208519574842 | 0.0201604259787421 |
| 85 | 0.97477525374165 | 0.0504494925167011 | 0.0252247462583505 |
| 86 | 0.962998539804062 | 0.0740029203918764 | 0.0370014601959382 |
| 87 | 0.973362007558511 | 0.0532759848829773 | 0.0266379924414886 |
| 88 | 0.956408842614435 | 0.0871823147711303 | 0.0435911573855651 |
| 89 | 0.909963446285857 | 0.180073107428286 | 0.0900365537141432 |
| 90 | 0.889950248782942 | 0.220099502434115 | 0.110049751217058 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 29 | 0.349397590361446 | NOK |
| 5% type I error level | 50 | 0.602409638554217 | NOK |
| 10% type I error level | 61 | 0.734939759036145 | NOK |
