Multiple Linear Regression - Estimated Regression Equation |
COM[t] = -1.7649397925982 -0.131393212690805G[t] + 0.812849739916336DA[t] + 0.248453306620111PE[t] + 0.190333948740536PC[t] + 0.56590043905433PS[t] -0.115683772583743`O `[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) | -1.7649397925982 | 3.278744 | -0.5383 | 0.591159 | 0.29558 |
G | -0.131393212690805 | 0.744476 | -0.1765 | 0.860143 | 0.430072 |
DA | 0.812849739916336 | 0.131658 | 6.1739 | 0 | 0 |
PE | 0.248453306620111 | 0.134124 | 1.8524 | 0.065905 | 0.032953 |
PC | 0.190333948740536 | 0.169107 | 1.1255 | 0.262141 | 0.13107 |
PS | 0.56590043905433 | 0.096123 | 5.8873 | 0 | 0 |
`O ` | -0.115683772583743 | 0.103352 | -1.1193 | 0.26477 | 0.132385 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.638198057370523 |
R-squared | 0.407296760431509 |
Adjusted R-squared | 0.383900579922227 |
F-TEST (value) | 17.4086860147926 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 152 |
p-value | 2.88657986402541e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.49195510423555 |
Sum Squared Residuals | 3067.00442008711 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 24.9429963486835 | -0.942996348683526 |
2 | 25 | 21.6622498642971 | 3.33775013570287 |
3 | 17 | 22.6806688810207 | -5.68066888102073 |
4 | 18 | 19.9564501024386 | -1.95645010243861 |
5 | 18 | 19.4213348995612 | -1.4213348995612 |
6 | 16 | 19.5095287560754 | -3.50952875607535 |
7 | 20 | 20.8505100107316 | -0.850510010731619 |
8 | 16 | 22.326631604058 | -6.32663160405802 |
9 | 18 | 22.3669114083879 | -4.36691140838794 |
10 | 17 | 20.4676664538925 | -3.46766645389246 |
11 | 23 | 22.4087650912138 | 0.59123490878619 |
12 | 30 | 22.2748634898683 | 7.72513651013172 |
13 | 23 | 15.1862543632409 | 7.8137456367591 |
14 | 18 | 19.0528257532548 | -1.05282575325478 |
15 | 15 | 21.6399459852527 | -6.63994598525266 |
16 | 12 | 17.8833675707623 | -5.88336757076228 |
17 | 21 | 19.5045341597243 | 1.49546584027573 |
18 | 15 | 15.2651305398521 | -0.265130539852115 |
19 | 20 | 19.8359078849528 | 0.164092115047226 |
20 | 31 | 26.3715844361114 | 4.62841556388857 |
21 | 27 | 25.3287558789331 | 1.67124412106691 |
22 | 34 | 27.1139363444556 | 6.88606365554445 |
23 | 21 | 19.5633581853494 | 1.43664181465057 |
24 | 31 | 20.8848559305262 | 10.1151440694738 |
25 | 19 | 19.379535245278 | -0.379535245278019 |
26 | 16 | 20.1541763955571 | -4.15417639555715 |
27 | 20 | 21.6592183800513 | -1.65921838005134 |
28 | 21 | 18.2065177660159 | 2.79348223398406 |
29 | 22 | 21.8970636537317 | 0.10293634626833 |
30 | 17 | 19.5802942222319 | -2.58029422223187 |
31 | 24 | 20.2715362046375 | 3.72846379536251 |
32 | 25 | 30.5637664057857 | -5.56376640578572 |
33 | 26 | 26.6662550100328 | -0.666255010032789 |
34 | 25 | 24.005568757121 | 0.994431242879025 |
35 | 17 | 23.0741781572644 | -6.0741781572644 |
36 | 32 | 27.8906809307949 | 4.10931906920513 |
37 | 33 | 23.7232668824938 | 9.27673311750617 |
38 | 13 | 22.1176367235977 | -9.11763672359767 |
39 | 32 | 27.7828068617436 | 4.21719313825643 |
40 | 25 | 25.9220271574816 | -0.922027157481621 |
41 | 29 | 27.1019605980074 | 1.89803940199263 |
42 | 22 | 21.9660574795458 | 0.033942520454222 |
43 | 18 | 17.4376175959373 | 0.56238240406268 |
44 | 17 | 21.8330215105147 | -4.83302151051466 |
45 | 20 | 22.1606604832955 | -2.16066048329547 |
46 | 15 | 20.4080430902548 | -5.40804309025478 |
47 | 20 | 22.1436532819039 | -2.14365328190394 |
48 | 33 | 28.0626571006019 | 4.93734289939813 |
49 | 29 | 22.0916666574814 | 6.90833334251864 |
50 | 23 | 26.757758959365 | -3.75775895936501 |
51 | 26 | 23.2207715049841 | 2.77922849501595 |
52 | 18 | 19.0309246014548 | -1.03092460145476 |
53 | 20 | 18.8151388119818 | 1.18486118801821 |
54 | 11 | 11.7389940806761 | -0.738994080676102 |
55 | 28 | 29.0393609676901 | -1.03936096769013 |
56 | 26 | 23.2702128026736 | 2.72978719732643 |
57 | 22 | 22.1948320062007 | -0.194832006200714 |
58 | 17 | 20.1319892269372 | -3.13198922693725 |
59 | 12 | 15.5047881422787 | -3.50478814227875 |
60 | 14 | 20.9892502421717 | -6.98925024217171 |
61 | 17 | 20.8032760947745 | -3.80327609477454 |
62 | 21 | 21.4092610676731 | -0.409261067673128 |
63 | 19 | 22.8796194998407 | -3.87961949984067 |
64 | 18 | 23.0451523878524 | -5.04515238785238 |
65 | 10 | 17.8768088703137 | -7.87680887031366 |
66 | 29 | 24.3051640702463 | 4.69483592975366 |
67 | 31 | 18.4041287812818 | 12.5958712187182 |
68 | 19 | 23.0218318601521 | -4.02183186015208 |
69 | 9 | 20.0258711870156 | -11.0258711870156 |
70 | 20 | 22.5560887583009 | -2.5560887583009 |
71 | 28 | 17.6932080189110 | 10.3067919810890 |
72 | 19 | 18.0795212927468 | 0.92047870725317 |
73 | 30 | 22.9992603465233 | 7.00073965347668 |
74 | 29 | 27.2172293775875 | 1.78277062241255 |
75 | 26 | 21.5435346074676 | 4.4564653925324 |
76 | 23 | 19.4935320073772 | 3.50646799262281 |
77 | 13 | 22.7158817249009 | -9.71588172490093 |
78 | 21 | 22.5912216095481 | -1.59122160954805 |
79 | 19 | 21.5259492231535 | -2.52594922315349 |
80 | 28 | 23.0193787918113 | 4.98062120818872 |
81 | 23 | 25.6408449436037 | -2.64084494360372 |
82 | 18 | 13.8489527737008 | 4.15104722629917 |
83 | 21 | 20.6861005821919 | 0.313899417808100 |
84 | 20 | 21.8561577417173 | -1.85615774171726 |
85 | 23 | 19.9201128197837 | 3.07988718021631 |
86 | 21 | 20.7628097072822 | 0.237190292717795 |
87 | 21 | 21.8538213838010 | -0.853821383801031 |
88 | 15 | 22.7718021836752 | -7.77180218367525 |
89 | 28 | 27.1006677069301 | 0.899332293069908 |
90 | 19 | 17.6054967414737 | 1.39450325852634 |
91 | 26 | 21.1970849453685 | 4.80291505463146 |
92 | 10 | 13.1418504270284 | -3.14185042702843 |
93 | 16 | 17.0609511188811 | -1.06095111888111 |
94 | 22 | 21.1057086804489 | 0.894291319551144 |
95 | 19 | 18.6846946618737 | 0.315305338126314 |
96 | 31 | 28.7033339676536 | 2.29666603234642 |
97 | 31 | 25.1610363575753 | 5.83896364242468 |
98 | 29 | 24.7500373008633 | 4.24996269913666 |
99 | 19 | 17.4899406533025 | 1.51005934669754 |
100 | 22 | 18.9729451937469 | 3.02705480625307 |
101 | 23 | 22.3172611418816 | 0.682738858118413 |
102 | 15 | 16.2398076637836 | -1.23980766378359 |
103 | 20 | 21.3789421742014 | -1.37894217420142 |
104 | 18 | 19.5754702240473 | -1.57547022404732 |
105 | 23 | 21.9516753772335 | 1.04832462276645 |
106 | 25 | 21.0532703452311 | 3.94672965476891 |
107 | 21 | 16.5115261777901 | 4.48847382220993 |
108 | 24 | 19.5693988807010 | 4.43060111929903 |
109 | 25 | 25.3244868239239 | -0.324486823923942 |
110 | 17 | 19.5347608742898 | -2.53476087428981 |
111 | 13 | 14.5134634896455 | -1.51346348964549 |
112 | 28 | 18.1441293531272 | 9.85587064687279 |
113 | 21 | 20.0727599827069 | 0.927240017293142 |
114 | 25 | 28.1993393624112 | -3.19933936241119 |
115 | 9 | 20.6810580737745 | -11.6810580737745 |
116 | 16 | 17.8955263219369 | -1.89552632193693 |
117 | 19 | 21.1236881841703 | -2.12368818417026 |
118 | 17 | 19.4117214751196 | -2.41172147511961 |
119 | 25 | 24.4653743960008 | 0.534625603999165 |
120 | 20 | 15.5153998331406 | 4.48460016685943 |
121 | 29 | 21.5824982809731 | 7.41750171902693 |
122 | 14 | 18.9967653443087 | -4.99676534430872 |
123 | 22 | 26.8737091669435 | -4.8737091669435 |
124 | 15 | 15.5337097000078 | -0.533709700007809 |
125 | 19 | 25.4092467019303 | -6.40924670193027 |
126 | 20 | 21.8831811742809 | -1.88318117428093 |
127 | 15 | 17.5257328923904 | -2.52573289239039 |
128 | 20 | 21.743111333972 | -1.74311133397202 |
129 | 18 | 20.1682541454936 | -2.16825414549356 |
130 | 33 | 25.4291452044134 | 7.57085479558657 |
131 | 22 | 23.8678831867946 | -1.86788318679460 |
132 | 16 | 16.5484737239343 | -0.548473723934339 |
133 | 17 | 18.9805095688634 | -1.98050956886341 |
134 | 16 | 15.1293616021367 | 0.870638397863298 |
135 | 21 | 17.1299559186832 | 3.87004408131681 |
136 | 26 | 27.5800944393104 | -1.58009443931040 |
137 | 18 | 21.2325898758653 | -3.23258987586535 |
138 | 18 | 23.1807825749856 | -5.18078257498559 |
139 | 17 | 18.2770155975882 | -1.27701559758815 |
140 | 22 | 24.70965448444 | -2.70965448444 |
141 | 30 | 24.8287859338627 | 5.17121406613726 |
142 | 30 | 27.2226794834565 | 2.77732051654350 |
143 | 24 | 29.9801931815366 | -5.98019318153661 |
144 | 21 | 21.9633614489398 | -0.96336144893981 |
145 | 21 | 25.4587603637184 | -4.45876036371842 |
146 | 29 | 27.3557609984031 | 1.64423900159689 |
147 | 31 | 23.1741524897411 | 7.82584751025892 |
148 | 20 | 19.0548724364291 | 0.945127563570912 |
149 | 16 | 14.2688752190188 | 1.73112478098116 |
150 | 22 | 18.9924840235404 | 3.00751597645964 |
151 | 20 | 20.2765822914908 | -0.276582291490847 |
152 | 28 | 27.2809941118217 | 0.719005888178257 |
153 | 38 | 26.6511545416438 | 11.3488454583562 |
154 | 22 | 19.2721744974194 | 2.72782550258064 |
155 | 20 | 25.6249634727582 | -5.62496347275816 |
156 | 17 | 17.9825672375456 | -0.982567237545564 |
157 | 28 | 24.4130280988885 | 3.58697190111148 |
158 | 22 | 24.0742261499925 | -2.07422614999252 |
159 | 31 | 26.050457638561 | 4.94954236143898 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.214465827965359 | 0.428931655930719 | 0.78553417203464 |
11 | 0.266390871111419 | 0.532781742222837 | 0.733609128888581 |
12 | 0.747268877478754 | 0.505462245042491 | 0.252731122521246 |
13 | 0.753242879881103 | 0.493514240237794 | 0.246757120118897 |
14 | 0.718039245412715 | 0.56392150917457 | 0.281960754587285 |
15 | 0.717582802361753 | 0.564834395276494 | 0.282417197638247 |
16 | 0.661407828618651 | 0.677184342762698 | 0.338592171381349 |
17 | 0.57368504200404 | 0.85262991599192 | 0.42631495799596 |
18 | 0.52616761043141 | 0.94766477913718 | 0.47383238956859 |
19 | 0.44527022108707 | 0.89054044217414 | 0.55472977891293 |
20 | 0.463058273035715 | 0.926116546071431 | 0.536941726964285 |
21 | 0.38395578347535 | 0.7679115669507 | 0.61604421652465 |
22 | 0.389846251555144 | 0.779692503110289 | 0.610153748444856 |
23 | 0.317797521517855 | 0.63559504303571 | 0.682202478482145 |
24 | 0.628274983438163 | 0.743450033123674 | 0.371725016561837 |
25 | 0.55882884780369 | 0.88234230439262 | 0.44117115219631 |
26 | 0.516250296771878 | 0.967499406456245 | 0.483749703228122 |
27 | 0.44904767440891 | 0.89809534881782 | 0.55095232559109 |
28 | 0.414043670443755 | 0.82808734088751 | 0.585956329556245 |
29 | 0.354055764264675 | 0.70811152852935 | 0.645944235735325 |
30 | 0.303898219837532 | 0.607796439675065 | 0.696101780162468 |
31 | 0.380168648944301 | 0.760337297888602 | 0.619831351055699 |
32 | 0.443296386353286 | 0.886592772706572 | 0.556703613646714 |
33 | 0.397171351907131 | 0.794342703814262 | 0.602828648092869 |
34 | 0.404285471690861 | 0.808570943381722 | 0.595714528309139 |
35 | 0.408626478917404 | 0.817252957834808 | 0.591373521082596 |
36 | 0.407978657215921 | 0.815957314431842 | 0.592021342784079 |
37 | 0.585571960780441 | 0.828856078439118 | 0.414428039219559 |
38 | 0.780594305418259 | 0.438811389163482 | 0.219405694581741 |
39 | 0.774989139581517 | 0.450021720836966 | 0.225010860418483 |
40 | 0.733367820350588 | 0.533264359298825 | 0.266632179649412 |
41 | 0.710191137649805 | 0.579617724700391 | 0.289808862350195 |
42 | 0.661503861337902 | 0.676992277324196 | 0.338496138662098 |
43 | 0.614373674165388 | 0.771252651669224 | 0.385626325834612 |
44 | 0.599750468509982 | 0.800499062980036 | 0.400249531490018 |
45 | 0.565947561996051 | 0.868104876007898 | 0.434052438003949 |
46 | 0.587894140057009 | 0.824211719885982 | 0.412105859942991 |
47 | 0.546384137900854 | 0.90723172419829 | 0.453615862099145 |
48 | 0.536591409475937 | 0.926817181048126 | 0.463408590524063 |
49 | 0.599832799760325 | 0.80033440047935 | 0.400167200239675 |
50 | 0.578909157964414 | 0.842181684071172 | 0.421090842035586 |
51 | 0.543206096839558 | 0.913587806320885 | 0.456793903160442 |
52 | 0.494007802937748 | 0.988015605875497 | 0.505992197062252 |
53 | 0.456160085713160 | 0.912320171426319 | 0.54383991428684 |
54 | 0.408477504633945 | 0.81695500926789 | 0.591522495366055 |
55 | 0.364122037763876 | 0.728244075527752 | 0.635877962236124 |
56 | 0.334695554507233 | 0.669391109014466 | 0.665304445492767 |
57 | 0.290444656409196 | 0.580889312818392 | 0.709555343590804 |
58 | 0.265027586866105 | 0.530055173732209 | 0.734972413133895 |
59 | 0.244192746044806 | 0.488385492089612 | 0.755807253955194 |
60 | 0.304860264003553 | 0.609720528007107 | 0.695139735996447 |
61 | 0.292214977719331 | 0.584429955438663 | 0.707785022280669 |
62 | 0.255056941768283 | 0.510113883536566 | 0.744943058231717 |
63 | 0.241958636777054 | 0.483917273554108 | 0.758041363222946 |
64 | 0.276548658878425 | 0.55309731775685 | 0.723451341121575 |
65 | 0.351375121563766 | 0.702750243127532 | 0.648624878436234 |
66 | 0.351107811415883 | 0.702215622831765 | 0.648892188584117 |
67 | 0.684177345712356 | 0.631645308575288 | 0.315822654287644 |
68 | 0.677217950546536 | 0.645564098906929 | 0.322782049453464 |
69 | 0.849108315634779 | 0.301783368730443 | 0.150891684365221 |
70 | 0.830406690773574 | 0.339186618452853 | 0.169593309226426 |
71 | 0.93121602893771 | 0.137567942124578 | 0.0687839710622891 |
72 | 0.91505195468036 | 0.169896090639281 | 0.0849480453196405 |
73 | 0.938614753233634 | 0.122770493532733 | 0.0613852467663665 |
74 | 0.926515464837545 | 0.146969070324909 | 0.0734845351624547 |
75 | 0.927269776527218 | 0.145460446945565 | 0.0727302234727824 |
76 | 0.921295900002673 | 0.157408199994653 | 0.0787040999973266 |
77 | 0.969310364472374 | 0.0613792710552522 | 0.0306896355276261 |
78 | 0.961595359451175 | 0.0768092810976494 | 0.0384046405488247 |
79 | 0.95440889935429 | 0.0911822012914208 | 0.0455911006457104 |
80 | 0.956088309375481 | 0.0878233812490372 | 0.0439116906245186 |
81 | 0.948653948853465 | 0.102692102293071 | 0.0513460511465355 |
82 | 0.947289976246263 | 0.105420047507474 | 0.0527100237537369 |
83 | 0.933976520125412 | 0.132046959749176 | 0.0660234798745881 |
84 | 0.921043301440932 | 0.157913397118137 | 0.0789566985590683 |
85 | 0.912589063842091 | 0.174821872315817 | 0.0874109361579087 |
86 | 0.896860308723345 | 0.20627938255331 | 0.103139691276655 |
87 | 0.875559700157105 | 0.248880599685789 | 0.124440299842895 |
88 | 0.919676458647418 | 0.160647082705164 | 0.0803235413525821 |
89 | 0.903047813078362 | 0.193904373843276 | 0.096952186921638 |
90 | 0.883250400779371 | 0.233499198441258 | 0.116749599220629 |
91 | 0.885873439894258 | 0.228253120211484 | 0.114126560105742 |
92 | 0.873778036059214 | 0.252443927881572 | 0.126221963940786 |
93 | 0.851261904425355 | 0.297476191149289 | 0.148738095574645 |
94 | 0.823598899881723 | 0.352802200236553 | 0.176401100118277 |
95 | 0.790569183028185 | 0.41886163394363 | 0.209430816971815 |
96 | 0.761714449281902 | 0.476571101436196 | 0.238285550718098 |
97 | 0.781517470685155 | 0.43696505862969 | 0.218482529314845 |
98 | 0.777135073996202 | 0.445729852007596 | 0.222864926003798 |
99 | 0.741672483209814 | 0.516655033580371 | 0.258327516790186 |
100 | 0.715567649170053 | 0.568864701659894 | 0.284432350829947 |
101 | 0.673362216376689 | 0.653275567246621 | 0.326637783623311 |
102 | 0.636066706692135 | 0.72786658661573 | 0.363933293307865 |
103 | 0.595619656179182 | 0.808760687641637 | 0.404380343820818 |
104 | 0.554506496977987 | 0.890987006044025 | 0.445493503022013 |
105 | 0.508461237893369 | 0.983077524213262 | 0.491538762106631 |
106 | 0.485442498060947 | 0.970884996121894 | 0.514557501939053 |
107 | 0.484570895065953 | 0.969141790131905 | 0.515429104934047 |
108 | 0.49133624194656 | 0.98267248389312 | 0.50866375805344 |
109 | 0.441094256714162 | 0.882188513428324 | 0.558905743285838 |
110 | 0.416783443911544 | 0.833566887823088 | 0.583216556088456 |
111 | 0.376938148427724 | 0.753876296855448 | 0.623061851572276 |
112 | 0.60258656011565 | 0.7948268797687 | 0.39741343988435 |
113 | 0.596580270904185 | 0.80683945819163 | 0.403419729095815 |
114 | 0.572536239675485 | 0.85492752064903 | 0.427463760324515 |
115 | 0.772152537892128 | 0.455694924215744 | 0.227847462107872 |
116 | 0.75488220363888 | 0.490235592722239 | 0.245117796361120 |
117 | 0.736441242429286 | 0.527117515141429 | 0.263558757570714 |
118 | 0.705429016363232 | 0.589141967273537 | 0.294570983636768 |
119 | 0.655836780318507 | 0.688326439362985 | 0.344163219681493 |
120 | 0.678128609240409 | 0.643742781519183 | 0.321871390759591 |
121 | 0.736336963165259 | 0.527326073669483 | 0.263663036834741 |
122 | 0.727961306478301 | 0.544077387043398 | 0.272038693521699 |
123 | 0.72898819311443 | 0.542023613771141 | 0.271011806885571 |
124 | 0.676552099471698 | 0.646895801056603 | 0.323447900528301 |
125 | 0.719064286019385 | 0.561871427961231 | 0.280935713980616 |
126 | 0.685699128156419 | 0.628601743687162 | 0.314300871843581 |
127 | 0.682503487307806 | 0.634993025384387 | 0.317496512692194 |
128 | 0.644344272199422 | 0.711311455601155 | 0.355655727800578 |
129 | 0.612361745026847 | 0.775276509946306 | 0.387638254973153 |
130 | 0.686113678363332 | 0.627772643273335 | 0.313886321636668 |
131 | 0.633423826299745 | 0.73315234740051 | 0.366576173700255 |
132 | 0.572068634421697 | 0.855862731156606 | 0.427931365578303 |
133 | 0.562229210973165 | 0.875541578053669 | 0.437770789026834 |
134 | 0.505084176724888 | 0.989831646550223 | 0.494915823275112 |
135 | 0.455348068956029 | 0.910696137912059 | 0.54465193104397 |
136 | 0.421753737161619 | 0.843507474323238 | 0.578246262838381 |
137 | 0.438572900787355 | 0.87714580157471 | 0.561427099212645 |
138 | 0.508820180950986 | 0.982359638098029 | 0.491179819049014 |
139 | 0.433280192381418 | 0.866560384762836 | 0.566719807618582 |
140 | 0.355669923067759 | 0.711339846135518 | 0.644330076932241 |
141 | 0.424681998118506 | 0.849363996237012 | 0.575318001881494 |
142 | 0.370325180293533 | 0.740650360587066 | 0.629674819706467 |
143 | 0.304711630377863 | 0.609423260755726 | 0.695288369622137 |
144 | 0.228558708684984 | 0.457117417369969 | 0.771441291315016 |
145 | 0.368224064359683 | 0.736448128719366 | 0.631775935640317 |
146 | 0.270276284106354 | 0.540552568212709 | 0.729723715893646 |
147 | 0.39371901078636 | 0.78743802157272 | 0.60628098921364 |
148 | 0.336492835922942 | 0.672985671845885 | 0.663507164077058 |
149 | 0.252960816433276 | 0.505921632866552 | 0.747039183566724 |
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 | 4 | 0.0285714285714286 | OK |