| Multiple Linear Regression - Estimated Regression Equation |
| OPJV[t] = + 45978.6315862238 -0.119988854669597`NWWZ `[t] + 144.461975506960t + 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) | 45978.6315862238 | 3235.605082 | 14.2102 | 0 | 0 |
| `NWWZ ` | -0.119988854669597 | 0.016739 | -7.1683 | 0 | 0 |
| t | 144.461975506960 | 10.633327 | 13.5858 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.768201032787013 |
| R-squared | 0.590132826775033 |
| Adjusted R-squared | 0.584277581443248 |
| F-TEST (value) | 100.787036808089 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 140 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5105.16763955805 |
| Sum Squared Residuals | 3648783127.91870 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 20503 | 21404.1896112472 | -901.18961124715 |
| 2 | 22885 | 22496.3235609346 | 388.676439065388 |
| 3 | 26217 | 23071.9054912695 | 3145.09450873052 |
| 4 | 26583 | 24273.9492318342 | 2309.05076816578 |
| 5 | 27751 | 25082.1895513734 | 2668.81044862661 |
| 6 | 28158 | 25710.3266000535 | 2447.67339994651 |
| 7 | 27373 | 22584.0123861219 | 4788.98761387808 |
| 8 | 28367 | 20508.5605613867 | 7858.43943861333 |
| 9 | 26851 | 23595.6292088108 | 3255.37079118918 |
| 10 | 26733 | 25225.1932385634 | 1507.80676143663 |
| 11 | 26849 | 26406.958862689 | 442.041137311004 |
| 12 | 26733 | 26060.3064560333 | 672.693543966703 |
| 13 | 27951 | 26241.3650322145 | 1709.63496778552 |
| 14 | 29781 | 27163.1148082711 | 2617.88519172891 |
| 15 | 32914 | 28264.8478663321 | 4649.15213366791 |
| 16 | 33488 | 28903.4239453684 | 4584.57605463155 |
| 17 | 35652 | 29698.8254574580 | 5953.17454254203 |
| 18 | 36488 | 30133.060516992 | 6354.939483008 |
| 19 | 35387 | 26801.6853504301 | 8585.31464956991 |
| 20 | 35676 | 24778.3086886214 | 10897.6913113786 |
| 21 | 34844 | 27832.8603564301 | 7011.13964356987 |
| 22 | 32447 | 29164.4920600381 | 3282.50793996192 |
| 23 | 31068 | 30265.7451626804 | 802.254837319595 |
| 24 | 29010 | 30297.2976259433 | -1287.29762594327 |
| 25 | 29812 | 30020.5987215599 | -208.59872155995 |
| 26 | 30951 | 30651.1355473334 | 299.864452666555 |
| 27 | 32974 | 31219.5181463881 | 1754.48185361191 |
| 28 | 32936 | 31575.8804392416 | 1360.11956075844 |
| 29 | 34012 | 32101.4270171792 | 1910.57298282084 |
| 30 | 32946 | 32241.569393918 | 704.43060608199 |
| 31 | 31948 | 28905.514662024 | 3042.48533797602 |
| 32 | 30599 | 27240.7846868228 | 3358.21531317724 |
| 33 | 27691 | 27957.9534656677 | -266.953465667705 |
| 34 | 25073 | 28797.0309208570 | -3724.03092085696 |
| 35 | 23406 | 29996.5548954737 | -6590.55489547368 |
| 36 | 22248 | 29633.3440268736 | -7385.34402687358 |
| 37 | 22896 | 29588.9435451306 | -6692.94354513059 |
| 38 | 25317 | 30125.0491422791 | -4808.04914227912 |
| 39 | 26558 | 30609.6795207744 | -4051.67952077438 |
| 40 | 26471 | 31443.9574217769 | -4972.95742177685 |
| 41 | 27543 | 31975.0234870293 | -4432.02348702925 |
| 42 | 26198 | 32011.2555156242 | -5813.25551562424 |
| 43 | 24725 | 27431.0363496612 | -2706.03634966116 |
| 44 | 25005 | 26452.6426231700 | -1447.64262317003 |
| 45 | 23462 | 28228.7130444742 | -4766.71304447417 |
| 46 | 20780 | 29176.7403797034 | -8396.74037970342 |
| 47 | 19815 | 29597.1767209504 | -9782.17672095045 |
| 48 | 19761 | 29491.2219567620 | -9730.22195676196 |
| 49 | 21454 | 29207.0837433891 | -7753.08374338912 |
| 50 | 23899 | 29904.3343723589 | -6005.33437235891 |
| 51 | 24939 | 30497.9146308942 | -5558.91463089417 |
| 52 | 23580 | 30724.8089495591 | -7144.80894955914 |
| 53 | 24562 | 31313.7096427623 | -6751.70964276229 |
| 54 | 24696 | 30797.9929398771 | -6101.99293987713 |
| 55 | 23785 | 26018.1123197438 | -2233.11231974384 |
| 56 | 23812 | 24853.9758462242 | -1041.97584622418 |
| 57 | 21917 | 26945.8569330187 | -5028.85693301869 |
| 58 | 19713 | 28216.7742761638 | -8503.77427616383 |
| 59 | 19282 | 29462.7339375377 | -10180.7339375377 |
| 60 | 18788 | 29066.1661673394 | -10278.1661673394 |
| 61 | 21453 | 28845.1420915228 | -7392.1420915228 |
| 62 | 24482 | 29307.3345541949 | -4825.33455419485 |
| 63 | 27474 | 29946.2705997952 | -2472.27059979522 |
| 64 | 27264 | 30741.0721676114 | -3477.07216761139 |
| 65 | 27349 | 31342.4517017002 | -3993.45170170017 |
| 66 | 30632 | 31075.4718945451 | -443.471894545086 |
| 67 | 29429 | 26683.1552749946 | 2745.84472500540 |
| 68 | 30084 | 24568.1071282184 | 5515.89287178162 |
| 69 | 26290 | 26750.3398225791 | -460.339822579101 |
| 70 | 24379 | 26758.4944591814 | -2379.4944591814 |
| 71 | 23335 | 28209.0351177669 | -4874.03511776692 |
| 72 | 21346 | 27916.4976845672 | -6570.4976845672 |
| 73 | 21106 | 28297.8176591919 | -7191.81765919195 |
| 74 | 24514 | 29028.9051451786 | -4514.90514517857 |
| 75 | 28353 | 29553.7317899881 | -1200.73178998815 |
| 76 | 30805 | 30358.8523993059 | 446.147600694093 |
| 77 | 31348 | 31047.5838195942 | 300.416180405844 |
| 78 | 34556 | 30914.8715408143 | 3641.12845918565 |
| 79 | 33855 | 26620.4658266742 | 7234.53417332575 |
| 80 | 34787 | 25637.1525571417 | 9149.84744285833 |
| 81 | 32529 | 27847.9425989138 | 4681.05740108625 |
| 82 | 29998 | 28893.5208729894 | 1104.47912701062 |
| 83 | 29257 | 30462.1305645698 | -1205.13056456979 |
| 84 | 28155 | 30299.4210721226 | -2144.42107212258 |
| 85 | 30466 | 31947.1034189302 | -1481.10341893024 |
| 86 | 35704 | 32087.2457956691 | 3616.7542043309 |
| 87 | 39327 | 33035.9930640264 | 6291.00693597364 |
| 88 | 39351 | 32921.1591245923 | 6429.84087540768 |
| 89 | 42234 | 33501.0606536953 | 8732.93934630475 |
| 90 | 43630 | 33607.7261399813 | 10022.2738600187 |
| 91 | 43722 | 30321.5867716298 | 13400.4132283702 |
| 92 | 43121 | 30395.4953005910 | 12725.5046994090 |
| 93 | 37985 | 31746.5651986555 | 6238.43480134453 |
| 94 | 37135 | 34504.9843731396 | 2630.01562686041 |
| 95 | 34646 | 35954.0851654691 | -1308.08516546908 |
| 96 | 33026 | 36497.6300716071 | -3471.63007160711 |
| 97 | 35087 | 36643.8918799341 | -1556.89187993412 |
| 98 | 38846 | 37855.6547177271 | 990.345282272862 |
| 99 | 42013 | 38909.6322116296 | 3103.36778837036 |
| 100 | 43908 | 39713.7929101100 | 4194.20708988996 |
| 101 | 42868 | 40494.9157484939 | 2373.08425150612 |
| 102 | 44423 | 40549.266094144 | 3873.73390585603 |
| 103 | 44167 | 36584.4697637813 | 7582.53023621874 |
| 104 | 43636 | 36718.3727200773 | 6917.62727992271 |
| 105 | 44382 | 39247.2532155785 | 5134.74678442152 |
| 106 | 42142 | 40476.4144372986 | 1665.58556270141 |
| 107 | 43452 | 41464.6380388422 | 1987.36196115785 |
| 108 | 36912 | 41026.7941026376 | -4114.79410263756 |
| 109 | 42413 | 41362.7582901972 | 1050.24170980280 |
| 110 | 45344 | 42169.4387546257 | 3174.56124537434 |
| 111 | 44873 | 42586.0354525233 | 2286.96454747674 |
| 112 | 47510 | 43006.7117714796 | 4503.28822852037 |
| 113 | 49554 | 44184.3977745465 | 5369.60222545351 |
| 114 | 47369 | 43475.3790267886 | 3893.62097321139 |
| 115 | 45998 | 40210.2377080043 | 5787.76229199569 |
| 116 | 48140 | 40290.0256908444 | 7849.97430915564 |
| 117 | 48441 | 41963.0256859873 | 6477.97431401269 |
| 118 | 44928 | 42703.5922914928 | 2224.40770850717 |
| 119 | 40454 | 43152.2260135872 | -2698.22601358721 |
| 120 | 38661 | 41951.612928248 | -3290.61292824799 |
| 121 | 37246 | 41091.0482570424 | -3845.04825704241 |
| 122 | 36843 | 40897.9815843638 | -4054.98158436379 |
| 123 | 36424 | 40762.0296065079 | -4338.02960650791 |
| 124 | 37594 | 41225.301968872 | -3631.30196887198 |
| 125 | 38144 | 41717.8516117754 | -3573.85161177544 |
| 126 | 38737 | 40745.9372834365 | -2008.93728343648 |
| 127 | 34560 | 37503.9538136034 | -2943.95381360341 |
| 128 | 36080 | 37244.4133154378 | -1164.41331543784 |
| 129 | 33508 | 38921.4929316396 | -5413.49293163955 |
| 130 | 35462 | 39932.634404425 | -4470.63440442501 |
| 131 | 33374 | 40372.3889512738 | -6998.38895127385 |
| 132 | 32110 | 38605.0685053301 | -6495.06850533012 |
| 133 | 35533 | 39476.0629958615 | -3943.06299586149 |
| 134 | 35532 | 39828.3456676562 | -4296.34566765619 |
| 135 | 37903 | 40785.3721669857 | -2882.37216698566 |
| 136 | 36763 | 41364.1937963966 | -4601.19379639656 |
| 137 | 40399 | 42285.4636170345 | -1886.46361703449 |
| 138 | 44164 | 42089.0372564251 | 2074.96274357488 |
| 139 | 44496 | 38564.7200115545 | 5931.2799884455 |
| 140 | 43110 | 38662.6263114497 | 4447.37368855035 |
| 141 | 43880 | 40925.971471567 | 2954.02852843298 |
| 142 | 43930 | 42067.9007959423 | 1862.09920405767 |
| 143 | 44327 | 43146.4760050521 | 1180.52399494790 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.0201020699785137 | 0.0402041399570275 | 0.979897930021486 |
| 7 | 0.00411696833262132 | 0.00823393666524265 | 0.995883031667379 |
| 8 | 0.00111667902065158 | 0.00223335804130315 | 0.998883320979348 |
| 9 | 0.00303115038170803 | 0.00606230076341606 | 0.996968849618292 |
| 10 | 0.00430608130732657 | 0.00861216261465315 | 0.995693918692673 |
| 11 | 0.00320151077705976 | 0.00640302155411951 | 0.99679848922294 |
| 12 | 0.00181722246185436 | 0.00363444492370872 | 0.998182777538146 |
| 13 | 0.000679280195220995 | 0.00135856039044199 | 0.999320719804779 |
| 14 | 0.000245117914805707 | 0.000490235829611415 | 0.999754882085194 |
| 15 | 0.000222376721110299 | 0.000444753442220598 | 0.99977762327889 |
| 16 | 0.000132292772335143 | 0.000264585544670286 | 0.999867707227665 |
| 17 | 0.000125363935875477 | 0.000250727871750955 | 0.999874636064125 |
| 18 | 9.29297883642812e-05 | 0.000185859576728562 | 0.999907070211636 |
| 19 | 6.1439004325789e-05 | 0.000122878008651578 | 0.999938560995674 |
| 20 | 4.43199583300636e-05 | 8.86399166601272e-05 | 0.99995568004167 |
| 21 | 2.36550004415454e-05 | 4.73100008830909e-05 | 0.999976344999558 |
| 22 | 4.5789567851917e-05 | 9.1579135703834e-05 | 0.999954210432148 |
| 23 | 0.000181031621967575 | 0.000362063243935149 | 0.999818968378032 |
| 24 | 0.00117563318662306 | 0.00235126637324611 | 0.998824366813377 |
| 25 | 0.00217350966416116 | 0.00434701932832233 | 0.997826490335839 |
| 26 | 0.00226181212259598 | 0.00452362424519197 | 0.997738187877404 |
| 27 | 0.00157755447522451 | 0.00315510895044902 | 0.998422445524775 |
| 28 | 0.00112216588746951 | 0.00224433177493901 | 0.99887783411253 |
| 29 | 0.000744097886138097 | 0.00148819577227619 | 0.999255902113862 |
| 30 | 0.00056176249314812 | 0.00112352498629624 | 0.999438237506852 |
| 31 | 0.000490870296163281 | 0.000981740592326562 | 0.999509129703837 |
| 32 | 0.000458033243048578 | 0.000916066486097155 | 0.999541966756951 |
| 33 | 0.000728295960536249 | 0.00145659192107250 | 0.999271704039464 |
| 34 | 0.00213007175501904 | 0.00426014351003807 | 0.997869928244981 |
| 35 | 0.0080915119329674 | 0.0161830238659348 | 0.991908488067033 |
| 36 | 0.0193546352840969 | 0.0387092705681939 | 0.980645364715903 |
| 37 | 0.0254179587166885 | 0.050835917433377 | 0.974582041283311 |
| 38 | 0.0215593834441851 | 0.0431187668883702 | 0.978440616555815 |
| 39 | 0.0163063111133154 | 0.0326126222266309 | 0.983693688886685 |
| 40 | 0.0128149629414075 | 0.0256299258828149 | 0.987185037058593 |
| 41 | 0.00931049882878952 | 0.0186209976575790 | 0.99068950117121 |
| 42 | 0.00724440508662023 | 0.0144888101732405 | 0.99275559491338 |
| 43 | 0.00504395212690356 | 0.0100879042538071 | 0.994956047873096 |
| 44 | 0.00382146093809115 | 0.0076429218761823 | 0.996178539061909 |
| 45 | 0.00255168264914144 | 0.00510336529828288 | 0.997448317350859 |
| 46 | 0.00257074674963801 | 0.00514149349927602 | 0.997429253250362 |
| 47 | 0.00316267384614634 | 0.00632534769229268 | 0.996837326153854 |
| 48 | 0.00346795172242251 | 0.00693590344484502 | 0.996532048277577 |
| 49 | 0.00269193578668493 | 0.00538387157336987 | 0.997308064213315 |
| 50 | 0.00188301104539643 | 0.00376602209079286 | 0.998116988954604 |
| 51 | 0.00131407072628343 | 0.00262814145256686 | 0.998685929273717 |
| 52 | 0.00096977830044946 | 0.00193955660089892 | 0.99903022169955 |
| 53 | 0.000709802682417361 | 0.00141960536483472 | 0.999290197317583 |
| 54 | 0.000528559550765495 | 0.00105711910153099 | 0.999471440449235 |
| 55 | 0.000686744832180596 | 0.00137348966436119 | 0.99931325516782 |
| 56 | 0.000907735149980512 | 0.00181547029996102 | 0.99909226485002 |
| 57 | 0.000693967880448228 | 0.00138793576089646 | 0.999306032119552 |
| 58 | 0.000711989888766513 | 0.00142397977753303 | 0.999288010111233 |
| 59 | 0.00105832882479435 | 0.00211665764958871 | 0.998941671175206 |
| 60 | 0.00173659944783391 | 0.00347319889566783 | 0.998263400552166 |
| 61 | 0.00194613694866253 | 0.00389227389732507 | 0.998053863051337 |
| 62 | 0.00216076580130378 | 0.00432153160260756 | 0.997839234198696 |
| 63 | 0.00296313347405968 | 0.00592626694811936 | 0.99703686652594 |
| 64 | 0.00363516431043497 | 0.00727032862086995 | 0.996364835689565 |
| 65 | 0.00446100596401694 | 0.00892201192803388 | 0.995538994035983 |
| 66 | 0.00768524228379942 | 0.0153704845675988 | 0.9923147577162 |
| 67 | 0.0180678492370577 | 0.0361356984741153 | 0.981932150762942 |
| 68 | 0.0452462860416908 | 0.0904925720833817 | 0.95475371395831 |
| 69 | 0.0440166705002314 | 0.0880333410004628 | 0.95598332949977 |
| 70 | 0.0410471141885868 | 0.0820942283771736 | 0.958952885811413 |
| 71 | 0.0450077482602525 | 0.090015496520505 | 0.954992251739748 |
| 72 | 0.0626858651192243 | 0.125371730238449 | 0.937314134880776 |
| 73 | 0.103297491659598 | 0.206594983319196 | 0.896702508340402 |
| 74 | 0.137131335501145 | 0.274262671002291 | 0.862868664498855 |
| 75 | 0.166869168859396 | 0.333738337718791 | 0.833130831140604 |
| 76 | 0.208288643845081 | 0.416577287690162 | 0.791711356154919 |
| 77 | 0.254760737679703 | 0.509521475359406 | 0.745239262320297 |
| 78 | 0.333715936160316 | 0.667431872320632 | 0.666284063839684 |
| 79 | 0.43709339400859 | 0.87418678801718 | 0.56290660599141 |
| 80 | 0.559219621028206 | 0.881560757943588 | 0.440780378971794 |
| 81 | 0.574480898342695 | 0.85103820331461 | 0.425519101657305 |
| 82 | 0.571727091049807 | 0.856545817900386 | 0.428272908950193 |
| 83 | 0.600257592520796 | 0.799484814958408 | 0.399742407479204 |
| 84 | 0.662552305307299 | 0.674895389385401 | 0.337447694692701 |
| 85 | 0.727686809017243 | 0.544626381965513 | 0.272313190982757 |
| 86 | 0.761174541848349 | 0.477650916303303 | 0.238825458151651 |
| 87 | 0.809134765946524 | 0.381730468106952 | 0.190865234053476 |
| 88 | 0.839399145122065 | 0.321201709755869 | 0.160600854877935 |
| 89 | 0.884909685127977 | 0.230180629744045 | 0.115090314872023 |
| 90 | 0.927025039007677 | 0.145949921984647 | 0.0729749609923235 |
| 91 | 0.97326088452481 | 0.0534782309503781 | 0.0267391154751891 |
| 92 | 0.99313442288934 | 0.0137311542213196 | 0.00686557711065982 |
| 93 | 0.994017441773178 | 0.0119651164536445 | 0.00598255822682224 |
| 94 | 0.992082178233182 | 0.0158356435336367 | 0.00791782176681836 |
| 95 | 0.989887085720284 | 0.0202258285594321 | 0.0101129142797160 |
| 96 | 0.990873516691963 | 0.0182529666160747 | 0.00912648330803737 |
| 97 | 0.990263732463165 | 0.0194725350736705 | 0.00973626753683527 |
| 98 | 0.987741829653991 | 0.0245163406920175 | 0.0122581703460088 |
| 99 | 0.984185474545531 | 0.0316290509089378 | 0.0158145254544689 |
| 100 | 0.980228869220837 | 0.0395422615583266 | 0.0197711307791633 |
| 101 | 0.9739159780409 | 0.0521680439182015 | 0.0260840219591007 |
| 102 | 0.96651440027446 | 0.0669711994510808 | 0.0334855997255404 |
| 103 | 0.971158440285357 | 0.0576831194292863 | 0.0288415597146431 |
| 104 | 0.977964551257724 | 0.0440708974845513 | 0.0220354487422756 |
| 105 | 0.978411089063322 | 0.0431778218733567 | 0.0215889109366784 |
| 106 | 0.970170741107757 | 0.0596585177844858 | 0.0298292588922429 |
| 107 | 0.959329563871027 | 0.081340872257946 | 0.040670436128973 |
| 108 | 0.960453760111941 | 0.0790924797761177 | 0.0395462398880588 |
| 109 | 0.94569020692599 | 0.108619586148021 | 0.0543097930740106 |
| 110 | 0.929729770055731 | 0.140540459888538 | 0.0702702299442692 |
| 111 | 0.90733188680261 | 0.185336226394782 | 0.0926681131973912 |
| 112 | 0.891605021959847 | 0.216789956080307 | 0.108394978040153 |
| 113 | 0.882814517354155 | 0.234370965291691 | 0.117185482645846 |
| 114 | 0.867747988314436 | 0.264504023371129 | 0.132252011685564 |
| 115 | 0.904788970362977 | 0.190422059274047 | 0.0952110296370235 |
| 116 | 0.977831778543842 | 0.0443364429123151 | 0.0221682214561576 |
| 117 | 0.997505504980812 | 0.00498899003837655 | 0.00249449501918827 |
| 118 | 0.999318668387878 | 0.00136266322424481 | 0.000681331612122404 |
| 119 | 0.99915888537596 | 0.00168222924807792 | 0.000841114624038959 |
| 120 | 0.998918887103034 | 0.00216222579393107 | 0.00108111289696553 |
| 121 | 0.998467409148758 | 0.00306518170248386 | 0.00153259085124193 |
| 122 | 0.99776680672829 | 0.00446638654342146 | 0.00223319327171073 |
| 123 | 0.996600495380002 | 0.00679900923999676 | 0.00339950461999838 |
| 124 | 0.99589140097716 | 0.00821719804568105 | 0.00410859902284052 |
| 125 | 0.99674433799793 | 0.00651132400414082 | 0.00325566200207041 |
| 126 | 0.999698325167557 | 0.000603349664885533 | 0.000301674832442766 |
| 127 | 0.999550672215271 | 0.000898655569458054 | 0.000449327784729027 |
| 128 | 0.99974476010149 | 0.000510479797020546 | 0.000255239898510273 |
| 129 | 0.999462076526754 | 0.00107584694649269 | 0.000537923473246347 |
| 130 | 0.999548899085512 | 0.000902201828976162 | 0.000451100914488081 |
| 131 | 0.998782114505666 | 0.00243577098866762 | 0.00121788549433381 |
| 132 | 0.998435925642865 | 0.00312814871427018 | 0.00156407435713509 |
| 133 | 0.995467645730074 | 0.00906470853985257 | 0.00453235426992628 |
| 134 | 0.991708873221513 | 0.0165822535569744 | 0.0082911267784872 |
| 135 | 0.977676855158092 | 0.0446462896838167 | 0.0223231448419083 |
| 136 | 0.991873854753413 | 0.0162522904931734 | 0.00812614524658668 |
| 137 | 0.998142923253459 | 0.00371415349308229 | 0.00185707674654114 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 68 | 0.515151515151515 | NOK |
| 5% type I error level | 94 | 0.712121212121212 | NOK |
| 10% type I error level | 106 | 0.803030303030303 | NOK |
