Multiple Linear Regression - Estimated Regression Equation |
2JAAR[t] = + 88.4611764705882 -4.06349673202618M1[t] + 1.65967320261435M2[t] + 5.7997058823529M3[t] + 2.67973856209145M4[t] + 0.419771241830021M5[t] -2.28019607843141M6[t] -1.86016339869285M7[t] -2.60013071895428M8[t] + 1.93990196078429M9[t] -2.10006535947717M10[t] -3.2800326797386M11[t] -0.180032679738562t + 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) | 88.4611764705882 | 13.854364 | 6.3851 | 0 | 0 |
M1 | -4.06349673202618 | 16.157447 | -0.2515 | 0.802506 | 0.401253 |
M2 | 1.65967320261435 | 16.95895 | 0.0979 | 0.922448 | 0.461224 |
M3 | 5.7997058823529 | 16.937294 | 0.3424 | 0.733528 | 0.366764 |
M4 | 2.67973856209145 | 16.917893 | 0.1584 | 0.874809 | 0.437404 |
M5 | 0.419771241830021 | 16.900756 | 0.0248 | 0.980288 | 0.490144 |
M6 | -2.28019607843141 | 16.88589 | -0.135 | 0.893148 | 0.446574 |
M7 | -1.86016339869285 | 16.873301 | -0.1102 | 0.912676 | 0.456338 |
M8 | -2.60013071895428 | 16.862994 | -0.1542 | 0.878105 | 0.439053 |
M9 | 1.93990196078429 | 16.854973 | 0.1151 | 0.908851 | 0.454425 |
M10 | -2.10006535947717 | 16.849242 | -0.1246 | 0.90133 | 0.450665 |
M11 | -3.2800326797386 | 16.845802 | -0.1947 | 0.846442 | 0.423221 |
t | -0.180032679738562 | 0.19656 | -0.9159 | 0.36429 | 0.182145 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.184169168221619 |
R-squared | 0.0339182825234429 |
Adjusted R-squared | -0.207602146845696 |
F-TEST (value) | 0.140436494801035 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 48 |
p-value | 0.99963124189441 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 26.6337381254669 |
Sum Squared Residuals | 34049.0883137255 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 61.2 | 84.2176470588235 | -23.0176470588235 |
2 | 62 | 89.7607843137255 | -27.7607843137255 |
3 | 65.1 | 93.7207843137255 | -28.6207843137255 |
4 | 63.2 | 90.4207843137255 | -27.2207843137255 |
5 | 66.3 | 87.9807843137255 | -21.6807843137255 |
6 | 61.9 | 85.1007843137255 | -23.2007843137255 |
7 | 62.1 | 85.3407843137255 | -23.2407843137255 |
8 | 66.3 | 84.4207843137255 | -18.1207843137255 |
9 | 72 | 88.7807843137255 | -16.7807843137255 |
10 | 65.3 | 84.5607843137255 | -19.2607843137255 |
11 | 67.6 | 83.2007843137255 | -15.6007843137255 |
12 | 70.5 | 86.3007843137255 | -15.8007843137255 |
13 | 74.2 | 82.0572549019608 | -7.85725490196077 |
14 | 77.8 | 87.6003921568628 | -9.80039215686275 |
15 | 78.5 | 91.5603921568627 | -13.0603921568627 |
16 | 77.8 | 88.2603921568627 | -10.4603921568627 |
17 | 81.4 | 85.8203921568627 | -4.42039215686273 |
18 | 84.5 | 82.9403921568627 | 1.55960784313726 |
19 | 88 | 83.1803921568627 | 4.81960784313726 |
20 | 93.9 | 82.2603921568628 | 11.6396078431372 |
21 | 98.9 | 86.6203921568628 | 12.2796078431372 |
22 | 96.7 | 82.4003921568628 | 14.2996078431373 |
23 | 98.9 | 81.0403921568628 | 17.8596078431373 |
24 | 102.2 | 84.1403921568628 | 18.0596078431372 |
25 | 105.4 | 79.896862745098 | 25.503137254902 |
26 | 105.1 | 85.44 | 19.66 |
27 | 116.6 | 89.4 | 27.2 |
28 | 112 | 86.1 | 25.9 |
29 | 108.8 | 83.66 | 25.14 |
30 | 106.9 | 80.78 | 26.12 |
31 | 109.5 | 81.02 | 28.48 |
32 | 106.7 | 80.1 | 26.6 |
33 | 118.9 | 84.46 | 34.44 |
34 | 117.5 | 80.24 | 37.26 |
35 | 113.7 | 78.88 | 34.82 |
36 | 119.6 | 81.98 | 37.62 |
37 | 120.6 | 77.7364705882353 | 42.8635294117647 |
38 | 117.5 | 83.2796078431373 | 34.2203921568627 |
39 | 120.3 | 87.2396078431372 | 33.0603921568628 |
40 | 119.8 | 83.9396078431372 | 35.8603921568628 |
41 | 108 | 81.4996078431372 | 26.5003921568628 |
42 | 98.8 | 78.6196078431373 | 20.1803921568627 |
43 | 94.6 | 78.8596078431373 | 15.7403921568627 |
44 | 84.6 | 77.9396078431373 | 6.66039215686274 |
45 | 84.4 | 82.2996078431373 | 2.10039215686275 |
46 | 79.1 | 78.0796078431372 | 1.02039215686275 |
47 | 73.3 | 76.7196078431373 | -3.41960784313726 |
48 | 74.3 | 79.8196078431373 | -5.51960784313729 |
49 | 67.8 | 75.5760784313725 | -7.77607843137253 |
50 | 64.8 | 81.1192156862745 | -16.3192156862745 |
51 | 66.5 | 85.0792156862745 | -18.5792156862745 |
52 | 57.7 | 81.7792156862745 | -24.0792156862745 |
53 | 53.8 | 79.3392156862745 | -25.5392156862745 |
54 | 51.8 | 76.4592156862745 | -24.6592156862745 |
55 | 50.9 | 76.6992156862745 | -25.7992156862745 |
56 | 49 | 75.7792156862745 | -26.7792156862745 |
57 | 48.1 | 80.1392156862745 | -32.0392156862745 |
58 | 42.6 | 75.9192156862745 | -33.3192156862745 |
59 | 40.9 | 74.5592156862745 | -33.6592156862745 |
60 | 43.3 | 77.6592156862745 | -34.3592156862746 |
61 | 43.7 | 73.4156862745098 | -29.7156862745098 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.000129183321643540 | 0.000258366643287081 | 0.999870816678357 |
17 | 7.7892052154236e-06 | 1.55784104308472e-05 | 0.999992210794785 |
18 | 0.000160430027781579 | 0.000320860055563157 | 0.999839569972218 |
19 | 0.000369398109612584 | 0.000738796219225167 | 0.999630601890387 |
20 | 0.000454788353263518 | 0.000909576706527036 | 0.999545211646736 |
21 | 0.000348516563217316 | 0.000697033126434631 | 0.999651483436783 |
22 | 0.000592321737571758 | 0.00118464347514352 | 0.999407678262428 |
23 | 0.000721224494024026 | 0.00144244898804805 | 0.999278775505976 |
24 | 0.00102191375310585 | 0.00204382750621170 | 0.998978086246894 |
25 | 0.000968658378527503 | 0.00193731675705501 | 0.999031341621472 |
26 | 0.00105046972669654 | 0.00210093945339308 | 0.998949530273303 |
27 | 0.00224131463315082 | 0.00448262926630165 | 0.99775868536685 |
28 | 0.00375438049024312 | 0.00750876098048623 | 0.996245619509757 |
29 | 0.00562611226385703 | 0.0112522245277141 | 0.994373887736143 |
30 | 0.0102797143611653 | 0.0205594287223307 | 0.989720285638835 |
31 | 0.0176159366598813 | 0.0352318733197625 | 0.982384063340119 |
32 | 0.0590149304853838 | 0.118029860970768 | 0.940985069514616 |
33 | 0.046655781394335 | 0.09331156278867 | 0.953344218605665 |
34 | 0.0308400973232865 | 0.0616801946465729 | 0.969159902676713 |
35 | 0.0236869713767780 | 0.0473739427535561 | 0.976313028623222 |
36 | 0.0135677877061681 | 0.0271355754123362 | 0.986432212293832 |
37 | 0.00921300691635775 | 0.0184260138327155 | 0.990786993083642 |
38 | 0.0139724051085712 | 0.0279448102171424 | 0.986027594891429 |
39 | 0.0277207074970955 | 0.055441414994191 | 0.972279292502904 |
40 | 0.180051036943227 | 0.360102073886454 | 0.819948963056773 |
41 | 0.656740261642973 | 0.686519476714054 | 0.343259738357027 |
42 | 0.905758900550627 | 0.188482198898746 | 0.0942410994493732 |
43 | 0.977434298372745 | 0.0451314032545097 | 0.0225657016272548 |
44 | 0.976114556435214 | 0.0477708871295716 | 0.0238854435647858 |
45 | 0.96763849351523 | 0.0647230129695385 | 0.0323615064847693 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 13 | 0.433333333333333 | NOK |
5% type I error level | 22 | 0.733333333333333 | NOK |
10% type I error level | 26 | 0.866666666666667 | NOK |