Multiple Linear Regression - Estimated Regression Equation |
WLH[t] = + 177.639763836283 + 0.252711714524369Faill[t] + 21.5772015188484M1[t] + 56.2980395338837M2[t] + 80.456632646757M3[t] -18.4720070744498M4[t] + 163.989382126553M5[t] + 130.635585726218M6[t] -0.424051914170813M7[t] + 0.69803953388371M8[t] + 0.517563878459179M9[t] -3.30999115693777M10[t] -0.694158759944824M11[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) | 177.639763836283 | 83.00979 | 2.14 | 0.037577 | 0.018789 |
Faill | 0.252711714524369 | 0.089561 | 2.8217 | 0.006979 | 0.00349 |
M1 | 21.5772015188484 | 79.454389 | 0.2716 | 0.787144 | 0.393572 |
M2 | 56.2980395338837 | 79.013689 | 0.7125 | 0.479671 | 0.239836 |
M3 | 80.456632646757 | 79.236339 | 1.0154 | 0.315114 | 0.157557 |
M4 | -18.4720070744498 | 79.054999 | -0.2337 | 0.816264 | 0.408132 |
M5 | 163.989382126553 | 79.076005 | 2.0738 | 0.0436 | 0.0218 |
M6 | 130.635585726218 | 79.068805 | 1.6522 | 0.105165 | 0.052582 |
M7 | -0.424051914170813 | 79.672535 | -0.0053 | 0.995776 | 0.497888 |
M8 | 0.69803953388371 | 79.013689 | 0.0088 | 0.992989 | 0.496494 |
M9 | 0.517563878459179 | 78.988834 | 0.0066 | 0.9948 | 0.4974 |
M10 | -3.30999115693777 | 79.118548 | -0.0418 | 0.966807 | 0.483403 |
M11 | -0.694158759944824 | 79.201919 | -0.0088 | 0.993044 | 0.496522 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.535720737207058 |
R-squared | 0.286996708273673 |
Adjusted R-squared | 0.104953314641420 |
F-TEST (value) | 1.57652910411809 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 47 |
p-value | 0.131590032998452 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 124.818098916034 |
Sum Squared Residuals | 732239.2173996 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 493 | 400.628201831054 | 92.3717981689464 |
2 | 514 | 446.215643570637 | 67.7843564293634 |
3 | 522 | 507.775570433116 | 14.2244295668836 |
4 | 490 | 366.138650957291 | 123.861349042709 |
5 | 484 | 551.632580732586 | -67.6325807325862 |
6 | 506 | 536.726739492531 | -30.7267394925310 |
7 | 501 | 382.923047544948 | 118.076952455052 |
8 | 462 | 380.001751560613 | 81.9982484393869 |
9 | 465 | 387.402627340920 | 77.5973726590804 |
10 | 454 | 373.719315439072 | 80.2806845609278 |
11 | 464 | 411.967499584001 | 52.0325004159988 |
12 | 427 | 365.657279442413 | 61.3427205575866 |
13 | 460 | 409.473111839406 | 50.5268881605937 |
14 | 473 | 442.677679567295 | 30.3223204327046 |
15 | 465 | 487.305921556643 | -22.3059215566425 |
16 | 422 | 355.272047232743 | 66.7279527672565 |
17 | 415 | 552.643427590684 | -137.643427590684 |
18 | 413 | 488.964225447425 | -75.9642254474251 |
19 | 420 | 361.442551810377 | 58.557448189623 |
20 | 363 | 363.575490116529 | -0.575490116529059 |
21 | 376 | 364.153149604678 | 11.8468503953224 |
22 | 380 | 354.260513420696 | 25.7394865793042 |
23 | 384 | 356.623634103164 | 27.3763658968356 |
24 | 346 | 346.198477424037 | -0.198477424036972 |
25 | 389 | 401.133625260102 | -12.1336252601021 |
26 | 407 | 400.980246670774 | 6.01975332922552 |
27 | 393 | 432.972902933903 | -39.9729029339031 |
28 | 346 | 323.177659488149 | 22.8223405118514 |
29 | 348 | 525.8559858511 | -177.855985851100 |
30 | 353 | 465.462035996659 | -112.462035996659 |
31 | 364 | 346.785272367964 | 17.2147276320364 |
32 | 305 | 338.809742093141 | -33.8097420931409 |
33 | 307 | 341.914518726533 | -34.9145187265332 |
34 | 312 | 362.6 | -50.6 |
35 | 312 | 334.637714939544 | -22.6377149395443 |
36 | 286 | 298.183251664407 | -12.1832516644068 |
37 | 324 | 378.642282667433 | -54.6422826674333 |
38 | 336 | 364.084336350217 | -28.0843363502166 |
39 | 327 | 374.596496878774 | -47.5964968787739 |
40 | 302 | 308.267668331211 | -6.26766833121078 |
41 | 299 | 446.504507490449 | -147.504507490449 |
42 | 311 | 448.277639409002 | -137.277639409002 |
43 | 315 | 325.052064918868 | -10.0520649188679 |
44 | 264 | 307.978912921168 | -43.9789129211678 |
45 | 278 | 327.509950998644 | -49.5099509986441 |
46 | 278 | 316.101044527516 | -38.1010445275160 |
47 | 287 | 349.800417811006 | -62.8004178110064 |
48 | 279 | 346.451189138561 | -67.4511891385614 |
49 | 324 | 400.122778402005 | -76.1227784020046 |
50 | 354 | 430.042093841077 | -76.042093841077 |
51 | 354 | 258.349108197564 | 95.650891802436 |
52 | 43 | 250.143973990606 | -207.143973990606 |
53 | 964 | 433.363498335181 | 530.636501664819 |
54 | 762 | 405.569359654383 | 356.430640345617 |
55 | 1 | 184.797063357843 | -183.797063357843 |
56 | 412 | 415.634103308549 | -3.63410330854913 |
57 | 370 | 375.019753329226 | -5.01975332922552 |
58 | 389 | 406.319126612716 | -17.3191266127159 |
59 | 395 | 388.970733562284 | 6.02926643771635 |
60 | 417 | 398.509802330581 | 18.4901976694186 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.0145857347884705 | 0.029171469576941 | 0.98541426521153 |
17 | 0.0094737377100677 | 0.0189474754201354 | 0.990526262289932 |
18 | 0.00226054706366042 | 0.00452109412732083 | 0.99773945293634 |
19 | 0.000641273304351976 | 0.00128254660870395 | 0.999358726695648 |
20 | 0.000285748427474114 | 0.000571496854948227 | 0.999714251572526 |
21 | 6.96047594695208e-05 | 0.000139209518939042 | 0.99993039524053 |
22 | 1.51522081508307e-05 | 3.03044163016613e-05 | 0.99998484779185 |
23 | 7.19967661207058e-06 | 1.43993532241412e-05 | 0.999992800323388 |
24 | 1.87406247093655e-06 | 3.7481249418731e-06 | 0.99999812593753 |
25 | 2.1449814858749e-06 | 4.2899629717498e-06 | 0.999997855018514 |
26 | 4.78931829958751e-07 | 9.57863659917502e-07 | 0.99999952106817 |
27 | 1.44928984513214e-07 | 2.89857969026428e-07 | 0.999999855071016 |
28 | 4.28399559659662e-08 | 8.56799119319323e-08 | 0.999999957160044 |
29 | 4.84938719848462e-08 | 9.69877439696924e-08 | 0.999999951506128 |
30 | 1.74861735399429e-08 | 3.49723470798859e-08 | 0.999999982513826 |
31 | 6.11674134169305e-09 | 1.22334826833861e-08 | 0.999999993883259 |
32 | 1.51965910164231e-09 | 3.03931820328461e-09 | 0.99999999848034 |
33 | 3.77264437075154e-10 | 7.54528874150309e-10 | 0.999999999622736 |
34 | 1.06961362236647e-09 | 2.13922724473293e-09 | 0.999999998930386 |
35 | 2.00247362071609e-10 | 4.00494724143217e-10 | 0.999999999799753 |
36 | 4.76259364228288e-11 | 9.52518728456576e-11 | 0.999999999952374 |
37 | 2.45928571174157e-11 | 4.91857142348315e-11 | 0.999999999975407 |
38 | 4.89152739269325e-12 | 9.7830547853865e-12 | 0.999999999995108 |
39 | 7.62263144215197e-12 | 1.52452628843039e-11 | 0.999999999992377 |
40 | 2.60108710755317e-12 | 5.20217421510635e-12 | 0.999999999997399 |
41 | 9.62712989424022e-08 | 1.92542597884804e-07 | 0.999999903728701 |
42 | 0.565031806539599 | 0.869936386920802 | 0.434968193460401 |
43 | 0.668522020186256 | 0.662955959627489 | 0.331477979813744 |
44 | 0.555799816665779 | 0.888400366668443 | 0.444200183334221 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 24 | 0.827586206896552 | NOK |
5% type I error level | 26 | 0.896551724137931 | NOK |
10% type I error level | 26 | 0.896551724137931 | NOK |