Multiple Linear Regression - Estimated Regression Equation |
WLH[t] = + 262.466316248146 + 0.191310161094259Faill[t] + 14.7054212842817M1[t] + 46.744213843187M2[t] + 65.1015625856806M3[t] -30.860179676086M4[t] + 152.529575410477M5[t] + 120.447993594912M6[t] -13.7357806863045M7[t] -1.7382716970117M8[t] -1.17458612716618M9[t] -2.05980432449510M10[t] + 2.51594005568410M11[t] -1.18625240996687t + 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) | 262.466316248146 | 116.020904 | 2.2622 | 0.028451 | 0.014226 |
Faill | 0.191310161094259 | 0.107028 | 1.7875 | 0.080449 | 0.040224 |
M1 | 14.7054212842817 | 79.64767 | 0.1846 | 0.85433 | 0.427165 |
M2 | 46.744213843187 | 79.462956 | 0.5883 | 0.559241 | 0.27962 |
M3 | 65.1015625856806 | 80.509278 | 0.8086 | 0.422895 | 0.211448 |
M4 | -30.860179676086 | 79.861019 | -0.3864 | 0.700965 | 0.350482 |
M5 | 152.529575410477 | 79.754875 | 1.9125 | 0.062053 | 0.031027 |
M6 | 120.447993594912 | 79.589602 | 1.5134 | 0.137028 | 0.068514 |
M7 | -13.7357806863045 | 80.605994 | -0.1704 | 0.865438 | 0.432719 |
M8 | -1.7382716970117 | 78.970099 | -0.022 | 0.982534 | 0.491267 |
M9 | -1.17458612716618 | 78.927473 | -0.0149 | 0.988191 | 0.494095 |
M10 | -2.05980432449510 | 79.049506 | -0.0261 | 0.979324 | 0.489662 |
M11 | 2.51594005568410 | 79.183308 | 0.0318 | 0.97479 | 0.487395 |
t | -1.18625240996687 | 1.134708 | -1.0454 | 0.301289 | 0.150645 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.550948091396239 |
R-squared | 0.303543799413159 |
Adjusted R-squared | 0.106719220986443 |
F-TEST (value) | 1.54220474820515 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0.138692520770443 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 124.694906515412 |
Sum Squared Residuals | 715245.70670082 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 493 | 428.459683514586 | 64.5403164854142 |
2 | 514 | 467.538560590577 | 46.4614394094232 |
3 | 522 | 513.023560765054 | 8.97643923494628 |
4 | 490 | 383.544148868390 | 106.455851131610 |
5 | 484 | 568.043373478117 | -84.0433734781174 |
6 | 506 | 548.741181012466 | -42.7411810124664 |
7 | 501 | 396.1532398228 | 104.8467601772 |
8 | 462 | 403.903533824618 | 58.0964661753822 |
9 | 465 | 409.020271817324 | 55.9797281826757 |
10 | 454 | 399.487704927352 | 54.5122950726477 |
11 | 464 | 429.851929611855 | 34.1480703881448 |
12 | 427 | 390.566047182672 | 36.433952817328 |
13 | 460 | 420.920510233282 | 39.0794897667183 |
14 | 473 | 450.625189415655 | 22.3748105843454 |
15 | 465 | 483.292408796816 | -18.2924087968163 |
16 | 422 | 361.082783021735 | 60.9172169782652 |
17 | 415 | 554.573585202892 | -139.573585202892 |
18 | 413 | 498.348531646049 | -85.3485316460489 |
19 | 420 | 365.656847210186 | 54.3431527898145 |
20 | 363 | 377.233344433889 | -14.2333444338885 |
21 | 376 | 377.18470807705 | -1.18470807704993 |
22 | 380 | 370.521793603492 | 9.47820639650807 |
23 | 384 | 373.71997541261 | 10.2800245873900 |
24 | 346 | 361.600135858812 | -15.6001358588116 |
25 | 389 | 400.372245997569 | -11.3722459975687 |
26 | 407 | 404.823983915499 | 2.17601608450066 |
27 | 393 | 427.925695241948 | -34.9256952419481 |
28 | 346 | 322.551363643161 | 23.4486363568386 |
29 | 348 | 520.059679207298 | -172.059679207298 |
30 | 353 | 466.32165774468 | -113.321657744680 |
31 | 364 | 340.325828947116 | 23.6741710528840 |
32 | 305 | 344.249919727049 | -39.2499197270487 |
33 | 307 | 346.114384981153 | -39.1143849811527 |
34 | 312 | 362.6 | -50.6 |
35 | 312 | 342.840962477807 | -30.840962477807 |
36 | 286 | 311.0161763313 | -25.0161763312999 |
37 | 324 | 369.110612740577 | -45.1106127405771 |
38 | 336 | 362.657671476135 | -26.657671476135 |
39 | 327 | 369.498019109572 | -42.4980191095718 |
40 | 302 | 297.029035218998 | 4.97096478100234 |
41 | 299 | 445.753259704098 | -146.753259704098 |
42 | 311 | 439.077537870668 | -128.077537870668 |
43 | 315 | 309.638126173407 | 5.36187382659272 |
44 | 264 | 306.675051153947 | -42.6750511539466 |
45 | 278 | 320.974676879177 | -42.9746768791774 |
46 | 278 | 313.163901439054 | -35.1639014390538 |
47 | 287 | 340.08454322386 | -53.0845432238601 |
48 | 279 | 333.321388180701 | -54.3213881807009 |
49 | 324 | 371.136947513987 | -47.1369475139867 |
50 | 354 | 398.354594602134 | -44.3545946021342 |
51 | 354 | 267.26031608661 | 86.7396839133899 |
52 | 43 | 238.792669247716 | -195.792669247716 |
53 | 964 | 421.570102407594 | 542.429897592406 |
54 | 762 | 392.511091726136 | 369.488908273864 |
55 | 1 | 189.225957846491 | -188.225957846491 |
56 | 412 | 373.938150860498 | 38.0618491395015 |
57 | 370 | 342.705958245296 | 27.2940417547043 |
58 | 389 | 367.226600030102 | 21.7733999698981 |
59 | 395 | 355.502589273868 | 39.4974107261322 |
60 | 417 | 358.496252446516 | 58.5037475534841 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.000774011169901189 | 0.00154802233980238 | 0.999225988830099 |
18 | 5.37504827591877e-05 | 0.000107500965518375 | 0.99994624951724 |
19 | 4.99015348053716e-06 | 9.98030696107432e-06 | 0.99999500984652 |
20 | 2.34595013465747e-06 | 4.69190026931495e-06 | 0.999997654049865 |
21 | 2.29570716833964e-07 | 4.59141433667927e-07 | 0.999999770429283 |
22 | 1.74996333750944e-08 | 3.49992667501888e-08 | 0.999999982500367 |
23 | 3.39744512648134e-09 | 6.79489025296268e-09 | 0.999999996602555 |
24 | 2.93231058954377e-10 | 5.86462117908755e-10 | 0.999999999706769 |
25 | 2.19052700414342e-11 | 4.38105400828683e-11 | 0.999999999978095 |
26 | 1.09096837585834e-11 | 2.18193675171668e-11 | 0.99999999998909 |
27 | 1.55287224724834e-12 | 3.10574449449669e-12 | 0.999999999998447 |
28 | 1.88282540625561e-13 | 3.76565081251123e-13 | 0.999999999999812 |
29 | 3.0823787396115e-14 | 6.164757479223e-14 | 0.99999999999997 |
30 | 3.05367865397579e-15 | 6.10735730795158e-15 | 0.999999999999997 |
31 | 3.13767720464087e-16 | 6.27535440928173e-16 | 1 |
32 | 2.25990900112583e-17 | 4.51981800225166e-17 | 1 |
33 | 1.99934898712973e-18 | 3.99869797425947e-18 | 1 |
34 | 2.12096106913126e-19 | 4.24192213826252e-19 | 1 |
35 | 1.43687957342699e-20 | 2.87375914685398e-20 | 1 |
36 | 1.59393378646127e-21 | 3.18786757292254e-21 | 1 |
37 | 1.25564754472000e-22 | 2.51129508943999e-22 | 1 |
38 | 1.96969601882128e-23 | 3.93939203764256e-23 | 1 |
39 | 2.09573700830015e-24 | 4.1914740166003e-24 | 1 |
40 | 2.26530245821877e-24 | 4.53060491643755e-24 | 1 |
41 | 3.01694487465744e-20 | 6.03388974931488e-20 | 1 |
42 | 3.77574034486959e-05 | 7.55148068973918e-05 | 0.999962242596551 |
43 | 0.162677430931272 | 0.325354861862544 | 0.837322569068728 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 26 | 0.962962962962963 | NOK |
5% type I error level | 26 | 0.962962962962963 | NOK |
10% type I error level | 26 | 0.962962962962963 | NOK |