Multiple Linear Regression - Estimated Regression Equation |
NWWZ [t] = + 186373.429232739 + 147.663133228274t + 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) | 186373.429232739 | 4318.351284 | 43.1585 | 0 | 0 |
t | 147.663133228274 | 52.032105 | 2.8379 | 0.005211 | 0.002606 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.232449780503641 |
R-squared | 0.0540329004561911 |
Adjusted R-squared | 0.0473239139346038 |
F-TEST (value) | 8.05380965997339 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 141 |
p-value | 0.00521133953200614 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 25684.6831505770 |
Sum Squared Residuals | 93018115744.9204 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 206010 | 186521.092365967 | 19488.9076340333 |
2 | 198112 | 186668.755499196 | 11443.2445008044 |
3 | 194519 | 186816.418632424 | 7702.58136757607 |
4 | 185705 | 186964.081765652 | -1259.08176565221 |
5 | 180173 | 187111.744898880 | -6938.74489888048 |
6 | 176142 | 187259.408032109 | -11117.4080321088 |
7 | 203401 | 187407.071165337 | 15993.9288346630 |
8 | 221902 | 187554.734298565 | 34347.2657014347 |
9 | 197378 | 187702.397431794 | 9675.60256820642 |
10 | 185001 | 187850.060565022 | -2849.06056502185 |
11 | 176356 | 187997.72369825 | -11641.7236982501 |
12 | 180449 | 188145.386831478 | -7696.3868314784 |
13 | 180144 | 188293.049964707 | -8149.04996470667 |
14 | 173666 | 188440.713097935 | -14774.7130979349 |
15 | 165688 | 188588.376231163 | -22900.3762311632 |
16 | 161570 | 188736.039364392 | -27166.0393643915 |
17 | 156145 | 188883.70249762 | -32738.7024976198 |
18 | 153730 | 189031.365630848 | -35301.3656308480 |
19 | 182698 | 189179.028764076 | -6481.02876407631 |
20 | 200765 | 189326.691897305 | 11438.3081026954 |
21 | 176512 | 189474.355030533 | -12962.3550305329 |
22 | 166618 | 189622.018163761 | -23004.0181637611 |
23 | 158644 | 189769.681296989 | -31125.6812969894 |
24 | 159585 | 189917.344430218 | -30332.3444302177 |
25 | 163095 | 190065.007563446 | -26970.0075634460 |
26 | 159044 | 190212.670696674 | -31168.6706966742 |
27 | 155511 | 190360.333829903 | -34849.3338299025 |
28 | 153745 | 190507.996963131 | -36762.9969631308 |
29 | 150569 | 190655.660096359 | -40086.6600963591 |
30 | 150605 | 190803.323229587 | -40198.3232295873 |
31 | 179612 | 190950.986362816 | -11338.9863628156 |
32 | 194690 | 191098.649496044 | 3591.35050395612 |
33 | 189917 | 191246.312629272 | -1329.31262927215 |
34 | 184128 | 191393.975762500 | -7265.97576250042 |
35 | 175335 | 191541.638895729 | -16206.6388957287 |
36 | 179566 | 191689.302028957 | -12123.3020289570 |
37 | 181140 | 191836.965162185 | -10696.9651621852 |
38 | 177876 | 191984.628295414 | -14108.6282954135 |
39 | 175041 | 192132.291428642 | -17091.2914286418 |
40 | 169292 | 192279.95456187 | -22987.9545618701 |
41 | 166070 | 192427.617695098 | -26357.6176950983 |
42 | 166972 | 192575.280828327 | -25603.2808283266 |
43 | 206348 | 192722.943961555 | 13625.0560384451 |
44 | 215706 | 192870.607094783 | 22835.3929052168 |
45 | 202108 | 193018.270228011 | 9089.72977198856 |
46 | 195411 | 193165.933361240 | 2245.06663876029 |
47 | 193111 | 193313.596494468 | -202.596494467984 |
48 | 195198 | 193461.259627696 | 1736.74037230374 |
49 | 198770 | 193608.922760925 | 5161.07723907547 |
50 | 194163 | 193756.585894153 | 406.414105847194 |
51 | 190420 | 193904.249027381 | -3484.24902738108 |
52 | 189733 | 194051.912160609 | -4318.91216060935 |
53 | 186029 | 194199.575293838 | -8170.57529383763 |
54 | 191531 | 194347.238427066 | -2816.2384270659 |
55 | 232571 | 194494.901560294 | 38076.0984397058 |
56 | 243477 | 194642.564693522 | 48834.4353064775 |
57 | 227247 | 194790.227826751 | 32456.7721732493 |
58 | 217859 | 194937.890959979 | 22921.109040021 |
59 | 208679 | 195085.554093207 | 13593.4459067927 |
60 | 213188 | 195233.217226436 | 17954.7827735645 |
61 | 216234 | 195380.880359664 | 20853.1196403362 |
62 | 213586 | 195528.543492892 | 18057.4565071079 |
63 | 209465 | 195676.206626120 | 13788.7933738796 |
64 | 204045 | 195823.869759349 | 8221.13024065136 |
65 | 200237 | 195971.532892577 | 4265.46710742309 |
66 | 203666 | 196119.196025805 | 7546.80397419481 |
67 | 241476 | 196266.859159033 | 45209.1408409665 |
68 | 260307 | 196414.522292262 | 63892.4777077383 |
69 | 243324 | 196562.18542549 | 46761.81457451 |
70 | 244460 | 196709.848558718 | 47750.1514412817 |
71 | 233575 | 196857.511691947 | 36717.4883080534 |
72 | 237217 | 197005.174825175 | 40211.8251748252 |
73 | 235243 | 197152.837958403 | 38090.1620415969 |
74 | 230354 | 197300.501091631 | 33053.4989083686 |
75 | 227184 | 197448.164224860 | 29735.8357751403 |
76 | 221678 | 197595.827358088 | 24082.1726419121 |
77 | 217142 | 197743.490491316 | 19398.5095086838 |
78 | 219452 | 197891.153624544 | 21560.8463754555 |
79 | 256446 | 198038.816757773 | 58407.1832422272 |
80 | 265845 | 198186.479891001 | 67658.520108999 |
81 | 248624 | 198334.143024229 | 50289.8569757707 |
82 | 241114 | 198481.806157458 | 42632.1938425424 |
83 | 229245 | 198629.469290686 | 30615.5307093142 |
84 | 231805 | 198777.132423914 | 33027.8675760859 |
85 | 219277 | 198924.795557142 | 20352.2044428576 |
86 | 219313 | 199072.458690371 | 20240.5413096293 |
87 | 212610 | 199220.121823599 | 13389.8781764011 |
88 | 214771 | 199367.784956827 | 15403.2150431728 |
89 | 211142 | 199515.448090055 | 11626.5519099445 |
90 | 211457 | 199663.111223284 | 11793.8887767162 |
91 | 240048 | 199810.774356512 | 40237.225643488 |
92 | 240636 | 199958.437489740 | 40677.5625102597 |
93 | 230580 | 200106.100622969 | 30473.8993770314 |
94 | 208795 | 200253.763756197 | 8541.23624380314 |
95 | 197922 | 200401.426889425 | -2479.42688942513 |
96 | 194596 | 200549.090022653 | -5953.0900226534 |
97 | 194581 | 200696.753155882 | -6115.75315588168 |
98 | 185686 | 200844.41628911 | -15158.4162891100 |
99 | 178106 | 200992.079422338 | -22886.0794223382 |
100 | 172608 | 201139.742555567 | -28531.7425555665 |
101 | 167302 | 201287.405688795 | -33985.4056887948 |
102 | 168053 | 201435.068822023 | -33382.0688220231 |
103 | 202300 | 201582.731955251 | 717.26804474868 |
104 | 202388 | 201730.395088480 | 657.604911520405 |
105 | 182516 | 201878.058221708 | -19362.0582217079 |
106 | 173476 | 202025.721354936 | -28549.7213549361 |
107 | 166444 | 202173.384488164 | -35729.3844881644 |
108 | 171297 | 202321.047621393 | -31024.0476213927 |
109 | 169701 | 202468.710754621 | -32767.710754621 |
110 | 164182 | 202616.373887849 | -38434.3738878492 |
111 | 161914 | 202764.037021078 | -40850.0370210775 |
112 | 159612 | 202911.700154306 | -43299.7001543058 |
113 | 151001 | 203059.363287534 | -52058.3632875341 |
114 | 158114 | 203207.026420762 | -45093.0264207623 |
115 | 186530 | 203354.689553991 | -16824.6895539906 |
116 | 187069 | 203502.352687219 | -16433.3526872189 |
117 | 174330 | 203650.015820447 | -29320.0158204472 |
118 | 169362 | 203797.678953675 | -34435.6789536754 |
119 | 166827 | 203945.342086904 | -37118.3420869037 |
120 | 178037 | 204093.005220132 | -26056.005220132 |
121 | 186413 | 204240.668353360 | -17827.6683533603 |
122 | 189226 | 204388.331486589 | -15162.3314865885 |
123 | 191563 | 204535.994619817 | -12972.9946198168 |
124 | 188906 | 204683.657753045 | -15777.6577530451 |
125 | 186005 | 204831.320886273 | -18826.3208862733 |
126 | 195309 | 204978.984019502 | -9669.98401950162 |
127 | 223532 | 205126.64715273 | 18405.3528472701 |
128 | 226899 | 205274.310285958 | 21624.6897140418 |
129 | 214126 | 205421.973419186 | 8704.02658081356 |
130 | 206903 | 205569.636552415 | 1333.36344758528 |
131 | 204442 | 205717.299685643 | -1275.29968564299 |
132 | 220375 | 205864.962818871 | 14510.0371811287 |
133 | 214320 | 206012.625952100 | 8307.37404790046 |
134 | 212588 | 206160.289085328 | 6427.71091467219 |
135 | 205816 | 206307.952218556 | -491.952218556083 |
136 | 202196 | 206455.615351784 | -4259.61535178436 |
137 | 195722 | 206603.278485013 | -10881.2784850126 |
138 | 198563 | 206750.941618241 | -8187.9416182409 |
139 | 229139 | 206898.604751469 | 22240.3952485308 |
140 | 229527 | 207046.267884697 | 22480.7321153025 |
141 | 211868 | 207193.931017926 | 4674.06898207427 |
142 | 203555 | 207341.594151154 | -3786.594151154 |
143 | 195770 | 207489.257284382 | -11719.2572843823 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.000156825104176465 | 0.000313650208352931 | 0.999843174895824 |
6 | 1.58451001642136e-05 | 3.16902003284273e-05 | 0.999984154899836 |
7 | 0.0332434588980504 | 0.0664869177961007 | 0.96675654110195 |
8 | 0.1081994724814 | 0.2163989449628 | 0.8918005275186 |
9 | 0.0575896874057742 | 0.115179374811548 | 0.942410312594226 |
10 | 0.0374018737555102 | 0.0748037475110203 | 0.96259812624449 |
11 | 0.028339408701517 | 0.056678817403034 | 0.971660591298483 |
12 | 0.015214969940076 | 0.030429939880152 | 0.984785030059924 |
13 | 0.00752835002876513 | 0.0150567000575303 | 0.992471649971235 |
14 | 0.00396062709217456 | 0.00792125418434912 | 0.996039372907825 |
15 | 0.00246853038539525 | 0.00493706077079049 | 0.997531469614605 |
16 | 0.00151523458085045 | 0.00303046916170091 | 0.99848476541915 |
17 | 0.000989392520920072 | 0.00197878504184014 | 0.99901060747908 |
18 | 0.000591472201356869 | 0.00118294440271374 | 0.999408527798643 |
19 | 0.000807910530294742 | 0.00161582106058948 | 0.999192089469705 |
20 | 0.00408764783898785 | 0.0081752956779757 | 0.995912352161012 |
21 | 0.00248940956129275 | 0.0049788191225855 | 0.997510590438707 |
22 | 0.00138122596841354 | 0.00276245193682708 | 0.998618774031586 |
23 | 0.000851306516411584 | 0.00170261303282317 | 0.999148693483588 |
24 | 0.000494538768530013 | 0.000989077537060025 | 0.99950546123147 |
25 | 0.00027780065383873 | 0.00055560130767746 | 0.99972219934616 |
26 | 0.000160044482833618 | 0.000320088965667236 | 0.999839955517166 |
27 | 9.74894948378204e-05 | 0.000194978989675641 | 0.999902510505162 |
28 | 6.19737939443299e-05 | 0.000123947587888660 | 0.999938026206056 |
29 | 4.32402884095745e-05 | 8.6480576819149e-05 | 0.99995675971159 |
30 | 3.11349484509474e-05 | 6.22698969018948e-05 | 0.99996886505155 |
31 | 8.97113314477987e-05 | 0.000179422662895597 | 0.999910288668552 |
32 | 0.000709508712441844 | 0.00141901742488369 | 0.999290491287558 |
33 | 0.00160067783145424 | 0.00320135566290848 | 0.998399322168546 |
34 | 0.00198413592559482 | 0.00396827185118964 | 0.998015864074405 |
35 | 0.00172525608103221 | 0.00345051216206441 | 0.998274743918968 |
36 | 0.00164535178339809 | 0.00329070356679619 | 0.998354648216602 |
37 | 0.00159331184088086 | 0.00318662368176171 | 0.998406688159119 |
38 | 0.00140366607167428 | 0.00280733214334856 | 0.998596333928326 |
39 | 0.00119817056233340 | 0.00239634112466681 | 0.998801829437667 |
40 | 0.00104487208143264 | 0.00208974416286529 | 0.998955127918567 |
41 | 0.000992975976423108 | 0.00198595195284622 | 0.999007024023577 |
42 | 0.000993197703039455 | 0.00198639540607891 | 0.99900680229696 |
43 | 0.0034830560027257 | 0.0069661120054514 | 0.996516943997274 |
44 | 0.0127341744722212 | 0.0254683489444424 | 0.987265825527779 |
45 | 0.0165291326635165 | 0.033058265327033 | 0.983470867336484 |
46 | 0.0168147552777237 | 0.0336295105554474 | 0.983185244722276 |
47 | 0.0160872287799884 | 0.0321744575599768 | 0.983912771220012 |
48 | 0.0154894418298713 | 0.0309788836597426 | 0.98451055817013 |
49 | 0.0152813299368063 | 0.0305626598736126 | 0.984718670063194 |
50 | 0.0140503510560774 | 0.0281007021121548 | 0.985949648943923 |
51 | 0.0128105291304503 | 0.0256210582609007 | 0.98718947086955 |
52 | 0.0118559452902764 | 0.0237118905805527 | 0.988144054709724 |
53 | 0.011561222553173 | 0.023122445106346 | 0.988438777446827 |
54 | 0.0111005055097051 | 0.0222010110194103 | 0.988899494490295 |
55 | 0.0281949019090086 | 0.0563898038180171 | 0.971805098090991 |
56 | 0.0776876569974815 | 0.155375313994963 | 0.922312343002519 |
57 | 0.0922300982580656 | 0.184460196516131 | 0.907769901741934 |
58 | 0.0875685756795725 | 0.175137151359145 | 0.912431424320427 |
59 | 0.0759469137598846 | 0.151893827519769 | 0.924053086240115 |
60 | 0.0661878309418792 | 0.132375661883758 | 0.93381216905812 |
61 | 0.0577907823715217 | 0.115581564743043 | 0.942209217628478 |
62 | 0.048630483776352 | 0.097260967552704 | 0.951369516223648 |
63 | 0.0400139566802516 | 0.0800279133605032 | 0.959986043319748 |
64 | 0.0334575503364963 | 0.0669151006729926 | 0.966542449663504 |
65 | 0.0291982964900847 | 0.0583965929801694 | 0.970801703509915 |
66 | 0.0246700755068033 | 0.0493401510136066 | 0.975329924493197 |
67 | 0.0322009229273765 | 0.064401845854753 | 0.967799077072623 |
68 | 0.0754904255846083 | 0.150980851169217 | 0.924509574415392 |
69 | 0.0853288976688794 | 0.170657795337759 | 0.91467110233112 |
70 | 0.0954887737709104 | 0.190977547541821 | 0.90451122622909 |
71 | 0.0857268330418035 | 0.171453666083607 | 0.914273166958196 |
72 | 0.0804694982195402 | 0.160938996439080 | 0.91953050178046 |
73 | 0.0727198097829153 | 0.145439619565831 | 0.927280190217085 |
74 | 0.0614333253507152 | 0.122866650701430 | 0.938566674649285 |
75 | 0.0501218034610469 | 0.100243606922094 | 0.949878196538953 |
76 | 0.0394405023193261 | 0.0788810046386522 | 0.960559497680674 |
77 | 0.030724685283826 | 0.061449370567652 | 0.969275314716174 |
78 | 0.0237212554610944 | 0.0474425109221887 | 0.976278744538906 |
79 | 0.0401557166289328 | 0.0803114332578655 | 0.959844283371067 |
80 | 0.099325290587089 | 0.198650581174178 | 0.90067470941291 |
81 | 0.134164780565649 | 0.268329561131297 | 0.865835219434351 |
82 | 0.159506014795637 | 0.319012029591273 | 0.840493985204363 |
83 | 0.163833591295395 | 0.32766718259079 | 0.836166408704605 |
84 | 0.181279104131323 | 0.362558208262646 | 0.818720895868677 |
85 | 0.182701358669821 | 0.365402717339643 | 0.817298641330178 |
86 | 0.188711184859528 | 0.377422369719055 | 0.811288815140472 |
87 | 0.192632485034569 | 0.385264970069137 | 0.807367514965431 |
88 | 0.201771274439937 | 0.403542548879875 | 0.798228725560063 |
89 | 0.211784982538785 | 0.423569965077570 | 0.788215017461215 |
90 | 0.226312113347533 | 0.452624226695067 | 0.773687886652467 |
91 | 0.391334695393913 | 0.782669390787826 | 0.608665304606087 |
92 | 0.662440897149997 | 0.675118205700006 | 0.337559102850003 |
93 | 0.864014902214024 | 0.271970195571953 | 0.135985097785976 |
94 | 0.928147926194483 | 0.143704147611035 | 0.0718520738055173 |
95 | 0.958437417853986 | 0.0831251642920288 | 0.0415625821460144 |
96 | 0.97675316817565 | 0.0464936636487014 | 0.0232468318243507 |
97 | 0.98843432069422 | 0.023131358611561 | 0.0115656793057805 |
98 | 0.993275956875397 | 0.0134480862492050 | 0.00672404312460252 |
99 | 0.995568505506898 | 0.00886298898620354 | 0.00443149449310177 |
100 | 0.996826748255746 | 0.00634650348850764 | 0.00317325174425382 |
101 | 0.997635460758308 | 0.00472907848338446 | 0.00236453924169223 |
102 | 0.998022563799406 | 0.00395487240118692 | 0.00197743620059346 |
103 | 0.999436391422168 | 0.00112721715566413 | 0.000563608577832067 |
104 | 0.99992177040971 | 0.000156459180577778 | 7.82295902888888e-05 |
105 | 0.999955848893535 | 8.8302212930286e-05 | 4.4151106465143e-05 |
106 | 0.99996112101767 | 7.77579646611738e-05 | 3.88789823305869e-05 |
107 | 0.999958551155626 | 8.28976887484403e-05 | 4.14488443742201e-05 |
108 | 0.99995335472527 | 9.32905494604138e-05 | 4.66452747302069e-05 |
109 | 0.999942328324607 | 0.000115343350786265 | 5.76716753931327e-05 |
110 | 0.999926564373588 | 0.000146871252824267 | 7.34356264121333e-05 |
111 | 0.999909460003344 | 0.000181079993311992 | 9.05399966559961e-05 |
112 | 0.999900898165418 | 0.000198203669163463 | 9.91018345817316e-05 |
113 | 0.999952678712574 | 9.46425748528749e-05 | 4.73212874264374e-05 |
114 | 0.999968273487871 | 6.345302425709e-05 | 3.1726512128545e-05 |
115 | 0.999941556002515 | 0.000116887994970617 | 5.84439974853086e-05 |
116 | 0.999892851138677 | 0.000214297722646731 | 0.000107148861323366 |
117 | 0.99982740373157 | 0.000345192536860037 | 0.000172596268430018 |
118 | 0.999815328097929 | 0.000369343804142392 | 0.000184671902071196 |
119 | 0.99989015066228 | 0.000219698675441486 | 0.000109849337720743 |
120 | 0.999877060732127 | 0.000245878535745364 | 0.000122939267872682 |
121 | 0.99980314338786 | 0.00039371322427901 | 0.000196856612139505 |
122 | 0.999681374322649 | 0.000637251354702104 | 0.000318625677351052 |
123 | 0.999492514199533 | 0.00101497160093467 | 0.000507485800467336 |
124 | 0.999454685331568 | 0.00109062933686497 | 0.000545314668432486 |
125 | 0.999757948167308 | 0.000484103665384173 | 0.000242051832692086 |
126 | 0.999840269185505 | 0.000319461628991011 | 0.000159730814495505 |
127 | 0.999664693619323 | 0.000670612761354741 | 0.000335306380677370 |
128 | 0.999552885669145 | 0.000894228661709843 | 0.000447114330854922 |
129 | 0.998913105103281 | 0.00217378979343742 | 0.00108689489671871 |
130 | 0.99747642041538 | 0.00504715916923981 | 0.00252357958461990 |
131 | 0.995019705381825 | 0.00996058923635044 | 0.00498029461817522 |
132 | 0.990611718721732 | 0.0187765625565362 | 0.00938828127826809 |
133 | 0.98040545444214 | 0.0391890911157208 | 0.0195945455578604 |
134 | 0.96083048654713 | 0.0783390269057394 | 0.0391695134528697 |
135 | 0.920701158842177 | 0.158597682315647 | 0.0792988411578235 |
136 | 0.857118534086778 | 0.285762931826444 | 0.142881465913222 |
137 | 0.845000065470258 | 0.309999869059485 | 0.154999934529742 |
138 | 0.993649900297682 | 0.0127001994046353 | 0.00635009970231765 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 65 | 0.485074626865672 | NOK |
5% type I error level | 86 | 0.641791044776119 | NOK |
10% type I error level | 100 | 0.746268656716418 | NOK |