| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 592.912200071315 + 79.5171987934752X1[t] + 36.6461688935752X2[t] + 0.644046307447164M1[t] + 88.0982926213765M2[t] -8.62927924651185M3[t] -6.9023056598549M4[t] + 108.642849744984M5[t] -204.677194740493M6[t] -319.041130244745M7[t] + 101.627100715224M8[t] + 71.4449833927896M9[t] -3.37349756600782M10[t] + 13.5093900497066M11[t] + 0.909390049706563t + 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) | 592.912200071315 | 24.935326 | 23.778 | 0 | 0 |
| X1 | 79.5171987934752 | 23.651293 | 3.3621 | 0.001051 | 0.000526 |
| X2 | 36.6461688935752 | 25.684038 | 1.4268 | 0.156345 | 0.078172 |
| M1 | 0.644046307447164 | 29.728512 | 0.0217 | 0.982753 | 0.491377 |
| M2 | 88.0982926213765 | 29.722513 | 2.964 | 0.003692 | 0.001846 |
| M3 | -8.62927924651185 | 29.718321 | -0.2904 | 0.772057 | 0.386028 |
| M4 | -6.9023056598549 | 29.715935 | -0.2323 | 0.816736 | 0.408368 |
| M5 | 108.642849744984 | 29.715357 | 3.6561 | 0.000388 | 0.000194 |
| M6 | -204.677194740493 | 29.771283 | -6.875 | 0 | 0 |
| M7 | -319.041130244745 | 29.764845 | -10.7187 | 0 | 0 |
| M8 | 101.627100715224 | 29.764264 | 3.4144 | 0.000884 | 0.000442 |
| M9 | 71.4449833927896 | 29.75908 | 2.4008 | 0.017964 | 0.008982 |
| M10 | -3.37349756600782 | 29.7557 | -0.1134 | 0.909932 | 0.454966 |
| M11 | 13.5093900497066 | 30.414308 | 0.4442 | 0.657748 | 0.328874 |
| t | 0.909390049706563 | 0.231751 | 3.924 | 0.000149 | 7.4e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.909827481322315 |
| R-squared | 0.827786045769308 |
| Adjusted R-squared | 0.806820868732528 |
| F-TEST (value) | 39.4838566980424 |
| F-TEST (DF numerator) | 14 |
| F-TEST (DF denominator) | 115 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 68.0064865853553 |
| Sum Squared Residuals | 531861.455033673 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 621 | 594.465636428463 | 26.534363571537 |
| 2 | 587 | 682.829272792104 | -95.8292727921036 |
| 3 | 655 | 587.011090973922 | 67.9889090260779 |
| 4 | 517 | 589.647454610286 | -72.6474546102858 |
| 5 | 646 | 706.102000064831 | -60.102000064831 |
| 6 | 657 | 393.691345629061 | 263.308654370939 |
| 7 | 382 | 280.236800174515 | 101.763199825485 |
| 8 | 345 | 701.81442118419 | -356.81442118419 |
| 9 | 625 | 672.541693911463 | -47.5416939114627 |
| 10 | 654 | 598.632603002372 | 55.3673969976278 |
| 11 | 606 | 616.424880667793 | -10.4248806677933 |
| 12 | 510 | 603.824880667793 | -93.8248806677929 |
| 13 | 614 | 605.378317024947 | 8.62168297505329 |
| 14 | 647 | 693.741953388583 | -46.7419533885827 |
| 15 | 580 | 597.9237715704 | -17.9237715704007 |
| 16 | 614 | 600.560135206764 | 13.4398647932356 |
| 17 | 636 | 717.01468066131 | -81.01468066131 |
| 18 | 388 | 404.604026225539 | -16.6040262255394 |
| 19 | 356 | 291.149480770994 | 64.850519229006 |
| 20 | 639 | 712.727101780669 | -73.7271017806691 |
| 21 | 753 | 683.454374507942 | 69.5456254920583 |
| 22 | 611 | 609.545283598851 | 1.45471640114920 |
| 23 | 639 | 627.337561264272 | 11.6624387357282 |
| 24 | 630 | 614.737561264272 | 15.2624387357283 |
| 25 | 586 | 616.290997621426 | -30.2909976214254 |
| 26 | 695 | 704.654633985062 | -9.6546339850615 |
| 27 | 552 | 608.83645216688 | -56.8364521668795 |
| 28 | 619 | 611.472815803243 | 7.52718419675683 |
| 29 | 681 | 727.927361257789 | -46.9273612577886 |
| 30 | 421 | 415.516706822018 | 5.48329317798185 |
| 31 | 307 | 302.062161367473 | 4.93783863252729 |
| 32 | 754 | 723.639782377148 | 30.3602176228522 |
| 33 | 690 | 694.36705510442 | -4.36705510442049 |
| 34 | 644 | 620.45796419533 | 23.5420358046704 |
| 35 | 643 | 638.25024186075 | 4.74975813924948 |
| 36 | 608 | 625.65024186075 | -17.6502418607505 |
| 37 | 651 | 627.203678217904 | 23.7963217820958 |
| 38 | 691 | 715.56731458154 | -24.5673145815402 |
| 39 | 627 | 619.749132763358 | 7.25086723664173 |
| 40 | 634 | 622.385496399722 | 11.6145036002781 |
| 41 | 731 | 738.840041854267 | -7.84004185426742 |
| 42 | 475 | 426.429387418497 | 48.5706125815031 |
| 43 | 337 | 312.974841963951 | 24.0251580360485 |
| 44 | 803 | 734.552462973627 | 68.4475370263734 |
| 45 | 722 | 705.279735700899 | 16.7202642991008 |
| 46 | 590 | 631.370644791808 | -41.3706447918083 |
| 47 | 724 | 649.16292245723 | 74.8370775427707 |
| 48 | 627 | 636.56292245723 | -9.56292245722924 |
| 49 | 696 | 638.116358814383 | 57.883641185617 |
| 50 | 825 | 726.479995178019 | 98.520004821981 |
| 51 | 677 | 630.661813359837 | 46.338186640163 |
| 52 | 656 | 633.298176996201 | 22.7018230037993 |
| 53 | 785 | 749.752722450746 | 35.2472775492538 |
| 54 | 412 | 437.342068014976 | -25.3420680149757 |
| 55 | 352 | 323.88752256043 | 28.1124774395697 |
| 56 | 839 | 745.465143570105 | 93.5348564298947 |
| 57 | 729 | 716.192416297378 | 12.807583702622 |
| 58 | 696 | 642.283325388287 | 53.716674611713 |
| 59 | 641 | 660.075603053708 | -19.0756030537080 |
| 60 | 695 | 647.475603053708 | 47.524396946292 |
| 61 | 638 | 649.029039410862 | -11.0290394108617 |
| 62 | 762 | 737.392675774498 | 24.6073242255023 |
| 63 | 635 | 641.574493956316 | -6.57449395631577 |
| 64 | 721 | 644.21085759268 | 76.7891424073205 |
| 65 | 854 | 760.665403047225 | 93.334596952775 |
| 66 | 418 | 448.254748611454 | -30.2547486114544 |
| 67 | 367 | 334.800203156909 | 32.199796843091 |
| 68 | 824 | 756.377824166584 | 67.622175833416 |
| 69 | 687 | 727.105096893857 | -40.1050968938568 |
| 70 | 601 | 653.196005984766 | -52.1960059847658 |
| 71 | 676 | 670.988283650187 | 5.01171634981322 |
| 72 | 740 | 658.388283650187 | 81.6117163498132 |
| 73 | 691 | 659.94172000734 | 31.0582799926595 |
| 74 | 683 | 748.305356370976 | -65.3053563709765 |
| 75 | 594 | 652.487174552794 | -58.4871745527945 |
| 76 | 729 | 655.123538189158 | 73.8764618108418 |
| 77 | 731 | 771.578083643704 | -40.5780836437036 |
| 78 | 386 | 459.167429207933 | -73.1674292079332 |
| 79 | 331 | 345.712883753388 | -14.7128837533877 |
| 80 | 706 | 767.290504763063 | -61.2905047630628 |
| 81 | 715 | 738.017777490335 | -23.0177774903355 |
| 82 | 657 | 664.108686581245 | -7.10868658124455 |
| 83 | 653 | 681.900964246666 | -28.9009642466655 |
| 84 | 642 | 669.300964246666 | -27.3009642466655 |
| 85 | 643 | 670.854400603819 | -27.8544006038192 |
| 86 | 718 | 759.218036967455 | -41.2180369674552 |
| 87 | 654 | 663.399855149273 | -9.39985514927324 |
| 88 | 632 | 666.036218785637 | -34.0362187856370 |
| 89 | 731 | 782.490764240182 | -51.4907642401824 |
| 90 | 392 | 470.080109804412 | -78.080109804412 |
| 91 | 344 | 356.625564349866 | -12.6255643498665 |
| 92 | 792 | 778.203185359542 | 13.7968146404584 |
| 93 | 852 | 748.930458086814 | 103.069541913186 |
| 94 | 649 | 675.021367177723 | -26.0213671777233 |
| 95 | 629 | 692.813644843144 | -63.8136448431443 |
| 96 | 685 | 680.213644843144 | 4.78635515685576 |
| 97 | 617 | 681.767081200298 | -64.767081200298 |
| 98 | 715 | 770.130717563934 | -55.130717563934 |
| 99 | 715 | 674.312535745752 | 40.687464254248 |
| 100 | 629 | 676.948899382116 | -47.9488993821157 |
| 101 | 916 | 793.403444836661 | 122.596555163339 |
| 102 | 531 | 560.509989194366 | -29.509989194366 |
| 103 | 357 | 447.055443739821 | -90.0554437398206 |
| 104 | 917 | 868.633064749496 | 48.3669352505043 |
| 105 | 828 | 839.360337476768 | -11.3603374767683 |
| 106 | 708 | 765.451246567677 | -57.4512465676774 |
| 107 | 858 | 783.243524233098 | 74.7564757669016 |
| 108 | 775 | 770.643524233098 | 4.35647576690166 |
| 109 | 785 | 772.196960590252 | 12.8030394097479 |
| 110 | 1006 | 860.560596953888 | 145.439403046112 |
| 111 | 789 | 764.742415135706 | 24.2575848642939 |
| 112 | 734 | 767.37877877207 | -33.3787787720698 |
| 113 | 906 | 883.833324226615 | 22.1666757733847 |
| 114 | 532 | 571.422669790845 | -39.4226697908447 |
| 115 | 387 | 457.968124336299 | -70.9681243362994 |
| 116 | 991 | 916.19191423955 | 74.8080857604505 |
| 117 | 841 | 886.919186966822 | -45.9191869668222 |
| 118 | 892 | 813.010096057731 | 78.9899039422687 |
| 119 | 782 | 830.802373723152 | -48.8023737231523 |
| 120 | 813 | 818.202373723152 | -5.20237372315224 |
| 121 | 793 | 819.755810080306 | -26.755810080306 |
| 122 | 978 | 908.119446443942 | 69.880553556058 |
| 123 | 775 | 812.30126462576 | -37.30126462576 |
| 124 | 797 | 814.937628262124 | -17.9376282621237 |
| 125 | 946 | 931.392173716669 | 14.6078262833309 |
| 126 | 594 | 618.981519280899 | -24.9815192808986 |
| 127 | 438 | 505.526973826353 | -67.5269738263534 |
| 128 | 1022 | 927.104594836028 | 94.8954051639717 |
| 129 | 868 | 897.831867563301 | -29.831867563301 |
| 130 | 795 | 823.92277665421 | -28.9227766542100 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 18 | 0.998588366582717 | 0.00282326683456550 | 0.00141163341728275 |
| 19 | 0.996576697195653 | 0.00684660560869493 | 0.00342330280434747 |
| 20 | 0.999995093846648 | 9.81230670393486e-06 | 4.90615335196743e-06 |
| 21 | 0.99999471947096 | 1.05610580800388e-05 | 5.28052904001939e-06 |
| 22 | 0.999988461561507 | 2.30768769867344e-05 | 1.15384384933672e-05 |
| 23 | 0.999970722651859 | 5.85546962824801e-05 | 2.92773481412401e-05 |
| 24 | 0.99996121646564 | 7.75670687168802e-05 | 3.87835343584401e-05 |
| 25 | 0.99994043191173 | 0.000119136176539298 | 5.9568088269649e-05 |
| 26 | 0.999902323828037 | 0.000195352343925639 | 9.76761719628195e-05 |
| 27 | 0.999917942429583 | 0.000164115140833703 | 8.20575704168513e-05 |
| 28 | 0.999845871266476 | 0.000308257467048322 | 0.000154128733524161 |
| 29 | 0.999814944454106 | 0.000370111091788194 | 0.000185055545894097 |
| 30 | 0.999864272725244 | 0.000271454549511001 | 0.000135727274755501 |
| 31 | 0.999809093626145 | 0.000381812747709486 | 0.000190906373854743 |
| 32 | 0.999992165450011 | 1.56690999775414e-05 | 7.83454998877072e-06 |
| 33 | 0.999985119450147 | 2.97610997067743e-05 | 1.48805498533871e-05 |
| 34 | 0.99997008254024 | 5.98349195218359e-05 | 2.99174597609179e-05 |
| 35 | 0.999943014785392 | 0.000113970429216951 | 5.69852146084754e-05 |
| 36 | 0.99991430565127 | 0.000171388697461536 | 8.56943487307682e-05 |
| 37 | 0.99984120131488 | 0.000317597370241355 | 0.000158798685120678 |
| 38 | 0.999811178822474 | 0.000377642355053103 | 0.000188821177526551 |
| 39 | 0.999679324087112 | 0.000641351825775951 | 0.000320675912887976 |
| 40 | 0.99948004010015 | 0.00103991979969927 | 0.000519959899849637 |
| 41 | 0.999420602423538 | 0.00115879515292424 | 0.000579397576462118 |
| 42 | 0.999278975253487 | 0.00144204949302582 | 0.000721024746512908 |
| 43 | 0.998932349384536 | 0.00213530123092835 | 0.00106765061546417 |
| 44 | 0.99967034165313 | 0.000659316693738404 | 0.000329658346869202 |
| 45 | 0.99944573841025 | 0.00110852317949947 | 0.000554261589749734 |
| 46 | 0.999525042688916 | 0.000949914622168768 | 0.000474957311084384 |
| 47 | 0.999410200842384 | 0.00117959831523187 | 0.000589799157615933 |
| 48 | 0.999231699384443 | 0.00153660123111485 | 0.000768300615557424 |
| 49 | 0.99886554268058 | 0.00226891463884087 | 0.00113445731942043 |
| 50 | 0.999096192427467 | 0.00180761514506572 | 0.000903807572532859 |
| 51 | 0.998586297611494 | 0.00282740477701290 | 0.00141370238850645 |
| 52 | 0.997769985562365 | 0.00446002887526971 | 0.00223001443763486 |
| 53 | 0.996912415548239 | 0.00617516890352263 | 0.00308758445176131 |
| 54 | 0.997620493461665 | 0.00475901307666946 | 0.00237950653833473 |
| 55 | 0.996925617589431 | 0.00614876482113755 | 0.00307438241056878 |
| 56 | 0.997858972942268 | 0.00428205411546319 | 0.00214102705773160 |
| 57 | 0.996772101813399 | 0.00645579637320214 | 0.00322789818660107 |
| 58 | 0.995734051997478 | 0.00853189600504409 | 0.00426594800252204 |
| 59 | 0.994675821463187 | 0.0106483570736264 | 0.00532417853681321 |
| 60 | 0.992591732292146 | 0.0148165354157082 | 0.0074082677078541 |
| 61 | 0.990490563266972 | 0.0190188734660561 | 0.00950943673302805 |
| 62 | 0.98618120824843 | 0.0276375835031414 | 0.0138187917515707 |
| 63 | 0.981786141228845 | 0.0364277175423107 | 0.0182138587711553 |
| 64 | 0.980966228547978 | 0.0380675429040433 | 0.0190337714520216 |
| 65 | 0.982784824612697 | 0.0344303507746054 | 0.0172151753873027 |
| 66 | 0.983632955058618 | 0.0327340898827648 | 0.0163670449413824 |
| 67 | 0.985431316912463 | 0.0291373661750745 | 0.0145686830875373 |
| 68 | 0.984108023715755 | 0.0317839525684904 | 0.0158919762842452 |
| 69 | 0.981267672323611 | 0.0374646553527771 | 0.0187323276763885 |
| 70 | 0.979877154497876 | 0.0402456910042473 | 0.0201228455021237 |
| 71 | 0.973632674736929 | 0.0527346505261429 | 0.0263673252630715 |
| 72 | 0.979699782024693 | 0.0406004359506146 | 0.0203002179753073 |
| 73 | 0.979724703586003 | 0.0405505928279932 | 0.0202752964139966 |
| 74 | 0.980926611084243 | 0.0381467778315131 | 0.0190733889157565 |
| 75 | 0.979355457944532 | 0.0412890841109364 | 0.0206445420554682 |
| 76 | 0.98968723235645 | 0.0206255352870990 | 0.0103127676435495 |
| 77 | 0.986755104309932 | 0.0264897913801367 | 0.0132448956900684 |
| 78 | 0.986601782767456 | 0.0267964344650877 | 0.0133982172325439 |
| 79 | 0.98841151738913 | 0.0231769652217385 | 0.0115884826108693 |
| 80 | 0.990627001029722 | 0.0187459979405556 | 0.00937299897027782 |
| 81 | 0.986257898316071 | 0.0274842033678577 | 0.0137421016839288 |
| 82 | 0.980760223496422 | 0.0384795530071565 | 0.0192397765035783 |
| 83 | 0.973266531813864 | 0.053466936372272 | 0.026733468186136 |
| 84 | 0.962752458844609 | 0.074495082310782 | 0.037247541155391 |
| 85 | 0.951066522642662 | 0.097866954714676 | 0.048933477357338 |
| 86 | 0.948921776092198 | 0.102156447815605 | 0.0510782239078023 |
| 87 | 0.929341357395772 | 0.141317285208457 | 0.0706586426042283 |
| 88 | 0.909301305722173 | 0.181397388555654 | 0.0906986942778272 |
| 89 | 0.920168215561563 | 0.159663568876874 | 0.079831784438437 |
| 90 | 0.912301165909382 | 0.175397668181237 | 0.0876988340906183 |
| 91 | 0.909140255087395 | 0.181719489825211 | 0.0908597449126053 |
| 92 | 0.894730284685706 | 0.210539430628587 | 0.105269715314294 |
| 93 | 0.963653097217311 | 0.0726938055653771 | 0.0363469027826885 |
| 94 | 0.946818929408551 | 0.106362141182897 | 0.0531810705914486 |
| 95 | 0.940076151873339 | 0.119847696253322 | 0.059923848126661 |
| 96 | 0.915755071731332 | 0.168489856537337 | 0.0842449282686683 |
| 97 | 0.898095748953266 | 0.203808502093467 | 0.101904251046734 |
| 98 | 0.988239557909761 | 0.0235208841804770 | 0.0117604420902385 |
| 99 | 0.980297435509386 | 0.0394051289812281 | 0.0197025644906141 |
| 100 | 0.987531981808282 | 0.0249360363834370 | 0.0124680181917185 |
| 101 | 0.981995059422407 | 0.0360098811551871 | 0.0180049405775936 |
| 102 | 0.968578747959857 | 0.0628425040802868 | 0.0314212520401434 |
| 103 | 0.950312653917843 | 0.0993746921643137 | 0.0496873460821569 |
| 104 | 0.943808324286066 | 0.112383351427868 | 0.0561916757139342 |
| 105 | 0.907839456520642 | 0.184321086958717 | 0.0921605434793584 |
| 106 | 0.963350143966414 | 0.0732997120671719 | 0.0366498560335860 |
| 107 | 0.981121350936122 | 0.0377572981277553 | 0.0188786490638777 |
| 108 | 0.960239202308237 | 0.0795215953835251 | 0.0397607976917626 |
| 109 | 0.92316643587466 | 0.153667128250679 | 0.0768335641253393 |
| 110 | 0.915592232640757 | 0.168815534718486 | 0.0844077673592428 |
| 111 | 0.892322591210848 | 0.215354817578304 | 0.107677408789152 |
| 112 | 0.776577293786 | 0.446845412428 | 0.223422706214 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 41 | 0.431578947368421 | NOK |
| 5% type I error level | 69 | 0.726315789473684 | NOK |
| 10% type I error level | 78 | 0.821052631578947 | NOK |
