Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 571208.730769231 -9054.10512820517M1[t] -10516.4102564102M2[t] + 6712.33076923077M3[t] + 25958.8217948718M4[t] + 20013.3128205128M5[t] -32509.4461538462M6[t] -35521.2051282051M7[t] -18703.4641025641M8[t] -12776.4730769231M9[t] -1772.48205128206M10[t] + 4749.25897435897M11[t] -1017.24102564102t + 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) | 571208.730769231 | 15015.839642 | 38.0404 | 0 | 0 |
M1 | -9054.10512820517 | 17171.425446 | -0.5273 | 0.601236 | 0.300618 |
M2 | -10516.4102564102 | 18238.581782 | -0.5766 | 0.567796 | 0.283898 |
M3 | 6712.33076923077 | 18202.297462 | 0.3688 | 0.714464 | 0.357232 |
M4 | 25958.8217948718 | 18169.771126 | 1.4287 | 0.161715 | 0.080858 |
M5 | 20013.3128205128 | 18141.022986 | 1.1032 | 0.277257 | 0.138629 |
M6 | -32509.4461538462 | 18116.07103 | -1.7945 | 0.081133 | 0.040567 |
M7 | -35521.2051282051 | 18094.930962 | -1.963 | 0.057403 | 0.028701 |
M8 | -18703.4641025641 | 18077.616156 | -1.0346 | 0.307747 | 0.153873 |
M9 | -12776.4730769231 | 18064.137609 | -0.7073 | 0.483944 | 0.241972 |
M10 | -1772.48205128206 | 18054.503916 | -0.0982 | 0.922339 | 0.461169 |
M11 | 4749.25897435897 | 18048.721231 | 0.2631 | 0.793946 | 0.396973 |
t | -1017.24102564102 | 263.801412 | -3.8561 | 0.000458 | 0.000229 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.726599513438472 |
R-squared | 0.527946852929025 |
Adjusted R-squared | 0.370595803905366 |
F-TEST (value) | 3.35521660773704 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 36 |
p-value | 0.00239913546443793 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 25522.0197830042 |
Sum Squared Residuals | 23449445776.9462 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 548604 | 561137.384615385 | -12533.3846153848 |
2 | 563668 | 558657.838461538 | 5010.16153846154 |
3 | 586111 | 574869.338461538 | 11241.6615384615 |
4 | 604378 | 593098.588461538 | 11279.4115384615 |
5 | 600991 | 586135.838461538 | 14855.1615384615 |
6 | 544686 | 532595.838461538 | 12090.1615384615 |
7 | 537034 | 528566.838461538 | 8467.16153846156 |
8 | 551531 | 544367.338461538 | 7163.66153846157 |
9 | 563250 | 549277.088461538 | 13972.9115384616 |
10 | 574761 | 559263.838461538 | 15497.1615384615 |
11 | 580112 | 564768.338461538 | 15343.6615384615 |
12 | 575093 | 559001.838461538 | 16091.1615384615 |
13 | 557560 | 548930.492307692 | 8629.50769230773 |
14 | 564478 | 546450.946153846 | 18027.0538461539 |
15 | 580523 | 562662.446153846 | 17860.5538461539 |
16 | 596594 | 580891.696153846 | 15702.3038461538 |
17 | 586570 | 573928.946153846 | 12641.0538461538 |
18 | 536214 | 520388.946153846 | 15825.0538461539 |
19 | 523597 | 516359.946153846 | 7237.05384615385 |
20 | 536535 | 532160.446153846 | 4374.55384615385 |
21 | 536322 | 537070.196153846 | -748.196153846149 |
22 | 532638 | 547056.946153846 | -14418.9461538462 |
23 | 528222 | 552561.446153846 | -24339.4461538461 |
24 | 516141 | 546794.946153846 | -30653.9461538462 |
25 | 501866 | 536723.6 | -34857.6000000000 |
26 | 506174 | 534244.053846154 | -28070.0538461538 |
27 | 517945 | 550455.553846154 | -32510.5538461538 |
28 | 533590 | 568684.803846154 | -35094.8038461539 |
29 | 528379 | 561722.053846154 | -33343.0538461538 |
30 | 477580 | 508182.053846154 | -30602.0538461539 |
31 | 469357 | 504153.053846154 | -34796.0538461539 |
32 | 490243 | 519953.553846154 | -29710.5538461538 |
33 | 492622 | 524863.303846154 | -32241.3038461539 |
34 | 507561 | 534850.053846154 | -27289.0538461539 |
35 | 516922 | 540354.553846154 | -23432.5538461538 |
36 | 514258 | 534588.053846154 | -20330.0538461538 |
37 | 509846 | 524516.707692308 | -14670.7076923076 |
38 | 527070 | 522037.161538462 | 5032.83846153845 |
39 | 541657 | 538248.661538462 | 3408.33846153845 |
40 | 564591 | 556477.911538462 | 8113.08846153845 |
41 | 555362 | 549515.161538462 | 5846.83846153845 |
42 | 498662 | 495975.161538462 | 2686.83846153845 |
43 | 511038 | 491946.161538462 | 19091.8384615384 |
44 | 525919 | 507746.661538462 | 18172.3384615384 |
45 | 531673 | 512656.411538462 | 19016.5884615385 |
46 | 548854 | 522643.161538462 | 26210.8384615385 |
47 | 560576 | 528147.661538462 | 32428.3384615385 |
48 | 557274 | 522381.161538462 | 34892.8384615384 |
49 | 565742 | 512309.815384615 | 53432.1846153846 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.0118519871954228 | 0.0237039743908456 | 0.988148012804577 |
17 | 0.00851560777398415 | 0.0170312155479683 | 0.991484392226016 |
18 | 0.00374369158489869 | 0.00748738316979737 | 0.996256308415101 |
19 | 0.0026765303710685 | 0.005353060742137 | 0.997323469628931 |
20 | 0.00304183993764051 | 0.00608367987528101 | 0.99695816006236 |
21 | 0.0282797375637009 | 0.0565594751274017 | 0.9717202624363 |
22 | 0.318829926412881 | 0.637659852825763 | 0.681170073587119 |
23 | 0.797757808763732 | 0.404484382472537 | 0.202242191236268 |
24 | 0.97679143812095 | 0.0464171237580988 | 0.0232085618790494 |
25 | 0.984384633981247 | 0.031230732037506 | 0.015615366018753 |
26 | 0.988421521493524 | 0.0231569570129524 | 0.0115784785064762 |
27 | 0.991087702291441 | 0.0178245954171172 | 0.00891229770855862 |
28 | 0.986870961014435 | 0.0262580779711298 | 0.0131290389855649 |
29 | 0.985069911375032 | 0.0298601772499353 | 0.0149300886249677 |
30 | 0.997478530065813 | 0.00504293986837359 | 0.00252146993418680 |
31 | 0.991065950380254 | 0.0178680992394926 | 0.00893404961974631 |
32 | 0.983074642759503 | 0.0338507144809949 | 0.0169253572404974 |
33 | 0.957729386839506 | 0.0845412263209889 | 0.0422706131604944 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 4 | 0.222222222222222 | NOK |
5% type I error level | 14 | 0.777777777777778 | NOK |
10% type I error level | 16 | 0.888888888888889 | NOK |