| Multiple Linear Regression - Estimated Regression Equation |
| PPS [t] = + 12.3921250945773 -0.270748679771877month[t] -0.70634116694064IDT[t] + 1.6294703266687HPP[t] + 0.354910328804295TGYW[t] -0.456467813010273POP[t] -0.00177826582113197t + 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) | 12.3921250945773 | 1.703364 | 7.2751 | 0 | 0 |
| month | -0.270748679771877 | 0.130847 | -2.0692 | 0.042916 | 0.021458 |
| IDT | -0.70634116694064 | 0.150916 | -4.6804 | 1.7e-05 | 9e-06 |
| HPP | 1.6294703266687 | 0.154682 | 10.5343 | 0 | 0 |
| TGYW | 0.354910328804295 | 0.149059 | 2.381 | 0.020512 | 0.010256 |
| POP | -0.456467813010273 | 0.084163 | -5.4236 | 1e-06 | 1e-06 |
| t | -0.00177826582113197 | 0.01024 | -0.1737 | 0.86273 | 0.431365 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.969262536820557 |
| R-squared | 0.939469865283822 |
| Adjusted R-squared | 0.933314258363532 |
| F-TEST (value) | 152.620184727401 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 59 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.858338696061553 |
| Sum Squared Residuals | 43.4679737122422 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14 | 13.5811327173264 | 0.41886728267358 |
| 2 | 18 | 17.6496732466572 | 0.350326753342769 |
| 3 | 11 | 11.8099835229986 | -0.809983522998559 |
| 4 | 12 | 12.5145464241181 | -0.514546424118067 |
| 5 | 16 | 15.3085269555845 | 0.691473044415505 |
| 6 | 18 | 17.6425601833727 | 0.357439816627299 |
| 7 | 14 | 14.1421614439913 | -0.142161443991317 |
| 8 | 14 | 14.3902565321006 | -0.390256532100552 |
| 9 | 15 | 15.196376917426 | -0.196376917426039 |
| 10 | 15 | 15.1945986516049 | -0.194598651604907 |
| 11 | 17 | 15.9026410433924 | 1.09735895660764 |
| 12 | 19 | 18.3382317553865 | 0.661768244613451 |
| 13 | 10 | 10.6624772459793 | -0.662477245979277 |
| 14 | 16 | 15.893826755261 | 0.10617324473898 |
| 15 | 18 | 17.5249983067765 | 0.475001693223467 |
| 16 | 14 | 14.3760304055315 | -0.376030405531496 |
| 17 | 14 | 14.7256829778467 | -0.72568297784671 |
| 18 | 17 | 15.9917506668504 | 1.00824933314958 |
| 19 | 14 | 14.5738105764801 | -0.573810576480059 |
| 20 | 16 | 16.8062863200623 | -0.806286320062285 |
| 21 | 18 | 16.6927570363277 | 1.30724296367234 |
| 22 | 11 | 12.0260698263274 | -1.02606982632742 |
| 23 | 14 | 12.8391491929888 | 1.1608508070112 |
| 24 | 12 | 12.3774236234894 | -0.377423623489449 |
| 25 | 17 | 17.1523053197609 | -0.152305319760919 |
| 26 | 9 | 9.58158778522758 | -0.581587785227575 |
| 27 | 16 | 15.51927846145 | 0.480721538550041 |
| 28 | 14 | 14.1048178617475 | -0.104817861747546 |
| 29 | 15 | 14.8093807628671 | 0.190619237132946 |
| 30 | 11 | 11.761970345828 | -0.761970345827996 |
| 31 | 16 | 15.5121653981654 | 0.487834601834569 |
| 32 | 13 | 12.7181078257247 | 0.281892174275312 |
| 33 | 17 | 16.2149500334638 | 0.785049966536193 |
| 34 | 15 | 15.1519202718977 | -0.15192027189774 |
| 35 | 14 | 14.34224335493 | -0.342243354929989 |
| 36 | 16 | 15.5032740690598 | 0.496725930940229 |
| 37 | 9 | 9.56202686119512 | -0.562026861195124 |
| 38 | 15 | 15.1448072086132 | -0.144807208613212 |
| 39 | 17 | 17.1274095982651 | -0.127409598265071 |
| 40 | 13 | 12.953755053086 | 0.0462449469140006 |
| 41 | 15 | 15.0379149269438 | -0.0379149269438377 |
| 42 | 16 | 15.492604474133 | 0.507395525867021 |
| 43 | 16 | 16.6638287219703 | -0.66382872197027 |
| 44 | 12 | 12.2403008228608 | -0.240300822860831 |
| 45 | 9 | 10.2127708889583 | -1.21277088895826 |
| 46 | 9 | 10.0403026702017 | -1.04030267020174 |
| 47 | 9 | 9.67727967161132 | -0.677279671611324 |
| 48 | 9 | 7.6911207503172 | 1.3088792496828 |
| 49 | 9 | 7.07387700962741 | 1.92612299037259 |
| 50 | 9 | 8.05900248515173 | 0.940997514848269 |
| 51 | 9 | 9.21021930464857 | -0.210219304648574 |
| 52 | 9 | 8.84681666698359 | 0.153183333016413 |
| 53 | 9 | 7.69204331584448 | 1.30795668415552 |
| 54 | 9 | 10.4660164189705 | -1.46601641897046 |
| 55 | 9 | 11.4715289619098 | -2.4715289619098 |
| 56 | 9 | 9.66127527922114 | -0.661275279221136 |
| 57 | 9 | 8.84811887158544 | 0.151881128414564 |
| 58 | 9 | 10.0091495857152 | -1.00914958571522 |
| 59 | 9 | 9.83146608128863 | -0.831466081288628 |
| 60 | 9 | 9.20402880689132 | -0.204028806891325 |
| 61 | 9 | 9.8377234442793 | -0.837723444279303 |
| 62 | 9 | 8.66332230387432 | 0.336677696125681 |
| 63 | 9 | 7.04860164905699 | 1.95139835094301 |
| 64 | 9 | 7.84838763041749 | 1.15161236958251 |
| 65 | 10 | 9.01961187825478 | 0.980388121745222 |
| 66 | 9 | 8.83173484012068 | 0.168265159879322 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 9.87547010642142e-46 | 1.97509402128428e-45 | 1 |
| 11 | 3.68832641222742e-60 | 7.37665282445484e-60 | 1 |
| 12 | 6.20738896648861e-74 | 1.24147779329772e-73 | 1 |
| 13 | 7.14676073082291e-92 | 1.42935214616458e-91 | 1 |
| 14 | 1.80137628372807e-107 | 3.60275256745614e-107 | 1 |
| 15 | 6.1367723749857e-120 | 1.22735447499714e-119 | 1 |
| 16 | 2.61408240513385e-138 | 5.22816481026769e-138 | 1 |
| 17 | 2.04696493114567e-146 | 4.09392986229134e-146 | 1 |
| 18 | 2.77069308898969e-159 | 5.54138617797939e-159 | 1 |
| 19 | 2.04521913394736e-171 | 4.09043826789473e-171 | 1 |
| 20 | 1.88625001363939e-195 | 3.77250002727878e-195 | 1 |
| 21 | 2.14205249068436e-211 | 4.28410498136872e-211 | 1 |
| 22 | 4.62033321151078e-219 | 9.24066642302155e-219 | 1 |
| 23 | 3.67884829099447e-234 | 7.35769658198895e-234 | 1 |
| 24 | 4.58497099916721e-251 | 9.16994199833441e-251 | 1 |
| 25 | 2.57503423158562e-273 | 5.15006846317125e-273 | 1 |
| 26 | 2.29742522172458e-276 | 4.59485044344917e-276 | 1 |
| 27 | 1.05377776936405e-296 | 2.1075555387281e-296 | 1 |
| 28 | 5.36052820769423e-309 | 1.07210564153885e-308 | 1 |
| 29 | 0 | 0 | 1 |
| 30 | 0 | 0 | 1 |
| 31 | 0 | 0 | 1 |
| 32 | 0 | 0 | 1 |
| 33 | 0 | 0 | 1 |
| 34 | 0 | 0 | 1 |
| 35 | 0 | 0 | 1 |
| 36 | 0 | 0 | 1 |
| 37 | 0 | 0 | 1 |
| 38 | 0 | 0 | 1 |
| 39 | 0 | 0 | 1 |
| 40 | 0 | 0 | 1 |
| 41 | 0 | 0 | 1 |
| 42 | 0 | 0 | 1 |
| 43 | 0 | 0 | 1 |
| 44 | 0 | 0 | 1 |
| 45 | 0.90844298567508 | 0.183114028649841 | 0.0915570143249203 |
| 46 | 0.873988030381475 | 0.252023939237049 | 0.126011969618525 |
| 47 | 0.880481375805699 | 0.239037248388603 | 0.119518624194301 |
| 48 | 0.986611977713672 | 0.026776044572655 | 0.0133880222863275 |
| 49 | 0.998380493547057 | 0.00323901290588689 | 0.00161950645294345 |
| 50 | 0.996284118089228 | 0.00743176382154309 | 0.00371588191077154 |
| 51 | 0.990934680975449 | 0.0181306380491027 | 0.00906531902455135 |
| 52 | 0.982302734792122 | 0.0353945304157558 | 0.0176972652078779 |
| 53 | 0.984450951975175 | 0.0310980960496493 | 0.0155490480248247 |
| 54 | 0.998129387698434 | 0.00374122460313188 | 0.00187061230156594 |
| 55 | 0.998709472515105 | 0.00258105496979 | 0.001290527484895 |
| 56 | 0.991549205192476 | 0.0169015896150476 | 0.0084507948075238 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 39 | 0.829787234042553 | NOK |
| 5% type I error level | 44 | 0.936170212765957 | NOK |
| 10% type I error level | 44 | 0.936170212765957 | NOK |
