Multiple Linear Regression - Estimated Regression Equation |
GT[t] = + 8.19875000000001 + 4.00270833333333M1[t] + 7.06516666666666M2[t] + 9.907625M3[t] + 12.4700833333333M4[t] + 10.5325416666667M5[t] + 8.375M6[t] + 4.51745833333333M7[t] + 0.87991666666667M8[t] -3.127375M9[t] -3.38491666666667M10[t] -2.21745833333333M11[t] -0.0424583333333334t + 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) | 8.19875000000001 | 0.981535 | 8.353 | 0 | 0 |
M1 | 4.00270833333333 | 1.180112 | 3.3918 | 0.0015 | 0.00075 |
M2 | 7.06516666666666 | 1.179296 | 5.991 | 0 | 0 |
M3 | 9.907625 | 1.17866 | 8.4058 | 0 | 0 |
M4 | 12.4700833333333 | 1.178206 | 10.584 | 0 | 0 |
M5 | 10.5325416666667 | 1.177933 | 8.9415 | 0 | 0 |
M6 | 8.375 | 1.177843 | 7.1105 | 0 | 0 |
M7 | 4.51745833333333 | 1.177933 | 3.8351 | 0.000405 | 0.000203 |
M8 | 0.87991666666667 | 1.178206 | 0.7468 | 0.459232 | 0.229616 |
M9 | -3.127375 | 1.242331 | -2.5173 | 0.015631 | 0.007816 |
M10 | -3.38491666666667 | 1.2419 | -2.7256 | 0.009247 | 0.004624 |
M11 | -2.21745833333333 | 1.241641 | -1.7859 | 0.081167 | 0.040584 |
t | -0.0424583333333334 | 0.014632 | -2.9018 | 0.00583 | 0.002915 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.960905108092367 |
R-squared | 0.923338626758004 |
Adjusted R-squared | 0.901944755155586 |
F-TEST (value) | 43.1590244120967 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 43 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.7558240296954 |
Sum Squared Residuals | 132.565475 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9.3 | 12.159 | -2.85899999999998 |
2 | 14.2 | 15.179 | -0.978999999999996 |
3 | 17.3 | 17.979 | -0.678999999999983 |
4 | 23 | 20.499 | 2.501 |
5 | 16.3 | 18.519 | -2.21900000000001 |
6 | 18.4 | 16.319 | 2.081 |
7 | 14.2 | 12.419 | 1.781 |
8 | 9.1 | 8.739 | 0.361000000000002 |
9 | 5.9 | 4.68925000000001 | 1.21074999999999 |
10 | 7.2 | 4.38925 | 2.81075 |
11 | 6.8 | 5.51425 | 1.28575 |
12 | 8 | 7.68925 | 0.310749999999999 |
13 | 14.3 | 11.6495 | 2.65049999999999 |
14 | 14.6 | 14.6695 | -0.0695000000000028 |
15 | 17.5 | 17.4695 | 0.0304999999999927 |
16 | 17.2 | 19.9895 | -2.7895 |
17 | 17.2 | 18.0095 | -0.8095 |
18 | 14.1 | 15.8095 | -1.7095 |
19 | 10.4 | 11.9095 | -1.5095 |
20 | 6.8 | 8.2295 | -1.4295 |
21 | 4.1 | 4.17975 | -0.0797499999999997 |
22 | 6.5 | 3.87975 | 2.62025 |
23 | 6.1 | 5.00475 | 1.09525 |
24 | 6.3 | 7.17975 | -0.87975 |
25 | 9.3 | 11.14 | -1.84000000000001 |
26 | 16.4 | 14.16 | 2.24 |
27 | 16.1 | 16.96 | -0.860000000000005 |
28 | 18 | 19.48 | -1.48 |
29 | 17.6 | 17.5 | 0.100000000000003 |
30 | 14 | 15.3 | -1.3 |
31 | 10.5 | 11.4 | -0.9 |
32 | 6.9 | 7.72 | -0.82 |
33 | 2.8 | 3.67025 | -0.870249999999998 |
34 | 0.7 | 3.37025 | -2.67025 |
35 | 3.6 | 4.49525 | -0.89525 |
36 | 6.7 | 6.67025 | 0.0297500000000007 |
37 | 12.5 | 10.6305 | 1.8695 |
38 | 14.4 | 13.6505 | 0.7495 |
39 | 16.5 | 16.4505 | 0.0494999999999955 |
40 | 18.7 | 18.9705 | -0.270499999999999 |
41 | 19.4 | 16.9905 | 2.4095 |
42 | 15.8 | 14.7905 | 1.0095 |
43 | 11.3 | 10.8905 | 0.409500000000002 |
44 | 9.7 | 7.2105 | 2.4895 |
45 | 2.9 | 3.16075 | -0.260749999999997 |
46 | 0.1 | 2.86075 | -2.76075 |
47 | 2.5 | 3.98575 | -1.48575 |
48 | 6.7 | 6.16075 | 0.539250000000002 |
49 | 10.3 | 10.121 | 0.178999999999997 |
50 | 11.2 | 13.141 | -1.941 |
51 | 17.4 | 15.941 | 1.45899999999999 |
52 | 20.5 | 18.461 | 2.039 |
53 | 17 | 16.481 | 0.519000000000004 |
54 | 14.2 | 14.281 | -0.0809999999999985 |
55 | 10.6 | 10.381 | 0.219000000000002 |
56 | 6.1 | 6.701 | -0.600999999999999 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.980199918484854 | 0.039600163030293 | 0.0198000815151465 |
17 | 0.958408663974815 | 0.083182672050371 | 0.0415913360251855 |
18 | 0.965858285365472 | 0.0682834292690555 | 0.0341417146345278 |
19 | 0.957427084321731 | 0.0851458313565377 | 0.0425729156782688 |
20 | 0.933898976736878 | 0.132202046526244 | 0.066101023263122 |
21 | 0.889232953870518 | 0.221534092258965 | 0.110767046129482 |
22 | 0.953985661799217 | 0.0920286764015662 | 0.0460143382007831 |
23 | 0.952083000692252 | 0.095833998615496 | 0.047916999307748 |
24 | 0.920802423324633 | 0.158395153350733 | 0.0791975766753665 |
25 | 0.913464473826883 | 0.173071052346234 | 0.086535526173117 |
26 | 0.973092745080996 | 0.0538145098380086 | 0.0269072549190043 |
27 | 0.956241608707342 | 0.0875167825853158 | 0.0437583912926579 |
28 | 0.949634258936717 | 0.100731482126565 | 0.0503657410632825 |
29 | 0.937545177299895 | 0.12490964540021 | 0.062454822700105 |
30 | 0.92597459793309 | 0.14805080413382 | 0.07402540206691 |
31 | 0.901654028900876 | 0.196691942198247 | 0.0983459710991236 |
32 | 0.915245774411735 | 0.169508451176529 | 0.0847542255882647 |
33 | 0.880647969394416 | 0.238704061211168 | 0.119352030605584 |
34 | 0.892998530650745 | 0.214002938698511 | 0.107001469349255 |
35 | 0.827752974411977 | 0.344494051176046 | 0.172247025588023 |
36 | 0.768111480062978 | 0.463777039874044 | 0.231888519937022 |
37 | 0.726364471314503 | 0.547271057370995 | 0.273635528685498 |
38 | 0.691162147980659 | 0.617675704038683 | 0.308837852019341 |
39 | 0.64389280195507 | 0.712214396089861 | 0.356107198044931 |
40 | 0.868474472514605 | 0.263051054970791 | 0.131525527485395 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 1 | 0.04 | OK |
10% type I error level | 8 | 0.32 | NOK |