| Multiple Linear Regression - Estimated Regression Equation |
| OPJV[t] = + 23615.8972717423 + 126.744045273975t + 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) | 23615.8972717423 | 999.993581 | 23.616 | 0 | 0 |
| t | 126.744045273975 | 12.04899 | 10.5191 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.663098309947825 |
| R-squared | 0.439699368655662 |
| Adjusted R-squared | 0.435725605312794 |
| F-TEST (value) | 110.650617743722 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 141 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5947.76028766207 |
| Sum Squared Residuals | 4987995193.96808 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 20503 | 23742.6413170163 | -3239.64131701630 |
| 2 | 22885 | 23869.3853622903 | -984.385362290291 |
| 3 | 26217 | 23996.1294075643 | 2220.87059243573 |
| 4 | 26583 | 24122.8734528382 | 2460.12654716176 |
| 5 | 27751 | 24249.6174981122 | 3501.38250188778 |
| 6 | 28158 | 24376.3615433862 | 3781.63845661381 |
| 7 | 27373 | 24503.1055886602 | 2869.89441133983 |
| 8 | 28367 | 24629.8496339341 | 3737.15036606586 |
| 9 | 26851 | 24756.5936792081 | 2094.40632079188 |
| 10 | 26733 | 24883.3377244821 | 1849.66227551791 |
| 11 | 26849 | 25010.0817697561 | 1838.91823024393 |
| 12 | 26733 | 25136.8258150300 | 1596.17418496996 |
| 13 | 27951 | 25263.569860304 | 2687.43013969598 |
| 14 | 29781 | 25390.313905578 | 4390.68609442201 |
| 15 | 32914 | 25517.0579508520 | 7396.94204914803 |
| 16 | 33488 | 25643.8019961259 | 7844.19800387406 |
| 17 | 35652 | 25770.5460413999 | 9881.45395860008 |
| 18 | 36488 | 25897.2900866739 | 10590.7099133261 |
| 19 | 35387 | 26024.0341319479 | 9362.96586805214 |
| 20 | 35676 | 26150.7781772218 | 9525.22182277816 |
| 21 | 34844 | 26277.5222224958 | 8566.47777750419 |
| 22 | 32447 | 26404.2662677698 | 6042.73373223021 |
| 23 | 31068 | 26531.0103130438 | 4536.98968695623 |
| 24 | 29010 | 26657.7543583177 | 2352.24564168226 |
| 25 | 29812 | 26784.4984035917 | 3027.50159640829 |
| 26 | 30951 | 26911.2424488657 | 4039.75755113431 |
| 27 | 32974 | 27037.9864941397 | 5936.01350586034 |
| 28 | 32936 | 27164.7305394136 | 5771.26946058636 |
| 29 | 34012 | 27291.4745846876 | 6720.52541531239 |
| 30 | 32946 | 27418.2186299616 | 5527.78137003841 |
| 31 | 31948 | 27544.9626752356 | 4403.03732476444 |
| 32 | 30599 | 27671.7067205095 | 2927.29327949046 |
| 33 | 27691 | 27798.4507657835 | -107.450765783513 |
| 34 | 25073 | 27925.1948110575 | -2852.19481105749 |
| 35 | 23406 | 28051.9388563315 | -4645.93885633146 |
| 36 | 22248 | 28178.6829016054 | -5930.68290160544 |
| 37 | 22896 | 28305.4269468794 | -5409.42694687941 |
| 38 | 25317 | 28432.1709921534 | -3115.17099215339 |
| 39 | 26558 | 28558.9150374274 | -2000.91503742736 |
| 40 | 26471 | 28685.6590827013 | -2214.65908270134 |
| 41 | 27543 | 28812.4031279753 | -1269.40312797531 |
| 42 | 26198 | 28939.1471732493 | -2741.14717324929 |
| 43 | 24725 | 29065.8912185233 | -4340.89121852326 |
| 44 | 25005 | 29192.6352637972 | -4187.63526379724 |
| 45 | 23462 | 29319.3793090712 | -5857.37930907121 |
| 46 | 20780 | 29446.1233543452 | -8666.12335434519 |
| 47 | 19815 | 29572.8673996192 | -9757.86739961916 |
| 48 | 19761 | 29699.6114448931 | -9938.61144489313 |
| 49 | 21454 | 29826.3554901671 | -8372.35549016711 |
| 50 | 23899 | 29953.0995354411 | -6054.09953544109 |
| 51 | 24939 | 30079.8435807151 | -5140.84358071506 |
| 52 | 23580 | 30206.5876259890 | -6626.58762598903 |
| 53 | 24562 | 30333.331671263 | -5771.33167126301 |
| 54 | 24696 | 30460.075716537 | -5764.07571653698 |
| 55 | 23785 | 30586.8197618110 | -6801.81976181096 |
| 56 | 23812 | 30713.5638070849 | -6901.56380708494 |
| 57 | 21917 | 30840.3078523589 | -8923.3078523589 |
| 58 | 19713 | 30967.0518976329 | -11254.0518976329 |
| 59 | 19282 | 31093.7959429069 | -11811.7959429069 |
| 60 | 18788 | 31220.5399881808 | -12432.5399881808 |
| 61 | 21453 | 31347.2840334548 | -9894.2840334548 |
| 62 | 24482 | 31474.0280787288 | -6992.02807872878 |
| 63 | 27474 | 31600.7721240028 | -4126.77212400276 |
| 64 | 27264 | 31727.5161692767 | -4463.51616927673 |
| 65 | 27349 | 31854.2602145507 | -4505.26021455071 |
| 66 | 30632 | 31981.0042598247 | -1349.00425982468 |
| 67 | 29429 | 32107.7483050987 | -2678.74830509866 |
| 68 | 30084 | 32234.4923503726 | -2150.49235037263 |
| 69 | 26290 | 32361.2363956466 | -6071.23639564661 |
| 70 | 24379 | 32487.9804409206 | -8108.98044092058 |
| 71 | 23335 | 32614.7244861946 | -9279.72448619455 |
| 72 | 21346 | 32741.4685314685 | -11395.4685314685 |
| 73 | 21106 | 32868.2125767425 | -11762.2125767425 |
| 74 | 24514 | 32994.9566220165 | -8480.95662201648 |
| 75 | 28353 | 33121.7006672905 | -4768.70066729046 |
| 76 | 30805 | 33248.4447125644 | -2443.44471256443 |
| 77 | 31348 | 33375.1887578384 | -2027.18875783841 |
| 78 | 34556 | 33501.9328031124 | 1054.06719688762 |
| 79 | 33855 | 33628.6768483864 | 226.323151613644 |
| 80 | 34787 | 33755.4208936603 | 1031.57910633967 |
| 81 | 32529 | 33882.1649389343 | -1353.16493893431 |
| 82 | 29998 | 34008.9089842083 | -4010.90898420828 |
| 83 | 29257 | 34135.6530294823 | -4878.65302948226 |
| 84 | 28155 | 34262.3970747562 | -6107.39707475623 |
| 85 | 30466 | 34389.1411200302 | -3923.14112003021 |
| 86 | 35704 | 34515.8851653042 | 1188.11483469582 |
| 87 | 39327 | 34642.6292105782 | 4684.37078942185 |
| 88 | 39351 | 34769.3732558521 | 4581.62674414787 |
| 89 | 42234 | 34896.1173011261 | 7337.8826988739 |
| 90 | 43630 | 35022.8613464001 | 8607.13865359992 |
| 91 | 43722 | 35149.6053916740 | 8572.39460832595 |
| 92 | 43121 | 35276.349436948 | 7844.65056305197 |
| 93 | 37985 | 35403.093482222 | 2581.90651777800 |
| 94 | 37135 | 35529.837527496 | 1605.16247250402 |
| 95 | 34646 | 35656.5815727700 | -1010.58157276995 |
| 96 | 33026 | 35783.3256180439 | -2757.32561804393 |
| 97 | 35087 | 35910.0696633179 | -823.069663317903 |
| 98 | 38846 | 36036.8137085919 | 2809.18629140812 |
| 99 | 42013 | 36163.5577538659 | 5849.44224613415 |
| 100 | 43908 | 36290.3017991398 | 7617.69820086017 |
| 101 | 42868 | 36417.0458444138 | 6450.9541555862 |
| 102 | 44423 | 36543.7898896878 | 7879.21011031222 |
| 103 | 44167 | 36670.5339349617 | 7496.46606503825 |
| 104 | 43636 | 36797.2779802357 | 6838.72201976427 |
| 105 | 44382 | 36924.0220255097 | 7457.9779744903 |
| 106 | 42142 | 37050.7660707837 | 5091.23392921632 |
| 107 | 43452 | 37177.5101160577 | 6274.48988394235 |
| 108 | 36912 | 37304.2541613316 | -392.254161331627 |
| 109 | 42413 | 37430.9982066056 | 4982.0017933944 |
| 110 | 45344 | 37557.7422518796 | 7786.25774812042 |
| 111 | 44873 | 37684.4862971535 | 7188.51370284645 |
| 112 | 47510 | 37811.2303424275 | 9698.76965757247 |
| 113 | 49554 | 37937.9743877015 | 11616.0256122985 |
| 114 | 47369 | 38064.7184329755 | 9304.28156702452 |
| 115 | 45998 | 38191.4624782495 | 7806.53752175055 |
| 116 | 48140 | 38318.2065235234 | 9821.79347647658 |
| 117 | 48441 | 38444.9505687974 | 9996.0494312026 |
| 118 | 44928 | 38571.6946140714 | 6356.30538592863 |
| 119 | 40454 | 38698.4386593454 | 1755.56134065465 |
| 120 | 38661 | 38825.1827046193 | -164.182704619325 |
| 121 | 37246 | 38951.9267498933 | -1705.9267498933 |
| 122 | 36843 | 39078.6707951673 | -2235.67079516727 |
| 123 | 36424 | 39205.4148404412 | -2781.41484044125 |
| 124 | 37594 | 39332.1588857152 | -1738.15888571522 |
| 125 | 38144 | 39458.9029309892 | -1314.9029309892 |
| 126 | 38737 | 39585.6469762632 | -848.646976263175 |
| 127 | 34560 | 39712.3910215372 | -5152.39102153715 |
| 128 | 36080 | 39839.1350668111 | -3759.13506681112 |
| 129 | 33508 | 39965.8791120851 | -6457.8791120851 |
| 130 | 35462 | 40092.6231573591 | -4630.62315735907 |
| 131 | 33374 | 40219.3672026330 | -6845.36720263305 |
| 132 | 32110 | 40346.111247907 | -8236.11124790702 |
| 133 | 35533 | 40472.855293181 | -4939.855293181 |
| 134 | 35532 | 40599.599338455 | -5067.59933845497 |
| 135 | 37903 | 40726.3433837289 | -2823.34338372895 |
| 136 | 36763 | 40853.0874290029 | -4090.08742900292 |
| 137 | 40399 | 40979.8314742769 | -580.831474276896 |
| 138 | 44164 | 41106.5755195509 | 3057.42448044913 |
| 139 | 44496 | 41233.3195648248 | 3262.68043517515 |
| 140 | 43110 | 41360.0636100988 | 1749.93638990118 |
| 141 | 43880 | 41486.8076553728 | 2393.19234462720 |
| 142 | 43930 | 41613.5517006468 | 2316.44829935323 |
| 143 | 44327 | 41740.2957459207 | 2586.70425407926 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.00593620333761853 | 0.0118724066752371 | 0.994063796662381 |
| 6 | 0.00226266623845864 | 0.00452533247691728 | 0.997737333761541 |
| 7 | 0.00231244030564355 | 0.0046248806112871 | 0.997687559694356 |
| 8 | 0.000835234444628007 | 0.00167046888925601 | 0.999164765555372 |
| 9 | 0.000923153607940709 | 0.00184630721588142 | 0.99907684639206 |
| 10 | 0.000641456552052668 | 0.00128291310410534 | 0.999358543447947 |
| 11 | 0.000327319212509255 | 0.00065463842501851 | 0.99967268078749 |
| 12 | 0.00015478020697483 | 0.00030956041394966 | 0.999845219793025 |
| 13 | 4.74929537634695e-05 | 9.4985907526939e-05 | 0.999952507046237 |
| 14 | 1.46489675953808e-05 | 2.92979351907616e-05 | 0.999985351032405 |
| 15 | 1.52236012432148e-05 | 3.04472024864296e-05 | 0.999984776398757 |
| 16 | 1.01354138499734e-05 | 2.02708276999467e-05 | 0.99998986458615 |
| 17 | 1.31163336305200e-05 | 2.62326672610399e-05 | 0.99998688366637 |
| 18 | 1.24311917603434e-05 | 2.48623835206869e-05 | 0.99998756880824 |
| 19 | 5.46692534108743e-06 | 1.09338506821749e-05 | 0.999994533074659 |
| 20 | 2.38325609227969e-06 | 4.76651218455937e-06 | 0.999997616743908 |
| 21 | 1.20766596770440e-06 | 2.41533193540880e-06 | 0.999998792334032 |
| 22 | 2.29815262165781e-06 | 4.59630524331561e-06 | 0.999997701847378 |
| 23 | 8.73389424742873e-06 | 1.74677884948575e-05 | 0.999991266105753 |
| 24 | 6.79360924955904e-05 | 0.000135872184991181 | 0.999932063907504 |
| 25 | 0.000144105060046371 | 0.000288210120092742 | 0.999855894939954 |
| 26 | 0.000158946540969190 | 0.000317893081938379 | 0.99984105345903 |
| 27 | 0.000116259659101918 | 0.000232519318203836 | 0.999883740340898 |
| 28 | 8.96723337983079e-05 | 0.000179344667596616 | 0.999910327666202 |
| 29 | 6.79694660911525e-05 | 0.000135938932182305 | 0.999932030533909 |
| 30 | 6.01596885542458e-05 | 0.000120319377108492 | 0.999939840311446 |
| 31 | 6.65917356236505e-05 | 0.000133183471247301 | 0.999933408264376 |
| 32 | 0.000103192015921477 | 0.000206384031842955 | 0.999896807984079 |
| 33 | 0.000386333898758198 | 0.000772667797516396 | 0.999613666101242 |
| 34 | 0.00228725320803382 | 0.00457450641606763 | 0.997712746791966 |
| 35 | 0.0103523809250832 | 0.0207047618501663 | 0.989647619074917 |
| 36 | 0.0312565248134495 | 0.062513049626899 | 0.96874347518655 |
| 37 | 0.0515679541323565 | 0.103135908264713 | 0.948432045867644 |
| 38 | 0.0521202468385109 | 0.104240493677022 | 0.94787975316149 |
| 39 | 0.0459746806529864 | 0.0919493613059728 | 0.954025319347014 |
| 40 | 0.0397024787667966 | 0.0794049575335931 | 0.960297521233203 |
| 41 | 0.0324118444877413 | 0.0648236889754827 | 0.967588155512259 |
| 42 | 0.0272418094965651 | 0.0544836189931302 | 0.972758190503435 |
| 43 | 0.0245430906277959 | 0.0490861812555918 | 0.975456909372204 |
| 44 | 0.020806502340276 | 0.041613004680552 | 0.979193497659724 |
| 45 | 0.0194253548354710 | 0.0388507096709421 | 0.980574645164529 |
| 46 | 0.0242823918498002 | 0.0485647836996004 | 0.9757176081502 |
| 47 | 0.031573191176676 | 0.063146382353352 | 0.968426808823324 |
| 48 | 0.0373117071975154 | 0.0746234143950308 | 0.962688292802485 |
| 49 | 0.0339980130195198 | 0.0679960260390396 | 0.96600198698048 |
| 50 | 0.0258514819705041 | 0.0517029639410082 | 0.974148518029496 |
| 51 | 0.0189503220512440 | 0.0379006441024879 | 0.981049677948756 |
| 52 | 0.0141563436144927 | 0.0283126872289855 | 0.985843656385507 |
| 53 | 0.0101510723720294 | 0.0203021447440588 | 0.98984892762797 |
| 54 | 0.00718186434286482 | 0.0143637286857296 | 0.992818135657135 |
| 55 | 0.00514038254562817 | 0.0102807650912563 | 0.994859617454372 |
| 56 | 0.00364788553258648 | 0.00729577106517297 | 0.996352114467414 |
| 57 | 0.00293663437944306 | 0.00587326875888613 | 0.997063365620557 |
| 58 | 0.00318847054752973 | 0.00637694109505945 | 0.99681152945247 |
| 59 | 0.00375233172625396 | 0.00750466345250792 | 0.996247668273746 |
| 60 | 0.00492562192706723 | 0.00985124385413445 | 0.995074378072933 |
| 61 | 0.00458669163506942 | 0.00917338327013885 | 0.99541330836493 |
| 62 | 0.00377205917603090 | 0.00754411835206179 | 0.99622794082397 |
| 63 | 0.0035501620225084 | 0.0071003240450168 | 0.996449837977492 |
| 64 | 0.00324434040162718 | 0.00648868080325436 | 0.996755659598373 |
| 65 | 0.00296153004380228 | 0.00592306008760456 | 0.997038469956198 |
| 66 | 0.00381904805827663 | 0.00763809611655326 | 0.996180951941723 |
| 67 | 0.00393589062790012 | 0.00787178125580024 | 0.9960641093721 |
| 68 | 0.00419484452618832 | 0.00838968905237664 | 0.995805155473812 |
| 69 | 0.00361378488391227 | 0.00722756976782454 | 0.996386215116088 |
| 70 | 0.00350671511542487 | 0.00701343023084974 | 0.996493284884575 |
| 71 | 0.00404693434989257 | 0.00809386869978514 | 0.995953065650107 |
| 72 | 0.00704010556991516 | 0.0140802111398303 | 0.992959894430085 |
| 73 | 0.0148306749174065 | 0.0296613498348129 | 0.985169325082594 |
| 74 | 0.0218053973120551 | 0.0436107946241102 | 0.978194602687945 |
| 75 | 0.0282029174662188 | 0.0564058349324375 | 0.971797082533781 |
| 76 | 0.0383385349904587 | 0.0766770699809173 | 0.961661465009541 |
| 77 | 0.05156624463244 | 0.10313248926488 | 0.94843375536756 |
| 78 | 0.0795631841534707 | 0.159126368306941 | 0.92043681584653 |
| 79 | 0.105035160328400 | 0.210070320656801 | 0.8949648396716 |
| 80 | 0.136102300224601 | 0.272204600449203 | 0.863897699775399 |
| 81 | 0.157131688735649 | 0.314263377471298 | 0.842868311264351 |
| 82 | 0.191228059160617 | 0.382456118321235 | 0.808771940839383 |
| 83 | 0.251618693504464 | 0.503237387008928 | 0.748381306495536 |
| 84 | 0.372157727777732 | 0.744315455555464 | 0.627842272222268 |
| 85 | 0.490427108255046 | 0.980854216510091 | 0.509572891744954 |
| 86 | 0.570384685201117 | 0.859230629597766 | 0.429615314798883 |
| 87 | 0.659808980195565 | 0.680382039608869 | 0.340191019804435 |
| 88 | 0.723935612824094 | 0.552128774351813 | 0.276064387175906 |
| 89 | 0.798870858613466 | 0.402258282773067 | 0.201129141386534 |
| 90 | 0.862058727422087 | 0.275882545155826 | 0.137941272577913 |
| 91 | 0.900532862609416 | 0.198934274781167 | 0.0994671373905835 |
| 92 | 0.919551381746613 | 0.160897236506773 | 0.0804486182533867 |
| 93 | 0.917589280417913 | 0.164821439164175 | 0.0824107195820874 |
| 94 | 0.917117907479115 | 0.165764185041770 | 0.0828820925208848 |
| 95 | 0.930700707193265 | 0.138598585613471 | 0.0692992928067354 |
| 96 | 0.95839117965094 | 0.083217640698121 | 0.0416088203490605 |
| 97 | 0.972416862435991 | 0.0551662751280179 | 0.0275831375640090 |
| 98 | 0.975052530512796 | 0.0498949389744087 | 0.0249474694872044 |
| 99 | 0.974859722220316 | 0.0502805555593689 | 0.0251402777796844 |
| 100 | 0.974949111325204 | 0.0501017773495914 | 0.0250508886747957 |
| 101 | 0.972969573470964 | 0.0540608530580711 | 0.0270304265290356 |
| 102 | 0.971564258054556 | 0.0568714838908882 | 0.0284357419454441 |
| 103 | 0.968625857549887 | 0.0627482849002263 | 0.0313741424501132 |
| 104 | 0.963671148115876 | 0.0726577037682473 | 0.0363288518841236 |
| 105 | 0.958510790846436 | 0.0829784183071279 | 0.0414892091535639 |
| 106 | 0.948930608844838 | 0.102138782310324 | 0.0510693911551622 |
| 107 | 0.938076167181927 | 0.123847665636147 | 0.0619238328180734 |
| 108 | 0.942474378266305 | 0.115051243467391 | 0.0575256217336953 |
| 109 | 0.928566207143217 | 0.142867585713566 | 0.071433792856783 |
| 110 | 0.917572556494976 | 0.164854887010048 | 0.0824274435050242 |
| 111 | 0.902615319809044 | 0.194769360381911 | 0.0973846801909556 |
| 112 | 0.907086518766088 | 0.185826962467823 | 0.0929134812339117 |
| 113 | 0.938772435241015 | 0.12245512951797 | 0.061227564758985 |
| 114 | 0.951308367407063 | 0.0973832651858738 | 0.0486916325929369 |
| 115 | 0.95813860046119 | 0.0837227990776204 | 0.0418613995388102 |
| 116 | 0.98284985441015 | 0.0343002911797014 | 0.0171501455898507 |
| 117 | 0.997727560805182 | 0.00454487838963579 | 0.00227243919481789 |
| 118 | 0.999642699084596 | 0.000714601830808579 | 0.000357300915404289 |
| 119 | 0.999784515710722 | 0.000430968578555813 | 0.000215484289277907 |
| 120 | 0.999803013465073 | 0.000393973069853378 | 0.000196986534926689 |
| 121 | 0.9997491327932 | 0.000501734413600406 | 0.000250867206800203 |
| 122 | 0.999663008444248 | 0.000673983111502939 | 0.000336991555751470 |
| 123 | 0.999513553535808 | 0.00097289292838487 | 0.000486446464192435 |
| 124 | 0.999550418926583 | 0.000899162146833466 | 0.000449581073416733 |
| 125 | 0.999766101410902 | 0.000467797178195007 | 0.000233898589097504 |
| 126 | 0.999974216219376 | 5.15675612481918e-05 | 2.57837806240959e-05 |
| 127 | 0.999964140034467 | 7.17199310650398e-05 | 3.58599655325199e-05 |
| 128 | 0.999985652047741 | 2.86959045173857e-05 | 1.43479522586929e-05 |
| 129 | 0.999965254085714 | 6.94918285729527e-05 | 3.47459142864764e-05 |
| 130 | 0.9999682400889 | 6.35198222014498e-05 | 3.17599111007249e-05 |
| 131 | 0.99989300285009 | 0.000213994299821896 | 0.000106997149910948 |
| 132 | 0.999824966497792 | 0.000350067004417025 | 0.000175033502208512 |
| 133 | 0.9993859420073 | 0.00122811598540160 | 0.000614057992700802 |
| 134 | 0.99857183692197 | 0.0028563261560606 | 0.0014281630780303 |
| 135 | 0.995507733673288 | 0.00898453265342383 | 0.00449226632671191 |
| 136 | 0.998851871781467 | 0.00229625643706663 | 0.00114812821853332 |
| 137 | 0.9998674089764 | 0.000265182047198447 | 0.000132591023599223 |
| 138 | 0.99855574930957 | 0.00288850138086132 | 0.00144425069043066 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 67 | 0.5 | NOK |
| 5% type I error level | 83 | 0.619402985074627 | NOK |
| 10% type I error level | 105 | 0.783582089552239 | NOK |
