| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 2811.22887588795 + 536.65294179354X[t] -0.270735639007487Y1[t] + 0.146972260964833Y2[t] + 0.38234645812074Y3[t] + 0.0456948838664329Y4[t] + 1482.41945217729M1[t] + 2216.79549815919M2[t] + 1849.07312409255M3[t] + 1917.71663306403M4[t] + 1195.64039723629M5[t] -1357.72571856797M6[t] -3420.23672889271M7[t] -2823.19225751594M8[t] -2512.03180419436M9[t] -1523.91827487921M10[t] -1046.44162180443M11[t] + 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) | 2811.22887588795 | 391.292489 | 7.1845 | 0 | 0 |
| X | 536.65294179354 | 124.386049 | 4.3144 | 3.8e-05 | 1.9e-05 |
| Y1 | -0.270735639007487 | 0.091772 | -2.9501 | 0.003965 | 0.001983 |
| Y2 | 0.146972260964833 | 0.088892 | 1.6534 | 0.101423 | 0.050711 |
| Y3 | 0.38234645812074 | 0.089338 | 4.2798 | 4.3e-05 | 2.2e-05 |
| Y4 | 0.0456948838664329 | 0.092882 | 0.492 | 0.623833 | 0.311916 |
| M1 | 1482.41945217729 | 211.375743 | 7.0132 | 0 | 0 |
| M2 | 2216.79549815919 | 311.199938 | 7.1234 | 0 | 0 |
| M3 | 1849.07312409255 | 449.310673 | 4.1154 | 8e-05 | 4e-05 |
| M4 | 1917.71663306403 | 547.120738 | 3.5051 | 0.000687 | 0.000344 |
| M5 | 1195.64039723629 | 631.957718 | 1.892 | 0.061418 | 0.030709 |
| M6 | -1357.72571856797 | 668.486055 | -2.031 | 0.044931 | 0.022465 |
| M7 | -3420.23672889271 | 653.961571 | -5.23 | 1e-06 | 0 |
| M8 | -2823.19225751594 | 604.44105 | -4.6707 | 9e-06 | 5e-06 |
| M9 | -2512.03180419436 | 397.395117 | -6.3212 | 0 | 0 |
| M10 | -1523.91827487921 | 221.860113 | -6.8688 | 0 | 0 |
| M11 | -1046.44162180443 | 190.099113 | -5.5047 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.979897654723466 |
| R-squared | 0.96019941373255 |
| Adjusted R-squared | 0.953766995749931 |
| F-TEST (value) | 149.275034104935 |
| F-TEST (DF numerator) | 16 |
| F-TEST (DF denominator) | 99 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 350.48446385522 |
| Sum Squared Residuals | 12161096.5809843 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4831 | 4547.79356918019 | 283.206430819806 |
| 2 | 5134 | 5302.56120693764 | -168.561206937636 |
| 3 | 6250 | 5505.63918887246 | 744.360811127543 |
| 4 | 5760 | 5807.3616880164 | -47.3616880164031 |
| 5 | 6249 | 5549.72732342193 | 699.272676578067 |
| 6 | 2917 | 3232.49926934452 | -315.49926934452 |
| 7 | 1741 | 2007.5945697203 | -266.594569720301 |
| 8 | 2359 | 2597.88950396155 | -238.889503961549 |
| 9 | 1511 | 1853.91529502778 | -342.915295027784 |
| 10 | 2059 | 2023.89377391106 | 35.106226088936 |
| 11 | 2635 | 2410.92774720325 | 224.072252796752 |
| 12 | 2867 | 3085.97608169117 | -218.976081691165 |
| 13 | 4403 | 4761.01748546589 | -358.017485465894 |
| 14 | 5720 | 5358.91351071248 | 361.08648928752 |
| 15 | 4502 | 4975.40632430604 | -473.406324306041 |
| 16 | 5749 | 6165.2536820098 | -416.253682009801 |
| 17 | 5627 | 5500.29551744841 | 126.704482551588 |
| 18 | 2846 | 2757.71573508724 | 88.2842649127623 |
| 19 | 1762 | 1851.31958573186 | -89.3195857318558 |
| 20 | 2429 | 2343.44688434026 | 85.5531156597398 |
| 21 | 1169 | 1245.82845969249 | -76.828459692487 |
| 22 | 2154 | 2668.21130137873 | -514.211301378728 |
| 23 | 2249 | 2362.66719287721 | -113.667192877213 |
| 24 | 2687 | 3076.87855633307 | -389.878556333072 |
| 25 | 4359 | 4773.71387099397 | -414.713870993968 |
| 26 | 5382 | 5201.12615298785 | 180.873847012154 |
| 27 | 4459 | 4973.98760317394 | -514.987603173944 |
| 28 | 6398 | 6102.17036702774 | 295.82963297226 |
| 29 | 4596 | 5187.02460277613 | -591.024602776131 |
| 30 | 3024 | 3100.34340782409 | -76.343407824087 |
| 31 | 1887 | 1897.77821224789 | -10.7782122478856 |
| 32 | 2070 | 1971.2227732229 | 98.7772267771035 |
| 33 | 1351 | 1382.34033099598 | -31.3403309959778 |
| 34 | 2218 | 2085.44842819276 | 132.551571807237 |
| 35 | 2461 | 2777.19148728784 | -316.191487287836 |
| 36 | 3028 | 3082.07141763516 | -54.0714176351594 |
| 37 | 4784 | 4745.33777960038 | 38.6622203996229 |
| 38 | 4975 | 5220.16296908772 | -245.16296908772 |
| 39 | 4607 | 5286.7076767589 | -679.707676758901 |
| 40 | 6249 | 6180.36298234171 | 68.6370176582872 |
| 41 | 4809 | 5112.92142479913 | -303.921424799135 |
| 42 | 3157 | 3058.76730789996 | 98.2326921000364 |
| 43 | 1910 | 1842.86868439764 | 67.1313156023588 |
| 44 | 2228 | 2059.17442211767 | 168.825577882334 |
| 45 | 1594 | 1403.52955122859 | 190.470448771405 |
| 46 | 2467 | 2057.7526732374 | 409.2473267626 |
| 47 | 2222 | 2270.30135350789 | -48.3013535078871 |
| 48 | 3607 | 3820.15625110597 | -213.156251105973 |
| 49 | 4685 | 4659.76359909605 | 25.2364009039458 |
| 50 | 4962 | 5252.05995903998 | -290.059959039985 |
| 51 | 5770 | 5486.13450823831 | 283.865491761689 |
| 52 | 5480 | 5852.19183318817 | -372.191833188173 |
| 53 | 5000 | 5482.55157323965 | -482.551573239646 |
| 54 | 3228 | 3338.11002947173 | -110.110029471735 |
| 55 | 1993 | 1610.8368795142 | 382.163120485796 |
| 56 | 2288 | 2085.02720241632 | 202.972797583678 |
| 57 | 1580 | 1435.35843189329 | 144.641568106712 |
| 58 | 2111 | 2105.34040061993 | 5.65959938006733 |
| 59 | 2192 | 2391.3590921892 | -199.359092189204 |
| 60 | 3601 | 3236.69209619747 | 364.307903802532 |
| 61 | 4665 | 5056.87671942958 | -391.876719429584 |
| 62 | 4876 | 5228.85506585427 | -352.855065854273 |
| 63 | 5813 | 5502.81340270894 | 310.186597291058 |
| 64 | 5589 | 5819.98948780226 | -230.989487802262 |
| 65 | 5331 | 5425.56550273361 | -94.5655027336064 |
| 66 | 3075 | 3277.0276470921 | -202.027647092102 |
| 67 | 2002 | 1744.54789460313 | 257.452105396873 |
| 68 | 2306 | 2191.64124571704 | 114.358754282959 |
| 69 | 1507 | 1388.43393920715 | 118.566060792847 |
| 70 | 1992 | 2124.19940385637 | -132.199403856369 |
| 71 | 2487 | 2420.14114838163 | 66.8588516183671 |
| 72 | 3490 | 3112.24660010223 | 377.753399897774 |
| 73 | 4647 | 4544.79729551188 | 102.20270448812 |
| 74 | 5594 | 5861.42184214837 | -267.421842148368 |
| 75 | 5611 | 5276.81924709339 | 334.180752906606 |
| 76 | 5788 | 5968.24980189918 | -180.249801899177 |
| 77 | 6204 | 5615.70296287732 | 588.297037122684 |
| 78 | 3013 | 3025.49785624628 | -12.4978562462758 |
| 79 | 1931 | 1956.4968666689 | -25.4968666688975 |
| 80 | 2549 | 2544.63293573558 | 4.36706426442032 |
| 81 | 1504 | 1328.39630161174 | 175.60369838826 |
| 82 | 2090 | 2130.74618886155 | -40.7461888615537 |
| 83 | 2702 | 2482.83399154483 | 219.166008455172 |
| 84 | 2939 | 3078.39853669535 | -139.398536695351 |
| 85 | 4500 | 4762.90453695668 | -262.904536956678 |
| 86 | 6208 | 5370.26791061217 | 837.732089387828 |
| 87 | 6415 | 5424.78708578126 | 990.212914218735 |
| 88 | 5657 | 5759.43650601541 | -102.436506015411 |
| 89 | 5964 | 5997.37860676079 | -33.3786067607902 |
| 90 | 3163 | 3406.68425444474 | -243.684254444744 |
| 91 | 1997 | 1867.26447880101 | 129.735521198991 |
| 92 | 2422 | 2451.06104297033 | -29.0610429703297 |
| 93 | 1376 | 1418.86509357954 | -42.8650935795374 |
| 94 | 2202 | 2178.82397232791 | 23.1760276720877 |
| 95 | 2683 | 2388.15701272634 | 294.842987273659 |
| 96 | 3303 | 3045.25981017406 | 257.740189825938 |
| 97 | 5202 | 4698.53814957424 | 503.461850425761 |
| 98 | 5231 | 5231.56263930886 | -0.562639308860696 |
| 99 | 4880 | 5394.12329845784 | -514.123298457836 |
| 100 | 7998 | 6853.11690605095 | 1144.88309394905 |
| 101 | 4977 | 4796.50937415352 | 180.490625846483 |
| 102 | 3531 | 3386.41667831097 | 144.583321689033 |
| 103 | 2025 | 2447.50355379964 | -422.503553799642 |
| 104 | 2205 | 2227.16200607933 | -22.1620060793274 |
| 105 | 1442 | 1577.33259676344 | -135.33259676344 |
| 106 | 2238 | 2156.58385761428 | 81.4161423857224 |
| 107 | 2179 | 2306.42097428181 | -127.42097428181 |
| 108 | 3218 | 3202.32065006552 | 15.679349934477 |
| 109 | 5139 | 4664.25699419113 | 474.743005808868 |
| 110 | 4990 | 5045.06874331066 | -55.0687433106602 |
| 111 | 4914 | 5394.58166460891 | -480.581664608911 |
| 112 | 6084 | 6243.86674564837 | -159.866745648371 |
| 113 | 5672 | 5761.32311178951 | -89.3231117895135 |
| 114 | 3548 | 2918.93781427837 | 629.062185721631 |
| 115 | 1793 | 1814.78927451544 | -21.7892745154363 |
| 116 | 2086 | 2470.74198343903 | -384.741983439028 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 20 | 0.987985023966643 | 0.0240299520667149 | 0.0120149760333574 |
| 21 | 0.972295001770015 | 0.0554099964599699 | 0.027704998229985 |
| 22 | 0.956027057389628 | 0.0879458852207434 | 0.0439729426103717 |
| 23 | 0.929822211666415 | 0.14035557666717 | 0.0701777883335852 |
| 24 | 0.896304814721268 | 0.207390370557463 | 0.103695185278732 |
| 25 | 0.869024307147714 | 0.261951385704572 | 0.130975692852286 |
| 26 | 0.821527543984295 | 0.35694491203141 | 0.178472456015705 |
| 27 | 0.842762776983308 | 0.314474446033384 | 0.157237223016692 |
| 28 | 0.860552024595202 | 0.278895950809597 | 0.139447975404798 |
| 29 | 0.902515517219313 | 0.194968965561374 | 0.097484482780687 |
| 30 | 0.868199709298383 | 0.263600581403235 | 0.131800290701617 |
| 31 | 0.85421693575372 | 0.29156612849256 | 0.14578306424628 |
| 32 | 0.829257708942057 | 0.341484582115886 | 0.170742291057943 |
| 33 | 0.776583092006754 | 0.446833815986491 | 0.223416907993246 |
| 34 | 0.718640652016718 | 0.562718695966565 | 0.281359347983282 |
| 35 | 0.689345211592509 | 0.621309576814982 | 0.310654788407491 |
| 36 | 0.642426469060872 | 0.715147061878256 | 0.357573530939128 |
| 37 | 0.581826360802714 | 0.836347278394572 | 0.418173639197286 |
| 38 | 0.549658315236131 | 0.900683369527739 | 0.450341684763869 |
| 39 | 0.70194363263884 | 0.596112734722321 | 0.298056367361161 |
| 40 | 0.64157120237687 | 0.716857595246261 | 0.358428797623131 |
| 41 | 0.619296509772204 | 0.761406980455591 | 0.380703490227796 |
| 42 | 0.56122885289851 | 0.87754229420298 | 0.43877114710149 |
| 43 | 0.523222750966583 | 0.953554498066834 | 0.476777249033417 |
| 44 | 0.472896530337585 | 0.94579306067517 | 0.527103469662415 |
| 45 | 0.414798097245385 | 0.82959619449077 | 0.585201902754615 |
| 46 | 0.409587517994187 | 0.819175035988374 | 0.590412482005813 |
| 47 | 0.353263750268682 | 0.706527500537365 | 0.646736249731318 |
| 48 | 0.355294566868076 | 0.710589133736152 | 0.644705433131924 |
| 49 | 0.304405116932971 | 0.608810233865943 | 0.695594883067029 |
| 50 | 0.289803475557418 | 0.579606951114837 | 0.710196524442582 |
| 51 | 0.271939810672559 | 0.543879621345119 | 0.72806018932744 |
| 52 | 0.259704452128625 | 0.51940890425725 | 0.740295547871375 |
| 53 | 0.337815002621244 | 0.675630005242488 | 0.662184997378756 |
| 54 | 0.30444478066265 | 0.6088895613253 | 0.69555521933735 |
| 55 | 0.320728413404149 | 0.641456826808298 | 0.679271586595851 |
| 56 | 0.281142457183776 | 0.562284914367552 | 0.718857542816224 |
| 57 | 0.232654042035619 | 0.465308084071238 | 0.767345957964381 |
| 58 | 0.18947842650787 | 0.378956853015741 | 0.81052157349213 |
| 59 | 0.169172826830327 | 0.338345653660653 | 0.830827173169673 |
| 60 | 0.164534389964771 | 0.329068779929543 | 0.835465610035229 |
| 61 | 0.230755873857442 | 0.461511747714885 | 0.769244126142558 |
| 62 | 0.223344652933362 | 0.446689305866723 | 0.776655347066638 |
| 63 | 0.211322510248585 | 0.422645020497169 | 0.788677489751415 |
| 64 | 0.193684356021953 | 0.387368712043906 | 0.806315643978047 |
| 65 | 0.162635457371259 | 0.325270914742518 | 0.837364542628741 |
| 66 | 0.158808095270116 | 0.317616190540232 | 0.841191904729884 |
| 67 | 0.130774659183078 | 0.261549318366156 | 0.869225340816922 |
| 68 | 0.100578794166731 | 0.201157588333462 | 0.899421205833269 |
| 69 | 0.0755135718215402 | 0.15102714364308 | 0.92448642817846 |
| 70 | 0.060307834758814 | 0.120615669517628 | 0.939692165241186 |
| 71 | 0.0435676775731899 | 0.0871353551463798 | 0.95643232242681 |
| 72 | 0.0417045683497369 | 0.0834091366994737 | 0.958295431650263 |
| 73 | 0.0318403205189363 | 0.0636806410378725 | 0.968159679481064 |
| 74 | 0.0741523286245456 | 0.148304657249091 | 0.925847671375454 |
| 75 | 0.0968950938483093 | 0.193790187696619 | 0.90310490615169 |
| 76 | 0.076815511781309 | 0.153631023562618 | 0.92318448821869 |
| 77 | 0.185825271467603 | 0.371650542935206 | 0.814174728532397 |
| 78 | 0.152615108547283 | 0.305230217094566 | 0.847384891452717 |
| 79 | 0.117651077105772 | 0.235302154211544 | 0.882348922894228 |
| 80 | 0.093880773964123 | 0.187761547928246 | 0.906119226035877 |
| 81 | 0.0725724078822413 | 0.145144815764483 | 0.927427592117759 |
| 82 | 0.0521056478366521 | 0.104211295673304 | 0.947894352163348 |
| 83 | 0.037640494197202 | 0.075280988394404 | 0.962359505802798 |
| 84 | 0.0285376831966281 | 0.0570753663932561 | 0.971462316803372 |
| 85 | 0.0490613213125147 | 0.0981226426250295 | 0.950938678687485 |
| 86 | 0.247377146783711 | 0.494754293567422 | 0.752622853216289 |
| 87 | 0.490904291087423 | 0.981808582174846 | 0.509095708912577 |
| 88 | 0.692394469489413 | 0.615211061021175 | 0.307605530510587 |
| 89 | 0.952160233091696 | 0.0956795338166077 | 0.0478397669083038 |
| 90 | 0.972931755617546 | 0.054136488764909 | 0.0270682443824545 |
| 91 | 0.986925010288077 | 0.0261499794238451 | 0.0130749897119226 |
| 92 | 0.9762356822122 | 0.0475286355755975 | 0.0237643177877988 |
| 93 | 0.952630988715474 | 0.0947380225690513 | 0.0473690112845257 |
| 94 | 0.90025286798438 | 0.19949426403124 | 0.09974713201562 |
| 95 | 0.976855812304509 | 0.046288375390983 | 0.0231441876954915 |
| 96 | 0.957585232908644 | 0.0848295341827115 | 0.0424147670913558 |
| 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 | 4 | 0.051948051948052 | NOK |
| 10% type I error level | 16 | 0.207792207792208 | NOK |
