| Multiple Linear Regression - Estimated Regression Equation |
| Pas[t] = + 11516.7062045455 -32.8866979166674M1[t] + 745.405183712119M2[t] + 3028.25015625000M3[t] + 2861.47703787879M4[t] + 4766.35437405303M5[t] + 3852.05461931818M6[t] + 1868.78450094697M7[t] + 620.103837121209M8[t] + 3368.07762784091M9[t] + 2685.14005492424M10[t] + 1822.64866382575M11[t] + 6.44775473484847t + 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) | 11516.7062045455 | 2087.765023 | 5.5163 | 0 | 0 |
| M1 | -32.8866979166674 | 2594.083062 | -0.0127 | 0.989906 | 0.494953 |
| M2 | 745.405183712119 | 2593.29756 | 0.2874 | 0.774279 | 0.387139 |
| M3 | 3028.25015625000 | 2592.586662 | 1.168 | 0.245125 | 0.122562 |
| M4 | 2861.47703787879 | 2591.950431 | 1.104 | 0.271827 | 0.135913 |
| M5 | 4766.35437405303 | 2591.388921 | 1.8393 | 0.068363 | 0.034182 |
| M6 | 3852.05461931818 | 2590.90218 | 1.4868 | 0.139722 | 0.069861 |
| M7 | 1868.78450094697 | 2590.490251 | 0.7214 | 0.472077 | 0.236039 |
| M8 | 620.103837121209 | 2590.153169 | 0.2394 | 0.811201 | 0.4056 |
| M9 | 3368.07762784091 | 2589.890964 | 1.3005 | 0.195953 | 0.097976 |
| M10 | 2685.14005492424 | 2589.703659 | 1.0369 | 0.301907 | 0.150954 |
| M11 | 1822.64866382575 | 2589.591269 | 0.7038 | 0.48291 | 0.241455 |
| t | 6.44775473484847 | 13.929582 | 0.4629 | 0.644294 | 0.322147 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.253366532834073 |
| R-squared | 0.0641945999603596 |
| Adjusted R-squared | -0.0301723311360749 |
| F-TEST (value) | 0.680265843283159 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 119 |
| p-value | 0.767537094382899 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 6073.04198876287 |
| Sum Squared Residuals | 4388938840.67594 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14.458 | 11490.2672613636 | -11475.8092613636 |
| 2 | 13.594 | 12275.0068977273 | -12261.4128977273 |
| 3 | 17.814 | 14564.299625 | -14546.485625 |
| 4 | 20.235 | 14403.9742613636 | -14383.7392613636 |
| 5 | 21.811 | 16315.2993522727 | -16293.4883522727 |
| 6 | 21.439 | 15407.4473522727 | -15386.0083522727 |
| 7 | 21.393 | 13430.6249886364 | -13409.2319886364 |
| 8 | 19.831 | 12188.3920795455 | -12168.5610795455 |
| 9 | 20.468 | 14942.813625 | -14922.345625 |
| 10 | 21.08 | 14266.3238068182 | -14245.2438068182 |
| 11 | 21.6 | 13410.2801704545 | -13388.6801704545 |
| 12 | 17.39 | 11594.0792613636 | -11576.6892613636 |
| 13 | 17848 | 11567.6403181818 | 6280.35968181818 |
| 14 | 19592 | 12352.3799545455 | 7239.62004545455 |
| 15 | 21092 | 14641.6726818182 | 6450.32731818182 |
| 16 | 20889 | 14481.3473181818 | 6407.65268181818 |
| 17 | 25890 | 16392.6724090909 | 9497.32759090909 |
| 18 | 24965 | 15484.8204090909 | 9480.1795909091 |
| 19 | 22225 | 13507.9980454545 | 8717.00195454545 |
| 20 | 20977 | 12265.7651363636 | 8711.23486363637 |
| 21 | 22897 | 15020.1866818182 | 7876.81331818181 |
| 22 | 22785 | 14343.6968636364 | 8441.30313636363 |
| 23 | 22769 | 13487.6532272727 | 9281.34677272727 |
| 24 | 19637 | 11671.4523181818 | 7965.54768181818 |
| 25 | 20203 | 11645.013375 | 8557.986625 |
| 26 | 20450 | 12429.7530113636 | 8020.24698863637 |
| 27 | 23083 | 14719.0457386364 | 8363.95426136363 |
| 28 | 21738 | 14558.720375 | 7179.279625 |
| 29 | 26766 | 16470.0454659091 | 10295.9545340909 |
| 30 | 25280 | 15562.1934659091 | 9717.8065340909 |
| 31 | 22574 | 13585.3711022727 | 8988.62889772727 |
| 32 | 22729 | 12343.1381931818 | 10385.8618068182 |
| 33 | 21378 | 15097.5597386364 | 6280.44026136364 |
| 34 | 22902 | 14421.0699204545 | 8480.93007954545 |
| 35 | 24989 | 13565.0262840909 | 11423.9737159091 |
| 36 | 21116 | 11748.825375 | 9367.174625 |
| 37 | 15169 | 11722.3864318182 | 3446.61356818182 |
| 38 | 15846 | 12507.1260681818 | 3338.87393181818 |
| 39 | 20927 | 14796.4187954545 | 6130.58120454545 |
| 40 | 18273 | 14636.0934318182 | 3636.90656818182 |
| 41 | 22538 | 16547.4185227273 | 5990.58147727273 |
| 42 | 15596 | 15639.5665227273 | -43.5665227272722 |
| 43 | 14034 | 13662.7441590909 | 371.255840909091 |
| 44 | 11366 | 12420.51125 | -1054.51125000000 |
| 45 | 14861 | 15174.9327954545 | -313.932795454544 |
| 46 | 15149 | 14498.4429772727 | 650.557022727276 |
| 47 | 13577 | 13642.3993409091 | -65.3993409090896 |
| 48 | 13026 | 11826.1984318182 | 1199.80156818181 |
| 49 | 13190 | 11799.7594886364 | 1390.24051136363 |
| 50 | 13196 | 12584.499125 | 611.500875 |
| 51 | 15826 | 14873.7918522727 | 952.208147727272 |
| 52 | 14733 | 14713.4664886364 | 19.5335113636345 |
| 53 | 16307 | 16624.7915795455 | -317.791579545453 |
| 54 | 15703 | 15716.9395795455 | -13.9395795454540 |
| 55 | 14589 | 13740.1172159091 | 848.88278409091 |
| 56 | 12043 | 12497.8843068182 | -454.884306818183 |
| 57 | 15057 | 15252.3058522727 | -195.305852272726 |
| 58 | 14053 | 14575.8160340909 | -522.816034090907 |
| 59 | 12698 | 13719.7723977273 | -1021.77239772727 |
| 60 | 10888 | 11903.5714886364 | -1015.57148863637 |
| 61 | 10045 | 11877.1325454545 | -1832.13254545455 |
| 62 | 11549 | 12661.8721818182 | -1112.87218181818 |
| 63 | 13767 | 14951.1649090909 | -1184.16490909091 |
| 64 | 12424 | 14790.8395454545 | -2366.83954545455 |
| 65 | 13116 | 16702.1646363636 | -3586.16463636363 |
| 66 | 14211 | 15794.3126363636 | -1583.31263636364 |
| 67 | 12266 | 13817.4902727273 | -1551.49027272727 |
| 68 | 12602 | 12575.2573636364 | 26.7426363636362 |
| 69 | 15714 | 15329.6789090909 | 384.321090909093 |
| 70 | 13742 | 14653.1890909091 | -911.18909090909 |
| 71 | 12745 | 13797.1454545455 | -1052.14545454545 |
| 72 | 10491 | 11980.9445454545 | -1489.94454545455 |
| 73 | 10057 | 11954.5056022727 | -1897.50560227273 |
| 74 | 10900 | 12739.2452386364 | -1839.24523863636 |
| 75 | 11771 | 15028.5379659091 | -3257.53796590909 |
| 76 | 11992 | 14868.2126022727 | -2876.21260227273 |
| 77 | 11993 | 16779.5376931818 | -4786.53769318182 |
| 78 | 14504 | 15871.6856931818 | -1367.68569318182 |
| 79 | 11727 | 13894.8633295455 | -2167.86332954546 |
| 80 | 11477 | 12652.6304204545 | -1175.63042045455 |
| 81 | 13578 | 15407.0519659091 | -1829.05196590909 |
| 82 | 11555 | 14730.5621477273 | -3175.56214772727 |
| 83 | 11846 | 13874.5185113636 | -2028.51851136364 |
| 84 | 11397 | 12058.3176022727 | -661.31760227273 |
| 85 | 10066 | 12031.8786590909 | -1965.87865909091 |
| 86 | 10269 | 12816.6182954545 | -2547.61829545454 |
| 87 | 14279 | 15105.9110227273 | -826.911022727272 |
| 88 | 13870 | 14945.5856590909 | -1075.58565909091 |
| 89 | 13695 | 16856.91075 | -3161.91075 |
| 90 | 14420 | 15949.05875 | -1529.05875 |
| 91 | 11424 | 13972.2363863636 | -2548.23638636364 |
| 92 | 9704 | 12730.0034772727 | -3026.00347727273 |
| 93 | 12464 | 15484.4250227273 | -3020.42502272727 |
| 94 | 14301 | 14807.9352045455 | -506.935204545452 |
| 95 | 13464 | 13951.8915681818 | -487.891568181817 |
| 96 | 9893 | 12135.6906590909 | -2242.69065909091 |
| 97 | 11572 | 12109.2517159091 | -537.251715909092 |
| 98 | 12380 | 12893.9913522727 | -513.991352272726 |
| 99 | 16692 | 15183.2840795455 | 1508.71592045455 |
| 100 | 16052 | 15022.9587159091 | 1029.04128409091 |
| 101 | 16459 | 16934.2838068182 | -475.28380681818 |
| 102 | 14761 | 16026.4318068182 | -1265.43180681818 |
| 103 | 13654 | 14049.6094431818 | -395.609443181818 |
| 104 | 13480 | 12807.3765340909 | 672.623465909092 |
| 105 | 18068 | 15561.7980795455 | 2506.20192045455 |
| 106 | 16560 | 14885.3082613636 | 1674.69173863637 |
| 107 | 14530 | 14029.264625 | 500.735375000003 |
| 108 | 10650 | 12213.0637159091 | -1563.06371590909 |
| 109 | 11651 | 12186.6247727273 | -535.624772727274 |
| 110 | 13735 | 12971.3644090909 | 763.635590909092 |
| 111 | 13360 | 15260.6571363636 | -1900.65713636364 |
| 112 | 17818 | 15100.3317727273 | 2717.66822727273 |
| 113 | 20613 | 17011.6568636364 | 3601.34313636364 |
| 114 | 16231 | 16103.8048636364 | 127.195136363638 |
| 115 | 13862 | 14126.9825 | -264.982499999999 |
| 116 | 12004 | 12884.7495909091 | -880.749590909091 |
| 117 | 17734 | 15639.1711363636 | 2094.82886363637 |
| 118 | 15034 | 14962.6813181818 | 71.3186818181851 |
| 119 | 12609 | 14106.6376818182 | -1497.63768181818 |
| 120 | 12320 | 12290.4367727273 | 29.5632272727255 |
| 121 | 10833 | 12263.9978295455 | -1430.99782954546 |
| 122 | 11350 | 13048.7374659091 | -1698.73746590909 |
| 123 | 13648 | 15338.0301931818 | -1690.03019318182 |
| 124 | 14890 | 15177.7048295455 | -287.704829545454 |
| 125 | 16325 | 17089.0299204545 | -764.029920454543 |
| 126 | 18045 | 16181.1779204545 | 1863.82207954546 |
| 127 | 15616 | 14204.3555568182 | 1411.64444318182 |
| 128 | 11926 | 12962.1226477273 | -1036.12264772727 |
| 129 | 16855 | 15716.5441931818 | 1138.45580681818 |
| 130 | 15083 | 15040.054375 | 42.9456250000042 |
| 131 | 12520 | 14184.0107386364 | -1664.01073863636 |
| 132 | 12355 | 12367.8098295455 | -12.8098295454563 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0446694702171001 | 0.0893389404342002 | 0.9553305297829 |
| 17 | 0.217795139174473 | 0.435590278348946 | 0.782204860825527 |
| 18 | 0.206948424615960 | 0.413896849231920 | 0.79305157538404 |
| 19 | 0.123002155567594 | 0.246004311135189 | 0.876997844432406 |
| 20 | 0.0713426550017686 | 0.142685310003537 | 0.928657344998231 |
| 21 | 0.0408406913809466 | 0.0816813827618932 | 0.959159308619053 |
| 22 | 0.0225191683580043 | 0.0450383367160085 | 0.977480831641996 |
| 23 | 0.0124562644601262 | 0.0249125289202524 | 0.987543735539874 |
| 24 | 0.00920881500578142 | 0.0184176300115628 | 0.990791184994219 |
| 25 | 0.989571375209978 | 0.0208572495800439 | 0.0104286247900220 |
| 26 | 0.99988700383339 | 0.000225992333219593 | 0.000112996166609796 |
| 27 | 0.999988354674786 | 2.32906504274421e-05 | 1.16453252137211e-05 |
| 28 | 0.999998132574066 | 3.73485186844505e-06 | 1.86742593422252e-06 |
| 29 | 0.999999574468331 | 8.51063337608523e-07 | 4.25531668804261e-07 |
| 30 | 0.999999914148836 | 1.71702327833412e-07 | 8.58511639167061e-08 |
| 31 | 0.999999985300168 | 2.93996636958791e-08 | 1.46998318479396e-08 |
| 32 | 0.999999998926972 | 2.14605675328575e-09 | 1.07302837664287e-09 |
| 33 | 0.99999999964541 | 7.09180906061965e-10 | 3.54590453030983e-10 |
| 34 | 0.999999999945367 | 1.09265111156789e-10 | 5.46325555783946e-11 |
| 35 | 0.999999999999762 | 4.7653891972433e-13 | 2.38269459862165e-13 |
| 36 | 1 | 1.91329174150928e-15 | 9.56645870754638e-16 |
| 37 | 1 | 7.8066204954338e-19 | 3.9033102477169e-19 |
| 38 | 1 | 3.69556328537189e-21 | 1.84778164268595e-21 |
| 39 | 1 | 9.86093781566029e-24 | 4.93046890783014e-24 |
| 40 | 1 | 4.36821141735872e-25 | 2.18410570867936e-25 |
| 41 | 1 | 1.05992621743059e-28 | 5.29963108715296e-29 |
| 42 | 1 | 1.30134624421135e-29 | 6.50673122105673e-30 |
| 43 | 1 | 3.13412898732319e-30 | 1.56706449366159e-30 |
| 44 | 1 | 8.66840979567252e-31 | 4.33420489783626e-31 |
| 45 | 1 | 1.06822080726673e-30 | 5.34110403633363e-31 |
| 46 | 1 | 1.05786641852041e-30 | 5.28933209260205e-31 |
| 47 | 1 | 8.13912135642193e-31 | 4.06956067821096e-31 |
| 48 | 1 | 4.52487437541523e-31 | 2.26243718770762e-31 |
| 49 | 1 | 1.01984837220099e-31 | 5.09924186100497e-32 |
| 50 | 1 | 6.0865066063739e-32 | 3.04325330318695e-32 |
| 51 | 1 | 2.80563036045276e-32 | 1.40281518022638e-32 |
| 52 | 1 | 5.37436586866497e-32 | 2.68718293433248e-32 |
| 53 | 1 | 5.04670452763168e-32 | 2.52335226381584e-32 |
| 54 | 1 | 1.02214817307039e-31 | 5.11074086535195e-32 |
| 55 | 1 | 8.05388788693352e-32 | 4.02694394346676e-32 |
| 56 | 1 | 1.63607705432227e-31 | 8.18038527161135e-32 |
| 57 | 1 | 6.50564532722289e-31 | 3.25282266361145e-31 |
| 58 | 1 | 1.96841100336608e-30 | 9.84205501683039e-31 |
| 59 | 1 | 4.96832028371087e-30 | 2.48416014185543e-30 |
| 60 | 1 | 1.31415574018369e-29 | 6.57077870091843e-30 |
| 61 | 1 | 3.99781116601239e-29 | 1.99890558300620e-29 |
| 62 | 1 | 1.12334424053747e-28 | 5.61672120268735e-29 |
| 63 | 1 | 3.18940627190774e-28 | 1.59470313595387e-28 |
| 64 | 1 | 1.18240212709421e-27 | 5.91201063547105e-28 |
| 65 | 1 | 3.31436246355277e-27 | 1.65718123177638e-27 |
| 66 | 1 | 1.56223291974110e-26 | 7.81116459870548e-27 |
| 67 | 1 | 6.87657093711081e-26 | 3.43828546855541e-26 |
| 68 | 1 | 1.13190559507520e-25 | 5.65952797537598e-26 |
| 69 | 1 | 3.63200832673205e-25 | 1.81600416336602e-25 |
| 70 | 1 | 1.51292993941597e-24 | 7.56464969707984e-25 |
| 71 | 1 | 4.54038756860062e-24 | 2.27019378430031e-24 |
| 72 | 1 | 1.73569558207494e-23 | 8.67847791037469e-24 |
| 73 | 1 | 7.46037915896143e-23 | 3.73018957948071e-23 |
| 74 | 1 | 3.27516659137081e-22 | 1.63758329568541e-22 |
| 75 | 1 | 1.25688207486982e-21 | 6.2844103743491e-22 |
| 76 | 1 | 3.24029247958044e-21 | 1.62014623979022e-21 |
| 77 | 1 | 2.47537819770185e-21 | 1.23768909885092e-21 |
| 78 | 1 | 1.29641431436841e-20 | 6.48207157184203e-21 |
| 79 | 1 | 6.29727439672095e-20 | 3.14863719836048e-20 |
| 80 | 1 | 2.54259644977851e-19 | 1.27129822488926e-19 |
| 81 | 1 | 1.02208179426063e-18 | 5.11040897130313e-19 |
| 82 | 1 | 2.08215305619356e-18 | 1.04107652809678e-18 |
| 83 | 1 | 1.02484472507311e-17 | 5.12422362536555e-18 |
| 84 | 1 | 3.73944531377065e-17 | 1.86972265688533e-17 |
| 85 | 1 | 1.80495537517788e-16 | 9.02477687588941e-17 |
| 86 | 1 | 7.0941935887671e-16 | 3.54709679438355e-16 |
| 87 | 0.999999999999998 | 3.15141190595537e-15 | 1.57570595297769e-15 |
| 88 | 0.999999999999994 | 1.18330028544004e-14 | 5.91650142720019e-15 |
| 89 | 0.999999999999993 | 1.32085544240374e-14 | 6.6042772120187e-15 |
| 90 | 0.999999999999974 | 5.24192599970922e-14 | 2.62096299985461e-14 |
| 91 | 0.999999999999943 | 1.14847958459624e-13 | 5.74239792298119e-14 |
| 92 | 0.999999999999876 | 2.47122402176736e-13 | 1.23561201088368e-13 |
| 93 | 0.99999999999999 | 1.90360410643387e-14 | 9.51802053216936e-15 |
| 94 | 0.999999999999964 | 7.25831813073968e-14 | 3.62915906536984e-14 |
| 95 | 0.9999999999998 | 4.00130313613739e-13 | 2.00065156806869e-13 |
| 96 | 0.999999999999583 | 8.3478179288123e-13 | 4.17390896440615e-13 |
| 97 | 0.999999999997718 | 4.56301685163247e-12 | 2.28150842581624e-12 |
| 98 | 0.999999999988383 | 2.32341676778831e-11 | 1.16170838389415e-11 |
| 99 | 0.99999999998565 | 2.87006607660736e-11 | 1.43503303830368e-11 |
| 100 | 0.999999999925504 | 1.48991945792713e-10 | 7.44959728963564e-11 |
| 101 | 0.999999999843074 | 3.13852264540182e-10 | 1.56926132270091e-10 |
| 102 | 0.999999999831731 | 3.36537443494355e-10 | 1.68268721747177e-10 |
| 103 | 0.999999999527287 | 9.45425183683165e-10 | 4.72712591841582e-10 |
| 104 | 0.999999997505618 | 4.98876375657457e-09 | 2.49438187828728e-09 |
| 105 | 0.999999986133296 | 2.77334073040907e-08 | 1.38667036520454e-08 |
| 106 | 0.999999932517554 | 1.34964892834633e-07 | 6.74824464173167e-08 |
| 107 | 0.999999748705998 | 5.02588004602093e-07 | 2.51294002301047e-07 |
| 108 | 0.999999517051373 | 9.6589725301962e-07 | 4.8294862650981e-07 |
| 109 | 0.999997387718965 | 5.22456206978607e-06 | 2.61228103489303e-06 |
| 110 | 0.999991301296299 | 1.73974074028618e-05 | 8.69870370143092e-06 |
| 111 | 0.999958301496567 | 8.33970068654296e-05 | 4.16985034327148e-05 |
| 112 | 0.999906803214395 | 0.000186393571209182 | 9.3196785604591e-05 |
| 113 | 0.999992312187483 | 1.53756250334749e-05 | 7.68781251673744e-06 |
| 114 | 0.99997845279414 | 4.30944117199411e-05 | 2.15472058599705e-05 |
| 115 | 0.999993622138568 | 1.27557228635836e-05 | 6.37786143179179e-06 |
| 116 | 0.999844893339378 | 0.000310213321244287 | 0.000155106660622144 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 91 | 0.900990099009901 | NOK |
| 5% type I error level | 95 | 0.94059405940594 | NOK |
| 10% type I error level | 97 | 0.96039603960396 | NOK |
