| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 2563937.55483184 + 0.87548284030003X[t] -1626909.38512229M1[t] -36997.8580407108M2[t] -213108.916594054M3[t] -692140.797373351M4[t] -1569112.80964333M5[t] -1281363.69594057M6[t] -536563.73776368M7[t] -394936.994381191M8[t] -692625.977911235M9[t] -418327.260387958M10[t] + 36178.4923909261M11[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) | 2563937.55483184 | 738771.406353 | 3.4705 | 0.001124 | 0.000562 |
| X | 0.87548284030003 | 0.041091 | 21.306 | 0 | 0 |
| M1 | -1626909.38512229 | 356911.097022 | -4.5583 | 3.7e-05 | 1.8e-05 |
| M2 | -36997.8580407108 | 355349.001374 | -0.1041 | 0.91752 | 0.45876 |
| M3 | -213108.916594054 | 356664.866431 | -0.5975 | 0.553039 | 0.276519 |
| M4 | -692140.797373351 | 354730.075748 | -1.9512 | 0.057011 | 0.028506 |
| M5 | -1569112.80964333 | 353473.634092 | -4.4391 | 5.4e-05 | 2.7e-05 |
| M6 | -1281363.69594057 | 353572.455378 | -3.624 | 0.00071 | 0.000355 |
| M7 | -536563.73776368 | 353735.540929 | -1.5168 | 0.136002 | 0.068001 |
| M8 | -394936.994381191 | 360762.429133 | -1.0947 | 0.279214 | 0.139607 |
| M9 | -692625.977911235 | 353791.414673 | -1.9577 | 0.056214 | 0.028107 |
| M10 | -418327.260387958 | 353812.283514 | -1.1823 | 0.243017 | 0.121509 |
| M11 | 36178.4923909261 | 359053.804905 | 0.1008 | 0.920169 | 0.460085 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.968053822102862 |
| R-squared | 0.93712820248796 |
| Adjusted R-squared | 0.921075828655098 |
| F-TEST (value) | 58.3794155459752 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 558881.641490906 |
| Sum Squared Residuals | 14680388392191.8 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 13768040.14 | 13834464.8494045 | -66424.7094044972 |
| 2 | 17487530.67 | 16947507.49708 | 540023.17292 |
| 3 | 16198106.13 | 15670403.5152001 | 527702.614799876 |
| 4 | 17535166.38 | 17313026.7738824 | 222139.606117558 |
| 5 | 16571771.6 | 16729340.1386049 | -157568.538604919 |
| 6 | 16198892.67 | 16074938.1485836 | 123954.521416399 |
| 7 | 16554237.93 | 16646147.7106241 | -91909.7806241096 |
| 8 | 19554176.37 | 19408640.5286141 | 145535.841385858 |
| 9 | 15903762.33 | 15818366.7175004 | 85395.6124995842 |
| 10 | 18003781.65 | 17418072.2405576 | 585709.409442432 |
| 11 | 18329610.38 | 18095610.6612860 | 233999.718714040 |
| 12 | 16260733.42 | 15862344.0096310 | 398389.410369032 |
| 13 | 14851949.2 | 14658227.9981144 | 193721.201885555 |
| 14 | 18174068.44 | 17568430.2891657 | 605638.150834313 |
| 15 | 18406552.23 | 17816139.7294412 | 590412.500558827 |
| 16 | 18466459.42 | 17510446.0357016 | 956013.384298375 |
| 17 | 16016524.6 | 15144631.3196005 | 871893.280399501 |
| 18 | 17428458.32 | 16571681.2201703 | 856777.099829678 |
| 19 | 17167191.42 | 16711070.2174905 | 456121.20250955 |
| 20 | 19629987.6 | 18896729.9181803 | 733257.681819725 |
| 21 | 17183629.01 | 16510535.2700600 | 673093.739940038 |
| 22 | 18344657.85 | 18045488.6552115 | 299169.194788506 |
| 23 | 19301440.71 | 18805251.9427853 | 496188.767214697 |
| 24 | 18147463.68 | 18149929.1579246 | -2465.47792462261 |
| 25 | 16192909.22 | 15303587.5473931 | 889321.67260691 |
| 26 | 18374420.6 | 18257389.5317486 | 117031.068251425 |
| 27 | 20515191.95 | 20111400.8136144 | 403791.136385585 |
| 28 | 18957217.2 | 18976350.8527366 | -19133.6527365521 |
| 29 | 16471529.53 | 16772679.8572797 | -301150.327279737 |
| 30 | 18746813.27 | 18962352.0653315 | -215538.795331496 |
| 31 | 19009453.59 | 18704968.7725156 | 304484.817484395 |
| 32 | 19211178.55 | 19892906.3500833 | -681727.800083336 |
| 33 | 20547653.75 | 20670819.2126168 | -123165.462616793 |
| 34 | 19325754.03 | 19369512.2941608 | -43758.2641608061 |
| 35 | 20605542.58 | 21031811.4984120 | -426268.918412049 |
| 36 | 20056915.06 | 20213216.2241262 | -156301.164126229 |
| 37 | 16141449.72 | 16873992.3863144 | -732542.666314381 |
| 38 | 20359793.22 | 21165500.9309302 | -805707.710930232 |
| 39 | 19711553.27 | 20238987.9395923 | -527434.66959231 |
| 40 | 15638580.7 | 16912937.8308187 | -1274357.13081872 |
| 41 | 14384486 | 14842149.7570408 | -457663.757040767 |
| 42 | 13855616.12 | 14477693.4221113 | -622077.302111349 |
| 43 | 14308336.46 | 14740365.7330503 | -432029.273050255 |
| 44 | 15290621.44 | 15886756.7996708 | -596135.359670817 |
| 45 | 14423755.53 | 14431762.4269988 | -8006.89699876563 |
| 46 | 13779681.49 | 14298194.7183241 | -518513.228324083 |
| 47 | 15686348.94 | 16140284.3568643 | -453935.416864285 |
| 48 | 14733828.17 | 15029266.1524868 | -295437.982486823 |
| 49 | 12522497.94 | 12806573.4387736 | -284075.498773586 |
| 50 | 16189383.57 | 16646368.2510755 | -456984.681075505 |
| 51 | 16059123.25 | 17053594.8321520 | -994471.582151978 |
| 52 | 16007123.26 | 15891785.4668607 | 115337.793139335 |
| 53 | 15806842.33 | 15762352.9874741 | 44489.3425259217 |
| 54 | 15159951.13 | 15303066.6538032 | -143115.523803232 |
| 55 | 15692144.17 | 15928811.1363196 | -236666.966319581 |
| 56 | 18908869.11 | 18509799.4734514 | 399069.63654857 |
| 57 | 16969881.42 | 17597198.4128241 | -627316.992824064 |
| 58 | 16997477.78 | 17320084.8917461 | -322607.111746049 |
| 59 | 19858875.65 | 19708859.8006524 | 150015.849347598 |
| 60 | 17681170.13 | 17625354.9158314 | 55815.2141686426 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.167445256231528 | 0.334890512463055 | 0.832554743768472 |
| 17 | 0.354910823516949 | 0.709821647033898 | 0.645089176483051 |
| 18 | 0.421978537395240 | 0.843957074790481 | 0.57802146260476 |
| 19 | 0.371440355031618 | 0.742880710063235 | 0.628559644968382 |
| 20 | 0.364225006490683 | 0.728450012981366 | 0.635774993509317 |
| 21 | 0.396041784641198 | 0.792083569282397 | 0.603958215358802 |
| 22 | 0.319273614351437 | 0.638547228702874 | 0.680726385648563 |
| 23 | 0.279328717770798 | 0.558657435541596 | 0.720671282229202 |
| 24 | 0.201582889829833 | 0.403165779659667 | 0.798417110170167 |
| 25 | 0.444687314478979 | 0.889374628957957 | 0.555312685521022 |
| 26 | 0.453601499656558 | 0.907202999313116 | 0.546398500343442 |
| 27 | 0.531528449224756 | 0.936943101550488 | 0.468471550775244 |
| 28 | 0.529056286034573 | 0.941887427930855 | 0.470943713965427 |
| 29 | 0.502896017619224 | 0.994207964761552 | 0.497103982380776 |
| 30 | 0.436249938172412 | 0.872499876344824 | 0.563750061827588 |
| 31 | 0.425285592796258 | 0.850571185592515 | 0.574714407203742 |
| 32 | 0.577384018812844 | 0.845231962374313 | 0.422615981187156 |
| 33 | 0.480365913408043 | 0.960731826816086 | 0.519634086591957 |
| 34 | 0.414343214885843 | 0.828686429771687 | 0.585656785114157 |
| 35 | 0.360260339616586 | 0.720520679233172 | 0.639739660383414 |
| 36 | 0.271640470349725 | 0.543280940699449 | 0.728359529650275 |
| 37 | 0.293207328898501 | 0.586414657797002 | 0.706792671101499 |
| 38 | 0.302930568612554 | 0.605861137225108 | 0.697069431387446 |
| 39 | 0.24578570415117 | 0.49157140830234 | 0.75421429584883 |
| 40 | 0.840144562703691 | 0.319710874592618 | 0.159855437296309 |
| 41 | 0.807676830767938 | 0.384646338464124 | 0.192323169232062 |
| 42 | 0.7899110416715 | 0.420177916657 | 0.2100889583285 |
| 43 | 0.686888905335747 | 0.626222189328506 | 0.313111094664253 |
| 44 | 0.748835945544277 | 0.502328108911446 | 0.251164054455723 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
