| Multiple Linear Regression - Estimated Regression Equation |
| Sterftes[t] = + 9484.31288744492 + 8.56703263873167Dummy1[t] -4.01529240421240D1_D2[t] + 984.790891776835M1[t] -452.326462021062M2[t] -59.6938158189554M3[t] -795.561169616849M4[t] -998.553523414743M5[t] -1263.04587721264M6[t] -1088.91323101053M7[t] -1326.78058480842M8[t] -1578.52293860632M9[t] -1006.76529240421M10[t] -968.632646202106M11[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) | 9484.31288744492 | 146.492645 | 64.7426 | 0 | 0 |
| Dummy1 | 8.56703263873167 | 315.123238 | 0.0272 | 0.978377 | 0.489189 |
| D1_D2 | -4.01529240421240 | 4.200461 | -0.9559 | 0.341924 | 0.170962 |
| M1 | 984.790891776835 | 199.764933 | 4.9297 | 4e-06 | 2e-06 |
| M2 | -452.326462021062 | 199.53295 | -2.2669 | 0.026027 | 0.013014 |
| M3 | -59.6938158189554 | 199.322828 | -0.2995 | 0.765329 | 0.382665 |
| M4 | -795.561169616849 | 199.134636 | -3.9951 | 0.00014 | 7e-05 |
| M5 | -998.553523414743 | 198.968437 | -5.0187 | 3e-06 | 1e-06 |
| M6 | -1263.04587721264 | 198.824285 | -6.3526 | 0 | 0 |
| M7 | -1088.91323101053 | 198.702229 | -5.4801 | 0 | 0 |
| M8 | -1326.78058480842 | 198.602308 | -6.6806 | 0 | 0 |
| M9 | -1578.52293860632 | 198.524558 | -7.9513 | 0 | 0 |
| M10 | -1006.76529240421 | 198.469003 | -5.0727 | 2e-06 | 1e-06 |
| M11 | -968.632646202106 | 198.435663 | -4.8813 | 5e-06 | 3e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.887804582769805 |
| R-squared | 0.788196977187067 |
| Adjusted R-squared | 0.754618449180139 |
| F-TEST (value) | 23.4732438844382 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 82 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 396.849096941053 |
| Sum Squared Residuals | 12914114.8709202 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 12008 | 10469.1037792217 | 1538.89622077827 |
| 2 | 9169 | 9031.98642542385 | 137.013574576145 |
| 3 | 8788 | 9424.61907162596 | -636.619071625962 |
| 4 | 8417 | 8688.75171782807 | -271.751717828069 |
| 5 | 8247 | 8485.75936403017 | -238.759364030174 |
| 6 | 8197 | 8221.26701023228 | -24.2670102322804 |
| 7 | 8236 | 8395.39965643439 | -159.399656434387 |
| 8 | 8253 | 8157.5323026365 | 95.4676973635074 |
| 9 | 7733 | 7905.7899488386 | -172.789948838599 |
| 10 | 8366 | 8477.5475950407 | -111.547595040705 |
| 11 | 8626 | 8515.68024124281 | 110.319758757189 |
| 12 | 8863 | 9484.31288744492 | -621.312887444917 |
| 13 | 10102 | 10469.1037792218 | -367.103779221751 |
| 14 | 8463 | 9031.98642542386 | -568.986425423856 |
| 15 | 9114 | 9424.61907162596 | -310.619071625962 |
| 16 | 8563 | 8688.75171782807 | -125.751717828068 |
| 17 | 8872 | 8485.75936403017 | 386.240635969826 |
| 18 | 8301 | 8221.26701023228 | 79.7329897677194 |
| 19 | 8301 | 8395.39965643439 | -94.3996564343863 |
| 20 | 8278 | 8157.5323026365 | 120.467697363507 |
| 21 | 7736 | 7905.7899488386 | -169.789948838599 |
| 22 | 7973 | 8477.5475950407 | -504.547595040705 |
| 23 | 8268 | 8515.68024124281 | -247.680241242812 |
| 24 | 9476 | 9484.31288744492 | -8.3128874449172 |
| 25 | 11100 | 10469.1037792218 | 630.896220778248 |
| 26 | 8962 | 9031.98642542386 | -69.9864254238556 |
| 27 | 9173 | 9424.61907162596 | -251.619071625962 |
| 28 | 8738 | 8688.75171782807 | 49.2482821719321 |
| 29 | 8459 | 8485.75936403017 | -26.7593640301742 |
| 30 | 8078 | 8221.26701023228 | -143.267010232280 |
| 31 | 8411 | 8395.39965643439 | 15.6003435656137 |
| 32 | 8291 | 8157.5323026365 | 133.467697363507 |
| 33 | 7810 | 7905.7899488386 | -95.7899488385991 |
| 34 | 8616 | 8477.5475950407 | 138.452404959295 |
| 35 | 8312 | 8515.68024124281 | -203.680241242812 |
| 36 | 9692 | 9484.31288744492 | 207.687112555083 |
| 37 | 9911 | 10469.1037792218 | -558.103779221752 |
| 38 | 8915 | 9031.98642542386 | -116.986425423856 |
| 39 | 9452 | 9424.61907162596 | 27.3809283740382 |
| 40 | 9112 | 8688.75171782807 | 423.248282171932 |
| 41 | 8472 | 8485.75936403017 | -13.7593640301742 |
| 42 | 8230 | 8221.26701023228 | 8.73298976771944 |
| 43 | 8384 | 8395.39965643439 | -11.3996564343863 |
| 44 | 8625 | 8157.5323026365 | 467.467697363507 |
| 45 | 8221 | 7905.7899488386 | 315.210051161401 |
| 46 | 8649 | 8477.5475950407 | 171.452404959295 |
| 47 | 8625 | 8515.68024124281 | 109.319758757189 |
| 48 | 10443 | 9484.31288744492 | 958.687112555083 |
| 49 | 10357 | 10280.9214840541 | 76.0785159459237 |
| 50 | 8586 | 8839.78883785197 | -253.788837851968 |
| 51 | 8892 | 9228.40619164986 | -336.406191649861 |
| 52 | 8329 | 8488.52354544776 | -159.523545447755 |
| 53 | 8101 | 8281.51589924565 | -180.515899245649 |
| 54 | 7922 | 8013.00825304354 | -91.0082530435424 |
| 55 | 8120 | 8183.12560684144 | -63.1256068414367 |
| 56 | 7838 | 7941.24296063933 | -103.24296063933 |
| 57 | 7735 | 7685.48531443722 | 49.5146855627757 |
| 58 | 8406 | 8253.22766823512 | 152.772331764882 |
| 59 | 8209 | 8287.34502203301 | -78.3450220330117 |
| 60 | 9451 | 9251.9623758309 | 199.037624169095 |
| 61 | 10041 | 10232.7379752035 | -191.737975203528 |
| 62 | 9411 | 8791.60532900142 | 619.394670998581 |
| 63 | 10405 | 9180.22268279931 | 1224.77731720069 |
| 64 | 8467 | 8440.3400365972 | 26.6599634027937 |
| 65 | 8464 | 8233.3323903951 | 230.6676096049 |
| 66 | 8102 | 7964.824744193 | 137.175255807006 |
| 67 | 7627 | 8134.94209799089 | -507.942097990888 |
| 68 | 7513 | 7893.05945178878 | -380.059451788782 |
| 69 | 7510 | 7637.30180558668 | -127.301805586675 |
| 70 | 8291 | 8205.04415938457 | 85.9558406154309 |
| 71 | 8064 | 8239.16151318246 | -175.161513182463 |
| 72 | 9383 | 9203.77886698036 | 179.221133019644 |
| 73 | 9706 | 10184.5544663530 | -478.554466352979 |
| 74 | 8579 | 8743.42182015087 | -164.42182015087 |
| 75 | 9474 | 9132.03917394876 | 341.960826051236 |
| 76 | 8318 | 8392.15652774666 | -74.1565277466577 |
| 77 | 8213 | 8185.14888154455 | 27.8511184554486 |
| 78 | 8059 | 7916.64123534244 | 142.358764657555 |
| 79 | 9111 | 8086.75858914034 | 1024.24141085966 |
| 80 | 7708 | 7844.87594293823 | -136.875942938233 |
| 81 | 7680 | 7589.11829673613 | 90.8817032638736 |
| 82 | 8014 | 8156.86065053402 | -142.860650534020 |
| 83 | 8007 | 8190.97800433191 | -183.978004331914 |
| 84 | 8718 | 9155.5953581298 | -437.595358129808 |
| 85 | 9486 | 10136.3709575024 | -650.37095750243 |
| 86 | 9113 | 8695.23831130032 | 417.761688699679 |
| 87 | 9025 | 9083.85566509822 | -58.8556650982152 |
| 88 | 8476 | 8343.97301889611 | 132.026981103891 |
| 89 | 7952 | 8136.965372694 | -184.965372694003 |
| 90 | 7759 | 7868.4577264919 | -109.457726491897 |
| 91 | 7835 | 8038.57508028979 | -203.575080289790 |
| 92 | 7600 | 7796.69243408768 | -196.692434087684 |
| 93 | 7651 | 7540.93478788558 | 110.065212114422 |
| 94 | 8319 | 8108.67714168347 | 210.322858316528 |
| 95 | 8812 | 8142.79449548137 | 669.205504518635 |
| 96 | 8630 | 9107.41184927926 | -477.411849279259 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.998993830915993 | 0.00201233816801482 | 0.00100616908400741 |
| 18 | 0.99719335548807 | 0.00561328902385856 | 0.00280664451192928 |
| 19 | 0.99340656158832 | 0.0131868768233608 | 0.00659343841168039 |
| 20 | 0.986168659602186 | 0.0276626807956288 | 0.0138313403978144 |
| 21 | 0.974462391616407 | 0.051075216767187 | 0.0255376083835935 |
| 22 | 0.96931685819292 | 0.0613662836141594 | 0.0306831418070797 |
| 23 | 0.956769938747765 | 0.0864601225044703 | 0.0432300612522352 |
| 24 | 0.951515031349998 | 0.096969937300003 | 0.0484849686500015 |
| 25 | 0.953272816784932 | 0.093454366430136 | 0.046727183215068 |
| 26 | 0.931163864314837 | 0.137672271370327 | 0.0688361356851633 |
| 27 | 0.918127377432981 | 0.163745245134037 | 0.0818726225670185 |
| 28 | 0.88946883898596 | 0.221062322028079 | 0.110531161014039 |
| 29 | 0.847595970107357 | 0.304808059785287 | 0.152404029892643 |
| 30 | 0.805282418440049 | 0.389435163119903 | 0.194717581559951 |
| 31 | 0.751344805284087 | 0.497310389431825 | 0.248655194715913 |
| 32 | 0.686926662915767 | 0.626146674168466 | 0.313073337084233 |
| 33 | 0.626257859219651 | 0.747484281560697 | 0.373742140780349 |
| 34 | 0.600478696223216 | 0.799042607553568 | 0.399521303776784 |
| 35 | 0.550665192799582 | 0.898669614400835 | 0.449334807200418 |
| 36 | 0.540825366681982 | 0.918349266636036 | 0.459174633318018 |
| 37 | 0.773244021362584 | 0.453511957274832 | 0.226755978637416 |
| 38 | 0.743016289995157 | 0.513967420009686 | 0.256983710004843 |
| 39 | 0.7480645998465 | 0.503870800307001 | 0.251935400153501 |
| 40 | 0.739927223176472 | 0.520145553647057 | 0.260072776823529 |
| 41 | 0.690062354304001 | 0.619875291391998 | 0.309937645695999 |
| 42 | 0.642799861012467 | 0.714400277975065 | 0.357200138987533 |
| 43 | 0.611258746335797 | 0.777482507328407 | 0.388741253664203 |
| 44 | 0.577148064213883 | 0.845703871572233 | 0.422851935786117 |
| 45 | 0.549373811478416 | 0.901252377043167 | 0.450626188521584 |
| 46 | 0.525798462399951 | 0.948403075200098 | 0.474201537600049 |
| 47 | 0.56324758455762 | 0.87350483088476 | 0.43675241544238 |
| 48 | 0.684313557443708 | 0.631372885112584 | 0.315686442556292 |
| 49 | 0.668193551681114 | 0.663612896637773 | 0.331806448318886 |
| 50 | 0.652655685536589 | 0.694688628926822 | 0.347344314463411 |
| 51 | 0.725506548622965 | 0.548986902754071 | 0.274493451377035 |
| 52 | 0.678369766286758 | 0.643260467426483 | 0.321630233713242 |
| 53 | 0.629979039112496 | 0.740041921775009 | 0.370020960887504 |
| 54 | 0.574431836616395 | 0.85113632676721 | 0.425568163383605 |
| 55 | 0.521805785377166 | 0.956388429245668 | 0.478194214622834 |
| 56 | 0.457653217496842 | 0.915306434993685 | 0.542346782503158 |
| 57 | 0.394391228923474 | 0.788782457846947 | 0.605608771076526 |
| 58 | 0.334158544215190 | 0.668317088430379 | 0.66584145578481 |
| 59 | 0.291775093524355 | 0.583550187048711 | 0.708224906475645 |
| 60 | 0.249050052817826 | 0.498100105635652 | 0.750949947182174 |
| 61 | 0.233289750143618 | 0.466579500287236 | 0.766710249856382 |
| 62 | 0.265105654785672 | 0.530211309571345 | 0.734894345214328 |
| 63 | 0.60879871409516 | 0.78240257180968 | 0.39120128590484 |
| 64 | 0.555845003031934 | 0.888309993936133 | 0.444154996968066 |
| 65 | 0.516125623846188 | 0.967748752307624 | 0.483874376153812 |
| 66 | 0.453789152362177 | 0.907578304724354 | 0.546210847637823 |
| 67 | 0.647706673646847 | 0.704586652706306 | 0.352293326353153 |
| 68 | 0.62864557801836 | 0.74270884396328 | 0.37135442198164 |
| 69 | 0.570767626140758 | 0.858464747718484 | 0.429232373859242 |
| 70 | 0.480163713926966 | 0.960327427853931 | 0.519836286073034 |
| 71 | 0.480379389662131 | 0.960758779324262 | 0.519620610337869 |
| 72 | 0.479444955945455 | 0.95888991189091 | 0.520555044054545 |
| 73 | 0.423117867810526 | 0.846235735621053 | 0.576882132189474 |
| 74 | 0.424745736558214 | 0.849491473116429 | 0.575254263441786 |
| 75 | 0.357895405002934 | 0.715790810005869 | 0.642104594997066 |
| 76 | 0.270774330568946 | 0.541548661137892 | 0.729225669431054 |
| 77 | 0.181650194567191 | 0.363300389134381 | 0.81834980543281 |
| 78 | 0.112618841078803 | 0.225237682157606 | 0.887381158921197 |
| 79 | 0.607496316271949 | 0.785007367456103 | 0.392503683728051 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 2 | 0.0317460317460317 | NOK |
| 5% type I error level | 4 | 0.0634920634920635 | NOK |
| 10% type I error level | 9 | 0.142857142857143 | NOK |
