Multiple Linear Regression - Estimated Regression Equation |
Sterftes[t] = + 9560.57142857143 + 960.314153439157M1[t] -474.578042328042M2[t] -79.7202380952388M3[t] -813.362433862435M4[t] -1014.12962962963M5[t] -1276.39682539683M6[t] -1100.03902116402M7[t] -1335.68121693122M8[t] -1585.19841269841M9[t] -1011.21560846561M10[t] -970.857804232804M11[t] -4.23280423280425t + 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) | 9560.57142857143 | 164.960362 | 57.9568 | 0 | 0 |
M1 | 960.314153439157 | 203.617955 | 4.7163 | 1e-05 | 5e-06 |
M2 | -474.578042328042 | 203.500867 | -2.3321 | 0.02212 | 0.01106 |
M3 | -79.7202380952388 | 203.394873 | -0.3919 | 0.696101 | 0.348051 |
M4 | -813.362433862435 | 203.299989 | -4.0008 | 0.000136 | 6.8e-05 |
M5 | -1014.12962962963 | 203.216231 | -4.9904 | 3e-06 | 2e-06 |
M6 | -1276.39682539683 | 203.143613 | -6.2832 | 0 | 0 |
M7 | -1100.03902116402 | 203.082147 | -5.4167 | 1e-06 | 0 |
M8 | -1335.68121693122 | 203.031842 | -6.5787 | 0 | 0 |
M9 | -1585.19841269841 | 202.992708 | -7.8091 | 0 | 0 |
M10 | -1011.21560846561 | 202.96475 | -4.9822 | 3e-06 | 2e-06 |
M11 | -970.857804232804 | 202.947974 | -4.7838 | 7e-06 | 4e-06 |
t | -4.23280423280425 | 1.506629 | -2.8095 | 0.006187 | 0.003094 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.88076124618955 |
R-squared | 0.775740372789369 |
Adjusted R-squared | 0.743317294156507 |
F-TEST (value) | 23.9255618373981 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 83 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 405.884762262813 |
Sum Squared Residuals | 13673622.5396826 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12008 | 10516.6527777777 | 1491.34722222225 |
2 | 9169 | 9077.52777777778 | 91.4722222222215 |
3 | 8788 | 9468.15277777778 | -680.152777777779 |
4 | 8417 | 8730.27777777778 | -313.277777777776 |
5 | 8247 | 8525.27777777778 | -278.277777777776 |
6 | 8197 | 8258.77777777778 | -61.7777777777776 |
7 | 8236 | 8430.90277777778 | -194.902777777778 |
8 | 8253 | 8191.02777777778 | 61.9722222222178 |
9 | 7733 | 7937.27777777778 | -204.277777777777 |
10 | 8366 | 8507.02777777778 | -141.027777777779 |
11 | 8626 | 8543.15277777778 | 82.8472222222203 |
12 | 8863 | 9509.77777777778 | -646.777777777778 |
13 | 10102 | 10465.8591269841 | -363.859126984132 |
14 | 8463 | 9026.73412698413 | -563.734126984127 |
15 | 9114 | 9417.35912698413 | -303.359126984128 |
16 | 8563 | 8679.48412698413 | -116.484126984127 |
17 | 8872 | 8474.48412698413 | 397.515873015872 |
18 | 8301 | 8207.98412698413 | 93.0158730158723 |
19 | 8301 | 8380.10912698413 | -79.1091269841275 |
20 | 8278 | 8140.23412698413 | 137.765873015873 |
21 | 7736 | 7886.48412698413 | -150.484126984128 |
22 | 7973 | 8456.23412698413 | -483.234126984128 |
23 | 8268 | 8492.35912698413 | -224.359126984127 |
24 | 9476 | 9458.98412698413 | 17.0158730158728 |
25 | 11100 | 10415.0654761905 | 684.93452380952 |
26 | 8962 | 8975.94047619048 | -13.9404761904765 |
27 | 9173 | 9366.56547619048 | -193.565476190477 |
28 | 8738 | 8628.69047619048 | 109.309523809524 |
29 | 8459 | 8423.69047619048 | 35.3095238095232 |
30 | 8078 | 8157.19047619048 | -79.1904761904767 |
31 | 8411 | 8329.31547619048 | 81.6845238095236 |
32 | 8291 | 8089.44047619048 | 201.559523809524 |
33 | 7810 | 7835.69047619048 | -25.6904761904767 |
34 | 8616 | 8405.44047619048 | 210.559523809524 |
35 | 8312 | 8441.56547619048 | -129.565476190476 |
36 | 9692 | 9408.19047619048 | 283.809523809523 |
37 | 9911 | 10364.2718253968 | -453.271825396830 |
38 | 8915 | 8925.14682539683 | -10.1468253968256 |
39 | 9452 | 9315.77182539683 | 136.228174603174 |
40 | 9112 | 8577.89682539683 | 534.103174603175 |
41 | 8472 | 8372.89682539683 | 99.1031746031742 |
42 | 8230 | 8106.39682539683 | 123.603174603174 |
43 | 8384 | 8278.52182539683 | 105.478174603175 |
44 | 8625 | 8038.64682539683 | 586.353174603175 |
45 | 8221 | 7784.89682539683 | 436.103174603174 |
46 | 8649 | 8354.64682539683 | 294.353174603175 |
47 | 8625 | 8390.77182539683 | 234.228174603175 |
48 | 10443 | 9357.39682539683 | 1085.60317460317 |
49 | 10357 | 10313.4781746032 | 43.5218253968213 |
50 | 8586 | 8874.35317460317 | -288.353174603174 |
51 | 8892 | 9264.97817460317 | -372.978174603175 |
52 | 8329 | 8527.10317460317 | -198.103174603174 |
53 | 8101 | 8322.10317460317 | -221.103174603175 |
54 | 7922 | 8055.60317460317 | -133.603174603175 |
55 | 8120 | 8227.72817460317 | -107.728174603174 |
56 | 7838 | 7987.85317460317 | -149.853174603174 |
57 | 7735 | 7734.10317460317 | 0.896825396825363 |
58 | 8406 | 8303.85317460317 | 102.146825396826 |
59 | 8209 | 8339.97817460317 | -130.978174603174 |
60 | 9451 | 9306.60317460317 | 144.396825396826 |
61 | 10041 | 10262.6845238095 | -221.684523809528 |
62 | 9411 | 8823.55952380952 | 587.440476190477 |
63 | 10405 | 9214.18452380952 | 1190.81547619048 |
64 | 8467 | 8476.30952380952 | -9.30952380952334 |
65 | 8464 | 8271.30952380952 | 192.690476190476 |
66 | 8102 | 8004.80952380952 | 97.1904761904763 |
67 | 7627 | 8176.93452380952 | -549.934523809524 |
68 | 7513 | 7937.05952380952 | -424.059523809523 |
69 | 7510 | 7683.30952380952 | -173.309523809524 |
70 | 8291 | 8253.05952380952 | 37.9404761904766 |
71 | 8064 | 8289.18452380952 | -225.184523809523 |
72 | 9383 | 9255.80952380952 | 127.190476190477 |
73 | 9706 | 10211.8908730159 | -505.890873015876 |
74 | 8579 | 8772.76587301587 | -193.765873015872 |
75 | 9474 | 9163.39087301587 | 310.609126984127 |
76 | 8318 | 8425.51587301587 | -107.515873015872 |
77 | 8213 | 8220.51587301587 | -7.51587301587273 |
78 | 8059 | 7954.01587301587 | 104.984126984127 |
79 | 9111 | 8126.14087301587 | 984.859126984127 |
80 | 7708 | 7886.26587301587 | -178.265873015872 |
81 | 7680 | 7632.51587301587 | 47.4841269841275 |
82 | 8014 | 8202.26587301587 | -188.265873015872 |
83 | 8007 | 8238.39087301587 | -231.390873015872 |
84 | 8718 | 9205.01587301587 | -487.015873015872 |
85 | 9486 | 10161.0972222222 | -675.097222222226 |
86 | 9113 | 8721.97222222222 | 391.027777777779 |
87 | 9025 | 9112.59722222222 | -87.5972222222217 |
88 | 8476 | 8374.72222222222 | 101.277777777779 |
89 | 7952 | 8169.72222222222 | -217.722222222222 |
90 | 7759 | 7903.22222222222 | -144.222222222222 |
91 | 7835 | 8075.34722222222 | -240.347222222221 |
92 | 7600 | 7835.47222222222 | -235.472222222221 |
93 | 7651 | 7581.72222222222 | 69.2777777777785 |
94 | 8319 | 8151.47222222222 | 167.527777777779 |
95 | 8812 | 8187.59722222222 | 624.402777777779 |
96 | 8630 | 9154.22222222222 | -524.222222222221 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.987020014184727 | 0.0259599716305466 | 0.0129799858152733 |
17 | 0.99321547563839 | 0.0135690487232213 | 0.00678452436161064 |
18 | 0.987133351840869 | 0.0257332963182623 | 0.0128666481591311 |
19 | 0.976790272199246 | 0.0464194556015079 | 0.0232097278007540 |
20 | 0.959403009663849 | 0.0811939806723024 | 0.0405969903361512 |
21 | 0.935420204405438 | 0.129159591189124 | 0.0645797955945622 |
22 | 0.92014736539606 | 0.159705269207881 | 0.0798526346039403 |
23 | 0.888482589270835 | 0.223034821458331 | 0.111517410729165 |
24 | 0.900965565256397 | 0.198068869487206 | 0.0990344347436028 |
25 | 0.905826506576499 | 0.188346986847002 | 0.0941734934235012 |
26 | 0.875987751693859 | 0.248024496612283 | 0.124012248306141 |
27 | 0.860586032019696 | 0.278827935960607 | 0.139413967980304 |
28 | 0.822877782747452 | 0.354244434505096 | 0.177122217252548 |
29 | 0.76744976597903 | 0.465100468041939 | 0.232550234020969 |
30 | 0.712405518453048 | 0.575188963093904 | 0.287594481546952 |
31 | 0.650021708427616 | 0.699956583144768 | 0.349978291572384 |
32 | 0.578692651821352 | 0.842614696357295 | 0.421307348178648 |
33 | 0.512637385115893 | 0.974725229768214 | 0.487362614884107 |
34 | 0.484809984751659 | 0.969619969503317 | 0.515190015248341 |
35 | 0.432314713691071 | 0.864629427382142 | 0.567685286308929 |
36 | 0.417019103367106 | 0.834038206734211 | 0.582980896632894 |
37 | 0.65685873372577 | 0.68628253254846 | 0.34314126627423 |
38 | 0.60328301618002 | 0.793433967639959 | 0.396716983819979 |
39 | 0.589288509767419 | 0.821422980465162 | 0.410711490232581 |
40 | 0.597795147391631 | 0.804409705216738 | 0.402204852608369 |
41 | 0.530189959504277 | 0.939620080991446 | 0.469810040495723 |
42 | 0.460879826955329 | 0.921759653910658 | 0.539120173044671 |
43 | 0.39418047575621 | 0.78836095151242 | 0.60581952424379 |
44 | 0.410858857266978 | 0.821717714533956 | 0.589141142733022 |
45 | 0.389749072926806 | 0.779498145853612 | 0.610250927073194 |
46 | 0.340058992320475 | 0.68011798464095 | 0.659941007679525 |
47 | 0.284727539765528 | 0.569455079531056 | 0.715272460234472 |
48 | 0.627713892307093 | 0.744572215385813 | 0.372286107692907 |
49 | 0.664938271041287 | 0.670123457917427 | 0.335061728958713 |
50 | 0.67560242255838 | 0.648795154883241 | 0.324397577441620 |
51 | 0.761957337323929 | 0.476085325352141 | 0.238042662676070 |
52 | 0.741421111660335 | 0.517157776679329 | 0.258578888339665 |
53 | 0.722945628407211 | 0.554108743185578 | 0.277054371592789 |
54 | 0.684436115801243 | 0.631127768397514 | 0.315563884198757 |
55 | 0.642058690125702 | 0.715882619748596 | 0.357941309874298 |
56 | 0.609483576280738 | 0.781032847438523 | 0.390516423719262 |
57 | 0.543681355337259 | 0.912637289325482 | 0.456318644662741 |
58 | 0.473049106543627 | 0.946098213087254 | 0.526950893456373 |
59 | 0.431582080451853 | 0.863164160903707 | 0.568417919548146 |
60 | 0.384256763377738 | 0.768513526755476 | 0.615743236622262 |
61 | 0.375022519268556 | 0.750045038537113 | 0.624977480731444 |
62 | 0.397144660165167 | 0.794289320330334 | 0.602855339834833 |
63 | 0.766305573884782 | 0.467388852230436 | 0.233694426115218 |
64 | 0.705251327541582 | 0.589497344916836 | 0.294748672458418 |
65 | 0.66576819284512 | 0.66846361430976 | 0.33423180715488 |
66 | 0.600433695029815 | 0.799132609940369 | 0.399566304970185 |
67 | 0.754278381359604 | 0.491443237280791 | 0.245721618640396 |
68 | 0.731138334731414 | 0.537723330537172 | 0.268861665268586 |
69 | 0.681162108107321 | 0.637675783785357 | 0.318837891892679 |
70 | 0.597936968161564 | 0.804126063676873 | 0.402063031838436 |
71 | 0.601724304488221 | 0.796551391023558 | 0.398275695511779 |
72 | 0.604565079524641 | 0.790869840950717 | 0.395434920475359 |
73 | 0.553495076281219 | 0.893009847437563 | 0.446504923718781 |
74 | 0.561280155085894 | 0.877439689828213 | 0.438719844914106 |
75 | 0.492924162609486 | 0.985848325218971 | 0.507075837390514 |
76 | 0.40191489946465 | 0.8038297989293 | 0.59808510053535 |
77 | 0.298253434051579 | 0.596506868103159 | 0.70174656594842 |
78 | 0.208321261470897 | 0.416642522941794 | 0.791678738529103 |
79 | 0.778663567912514 | 0.442672864174971 | 0.221336432087486 |
80 | 0.688651789357795 | 0.622696421284409 | 0.311348210642205 |
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 | 0.0615384615384615 | NOK |
10% type I error level | 5 | 0.0769230769230769 | OK |