| Multiple Linear Regression - Estimated Regression Equation |
| Sterftes[t] = + 9560.57142857143 + 960.314153439156M1[t] -474.578042328042M2[t] -79.720238095238M3[t] -813.362433862434M4[t] -1014.12962962963M5[t] -1276.39682539682M6[t] -1100.03902116402M7[t] -1335.68121693122M8[t] -1585.19841269841M9[t] -1011.21560846561M10[t] -970.857804232804M11[t] -4.23280423280424t + 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 | 960.314153439156 | 203.617955 | 4.7163 | 1e-05 | 5e-06 |
| M2 | -474.578042328042 | 203.500867 | -2.3321 | 0.02212 | 0.01106 |
| M3 | -79.720238095238 | 203.394873 | -0.3919 | 0.696101 | 0.348051 |
| M4 | -813.362433862434 | 203.299989 | -4.0008 | 0.000136 | 6.8e-05 |
| M5 | -1014.12962962963 | 203.216231 | -4.9904 | 3e-06 | 2e-06 |
| M6 | -1276.39682539682 | 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 | -4.23280423280424 | 1.506629 | -2.8095 | 0.006187 | 0.003094 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.88076124618955 |
| R-squared | 0.77574037278937 |
| Adjusted R-squared | 0.743317294156507 |
| F-TEST (value) | 23.9255618373982 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 83 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 405.884762262812 |
| Sum Squared Residuals | 13673622.5396826 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 12008 | 10516.6527777778 | 1491.34722222224 |
| 2 | 9169 | 9077.52777777778 | 91.4722222222211 |
| 3 | 8788 | 9468.15277777778 | -680.152777777779 |
| 4 | 8417 | 8730.27777777778 | -313.277777777778 |
| 5 | 8247 | 8525.27777777778 | -278.277777777778 |
| 6 | 8197 | 8258.77777777778 | -61.7777777777784 |
| 7 | 8236 | 8430.90277777778 | -194.902777777778 |
| 8 | 8253 | 8191.02777777778 | 61.9722222222228 |
| 9 | 7733 | 7937.27777777778 | -204.277777777778 |
| 10 | 8366 | 8507.02777777778 | -141.027777777778 |
| 11 | 8626 | 8543.15277777778 | 82.8472222222216 |
| 12 | 8863 | 9509.77777777778 | -646.777777777778 |
| 13 | 10102 | 10465.8591269841 | -363.85912698413 |
| 14 | 8463 | 9026.73412698413 | -563.734126984127 |
| 15 | 9114 | 9417.35912698413 | -303.359126984127 |
| 16 | 8563 | 8679.48412698413 | -116.484126984127 |
| 17 | 8872 | 8474.48412698413 | 397.515873015873 |
| 18 | 8301 | 8207.98412698413 | 93.0158730158728 |
| 19 | 8301 | 8380.10912698413 | -79.1091269841272 |
| 20 | 8278 | 8140.23412698413 | 137.765873015873 |
| 21 | 7736 | 7886.48412698413 | -150.484126984127 |
| 22 | 7973 | 8456.23412698413 | -483.234126984127 |
| 23 | 8268 | 8492.35912698413 | -224.359126984127 |
| 24 | 9476 | 9458.98412698413 | 17.0158730158734 |
| 25 | 11100 | 10415.0654761905 | 684.934523809521 |
| 26 | 8962 | 8975.94047619048 | -13.9404761904762 |
| 27 | 9173 | 9366.56547619048 | -193.565476190476 |
| 28 | 8738 | 8628.69047619048 | 109.309523809524 |
| 29 | 8459 | 8423.69047619048 | 35.3095238095236 |
| 30 | 8078 | 8157.19047619048 | -79.1904761904763 |
| 31 | 8411 | 8329.31547619048 | 81.6845238095237 |
| 32 | 8291 | 8089.44047619048 | 201.559523809523 |
| 33 | 7810 | 7835.69047619048 | -25.6904761904763 |
| 34 | 8616 | 8405.44047619048 | 210.559523809524 |
| 35 | 8312 | 8441.56547619048 | -129.565476190476 |
| 36 | 9692 | 9408.19047619048 | 283.809523809524 |
| 37 | 9911 | 10364.2718253968 | -453.271825396828 |
| 38 | 8915 | 8925.14682539683 | -10.1468253968253 |
| 39 | 9452 | 9315.77182539683 | 136.228174603175 |
| 40 | 9112 | 8577.89682539683 | 534.103174603174 |
| 41 | 8472 | 8372.89682539683 | 99.1031746031745 |
| 42 | 8230 | 8106.39682539683 | 123.603174603175 |
| 43 | 8384 | 8278.52182539683 | 105.478174603175 |
| 44 | 8625 | 8038.64682539683 | 586.353174603174 |
| 45 | 8221 | 7784.89682539683 | 436.103174603175 |
| 46 | 8649 | 8354.64682539683 | 294.353174603175 |
| 47 | 8625 | 8390.77182539683 | 234.228174603175 |
| 48 | 10443 | 9357.39682539683 | 1085.60317460318 |
| 49 | 10357 | 10313.4781746032 | 43.5218253968229 |
| 50 | 8586 | 8874.35317460317 | -288.353174603175 |
| 51 | 8892 | 9264.97817460317 | -372.978174603174 |
| 52 | 8329 | 8527.10317460317 | -198.103174603175 |
| 53 | 8101 | 8322.10317460317 | -221.103174603174 |
| 54 | 7922 | 8055.60317460317 | -133.603174603174 |
| 55 | 8120 | 8227.72817460317 | -107.728174603174 |
| 56 | 7838 | 7987.85317460317 | -149.853174603175 |
| 57 | 7735 | 7734.10317460317 | 0.896825396825444 |
| 58 | 8406 | 8303.85317460317 | 102.146825396825 |
| 59 | 8209 | 8339.97817460317 | -130.978174603174 |
| 60 | 9451 | 9306.60317460317 | 144.396825396826 |
| 61 | 10041 | 10262.6845238095 | -221.684523809526 |
| 62 | 9411 | 8823.55952380952 | 587.440476190476 |
| 63 | 10405 | 9214.18452380952 | 1190.81547619048 |
| 64 | 8467 | 8476.30952380952 | -9.3095238095236 |
| 65 | 8464 | 8271.30952380952 | 192.690476190476 |
| 66 | 8102 | 8004.80952380952 | 97.1904761904765 |
| 67 | 7627 | 8176.93452380952 | -549.934523809524 |
| 68 | 7513 | 7937.05952380952 | -424.059523809524 |
| 69 | 7510 | 7683.30952380952 | -173.309523809524 |
| 70 | 8291 | 8253.05952380952 | 37.9404761904763 |
| 71 | 8064 | 8289.18452380952 | -225.184523809524 |
| 72 | 9383 | 9255.80952380952 | 127.190476190477 |
| 73 | 9706 | 10211.8908730159 | -505.890873015875 |
| 74 | 8579 | 8772.76587301587 | -193.765873015873 |
| 75 | 9474 | 9163.39087301587 | 310.609126984127 |
| 76 | 8318 | 8425.51587301587 | -107.515873015873 |
| 77 | 8213 | 8220.51587301587 | -7.51587301587285 |
| 78 | 8059 | 7954.01587301587 | 104.984126984127 |
| 79 | 9111 | 8126.14087301587 | 984.859126984127 |
| 80 | 7708 | 7886.26587301587 | -178.265873015873 |
| 81 | 7680 | 7632.51587301587 | 47.4841269841272 |
| 82 | 8014 | 8202.26587301587 | -188.265873015873 |
| 83 | 8007 | 8238.39087301587 | -231.390873015873 |
| 84 | 8718 | 9205.01587301587 | -487.015873015873 |
| 85 | 9486 | 10161.0972222222 | -675.097222222224 |
| 86 | 9113 | 8721.97222222222 | 391.027777777778 |
| 87 | 9025 | 9112.59722222222 | -87.5972222222218 |
| 88 | 8476 | 8374.72222222222 | 101.277777777778 |
| 89 | 7952 | 8169.72222222222 | -217.722222222222 |
| 90 | 7759 | 7903.22222222222 | -144.222222222222 |
| 91 | 7835 | 8075.34722222222 | -240.347222222222 |
| 92 | 7600 | 7835.47222222222 | -235.472222222222 |
| 93 | 7651 | 7581.72222222222 | 69.2777777777781 |
| 94 | 8319 | 8151.47222222222 | 167.527777777778 |
| 95 | 8812 | 8187.59722222222 | 624.402777777778 |
| 96 | 8630 | 9154.22222222222 | -524.222222222222 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.987020014184727 | 0.0259599716305464 | 0.0129799858152732 |
| 17 | 0.99321547563839 | 0.0135690487232219 | 0.00678452436161094 |
| 18 | 0.98713335184087 | 0.0257332963182619 | 0.0128666481591310 |
| 19 | 0.976790272199247 | 0.0464194556015053 | 0.0232097278007527 |
| 20 | 0.959403009663849 | 0.0811939806723025 | 0.0405969903361513 |
| 21 | 0.935420204405438 | 0.129159591189124 | 0.0645797955945622 |
| 22 | 0.920147365396058 | 0.159705269207884 | 0.079852634603942 |
| 23 | 0.888482589270837 | 0.223034821458326 | 0.111517410729163 |
| 24 | 0.9009655652564 | 0.198068869487201 | 0.0990344347436005 |
| 25 | 0.9058265065765 | 0.188346986847001 | 0.0941734934235006 |
| 26 | 0.875987751693859 | 0.248024496612283 | 0.124012248306141 |
| 27 | 0.860586032019694 | 0.278827935960611 | 0.139413967980306 |
| 28 | 0.822877782747451 | 0.354244434505098 | 0.177122217252549 |
| 29 | 0.767449765979028 | 0.465100468041943 | 0.232550234020972 |
| 30 | 0.71240551845304 | 0.57518896309392 | 0.28759448154696 |
| 31 | 0.650021708427614 | 0.699956583144772 | 0.349978291572386 |
| 32 | 0.578692651821356 | 0.842614696357289 | 0.421307348178644 |
| 33 | 0.51263738511589 | 0.97472522976822 | 0.48736261488411 |
| 34 | 0.484809984751664 | 0.969619969503328 | 0.515190015248336 |
| 35 | 0.432314713691089 | 0.864629427382178 | 0.567685286308911 |
| 36 | 0.417019103367096 | 0.834038206734191 | 0.582980896632905 |
| 37 | 0.656858733725769 | 0.686282532548462 | 0.343141266274231 |
| 38 | 0.60328301618002 | 0.79343396763996 | 0.39671698381998 |
| 39 | 0.589288509767415 | 0.82142298046517 | 0.410711490232585 |
| 40 | 0.597795147391631 | 0.804409705216738 | 0.402204852608369 |
| 41 | 0.530189959504282 | 0.939620080991436 | 0.469810040495718 |
| 42 | 0.460879826955328 | 0.921759653910655 | 0.539120173044672 |
| 43 | 0.394180475756200 | 0.788360951512401 | 0.6058195242438 |
| 44 | 0.410858857266993 | 0.821717714533986 | 0.589141142733007 |
| 45 | 0.389749072926809 | 0.779498145853618 | 0.610250927073191 |
| 46 | 0.340058992320477 | 0.680117984640954 | 0.659941007679523 |
| 47 | 0.284727539765535 | 0.569455079531069 | 0.715272460234465 |
| 48 | 0.627713892307095 | 0.744572215385809 | 0.372286107692905 |
| 49 | 0.664938271041286 | 0.670123457917428 | 0.335061728958714 |
| 50 | 0.675602422558381 | 0.648795154883238 | 0.324397577441619 |
| 51 | 0.761957337323932 | 0.476085325352136 | 0.238042662676068 |
| 52 | 0.741421111660341 | 0.517157776679318 | 0.258578888339659 |
| 53 | 0.72294562840721 | 0.55410874318558 | 0.27705437159279 |
| 54 | 0.684436115801245 | 0.63112776839751 | 0.315563884198755 |
| 55 | 0.642058690125712 | 0.715882619748576 | 0.357941309874288 |
| 56 | 0.609483576280745 | 0.78103284743851 | 0.390516423719255 |
| 57 | 0.543681355337261 | 0.912637289325479 | 0.456318644662739 |
| 58 | 0.473049106543628 | 0.946098213087256 | 0.526950893456372 |
| 59 | 0.431582080451867 | 0.863164160903734 | 0.568417919548133 |
| 60 | 0.384256763377733 | 0.768513526755466 | 0.615743236622267 |
| 61 | 0.375022519268560 | 0.750045038537121 | 0.62497748073144 |
| 62 | 0.397144660165153 | 0.794289320330307 | 0.602855339834847 |
| 63 | 0.766305573884779 | 0.467388852230443 | 0.233694426115221 |
| 64 | 0.705251327541583 | 0.589497344916834 | 0.294748672458417 |
| 65 | 0.665768192845119 | 0.668463614309762 | 0.334231807154881 |
| 66 | 0.600433695029814 | 0.799132609940372 | 0.399566304970186 |
| 67 | 0.754278381359607 | 0.491443237280786 | 0.245721618640393 |
| 68 | 0.731138334731416 | 0.537723330537169 | 0.268861665268584 |
| 69 | 0.68116210810732 | 0.63767578378536 | 0.31883789189268 |
| 70 | 0.597936968161566 | 0.804126063676869 | 0.402063031838434 |
| 71 | 0.601724304488223 | 0.796551391023553 | 0.398275695511777 |
| 72 | 0.604565079524654 | 0.790869840950692 | 0.395434920475346 |
| 73 | 0.55349507628121 | 0.89300984743758 | 0.44650492371879 |
| 74 | 0.561280155085887 | 0.877439689828226 | 0.438719844914113 |
| 75 | 0.492924162609483 | 0.985848325218966 | 0.507075837390517 |
| 76 | 0.401914899464648 | 0.803829798929296 | 0.598085100535352 |
| 77 | 0.298253434051573 | 0.596506868103147 | 0.701746565948427 |
| 78 | 0.208321261470887 | 0.416642522941773 | 0.791678738529113 |
| 79 | 0.77866356791252 | 0.44267286417496 | 0.22133643208748 |
| 80 | 0.688651789357794 | 0.622696421284412 | 0.311348210642206 |
| 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 | 0.076923076923077 | OK |
