| Multiple Linear Regression - Estimated Regression Equation |
| consumer_goods[t] = -0.0429446894771792 + 0.0694911177070696durable_consumer_goods[t] + 0.000787201827295588intermediate_and_capital_goods[t] + 0.929810783418774`non-durable_consumer_goods`[t] + 0.000637625069844741energy[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) | -0.0429446894771792 | 0.206983 | -0.2075 | 0.836402 | 0.418201 |
| durable_consumer_goods | 0.0694911177070696 | 0.000956 | 72.7265 | 0 | 0 |
| intermediate_and_capital_goods | 0.000787201827295588 | 0.000967 | 0.8143 | 0.419005 | 0.209503 |
| `non-durable_consumer_goods` | 0.929810783418774 | 0.001118 | 831.5637 | 0 | 0 |
| energy | 0.000637625069844741 | 0.001729 | 0.3687 | 0.713765 | 0.356882 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.99997552446912 |
| R-squared | 0.999951049537292 |
| Adjusted R-squared | 0.999947489503641 |
| F-TEST (value) | 280882.471188093 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 55 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0597228360617345 |
| Sum Squared Residuals | 0.196174943099125 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 104.8 | 104.888971472303 | -0.088971472302516 |
| 2 | 111.4 | 111.482915104 | -0.0829151039995374 |
| 3 | 106.9 | 106.888428092396 | 0.0115719076043193 |
| 4 | 103.9 | 103.926079470486 | -0.0260794704857729 |
| 5 | 107.6 | 107.525312990977 | 0.0746870090228907 |
| 6 | 104.7 | 104.753469504161 | -0.0534695041610923 |
| 7 | 109.1 | 109.210130887631 | -0.11013088763103 |
| 8 | 109.3 | 109.31117426865 | -0.0111742686498548 |
| 9 | 102.2 | 102.171774544026 | 0.0282254559741971 |
| 10 | 109.8 | 109.798485878217 | 0.00151412178262483 |
| 11 | 106.2 | 106.058546303668 | 0.141453696331729 |
| 12 | 95.1 | 94.9967769341452 | 0.103223065854754 |
| 13 | 118.7 | 118.719867687733 | -0.0198676877331609 |
| 14 | 116.9 | 116.98342190227 | -0.0834219022696744 |
| 15 | 105.3 | 105.318083017428 | -0.0180830174279993 |
| 16 | 119.5 | 119.46780148654 | 0.0321985134595846 |
| 17 | 96.5 | 96.4535264580235 | 0.046473541976477 |
| 18 | 99.3 | 99.3198630021812 | -0.0198630021811765 |
| 19 | 113.8 | 113.759221454589 | 0.0407785454106511 |
| 20 | 102.7 | 102.739089661302 | -0.0390896613018 |
| 21 | 98.8 | 98.7843219557456 | 0.0156780442543754 |
| 22 | 109.9 | 109.884776441894 | 0.015223558105621 |
| 23 | 103.6 | 103.631650562492 | -0.0316505624924117 |
| 24 | 96.6 | 96.5830185528178 | 0.0169814471822037 |
| 25 | 111.6 | 111.55217495657 | 0.0478250434295866 |
| 26 | 111.6 | 111.651071596718 | -0.0510715967177158 |
| 27 | 107 | 107.050105691926 | -0.0501056919261603 |
| 28 | 111.5 | 111.501754194456 | -0.00175419445589264 |
| 29 | 102 | 101.936905193318 | 0.0630948066817323 |
| 30 | 113.5 | 113.582354338177 | -0.082354338177334 |
| 31 | 125.5 | 125.464341391217 | 0.035658608783084 |
| 32 | 106.7 | 106.760384472025 | -0.0603844720245266 |
| 33 | 102.9 | 102.981414616891 | -0.0814146168914362 |
| 34 | 123.6 | 123.621300075386 | -0.0213000753861574 |
| 35 | 107.7 | 107.787367654133 | -0.0873676541326206 |
| 36 | 105.5 | 105.474108597642 | 0.0258914023577819 |
| 37 | 117.1 | 117.067470961604 | 0.0325290383960834 |
| 38 | 113.3 | 113.316230628783 | -0.0162306287829366 |
| 39 | 118 | 117.989468786286 | 0.0105312137139159 |
| 40 | 118.4 | 118.376917872583 | 0.0230821274172496 |
| 41 | 105.8 | 105.827331215546 | -0.0273312155463768 |
| 42 | 114.6 | 114.556881873151 | 0.0431181268485605 |
| 43 | 140.3 | 140.280917341614 | 0.0190826583860364 |
| 44 | 113.8 | 113.849769134804 | -0.049769134804425 |
| 45 | 117.4 | 117.376456024901 | 0.0235439750988632 |
| 46 | 115.4 | 115.477796848277 | -0.0777968482773577 |
| 47 | 105.9 | 105.930646086628 | -0.0306460866274992 |
| 48 | 120.4 | 120.428569883196 | -0.0285698831960411 |
| 49 | 126.9 | 126.766348063883 | 0.133651936116977 |
| 50 | 117.1 | 117.14278338609 | -0.0427833860904782 |
| 51 | 113.8 | 113.741372331282 | 0.0586276687175225 |
| 52 | 112.8 | 112.807357358688 | -0.00735735868780357 |
| 53 | 106.7 | 106.647992392096 | 0.0520076079040447 |
| 54 | 107.3 | 107.23906791907 | 0.0609320809300585 |
| 55 | 121.8 | 121.738571619273 | 0.0614283807267671 |
| 56 | 101.1 | 101.013822198419 | 0.0861778015806762 |
| 57 | 103.1 | 103.03719643495 | 0.0628035650497927 |
| 58 | 110.4 | 110.334548504068 | 0.0654514959321681 |
| 59 | 108.3 | 108.374236365562 | -0.0742363655620307 |
| 60 | 116.3 | 116.358256357108 | -0.0582563571075098 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.259291111409659 | 0.518582222819317 | 0.740708888590341 |
| 9 | 0.130271659658021 | 0.260543319316041 | 0.86972834034198 |
| 10 | 0.245751051983896 | 0.491502103967793 | 0.754248948016104 |
| 11 | 0.225123856486763 | 0.450247712973525 | 0.774876143513237 |
| 12 | 0.198546325304212 | 0.397092650608423 | 0.801453674695788 |
| 13 | 0.169386128625961 | 0.338772257251922 | 0.830613871374039 |
| 14 | 0.210719059590411 | 0.421438119180822 | 0.789280940409589 |
| 15 | 0.245047692478776 | 0.490095384957552 | 0.754952307521224 |
| 16 | 0.174747740264294 | 0.349495480528588 | 0.825252259735706 |
| 17 | 0.125732297678656 | 0.251464595357313 | 0.874267702321344 |
| 18 | 0.0934493167159645 | 0.186898633431929 | 0.906550683284036 |
| 19 | 0.111332576036209 | 0.222665152072419 | 0.888667423963791 |
| 20 | 0.130815572881405 | 0.261631145762811 | 0.869184427118595 |
| 21 | 0.10630372477011 | 0.212607449540221 | 0.89369627522989 |
| 22 | 0.0960954396093792 | 0.192190879218758 | 0.903904560390621 |
| 23 | 0.447238122379049 | 0.894476244758098 | 0.552761877620951 |
| 24 | 0.423543618473257 | 0.847087236946514 | 0.576456381526743 |
| 25 | 0.560462718851988 | 0.879074562296025 | 0.439537281148012 |
| 26 | 0.630431540515533 | 0.739136918968934 | 0.369568459484467 |
| 27 | 0.72681905573844 | 0.546361888523121 | 0.27318094426156 |
| 28 | 0.682274477278753 | 0.635451045442494 | 0.317725522721247 |
| 29 | 0.658794333675468 | 0.682411332649064 | 0.341205666324532 |
| 30 | 0.827075067292991 | 0.345849865414019 | 0.172924932707009 |
| 31 | 0.794145355423937 | 0.411709289152126 | 0.205854644576063 |
| 32 | 0.852702970787752 | 0.294594058424496 | 0.147297029212248 |
| 33 | 0.937072814526947 | 0.125854370946105 | 0.0629271854730526 |
| 34 | 0.915089898567028 | 0.169820202865945 | 0.0849101014329723 |
| 35 | 0.950045134763118 | 0.099909730473764 | 0.049954865236882 |
| 36 | 0.963896859577557 | 0.072206280844887 | 0.0361031404224435 |
| 37 | 0.949746801417547 | 0.100506397164906 | 0.0502531985824532 |
| 38 | 0.938537351312439 | 0.122925297375122 | 0.0614626486875609 |
| 39 | 0.90735697749086 | 0.185286045018281 | 0.0926430225091403 |
| 40 | 0.869650237225643 | 0.260699525548714 | 0.130349762774357 |
| 41 | 0.828996497769782 | 0.342007004460437 | 0.171003502230218 |
| 42 | 0.788223245177958 | 0.423553509644083 | 0.211776754822042 |
| 43 | 0.764671250174808 | 0.470657499650385 | 0.235328749825192 |
| 44 | 0.707257799525129 | 0.585484400949742 | 0.292742200474871 |
| 45 | 0.630552780117009 | 0.738894439765983 | 0.369447219882991 |
| 46 | 0.727937110300246 | 0.544125779399508 | 0.272062889699754 |
| 47 | 0.639820231847753 | 0.720359536304493 | 0.360179768152246 |
| 48 | 0.568263986737175 | 0.863472026525649 | 0.431736013262825 |
| 49 | 0.868133985499376 | 0.263732029001248 | 0.131866014500624 |
| 50 | 0.935534992620885 | 0.128930014758231 | 0.0644650073791154 |
| 51 | 0.894979084532413 | 0.210041830935175 | 0.105020915467587 |
| 52 | 0.78561580272991 | 0.42876839454018 | 0.21438419727009 |
| 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 | 2 | 0.0444444444444444 | OK |
