Multiple Linear Regression - Estimated Regression Equation |
CO2[t] = + 367.427106382979 + 1.05024951644099M1[t] + 1.65296324951644M2[t] + 2.39113152804641M3[t] + 3.54293617021276M4[t] + 3.83019535783365M5[t] + 3.12018181818181M6[t] + 1.24471373307543M7[t] -0.898027079303687M8[t] -2.4389497098646M9[t] -2.50441779497098M10[t] -1.27624951644101M11[t] + 0.170013539651838t + 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) | 367.427106382979 | 0.127578 | 2880.0144 | 0 | 0 |
M1 | 1.05024951644099 | 0.158737 | 6.6163 | 0 | 0 |
M2 | 1.65296324951644 | 0.158717 | 10.4146 | 0 | 0 |
M3 | 2.39113152804641 | 0.158701 | 15.0669 | 0 | 0 |
M4 | 3.54293617021276 | 0.15869 | 22.3262 | 0 | 0 |
M5 | 3.83019535783365 | 0.158683 | 24.1374 | 0 | 0 |
M6 | 3.12018181818181 | 0.158681 | 19.6632 | 0 | 0 |
M7 | 1.24471373307543 | 0.158683 | 7.844 | 0 | 0 |
M8 | -0.898027079303687 | 0.15869 | -5.659 | 0 | 0 |
M9 | -2.4389497098646 | 0.158701 | -15.3682 | 0 | 0 |
M10 | -2.50441779497098 | 0.158717 | -15.7792 | 0 | 0 |
M11 | -1.27624951644101 | 0.158737 | -8.04 | 0 | 0 |
t | 0.170013539651838 | 0.000842 | 201.9615 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.998664377754117 |
R-squared | 0.997330539395017 |
Adjusted R-squared | 0.997059068825018 |
F-TEST (value) | 3673.80721748672 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 118 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.363171257976272 |
Sum Squared Residuals | 15.5634167891681 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 369.07 | 368.647369439072 | 0.422630560928244 |
2 | 369.32 | 369.420096711799 | -0.100096711798845 |
3 | 370.38 | 370.328278529981 | 0.0517214700193452 |
4 | 371.63 | 371.650096711799 | -0.0200967117988335 |
5 | 371.32 | 372.107369439072 | -0.787369439071565 |
6 | 371.51 | 371.567369439072 | -0.0573694390715636 |
7 | 369.69 | 369.861914893617 | -0.171914893617023 |
8 | 368.18 | 367.88918762089 | 0.290812379110267 |
9 | 366.87 | 366.518278529981 | 0.351721470019339 |
10 | 366.94 | 366.622823984526 | 0.317176015473881 |
11 | 368.27 | 368.021005802708 | 0.248994197292052 |
12 | 369.62 | 369.467268858801 | 0.152731141199232 |
13 | 370.47 | 370.687531914894 | -0.217531914893566 |
14 | 371.44 | 371.460259187621 | -0.0202591876208873 |
15 | 372.39 | 372.368441005803 | 0.0215589941972881 |
16 | 373.32 | 373.690259187621 | -0.370259187620888 |
17 | 373.77 | 374.147531914894 | -0.377531914893624 |
18 | 373.13 | 373.607531914894 | -0.477531914893612 |
19 | 371.51 | 371.902077369439 | -0.392077369439079 |
20 | 369.59 | 369.929350096712 | -0.339350096711813 |
21 | 368.12 | 368.558441005803 | -0.438441005802709 |
22 | 368.38 | 368.662986460348 | -0.282986460348171 |
23 | 369.64 | 370.06116827853 | -0.421168278529992 |
24 | 371.11 | 371.507431334623 | -0.39743133462281 |
25 | 372.38 | 372.727694390716 | -0.347694390715658 |
26 | 373.08 | 373.500421663443 | -0.420421663442952 |
27 | 373.87 | 374.408603481625 | -0.538603481624744 |
28 | 374.93 | 375.730421663443 | -0.800421663442927 |
29 | 375.58 | 376.187694390716 | -0.607694390715676 |
30 | 375.44 | 375.647694390716 | -0.207694390715662 |
31 | 373.91 | 373.942239845261 | -0.0322398452610926 |
32 | 371.77 | 371.969512572534 | -0.199512572533855 |
33 | 370.72 | 370.598603481625 | 0.121396518375263 |
34 | 370.5 | 370.70314893617 | -0.203148936170218 |
35 | 372.19 | 372.101330754352 | 0.0886692456479683 |
36 | 373.71 | 373.547593810445 | 0.162406189555105 |
37 | 374.92 | 374.767856866538 | 0.152143133462315 |
38 | 375.63 | 375.540584139265 | 0.0894158607350082 |
39 | 376.51 | 376.448765957447 | 0.061234042553187 |
40 | 377.75 | 377.770584139265 | -0.0205841392649873 |
41 | 378.54 | 378.227856866538 | 0.312143133462309 |
42 | 378.21 | 377.687856866538 | 0.52214313346227 |
43 | 376.65 | 375.982402321083 | 0.667597678916806 |
44 | 374.28 | 374.009675048356 | 0.270324951644085 |
45 | 373.12 | 372.638765957447 | 0.48123404255319 |
46 | 373.1 | 372.743311411992 | 0.356688588007755 |
47 | 374.67 | 374.141493230174 | 0.528506769825935 |
48 | 375.97 | 375.587756286267 | 0.382243713733101 |
49 | 377.03 | 376.80801934236 | 0.221980657640218 |
50 | 377.87 | 377.580746615087 | 0.289253384912965 |
51 | 378.88 | 378.488928433269 | 0.391071566731142 |
52 | 380.42 | 379.810746615087 | 0.609253384912979 |
53 | 380.62 | 380.26801934236 | 0.351980657640243 |
54 | 379.66 | 379.72801934236 | -0.0680193423597359 |
55 | 377.48 | 378.022564796905 | -0.542564796905203 |
56 | 376.07 | 376.049837524178 | 0.0201624758220538 |
57 | 374.1 | 374.678928433269 | -0.578928433268843 |
58 | 374.47 | 374.783473887814 | -0.313473887814291 |
59 | 376.15 | 376.181655705996 | -0.0316557059961545 |
60 | 377.51 | 377.627918762089 | -0.117918762088986 |
61 | 378.43 | 378.848181818182 | -0.418181818181799 |
62 | 379.7 | 379.620909090909 | 0.079090909090898 |
63 | 380.91 | 380.529090909091 | 0.380909090909121 |
64 | 382.2 | 381.850909090909 | 0.349090909090901 |
65 | 382.45 | 382.308181818182 | 0.141818181818177 |
66 | 382.14 | 381.768181818182 | 0.371818181818175 |
67 | 380.6 | 380.062727272727 | 0.537272727272752 |
68 | 378.6 | 378.09 | 0.510000000000033 |
69 | 376.72 | 376.719090909091 | 0.00090909090911026 |
70 | 376.98 | 376.823636363636 | 0.156363636363649 |
71 | 378.29 | 378.221818181818 | 0.068181818181839 |
72 | 380.07 | 379.668081237911 | 0.401918762088967 |
73 | 381.36 | 380.888344294004 | 0.471655705996158 |
74 | 382.19 | 381.661071566731 | 0.528928433268856 |
75 | 382.65 | 382.569253384913 | 0.080746615087023 |
76 | 384.65 | 383.891071566731 | 0.75892843326884 |
77 | 384.94 | 384.348344294004 | 0.591655705996134 |
78 | 384.01 | 383.808344294004 | 0.201655705996129 |
79 | 382.15 | 382.102889748549 | 0.0471102514506543 |
80 | 380.33 | 380.130162475822 | 0.199837524177944 |
81 | 378.81 | 378.759253384913 | 0.0507466150870355 |
82 | 379.06 | 378.863798839458 | 0.196201160541583 |
83 | 380.17 | 380.26198065764 | -0.0919806576402158 |
84 | 381.85 | 381.708243713733 | 0.141756286266945 |
85 | 382.88 | 382.928506769826 | -0.0485067698259112 |
86 | 383.77 | 383.701234042553 | 0.0687659574467913 |
87 | 384.42 | 384.609415860735 | -0.189415860734989 |
88 | 386.36 | 385.931234042553 | 0.428765957446824 |
89 | 386.53 | 386.388506769826 | 0.141493230174058 |
90 | 386.01 | 385.848506769826 | 0.161493230174076 |
91 | 384.45 | 384.143052224371 | 0.306947775628617 |
92 | 381.96 | 382.170324951644 | -0.210324951644114 |
93 | 380.81 | 380.799415860735 | 0.0105841392649853 |
94 | 381.09 | 380.90396131528 | 0.186038684719503 |
95 | 382.37 | 382.302143133462 | 0.0678568665377227 |
96 | 383.84 | 383.748406189555 | 0.0915938104448468 |
97 | 385.42 | 384.968669245648 | 0.451330754352059 |
98 | 385.72 | 385.741396518375 | -0.0213965183752151 |
99 | 385.96 | 386.649578336557 | -0.689578336557079 |
100 | 387.18 | 387.971396518375 | -0.791396518375234 |
101 | 388.5 | 388.428669245648 | 0.0713307543520358 |
102 | 387.88 | 387.888669245648 | -0.00866924564797096 |
103 | 386.38 | 386.183214700193 | 0.196785299806569 |
104 | 384.15 | 384.210487427466 | -0.0604874274661653 |
105 | 383.07 | 382.839578336557 | 0.230421663442924 |
106 | 382.98 | 382.944123791103 | 0.0358762088974973 |
107 | 384.11 | 384.342305609284 | -0.232305609284319 |
108 | 385.54 | 385.788568665377 | -0.24856866537716 |
109 | 386.92 | 387.00883172147 | -0.0888317214699909 |
110 | 387.41 | 387.781558994197 | -0.371558994197267 |
111 | 388.77 | 388.689740812379 | 0.0802591876208751 |
112 | 389.46 | 390.011558994197 | -0.551558994197313 |
113 | 390.18 | 390.46883172147 | -0.288831721470008 |
114 | 389.43 | 389.92883172147 | -0.498831721470008 |
115 | 387.74 | 388.223377176016 | -0.483377176015467 |
116 | 385.91 | 386.250649903288 | -0.340649903288165 |
117 | 384.77 | 384.879740812379 | -0.109740812379135 |
118 | 384.38 | 384.984286266925 | -0.604286266924573 |
119 | 385.99 | 386.382468085106 | -0.392468085106373 |
120 | 387.26 | 387.828731141199 | -0.568731141199241 |
121 | 388.45 | 389.048994197292 | -0.598994197292069 |
122 | 389.7 | 389.821721470019 | -0.121721470019353 |
123 | 391.08 | 390.729903288201 | 0.35009671179883 |
124 | 392.46 | 392.051721470019 | 0.408278529980639 |
125 | 392.96 | 392.508994197292 | 0.451005802707916 |
126 | 392.03 | 391.968994197292 | 0.0610058027079039 |
127 | 390.13 | 390.263539651838 | -0.133539651837534 |
128 | 388.15 | 388.29081237911 | -0.14081237911027 |
129 | 386.8 | 386.919903288201 | -0.11990328820116 |
130 | 387.18 | 387.024448742747 | 0.155551257253384 |
131 | 388.59 | 388.422630560928 | 0.167369439071538 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.237037644946359 | 0.474075289892719 | 0.762962355053641 |
17 | 0.334258434222716 | 0.668516868445432 | 0.665741565777284 |
18 | 0.256872553760173 | 0.513745107520345 | 0.743127446239827 |
19 | 0.161723804310477 | 0.323447608620955 | 0.838276195689522 |
20 | 0.161362471009203 | 0.322724942018407 | 0.838637528990797 |
21 | 0.196863668458631 | 0.393727336917263 | 0.803136331541369 |
22 | 0.157125037012886 | 0.314250074025771 | 0.842874962987114 |
23 | 0.135986034389516 | 0.271972068779032 | 0.864013965610484 |
24 | 0.100891446590199 | 0.201782893180399 | 0.899108553409801 |
25 | 0.0690971174636897 | 0.138194234927379 | 0.93090288253631 |
26 | 0.0514752720653071 | 0.102950544130614 | 0.948524727934693 |
27 | 0.0377627072271984 | 0.0755254144543969 | 0.962237292772802 |
28 | 0.0369253756120183 | 0.0738507512240365 | 0.963074624387982 |
29 | 0.0778559123866488 | 0.155711824773298 | 0.922144087613351 |
30 | 0.11964864984588 | 0.23929729969176 | 0.88035135015412 |
31 | 0.211442112645792 | 0.422884225291584 | 0.788557887354208 |
32 | 0.183718578608745 | 0.367437157217489 | 0.816281421391255 |
33 | 0.211995162594325 | 0.423990325188649 | 0.788004837405675 |
34 | 0.180348634153051 | 0.360697268306103 | 0.819651365846949 |
35 | 0.198189832329646 | 0.396379664659291 | 0.801810167670354 |
36 | 0.235568634290981 | 0.471137268581961 | 0.764431365709019 |
37 | 0.26230698945724 | 0.52461397891448 | 0.73769301054276 |
38 | 0.295971186554314 | 0.591942373108627 | 0.704028813445686 |
39 | 0.298958117459042 | 0.597916234918084 | 0.701041882540958 |
40 | 0.354187805788128 | 0.708375611576256 | 0.645812194211872 |
41 | 0.606068531233458 | 0.787862937533084 | 0.393931468766542 |
42 | 0.711658082767458 | 0.576683834465084 | 0.288341917232542 |
43 | 0.813830141036929 | 0.372339717926142 | 0.186169858963071 |
44 | 0.783533199706995 | 0.43293360058601 | 0.216466800293005 |
45 | 0.772743619474697 | 0.454512761050607 | 0.227256380525303 |
46 | 0.743958237000696 | 0.512083525998608 | 0.256041762999304 |
47 | 0.743997475508549 | 0.512005048982903 | 0.256002524491451 |
48 | 0.714309808541172 | 0.571380382917656 | 0.285690191458828 |
49 | 0.663519047344191 | 0.672961905311617 | 0.336480952655809 |
50 | 0.617799672299019 | 0.764400655401962 | 0.382200327700981 |
51 | 0.584104784815954 | 0.831790430368093 | 0.415895215184046 |
52 | 0.63984018871043 | 0.720319622579139 | 0.36015981128957 |
53 | 0.622901933722641 | 0.754196132554719 | 0.377098066277359 |
54 | 0.600723445273338 | 0.798553109453323 | 0.399276554726662 |
55 | 0.77062760195424 | 0.458744796091519 | 0.22937239804576 |
56 | 0.738685528041194 | 0.522628943917613 | 0.261314471958806 |
57 | 0.885113848146875 | 0.22977230370625 | 0.114886151853125 |
58 | 0.913291172793162 | 0.173417654413677 | 0.0867088272068385 |
59 | 0.901559070930721 | 0.196881858138558 | 0.0984409290692788 |
60 | 0.89514654499653 | 0.20970691000694 | 0.10485345500347 |
61 | 0.939284671537914 | 0.121430656924172 | 0.0607153284620861 |
62 | 0.924753309338311 | 0.150493381323378 | 0.0752466906616892 |
63 | 0.909682715165267 | 0.180634569669467 | 0.0903172848347334 |
64 | 0.89286768533984 | 0.214264629320321 | 0.10713231466016 |
65 | 0.882077733623928 | 0.235844532752144 | 0.117922266376072 |
66 | 0.859236526017873 | 0.281526947964253 | 0.140763473982127 |
67 | 0.853640367550686 | 0.292719264898628 | 0.146359632449314 |
68 | 0.844407128112266 | 0.311185743775468 | 0.155592871887734 |
69 | 0.825080037146688 | 0.349839925706624 | 0.174919962853312 |
70 | 0.789330907564704 | 0.421338184870591 | 0.210669092435296 |
71 | 0.755254663390741 | 0.489490673218519 | 0.244745336609259 |
72 | 0.729954329111531 | 0.540091341776938 | 0.270045670888469 |
73 | 0.710057431885372 | 0.579885136229256 | 0.289942568114628 |
74 | 0.708487100697178 | 0.583025798605644 | 0.291512899302822 |
75 | 0.665766988792805 | 0.66846602241439 | 0.334233011207195 |
76 | 0.754370516542319 | 0.491258966915362 | 0.245629483457681 |
77 | 0.756961203028476 | 0.486077593943049 | 0.243038796971524 |
78 | 0.714385074486058 | 0.571229851027883 | 0.285614925513942 |
79 | 0.672221173538566 | 0.655557652922869 | 0.327778826461434 |
80 | 0.636776337245386 | 0.726447325509228 | 0.363223662754614 |
81 | 0.588436088106951 | 0.823127823786098 | 0.411563911893049 |
82 | 0.535030742294338 | 0.929938515411324 | 0.464969257705662 |
83 | 0.505226606474402 | 0.989546787051195 | 0.494773393525598 |
84 | 0.470231475695396 | 0.940462951390793 | 0.529768524304604 |
85 | 0.42944315584002 | 0.858886311680039 | 0.57055684415998 |
86 | 0.384257225242577 | 0.768514450485155 | 0.615742774757422 |
87 | 0.366505460556862 | 0.733010921113724 | 0.633494539443138 |
88 | 0.41249582677505 | 0.824991653550101 | 0.58750417322495 |
89 | 0.353884529058183 | 0.707769058116365 | 0.646115470941817 |
90 | 0.314409137844111 | 0.628818275688223 | 0.685590862155889 |
91 | 0.300376606895565 | 0.60075321379113 | 0.699623393104435 |
92 | 0.277266761087834 | 0.554533522175668 | 0.722733238912166 |
93 | 0.229931853067352 | 0.459863706134704 | 0.770068146932648 |
94 | 0.203580926405108 | 0.407161852810217 | 0.796419073594892 |
95 | 0.174283664034545 | 0.348567328069089 | 0.825716335965455 |
96 | 0.183663839923406 | 0.367327679846811 | 0.816336160076594 |
97 | 0.3017508688245 | 0.603501737649 | 0.6982491311755 |
98 | 0.286306291020845 | 0.572612582041691 | 0.713693708979155 |
99 | 0.471838778370893 | 0.943677556741787 | 0.528161221629107 |
100 | 0.63595917599586 | 0.728081648008281 | 0.36404082400414 |
101 | 0.563054068836813 | 0.873891862326374 | 0.436945931163187 |
102 | 0.515878090854995 | 0.96824381829001 | 0.484121909145005 |
103 | 0.577100890848231 | 0.845798218303538 | 0.422899109151769 |
104 | 0.550459793795155 | 0.899080412409691 | 0.449540206204845 |
105 | 0.610107693718219 | 0.779784612563562 | 0.389892306281781 |
106 | 0.688803999774435 | 0.62239200045113 | 0.311196000225565 |
107 | 0.661265423953013 | 0.677469152093973 | 0.338734576046987 |
108 | 0.746925840280617 | 0.506148319438767 | 0.253074159719383 |
109 | 0.948652834568084 | 0.102694330863832 | 0.051347165431916 |
110 | 0.928067056127089 | 0.143865887745823 | 0.0719329438729113 |
111 | 0.894071120781925 | 0.211857758436149 | 0.105928879218075 |
112 | 0.925193658230819 | 0.149612683538363 | 0.0748063417691813 |
113 | 0.90712041533767 | 0.18575916932466 | 0.0928795846623302 |
114 | 0.843334222379773 | 0.313331555240455 | 0.156665777620227 |
115 | 0.711312725657886 | 0.577374548684227 | 0.288687274342114 |
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 | 0.02 | OK |