Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 57.6266666666667 + 4.99103174603176M1[t] + 6.17063492063492M2[t] + 4.15023809523809M3[t] + 3.54650793650794M4[t] + 4.02611111111111M5[t] + 5.30571428571429M6[t] + 3.68531746031746M7[t] + 2.11492063492064M8[t] + 1.29452380952381M9[t] -1.92587301587301M10[t] -1.34626984126984M11[t] + 0.920396825396825t + 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) | 57.6266666666667 | 6.944222 | 8.2985 | 0 | 0 |
M1 | 4.99103174603176 | 8.502817 | 0.587 | 0.559453 | 0.279726 |
M2 | 6.17063492063492 | 8.494061 | 0.7265 | 0.470426 | 0.235213 |
M3 | 4.15023809523809 | 8.48613 | 0.4891 | 0.626611 | 0.313306 |
M4 | 3.54650793650794 | 8.479028 | 0.4183 | 0.67727 | 0.338635 |
M5 | 4.02611111111111 | 8.472757 | 0.4752 | 0.636411 | 0.318205 |
M6 | 5.30571428571429 | 8.467318 | 0.6266 | 0.533331 | 0.266666 |
M7 | 3.68531746031746 | 8.462713 | 0.4355 | 0.664805 | 0.332403 |
M8 | 2.11492063492064 | 8.458944 | 0.25 | 0.803439 | 0.401719 |
M9 | 1.29452380952381 | 8.456011 | 0.1531 | 0.87885 | 0.439425 |
M10 | -1.92587301587301 | 8.453915 | -0.2278 | 0.820583 | 0.410291 |
M11 | -1.34626984126984 | 8.452658 | -0.1593 | 0.873999 | 0.436999 |
t | 0.920396825396825 | 0.084186 | 10.9329 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.81915668734884 |
R-squared | 0.671017678428325 |
Adjusted R-squared | 0.604106019803578 |
F-TEST (value) | 10.0284119721424 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 59 |
p-value | 2.5357738131504e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 14.6397064190342 |
Sum Squared Residuals | 12644.9392380952 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 59.8 | 63.5380952380952 | -3.73809523809521 |
2 | 60.7 | 65.6380952380952 | -4.93809523809523 |
3 | 59.7 | 64.5380952380952 | -4.83809523809523 |
4 | 60.2 | 64.8547619047619 | -4.65476190476191 |
5 | 61.3 | 66.2547619047619 | -4.95476190476191 |
6 | 59.8 | 68.4547619047619 | -8.65476190476191 |
7 | 61.2 | 67.7547619047619 | -6.5547619047619 |
8 | 59.3 | 67.1047619047619 | -7.80476190476191 |
9 | 59.4 | 67.2047619047619 | -7.8047619047619 |
10 | 63.1 | 64.9047619047619 | -1.80476190476191 |
11 | 68 | 66.4047619047619 | 1.59523809523809 |
12 | 69.4 | 68.6714285714286 | 0.728571428571437 |
13 | 70.2 | 74.5828571428571 | -4.38285714285714 |
14 | 72.6 | 76.6828571428571 | -4.08285714285714 |
15 | 72.1 | 75.5828571428572 | -3.48285714285715 |
16 | 69.7 | 75.8995238095238 | -6.19952380952381 |
17 | 71.5 | 77.2995238095238 | -5.79952380952381 |
18 | 75.7 | 79.4995238095238 | -3.79952380952381 |
19 | 76 | 78.7995238095238 | -2.79952380952381 |
20 | 76.4 | 78.1495238095238 | -1.74952380952381 |
21 | 83.8 | 78.2495238095238 | 5.55047619047618 |
22 | 86.2 | 75.9495238095238 | 10.2504761904762 |
23 | 88.5 | 77.4495238095238 | 11.0504761904762 |
24 | 95.9 | 79.7161904761905 | 16.1838095238095 |
25 | 103.1 | 85.6276190476191 | 17.4723809523809 |
26 | 113.5 | 87.727619047619 | 25.7723809523809 |
27 | 115.7 | 86.627619047619 | 29.072380952381 |
28 | 113.1 | 86.9442857142857 | 26.1557142857143 |
29 | 112.7 | 88.3442857142857 | 24.3557142857143 |
30 | 121.9 | 90.5442857142857 | 31.3557142857143 |
31 | 120.3 | 89.8442857142857 | 30.4557142857143 |
32 | 108.7 | 89.1942857142857 | 19.5057142857143 |
33 | 102.8 | 89.2942857142857 | 13.5057142857143 |
34 | 83.4 | 86.9942857142857 | -3.59428571428571 |
35 | 79.4 | 88.4942857142857 | -9.09428571428571 |
36 | 77.8 | 90.7609523809524 | -12.9609523809524 |
37 | 85.7 | 96.672380952381 | -10.972380952381 |
38 | 83.2 | 98.772380952381 | -15.572380952381 |
39 | 82 | 97.672380952381 | -15.672380952381 |
40 | 86.9 | 97.9890476190476 | -11.0890476190476 |
41 | 95.7 | 99.3890476190476 | -3.68904761904762 |
42 | 97.9 | 101.589047619048 | -3.68904761904761 |
43 | 89.3 | 100.889047619048 | -11.5890476190476 |
44 | 91.5 | 100.239047619048 | -8.73904761904762 |
45 | 86.8 | 100.339047619048 | -13.5390476190476 |
46 | 91 | 98.0390476190476 | -7.03904761904762 |
47 | 93.8 | 99.5390476190476 | -5.73904761904762 |
48 | 96.8 | 101.805714285714 | -5.00571428571429 |
49 | 95.7 | 107.717142857143 | -12.0171428571429 |
50 | 91.4 | 109.817142857143 | -18.4171428571429 |
51 | 88.7 | 108.717142857143 | -20.0171428571429 |
52 | 88.2 | 109.03380952381 | -20.8338095238095 |
53 | 87.7 | 110.43380952381 | -22.7338095238095 |
54 | 89.5 | 112.63380952381 | -23.1338095238095 |
55 | 95.6 | 111.93380952381 | -16.3338095238095 |
56 | 100.5 | 111.28380952381 | -10.7838095238095 |
57 | 106.3 | 111.38380952381 | -5.08380952380952 |
58 | 112 | 109.08380952381 | 2.91619047619047 |
59 | 117.7 | 110.58380952381 | 7.11619047619048 |
60 | 125 | 112.850476190476 | 12.1495238095238 |
61 | 132.4 | 118.761904761905 | 13.6380952380952 |
62 | 138.1 | 120.861904761905 | 17.2380952380952 |
63 | 134.7 | 119.761904761905 | 14.9380952380952 |
64 | 136.7 | 120.078571428571 | 16.6214285714286 |
65 | 134.3 | 121.478571428571 | 12.8214285714286 |
66 | 131.6 | 123.678571428571 | 7.92142857142857 |
67 | 129.8 | 122.978571428571 | 6.82142857142859 |
68 | 131.9 | 122.328571428571 | 9.57142857142859 |
69 | 129.8 | 122.428571428571 | 7.37142857142858 |
70 | 119.4 | 120.128571428571 | -0.728571428571422 |
71 | 116.7 | 121.628571428571 | -4.92857142857143 |
72 | 112.8 | 123.895238095238 | -11.0952380952381 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.000267611330939828 | 0.000535222661879656 | 0.99973238866906 |
17 | 1.55384233056233e-05 | 3.10768466112467e-05 | 0.999984461576694 |
18 | 3.01130512595959e-05 | 6.02261025191917e-05 | 0.99996988694874 |
19 | 5.79676874593064e-06 | 1.15935374918613e-05 | 0.999994203231254 |
20 | 2.79659562939883e-06 | 5.59319125879767e-06 | 0.999997203404371 |
21 | 2.57255433630464e-05 | 5.14510867260927e-05 | 0.999974274456637 |
22 | 2.02824573619531e-05 | 4.05649147239062e-05 | 0.999979717542638 |
23 | 6.62396387564836e-06 | 1.32479277512967e-05 | 0.999993376036124 |
24 | 7.95598542297934e-06 | 1.59119708459587e-05 | 0.999992044014577 |
25 | 1.82875633193314e-05 | 3.65751266386628e-05 | 0.999981712436681 |
26 | 0.000151575237846053 | 0.000303150475692107 | 0.999848424762154 |
27 | 0.000640399860988425 | 0.00128079972197685 | 0.999359600139012 |
28 | 0.00105319075034796 | 0.00210638150069592 | 0.998946809249652 |
29 | 0.00121531014921491 | 0.00243062029842981 | 0.998784689850785 |
30 | 0.00482425739398812 | 0.00964851478797624 | 0.995175742606012 |
31 | 0.0174819558088644 | 0.0349639116177288 | 0.982518044191136 |
32 | 0.0250810288112094 | 0.0501620576224187 | 0.974918971188791 |
33 | 0.0425613014289289 | 0.0851226028578578 | 0.957438698571071 |
34 | 0.152248085035525 | 0.30449617007105 | 0.847751914964475 |
35 | 0.355953116872309 | 0.711906233744618 | 0.644046883127691 |
36 | 0.568721191045256 | 0.862557617909488 | 0.431278808954744 |
37 | 0.668755941802207 | 0.662488116395586 | 0.331244058197793 |
38 | 0.755724936289509 | 0.488550127420981 | 0.244275063710491 |
39 | 0.794420577215425 | 0.411158845569149 | 0.205579422784575 |
40 | 0.780473567688884 | 0.439052864622232 | 0.219526432311116 |
41 | 0.761785117774924 | 0.476429764450152 | 0.238214882225076 |
42 | 0.765164709104822 | 0.469670581790355 | 0.234835290895178 |
43 | 0.746419516770707 | 0.507160966458585 | 0.253580483229293 |
44 | 0.700955013224717 | 0.598089973550565 | 0.299044986775283 |
45 | 0.647076177854671 | 0.705847644290657 | 0.352923822145329 |
46 | 0.588035734928456 | 0.823928530143088 | 0.411964265071544 |
47 | 0.540915155054702 | 0.918169689890597 | 0.459084844945298 |
48 | 0.52721700139061 | 0.94556599721878 | 0.47278299860939 |
49 | 0.445685578211243 | 0.891371156422487 | 0.554314421788757 |
50 | 0.426345740662332 | 0.852691481324665 | 0.573654259337668 |
51 | 0.416789360841462 | 0.833578721682923 | 0.583210639158538 |
52 | 0.450605049160361 | 0.901210098320722 | 0.549394950839639 |
53 | 0.514666706125136 | 0.970666587749727 | 0.485333293874864 |
54 | 0.586534231116863 | 0.826931537766274 | 0.413465768883137 |
55 | 0.604653383764279 | 0.790693232471443 | 0.395346616235721 |
56 | 0.681126377929683 | 0.637747244140633 | 0.318873622070317 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 15 | 0.365853658536585 | NOK |
5% type I error level | 16 | 0.390243902439024 | NOK |
10% type I error level | 18 | 0.439024390243902 | NOK |