Summary of computational transaction | |
Raw Input | view raw input (R code) |
Raw Output | view raw output of R engine |
Computing time | 2 seconds |
R Server | Big Analytics Cloud Computing Center |
Multiple Linear Regression - Estimated Regression Equation |
month[t] = + 8.33938962516957 -0.0391199022598999col[t] + 0.00408947676083809usa[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) | 8.33938962516957 | 2.904272 | 2.8714 | 0.004722 | 0.002361 |
col | -0.0391199022598999 | 0.0513 | -0.7626 | 0.447004 | 0.223502 |
usa | 0.00408947676083809 | 0.01064 | 0.3843 | 0.701314 | 0.350657 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0666125342567079 |
R-squared | 0.00443722972010109 |
Adjusted R-squared | -0.00978509556961171 |
F-TEST (value) | 0.311990453720713 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 140 |
p-value | 0.732496115637196 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.46210025044929 |
Sum Squared Residuals | 1678.05934018255 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 5.9678211299392 | -4.9678211299392 |
2 | 2 | 6.07087594431233 | -4.07087594431233 |
3 | 3 | 6.15887141793023 | -3.15887141793023 |
4 | 4 | 6.32623823801535 | -2.32623823801535 |
5 | 5 | 6.44315959013055 | -1.44315959013055 |
6 | 6 | 6.39964119754123 | -0.399641197541234 |
7 | 7 | 6.38323004453743 | 0.616769955462573 |
8 | 8 | 6.3678157307125 | 1.6321842692875 |
9 | 9 | 6.37057405846198 | 2.62942594153802 |
10 | 10 | 6.36908244292332 | 3.63091755707668 |
11 | 11 | 6.34237806069535 | 4.65762193930465 |
12 | 12 | 6.34378457619625 | 5.65621542380375 |
13 | 1 | 6.35022343303048 | -5.35022343303048 |
14 | 2 | 6.34528129225644 | -4.34528129225644 |
15 | 3 | 6.35107901162742 | -3.35107901162742 |
16 | 4 | 6.31687085335612 | -2.31687085335612 |
17 | 5 | 6.30887084366116 | -1.30887084366116 |
18 | 6 | 6.28700211028632 | -0.287002110286318 |
19 | 7 | 6.27743730450096 | 0.72256269549904 |
20 | 8 | 6.22941366851024 | 1.77058633148976 |
21 | 9 | 6.22361959236893 | 2.77638040763107 |
22 | 10 | 6.24904898612973 | 3.75095101387027 |
23 | 11 | 6.27979397103369 | 4.72020602896631 |
24 | 12 | 6.30339088160995 | 5.69660911839005 |
25 | 1 | 6.31358126214288 | -5.31358126214288 |
26 | 2 | 6.36018864908448 | -4.36018864908448 |
27 | 3 | 6.69889819397907 | -3.69889819397907 |
28 | 4 | 6.71196895689807 | -2.71196895689807 |
29 | 5 | 6.65373427713721 | -1.65373427713721 |
30 | 6 | 6.52077839812213 | -0.520778398122135 |
31 | 7 | 6.53837506767976 | 0.461624932320242 |
32 | 8 | 6.56930654402085 | 1.43069345597915 |
33 | 9 | 6.46559966249548 | 2.53440033750452 |
34 | 10 | 6.42695824523374 | 3.57304175476626 |
35 | 11 | 6.39486071943527 | 4.60513928056473 |
36 | 12 | 6.37330854723942 | 5.62669145276058 |
37 | 1 | 6.31877578844646 | -5.31877578844646 |
38 | 2 | 6.38040556154446 | -4.38040556154446 |
39 | 3 | 6.37642476264233 | -3.37642476264233 |
40 | 4 | 6.24482361045956 | -2.24482361045956 |
41 | 5 | 6.29759925255753 | -1.29759925255753 |
42 | 6 | 6.33513733871948 | -0.335137338719479 |
43 | 7 | 6.39230345604159 | 0.607696543958412 |
44 | 8 | 6.4140515920717 | 1.5859484079283 |
45 | 9 | 6.40427525973639 | 2.59572474026361 |
46 | 10 | 6.42357043835594 | 3.57642956164406 |
47 | 11 | 6.41134114861006 | 4.58865885138994 |
48 | 12 | 6.26211974904872 | 5.73788025095128 |
49 | 1 | 6.26583723273231 | -5.26583723273231 |
50 | 2 | 6.24077009850054 | -4.24077009850054 |
51 | 3 | 6.25035629616905 | -3.25035629616905 |
52 | 4 | 6.26911682924625 | -2.26911682924625 |
53 | 5 | 6.28899771343079 | -1.28899771343079 |
54 | 6 | 6.33105124403722 | -0.331051244037219 |
55 | 7 | 6.35431093019727 | 0.645689069802725 |
56 | 8 | 6.38727886866243 | 1.61272113133757 |
57 | 9 | 6.42193584379238 | 2.57806415620762 |
58 | 10 | 6.27530720493169 | 3.72469279506831 |
59 | 11 | 6.16715951680546 | 4.83284048319454 |
60 | 12 | 6.23486953043832 | 5.76513046956168 |
61 | 1 | 6.27288755889029 | -5.27288755889029 |
62 | 2 | 6.35745389915595 | -4.35745389915595 |
63 | 3 | 6.23050945199961 | -3.23050945199961 |
64 | 4 | 6.23408348916346 | -2.23408348916346 |
65 | 5 | 6.27720412491677 | -1.27720412491677 |
66 | 6 | 6.31365735727835 | -0.313657357278349 |
67 | 7 | 6.33700578670583 | 0.662994213294171 |
68 | 8 | 6.38574519800341 | 1.61425480199659 |
69 | 9 | 6.41640143963994 | 2.58359856036006 |
70 | 10 | 6.17384102562101 | 3.82615897437899 |
71 | 11 | 6.23509953428769 | 4.76490046571231 |
72 | 12 | 6.29973611628395 | 5.70026388371605 |
73 | 1 | 6.35558810460225 | -5.35558810460225 |
74 | 2 | 6.41142234426706 | -4.41142234426706 |
75 | 3 | 6.46935529691868 | -3.46935529691868 |
76 | 4 | 6.38647580738002 | -2.38647580738002 |
77 | 5 | 6.39853198246665 | -1.39853198246665 |
78 | 6 | 6.44963706519924 | -0.449637065199237 |
79 | 7 | 6.49752381248361 | 0.502476187516389 |
80 | 8 | 6.56233788101472 | 1.43766211898528 |
81 | 9 | 6.45162928626514 | 2.54837071373486 |
82 | 10 | 6.43537641385083 | 3.56462358614917 |
83 | 11 | 6.459665521913 | 4.540334478087 |
84 | 12 | 6.50778373033861 | 5.49221626966139 |
85 | 1 | 6.53868699583206 | -5.53868699583206 |
86 | 2 | 6.61712057824833 | -4.61712057824833 |
87 | 3 | 6.64489643749879 | -3.64489643749879 |
88 | 4 | 6.65015951132743 | -2.65015951132743 |
89 | 5 | 6.66877659788488 | -1.66877659788488 |
90 | 6 | 6.70851770301675 | -0.708517703016752 |
91 | 7 | 6.780533091836 | 0.219466908163996 |
92 | 8 | 6.71938180373617 | 1.28061819626383 |
93 | 9 | 6.70357337630491 | 2.29642662369509 |
94 | 10 | 6.76280416659872 | 3.23719583340128 |
95 | 11 | 6.78803686787932 | 4.21196313212068 |
96 | 12 | 6.76200401990004 | 5.23799598009996 |
97 | 1 | 6.81833667915429 | -5.81833667915429 |
98 | 2 | 6.8945842626082 | -4.8945842626082 |
99 | 3 | 6.84027859308087 | -3.84027859308088 |
100 | 4 | 6.96179949988129 | -2.96179949988129 |
101 | 5 | 7.06767244577774 | -2.06767244577774 |
102 | 6 | 7.00399574836152 | -1.00399574836152 |
103 | 7 | 7.08424479395477 | -0.0842447939547727 |
104 | 8 | 7.12870095059505 | 0.871299049404954 |
105 | 9 | 7.05259535636902 | 1.94740464363098 |
106 | 10 | 7.13024799803196 | 2.86975200196804 |
107 | 11 | 6.99743629418256 | 4.00256370581744 |
108 | 12 | 6.96632077349322 | 5.03367922650678 |
109 | 1 | 6.8306568981054 | -5.8306568981054 |
110 | 2 | 6.79743053859947 | -4.79743053859947 |
111 | 3 | 6.30657569934524 | -3.30657569934524 |
112 | 4 | 6.22360819518508 | -2.22360819518508 |
113 | 5 | 6.16853933355791 | -1.16853933355791 |
114 | 6 | 6.19613770627353 | -0.196137706273529 |
115 | 7 | 6.22887636953525 | 0.771123630464749 |
116 | 8 | 6.23430428176678 | 1.76569571823322 |
117 | 9 | 6.22456636132218 | 2.77543363867782 |
118 | 10 | 6.26377573549543 | 3.73622426450457 |
119 | 11 | 6.23742195446155 | 4.76257804553845 |
120 | 12 | 6.30499289345027 | 5.69500710654973 |
121 | 1 | 6.35451616008492 | -5.35451616008492 |
122 | 2 | 6.37775955488335 | -4.37775955488335 |
123 | 3 | 6.41471193548031 | -3.41471193548031 |
124 | 4 | 6.43299471220528 | -2.43299471220528 |
125 | 5 | 6.44964169822592 | -1.44964169822592 |
126 | 6 | 6.49479005235211 | -0.494790052352106 |
127 | 7 | 6.53376869403006 | 0.46623130596994 |
128 | 8 | 6.53947985607141 | 1.46052014392859 |
129 | 9 | 6.59611351378898 | 2.40388648621102 |
130 | 10 | 6.56399751069109 | 3.43600248930891 |
131 | 11 | 6.4503759508322 | 4.5496240491678 |
132 | 12 | 6.4764272761109 | 5.5235727238891 |
133 | 1 | 6.51303660312418 | -5.51303660312418 |
134 | 2 | 6.43915323381342 | -4.43915323381342 |
135 | 3 | 6.47907546870981 | -3.47907546870981 |
136 | 4 | 6.47848611991514 | -2.47848611991514 |
137 | 5 | 6.49694419723717 | -1.49694419723717 |
138 | 6 | 6.55574901984734 | -0.555749019847344 |
139 | 7 | 6.63900123110919 | 0.360998768890809 |
140 | 8 | 6.67774914029184 | 1.32225085970816 |
141 | 9 | 6.73932712472125 | 2.26067287527875 |
142 | 10 | 6.69186707376644 | 3.30813292623356 |
143 | 11 | 6.53760896099618 | 4.46239103900382 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.000462118325426455 | 0.00092423665085291 | 0.999537881674573 |
7 | 0.00065691920948121 | 0.00131383841896242 | 0.999343080790519 |
8 | 0.002286938304982 | 0.00457387660996399 | 0.997713061695018 |
9 | 0.0101997115864828 | 0.0203994231729655 | 0.989800288413517 |
10 | 0.0393389111533316 | 0.0786778223066632 | 0.960661088846668 |
11 | 0.132210074560125 | 0.264420149120249 | 0.867789925439875 |
12 | 0.290325632929142 | 0.580651265858284 | 0.709674367070858 |
13 | 0.440507428896734 | 0.881014857793468 | 0.559492571103266 |
14 | 0.427576239678783 | 0.855152479357565 | 0.572423760321217 |
15 | 0.355863691548561 | 0.711727383097121 | 0.644136308451439 |
16 | 0.282116661250302 | 0.564233322500604 | 0.717883338749698 |
17 | 0.233288586717557 | 0.466577173435114 | 0.766711413282443 |
18 | 0.215522585629838 | 0.431045171259677 | 0.784477414370162 |
19 | 0.221018316217907 | 0.442036632435814 | 0.778981683782093 |
20 | 0.263438839189588 | 0.526877678379177 | 0.736561160810412 |
21 | 0.321607387182154 | 0.643214774364307 | 0.678392612817846 |
22 | 0.364259639266017 | 0.728519278532035 | 0.635740360733983 |
23 | 0.382160817962472 | 0.764321635924944 | 0.617839182037528 |
24 | 0.387623512048816 | 0.775247024097632 | 0.612376487951184 |
25 | 0.61975047122839 | 0.76049905754322 | 0.38024952877161 |
26 | 0.691637948212783 | 0.616724103574434 | 0.308362051787217 |
27 | 0.694226356990435 | 0.611547286019131 | 0.305773643009565 |
28 | 0.646297393282141 | 0.707405213435718 | 0.353702606717859 |
29 | 0.590629107216442 | 0.818741785567117 | 0.409370892783558 |
30 | 0.53558178650871 | 0.92883642698258 | 0.46441821349129 |
31 | 0.484765662064274 | 0.969531324128548 | 0.515234337935726 |
32 | 0.44166781068257 | 0.88333562136514 | 0.55833218931743 |
33 | 0.418469532967675 | 0.83693906593535 | 0.581530467032325 |
34 | 0.423233810618094 | 0.846467621236188 | 0.576766189381906 |
35 | 0.46365442036181 | 0.927308840723621 | 0.53634557963819 |
36 | 0.547959427333886 | 0.904081145332227 | 0.452040572666114 |
37 | 0.619203822088914 | 0.761592355822173 | 0.380796177911086 |
38 | 0.648723943421862 | 0.702552113156276 | 0.351276056578138 |
39 | 0.640871978676259 | 0.718256042647483 | 0.359128021323741 |
40 | 0.604422574723569 | 0.791154850552861 | 0.395577425276431 |
41 | 0.555769235456354 | 0.888461529087293 | 0.444230764543646 |
42 | 0.502032123915756 | 0.995935752168488 | 0.497967876084244 |
43 | 0.450958342779524 | 0.901916685559048 | 0.549041657220476 |
44 | 0.411598273917393 | 0.823196547834787 | 0.588401726082607 |
45 | 0.395362303860486 | 0.790724607720971 | 0.604637696139514 |
46 | 0.407101651864574 | 0.814203303729149 | 0.592898348135426 |
47 | 0.458886583271614 | 0.917773166543229 | 0.541113416728386 |
48 | 0.569167561906503 | 0.861664876186994 | 0.430832438093497 |
49 | 0.616105295495384 | 0.767789409009232 | 0.383894704504616 |
50 | 0.621715294725104 | 0.756569410549791 | 0.378284705274896 |
51 | 0.60269911663165 | 0.794601766736701 | 0.39730088336835 |
52 | 0.568118050020859 | 0.863763899958282 | 0.431881949979141 |
53 | 0.525245969462743 | 0.949508061074514 | 0.474754030537257 |
54 | 0.480113483833096 | 0.960226967666193 | 0.519886516166904 |
55 | 0.440429985171809 | 0.880859970343619 | 0.559570014828191 |
56 | 0.411283885838246 | 0.822567771676492 | 0.588716114161754 |
57 | 0.396947673415561 | 0.793895346831121 | 0.603052326584439 |
58 | 0.417198562000727 | 0.834397124001454 | 0.582801437999273 |
59 | 0.47594654459935 | 0.9518930891987 | 0.52405345540065 |
60 | 0.56301986301626 | 0.87396027396748 | 0.43698013698374 |
61 | 0.623607255447638 | 0.752785489104724 | 0.376392744552362 |
62 | 0.650393453278838 | 0.699213093442324 | 0.349606546721162 |
63 | 0.645492104620626 | 0.709015790758748 | 0.354507895379374 |
64 | 0.621391789851378 | 0.757216420297245 | 0.378608210148622 |
65 | 0.583917553944107 | 0.832164892111785 | 0.416082446055893 |
66 | 0.538923569820337 | 0.922152860359326 | 0.461076430179663 |
67 | 0.493500790811586 | 0.987001581623171 | 0.506499209188414 |
68 | 0.454353368455475 | 0.908706736910951 | 0.545646631544525 |
69 | 0.428876951209853 | 0.857753902419707 | 0.571123048790147 |
70 | 0.435799385773697 | 0.871598771547395 | 0.564200614226303 |
71 | 0.471217804991727 | 0.942435609983455 | 0.528782195008273 |
72 | 0.546084154280433 | 0.907831691439134 | 0.453915845719567 |
73 | 0.614807644722625 | 0.770384710554749 | 0.385192355277375 |
74 | 0.649715069159808 | 0.700569861680384 | 0.350284930840192 |
75 | 0.656657473947041 | 0.686685052105918 | 0.343342526052959 |
76 | 0.642901410937096 | 0.714197178125808 | 0.357098589062904 |
77 | 0.613547500307929 | 0.772904999384141 | 0.386452499692071 |
78 | 0.573052136948934 | 0.853895726102131 | 0.426947863051066 |
79 | 0.52765726969673 | 0.944685460606539 | 0.47234273030327 |
80 | 0.484550087489975 | 0.96910017497995 | 0.515449912510025 |
81 | 0.452574931264244 | 0.905149862528488 | 0.547425068735756 |
82 | 0.439792064461464 | 0.879584128922927 | 0.560207935538536 |
83 | 0.456259869524072 | 0.912519739048144 | 0.543740130475928 |
84 | 0.512163604833591 | 0.975672790332819 | 0.487836395166409 |
85 | 0.601868207902343 | 0.796263584195314 | 0.398131792097657 |
86 | 0.651273865850524 | 0.697452268298952 | 0.348726134149476 |
87 | 0.668613967140947 | 0.662772065718106 | 0.331386032859053 |
88 | 0.660852970689292 | 0.678294058621415 | 0.339147029310708 |
89 | 0.633474945597239 | 0.733050108805522 | 0.366525054402761 |
90 | 0.591289734036055 | 0.817420531927891 | 0.408710265963945 |
91 | 0.542853927661477 | 0.914292144677045 | 0.457146072338523 |
92 | 0.49745468397681 | 0.99490936795362 | 0.50254531602319 |
93 | 0.463228068084544 | 0.926456136169088 | 0.536771931915456 |
94 | 0.449694699431464 | 0.899389398862927 | 0.550305300568537 |
95 | 0.46403386912882 | 0.92806773825764 | 0.53596613087118 |
96 | 0.517065107835147 | 0.965869784329706 | 0.482934892164853 |
97 | 0.619144066217666 | 0.761711867564667 | 0.380855933782334 |
98 | 0.669661594804748 | 0.660676810390504 | 0.330338405195252 |
99 | 0.686713445510251 | 0.626573108979499 | 0.313286554489749 |
100 | 0.67625194309915 | 0.6474961138017 | 0.32374805690085 |
101 | 0.646682988498388 | 0.706634023003223 | 0.353317011501611 |
102 | 0.60394659990254 | 0.792106800194921 | 0.39605340009746 |
103 | 0.553419831301771 | 0.893160337396458 | 0.446580168698229 |
104 | 0.502349798861197 | 0.995300402277607 | 0.497650201138803 |
105 | 0.458792248971454 | 0.917584497942908 | 0.541207751028546 |
106 | 0.437593601629119 | 0.875187203258238 | 0.562406398370881 |
107 | 0.461035454015936 | 0.922070908031872 | 0.538964545984064 |
108 | 0.562770152915056 | 0.874459694169888 | 0.437229847084944 |
109 | 0.6239849089426 | 0.7520301821148 | 0.3760150910574 |
110 | 0.610503136360803 | 0.778993727278394 | 0.389496863639197 |
111 | 0.593380077885403 | 0.813239844229194 | 0.406619922114597 |
112 | 0.562982679906065 | 0.87403464018787 | 0.437017320093935 |
113 | 0.517188972426091 | 0.965622055147818 | 0.482811027573909 |
114 | 0.463060046646947 | 0.926120093293893 | 0.536939953353053 |
115 | 0.404207591367755 | 0.80841518273551 | 0.595792408632245 |
116 | 0.349279958006988 | 0.698559916013976 | 0.650720041993012 |
117 | 0.322522613725919 | 0.645045227451839 | 0.677477386274081 |
118 | 0.33873741942439 | 0.677474838848779 | 0.66126258057561 |
119 | 0.489530541518678 | 0.979061083037355 | 0.510469458481322 |
120 | 0.899994472082116 | 0.200011055835769 | 0.100005527917884 |
121 | 0.874902317678802 | 0.250195364642396 | 0.125097682321198 |
122 | 0.84044006704905 | 0.3191198659019 | 0.15955993295095 |
123 | 0.796303348176893 | 0.407393303646214 | 0.203696651823107 |
124 | 0.742223458179419 | 0.515553083641162 | 0.257776541820581 |
125 | 0.676442095992344 | 0.647115808015312 | 0.323557904007656 |
126 | 0.605184789689321 | 0.789630420621359 | 0.394815210310679 |
127 | 0.529354550264497 | 0.941290899471007 | 0.470645449735503 |
128 | 0.445163014565228 | 0.890326029130456 | 0.554836985434772 |
129 | 0.36876225623123 | 0.73752451246246 | 0.63123774376877 |
130 | 0.394688810385311 | 0.789377620770622 | 0.605311189614689 |
131 | 0.478413803041351 | 0.956827606082703 | 0.521586196958649 |
132 | 0.936122467255876 | 0.127755065488249 | 0.0638775327441244 |
133 | 0.974377363326937 | 0.0512452733461266 | 0.0256226366730633 |
134 | 0.974355791689648 | 0.0512884166207031 | 0.0256442083103515 |
135 | 0.945987740932708 | 0.108024518134584 | 0.0540122590672922 |
136 | 0.930498724578345 | 0.13900255084331 | 0.069501275421655 |
137 | 0.85932837170093 | 0.28134325659814 | 0.14067162829907 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 3 | 0.0227272727272727 | NOK |
5% type I error level | 4 | 0.0303030303030303 | OK |
10% type I error level | 7 | 0.053030303030303 | OK |
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