| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 482.709293482212 + 0.597911770962894X[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) | 482.709293482212 | 79.994555 | 6.0343 | 0 | 0 |
| X | 0.597911770962894 | 0.785063 | 0.7616 | 0.448851 | 0.224426 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.0906549585695 |
| R-squared | 0.00821832151323775 |
| Adjusted R-squared | -0.00594998817943027 |
| F-TEST (value) | 0.580049539536156 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 70 |
| p-value | 0.448851281961188 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 55.4158779872254 |
| Sum Squared Residuals | 214964.367316654 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 467 | 541.782976453349 | -74.7829764533488 |
| 2 | 460 | 542.799426463984 | -82.7994264639836 |
| 3 | 448 | 548.718752996516 | -100.718752996516 |
| 4 | 443 | 540.347988203036 | -97.3479882030357 |
| 5 | 436 | 543.636502943332 | -107.636502943332 |
| 6 | 431 | 546.207523558472 | -115.207523558472 |
| 7 | 484 | 531.140146930207 | -47.1401469302072 |
| 8 | 510 | 539.331538192399 | -29.3315381923988 |
| 9 | 513 | 543.098382349465 | -30.0983823494650 |
| 10 | 503 | 548.120841225553 | -45.1208412255533 |
| 11 | 471 | 543.875667651717 | -72.8756676517168 |
| 12 | 471 | 536.939891108547 | -65.9398911085472 |
| 13 | 476 | 540.228405848843 | -64.2284058488431 |
| 14 | 475 | 540.168614671747 | -65.1686146717469 |
| 15 | 470 | 546.08794120428 | -76.0879412042795 |
| 16 | 461 | 544.353997068487 | -83.3539970684871 |
| 17 | 455 | 543.696294120428 | -88.696294120428 |
| 18 | 456 | 545.310655902028 | -89.3106559020277 |
| 19 | 517 | 534.129705785022 | -17.1297057850216 |
| 20 | 525 | 537.776967587895 | -12.7769675878953 |
| 21 | 523 | 546.626061798146 | -23.6260617981461 |
| 22 | 519 | 550.034158892635 | -31.0341588926346 |
| 23 | 509 | 543.516920589139 | -34.5169205891391 |
| 24 | 512 | 537.717176410799 | -25.717176410799 |
| 25 | 519 | 540.945899973999 | -21.9458999739986 |
| 26 | 517 | 540.706735265613 | -23.7067352656135 |
| 27 | 510 | 545.729194141702 | -35.7291941417018 |
| 28 | 509 | 544.114832360102 | -35.1148323601019 |
| 29 | 501 | 541.364438213673 | -40.3644382136726 |
| 30 | 507 | 545.191073547835 | -38.1910735478352 |
| 31 | 569 | 534.96678226437 | 34.0332177356303 |
| 32 | 580 | 536.461561691777 | 43.5384383082231 |
| 33 | 578 | 548.360005933939 | 29.6399940660615 |
| 34 | 565 | 549.496038298768 | 15.503961701232 |
| 35 | 547 | 541.663394099154 | 5.33660590084592 |
| 36 | 555 | 540.646944088517 | 14.3530559114828 |
| 37 | 562 | 539.570702900784 | 22.4292970992161 |
| 38 | 561 | 540.706735265613 | 20.2932647343865 |
| 39 | 555 | 550.093950069731 | 4.90604993026912 |
| 40 | 544 | 544.234414714295 | -0.234414714294529 |
| 41 | 537 | 540.945899973999 | -3.94589997399861 |
| 42 | 543 | 549.316664767479 | -6.31666476747913 |
| 43 | 594 | 534.96678226437 | 59.0332177356303 |
| 44 | 611 | 540.587152911421 | 70.4128470885791 |
| 45 | 613 | 550.931026549079 | 62.0689734509211 |
| 46 | 611 | 548.65896181942 | 62.3410381805801 |
| 47 | 594 | 544.832326485257 | 49.1676735147426 |
| 48 | 595 | 543.457129412043 | 51.5428705879572 |
| 49 | 591 | 539.271747015302 | 51.7282529846975 |
| 50 | 589 | 540.049032317554 | 48.9509676824457 |
| 51 | 584 | 545.310655902028 | 38.6893440979723 |
| 52 | 573 | 544.174623537198 | 28.8253764628018 |
| 53 | 567 | 541.364438213673 | 25.6355617863274 |
| 54 | 569 | 550.811444194886 | 18.1885558051136 |
| 55 | 621 | 531.080355753111 | 89.9196442468891 |
| 56 | 629 | 539.929449963362 | 89.0705500366383 |
| 57 | 628 | 550.392905955212 | 77.6070940447877 |
| 58 | 612 | 546.028150027183 | 65.9718499728168 |
| 59 | 595 | 547.762094162976 | 47.2379058370244 |
| 60 | 597 | 543.875667651717 | 53.1243323482832 |
| 61 | 593 | 541.902558807539 | 51.0974411924608 |
| 62 | 590 | 542.919008818176 | 47.0809911818238 |
| 63 | 580 | 551.768103028427 | 28.231896971573 |
| 64 | 574 | 542.919008818176 | 31.0809911818238 |
| 65 | 573 | 548.419797111035 | 24.5802028889652 |
| 66 | 573 | 551.22998243456 | 21.7700175654396 |
| 67 | 620 | 533.770958722444 | 86.2290412775561 |
| 68 | 626 | 542.799426463984 | 83.2005735360164 |
| 69 | 620 | 551.349564788753 | 68.650435211247 |
| 70 | 588 | 552.36601479939 | 35.6339852006101 |
| 71 | 566 | 550.213532423923 | 15.7864675760765 |
| 72 | 557 | 543.696294120428 | 13.3037058795721 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0291564972826792 | 0.0583129945653584 | 0.97084350271732 |
| 6 | 0.0144732623483473 | 0.0289465246966945 | 0.985526737651653 |
| 7 | 0.00446432297962728 | 0.00892864595925455 | 0.995535677020373 |
| 8 | 0.0286455242169029 | 0.0572910484338058 | 0.971354475783097 |
| 9 | 0.0751747949328257 | 0.150349589865651 | 0.924825205067174 |
| 10 | 0.102021185681162 | 0.204042371362323 | 0.897978814318838 |
| 11 | 0.06838951128875 | 0.1367790225775 | 0.93161048871125 |
| 12 | 0.0458020185371925 | 0.091604037074385 | 0.954197981462807 |
| 13 | 0.0305063017722748 | 0.0610126035445496 | 0.969493698227725 |
| 14 | 0.0208659361884329 | 0.0417318723768657 | 0.979134063811567 |
| 15 | 0.0156339254595871 | 0.0312678509191742 | 0.984366074540413 |
| 16 | 0.0137627567578654 | 0.0275255135157309 | 0.986237243242135 |
| 17 | 0.0157202602776343 | 0.0314405205552686 | 0.984279739722366 |
| 18 | 0.0204373225228460 | 0.0408746450456920 | 0.979562677477154 |
| 19 | 0.0248303481374608 | 0.0496606962749217 | 0.97516965186254 |
| 20 | 0.040488483943726 | 0.080976967887452 | 0.959511516056274 |
| 21 | 0.104572242726814 | 0.209144485453628 | 0.895427757273186 |
| 22 | 0.180859054305167 | 0.361718108610335 | 0.819140945694833 |
| 23 | 0.211891435469727 | 0.423782870939455 | 0.788108564530273 |
| 24 | 0.235741289761998 | 0.471482579523996 | 0.764258710238002 |
| 25 | 0.281508001310976 | 0.563016002621953 | 0.718491998689024 |
| 26 | 0.332520658977468 | 0.665041317954937 | 0.667479341022532 |
| 27 | 0.411803191166727 | 0.823606382333455 | 0.588196808833273 |
| 28 | 0.509613976688734 | 0.980772046622532 | 0.490386023311266 |
| 29 | 0.660719771677785 | 0.67856045664443 | 0.339280228322215 |
| 30 | 0.812170337763578 | 0.375659324472843 | 0.187829662236422 |
| 31 | 0.90022590384946 | 0.199548192301081 | 0.0997740961505404 |
| 32 | 0.949436861565674 | 0.101126276868652 | 0.050563138434326 |
| 33 | 0.985071939450042 | 0.0298561210999166 | 0.0149280605499583 |
| 34 | 0.99177460870239 | 0.0164507825952198 | 0.00822539129760988 |
| 35 | 0.99448090488398 | 0.01103819023204 | 0.00551909511602 |
| 36 | 0.996080815784387 | 0.00783836843122677 | 0.00391918421561339 |
| 37 | 0.997046761464822 | 0.00590647707035634 | 0.00295323853517817 |
| 38 | 0.997761508868407 | 0.00447698226318688 | 0.00223849113159344 |
| 39 | 0.998261472362198 | 0.00347705527560352 | 0.00173852763780176 |
| 40 | 0.999077046188345 | 0.00184590762330924 | 0.000922953811654622 |
| 41 | 0.999789955976921 | 0.000420088046158435 | 0.000210044023079217 |
| 42 | 0.999926727785333 | 0.000146544429334513 | 7.32722146672565e-05 |
| 43 | 0.9999356009522 | 0.000128798095601847 | 6.43990478009235e-05 |
| 44 | 0.999958764470687 | 8.24710586254401e-05 | 4.12355293127201e-05 |
| 45 | 0.999983371574183 | 3.32568516346054e-05 | 1.66284258173027e-05 |
| 46 | 0.99998918828546 | 2.16234290818674e-05 | 1.08117145409337e-05 |
| 47 | 0.999983454408147 | 3.30911837062954e-05 | 1.65455918531477e-05 |
| 48 | 0.999973579427061 | 5.28411458776876e-05 | 2.64205729388438e-05 |
| 49 | 0.999957286005275 | 8.54279894499194e-05 | 4.27139947249597e-05 |
| 50 | 0.999928497220863 | 0.000143005558273435 | 7.15027791367177e-05 |
| 51 | 0.999868665433233 | 0.000262669133534290 | 0.000131334566767145 |
| 52 | 0.999807011407633 | 0.000385977184734665 | 0.000192988592367332 |
| 53 | 0.99982499058817 | 0.000350018823658667 | 0.000175009411829333 |
| 54 | 0.99969733583125 | 0.00060532833749998 | 0.00030266416874999 |
| 55 | 0.999504833717833 | 0.00099033256433431 | 0.000495166282167155 |
| 56 | 0.999529260293 | 0.000941479413998706 | 0.000470739706999353 |
| 57 | 0.999802119393915 | 0.000395761212170312 | 0.000197880606085156 |
| 58 | 0.999714386877604 | 0.000571226244791038 | 0.000285613122395519 |
| 59 | 0.999316056504416 | 0.00136788699116811 | 0.000683943495584055 |
| 60 | 0.998334758727316 | 0.00333048254536816 | 0.00166524127268408 |
| 61 | 0.995922979634152 | 0.00815404073169596 | 0.00407702036584798 |
| 62 | 0.990348434895232 | 0.0193031302095352 | 0.0096515651047676 |
| 63 | 0.97748624252586 | 0.0450275149482811 | 0.0225137574741405 |
| 64 | 0.960580180441521 | 0.0788396391169574 | 0.0394198195584787 |
| 65 | 0.92335232533664 | 0.153295349326721 | 0.0766476746633605 |
| 66 | 0.852399083845043 | 0.295201832309914 | 0.147600916154957 |
| 67 | 0.741425430397605 | 0.51714913920479 | 0.258574569602395 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 27 | 0.428571428571429 | NOK |
| 5% type I error level | 39 | 0.619047619047619 | NOK |
| 10% type I error level | 45 | 0.714285714285714 | NOK |
