| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 6.75972454369191 -3.3267423757629X[t] + 0.731410997239706Y1[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) | 6.75972454369191 | 2.280058 | 2.9647 | 0.004193 | 0.002097 |
| X | -3.3267423757629 | 1.462101 | -2.2753 | 0.026091 | 0.013046 |
| Y1 | 0.731410997239706 | 0.087178 | 8.3898 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.89694983314468 |
| R-squared | 0.804519003178269 |
| Adjusted R-squared | 0.798683749541799 |
| F-TEST (value) | 137.872156601751 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 67 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.10564792842612 |
| Sum Squared Residuals | 646.21828670761 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 29 | 26.507821469164 | 2.49217853083602 |
| 2 | 27 | 27.9706434636434 | -0.970643463643395 |
| 3 | 26 | 26.507821469164 | -0.507821469163974 |
| 4 | 24 | 25.7764104719243 | -1.77641047192428 |
| 5 | 30 | 24.3135884774449 | 5.68641152255513 |
| 6 | 26 | 28.7020544608831 | -2.7020544608831 |
| 7 | 28 | 25.7764104719243 | 2.22358952807572 |
| 8 | 28 | 27.2392324664037 | 0.76076753359631 |
| 9 | 24 | 27.2392324664037 | -3.23923246640369 |
| 10 | 23 | 24.3135884774449 | -1.31358847744487 |
| 11 | 24 | 23.5821774802052 | 0.41782251979484 |
| 12 | 24 | 24.3135884774449 | -0.313588477444866 |
| 13 | 27 | 24.3135884774449 | 2.68641152255513 |
| 14 | 28 | 26.507821469164 | 1.49217853083602 |
| 15 | 25 | 27.2392324664037 | -2.23923246640369 |
| 16 | 19 | 25.0449994746846 | -6.04499947468457 |
| 17 | 19 | 20.6565334912463 | -1.65653349124634 |
| 18 | 19 | 20.6565334912463 | -1.65653349124634 |
| 19 | 20 | 20.6565334912463 | -0.656533491246336 |
| 20 | 16 | 21.3879444884860 | -5.38794448848604 |
| 21 | 22 | 18.4623004995272 | 3.53769950047278 |
| 22 | 21 | 22.8507664829655 | -1.85076648296545 |
| 23 | 25 | 22.1193554857257 | 2.88064451427425 |
| 24 | 29 | 25.0449994746846 | 3.95500052531543 |
| 25 | 28 | 27.9706434636434 | 0.0293565363566031 |
| 26 | 25 | 27.2392324664037 | -2.23923246640369 |
| 27 | 26 | 25.0449994746846 | 0.955000525315428 |
| 28 | 24 | 25.7764104719243 | -1.77641047192428 |
| 29 | 28 | 24.3135884774449 | 3.68641152255513 |
| 30 | 28 | 27.2392324664037 | 0.76076753359631 |
| 31 | 28 | 27.2392324664037 | 0.76076753359631 |
| 32 | 28 | 27.2392324664037 | 0.76076753359631 |
| 33 | 32 | 27.2392324664037 | 4.76076753359631 |
| 34 | 31 | 30.1648764553625 | 0.835123544637484 |
| 35 | 22 | 29.4334654581228 | -7.43346545812281 |
| 36 | 29 | 22.8507664829655 | 6.14923351703455 |
| 37 | 31 | 27.9706434636434 | 3.0293565363566 |
| 38 | 29 | 29.4334654581228 | -0.433465458122809 |
| 39 | 32 | 27.9706434636434 | 4.0293565363566 |
| 40 | 32 | 30.1648764553625 | 1.83512354463748 |
| 41 | 31 | 30.1648764553625 | 0.835123544637484 |
| 42 | 29 | 29.4334654581228 | -0.433465458122809 |
| 43 | 28 | 27.9706434636434 | 0.0293565363566031 |
| 44 | 28 | 27.2392324664037 | 0.76076753359631 |
| 45 | 29 | 27.2392324664037 | 1.76076753359631 |
| 46 | 22 | 27.9706434636434 | -5.9706434636434 |
| 47 | 26 | 22.8507664829655 | 3.14923351703455 |
| 48 | 24 | 25.7764104719243 | -1.77641047192428 |
| 49 | 27 | 24.3135884774449 | 2.68641152255513 |
| 50 | 27 | 26.507821469164 | 0.492178530836015 |
| 51 | 23 | 26.507821469164 | -3.50782146916398 |
| 52 | 21 | 23.5821774802052 | -2.58217748020516 |
| 53 | 19 | 22.1193554857257 | -3.11935548572575 |
| 54 | 17 | 20.6565334912463 | -3.65653349124634 |
| 55 | 19 | 19.1937114967669 | -0.193711496766923 |
| 56 | 21 | 17.3297911154834 | 3.67020888451657 |
| 57 | 13 | 18.7926131099628 | -5.79261310996285 |
| 58 | 8 | 12.9413251320452 | -4.9413251320452 |
| 59 | 5 | 9.28427014584667 | -4.28427014584666 |
| 60 | 10 | 7.09003715412755 | 2.90996284587245 |
| 61 | 6 | 10.7470921403261 | -4.74709214032608 |
| 62 | 6 | 7.82144815136725 | -1.82144815136725 |
| 63 | 8 | 7.82144815136725 | 0.178551848632747 |
| 64 | 11 | 9.28427014584667 | 1.71572985415333 |
| 65 | 12 | 11.4785031375658 | 0.521496862434216 |
| 66 | 13 | 12.2099141348055 | 0.79008586519451 |
| 67 | 19 | 12.9413251320452 | 6.0586748679548 |
| 68 | 19 | 17.3297911154834 | 1.67020888451657 |
| 69 | 18 | 17.3297911154834 | 0.670208884516567 |
| 70 | 20 | 16.5983801182437 | 3.40161988175627 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.443326081715525 | 0.88665216343105 | 0.556673918284475 |
| 7 | 0.282828177235815 | 0.565656354471629 | 0.717171822764185 |
| 8 | 0.182280158601985 | 0.364560317203969 | 0.817719841398015 |
| 9 | 0.187982459632941 | 0.375964919265881 | 0.81201754036706 |
| 10 | 0.314627267087729 | 0.629254534175458 | 0.68537273291227 |
| 11 | 0.258682765390492 | 0.517365530780984 | 0.741317234609508 |
| 12 | 0.19823766710833 | 0.39647533421666 | 0.80176233289167 |
| 13 | 0.149047230076197 | 0.298094460152394 | 0.850952769923803 |
| 14 | 0.111602178797097 | 0.223204357594194 | 0.888397821202903 |
| 15 | 0.0833968373361858 | 0.166793674672372 | 0.916603162663814 |
| 16 | 0.339958766256321 | 0.679917532512642 | 0.660041233743679 |
| 17 | 0.338994113307793 | 0.677988226615586 | 0.661005886692207 |
| 18 | 0.291736814683589 | 0.583473629367179 | 0.70826318531641 |
| 19 | 0.224917254006786 | 0.449834508013573 | 0.775082745993213 |
| 20 | 0.340236095167270 | 0.680472190334539 | 0.65976390483273 |
| 21 | 0.381138421446013 | 0.762276842892025 | 0.618861578553987 |
| 22 | 0.328664795810021 | 0.657329591620042 | 0.671335204189979 |
| 23 | 0.321508124106606 | 0.643016248213212 | 0.678491875893394 |
| 24 | 0.374007561219149 | 0.748015122438298 | 0.625992438780851 |
| 25 | 0.305189952239640 | 0.610379904479281 | 0.69481004776036 |
| 26 | 0.266809466913708 | 0.533618933827416 | 0.733190533086292 |
| 27 | 0.21543943766549 | 0.43087887533098 | 0.78456056233451 |
| 28 | 0.177776803171012 | 0.355553606342024 | 0.822223196828988 |
| 29 | 0.199707503530211 | 0.399415007060421 | 0.80029249646979 |
| 30 | 0.156816931316029 | 0.313633862632058 | 0.843183068683971 |
| 31 | 0.120288843029384 | 0.240577686058768 | 0.879711156970616 |
| 32 | 0.0900973090320702 | 0.180194618064140 | 0.90990269096793 |
| 33 | 0.138201728473799 | 0.276403456947597 | 0.861798271526201 |
| 34 | 0.104738640710238 | 0.209477281420475 | 0.895261359289762 |
| 35 | 0.316824408115116 | 0.633648816230231 | 0.683175591884884 |
| 36 | 0.503183324136944 | 0.993633351726112 | 0.496816675863056 |
| 37 | 0.504909776736042 | 0.990180446527916 | 0.495090223263958 |
| 38 | 0.434503871141082 | 0.869007742282164 | 0.565496128858918 |
| 39 | 0.489651595524234 | 0.979303191048469 | 0.510348404475766 |
| 40 | 0.449313623506426 | 0.898627247012852 | 0.550686376493574 |
| 41 | 0.388440462049491 | 0.776880924098982 | 0.611559537950509 |
| 42 | 0.321476126815846 | 0.642952253631692 | 0.678523873184154 |
| 43 | 0.261288266383298 | 0.522576532766595 | 0.738711733616702 |
| 44 | 0.214946798661964 | 0.429893597323927 | 0.785053201338036 |
| 45 | 0.19508133078218 | 0.39016266156436 | 0.80491866921782 |
| 46 | 0.300378155442173 | 0.600756310884345 | 0.699621844557827 |
| 47 | 0.32991131914784 | 0.65982263829568 | 0.67008868085216 |
| 48 | 0.273116029901586 | 0.546232059803172 | 0.726883970098414 |
| 49 | 0.299763371668734 | 0.599526743337468 | 0.700236628331266 |
| 50 | 0.265555074095564 | 0.531110148191129 | 0.734444925904436 |
| 51 | 0.232667316142154 | 0.465334632284309 | 0.767332683857846 |
| 52 | 0.189531642205322 | 0.379063284410644 | 0.810468357794678 |
| 53 | 0.158709656909888 | 0.317419313819777 | 0.841290343090112 |
| 54 | 0.148768257492390 | 0.297536514984779 | 0.85123174250761 |
| 55 | 0.104001121295977 | 0.208002242591955 | 0.895998878704023 |
| 56 | 0.0976178989887545 | 0.195235797977509 | 0.902382101011245 |
| 57 | 0.246982173955989 | 0.493964347911979 | 0.753017826044011 |
| 58 | 0.388350381246865 | 0.77670076249373 | 0.611649618753135 |
| 59 | 0.472330867026867 | 0.944661734053733 | 0.527669132973133 |
| 60 | 0.501182571769701 | 0.997634856460598 | 0.498817428230299 |
| 61 | 0.758908765198084 | 0.482182469603832 | 0.241091234801916 |
| 62 | 0.739701971658651 | 0.520596056682699 | 0.260298028341349 |
| 63 | 0.6363025743706 | 0.7273948512588 | 0.3636974256294 |
| 64 | 0.474955773292856 | 0.949911546585713 | 0.525044226707144 |
| 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 | 0 | 0 | OK |
