| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 96.4666666666666 -1.47826086956518X[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) | 96.4666666666666 | 3.509054 | 27.4908 | 0 | 0 |
| X | -1.47826086956518 | 3.801964 | -0.3888 | 0.698459 | 0.349229 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.0437033195659165 |
| R-squared | 0.00190998014108062 |
| Adjusted R-squared | -0.0107240707432097 |
| F-TEST (value) | 0.151177176550365 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 79 |
| p-value | 0.698458914502653 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 12.1557182414647 |
| Sum Squared Residuals | 11673.1573913043 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 101.5 | 96.4666666666671 | 5.0333333333329 |
| 2 | 99.2 | 96.4666666666666 | 2.73333333333336 |
| 3 | 107.8 | 96.4666666666666 | 11.3333333333334 |
| 4 | 92.3 | 96.4666666666666 | -4.16666666666663 |
| 5 | 99.2 | 96.4666666666666 | 2.73333333333337 |
| 6 | 101.6 | 96.4666666666666 | 5.13333333333336 |
| 7 | 87 | 96.4666666666666 | -9.46666666666663 |
| 8 | 71.4 | 96.4666666666666 | -25.0666666666666 |
| 9 | 104.7 | 96.4666666666666 | 8.23333333333337 |
| 10 | 115.1 | 96.4666666666666 | 18.6333333333334 |
| 11 | 102.5 | 96.4666666666666 | 6.03333333333337 |
| 12 | 75.3 | 96.4666666666666 | -21.1666666666666 |
| 13 | 96.7 | 94.9884057971014 | 1.71159420289855 |
| 14 | 94.6 | 94.9884057971014 | -0.388405797101454 |
| 15 | 98.6 | 94.9884057971014 | 3.61159420289855 |
| 16 | 99.5 | 94.9884057971014 | 4.51159420289855 |
| 17 | 92 | 94.9884057971014 | -2.98840579710145 |
| 18 | 93.6 | 94.9884057971014 | -1.38840579710145 |
| 19 | 89.3 | 94.9884057971014 | -5.68840579710145 |
| 20 | 66.9 | 94.9884057971014 | -28.0884057971014 |
| 21 | 108.8 | 94.9884057971014 | 13.8115942028985 |
| 22 | 113.2 | 94.9884057971014 | 18.2115942028986 |
| 23 | 105.5 | 94.9884057971014 | 10.5115942028986 |
| 24 | 77.8 | 94.9884057971014 | -17.1884057971015 |
| 25 | 102.1 | 94.9884057971014 | 7.11159420289855 |
| 26 | 97 | 94.9884057971014 | 2.01159420289855 |
| 27 | 95.5 | 94.9884057971014 | 0.511594202898552 |
| 28 | 99.3 | 94.9884057971014 | 4.31159420289855 |
| 29 | 86.4 | 94.9884057971014 | -8.58840579710144 |
| 30 | 92.4 | 94.9884057971014 | -2.58840579710144 |
| 31 | 85.7 | 94.9884057971014 | -9.28840579710145 |
| 32 | 61.9 | 94.9884057971014 | -33.0884057971015 |
| 33 | 104.9 | 94.9884057971014 | 9.91159420289856 |
| 34 | 107.9 | 94.9884057971014 | 12.9115942028986 |
| 35 | 95.6 | 94.9884057971014 | 0.611594202898546 |
| 36 | 79.8 | 94.9884057971014 | -15.1884057971015 |
| 37 | 94.8 | 94.9884057971014 | -0.188405797101451 |
| 38 | 93.7 | 94.9884057971014 | -1.28840579710145 |
| 39 | 108.1 | 94.9884057971014 | 13.1115942028985 |
| 40 | 96.9 | 94.9884057971014 | 1.91159420289856 |
| 41 | 88.8 | 94.9884057971014 | -6.18840579710145 |
| 42 | 106.7 | 94.9884057971014 | 11.7115942028986 |
| 43 | 86.8 | 94.9884057971014 | -8.18840579710145 |
| 44 | 69.8 | 94.9884057971014 | -25.1884057971015 |
| 45 | 110.9 | 94.9884057971014 | 15.9115942028986 |
| 46 | 105.4 | 94.9884057971014 | 10.4115942028986 |
| 47 | 99.2 | 94.9884057971014 | 4.21159420289855 |
| 48 | 84.4 | 94.9884057971014 | -10.5884057971014 |
| 49 | 87.2 | 94.9884057971014 | -7.78840579710145 |
| 50 | 91.9 | 94.9884057971014 | -3.08840579710144 |
| 51 | 97.9 | 94.9884057971014 | 2.91159420289856 |
| 52 | 94.5 | 94.9884057971014 | -0.488405797101448 |
| 53 | 85 | 94.9884057971014 | -9.98840579710145 |
| 54 | 100.3 | 94.9884057971014 | 5.31159420289855 |
| 55 | 78.7 | 94.9884057971014 | -16.2884057971014 |
| 56 | 65.8 | 94.9884057971014 | -29.1884057971015 |
| 57 | 104.8 | 94.9884057971014 | 9.81159420289855 |
| 58 | 96 | 94.9884057971014 | 1.01159420289855 |
| 59 | 103.3 | 94.9884057971014 | 8.31159420289855 |
| 60 | 82.9 | 94.9884057971014 | -12.0884057971014 |
| 61 | 91.4 | 94.9884057971014 | -3.58840579710144 |
| 62 | 94.5 | 94.9884057971014 | -0.488405797101448 |
| 63 | 109.3 | 94.9884057971014 | 14.3115942028985 |
| 64 | 92.1 | 94.9884057971014 | -2.88840579710145 |
| 65 | 99.3 | 94.9884057971014 | 4.31159420289855 |
| 66 | 109.6 | 94.9884057971014 | 14.6115942028985 |
| 67 | 87.5 | 94.9884057971014 | -7.48840579710145 |
| 68 | 73.1 | 94.9884057971014 | -21.8884057971015 |
| 69 | 110.7 | 94.9884057971014 | 15.7115942028986 |
| 70 | 111.6 | 94.9884057971014 | 16.6115942028985 |
| 71 | 110.7 | 94.9884057971014 | 15.7115942028986 |
| 72 | 84 | 94.9884057971014 | -10.9884057971014 |
| 73 | 101.6 | 94.9884057971014 | 6.61159420289855 |
| 74 | 102.1 | 94.9884057971014 | 7.11159420289855 |
| 75 | 113.9 | 94.9884057971014 | 18.9115942028986 |
| 76 | 99 | 94.9884057971014 | 4.01159420289855 |
| 77 | 100.4 | 94.9884057971014 | 5.41159420289856 |
| 78 | 109.5 | 94.9884057971014 | 14.5115942028986 |
| 79 | 93 | 94.9884057971014 | -1.98840579710145 |
| 80 | 76.8 | 94.9884057971014 | -18.1884057971015 |
| 81 | 105.3 | 94.9884057971014 | 10.3115942028985 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.150718083017066 | 0.301436166034131 | 0.849281916982934 |
| 6 | 0.0634165118539387 | 0.126833023707877 | 0.936583488146061 |
| 7 | 0.120284345146306 | 0.240568690292612 | 0.879715654853694 |
| 8 | 0.573597082807296 | 0.852805834385409 | 0.426402917192704 |
| 9 | 0.514012300614302 | 0.971975398771397 | 0.485987699385698 |
| 10 | 0.636965441338143 | 0.726069117323714 | 0.363034558661857 |
| 11 | 0.573888179685533 | 0.852223640628934 | 0.426111820314467 |
| 12 | 0.720651383432616 | 0.558697233134768 | 0.279348616567384 |
| 13 | 0.636400512357327 | 0.727198975285346 | 0.363599487642673 |
| 14 | 0.548278626299363 | 0.903442747401274 | 0.451721373700637 |
| 15 | 0.462904563056324 | 0.925809126112649 | 0.537095436943676 |
| 16 | 0.382058975993984 | 0.764117951987968 | 0.617941024006016 |
| 17 | 0.313981865028635 | 0.627963730057269 | 0.686018134971365 |
| 18 | 0.245901027269537 | 0.491802054539075 | 0.754098972730463 |
| 19 | 0.200190697752787 | 0.400381395505575 | 0.799809302247213 |
| 20 | 0.473316480585761 | 0.946632961171523 | 0.526683519414239 |
| 21 | 0.520960145972494 | 0.958079708055012 | 0.479039854027506 |
| 22 | 0.611272895974614 | 0.777454208050772 | 0.388727104025386 |
| 23 | 0.585179954727692 | 0.829640090544615 | 0.414820045272308 |
| 24 | 0.650131163709447 | 0.699737672581105 | 0.349868836290553 |
| 25 | 0.604233783584312 | 0.791532432831377 | 0.395766216415688 |
| 26 | 0.536330825786853 | 0.927338348426294 | 0.463669174213147 |
| 27 | 0.466491321855059 | 0.932982643710117 | 0.533508678144941 |
| 28 | 0.405197983180482 | 0.810395966360965 | 0.594802016819518 |
| 29 | 0.372926123280848 | 0.745852246561695 | 0.627073876719152 |
| 30 | 0.312820924442544 | 0.625641848885088 | 0.687179075557456 |
| 31 | 0.286599961483115 | 0.57319992296623 | 0.713400038516885 |
| 32 | 0.665824540031966 | 0.668350919936069 | 0.334175459968034 |
| 33 | 0.650183568001447 | 0.699632863997106 | 0.349816431998553 |
| 34 | 0.659724698488222 | 0.680550603023557 | 0.340275301511778 |
| 35 | 0.598104674131121 | 0.803790651737758 | 0.401895325868879 |
| 36 | 0.62522016658319 | 0.749559666833619 | 0.374779833416809 |
| 37 | 0.562340536878133 | 0.875318926243734 | 0.437659463121867 |
| 38 | 0.498294738381363 | 0.996589476762725 | 0.501705261618637 |
| 39 | 0.509351572768868 | 0.981296854462263 | 0.490648427231132 |
| 40 | 0.446490538410498 | 0.892981076820996 | 0.553509461589502 |
| 41 | 0.398111815075711 | 0.796223630151421 | 0.60188818492429 |
| 42 | 0.392471414961648 | 0.784942829923296 | 0.607528585038352 |
| 43 | 0.357272619898988 | 0.714545239797977 | 0.642727380101012 |
| 44 | 0.558586798600142 | 0.882826402799715 | 0.441413201399858 |
| 45 | 0.600418812017567 | 0.799162375964867 | 0.399581187982433 |
| 46 | 0.581144670339919 | 0.837710659320162 | 0.418855329660081 |
| 47 | 0.523177142156260 | 0.953645715687479 | 0.476822857843740 |
| 48 | 0.506916386188097 | 0.986167227623805 | 0.493083613811903 |
| 49 | 0.468851014925228 | 0.937702029850457 | 0.531148985074772 |
| 50 | 0.408453389450606 | 0.816906778901213 | 0.591546610549394 |
| 51 | 0.347735915522847 | 0.695471831045694 | 0.652264084477153 |
| 52 | 0.28827824946527 | 0.57655649893054 | 0.71172175053473 |
| 53 | 0.271835069765992 | 0.543670139531983 | 0.728164930234008 |
| 54 | 0.225837036779740 | 0.451674073559481 | 0.77416296322026 |
| 55 | 0.273045564209073 | 0.546091128418145 | 0.726954435790927 |
| 56 | 0.627867542127792 | 0.744264915744417 | 0.372132457872208 |
| 57 | 0.590363913747091 | 0.819272172505818 | 0.409636086252909 |
| 58 | 0.520921219545181 | 0.958157560909639 | 0.479078780454819 |
| 59 | 0.469088062542726 | 0.938176125085453 | 0.530911937457274 |
| 60 | 0.498797848409647 | 0.997595696819293 | 0.501202151590353 |
| 61 | 0.445518700039744 | 0.891037400079488 | 0.554481299960256 |
| 62 | 0.378946595631877 | 0.757893191263753 | 0.621053404368123 |
| 63 | 0.370739041235287 | 0.741478082470575 | 0.629260958764713 |
| 64 | 0.314838192543218 | 0.629676385086436 | 0.685161807456782 |
| 65 | 0.248561132340253 | 0.497122264680505 | 0.751438867659747 |
| 66 | 0.239909957111864 | 0.479819914223728 | 0.760090042888136 |
| 67 | 0.219260868129277 | 0.438521736258554 | 0.780739131870723 |
| 68 | 0.502932385242514 | 0.994135229514972 | 0.497067614757486 |
| 69 | 0.484423840107071 | 0.968847680214142 | 0.515576159892929 |
| 70 | 0.485686854519487 | 0.971373709038975 | 0.514313145480513 |
| 71 | 0.482864395821316 | 0.965728791642633 | 0.517135604178684 |
| 72 | 0.538865111700845 | 0.92226977659831 | 0.461134888299155 |
| 73 | 0.42253399812393 | 0.84506799624786 | 0.57746600187607 |
| 74 | 0.307866238204365 | 0.615732476408729 | 0.692133761795635 |
| 75 | 0.361021480169440 | 0.722042960338881 | 0.63897851983056 |
| 76 | 0.226154950052559 | 0.452309900105118 | 0.773845049947441 |
| 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 |
