Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 2.46573628773672 -0.00180117407981777X[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.465736287736720.5476834.50211.1e-055e-06
X-0.001801174079817770.002751-0.65470.5133240.256662


Multiple Linear Regression - Regression Statistics
Multiple R0.0438997676878124
R-squared0.0019271896030439
Adjusted R-squared-0.00256863386721262
F-TEST (value)0.428662205220865
F-TEST (DF numerator)1
F-TEST (DF denominator)222
p-value0.513323876544774
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.02226417409436
Sum Squared Residuals231.995337243375


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
13.882.189616301300651.69038369869935
23.982.187454892404881.79254510759513
33.292.1861940705491.103805929451
42.882.183132074613310.696867925386689
53.222.182951957205331.03704804279467
63.622.18223148757341.4377685124266
73.822.182591722389371.63740827761063
83.542.182051370165421.35794862983458
92.532.181150783125510.348849216874488
102.222.18025019608560.0397498039143977
112.852.179349609045690.670650390954306
122.782.178809256821750.601190743178252
132.282.177548434965880.102451565034124
142.262.176107495702020.0838925042979782
152.712.174126204214220.535873795785778
162.772.173045499766330.596954500233669
172.772.172685264950370.597314735049632
182.642.172505147542390.467494852457614
192.562.172325030134400.387674969865596
202.072.17214491272642-0.102144912726423
212.322.170343738646600.149656261353395
222.162.16908291679073-0.00908291679073216
232.232.168902799382750.0610972006172495
242.42.168722681974770.231277318025231
252.842.168542564566790.671457435433213
262.772.167101625302930.602898374697067
272.932.166561273078990.763438726921013
282.912.164579981591190.745420018408812
292.692.163679394551280.526320605448721
302.382.162598690103390.217401309896612
312.582.162058337879440.417941662120557
323.192.161517985655501.02848201434450
332.822.161157750839530.658842249160466
342.722.160437281207610.559562718792393
352.532.160257163799630.369742836200375
362.72.160077046391640.539922953608357
372.422.159896928983660.260103071016338
382.52.158816224535770.341183775464229
392.312.157915637495860.152084362504138
402.412.156114463416040.253885536583956
412.562.156114463416040.403885536583956
422.762.155934346008060.604065653991937
432.712.155934346008060.554065653991937
442.442.155213876376140.284786123623865
452.462.154133171928240.305866828071755
462.122.15287235007237-0.0328723500723722
471.992.15269223266439-0.162692232664391
481.862.15269223266439-0.292692232664390
491.882.15251211525641-0.272512115256409
501.822.15125129340054-0.331251293400536
511.742.15053082376861-0.410530823768609
521.712.14890976709677-0.438909767096773
531.382.14872964968879-0.768729649688792
541.272.15035070636063-0.880350706360628
551.192.14945011932072-0.959450119320719
561.282.14890976709677-0.868909767096773
571.192.14746882783292-0.95746882783292
581.222.14854953228081-0.92854953228081
591.472.14854953228081-0.67854953228081
601.462.14836941487283-0.688369414872828
611.962.14818929746485-0.188189297464846
621.882.14548753634512-0.265487536345120
632.032.14422671448925-0.114226714489247
642.042.14260565781741-0.102605657817411
651.92.14242554040943-0.242425540409429
661.82.14224542300145-0.342245423001447
671.922.14206530559347-0.222065305593466
681.922.14206530559347-0.222065305593466
691.972.14188518818548-0.171885188185484
702.462.141705070777500.318294929222498
712.362.141164718553560.218835281446443
722.532.140804483737590.389195516262407
732.312.140804483737590.169195516262407
741.982.13918342706576-0.159183427065757
751.462.13810272261787-0.678102722617867
761.262.13702201816998-0.877022018169976
771.582.13666178335401-0.556661783354012
781.742.13594131372209-0.395941313722085
791.892.13504072668218-0.245040726682176
801.852.13486060927419-0.284860609274195
811.622.13468049186621-0.514680491866213
821.32.13450037445823-0.834500374458231
831.422.13414013964227-0.714140139642268
841.152.13359978741832-0.983599787418322
850.422.13341967001034-1.71341967001034
860.742.13089802629860-1.39089802629860
871.022.12963720444272-1.10963720444272
881.512.12783603036291-0.617836030362905
891.862.12747579554694-0.267475795546942
901.592.12729567813896-0.53729567813896
911.032.12711556073098-1.09711556073098
920.442.12657520850703-1.68657520850703
930.822.12639509109905-1.30639509109905
940.862.12621497369107-1.26621497369107
950.582.12621497369107-1.54621497369107
960.592.12603485628309-1.53603485628309
970.952.12603485628309-1.17603485628309
980.982.12459391701923-1.14459391701923
991.232.12351321257134-0.893513212571343
1001.172.12009098181969-0.95009098181969
1010.842.1190102773718-1.27901027737180
1020.742.11810969033189-1.37810969033189
1030.652.11720910329198-1.46720910329198
1040.912.11648863366005-1.20648863366005
1051.192.11594828143611-0.925948281436108
1061.32.11468745958024-0.814687459580235
1071.532.11468745958024-0.584687459580235
1081.942.11468745958024-0.174687459580236
1091.792.11468745958024-0.324687459580235
1101.952.11360675513234-0.163606755132345
1112.262.112706168092440.147293831907564
1122.042.11234593327647-0.0723459332764724
1132.162.112345933276470.0476540667235277
1142.752.112345933276470.637654066723528
1152.792.112345933276470.677654066723528
1162.882.110904994012620.769095005987382
1173.362.109644172156751.25035582784325
1182.972.10910381993280.8608961800672
1193.12.108743585116840.991256414883163
1202.492.108203232892890.381796767107109
1212.22.108023115484910.0919768845150904
1222.252.106402058813070.143597941186926
1232.092.10550147177316-0.0155014717731650
1242.792.10315994546940.686840054530598
1253.142.101538888797571.03846111120243
1262.932.100278066941690.829721933058307
1272.652.099197362493800.550802637506197
1282.672.099197362493800.570802637506197
1292.262.098296775453890.161703224546106
1302.352.098116658045910.251883341954088
1312.132.097756423229950.0322435767700515
1322.182.097396188413980.0826038115860153
1332.92.096855836190040.80314416380996
1342.632.096315483966090.533684516033906
1352.672.095234779518200.574765220481796
1361.812.09379384025435-0.283793840254349
1371.332.09307337062242-0.763073370622422
1380.882.09271313580646-1.21271313580646
1391.282.09145231395059-0.811452313950586
1401.262.09109207913462-0.831092079134623
1411.262.09019149209471-0.830191492094714
1421.292.09001137468673-0.800011374686732
1431.12.08929090505480-0.989290905054805
1441.372.08911078764682-0.719110787646823
1451.212.08803008319893-0.878030083198932
1461.742.08784996579095-0.347849965790951
1471.762.08766984838297-0.327669848382969
1481.482.08748973097499-0.607489730974987
1491.042.08604879171113-1.04604879171113
1501.622.08496808726324-0.464968087263242
1511.492.08442773503930-0.594427735039297
1521.792.08388738281535-0.293887382815352
1531.82.08352714799939-0.283527147999388
1541.582.08316691318342-0.503166913183424
1551.862.08226632614352-0.222266326143515
1561.742.08136573910361-0.341365739103607
1571.592.08082538687966-0.490825386879661
1581.262.08028503465572-0.820285034655716
1591.132.07974468243177-0.94974468243177
1601.922.07884409539186-0.158844095391862
1612.612.07848386057590.531516139424102
1622.262.076862803904060.183137196095938
1632.412.075962216864150.334037783135847
1642.262.075061629824240.184938370175755
1652.032.0745212776003-0.0445212776002994
1662.862.073980925376350.786019074623646
1672.552.073260455744430.476739544255573
1682.272.072900220928460.197099779071537
1692.262.071999633888550.188000366111445
1702.572.071459281664610.498540718335391
1713.072.070738812032680.999261187967318
1722.762.068757520544880.691242479455118
1732.512.067856933504970.442143066495026
1742.872.067676816096990.802323183903008
1753.142.066235876833141.07376412316686
1763.112.065875642017171.04412435798283
1773.162.065515407201211.09448459279879
1782.472.064975054977260.405024945022735
1792.572.064254585345340.505745414654662
1802.892.063894350529370.826105649470626
1812.632.063353998305430.566646001694571
1822.382.062273293857540.317726706142462
1831.692.06029200236974-0.370292002369739
1841.962.05957153273781-0.0995715327378117
1852.192.058851063105880.131148936894115
1861.872.05813059347396-0.188130593473957
1871.62.05777035865799-0.457770358657994
1881.632.05686977161808-0.426869771618085
1891.222.05632941939414-0.83632941939414
1901.212.05542883235423-0.84542883235423
1911.492.05488848013029-0.564888480130285
1921.642.05434812790634-0.41434812790634
1931.662.05416801049836-0.394168010498358
1941.772.05362765827441-0.283627658274413
1951.822.05326742345845-0.233267423458449
1961.782.05308730605047-0.273087306050468
1971.282.05272707123450-0.772727071234504
1981.292.05218671901056-0.762186719010559
1991.372.05164636678661-0.681646366786613
2001.122.05146624937863-0.931466249378631
2011.512.05110601456267-0.541106014562668
2022.242.050025310114780.189974689885223
2032.942.049665075298810.890334924701186
2043.092.048404253442941.04159574655706
2053.462.048044018626981.41195598137302
2063.642.046062727139181.59393727286082
2074.392.042280261571562.34771973842844
2084.152.040659204899722.10934079510028
2095.212.039038148227893.17096185177211
2105.82.038677913411933.76132208658807
2115.912.037957443783.87204255622
2125.392.036696621924133.35330337807587
2135.462.035435800068253.42456419993175
2144.722.035075565252292.68492443474771
2153.142.033454508580451.10654549141955
2162.632.033094273764490.59690572623551
2172.322.032553921540550.287446078459455
2181.932.03219368672458-0.102193686724582
2190.622.03147321709265-1.41147321709265
2200.62.03093286486871-1.43093286486871
221-0.372.02949192560485-2.39949192560485
222-1.12.02823110374898-3.12823110374898
223-1.682.02769075152504-3.70769075152504
224-0.782.02642992966916-2.80642992966916


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.02369545745727730.04739091491455450.976304542542723
60.02634215664589470.05268431329178950.973657843354105
70.02098955000362430.04197910000724860.979010449996376
80.008104532544291830.01620906508858370.991895467455708
90.01136907649520410.02273815299040820.988630923504796
100.01357050683268680.02714101366537370.986429493167313
110.00598222969328750.0119644593865750.994017770306713
120.002498619355490600.004997238710981210.99750138064451
130.001126591334508350.002253182669016700.998873408665492
140.0004289564623656360.0008579129247312710.999571043537634
150.0003945487663696620.0007890975327393240.99960545123363
160.0003448888263944170.0006897776527888340.999655111173606
170.0002299082590129220.0004598165180258450.999770091740987
180.0001096665903949710.0002193331807899410.999890333409605
194.62496788174078e-059.24993576348156e-050.999953750321183
202.27816817943743e-054.55633635887485e-050.999977218318206
218.89041313699628e-061.77808262739926e-050.999991109586863
223.28705710254488e-066.57411420508975e-060.999996712942897
231.22322372953518e-062.44644745907036e-060.99999877677627
245.3863705171531e-071.07727410343062e-060.999999461362948
257.27282898904727e-071.45456579780945e-060.999999272717101
267.59242130399879e-071.51848426079976e-060.99999924075787
271.10449402617948e-062.20898805235895e-060.999998895505974
281.46616329256213e-062.93232658512426e-060.999998533836707
299.6262399158567e-071.92524798317134e-060.999999037376008
304.15136974060486e-078.30273948120973e-070.999999584863026
312.2282354394207e-074.4564708788414e-070.999999777176456
325.81107959565134e-071.16221591913027e-060.99999941889204
334.0052781756108e-078.0105563512216e-070.999999599472182
342.25801325689048e-074.51602651378096e-070.999999774198674
351.01897199496772e-072.03794398993544e-070.9999998981028
365.35212206684752e-081.07042441336950e-070.99999994647878
372.2777168529579e-084.5554337059158e-080.999999977222831
389.89440945720025e-091.97888189144005e-080.99999999010559
394.11055167259240e-098.22110334518479e-090.999999995889448
401.71743974984819e-093.43487949969638e-090.99999999828256
418.07797449929404e-101.61559489985881e-090.999999999192203
425.22906459684762e-101.04581291936952e-090.999999999477094
432.92890082159423e-105.85780164318846e-100.99999999970711
441.21100704063667e-102.42201408127334e-100.999999999878899
455.06801656942499e-111.01360331388500e-100.99999999994932
462.21040036397904e-114.42080072795807e-110.999999999977896
471.10381679490933e-112.20763358981866e-110.999999999988962
486.72192675990233e-121.34438535198047e-110.999999999993278
493.65571028703176e-127.31142057406351e-120.999999999996344
501.97235909230504e-123.94471818461009e-120.999999999998028
511.13206945921819e-122.26413891843639e-120.999999999998868
525.87584115527815e-131.17516823105563e-120.999999999999412
536.66870195959581e-131.33374039191916e-120.999999999999333
541.13372990081182e-122.26745980162363e-120.999999999998866
551.84731928932048e-123.69463857864097e-120.999999999998153
561.76203896775156e-123.52407793550313e-120.999999999998238
571.66231016200552e-123.32462032401104e-120.999999999998338
581.45806183779796e-122.91612367559592e-120.999999999998542
597.218944115413e-131.4437888230826e-120.999999999999278
603.49494451782893e-136.98988903565786e-130.99999999999965
611.51754314838830e-133.03508629677659e-130.999999999999848
626.6260214383419e-141.32520428766838e-130.999999999999934
633.83002821045388e-147.66005642090775e-140.999999999999962
642.44629732698592e-144.89259465397184e-140.999999999999976
651.16870386804490e-142.33740773608979e-140.999999999999988
664.86438718926842e-159.72877437853684e-150.999999999999995
672.33147176381711e-154.66294352763421e-150.999999999999998
681.08972739067170e-152.17945478134339e-150.999999999999999
695.44210719905558e-161.08842143981112e-151
701.07117816216937e-152.14235632433875e-150.999999999999999
711.33504704077367e-152.67009408154734e-150.999999999999999
722.80025129623952e-155.60050259247905e-150.999999999999997
732.51965353794073e-155.03930707588146e-150.999999999999998
741.22169793782694e-152.44339587565389e-150.999999999999999
755.11988412998345e-161.02397682599669e-151
762.56471645788598e-165.12943291577197e-161
779.76953000969466e-171.95390600193893e-161
783.97021609338788e-177.94043218677576e-171
791.97184130645294e-173.94368261290588e-171
809.07470982262487e-181.81494196452497e-171
813.38777907578339e-186.77555815156678e-181
821.44051492294481e-182.88102984588963e-181
835.3840032086916e-191.07680064173832e-181
842.66058013505788e-195.32116027011577e-191
851.45786345690265e-182.91572691380530e-181
861.36787507673527e-182.73575015347055e-181
876.27818394114343e-191.25563678822869e-181
882.75141541886039e-195.50283083772078e-191
892.36715310587458e-194.73430621174917e-191
901.10905747910266e-192.21811495820532e-191
914.79240554573309e-209.58481109146618e-201
928.28730124835647e-201.65746024967129e-191
934.62922803997995e-209.2584560799599e-201
942.36698748186838e-204.73397496373676e-201
952.22759967294803e-204.45519934589607e-201
961.95572092573719e-203.91144185147439e-201
978.78774865821209e-211.75754973164242e-201
983.78916603991302e-217.57833207982603e-211
991.66008521554054e-213.32017043108107e-211
1007.912765781472e-221.5825531562944e-211
1013.73676104537108e-227.47352209074215e-221
1021.93691214507565e-223.87382429015131e-221
1031.12529235505838e-222.25058471011676e-221
1045.75441537698296e-231.15088307539659e-221
1053.77244762453888e-237.54489524907776e-231
1063.21770803017672e-236.43541606035344e-231
1074.56252092101486e-239.12504184202971e-231
1082.49705649948773e-224.99411299897545e-221
1095.61037606559084e-221.12207521311817e-211
1102.09185596843676e-214.18371193687351e-211
1112.35666851371155e-204.7133370274231e-201
1127.4974012674133e-201.49948025348266e-191
1132.82337494448655e-195.64674988897311e-191
1148.69587339948773e-181.73917467989755e-171
1151.58421723696279e-163.16843447392557e-161
1162.66478373440962e-155.32956746881924e-150.999999999999997
1171.90123127923443e-133.80246255846885e-130.99999999999981
1181.50029435310632e-123.00058870621264e-120.9999999999985
1191.23315057051500e-112.46630114103000e-110.999999999987669
1201.83489696402606e-113.66979392805212e-110.99999999998165
1211.63686795634679e-113.27373591269358e-110.999999999983631
1221.55112326478565e-113.10224652957129e-110.999999999984489
1231.18897969027219e-112.37795938054438e-110.99999999998811
1242.83508563425677e-115.67017126851354e-110.99999999997165
1251.35917832307751e-102.71835664615503e-100.999999999864082
1263.38118260895138e-106.76236521790275e-100.999999999661882
1274.62019465157659e-109.24038930315317e-100.99999999953798
1286.1157759796389e-101.22315519592778e-090.999999999388422
1294.7072710708555e-109.414542141711e-100.999999999529273
1303.88204352634806e-107.76408705269613e-100.999999999611796
1312.58380188375233e-105.16760376750466e-100.99999999974162
1321.763802459699e-103.527604919398e-100.99999999982362
1332.99962810909563e-105.99925621819126e-100.999999999700037
1343.21685554667214e-106.43371109334429e-100.999999999678314
1353.58438359732916e-107.16876719465831e-100.999999999641562
1361.97464971275583e-103.94929942551167e-100.999999999802535
1371.13805225229508e-102.27610450459016e-100.999999999886195
1389.18897466638972e-111.83779493327794e-100.99999999990811
1395.3818289180313e-111.07636578360626e-100.999999999946182
1403.17423268435293e-116.34846536870586e-110.999999999968258
1411.86804953976921e-113.73609907953842e-110.99999999998132
1421.08074142954845e-112.16148285909689e-110.999999999989193
1437.10265294409145e-121.42053058881829e-110.999999999992897
1443.9727127676393e-127.9454255352786e-120.999999999996027
1452.43130785146040e-124.86261570292079e-120.999999999997569
1461.29098833688910e-122.58197667377820e-120.99999999999871
1476.81934949504243e-131.36386989900849e-120.999999999999318
1483.66557116544713e-137.33114233089426e-130.999999999999633
1492.65849466091498e-135.31698932182996e-130.999999999999734
1501.41665251706223e-132.83330503412445e-130.999999999999858
1517.78382005985138e-141.55676401197028e-130.999999999999922
1524.17546292645371e-148.35092585290743e-140.999999999999958
1532.23348241256519e-144.46696482513038e-140.999999999999978
1541.20815044096235e-142.4163008819247e-140.999999999999988
1556.53774634278097e-151.30754926855619e-140.999999999999993
1563.49574397272067e-156.99148794544134e-150.999999999999996
1571.92473370065269e-153.84946740130538e-150.999999999999998
1581.32097385037601e-152.64194770075202e-150.999999999999999
1591.09181278003636e-152.18362556007272e-150.999999999999999
1606.3764299876906e-161.27528599753812e-151
1616.30728421728375e-161.26145684345675e-151
1624.20529819092911e-168.41059638185822e-161
1633.12765337027568e-166.25530674055137e-161
1642.00660157108624e-164.01320314217248e-161
1651.13894697995451e-162.27789395990903e-161
1661.41574687198182e-162.83149374396363e-161
1671.08847523556531e-162.17695047113062e-161
1686.42195819033215e-171.28439163806643e-161
1693.71582819678039e-177.43165639356078e-171
1702.70219485893120e-175.40438971786241e-171
1713.92834559583255e-177.8566911916651e-171
1723.33498797793294e-176.66997595586588e-171
1732.07411275934956e-174.14822551869911e-171
1741.91118206242974e-173.82236412485947e-171
1752.67728488543320e-175.35456977086641e-171
1763.36614034616374e-176.73228069232749e-171
1774.4516111608991e-178.9032223217982e-171
1782.32363302392274e-174.64726604784549e-171
1791.2958721346035e-172.591744269207e-171
1801.03504346619356e-172.07008693238711e-171
1815.92444864873863e-181.18488972974773e-171
1822.71638592133124e-185.43277184266247e-181
1831.16628127119406e-182.33256254238812e-181
1844.62303607501425e-199.24607215002851e-191
1851.85607209828709e-193.71214419657418e-191
1867.2842296375152e-201.45684592750304e-191
1873.26553332375291e-206.53106664750582e-201
1881.45278782248971e-202.90557564497942e-201
1891.05320896569686e-202.10641793139373e-201
1908.3664793259896e-211.67329586519792e-201
1914.93072289647008e-219.86144579294016e-211
1922.64178857212926e-215.28357714425852e-211
1931.49450617286886e-212.98901234573772e-211
1948.21245835982006e-221.64249167196401e-211
1954.71194758998378e-229.42389517996757e-221
1963.20005011823829e-226.40010023647657e-221
1976.37980548625264e-221.27596109725053e-211
1982.00456137319741e-214.00912274639481e-211
1999.95121432803607e-211.99024286560721e-201
2003.40946330220314e-196.81892660440627e-191
2011.94862094207815e-173.89724188415630e-171
2026.4641573420457e-161.29283146840914e-151
2032.78593368647831e-145.57186737295662e-140.999999999999972
2044.20382126599161e-128.40764253198323e-120.999999999995796
2059.24059878849942e-091.84811975769988e-080.999999990759401
2060.0002224142089012550.000444828417802510.999777585791099
2070.01707567325951670.03415134651903340.982924326740483
2080.4835833359121640.9671666718243280.516416664087836
2090.7467970964594660.5064058070810690.253202903540534
2100.8357693960761160.3284612078477690.164230603923884
2110.8459095159780570.3081809680438870.154090484021943
2120.8155029158115350.3689941683769300.184497084188465
2130.879069923146910.2418601537061820.120930076853091
2140.9004570663224820.1990858673550360.099542933677518
2150.8788656605982070.2422686788035860.121134339401793
2160.8334500515345790.3330998969308420.166549948465421
2170.8163118495062880.3673763009874250.183688150493712
2180.8453716196478410.3092567607043170.154628380352159
2190.7155401464235230.5689197071529530.284459853576477


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1950.906976744186046NOK
5% type I error level2020.93953488372093NOK
10% type I error level2030.944186046511628NOK