Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 113.617161955274 -1.35094011427636X[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) | 113.617161955274 | 8.874609 | 12.8025 | 0 | 0 |
X | -1.35094011427636 | 1.142461 | -1.1825 | 0.239965 | 0.119983 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.120437052145418 |
R-squared | 0.0145050835294782 |
Adjusted R-squared | 0.00413145282978844 |
F-TEST (value) | 1.39826488424270 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 95 |
p-value | 0.239965421501360 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 8.87412361611837 |
Sum Squared Residuals | 7481.25664564423 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 98.8 | 105.106239235332 | -6.30623923533175 |
2 | 100.5 | 105.376427258188 | -4.87642725818804 |
3 | 110.4 | 105.376427258188 | 5.02357274181197 |
4 | 96.4 | 105.106239235333 | -8.70623923533275 |
5 | 101.9 | 105.106239235333 | -3.20623923533275 |
6 | 106.2 | 105.511521269616 | 0.688478730384335 |
7 | 81 | 105.241333246760 | -24.2413332467604 |
8 | 94.7 | 104.971145223905 | -10.2711452239051 |
9 | 101 | 104.430769178195 | -3.43076917819458 |
10 | 109.4 | 103.485111098201 | 5.91488890179888 |
11 | 102.3 | 103.485111098201 | -1.18511109820112 |
12 | 90.7 | 103.350017086773 | -12.6500170867735 |
13 | 96.2 | 103.350017086773 | -7.15001708677348 |
14 | 96.1 | 103.620205109629 | -7.52020510962876 |
15 | 106 | 103.755299121056 | 2.24470087894361 |
16 | 103.1 | 104.025487143912 | -0.925487143911673 |
17 | 102 | 104.295675166767 | -2.29567516676694 |
18 | 104.7 | 104.430769178195 | 0.269230821805427 |
19 | 86 | 103.485111098201 | -17.4851110982011 |
20 | 92.1 | 103.350017086773 | -11.2500170867735 |
21 | 106.9 | 103.079829063918 | 3.82017093608179 |
22 | 112.6 | 102.809641041063 | 9.79035895893706 |
23 | 101.7 | 102.674547029635 | -0.9745470296353 |
24 | 92 | 102.539453018208 | -10.5394530182077 |
25 | 97.4 | 102.40435900678 | -5.00435900678002 |
26 | 97 | 102.539453018208 | -5.53945301820767 |
27 | 105.4 | 102.809641041063 | 2.59035895893707 |
28 | 102.7 | 102.944735052491 | -0.244735052490571 |
29 | 98.1 | 103.350017086773 | -5.25001708677349 |
30 | 104.5 | 103.350017086773 | 1.14998291322652 |
31 | 87.4 | 102.40435900678 | -15.0043590067800 |
32 | 89.9 | 102.269264995352 | -12.3692649953524 |
33 | 109.8 | 102.269264995352 | 7.5307350046476 |
34 | 111.7 | 102.269264995352 | 9.43073500464761 |
35 | 98.6 | 102.269264995352 | -3.6692649953524 |
36 | 96.9 | 101.999076972497 | -5.09907697249711 |
37 | 95.1 | 101.593794938214 | -6.49379493821422 |
38 | 97 | 101.728888949642 | -4.72888894964185 |
39 | 112.7 | 102.40435900678 | 10.2956409932200 |
40 | 102.9 | 103.485111098201 | -0.585111098201115 |
41 | 97.4 | 103.890393132484 | -6.49039313248402 |
42 | 111.4 | 103.620205109629 | 7.77979489037125 |
43 | 87.4 | 101.728888949642 | -14.3288889496418 |
44 | 96.8 | 101.053418892504 | -4.25341889250367 |
45 | 114.1 | 101.053418892504 | 13.0465811074963 |
46 | 110.3 | 101.863982961069 | 8.43601703893051 |
47 | 103.9 | 102.539453018208 | 1.36054698179234 |
48 | 101.6 | 102.40435900678 | -0.804359006780033 |
49 | 94.6 | 102.134170983925 | -7.53417098392476 |
50 | 95.9 | 101.999076972497 | -6.09907697249711 |
51 | 104.7 | 102.134170983925 | 2.56582901607525 |
52 | 102.8 | 102.539453018208 | 0.260546981792331 |
53 | 98.1 | 102.674547029635 | -4.57454702963531 |
54 | 113.9 | 102.944735052491 | 10.9552649475094 |
55 | 80.9 | 101.999076972497 | -21.0990769724971 |
56 | 95.7 | 101.863982961069 | -6.16398296106948 |
57 | 113.2 | 101.863982961069 | 11.3360170389305 |
58 | 105.9 | 102.134170983925 | 3.76582901607525 |
59 | 108.8 | 102.269264995352 | 6.5307350046476 |
60 | 102.3 | 102.134170983925 | 0.165829016075242 |
61 | 99 | 101.863982961069 | -2.86398296106948 |
62 | 100.7 | 101.863982961069 | -1.16398296106948 |
63 | 115.5 | 101.999076972497 | 13.5009230275029 |
64 | 100.7 | 102.134170983925 | -1.43417098392475 |
65 | 109.9 | 102.40435900678 | 7.49564099321998 |
66 | 114.6 | 102.809641041063 | 11.7903589589371 |
67 | 85.4 | 102.539453018208 | -17.1394530182077 |
68 | 100.5 | 102.674547029635 | -2.1745470296353 |
69 | 114.8 | 102.674547029635 | 12.1254529703647 |
70 | 116.5 | 102.809641041063 | 13.6903589589371 |
71 | 112.9 | 102.944735052491 | 9.95526494750943 |
72 | 102 | 102.944735052491 | -0.944735052490574 |
73 | 106 | 102.809641041063 | 3.19035895893706 |
74 | 105.3 | 102.809641041063 | 2.49035895893706 |
75 | 118.8 | 102.944735052491 | 15.8552649475094 |
76 | 106.1 | 102.809641041063 | 3.29035895893706 |
77 | 109.3 | 103.214923075346 | 6.08507692465415 |
78 | 117.2 | 103.890393132484 | 13.3096068675160 |
79 | 92.5 | 103.485111098201 | -10.9851110982011 |
80 | 104.2 | 103.755299121056 | 0.444700878943609 |
81 | 112.5 | 104.160581155339 | 8.3394188446607 |
82 | 122.4 | 104.160581155339 | 18.2394188446607 |
83 | 113.3 | 104.160581155339 | 9.1394188446607 |
84 | 100 | 103.890393132484 | -3.89039313248403 |
85 | 110.7 | 103.755299121056 | 6.94470087894361 |
86 | 112.8 | 104.025487143912 | 8.77451285608833 |
87 | 109.8 | 104.430769178195 | 5.36923082180542 |
88 | 117.3 | 104.971145223905 | 12.3288547760949 |
89 | 109.1 | 105.376427258188 | 3.72357274181196 |
90 | 115.9 | 104.836051212477 | 11.0639487875225 |
91 | 96 | 103.214923075346 | -7.21492307534585 |
92 | 99.8 | 102.944735052491 | -3.14473505249058 |
93 | 116.8 | 103.485111098201 | 13.3148889017989 |
94 | 115.7 | 104.295675166767 | 11.4043248332331 |
95 | 99.4 | 104.700957201050 | -5.30095720104984 |
96 | 94.3 | 104.295675166767 | -9.99567516676694 |
97 | 91 | 103.214923075346 | -12.2149230753458 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.149074967562460 | 0.298149935124921 | 0.85092503243754 |
6 | 0.0646632869836963 | 0.129326573967393 | 0.935336713016304 |
7 | 0.673032902609737 | 0.653934194780525 | 0.326967097390263 |
8 | 0.570488341644719 | 0.859023316710562 | 0.429511658355281 |
9 | 0.581675289451948 | 0.836649421096105 | 0.418324710548052 |
10 | 0.556497314184382 | 0.887005371631237 | 0.443502685815618 |
11 | 0.45968332482314 | 0.91936664964628 | 0.54031667517686 |
12 | 0.53762015411245 | 0.9247596917751 | 0.46237984588755 |
13 | 0.463839859321882 | 0.927679718643763 | 0.536160140678118 |
14 | 0.393772915540482 | 0.787545831080964 | 0.606227084459518 |
15 | 0.360590649746759 | 0.721181299493518 | 0.639409350253241 |
16 | 0.296106195093588 | 0.592212390187176 | 0.703893804906412 |
17 | 0.235302702875044 | 0.470605405750087 | 0.764697297124956 |
18 | 0.194692173415574 | 0.389384346831148 | 0.805307826584426 |
19 | 0.336313686593808 | 0.672627373187616 | 0.663686313406192 |
20 | 0.328350696273129 | 0.656701392546258 | 0.671649303726871 |
21 | 0.328745770754477 | 0.657491541508954 | 0.671254229245523 |
22 | 0.410410842810594 | 0.820821685621188 | 0.589589157189406 |
23 | 0.342454034989333 | 0.684908069978666 | 0.657545965010667 |
24 | 0.355613400161163 | 0.711226800322325 | 0.644386599838837 |
25 | 0.301263399062191 | 0.602526798124383 | 0.698736600937809 |
26 | 0.253996547874179 | 0.507993095748358 | 0.746003452125821 |
27 | 0.223201253552761 | 0.446402507105523 | 0.776798746447239 |
28 | 0.180696693644651 | 0.361393387289301 | 0.81930330635535 |
29 | 0.149586692462504 | 0.299173384925008 | 0.850413307537496 |
30 | 0.122904264285905 | 0.245808528571809 | 0.877095735714095 |
31 | 0.188028420781455 | 0.376056841562910 | 0.811971579218545 |
32 | 0.211993444623134 | 0.423986889246267 | 0.788006555376866 |
33 | 0.241289479877703 | 0.482578959755406 | 0.758710520122297 |
34 | 0.287843028439013 | 0.575686056878026 | 0.712156971560987 |
35 | 0.241844532098043 | 0.483689064196085 | 0.758155467901957 |
36 | 0.205371673580851 | 0.410743347161703 | 0.794628326419148 |
37 | 0.178510679685576 | 0.357021359371152 | 0.821489320314424 |
38 | 0.146486465471045 | 0.29297293094209 | 0.853513534528955 |
39 | 0.191026047474547 | 0.382052094949094 | 0.808973952525453 |
40 | 0.158286638267557 | 0.316573276535115 | 0.841713361732443 |
41 | 0.146749245748461 | 0.293498491496921 | 0.85325075425154 |
42 | 0.158491774685074 | 0.316983549370148 | 0.841508225314926 |
43 | 0.221313306135168 | 0.442626612270335 | 0.778686693864832 |
44 | 0.183875288675882 | 0.367750577351763 | 0.816124711324118 |
45 | 0.277457555018997 | 0.554915110037994 | 0.722542444981003 |
46 | 0.291240289707267 | 0.582480579414534 | 0.708759710292733 |
47 | 0.246717456017296 | 0.493434912034592 | 0.753282543982704 |
48 | 0.203495713252598 | 0.406991426505196 | 0.796504286747402 |
49 | 0.191712281685747 | 0.383424563371495 | 0.808287718314253 |
50 | 0.170522818735105 | 0.34104563747021 | 0.829477181264895 |
51 | 0.140938802867773 | 0.281877605735546 | 0.859061197132227 |
52 | 0.112088789822736 | 0.224177579645472 | 0.887911210177264 |
53 | 0.0947818612012325 | 0.189563722402465 | 0.905218138798767 |
54 | 0.117486079229421 | 0.234972158458842 | 0.882513920770579 |
55 | 0.350242348500643 | 0.700484697001286 | 0.649757651499357 |
56 | 0.332932456257888 | 0.665864912515776 | 0.667067543742112 |
57 | 0.374994605503446 | 0.749989211006893 | 0.625005394496554 |
58 | 0.33035636751575 | 0.6607127350315 | 0.66964363248425 |
59 | 0.306403589465761 | 0.612807178931522 | 0.693596410534239 |
60 | 0.257172837997714 | 0.514345675995427 | 0.742827162002286 |
61 | 0.219274841224003 | 0.438549682448006 | 0.780725158775997 |
62 | 0.180603791497174 | 0.361207582994348 | 0.819396208502826 |
63 | 0.237776358522254 | 0.475552717044508 | 0.762223641477746 |
64 | 0.195902498002144 | 0.391804996004289 | 0.804097501997856 |
65 | 0.181859830122120 | 0.363719660244241 | 0.81814016987788 |
66 | 0.212422371228964 | 0.424844742457928 | 0.787577628771036 |
67 | 0.406403334721975 | 0.81280666944395 | 0.593596665278025 |
68 | 0.364040310124507 | 0.728080620249015 | 0.635959689875493 |
69 | 0.39665568946552 | 0.79331137893104 | 0.60334431053448 |
70 | 0.469441607504538 | 0.938883215009076 | 0.530558392495462 |
71 | 0.477225718044941 | 0.954451436089882 | 0.522774281955059 |
72 | 0.414765276089259 | 0.829530552178518 | 0.585234723910741 |
73 | 0.355295094672182 | 0.710590189344364 | 0.644704905327818 |
74 | 0.296345797004483 | 0.592691594008967 | 0.703654202995517 |
75 | 0.450249458940694 | 0.900498917881387 | 0.549750541059306 |
76 | 0.401671247630167 | 0.803342495260334 | 0.598328752369833 |
77 | 0.376372373237533 | 0.752744746475067 | 0.623627626762467 |
78 | 0.44200084883167 | 0.88400169766334 | 0.55799915116833 |
79 | 0.48454817392826 | 0.96909634785652 | 0.51545182607174 |
80 | 0.408896383280771 | 0.817792766561541 | 0.59110361671923 |
81 | 0.364639961990375 | 0.729279923980751 | 0.635360038009624 |
82 | 0.544042793570597 | 0.911914412858807 | 0.455957206429403 |
83 | 0.512750100586546 | 0.974499798826908 | 0.487249899413454 |
84 | 0.451398437952159 | 0.902796875904319 | 0.548601562047841 |
85 | 0.405827829219458 | 0.811655658438916 | 0.594172170780542 |
86 | 0.377883502658051 | 0.755767005316101 | 0.622116497341950 |
87 | 0.294076578804641 | 0.588153157609282 | 0.705923421195359 |
88 | 0.272509149796650 | 0.545018299593301 | 0.72749085020335 |
89 | 0.19088346359509 | 0.38176692719018 | 0.80911653640491 |
90 | 0.174283473135003 | 0.348566946270005 | 0.825716526864997 |
91 | 0.117762250622366 | 0.235524501244732 | 0.882237749377634 |
92 | 0.0617803322374873 | 0.123560664474975 | 0.938219667762513 |
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 |