| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 466.969012395042 -10.2662020905923X[t] -0.818501170960189t + 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) | 466.969012395042 | 5.74343 | 81.3049 | 0 | 0 |
| X | -10.2662020905923 | 8.814711 | -1.1647 | 0.248922 | 0.124461 |
| t | -0.818501170960189 | 0.23502 | -3.4827 | 0.000951 | 0.000475 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.710988453927457 |
| R-squared | 0.505504581618156 |
| Adjusted R-squared | 0.488453015467058 |
| F-TEST (value) | 29.6456394174445 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 58 |
| p-value | 1.35115718613577e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 18.8089221315243 |
| Sum Squared Residuals | 20518.9820014851 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 449 | 466.150511224081 | -17.1505112240815 |
| 2 | 452 | 465.332010053122 | -13.3320100531216 |
| 3 | 462 | 464.513508882161 | -2.51350888216142 |
| 4 | 455 | 463.695007711201 | -8.69500771120126 |
| 5 | 461 | 462.876506540241 | -1.87650654024107 |
| 6 | 461 | 462.058005369281 | -1.05800536928088 |
| 7 | 463 | 461.239504198321 | 1.76049580167931 |
| 8 | 462 | 460.421003027360 | 1.57899697263950 |
| 9 | 456 | 459.6025018564 | -3.60250185640032 |
| 10 | 455 | 458.78400068544 | -3.78400068544013 |
| 11 | 456 | 457.96549951448 | -1.96549951447994 |
| 12 | 472 | 457.14699834352 | 14.8530016564802 |
| 13 | 472 | 456.32849717256 | 15.6715028274404 |
| 14 | 471 | 455.509996001599 | 15.4900039984006 |
| 15 | 465 | 454.691494830639 | 10.3085051693608 |
| 16 | 459 | 453.872993659679 | 5.127006340321 |
| 17 | 465 | 453.054492488719 | 11.9455075112812 |
| 18 | 468 | 452.235991317759 | 15.7640086822414 |
| 19 | 467 | 451.417490146798 | 15.5825098532016 |
| 20 | 463 | 450.598988975838 | 12.4010110241618 |
| 21 | 460 | 449.780487804878 | 10.2195121951219 |
| 22 | 462 | 448.961986633918 | 13.0380133660821 |
| 23 | 461 | 448.143485462958 | 12.8565145370423 |
| 24 | 476 | 447.324984291998 | 28.6750157080025 |
| 25 | 476 | 446.506483121037 | 29.4935168789627 |
| 26 | 471 | 445.687981950077 | 25.3120180499229 |
| 27 | 453 | 444.869480779117 | 8.13051922088307 |
| 28 | 443 | 444.050979608157 | -1.05097960815674 |
| 29 | 442 | 443.232478437197 | -1.23247843719655 |
| 30 | 444 | 442.413977266236 | 1.58602273376364 |
| 31 | 438 | 441.595476095276 | -3.59547609527617 |
| 32 | 427 | 440.776974924316 | -13.776974924316 |
| 33 | 424 | 439.958473753356 | -15.9584737533558 |
| 34 | 416 | 439.139972582396 | -23.1399725823956 |
| 35 | 406 | 438.321471411435 | -32.3214714114354 |
| 36 | 431 | 437.502970240475 | -6.50297024047523 |
| 37 | 434 | 436.684469069515 | -2.68446906951505 |
| 38 | 418 | 435.865967898555 | -17.8659678985549 |
| 39 | 412 | 435.047466727595 | -23.0474667275947 |
| 40 | 404 | 434.228965556634 | -30.2289655566345 |
| 41 | 409 | 433.410464385674 | -24.4104643856743 |
| 42 | 412 | 422.325761124122 | -10.3257611241218 |
| 43 | 406 | 421.507259953162 | -15.5072599531616 |
| 44 | 398 | 420.688758782201 | -22.6887587822014 |
| 45 | 397 | 419.870257611241 | -22.8702576112412 |
| 46 | 385 | 419.051756440281 | -34.051756440281 |
| 47 | 390 | 418.233255269321 | -28.2332552693208 |
| 48 | 413 | 417.414754098361 | -4.41475409836066 |
| 49 | 413 | 416.5962529274 | -3.59625292740047 |
| 50 | 401 | 415.777751756440 | -14.7777517564403 |
| 51 | 397 | 414.95925058548 | -17.9592505854801 |
| 52 | 397 | 414.14074941452 | -17.1407494145199 |
| 53 | 409 | 413.32224824356 | -4.32224824355972 |
| 54 | 419 | 412.5037470726 | 6.49625292740047 |
| 55 | 424 | 411.685245901639 | 12.3147540983607 |
| 56 | 428 | 410.866744730679 | 17.1332552693208 |
| 57 | 430 | 410.048243559719 | 19.9517564402810 |
| 58 | 424 | 409.229742388759 | 14.7702576112412 |
| 59 | 433 | 408.411241217799 | 24.5887587822014 |
| 60 | 456 | 407.592740046838 | 48.4072599531616 |
| 61 | 459 | 406.774238875878 | 52.2257611241218 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.0153821869908169 | 0.0307643739816337 | 0.984617813009183 |
| 7 | 0.00291559344882224 | 0.00583118689764448 | 0.997084406551178 |
| 8 | 0.000683124759420981 | 0.00136624951884196 | 0.99931687524058 |
| 9 | 0.000742904950948234 | 0.00148580990189647 | 0.999257095049052 |
| 10 | 0.000421417056277284 | 0.000842834112554568 | 0.999578582943723 |
| 11 | 0.000137249114948865 | 0.00027449822989773 | 0.999862750885051 |
| 12 | 0.000180949951716847 | 0.000361899903433694 | 0.999819050048283 |
| 13 | 8.71276933881784e-05 | 0.000174255386776357 | 0.999912872306612 |
| 14 | 2.63892472603223e-05 | 5.27784945206445e-05 | 0.99997361075274 |
| 15 | 8.62057252838563e-06 | 1.72411450567713e-05 | 0.999991379427472 |
| 16 | 7.57122002568798e-06 | 1.51424400513760e-05 | 0.999992428779974 |
| 17 | 2.25060985254793e-06 | 4.50121970509586e-06 | 0.999997749390148 |
| 18 | 6.17887550475612e-07 | 1.23577510095122e-06 | 0.99999938211245 |
| 19 | 1.78367245554418e-07 | 3.56734491108836e-07 | 0.999999821632754 |
| 20 | 8.1132718553081e-08 | 1.62265437106162e-07 | 0.999999918867281 |
| 21 | 5.9515304037368e-08 | 1.19030608074736e-07 | 0.999999940484696 |
| 22 | 2.78414780236999e-08 | 5.56829560473997e-08 | 0.999999972158522 |
| 23 | 1.51324510907866e-08 | 3.02649021815731e-08 | 0.99999998486755 |
| 24 | 3.16177383050540e-08 | 6.32354766101081e-08 | 0.999999968382262 |
| 25 | 8.29022418079762e-08 | 1.65804483615952e-07 | 0.999999917097758 |
| 26 | 2.04132472712372e-07 | 4.08264945424744e-07 | 0.999999795867527 |
| 27 | 5.5490604728503e-06 | 1.10981209457006e-05 | 0.999994450939527 |
| 28 | 0.000299393506259262 | 0.000598787012518524 | 0.99970060649374 |
| 29 | 0.00297743532262446 | 0.00595487064524891 | 0.997022564677376 |
| 30 | 0.0144253384859235 | 0.0288506769718469 | 0.985574661514077 |
| 31 | 0.0614644411033239 | 0.122928882206648 | 0.938535558896676 |
| 32 | 0.192655907967932 | 0.385311815935863 | 0.807344092032068 |
| 33 | 0.348730681339598 | 0.697461362679196 | 0.651269318660402 |
| 34 | 0.497011091247092 | 0.994022182494183 | 0.502988908752908 |
| 35 | 0.646285622686308 | 0.707428754627385 | 0.353714377313692 |
| 36 | 0.687649074416439 | 0.624701851167122 | 0.312350925583561 |
| 37 | 0.792638448544899 | 0.414723102910202 | 0.207361551455101 |
| 38 | 0.80519707320312 | 0.389605853593759 | 0.194802926796880 |
| 39 | 0.800646967458137 | 0.398706065083727 | 0.199353032541863 |
| 40 | 0.795593146732716 | 0.408813706534568 | 0.204406853267284 |
| 41 | 0.755791444324741 | 0.488417111350518 | 0.244208555675259 |
| 42 | 0.858182972467385 | 0.283634055065229 | 0.141817027532615 |
| 43 | 0.913521689812013 | 0.172956620375974 | 0.086478310187987 |
| 44 | 0.917830701230008 | 0.164338597539983 | 0.0821692987699916 |
| 45 | 0.91369769931031 | 0.17260460137938 | 0.08630230068969 |
| 46 | 0.877911237983856 | 0.244177524032289 | 0.122088762016144 |
| 47 | 0.821722148516403 | 0.356555702967194 | 0.178277851483597 |
| 48 | 0.904990310413406 | 0.190019379173187 | 0.0950096895865935 |
| 49 | 0.979600778282388 | 0.0407984434352243 | 0.0203992217176121 |
| 50 | 0.975046365361994 | 0.0499072692760129 | 0.0249536346380064 |
| 51 | 0.948165146794998 | 0.103669706410003 | 0.0518348532050016 |
| 52 | 0.915944493402558 | 0.168111013194884 | 0.0840555065974421 |
| 53 | 0.84748614835644 | 0.305027703287119 | 0.152513851643559 |
| 54 | 0.77045081659276 | 0.459098366814479 | 0.229549183407239 |
| 55 | 0.691455377860369 | 0.617089244279262 | 0.308544622139631 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 23 | 0.46 | NOK |
| 5% type I error level | 27 | 0.54 | NOK |
| 10% type I error level | 27 | 0.54 | NOK |
