| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 580812.390243902 -54846.6402439024X[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) | 580812.390243902 | 4715.637085 | 123.1673 | 0 | 0 |
| X | -54846.6402439024 | 7402.627635 | -7.4091 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.671076763329065 |
| R-squared | 0.450344022280214 |
| Adjusted R-squared | 0.442140201717233 |
| F-TEST (value) | 54.894426178981 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 67 |
| p-value | 2.79369416489317e-10 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 30194.8101167264 |
| Sum Squared Residuals | 61085679385.0061 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 562325 | 580812.390243903 | -18487.3902439027 |
| 2 | 560854 | 580812.390243903 | -19958.3902439026 |
| 3 | 555332 | 580812.390243902 | -25480.3902439024 |
| 4 | 543599 | 580812.390243902 | -37213.3902439024 |
| 5 | 536662 | 580812.390243902 | -44150.3902439024 |
| 6 | 542722 | 580812.390243902 | -38090.3902439024 |
| 7 | 593530 | 580812.390243902 | 12717.6097560976 |
| 8 | 610763 | 580812.390243902 | 29950.6097560976 |
| 9 | 612613 | 580812.390243902 | 31800.6097560976 |
| 10 | 611324 | 580812.390243902 | 30511.6097560976 |
| 11 | 594167 | 580812.390243902 | 13354.6097560976 |
| 12 | 595454 | 580812.390243902 | 14641.6097560976 |
| 13 | 590865 | 580812.390243902 | 10052.6097560976 |
| 14 | 589379 | 580812.390243902 | 8566.60975609757 |
| 15 | 584428 | 580812.390243902 | 3615.60975609757 |
| 16 | 573100 | 580812.390243902 | -7712.39024390243 |
| 17 | 567456 | 580812.390243902 | -13356.3902439024 |
| 18 | 569028 | 580812.390243902 | -11784.3902439024 |
| 19 | 620735 | 580812.390243902 | 39922.6097560976 |
| 20 | 628884 | 580812.390243902 | 48071.6097560976 |
| 21 | 628232 | 580812.390243902 | 47419.6097560976 |
| 22 | 612117 | 580812.390243902 | 31304.6097560976 |
| 23 | 595404 | 580812.390243902 | 14591.6097560976 |
| 24 | 597141 | 580812.390243902 | 16328.6097560976 |
| 25 | 593408 | 580812.390243902 | 12595.6097560976 |
| 26 | 590072 | 580812.390243902 | 9259.60975609757 |
| 27 | 579799 | 580812.390243902 | -1013.39024390243 |
| 28 | 574205 | 580812.390243902 | -6607.39024390243 |
| 29 | 572775 | 580812.390243902 | -8037.39024390243 |
| 30 | 572942 | 580812.390243902 | -7870.39024390243 |
| 31 | 619567 | 580812.390243902 | 38754.6097560976 |
| 32 | 625809 | 580812.390243902 | 44996.6097560976 |
| 33 | 619916 | 580812.390243902 | 39103.6097560976 |
| 34 | 587625 | 580812.390243902 | 6812.60975609757 |
| 35 | 565742 | 580812.390243902 | -15070.3902439024 |
| 36 | 557274 | 580812.390243902 | -23538.3902439024 |
| 37 | 560576 | 580812.390243902 | -20236.3902439024 |
| 38 | 548854 | 580812.390243902 | -31958.3902439024 |
| 39 | 531673 | 580812.390243902 | -49139.3902439024 |
| 40 | 525919 | 580812.390243902 | -54893.3902439024 |
| 41 | 511038 | 580812.390243902 | -69774.3902439024 |
| 42 | 498662 | 525965.75 | -27303.75 |
| 43 | 555362 | 525965.75 | 29396.25 |
| 44 | 564591 | 525965.75 | 38625.25 |
| 45 | 541657 | 525965.75 | 15691.25 |
| 46 | 527070 | 525965.75 | 1104.25 |
| 47 | 509846 | 525965.75 | -16119.75 |
| 48 | 514258 | 525965.75 | -11707.75 |
| 49 | 516922 | 525965.75 | -9043.75 |
| 50 | 507561 | 525965.75 | -18404.75 |
| 51 | 492622 | 525965.75 | -33343.75 |
| 52 | 490243 | 525965.75 | -35722.75 |
| 53 | 469357 | 525965.75 | -56608.75 |
| 54 | 477580 | 525965.75 | -48385.75 |
| 55 | 528379 | 525965.75 | 2413.25 |
| 56 | 533590 | 525965.75 | 7624.25 |
| 57 | 517945 | 525965.75 | -8020.75 |
| 58 | 506174 | 525965.75 | -19791.75 |
| 59 | 501866 | 525965.75 | -24099.75 |
| 60 | 516141 | 525965.75 | -9824.75 |
| 61 | 528222 | 525965.75 | 2256.25 |
| 62 | 532638 | 525965.75 | 6672.25 |
| 63 | 536322 | 525965.75 | 10356.25 |
| 64 | 536535 | 525965.75 | 10569.25 |
| 65 | 523597 | 525965.75 | -2368.75 |
| 66 | 536214 | 525965.75 | 10248.25 |
| 67 | 586570 | 525965.75 | 60604.25 |
| 68 | 596594 | 525965.75 | 70628.25 |
| 69 | 580523 | 525965.75 | 54557.25 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0943754528294783 | 0.188750905658957 | 0.905624547170522 |
| 6 | 0.0427780746539920 | 0.0855561493079839 | 0.957221925346008 |
| 7 | 0.213412658758288 | 0.426825317516576 | 0.786587341241712 |
| 8 | 0.483749350260541 | 0.967498700521082 | 0.516250649739459 |
| 9 | 0.620725232303911 | 0.758549535392178 | 0.379274767696089 |
| 10 | 0.672587022474654 | 0.654825955050692 | 0.327412977525346 |
| 11 | 0.609369262134408 | 0.781261475731184 | 0.390630737865592 |
| 12 | 0.545433147274105 | 0.90913370545179 | 0.454566852725895 |
| 13 | 0.464726663334253 | 0.929453326668506 | 0.535273336665747 |
| 14 | 0.382773889429880 | 0.765547778859759 | 0.61722611057012 |
| 15 | 0.300036358019258 | 0.600072716038516 | 0.699963641980742 |
| 16 | 0.228987785208966 | 0.457975570417931 | 0.771012214791034 |
| 17 | 0.176110870515050 | 0.352221741030101 | 0.82388912948495 |
| 18 | 0.130437206863877 | 0.260874413727754 | 0.869562793136123 |
| 19 | 0.184301050254191 | 0.368602100508381 | 0.81569894974581 |
| 20 | 0.285884413075631 | 0.571768826151263 | 0.714115586924369 |
| 21 | 0.383117273876077 | 0.766234547752155 | 0.616882726123923 |
| 22 | 0.380268257543892 | 0.760536515087784 | 0.619731742456108 |
| 23 | 0.323154946695548 | 0.646309893391096 | 0.676845053304452 |
| 24 | 0.274783343844225 | 0.54956668768845 | 0.725216656155775 |
| 25 | 0.225650406573868 | 0.451300813147737 | 0.774349593426132 |
| 26 | 0.179634419672802 | 0.359268839345603 | 0.820365580327198 |
| 27 | 0.137866315569352 | 0.275732631138704 | 0.862133684430648 |
| 28 | 0.105445463901237 | 0.210890927802475 | 0.894554536098763 |
| 29 | 0.0795617585005525 | 0.159123517001105 | 0.920438241499447 |
| 30 | 0.0586520817276273 | 0.117304163455255 | 0.941347918272373 |
| 31 | 0.0830344240753289 | 0.166068848150658 | 0.916965575924671 |
| 32 | 0.152719357647601 | 0.305438715295201 | 0.8472806423524 |
| 33 | 0.251230669683645 | 0.502461339367291 | 0.748769330316355 |
| 34 | 0.248866447282469 | 0.497732894564938 | 0.751133552717531 |
| 35 | 0.233422581920117 | 0.466845163840234 | 0.766577418079883 |
| 36 | 0.227199981055003 | 0.454399962110006 | 0.772800018944997 |
| 37 | 0.224090452483391 | 0.448180904966782 | 0.775909547516609 |
| 38 | 0.235930523181729 | 0.471861046363458 | 0.76406947681827 |
| 39 | 0.280809876686331 | 0.561619753372663 | 0.719190123313669 |
| 40 | 0.333868330809795 | 0.66773666161959 | 0.666131669190205 |
| 41 | 0.424774107458312 | 0.849548214916623 | 0.575225892541688 |
| 42 | 0.387735064569712 | 0.775470129139423 | 0.612264935430288 |
| 43 | 0.400850330118209 | 0.801700660236417 | 0.599149669881791 |
| 44 | 0.427801894688571 | 0.855603789377142 | 0.572198105311429 |
| 45 | 0.370876937805996 | 0.741753875611991 | 0.629123062194004 |
| 46 | 0.306321316622901 | 0.612642633245802 | 0.693678683377099 |
| 47 | 0.265060233843978 | 0.530120467687956 | 0.734939766156022 |
| 48 | 0.215759115568895 | 0.431518231137791 | 0.784240884431105 |
| 49 | 0.167979056000904 | 0.335958112001807 | 0.832020943999096 |
| 50 | 0.137253241338285 | 0.27450648267657 | 0.862746758661715 |
| 51 | 0.140403561862805 | 0.280807123725610 | 0.859596438137195 |
| 52 | 0.152896373043751 | 0.305792746087502 | 0.847103626956249 |
| 53 | 0.303002295401248 | 0.606004590802495 | 0.696997704598752 |
| 54 | 0.477063311109767 | 0.954126622219533 | 0.522936688890233 |
| 55 | 0.398947720239339 | 0.797895440478678 | 0.601052279760661 |
| 56 | 0.32022055798588 | 0.64044111597176 | 0.67977944201412 |
| 57 | 0.268985821317961 | 0.537971642635923 | 0.731014178682039 |
| 58 | 0.274959640412203 | 0.549919280824407 | 0.725040359587797 |
| 59 | 0.340311351916900 | 0.680622703833800 | 0.6596886480831 |
| 60 | 0.343427507709543 | 0.686855015419086 | 0.656572492290457 |
| 61 | 0.298007775857895 | 0.59601555171579 | 0.701992224142105 |
| 62 | 0.245357118032340 | 0.490714236064679 | 0.75464288196766 |
| 63 | 0.190684337680386 | 0.381368675360773 | 0.809315662319614 |
| 64 | 0.149215203006349 | 0.298430406012698 | 0.850784796993651 |
| 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 | 1 | 0.0166666666666667 | OK |
