| Multiple Linear Regression - Estimated Regression Equation |
| wkh[t] = + 21.4194329301315 -4.87828410082541e-05los[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) | 21.4194329301315 | 2.667658 | 8.0293 | 0 | 0 |
| los | -4.87828410082541e-05 | 1e-05 | -4.983 | 6e-06 | 3e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.547512698653501 |
| R-squared | 0.29977015518684 |
| Adjusted R-squared | 0.287697226827992 |
| F-TEST (value) | 24.8299456665917 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 5.97563241044874e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.468312733722697 |
| Sum Squared Residuals | 12.7203753608759 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 8.2 | 8.35919316971971 | -0.159193169719713 |
| 2 | 8 | 8.44305087341287 | -0.443050873412869 |
| 3 | 7.9 | 8.5909604473499 | -0.690960447349894 |
| 4 | 7.6 | 8.46656420277885 | -0.866564202778847 |
| 5 | 7.6 | 8.50778570343082 | -0.907785703430822 |
| 6 | 8.3 | 8.23718728435804 | 0.062812715641965 |
| 7 | 8.4 | 8.27206701567894 | 0.127932984321063 |
| 8 | 8.4 | 8.32333778157861 | 0.0766622184213878 |
| 9 | 8.4 | 8.45227083036343 | -0.0522708303634279 |
| 10 | 8.4 | 8.41002489005028 | -0.0100248900502799 |
| 11 | 8.6 | 8.5886676538225 | 0.0113323461774927 |
| 12 | 8.9 | 8.28294558922378 | 0.617054410776222 |
| 13 | 8.8 | 8.25640772371529 | 0.543592276284713 |
| 14 | 8.3 | 8.20362468974436 | 0.0963753102556438 |
| 15 | 7.5 | 8.40202450412493 | -0.902024504124927 |
| 16 | 7.2 | 8.1873800036886 | -0.987380003688608 |
| 17 | 7.4 | 8.25260266211664 | -0.852602662116644 |
| 18 | 8.8 | 8.18484329595618 | 0.615156704043822 |
| 19 | 9.3 | 8.24040695186458 | 1.05959304813542 |
| 20 | 9.3 | 8.18357494208997 | 1.11642505791004 |
| 21 | 8.7 | 8.38568225238716 | 0.314317747612838 |
| 22 | 8.2 | 8.53583583701057 | -0.335835837010568 |
| 23 | 8.3 | 8.46671055130187 | -0.166710551301871 |
| 24 | 8.5 | 8.27640868852867 | 0.223591311471328 |
| 25 | 8.6 | 8.31080059143949 | 0.289199408560508 |
| 26 | 8.5 | 8.12698684652039 | 0.37301315347961 |
| 27 | 8.2 | 8.32850876272549 | -0.128508762725488 |
| 28 | 8.1 | 8.33709454274294 | -0.237094542742941 |
| 29 | 7.9 | 8.21518622306331 | -0.315186223063313 |
| 30 | 8.6 | 8.11323008535606 | 0.486769914643938 |
| 31 | 8.7 | 8.12127925412242 | 0.578720745877575 |
| 32 | 8.7 | 8.23182117184713 | 0.468178828152871 |
| 33 | 8.5 | 8.2067955744099 | 0.293204425590107 |
| 34 | 8.4 | 8.22411348296782 | 0.175886517032177 |
| 35 | 8.5 | 8.28904344434981 | 0.21095655565019 |
| 36 | 8.7 | 8.05161735716264 | 0.648382642837362 |
| 37 | 8.7 | 8.06347158752764 | 0.636528412472357 |
| 38 | 8.6 | 7.92302578826488 | 0.67697421173512 |
| 39 | 8.5 | 8.02732350234053 | 0.472676497659474 |
| 40 | 8.3 | 8.18250171958778 | 0.117498280412218 |
| 41 | 8 | 8.19367299017867 | -0.193672990178673 |
| 42 | 8.2 | 8.20913715077829 | -0.00913715077829032 |
| 43 | 8.1 | 8.0572761667196 | 0.0427238332804052 |
| 44 | 8.1 | 8.05366623648498 | 0.046333763515016 |
| 45 | 8 | 8.15454915169005 | -0.154549151690053 |
| 46 | 7.9 | 8.08522873461732 | -0.185228734617324 |
| 47 | 7.9 | 8.21874737045692 | -0.318747370456915 |
| 48 | 8 | 8.0750331208466 | -0.075033120846599 |
| 49 | 8 | 7.98644348157561 | 0.0135565184243906 |
| 50 | 7.9 | 7.70028333622119 | 0.19971666377881 |
| 51 | 8 | 7.86790117792555 | 0.132098822074448 |
| 52 | 7.7 | 7.76448155498805 | -0.0644815549880528 |
| 53 | 7.2 | 7.6382803452997 | -0.438280345299699 |
| 54 | 7.5 | 7.758237351339 | -0.258237351338997 |
| 55 | 7.3 | 7.65457381419646 | -0.354573814196457 |
| 56 | 7 | 7.25757905407128 | -0.257579054071284 |
| 57 | 7 | 7.58857063031229 | -0.588570630312289 |
| 58 | 7 | 7.37895076249982 | -0.378950762499821 |
| 59 | 7.2 | 7.5052983207112 | -0.305298320711199 |
| 60 | 7.3 | 7.38973177036264 | -0.0897317703626448 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.214752998101 | 0.429505996202 | 0.785247001899 |
| 6 | 0.100078044619913 | 0.200156089239825 | 0.899921955380087 |
| 7 | 0.0521128142796056 | 0.104225628559211 | 0.947887185720394 |
| 8 | 0.0321186750932832 | 0.0642373501865663 | 0.967881324906717 |
| 9 | 0.0581476098140676 | 0.116295219628135 | 0.941852390185932 |
| 10 | 0.0496380146656687 | 0.0992760293313374 | 0.950361985334331 |
| 11 | 0.171427335533106 | 0.342854671066211 | 0.828572664466894 |
| 12 | 0.228384788310244 | 0.456769576620488 | 0.771615211689756 |
| 13 | 0.202155572055187 | 0.404311144110373 | 0.797844427944813 |
| 14 | 0.160694453853460 | 0.321388907706919 | 0.83930554614654 |
| 15 | 0.353402983288506 | 0.706805966577012 | 0.646597016711494 |
| 16 | 0.829598283125576 | 0.340803433748848 | 0.170401716874424 |
| 17 | 0.938175395808247 | 0.123649208383507 | 0.0618246041917533 |
| 18 | 0.949299658267228 | 0.101400683465545 | 0.0507003417327724 |
| 19 | 0.991335037963229 | 0.0173299240735422 | 0.0086649620367711 |
| 20 | 0.999066584758756 | 0.00186683048248802 | 0.000933415241244011 |
| 21 | 0.998759259736064 | 0.00248148052787249 | 0.00124074026393625 |
| 22 | 0.998898943953453 | 0.00220211209309409 | 0.00110105604654704 |
| 23 | 0.998676898843033 | 0.00264620231393418 | 0.00132310115696709 |
| 24 | 0.997590239227534 | 0.00481952154493191 | 0.00240976077246596 |
| 25 | 0.996052622218407 | 0.00789475556318548 | 0.00394737778159274 |
| 26 | 0.994159457354516 | 0.0116810852909669 | 0.00584054264548343 |
| 27 | 0.992203002044186 | 0.0155939959116276 | 0.0077969979558138 |
| 28 | 0.99233348791385 | 0.0153330241722978 | 0.00766651208614888 |
| 29 | 0.99495953648325 | 0.0100809270334982 | 0.00504046351674908 |
| 30 | 0.993501945878986 | 0.0129961082420281 | 0.00649805412101406 |
| 31 | 0.993551780216625 | 0.0128964395667507 | 0.00644821978337533 |
| 32 | 0.991855281704508 | 0.0162894365909837 | 0.00814471829549187 |
| 33 | 0.987008896699603 | 0.0259822066007948 | 0.0129911033003974 |
| 34 | 0.978731653584947 | 0.0425366928301064 | 0.0212683464150532 |
| 35 | 0.966744128334715 | 0.0665117433305706 | 0.0332558716652853 |
| 36 | 0.979078818313538 | 0.0418423633729231 | 0.0209211816864615 |
| 37 | 0.99019466586564 | 0.0196106682687179 | 0.00980533413435894 |
| 38 | 0.999001855589569 | 0.00199628882086258 | 0.000998144410431288 |
| 39 | 0.999826967757307 | 0.000346064485386081 | 0.000173032242693040 |
| 40 | 0.999711305633452 | 0.000577388733096799 | 0.000288694366548400 |
| 41 | 0.999527268206338 | 0.000945463587324972 | 0.000472731793662486 |
| 42 | 0.998974317187662 | 0.00205136562467588 | 0.00102568281233794 |
| 43 | 0.998384066105031 | 0.00323186778993723 | 0.00161593389496862 |
| 44 | 0.997547084023913 | 0.00490583195217398 | 0.00245291597608699 |
| 45 | 0.995319043588899 | 0.00936191282220207 | 0.00468095641110104 |
| 46 | 0.992016945733395 | 0.0159661085332100 | 0.00798305426660498 |
| 47 | 0.9926615931083 | 0.0146768137833972 | 0.00733840689169862 |
| 48 | 0.98631943937794 | 0.027361121244118 | 0.013680560622059 |
| 49 | 0.97397949570932 | 0.0520410085813581 | 0.0260205042906790 |
| 50 | 0.98519830942063 | 0.0296033811587389 | 0.0148016905793694 |
| 51 | 0.991664711059211 | 0.0166705778815772 | 0.00833528894078861 |
| 52 | 0.994510505261063 | 0.0109789894778732 | 0.0054894947389366 |
| 53 | 0.9873093166327 | 0.0253813667346006 | 0.0126906833673003 |
| 54 | 0.977703029819198 | 0.0445939403616041 | 0.0222969701808020 |
| 55 | 0.946604712509954 | 0.106790574980092 | 0.0533952874900459 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 14 | 0.274509803921569 | NOK |
| 5% type I error level | 34 | 0.666666666666667 | NOK |
| 10% type I error level | 38 | 0.745098039215686 | NOK |
