| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 282428.042215116 -644.709018428348X[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) | 282428.042215116 | 6765.860871 | 41.7431 | 0 | 0 |
| X | -644.709018428348 | 265.31138 | -2.43 | 0.017784 | 0.008892 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.284596384591662 |
| R-squared | 0.0809951021226453 |
| Adjusted R-squared | 0.0672786111095505 |
| F-TEST (value) | 5.90494333028185 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 67 |
| p-value | 0.0177840213312728 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 16805.5367906118 |
| Sum Squared Residuals | 18922546476.9807 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 267413 | 268631.269220751 | -1218.26922075110 |
| 2 | 267366 | 265407.724128608 | 1958.27587139188 |
| 3 | 264777 | 265407.724128608 | -630.724128608104 |
| 4 | 258863 | 263473.597073323 | -4610.59707332306 |
| 5 | 254844 | 260250.051981181 | -5406.05198118132 |
| 6 | 254868 | 266697.142165465 | -11829.1421654648 |
| 7 | 277267 | 265407.724128608 | 11859.2758713919 |
| 8 | 285351 | 266052.433147036 | 19298.5668529636 |
| 9 | 286602 | 262184.179036466 | 24417.8209635336 |
| 10 | 283042 | 264763.01511018 | 18278.9848898202 |
| 11 | 276687 | 264763.01511018 | 11923.9848898202 |
| 12 | 277915 | 263473.597073323 | 14441.4029266769 |
| 13 | 277128 | 261539.470018038 | 15588.5299819620 |
| 14 | 277103 | 265407.724128608 | 11695.2758713919 |
| 15 | 275037 | 267986.560202322 | 7050.4397976785 |
| 16 | 270150 | 269920.687257607 | 229.312742393460 |
| 17 | 267140 | 268631.26922075 | -1491.26922074984 |
| 18 | 264993 | 267341.851183893 | -2348.85118389315 |
| 19 | 287259 | 267341.851183893 | 19917.1488161069 |
| 20 | 291186 | 266052.433147036 | 25133.5668529636 |
| 21 | 292300 | 264118.306091751 | 28181.6939082486 |
| 22 | 288186 | 264763.01511018 | 23422.9848898202 |
| 23 | 281477 | 268631.26922075 | 12845.7307792502 |
| 24 | 282656 | 271210.105294463 | 11445.8947055368 |
| 25 | 280190 | 266697.142165465 | 13492.8578345352 |
| 26 | 280408 | 265407.724128608 | 15000.2758713919 |
| 27 | 276836 | 267986.560202322 | 8849.4397976785 |
| 28 | 275216 | 273144.232349748 | 2071.76765025172 |
| 29 | 274352 | 270565.396276035 | 3786.60372396511 |
| 30 | 271311 | 266052.433147036 | 5258.56685296355 |
| 31 | 289802 | 263473.597073323 | 26328.4029266769 |
| 32 | 290726 | 265407.724128608 | 25318.2758713919 |
| 33 | 292300 | 265407.724128608 | 26892.2758713919 |
| 34 | 278506 | 269275.978239178 | 9230.02176082181 |
| 35 | 269826 | 265407.724128608 | 4418.2758713919 |
| 36 | 265861 | 263473.597073323 | 2387.40292667694 |
| 37 | 269034 | 260894.760999610 | 8139.23900039033 |
| 38 | 264176 | 261539.470018038 | 2636.52998196198 |
| 39 | 255198 | 259605.342962753 | -4407.34296275297 |
| 40 | 253353 | 260250.051981181 | -6897.05198118132 |
| 41 | 246057 | 258960.633944325 | -12903.6339443246 |
| 42 | 235372 | 261539.470018038 | -26167.470018038 |
| 43 | 258556 | 260250.051981181 | -1694.05198118132 |
| 44 | 260993 | 262184.179036466 | -1191.17903646636 |
| 45 | 254663 | 264763.01511018 | -10100.0151101798 |
| 46 | 250643 | 264763.01511018 | -14120.0151101798 |
| 47 | 243422 | 262828.888054895 | -19406.8880548947 |
| 48 | 247105 | 261539.470018038 | -14434.4700180380 |
| 49 | 248541 | 261539.470018038 | -12998.4700180380 |
| 50 | 245039 | 264763.01511018 | -19724.0151101798 |
| 51 | 237080 | 262184.179036466 | -25104.1790364664 |
| 52 | 237085 | 263473.597073323 | -26388.5970733231 |
| 53 | 225554 | 264763.01511018 | -39209.0151101798 |
| 54 | 226839 | 266052.433147036 | -39213.4331470364 |
| 55 | 247934 | 265407.724128608 | -17473.7241286081 |
| 56 | 248333 | 267341.851183893 | -19008.8511838931 |
| 57 | 246969 | 270565.396276035 | -23596.3962760349 |
| 58 | 245098 | 267986.560202322 | -22888.5602023215 |
| 59 | 246263 | 271210.105294463 | -24947.1052944632 |
| 60 | 255765 | 271210.105294463 | -15445.1052944632 |
| 61 | 264319 | 275078.359405033 | -10759.3594050333 |
| 62 | 268347 | 276367.77744189 | -8020.77744189002 |
| 63 | 273046 | 278301.904497175 | -5255.90449717506 |
| 64 | 273963 | 282428.042215116 | -8465.04221511649 |
| 65 | 267430 | 277399.311871375 | -9969.31187137538 |
| 66 | 271993 | 277334.840969533 | -5341.84096953254 |
| 67 | 292710 | 274691.533993976 | 18018.4660060237 |
| 68 | 295881 | 271532.459803677 | 24348.5401963226 |
| 69 | 293299 | 274498.121288448 | 18800.8787115522 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.00435589360917865 | 0.0087117872183573 | 0.995644106390821 |
| 6 | 0.0160833048610161 | 0.0321666097220322 | 0.983916695138984 |
| 7 | 0.0410256545129135 | 0.082051309025827 | 0.958974345487086 |
| 8 | 0.100984023125877 | 0.201968046251754 | 0.899015976874123 |
| 9 | 0.204742024620827 | 0.409484049241654 | 0.795257975379173 |
| 10 | 0.192818019911055 | 0.38563603982211 | 0.807181980088945 |
| 11 | 0.136949239691239 | 0.273898479382478 | 0.863050760308761 |
| 12 | 0.0997284358929584 | 0.199456871785917 | 0.900271564107042 |
| 13 | 0.0697769396736587 | 0.139553879347317 | 0.930223060326341 |
| 14 | 0.0462085281919695 | 0.092417056383939 | 0.95379147180803 |
| 15 | 0.0276136564315919 | 0.0552273128631839 | 0.972386343568408 |
| 16 | 0.0155247814957799 | 0.0310495629915598 | 0.98447521850422 |
| 17 | 0.00884976797253382 | 0.0176995359450676 | 0.991150232027466 |
| 18 | 0.00523634458372783 | 0.0104726891674557 | 0.994763655416272 |
| 19 | 0.00727149617410129 | 0.0145429923482026 | 0.992728503825899 |
| 20 | 0.0137732017412447 | 0.0275464034824894 | 0.986226798258755 |
| 21 | 0.0265301089043092 | 0.0530602178086184 | 0.97346989109569 |
| 22 | 0.0326362759632232 | 0.0652725519264463 | 0.967363724036777 |
| 23 | 0.0254614874622582 | 0.0509229749245163 | 0.974538512537742 |
| 24 | 0.0193323712493979 | 0.0386647424987958 | 0.980667628750602 |
| 25 | 0.0147017037544001 | 0.0294034075088002 | 0.9852982962456 |
| 26 | 0.0118994379837654 | 0.0237988759675309 | 0.988100562016235 |
| 27 | 0.00804539299193946 | 0.0160907859838789 | 0.99195460700806 |
| 28 | 0.00485856014432846 | 0.00971712028865693 | 0.995141439855671 |
| 29 | 0.00295404441871627 | 0.00590808883743254 | 0.997045955581284 |
| 30 | 0.00192520160728056 | 0.00385040321456111 | 0.99807479839272 |
| 31 | 0.00454891069987411 | 0.00909782139974822 | 0.995451089300126 |
| 32 | 0.0111115772042875 | 0.0222231544085750 | 0.988888422795712 |
| 33 | 0.0346686006201798 | 0.0693372012403596 | 0.96533139937982 |
| 34 | 0.0311818079007783 | 0.0623636158015566 | 0.968818192099222 |
| 35 | 0.0286316488445855 | 0.057263297689171 | 0.971368351155415 |
| 36 | 0.0293589029190543 | 0.0587178058381086 | 0.970641097080946 |
| 37 | 0.0369983634917421 | 0.0739967269834843 | 0.963001636508258 |
| 38 | 0.0442430919352338 | 0.0884861838704676 | 0.955756908064766 |
| 39 | 0.0595095481592743 | 0.119019096318549 | 0.940490451840726 |
| 40 | 0.0734906680921346 | 0.146981336184269 | 0.926509331907865 |
| 41 | 0.0945943553602336 | 0.189188710720467 | 0.905405644639766 |
| 42 | 0.182068079680161 | 0.364136159360322 | 0.817931920319839 |
| 43 | 0.197920256354751 | 0.395840512709503 | 0.802079743645248 |
| 44 | 0.223545667561808 | 0.447091335123616 | 0.776454332438192 |
| 45 | 0.224099173276113 | 0.448198346552225 | 0.775900826723887 |
| 46 | 0.228324524006658 | 0.456649048013316 | 0.771675475993342 |
| 47 | 0.240412883673471 | 0.480825767346943 | 0.759587116326529 |
| 48 | 0.239646496691101 | 0.479292993382202 | 0.760353503308899 |
| 49 | 0.249946652621883 | 0.499893305243767 | 0.750053347378117 |
| 50 | 0.252056958166155 | 0.50411391633231 | 0.747943041833845 |
| 51 | 0.256389591632373 | 0.512779183264746 | 0.743610408367627 |
| 52 | 0.258855872907869 | 0.517711745815738 | 0.741144127092131 |
| 53 | 0.379019811580528 | 0.758039623161055 | 0.620980188419472 |
| 54 | 0.546949291650606 | 0.906101416698789 | 0.453050708349394 |
| 55 | 0.481532455939909 | 0.963064911879818 | 0.518467544060091 |
| 56 | 0.431471298501172 | 0.862942597002345 | 0.568528701498828 |
| 57 | 0.454852828348487 | 0.909705656696974 | 0.545147171651513 |
| 58 | 0.49894980607098 | 0.99789961214196 | 0.50105019392902 |
| 59 | 0.702361521487503 | 0.595276957024993 | 0.297638478512497 |
| 60 | 0.897642506340449 | 0.204714987319102 | 0.102357493659551 |
| 61 | 0.939003633384758 | 0.121992733230484 | 0.0609963666152418 |
| 62 | 0.94096184901468 | 0.118076301970641 | 0.0590381509853206 |
| 63 | 0.878528000565274 | 0.242943998869453 | 0.121471999434726 |
| 64 | 0.914490897068185 | 0.171018205863630 | 0.0855091029318149 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 5 | 0.0833333333333333 | NOK |
| 5% type I error level | 16 | 0.266666666666667 | NOK |
| 10% type I error level | 28 | 0.466666666666667 | NOK |
