Multiple Linear Regression - Estimated Regression Equation |
Ipzb[t] = + 92.7883118554799 + 0.466768869596956Cvn[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) | 92.7883118554799 | 2.965563 | 31.2886 | 0 | 0 |
Cvn | 0.466768869596956 | 0.085851 | 5.437 | 1e-06 | 1e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.581036051386542 |
R-squared | 0.337602893010864 |
Adjusted R-squared | 0.326182253235189 |
F-TEST (value) | 29.5607688922942 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 58 |
p-value | 1.13073368412930e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 7.15468539341114 |
Sum Squared Residuals | 2968.99233856406 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 115.6 | 110.152113804487 | 5.44788619551324 |
2 | 111.9 | 110.152113804487 | 1.74788619551332 |
3 | 107 | 108.985191630494 | -1.98519163049429 |
4 | 107.1 | 107.958300117381 | -0.858300117380993 |
5 | 100.6 | 108.425068986978 | -7.82506898697795 |
6 | 99.2 | 107.491531247784 | -8.29153124778403 |
7 | 108.4 | 107.351500586905 | 1.04849941309506 |
8 | 103 | 105.391071334598 | -2.39107133459773 |
9 | 99.8 | 105.251040673719 | -5.45104067371865 |
10 | 115 | 105.157686899799 | 9.84231310020075 |
11 | 90.8 | 104.924302465001 | -14.1243024650008 |
12 | 95.9 | 105.484425108517 | -9.58442510851711 |
13 | 114.4 | 107.024762378187 | 7.37523762181293 |
14 | 108.2 | 108.518422760897 | -0.318422760897333 |
15 | 112.6 | 108.751807195696 | 3.84819280430418 |
16 | 109.1 | 109.918729369688 | -0.81872936968821 |
17 | 105 | 109.685344934890 | -4.68534493488973 |
18 | 105 | 110.758913334963 | -5.75891333496272 |
19 | 118.5 | 111.459066639358 | 7.04093336064184 |
20 | 103.7 | 112.625988813351 | -8.92598881335054 |
21 | 112.5 | 113.092757682948 | -0.592757682947502 |
22 | 116.6 | 112.999403909028 | 3.60059609097188 |
23 | 96.6 | 114.026295422141 | -17.4262954221414 |
24 | 101.9 | 113.466172778625 | -11.5661727786251 |
25 | 116.5 | 112.859373248149 | 3.64062675185097 |
26 | 119.3 | 113.092757682948 | 6.20724231705249 |
27 | 115.4 | 112.159219943754 | 3.24078005624642 |
28 | 108.5 | 112.625988813351 | -4.12598881335055 |
29 | 111.5 | 112.065866169834 | -0.565866169834198 |
30 | 108.8 | 111.225682204560 | -2.42568220455968 |
31 | 121.8 | 110.758913334963 | 11.0410866650373 |
32 | 109.6 | 111.925835508955 | -2.32583550895512 |
33 | 112.2 | 113.559526552544 | -1.35952655254446 |
34 | 119.6 | 114.259679856940 | 5.3403201430601 |
35 | 104.1 | 113.326142117746 | -9.22614211774598 |
36 | 105.3 | 112.159219943754 | -6.8592199437536 |
37 | 115 | 112.065866169834 | 2.9341338301658 |
38 | 124.1 | 110.525528900164 | 13.5744710998357 |
39 | 116.8 | 110.525528900164 | 6.27447109983575 |
40 | 107.5 | 109.685344934890 | -2.18534493488973 |
41 | 115.6 | 110.852267108882 | 4.74773289111788 |
42 | 116.2 | 110.852267108882 | 5.34773289111789 |
43 | 116.3 | 111.085651543681 | 5.2143484563194 |
44 | 119 | 109.451960500091 | 9.54803949990875 |
45 | 111.9 | 109.825375595769 | 2.07462440423119 |
46 | 118.6 | 109.918729369688 | 8.68127063031179 |
47 | 106.9 | 108.985191630494 | -2.08519163049429 |
48 | 103.2 | 109.125222291373 | -5.92522229137337 |
49 | 118.6 | 105.951193978114 | 12.6488060218859 |
50 | 118.7 | 103.850734064928 | 14.8492659350722 |
51 | 102.8 | 99.7898448994343 | 3.01015510056574 |
52 | 100.6 | 96.8492010209734 | 3.75079897902656 |
53 | 94.9 | 97.9227694210464 | -3.02276942104643 |
54 | 94.5 | 96.289078377457 | -1.78907837745709 |
55 | 102.9 | 95.4488944121826 | 7.45110558781744 |
56 | 95.3 | 97.1292623427316 | -1.82926234273161 |
57 | 92.5 | 97.5493543253689 | -5.04935432536887 |
58 | 102.7 | 100.116583108152 | 2.58341689184788 |
59 | 91.5 | 101.236828395185 | -9.73682839518482 |
60 | 89.5 | 102.497104343097 | -12.9971043430966 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.161402860693162 | 0.322805721386324 | 0.838597139306838 |
6 | 0.0738066644931193 | 0.147613328986239 | 0.92619333550688 |
7 | 0.129010399575073 | 0.258020799150146 | 0.870989600424927 |
8 | 0.102022810276731 | 0.204045620553461 | 0.89797718972327 |
9 | 0.0539031008596462 | 0.107806201719292 | 0.946096899140354 |
10 | 0.27541138055563 | 0.55082276111126 | 0.72458861944437 |
11 | 0.459047434503921 | 0.918094869007842 | 0.540952565496079 |
12 | 0.436488555853893 | 0.872977111707786 | 0.563511444146107 |
13 | 0.510375635666066 | 0.979248728667867 | 0.489624364333934 |
14 | 0.414715909889877 | 0.829431819779754 | 0.585284090110123 |
15 | 0.349620700864776 | 0.699241401729552 | 0.650379299135224 |
16 | 0.275627828369667 | 0.551255656739334 | 0.724372171630333 |
17 | 0.244992127340294 | 0.489984254680588 | 0.755007872659706 |
18 | 0.234017020094633 | 0.468034040189265 | 0.765982979905367 |
19 | 0.218616703373837 | 0.437233406747674 | 0.781383296626163 |
20 | 0.290199206493377 | 0.580398412986754 | 0.709800793506623 |
21 | 0.224361821607450 | 0.448723643214901 | 0.77563817839255 |
22 | 0.178769285580115 | 0.357538571160231 | 0.821230714419885 |
23 | 0.528453165219947 | 0.943093669560105 | 0.471546834780053 |
24 | 0.628076254641014 | 0.743847490717972 | 0.371923745358986 |
25 | 0.595707460149301 | 0.808585079701397 | 0.404292539850699 |
26 | 0.593601676697045 | 0.81279664660591 | 0.406398323302955 |
27 | 0.539550655288127 | 0.920898689423746 | 0.460449344711873 |
28 | 0.494753426740882 | 0.989506853481765 | 0.505246573259118 |
29 | 0.425714032631519 | 0.851428065263038 | 0.574285967368481 |
30 | 0.36842334590105 | 0.7368466918021 | 0.63157665409895 |
31 | 0.468082937538729 | 0.936165875077457 | 0.531917062461271 |
32 | 0.409714636696674 | 0.819429273393348 | 0.590285363303326 |
33 | 0.35025451507765 | 0.7005090301553 | 0.64974548492235 |
34 | 0.308773389549936 | 0.617546779099873 | 0.691226610450064 |
35 | 0.406370317160314 | 0.812740634320629 | 0.593629682839686 |
36 | 0.467371090622479 | 0.934742181244958 | 0.532628909377521 |
37 | 0.407140328892311 | 0.814280657784623 | 0.592859671107689 |
38 | 0.544078615066625 | 0.91184276986675 | 0.455921384933375 |
39 | 0.49863201422767 | 0.99726402845534 | 0.50136798577233 |
40 | 0.453800020028339 | 0.907600040056677 | 0.546199979971661 |
41 | 0.388912393105709 | 0.777824786211418 | 0.611087606894291 |
42 | 0.329193333843537 | 0.658386667687073 | 0.670806666156463 |
43 | 0.270689417326139 | 0.541378834652278 | 0.729310582673861 |
44 | 0.277884709103342 | 0.555769418206684 | 0.722115290896658 |
45 | 0.21085361222753 | 0.42170722445506 | 0.78914638777247 |
46 | 0.213301578830093 | 0.426603157660186 | 0.786698421169907 |
47 | 0.157705944632871 | 0.315411889265743 | 0.842294055367129 |
48 | 0.172045543526914 | 0.344091087053828 | 0.827954456473086 |
49 | 0.237399123241764 | 0.474798246483527 | 0.762600876758236 |
50 | 0.866083236051614 | 0.267833527896771 | 0.133916763948386 |
51 | 0.901556757240594 | 0.196886485518812 | 0.098443242759406 |
52 | 0.853181428724144 | 0.293637142551713 | 0.146818571275856 |
53 | 0.762654669584415 | 0.47469066083117 | 0.237345330415585 |
54 | 0.677547891042183 | 0.644904217915634 | 0.322452108957817 |
55 | 0.579359632129682 | 0.841280735740636 | 0.420640367870318 |
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 |