Multiple Linear Regression - Estimated Regression Equation |
WGM[t] = + 7.2296929775596 -0.00837328842482997EcGr[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) | 7.2296929775596 | 0.076331 | 94.7146 | 0 | 0 |
EcGr | -0.00837328842482997 | 0.01381 | -0.6063 | 0.546241 | 0.27312 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0717705598154886 |
R-squared | 0.00515101325622863 |
Adjusted R-squared | -0.00886094430354278 |
F-TEST (value) | 0.367615533679411 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 71 |
p-value | 0.546240609795597 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.648303404675179 |
Sum Squared Residuals | 29.8411086204534 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 7.3 | 7.23639160829941 | 0.0636083917005848 |
2 | 7.6 | 7.23136763524456 | 0.368632364755444 |
3 | 7.5 | 7.22801831987462 | 0.271981680125376 |
4 | 7.6 | 7.22131968913476 | 0.37868031086524 |
5 | 7.9 | 7.22969297755959 | 0.67030702244041 |
6 | 7.9 | 7.23136763524456 | 0.668632364755444 |
7 | 8.1 | 7.22131968913476 | 0.87868031086524 |
8 | 8.2 | 7.22634366218966 | 0.973656337810341 |
9 | 8 | 7.22131968913476 | 0.77868031086524 |
10 | 7.5 | 7.21545838723738 | 0.284541612762621 |
11 | 6.8 | 7.20373578344262 | -0.403735783442617 |
12 | 6.5 | 7.20206112575765 | -0.702061125757651 |
13 | 6.6 | 7.20373578344262 | -0.603735783442617 |
14 | 7.6 | 7.20038646807268 | 0.399613531927315 |
15 | 8 | 7.17945324701061 | 0.82054675298939 |
16 | 8.1 | 7.18196523353806 | 0.91803476646194 |
17 | 7.7 | 7.19033852196289 | 0.509661478037111 |
18 | 7.5 | 7.1945251661753 | 0.305474833824696 |
19 | 7.6 | 7.1995491392302 | 0.400450860769798 |
20 | 7.8 | 7.19285050849034 | 0.607149491509662 |
21 | 7.8 | 7.20875975649751 | 0.591240243502485 |
22 | 7.8 | 7.23471695061449 | 0.565283049385512 |
23 | 7.5 | 7.24560222556677 | 0.254397774433233 |
24 | 7.5 | 7.24560222556677 | 0.254397774433233 |
25 | 7.1 | 7.22383167566221 | -0.123831675662209 |
26 | 7.5 | 7.23722893714194 | 0.262771062858063 |
27 | 7.5 | 7.2439275678818 | 0.256072432118199 |
28 | 7.6 | 7.25565017167656 | 0.344349828323437 |
29 | 7.7 | 7.24727688325173 | 0.452723116748267 |
30 | 7.7 | 7.22801831987462 | 0.471981680125376 |
31 | 7.9 | 7.2196450314498 | 0.680354968550206 |
32 | 8.1 | 7.19787448154524 | 0.902125518454764 |
33 | 8.2 | 7.19619982386027 | 1.00380017613973 |
34 | 8.2 | 7.17442927395571 | 1.02557072604429 |
35 | 8.2 | 7.18531454890799 | 1.01468545109201 |
36 | 7.9 | 7.16605598553088 | 0.733944014469118 |
37 | 7.3 | 7.19033852196289 | 0.109661478037111 |
38 | 6.9 | 7.17442927395571 | -0.274429273955712 |
39 | 6.6 | 7.19285050849034 | -0.592850508490338 |
40 | 6.7 | 7.19117585080537 | -0.491175850805372 |
41 | 6.9 | 7.17945324701061 | -0.27945324701061 |
42 | 7 | 7.1895011931204 | -0.189501193120406 |
43 | 7.1 | 7.19619982386027 | -0.0961998238602704 |
44 | 7.2 | 7.20708509881255 | -0.00708509881254887 |
45 | 7.1 | 7.2045731122851 | -0.104573112285100 |
46 | 6.9 | 7.19536249501779 | -0.295362495017787 |
47 | 7 | 7.19619982386027 | -0.19619982386027 |
48 | 6.8 | 7.20708509881255 | -0.407085098812549 |
49 | 6.4 | 7.20792242765503 | -0.807922427655032 |
50 | 6.7 | 7.20373578344262 | -0.503735783442617 |
51 | 6.6 | 7.19285050849034 | -0.592850508490338 |
52 | 6.4 | 7.2045731122851 | -0.8045731122851 |
53 | 6.3 | 7.21294640070993 | -0.91294640070993 |
54 | 6.2 | 7.21880770260731 | -1.01880770260731 |
55 | 6.5 | 7.21713304492235 | -0.717133044922345 |
56 | 6.8 | 7.21880770260731 | -0.418807702607311 |
57 | 6.8 | 7.20289845460013 | -0.402898454600134 |
58 | 6.4 | 7.2146210583949 | -0.814621058394896 |
59 | 6.1 | 7.20206112575765 | -1.10206112575765 |
60 | 5.8 | 7.22131968913476 | -1.42131968913476 |
61 | 6.1 | 7.20959708534 | -1.10959708534 |
62 | 7.2 | 7.22634366218966 | -0.0263436621896578 |
63 | 7.3 | 7.23053030640207 | 0.0694696935979269 |
64 | 6.9 | 7.21880770260731 | -0.318807702607311 |
65 | 6.1 | 7.2389035948269 | -1.13890359482690 |
66 | 5.8 | 7.26653544662884 | -1.46653544662884 |
67 | 6.2 | 7.29249264074581 | -1.09249264074581 |
68 | 7.1 | 7.33184709634252 | -0.231847096342516 |
69 | 7.7 | 7.35110565971962 | 0.348894340280376 |
70 | 7.9 | 7.36366559235687 | 0.536334407643131 |
71 | 7.7 | 7.36952689425425 | 0.33047310574575 |
72 | 7.4 | 7.36617757888432 | 0.0338224211156819 |
73 | 7.5 | 7.37120155193922 | 0.128798448060784 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.052229536129485 | 0.10445907225897 | 0.947770463870515 |
6 | 0.0365525907221283 | 0.0731051814442566 | 0.963447409277872 |
7 | 0.0230143397242191 | 0.0460286794484383 | 0.976985660275781 |
8 | 0.0248228846890094 | 0.0496457693780187 | 0.97517711531099 |
9 | 0.0105149371043286 | 0.0210298742086571 | 0.989485062895672 |
10 | 0.0150540536667704 | 0.0301081073335409 | 0.98494594633323 |
11 | 0.0458998581975117 | 0.0917997163950234 | 0.954100141802488 |
12 | 0.0546360141290879 | 0.109272028258176 | 0.945363985870912 |
13 | 0.040620199579322 | 0.081240399158644 | 0.959379800420678 |
14 | 0.0609179090891885 | 0.121835818178377 | 0.939082090910812 |
15 | 0.204496405391552 | 0.408992810783104 | 0.795503594608448 |
16 | 0.263141574432277 | 0.526283148864554 | 0.736858425567723 |
17 | 0.213463182953886 | 0.426926365907773 | 0.786536817046114 |
18 | 0.160889141320917 | 0.321778282641834 | 0.839110858679083 |
19 | 0.120805670966144 | 0.241611341932288 | 0.879194329033856 |
20 | 0.100295130510108 | 0.200590261020215 | 0.899704869489892 |
21 | 0.0812190011065105 | 0.162438002213021 | 0.91878099889349 |
22 | 0.063380684141342 | 0.126761368282684 | 0.936619315858658 |
23 | 0.0456254841074948 | 0.0912509682149895 | 0.954374515892505 |
24 | 0.0320114739614549 | 0.0640229479229097 | 0.967988526038545 |
25 | 0.0278642567800772 | 0.0557285135601544 | 0.972135743219923 |
26 | 0.0189856400759342 | 0.0379712801518685 | 0.981014359924066 |
27 | 0.0126819760334363 | 0.0253639520668725 | 0.987318023966564 |
28 | 0.00851411245668041 | 0.0170282249133608 | 0.99148588754332 |
29 | 0.00610622937352159 | 0.0122124587470432 | 0.993893770626478 |
30 | 0.00449610625283803 | 0.00899221250567607 | 0.995503893747162 |
31 | 0.00451207025123755 | 0.0090241405024751 | 0.995487929748762 |
32 | 0.00772901835562975 | 0.0154580367112595 | 0.99227098164437 |
33 | 0.0179801060305608 | 0.0359602120611216 | 0.98201989396944 |
34 | 0.0455913367172144 | 0.0911826734344288 | 0.954408663282786 |
35 | 0.124358066500839 | 0.248716133001677 | 0.875641933499161 |
36 | 0.238871233553591 | 0.477742467107182 | 0.761128766446409 |
37 | 0.277273652078123 | 0.554547304156246 | 0.722726347921877 |
38 | 0.353389000030109 | 0.706778000060219 | 0.64661099996989 |
39 | 0.45517540615307 | 0.91035081230614 | 0.54482459384693 |
40 | 0.503640884956908 | 0.992718230086185 | 0.496359115043092 |
41 | 0.518894792767544 | 0.962210414464912 | 0.481105207232456 |
42 | 0.526339685222463 | 0.947320629555075 | 0.473660314777537 |
43 | 0.540063952553885 | 0.91987209489223 | 0.459936047446115 |
44 | 0.565300463991825 | 0.86939907201635 | 0.434699536008175 |
45 | 0.588366745317697 | 0.823266509364605 | 0.411633254682303 |
46 | 0.605810703600496 | 0.788378592799007 | 0.394189296399504 |
47 | 0.64180323046581 | 0.716393539068381 | 0.358196769534190 |
48 | 0.65093663682687 | 0.698126726346259 | 0.349063363173129 |
49 | 0.681201336090124 | 0.637597327819752 | 0.318798663909876 |
50 | 0.678713707180051 | 0.642572585639898 | 0.321286292819949 |
51 | 0.6783572667524 | 0.643285466495201 | 0.321642733247600 |
52 | 0.677294340477203 | 0.645411319045594 | 0.322705659522797 |
53 | 0.683154702216572 | 0.633690595566855 | 0.316845297783428 |
54 | 0.701447667148651 | 0.597104665702698 | 0.298552332851349 |
55 | 0.666980909656907 | 0.666038180686185 | 0.333019090343093 |
56 | 0.632495860476559 | 0.735008279046882 | 0.367504139523441 |
57 | 0.625974649551012 | 0.748050700897977 | 0.374025350448988 |
58 | 0.582796507150364 | 0.834406985699271 | 0.417203492849636 |
59 | 0.556276149244599 | 0.887447701510802 | 0.443723850755401 |
60 | 0.633382728566159 | 0.733234542867683 | 0.366617271433841 |
61 | 0.605943153869633 | 0.788113692260734 | 0.394056846130367 |
62 | 0.618685300267284 | 0.762629399465432 | 0.381314699732716 |
63 | 0.769750323175447 | 0.460499353649107 | 0.230249676824553 |
64 | 0.97628701521148 | 0.0474259695770406 | 0.0237129847885203 |
65 | 0.99136165535022 | 0.0172766892995594 | 0.00863834464977968 |
66 | 0.97868012345065 | 0.0426397530987002 | 0.0213198765493501 |
67 | 0.963836770622863 | 0.072326458754274 | 0.036163229377137 |
68 | 0.957087287952566 | 0.0858254240948678 | 0.0429127120474339 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 2 | 0.03125 | NOK |
5% type I error level | 15 | 0.234375 | NOK |
10% type I error level | 24 | 0.375 | NOK |