Multiple Linear Regression - Estimated Regression Equation |
Spaar[t] = + 36.0876640540603 + 0.426549024778832Alg_E[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) | 36.0876640540603 | 1.63922 | 22.0151 | 0 | 0 |
Alg_E | 0.426549024778832 | 0.044612 | 9.5612 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.659133991381146 |
R-squared | 0.434457618594041 |
Adjusted R-squared | 0.429705161607436 |
F-TEST (value) | 91.417475175179 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 119 |
p-value | 2.22044604925031e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.21474437315503 |
Sum Squared Residuals | 3236.03350640490 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 62 | 50.1637818717617 | 11.8362181282383 |
2 | 64 | 52.7230760204347 | 11.2769239795653 |
3 | 62 | 55.2823701691077 | 6.7176298308923 |
4 | 64 | 55.7089191938865 | 8.29108080611347 |
5 | 64 | 55.2823701691077 | 8.7176298308923 |
6 | 69 | 55.2823701691077 | 13.7176298308923 |
7 | 69 | 56.988566268223 | 12.0114337317770 |
8 | 65 | 57.4151152930019 | 7.58488470699815 |
9 | 56 | 59.1213113921172 | -3.12131139211718 |
10 | 58 | 61.2540565160113 | -3.25405651601134 |
11 | 53 | 60.8275074912325 | -7.82750749123251 |
12 | 62 | 59.9744094416748 | 2.02559055832516 |
13 | 55 | 56.5620172434442 | -1.56201724344419 |
14 | 60 | 57.4151152930019 | 2.58488470699815 |
15 | 59 | 58.2682133425595 | 0.731786657440484 |
16 | 58 | 58.6947623673383 | -0.694762367338348 |
17 | 53 | 59.547860416896 | -6.54786041689601 |
18 | 57 | 54.42927211955 | 2.57072788044997 |
19 | 57 | 54.0027230947712 | 2.9972769052288 |
20 | 53 | 52.2965269956559 | 0.703473004344129 |
21 | 54 | 53.5761740699924 | 0.423825930007633 |
22 | 53 | 53.5761740699924 | -0.576174069992367 |
23 | 57 | 52.7230760204347 | 4.2769239795653 |
24 | 57 | 50.5903308965405 | 6.40966910345946 |
25 | 55 | 47.6044877230887 | 7.39551227691128 |
26 | 49 | 42.4858994257427 | 6.51410057425726 |
27 | 50 | 42.0593504009639 | 7.9406495990361 |
28 | 49 | 49.310683822204 | -0.310683822204048 |
29 | 54 | 53.5761740699924 | 0.423825930007633 |
30 | 58 | 54.42927211955 | 3.57072788044997 |
31 | 58 | 55.7089191938865 | 2.29108080611347 |
32 | 52 | 54.0027230947712 | -2.0027230947712 |
33 | 56 | 55.2823701691077 | 0.717629830892306 |
34 | 52 | 55.2823701691077 | -3.28237016910769 |
35 | 59 | 53.1496250452135 | 5.85037495478646 |
36 | 53 | 51.0168799213194 | 1.98312007868062 |
37 | 52 | 51.4434289460982 | 0.556571053901792 |
38 | 53 | 52.2965269956559 | 0.703473004344129 |
39 | 51 | 52.7230760204347 | -1.72307602043470 |
40 | 50 | 49.7372328469829 | 0.262767153017120 |
41 | 56 | 46.3248406487522 | 9.67515935124777 |
42 | 52 | 45.0451935744157 | 6.95480642558427 |
43 | 46 | 41.2062523514062 | 4.79374764859376 |
44 | 48 | 48.4575857726464 | -0.457585772646385 |
45 | 46 | 51.4434289460982 | -5.44342894609821 |
46 | 48 | 49.310683822204 | -1.31068382220405 |
47 | 48 | 48.0310367478676 | -0.0310367478675531 |
48 | 49 | 48.8841347974252 | 0.115865202574783 |
49 | 53 | 52.2965269956559 | 0.703473004344129 |
50 | 48 | 47.6044877230887 | 0.395512276911279 |
51 | 51 | 53.1496250452135 | -2.14962504521354 |
52 | 48 | 53.1496250452135 | -5.14962504521354 |
53 | 50 | 54.8558211443289 | -4.85582114432886 |
54 | 55 | 56.1354682186654 | -1.13546821866536 |
55 | 52 | 55.2823701691077 | -3.28237016910769 |
56 | 53 | 54.0027230947712 | -1.00272309477120 |
57 | 52 | 52.2965269956559 | -0.296526995655871 |
58 | 55 | 55.7089191938865 | -0.708919193886526 |
59 | 53 | 51.8699779708770 | 1.13002202912296 |
60 | 53 | 53.5761740699924 | -0.576174069992367 |
61 | 56 | 53.1496250452135 | 2.85037495478646 |
62 | 54 | 50.1637818717617 | 3.83621812823829 |
63 | 52 | 50.5903308965405 | 1.40966910345946 |
64 | 55 | 51.4434289460982 | 3.55657105390179 |
65 | 54 | 51.4434289460982 | 2.55657105390179 |
66 | 59 | 52.2965269956559 | 6.70347300434413 |
67 | 56 | 54.0027230947712 | 1.9972769052288 |
68 | 56 | 51.0168799213194 | 4.98312007868062 |
69 | 51 | 46.7513896735311 | 4.24861032646894 |
70 | 53 | 46.3248406487522 | 6.67515935124777 |
71 | 52 | 45.4717425991946 | 6.52825740080544 |
72 | 51 | 47.6044877230887 | 3.39551227691128 |
73 | 46 | 43.3389974753004 | 2.6610025246996 |
74 | 49 | 48.8841347974252 | 0.115865202574783 |
75 | 46 | 48.8841347974252 | -2.88413479742522 |
76 | 55 | 50.5903308965405 | 4.40966910345946 |
77 | 57 | 51.8699779708770 | 5.13002202912296 |
78 | 53 | 51.4434289460982 | 1.55657105390179 |
79 | 52 | 50.1637818717617 | 1.83621812823829 |
80 | 53 | 50.1637818717617 | 2.83621812823829 |
81 | 50 | 50.1637818717617 | -0.163781871761712 |
82 | 54 | 51.8699779708770 | 2.13002202912296 |
83 | 53 | 53.1496250452135 | -0.149625045213535 |
84 | 50 | 51.0168799213194 | -1.01687992131938 |
85 | 51 | 51.8699779708770 | -0.86997797087704 |
86 | 52 | 54.42927211955 | -2.42927211955003 |
87 | 47 | 54.0027230947712 | -7.0027230947712 |
88 | 51 | 50.1637818717617 | 0.836218128238288 |
89 | 49 | 52.7230760204347 | -3.7230760204347 |
90 | 53 | 53.1496250452135 | -0.149625045213535 |
91 | 52 | 51.8699779708770 | 0.130022029122961 |
92 | 45 | 54.8558211443289 | -9.85582114432886 |
93 | 53 | 54.0027230947712 | -1.00272309477120 |
94 | 51 | 54.42927211955 | -3.42927211955003 |
95 | 48 | 53.1496250452135 | -5.14962504521354 |
96 | 48 | 48.8841347974252 | -0.884134797425217 |
97 | 48 | 48.8841347974252 | -0.884134797425217 |
98 | 48 | 49.310683822204 | -1.31068382220405 |
99 | 40 | 43.7655465000792 | -3.76554650007923 |
100 | 43 | 46.3248406487522 | -3.32484064875223 |
101 | 40 | 45.4717425991946 | -5.47174259919456 |
102 | 39 | 47.1779386983099 | -8.17793869830989 |
103 | 39 | 48.0310367478676 | -9.03103674786755 |
104 | 36 | 45.8982916239734 | -9.8982916239734 |
105 | 41 | 43.3389974753004 | -2.33899747530040 |
106 | 39 | 41.2062523514062 | -2.20625235140624 |
107 | 40 | 39.9266052770697 | 0.0733947229302516 |
108 | 39 | 44.1920955248581 | -5.19209552485807 |
109 | 46 | 45.0451935744157 | 0.95480642558427 |
110 | 40 | 43.7655465000792 | -3.76554650007923 |
111 | 37 | 43.7655465000792 | -6.76554650007923 |
112 | 37 | 42.4858994257427 | -5.48589942574274 |
113 | 44 | 46.3248406487522 | -2.32484064875223 |
114 | 41 | 43.7655465000792 | -2.76554650007923 |
115 | 40 | 44.1920955248581 | -4.19209552485807 |
116 | 36 | 48.8841347974252 | -12.8841347974252 |
117 | 38 | 50.1637818717617 | -12.1637818717617 |
118 | 43 | 51.0168799213194 | -8.01687992131938 |
119 | 42 | 51.4434289460982 | -9.4434289460982 |
120 | 45 | 56.1354682186654 | -11.1354682186654 |
121 | 46 | 55.7089191938865 | -9.70891919388653 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0166589971808693 | 0.0333179943617386 | 0.983341002819131 |
6 | 0.125359571865563 | 0.250719143731126 | 0.874640428134437 |
7 | 0.107864363297976 | 0.215728726595952 | 0.892135636702024 |
8 | 0.0686718629853859 | 0.137343725970772 | 0.931328137014614 |
9 | 0.436705937062484 | 0.873411874124969 | 0.563294062937516 |
10 | 0.397320311317986 | 0.794640622635971 | 0.602679688682014 |
11 | 0.52560730428747 | 0.94878539142506 | 0.47439269571253 |
12 | 0.454187466858273 | 0.908374933716546 | 0.545812533141727 |
13 | 0.565154991689273 | 0.869690016621454 | 0.434845008310727 |
14 | 0.487080011238196 | 0.974160022476392 | 0.512919988761804 |
15 | 0.410524334131582 | 0.821048668263165 | 0.589475665868417 |
16 | 0.343948499868437 | 0.687896999736873 | 0.656051500131563 |
17 | 0.394676170967939 | 0.789352341935879 | 0.605323829032061 |
18 | 0.435074220808018 | 0.870148441616035 | 0.564925779191982 |
19 | 0.463058536935022 | 0.926117073870043 | 0.536941463064978 |
20 | 0.64211548247099 | 0.715769035058019 | 0.357884517529010 |
21 | 0.685258198198807 | 0.629483603602386 | 0.314741801801193 |
22 | 0.728866281456535 | 0.54226743708693 | 0.271133718543465 |
23 | 0.700345074400178 | 0.599309851199644 | 0.299654925599822 |
24 | 0.682818878044044 | 0.634362243911912 | 0.317181121955956 |
25 | 0.689323412399143 | 0.621353175201715 | 0.310676587600857 |
26 | 0.748388852913045 | 0.503222294173911 | 0.251611147086955 |
27 | 0.756748367314758 | 0.486503265370484 | 0.243251632685242 |
28 | 0.781019679719495 | 0.437960640561009 | 0.218980320280505 |
29 | 0.75387319535115 | 0.492253609297699 | 0.246126804648849 |
30 | 0.718351360182755 | 0.56329727963449 | 0.281648639817245 |
31 | 0.675645422697326 | 0.648709154605348 | 0.324354577302674 |
32 | 0.675157565338673 | 0.649684869322655 | 0.324842434661327 |
33 | 0.631705645996477 | 0.736588708007046 | 0.368294354003523 |
34 | 0.638934206590235 | 0.72213158681953 | 0.361065793409765 |
35 | 0.631053178554381 | 0.737893642891238 | 0.368946821445619 |
36 | 0.598552390914294 | 0.802895218171411 | 0.401447609085706 |
37 | 0.572720405639094 | 0.854559188721812 | 0.427279594360906 |
38 | 0.538803549341869 | 0.922392901316261 | 0.461196450658131 |
39 | 0.531018246751319 | 0.937963506497362 | 0.468981753248681 |
40 | 0.512292277002597 | 0.975415445994806 | 0.487707722997403 |
41 | 0.569430306612288 | 0.861139386775423 | 0.430569693387712 |
42 | 0.57233840766456 | 0.85532318467088 | 0.42766159233544 |
43 | 0.575700387236865 | 0.84859922552627 | 0.424299612763135 |
44 | 0.572174947679008 | 0.855650104641985 | 0.427825052320992 |
45 | 0.654344174685202 | 0.691311650629597 | 0.345655825314798 |
46 | 0.646026186855839 | 0.707947626288322 | 0.353973813144161 |
47 | 0.625280396068216 | 0.749439207863567 | 0.374719603931784 |
48 | 0.597373533075935 | 0.805252933848129 | 0.402626466924065 |
49 | 0.556685134001403 | 0.886629731997194 | 0.443314865998597 |
50 | 0.528323430281504 | 0.943353139436992 | 0.471676569718496 |
51 | 0.503250363129967 | 0.993499273740066 | 0.496749636870033 |
52 | 0.534515660605622 | 0.930968678788757 | 0.465484339394378 |
53 | 0.544410172278412 | 0.911179655443176 | 0.455589827721588 |
54 | 0.497827088076007 | 0.995654176152015 | 0.502172911923993 |
55 | 0.47336814299015 | 0.94673628598030 | 0.52663185700985 |
56 | 0.429757816297482 | 0.859515632594964 | 0.570242183702518 |
57 | 0.387479866452297 | 0.774959732904594 | 0.612520133547703 |
58 | 0.341943180514139 | 0.683886361028277 | 0.658056819485861 |
59 | 0.303547025353062 | 0.607094050706124 | 0.696452974646938 |
60 | 0.265220912407403 | 0.530441824814805 | 0.734779087592597 |
61 | 0.242984095209740 | 0.485968190419481 | 0.75701590479026 |
62 | 0.230394047209656 | 0.460788094419311 | 0.769605952790344 |
63 | 0.202531007218153 | 0.405062014436307 | 0.797468992781847 |
64 | 0.192049936779375 | 0.384099873558749 | 0.807950063220625 |
65 | 0.174555407669478 | 0.349110815338955 | 0.825444592330522 |
66 | 0.225174890105401 | 0.450349780210802 | 0.774825109894599 |
67 | 0.208970640898786 | 0.417941281797572 | 0.791029359101214 |
68 | 0.2310978176451 | 0.4621956352902 | 0.7689021823549 |
69 | 0.233367130297664 | 0.466734260595329 | 0.766632869702336 |
70 | 0.288120197667943 | 0.576240395335887 | 0.711879802332057 |
71 | 0.354643432950748 | 0.709286865901496 | 0.645356567049252 |
72 | 0.365666767231214 | 0.731333534462428 | 0.634333232768786 |
73 | 0.372719101765479 | 0.745438203530957 | 0.627280898234521 |
74 | 0.352536412697341 | 0.705072825394682 | 0.647463587302659 |
75 | 0.342888362294365 | 0.68577672458873 | 0.657111637705635 |
76 | 0.397596563777422 | 0.795193127554845 | 0.602403436222578 |
77 | 0.500472165416822 | 0.999055669166356 | 0.499527834583178 |
78 | 0.508335255658251 | 0.983329488683498 | 0.491664744341749 |
79 | 0.526248909854504 | 0.947502180290993 | 0.473751090145496 |
80 | 0.579231730805955 | 0.841536538388091 | 0.420768269194045 |
81 | 0.573151055955456 | 0.853697888089088 | 0.426848944044544 |
82 | 0.62839763235793 | 0.74320473528414 | 0.37160236764207 |
83 | 0.639126116522401 | 0.721747766955197 | 0.360873883477599 |
84 | 0.635926357715513 | 0.728147284568973 | 0.364073642284487 |
85 | 0.640295346045684 | 0.719409307908633 | 0.359704653954316 |
86 | 0.632815850599041 | 0.734368298801918 | 0.367184149400959 |
87 | 0.639701868346309 | 0.720596263307382 | 0.360298131653691 |
88 | 0.685294599562411 | 0.629410800875178 | 0.314705400437589 |
89 | 0.669069578901144 | 0.661860842197711 | 0.330930421098856 |
90 | 0.72723088738494 | 0.545538225230119 | 0.272769112615060 |
91 | 0.79730827922422 | 0.405383441551559 | 0.202691720775779 |
92 | 0.823396795819962 | 0.353206408360077 | 0.176603204180038 |
93 | 0.88274962582505 | 0.2345007483499 | 0.11725037417495 |
94 | 0.90926136810055 | 0.181477263798901 | 0.0907386318994506 |
95 | 0.914691774485852 | 0.170616451028296 | 0.0853082255141479 |
96 | 0.944851095538117 | 0.110297808923765 | 0.0551489044618827 |
97 | 0.971945728193902 | 0.0561085436121963 | 0.0280542718060982 |
98 | 0.990204946110206 | 0.0195901077795874 | 0.0097950538897937 |
99 | 0.987061594278358 | 0.0258768114432850 | 0.0129384057216425 |
100 | 0.985797737726839 | 0.0284045245463228 | 0.0142022622731614 |
101 | 0.981132775812897 | 0.0377344483742067 | 0.0188672241871033 |
102 | 0.979129923259595 | 0.04174015348081 | 0.020870076740405 |
103 | 0.9776972861822 | 0.0446054276355982 | 0.0223027138177991 |
104 | 0.987441552218117 | 0.0251168955637651 | 0.0125584477818825 |
105 | 0.980028801251227 | 0.0399423974975469 | 0.0199711987487734 |
106 | 0.966702429071365 | 0.0665951418572693 | 0.0332975709286346 |
107 | 0.949745355151685 | 0.100509289696631 | 0.0502546448483155 |
108 | 0.924379765523179 | 0.151240468953642 | 0.075620234476821 |
109 | 0.970923776192606 | 0.0581524476147886 | 0.0290762238073943 |
110 | 0.951833157256124 | 0.0963336854877511 | 0.0481668427438756 |
111 | 0.9291993415247 | 0.141601316950600 | 0.0708006584753002 |
112 | 0.892500654228638 | 0.214998691542724 | 0.107499345771362 |
113 | 0.897797397186259 | 0.204405205627482 | 0.102202602813741 |
114 | 0.883523359388522 | 0.232953281222957 | 0.116476640611478 |
115 | 0.95192589609694 | 0.0961482078061198 | 0.0480741039030599 |
116 | 0.933430226420272 | 0.133139547159457 | 0.0665697735797285 |
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 | 9 | 0.0803571428571429 | NOK |
10% type I error level | 14 | 0.125 | NOK |