| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = -32.1256554641616 + 2.48426090622502X[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) | -32.1256554641616 | 53.365483 | -0.602 | 0.549485 | 0.274743 |
| X | 2.48426090622502 | 0.54279 | 4.5768 | 2.5e-05 | 1.2e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.511874031200764 |
| R-squared | 0.262015023817721 |
| Adjusted R-squared | 0.249506803882428 |
| F-TEST (value) | 20.9474269858676 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 59 |
| p-value | 2.48152024050485e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 52.7017608582515 |
| Sum Squared Residuals | 163871.060256060 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 130 | 184.253469468037 | -54.2534694680369 |
| 2 | 136.7 | 242.385174673703 | -105.685174673703 |
| 3 | 138.1 | 243.13045294557 | -105.03045294557 |
| 4 | 139.5 | 226.734330964485 | -87.234330964485 |
| 5 | 140.4 | 188.725139099242 | -48.3251390992422 |
| 6 | 144.6 | 190.960973914845 | -46.3609739148447 |
| 7 | 151.4 | 191.457826096090 | -40.0578260960897 |
| 8 | 147.9 | 201.146443630367 | -53.2464436303673 |
| 9 | 141.5 | 194.687365274182 | -53.1873652741822 |
| 10 | 143.8 | 185.992452102395 | -42.1924521023947 |
| 11 | 143.6 | 215.555156886472 | -71.9551568864724 |
| 12 | 150.5 | 150.467521143377 | 0.0324788566230207 |
| 13 | 150.1 | 164.627808308860 | -14.5278083088596 |
| 14 | 154.9 | 208.599226349042 | -53.6992263490423 |
| 15 | 162.1 | 204.375982808460 | -42.2759828084598 |
| 16 | 176.7 | 205.369687170950 | -28.6696871709498 |
| 17 | 186.6 | 190.712547824222 | -4.11254782422224 |
| 18 | 194.8 | 198.413756633520 | -3.61375663351975 |
| 19 | 196.3 | 186.489304283640 | 9.81069571636031 |
| 20 | 228.8 | 219.033122155187 | 9.76687784481263 |
| 21 | 267.2 | 198.165330542897 | 69.0346694571027 |
| 22 | 237.2 | 205.866539352195 | 31.3334606478052 |
| 23 | 254.7 | 225.740626601995 | 28.9593733980051 |
| 24 | 258.2 | 171.086886665045 | 87.1131133349554 |
| 25 | 257.9 | 184.253469468037 | 73.6465305319628 |
| 26 | 269.6 | 230.957574505067 | 38.6424254949325 |
| 27 | 266.9 | 236.422948498762 | 30.4770515012375 |
| 28 | 269.6 | 222.759513514525 | 46.8404864854751 |
| 29 | 253.9 | 200.649591449122 | 53.2504085508777 |
| 30 | 258.6 | 224.995348330127 | 33.6046516698726 |
| 31 | 274.2 | 217.790991702075 | 56.4090082979251 |
| 32 | 301.5 | 249.341105211133 | 52.1588947888674 |
| 33 | 304.5 | 222.26266133328 | 82.2373386667201 |
| 34 | 285.1 | 221.517383061412 | 63.5826169385876 |
| 35 | 287.7 | 233.441835411292 | 54.2581645887075 |
| 36 | 265.5 | 184.750321649282 | 80.7496783507178 |
| 37 | 264.1 | 199.159034905387 | 64.9409650946128 |
| 38 | 276.1 | 238.907209404987 | 37.1927905950125 |
| 39 | 258.9 | 266.730931554708 | -7.8309315547077 |
| 40 | 239.1 | 228.473313598842 | 10.6266864011575 |
| 41 | 250.1 | 197.916904452275 | 52.1830955477252 |
| 42 | 276.8 | 240.646192039345 | 36.153807960655 |
| 43 | 297.6 | 244.621009489305 | 52.978990510695 |
| 44 | 295.4 | 260.768705379768 | 34.6312946202323 |
| 45 | 283 | 269.9604707328 | 13.0395292671998 |
| 46 | 275.8 | 260.520279289145 | 15.2797207108549 |
| 47 | 279.7 | 276.419549088985 | 3.28045091101474 |
| 48 | 254.6 | 233.19340932067 | 21.4065906793300 |
| 49 | 234.6 | 223.007939605147 | 11.5920603948526 |
| 50 | 176.9 | 258.03601838292 | -81.1360183829201 |
| 51 | 148.1 | 250.086383483 | -101.986383483 |
| 52 | 122.7 | 206.611817624062 | -83.9118176240623 |
| 53 | 124.9 | 179.036521564965 | -54.1365215649646 |
| 54 | 121.6 | 174.564851933760 | -52.9648519337596 |
| 55 | 128.4 | 178.788095474342 | -50.3880954743422 |
| 56 | 144.5 | 174.067999752515 | -29.5679997525146 |
| 57 | 151.8 | 165.621512671350 | -13.8215126713495 |
| 58 | 167.1 | 174.564851933760 | -7.46485193375964 |
| 59 | 173.8 | 176.055408477495 | -2.25540847749462 |
| 60 | 203.7 | 173.571147571270 | 30.1288524287304 |
| 61 | 199.8 | 145.250573240304 | 54.5494267596955 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.00106925020750271 | 0.00213850041500542 | 0.998930749792497 |
| 6 | 0.000326039431802339 | 0.000652078863604679 | 0.999673960568198 |
| 7 | 0.000217757268728956 | 0.000435514537457911 | 0.999782242731271 |
| 8 | 5.02391465324365e-05 | 0.000100478293064873 | 0.999949760853468 |
| 9 | 7.3811039455315e-06 | 1.4762207891063e-05 | 0.999992618896054 |
| 10 | 1.02379293373754e-06 | 2.04758586747507e-06 | 0.999998976207066 |
| 11 | 1.82001879197195e-07 | 3.64003758394390e-07 | 0.99999981799812 |
| 12 | 2.74569353559092e-08 | 5.49138707118184e-08 | 0.999999972543065 |
| 13 | 4.02344342416218e-09 | 8.04688684832436e-09 | 0.999999995976557 |
| 14 | 5.59512837186938e-09 | 1.11902567437388e-08 | 0.999999994404872 |
| 15 | 2.28786827245647e-08 | 4.57573654491295e-08 | 0.999999977121317 |
| 16 | 7.60792642944245e-07 | 1.52158528588849e-06 | 0.999999239207357 |
| 17 | 9.70363455783111e-06 | 1.94072691156622e-05 | 0.999990296365442 |
| 18 | 7.81554872109713e-05 | 0.000156310974421943 | 0.99992184451279 |
| 19 | 0.000207595271384531 | 0.000415190542769062 | 0.999792404728616 |
| 20 | 0.00414330232410595 | 0.00828660464821189 | 0.995856697675894 |
| 21 | 0.0807226848971425 | 0.161445369794285 | 0.919277315102857 |
| 22 | 0.127469969317316 | 0.254939938634632 | 0.872530030682684 |
| 23 | 0.206113262390441 | 0.412226524780882 | 0.793886737609559 |
| 24 | 0.351908128151584 | 0.703816256303169 | 0.648091871848416 |
| 25 | 0.458266512874342 | 0.916533025748684 | 0.541733487125658 |
| 26 | 0.544476782419903 | 0.911046435160193 | 0.455523217580096 |
| 27 | 0.570915504353119 | 0.858168991293762 | 0.429084495646881 |
| 28 | 0.59965098393867 | 0.80069803212266 | 0.40034901606133 |
| 29 | 0.611611766011718 | 0.776776467976563 | 0.388388233988282 |
| 30 | 0.589065556975452 | 0.821868886049095 | 0.410934443024548 |
| 31 | 0.613058626593177 | 0.773882746813647 | 0.386941373406823 |
| 32 | 0.629778245985218 | 0.740443508029564 | 0.370221754014782 |
| 33 | 0.723582771940229 | 0.552834456119542 | 0.276417228059771 |
| 34 | 0.748013562717055 | 0.50397287456589 | 0.251986437282945 |
| 35 | 0.748780379865453 | 0.502439240269094 | 0.251219620134547 |
| 36 | 0.824051189074325 | 0.351897621851349 | 0.175948810925675 |
| 37 | 0.855232264962822 | 0.289535470074355 | 0.144767735037178 |
| 38 | 0.835517286838167 | 0.328965426323667 | 0.164482713161833 |
| 39 | 0.781289442726811 | 0.437421114546378 | 0.218710557273189 |
| 40 | 0.721889560382242 | 0.556220879235516 | 0.278110439617758 |
| 41 | 0.738254557576292 | 0.523490884847416 | 0.261745442423708 |
| 42 | 0.715979686843367 | 0.568040626313267 | 0.284020313156633 |
| 43 | 0.751259765571884 | 0.497480468856231 | 0.248740234428116 |
| 44 | 0.753112276095156 | 0.493775447809687 | 0.246887723904844 |
| 45 | 0.72673202090492 | 0.546535958190159 | 0.273267979095079 |
| 46 | 0.728302236119433 | 0.543395527761133 | 0.271697763880567 |
| 47 | 0.780670265189504 | 0.438659469620992 | 0.219329734810496 |
| 48 | 0.887320457369858 | 0.225359085260284 | 0.112679542630142 |
| 49 | 0.96174530943379 | 0.0765093811324183 | 0.0382546905662092 |
| 50 | 0.968899693671566 | 0.0622006126568678 | 0.0311003063284339 |
| 51 | 0.982480064112384 | 0.0350398717752314 | 0.0175199358876157 |
| 52 | 0.970577658952258 | 0.0588446820954847 | 0.0294223410477424 |
| 53 | 0.951549772606583 | 0.0969004547868332 | 0.0484502273934166 |
| 54 | 0.9485548377456 | 0.102890324508802 | 0.0514451622544011 |
| 55 | 0.934676107852178 | 0.130647784295643 | 0.0653238921478217 |
| 56 | 0.899846457980227 | 0.200307084039546 | 0.100153542019773 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 16 | 0.307692307692308 | NOK |
| 5% type I error level | 17 | 0.326923076923077 | NOK |
| 10% type I error level | 21 | 0.403846153846154 | NOK |
