Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 105.760784313725 -5.55078431372549X[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) | 105.760784313725 | 1.274012 | 83.0139 | 0 | 0 |
X | -5.55078431372549 | 3.146578 | -1.7641 | 0.082897 | 0.041448 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.223835121573278 |
R-squared | 0.0501021616497242 |
Adjusted R-squared | 0.0340021982878552 |
F-TEST (value) | 3.11194258791827 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 59 |
p-value | 0.082896958868956 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.09826819862025 |
Sum Squared Residuals | 4883.93056862745 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 111.4 | 105.760784313726 | 5.63921568627445 |
2 | 87.4 | 105.760784313725 | -18.3607843137255 |
3 | 96.8 | 105.760784313725 | -8.9607843137255 |
4 | 114.1 | 105.760784313725 | 8.3392156862745 |
5 | 110.3 | 105.760784313725 | 4.53921568627451 |
6 | 103.9 | 105.760784313725 | -1.86078431372548 |
7 | 101.6 | 105.760784313725 | -4.16078431372549 |
8 | 94.6 | 105.760784313725 | -11.1607843137255 |
9 | 95.9 | 105.760784313725 | -9.86078431372549 |
10 | 104.7 | 105.760784313725 | -1.06078431372549 |
11 | 102.8 | 105.760784313725 | -2.96078431372549 |
12 | 98.1 | 105.760784313725 | -7.6607843137255 |
13 | 113.9 | 105.760784313725 | 8.13921568627451 |
14 | 80.9 | 105.760784313725 | -24.8607843137255 |
15 | 95.7 | 105.760784313725 | -10.0607843137255 |
16 | 113.2 | 105.760784313725 | 7.43921568627451 |
17 | 105.9 | 105.760784313725 | 0.139215686274516 |
18 | 108.8 | 105.760784313725 | 3.03921568627451 |
19 | 102.3 | 105.760784313725 | -3.46078431372549 |
20 | 99 | 105.760784313725 | -6.76078431372549 |
21 | 100.7 | 105.760784313725 | -5.06078431372549 |
22 | 115.5 | 105.760784313725 | 9.7392156862745 |
23 | 100.7 | 105.760784313725 | -5.06078431372549 |
24 | 109.9 | 105.760784313725 | 4.13921568627452 |
25 | 114.6 | 105.760784313725 | 8.8392156862745 |
26 | 85.4 | 105.760784313725 | -20.3607843137255 |
27 | 100.5 | 105.760784313725 | -5.26078431372549 |
28 | 114.8 | 105.760784313725 | 9.0392156862745 |
29 | 116.5 | 105.760784313725 | 10.7392156862745 |
30 | 112.9 | 105.760784313725 | 7.13921568627452 |
31 | 102 | 105.760784313725 | -3.76078431372549 |
32 | 106 | 105.760784313725 | 0.239215686274511 |
33 | 105.3 | 105.760784313725 | -0.460784313725492 |
34 | 118.8 | 105.760784313725 | 13.0392156862745 |
35 | 106.1 | 105.760784313725 | 0.339215686274505 |
36 | 109.3 | 105.760784313725 | 3.53921568627451 |
37 | 117.2 | 105.760784313725 | 11.4392156862745 |
38 | 92.5 | 105.760784313725 | -13.2607843137255 |
39 | 104.2 | 105.760784313725 | -1.56078431372549 |
40 | 112.5 | 105.760784313725 | 6.73921568627451 |
41 | 122.4 | 105.760784313725 | 16.6392156862745 |
42 | 113.3 | 105.760784313725 | 7.5392156862745 |
43 | 100 | 105.760784313725 | -5.76078431372549 |
44 | 110.7 | 105.760784313725 | 4.93921568627451 |
45 | 112.8 | 105.760784313725 | 7.0392156862745 |
46 | 109.8 | 105.760784313725 | 4.03921568627451 |
47 | 117.3 | 105.760784313725 | 11.5392156862745 |
48 | 109.1 | 105.760784313725 | 3.33921568627451 |
49 | 115.9 | 105.760784313725 | 10.1392156862745 |
50 | 96 | 105.760784313725 | -9.7607843137255 |
51 | 99.8 | 105.760784313725 | -5.96078431372549 |
52 | 116.8 | 100.21 | 16.59 |
53 | 115.7 | 100.21 | 15.49 |
54 | 99.4 | 100.21 | -0.809999999999993 |
55 | 94.3 | 100.21 | -5.91 |
56 | 91 | 100.21 | -9.21 |
57 | 93.2 | 100.21 | -7.01 |
58 | 103.1 | 100.21 | 2.89000000000000 |
59 | 94.1 | 100.21 | -6.11 |
60 | 91.8 | 100.21 | -8.41 |
61 | 102.7 | 100.21 | 2.49000000000000 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.897985916817082 | 0.204028166365837 | 0.102014083182919 |
6 | 0.812032224770843 | 0.375935550458315 | 0.187967775229157 |
7 | 0.71046956695774 | 0.579060866084521 | 0.289530433042260 |
8 | 0.688308414583284 | 0.623383170833433 | 0.311691585416716 |
9 | 0.635145011639991 | 0.729709976720017 | 0.364854988360008 |
10 | 0.532774340528160 | 0.934451318943681 | 0.467225659471840 |
11 | 0.426787178947596 | 0.853574357895192 | 0.573212821052404 |
12 | 0.355354847599449 | 0.710709695198897 | 0.644645152400551 |
13 | 0.406374785845953 | 0.812749571691906 | 0.593625214154047 |
14 | 0.814679088304675 | 0.370641823390649 | 0.185320911695325 |
15 | 0.795905674279264 | 0.408188651441473 | 0.204094325720736 |
16 | 0.812210626987503 | 0.375578746024993 | 0.187789373012497 |
17 | 0.759283173630326 | 0.481433652739348 | 0.240716826369674 |
18 | 0.715894415357842 | 0.568211169284315 | 0.284105584642158 |
19 | 0.650561080785194 | 0.698877838429611 | 0.349438919214806 |
20 | 0.604508008339214 | 0.790983983321571 | 0.395491991660786 |
21 | 0.545381748384415 | 0.90923650323117 | 0.454618251615585 |
22 | 0.59440575504533 | 0.81118848990934 | 0.40559424495467 |
23 | 0.539226515043885 | 0.921546969912229 | 0.460773484956115 |
24 | 0.493320361954427 | 0.986640723908854 | 0.506679638045573 |
25 | 0.507592019411658 | 0.984815961176684 | 0.492407980588342 |
26 | 0.788881036464537 | 0.422237927070926 | 0.211118963535463 |
27 | 0.760886549579255 | 0.47822690084149 | 0.239113450420745 |
28 | 0.76683473940439 | 0.466330521191219 | 0.233165260595609 |
29 | 0.789687788514404 | 0.420624422971193 | 0.210312211485596 |
30 | 0.766737921126365 | 0.466524157747269 | 0.233262078873635 |
31 | 0.726253378622552 | 0.547493242754896 | 0.273746621377448 |
32 | 0.665815099453407 | 0.668369801093186 | 0.334184900546593 |
33 | 0.602658233856291 | 0.794683532287419 | 0.397341766143709 |
34 | 0.659565906503109 | 0.680868186993783 | 0.340434093496891 |
35 | 0.591789663760477 | 0.816420672479046 | 0.408210336239523 |
36 | 0.524341186979242 | 0.951317626041516 | 0.475658813020758 |
37 | 0.544376131919863 | 0.911247736160274 | 0.455623868080137 |
38 | 0.674717801637967 | 0.650564396724066 | 0.325282198362033 |
39 | 0.619589557635581 | 0.760820884728837 | 0.380410442364419 |
40 | 0.564942966298566 | 0.87011406740287 | 0.435057033701434 |
41 | 0.688510570894359 | 0.622978858211282 | 0.311489429105641 |
42 | 0.645858148712254 | 0.708283702575492 | 0.354141851287746 |
43 | 0.623056804190788 | 0.753886391618424 | 0.376943195809212 |
44 | 0.548872788269006 | 0.902254423461988 | 0.451127211730994 |
45 | 0.490039785805799 | 0.980079571611598 | 0.509960214194201 |
46 | 0.408688850683805 | 0.817377701367609 | 0.591311149316196 |
47 | 0.440487810966049 | 0.880975621932098 | 0.559512189033951 |
48 | 0.367041712276813 | 0.734083424553626 | 0.632958287723187 |
49 | 0.480290669037475 | 0.960581338074949 | 0.519709330962525 |
50 | 0.404672681818399 | 0.809345363636798 | 0.595327318181601 |
51 | 0.31135091002244 | 0.62270182004488 | 0.68864908997756 |
52 | 0.52993364509276 | 0.94013270981448 | 0.47006635490724 |
53 | 0.91192361667177 | 0.176152766656460 | 0.0880763833282299 |
54 | 0.866836544616279 | 0.266326910767443 | 0.133163455383721 |
55 | 0.776845441772916 | 0.446309116454169 | 0.223154558227084 |
56 | 0.71003141398658 | 0.579937172026841 | 0.289968586013421 |
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 |