Multiple Linear Regression - Estimated Regression Equation |
wkl[t] = + 376.062094076818 + 0.0298370997039684bvg[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) | 376.062094076818 | 22.573269 | 16.6596 | 0 | 0 |
bvg | 0.0298370997039684 | 0.010765 | 2.7716 | 0.007451 | 0.003726 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.339409919584129 |
R-squared | 0.115199093512105 |
Adjusted R-squared | 0.100202467978412 |
F-TEST (value) | 7.68166766938906 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 59 |
p-value | 0.00745117171111098 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 24.8730936911148 |
Sum Squared Residuals | 36501.5765962516 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 462 | 433.319488408733 | 28.6805115912674 |
2 | 455 | 433.080791611102 | 21.9192083888985 |
3 | 461 | 431.857470523239 | 29.1425294767612 |
4 | 461 | 443.583450706898 | 17.4165492931016 |
5 | 463 | 429.828547743369 | 33.1714522566311 |
6 | 462 | 431.648610825311 | 30.351389174689 |
7 | 456 | 435.408085388011 | 20.591914611989 |
8 | 455 | 441.614202126436 | 13.3857978735636 |
9 | 456 | 447.939667263678 | 8.06033273632226 |
10 | 472 | 450.714517536147 | 21.2854824638532 |
11 | 472 | 453.429693609208 | 18.5703063907921 |
12 | 471 | 453.578879107728 | 17.4211208922722 |
13 | 465 | 437.317659769065 | 27.682340230935 |
14 | 459 | 442.0915957217 | 16.9084042783001 |
15 | 465 | 442.837523214299 | 22.1624767857008 |
16 | 468 | 446.447812278479 | 21.5521877215207 |
17 | 467 | 440.241695540054 | 26.7583044599461 |
18 | 463 | 449.879078744436 | 13.1209212555643 |
19 | 460 | 467.930524065337 | -7.93052406533657 |
20 | 462 | 445.045468592393 | 16.9545314076072 |
21 | 461 | 452.594254817497 | 8.40574518250319 |
22 | 476 | 434.900854693044 | 41.0991453069564 |
23 | 476 | 450.177449741475 | 25.8225502585246 |
24 | 471 | 441.763387624956 | 29.2366123750437 |
25 | 453 | 440.241695540054 | 12.7583044599461 |
26 | 443 | 435.020203091859 | 7.97979690814057 |
27 | 442 | 436.094338681202 | 5.90566131879771 |
28 | 444 | 439.137722851007 | 4.86227714899293 |
29 | 438 | 428.93343475225 | 9.06656524775013 |
30 | 427 | 434.453298197484 | -7.45329819748403 |
31 | 424 | 437.824890464032 | -13.8248904640325 |
32 | 416 | 435.437922487715 | -19.4379224877150 |
33 | 406 | 441.166645630877 | -35.1666456308769 |
34 | 431 | 435.974990282386 | -4.97499028238642 |
35 | 434 | 433.229977109621 | 0.770022890378676 |
36 | 418 | 447.58162206723 | -29.5816220672301 |
37 | 412 | 439.137722851007 | -27.1377228510071 |
38 | 404 | 429.112457350474 | -25.1124573504737 |
39 | 409 | 425.02477469103 | -16.02477469103 |
40 | 412 | 441.285994029693 | -29.2859940296928 |
41 | 406 | 428.963271851954 | -22.9632718519538 |
42 | 398 | 429.321317048401 | -31.3213170484015 |
43 | 397 | 442.210944120516 | -45.2109441205158 |
44 | 385 | 440.301369739462 | -55.3013697394618 |
45 | 390 | 432.603398015838 | -42.603398015838 |
46 | 413 | 449.90891584414 | -36.9089158441397 |
47 | 413 | 429.560013846033 | -16.5600138460332 |
48 | 401 | 444.926120193577 | -43.9261201935769 |
49 | 397 | 437.257985569657 | -40.2579855696571 |
50 | 397 | 432.69290931495 | -35.6929093149499 |
51 | 409 | 439.973161642718 | -30.9731616427182 |
52 | 419 | 431.976818922055 | -12.9768189220546 |
53 | 424 | 422.607969615009 | 1.39203038499142 |
54 | 428 | 430.007570341593 | -2.00757034159274 |
55 | 430 | 423.055526110568 | 6.9444738894319 |
56 | 424 | 421.56367112537 | 2.43632887463032 |
57 | 433 | 435.646782185643 | -2.64678218564276 |
58 | 456 | 428.366529857874 | 27.6334701421255 |
59 | 459 | 424.487706896359 | 34.5122931036414 |
60 | 446 | 443.225405510451 | 2.77459448954926 |
61 | 441 | 432.454212517318 | 8.54578748268185 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0043710469807148 | 0.0087420939614296 | 0.995628953019285 |
6 | 0.000607136459360414 | 0.00121427291872083 | 0.99939286354064 |
7 | 0.000170413221914201 | 0.000340826443828403 | 0.999829586778086 |
8 | 3.56571163736578e-05 | 7.13142327473157e-05 | 0.999964342883626 |
9 | 4.42641435673939e-06 | 8.85282871347877e-06 | 0.999995573585643 |
10 | 5.63982604130106e-05 | 0.000112796520826021 | 0.999943601739587 |
11 | 2.87778107006901e-05 | 5.75556214013802e-05 | 0.9999712221893 |
12 | 8.41973385408472e-06 | 1.68394677081694e-05 | 0.999991580266146 |
13 | 2.72780317336709e-06 | 5.45560634673418e-06 | 0.999997272196827 |
14 | 8.09601159597028e-07 | 1.61920231919406e-06 | 0.99999919039884 |
15 | 2.08441530095982e-07 | 4.16883060191965e-07 | 0.99999979155847 |
16 | 6.2371434721413e-08 | 1.24742869442826e-07 | 0.999999937628565 |
17 | 2.55685487675522e-08 | 5.11370975351044e-08 | 0.999999974431451 |
18 | 7.739704615356e-09 | 1.5479409230712e-08 | 0.999999992260295 |
19 | 1.03288548295657e-08 | 2.06577096591313e-08 | 0.999999989671145 |
20 | 3.17205737465386e-09 | 6.34411474930771e-09 | 0.999999996827943 |
21 | 1.19497548782806e-09 | 2.38995097565612e-09 | 0.999999998805025 |
22 | 2.03041065623680e-08 | 4.06082131247361e-08 | 0.999999979695893 |
23 | 1.35402265226444e-07 | 2.70804530452887e-07 | 0.999999864597735 |
24 | 4.31548984901247e-07 | 8.63097969802494e-07 | 0.999999568451015 |
25 | 1.14250759158454e-06 | 2.28501518316909e-06 | 0.999998857492408 |
26 | 1.13355021755983e-05 | 2.26710043511966e-05 | 0.999988664497824 |
27 | 6.2677092364401e-05 | 0.000125354184728802 | 0.999937322907636 |
28 | 0.000225001526417003 | 0.000450003052834005 | 0.999774998473583 |
29 | 0.000502027325984983 | 0.00100405465196997 | 0.999497972674015 |
30 | 0.00365138611773903 | 0.00730277223547806 | 0.996348613882261 |
31 | 0.0172373806285956 | 0.0344747612571912 | 0.982762619371404 |
32 | 0.0603507168884625 | 0.120701433776925 | 0.939649283111538 |
33 | 0.221985509407652 | 0.443971018815304 | 0.778014490592348 |
34 | 0.224511929588257 | 0.449023859176514 | 0.775488070411743 |
35 | 0.21255999813175 | 0.4251199962635 | 0.78744000186825 |
36 | 0.310441876942356 | 0.620883753884712 | 0.689558123057644 |
37 | 0.370912070297485 | 0.74182414059497 | 0.629087929702515 |
38 | 0.439526457196443 | 0.879052914392886 | 0.560473542803557 |
39 | 0.442983038430783 | 0.885966076861567 | 0.557016961569217 |
40 | 0.462130076773653 | 0.924260153547307 | 0.537869923226347 |
41 | 0.470221180972906 | 0.940442361945812 | 0.529778819027094 |
42 | 0.546253200229506 | 0.907493599540988 | 0.453746799770494 |
43 | 0.616429539179472 | 0.767140921641056 | 0.383570460820528 |
44 | 0.77386111229701 | 0.45227777540598 | 0.22613888770299 |
45 | 0.871277124574262 | 0.257445750851475 | 0.128722875425738 |
46 | 0.849671675663854 | 0.300656648672292 | 0.150328324336146 |
47 | 0.816413481600305 | 0.367173036799391 | 0.183586518399695 |
48 | 0.81134124759632 | 0.377317504807361 | 0.188658752403681 |
49 | 0.862582383260108 | 0.274835233479785 | 0.137417616739892 |
50 | 0.936245482335494 | 0.127509035329013 | 0.0637545176645065 |
51 | 0.961498665763293 | 0.0770026684734144 | 0.0385013342367072 |
52 | 0.961031590725645 | 0.0779368185487103 | 0.0389684092743552 |
53 | 0.938474728870696 | 0.123050542258608 | 0.0615252711293042 |
54 | 0.905620361263869 | 0.188759277472262 | 0.094379638736131 |
55 | 0.844618457422148 | 0.310763085155704 | 0.155381542577852 |
56 | 0.928850272793339 | 0.142299454413323 | 0.0711497272066615 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 26 | 0.5 | NOK |
5% type I error level | 27 | 0.519230769230769 | NOK |
10% type I error level | 29 | 0.557692307692308 | NOK |