| Multiple Linear Regression - Estimated Regression Equation |
| TIA[t] = + 39.3947409484312 + 0.663042805057097IAidM[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) | 39.3947409484312 | 6.225231 | 6.3282 | 0 | 0 |
| IAidM | 0.663042805057097 | 0.062142 | 10.6698 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.813932329770039 |
| R-squared | 0.662485837444884 |
| Adjusted R-squared | 0.656666627745657 |
| F-TEST (value) | 113.844640713495 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 2.66453525910038e-15 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.27333687938982 |
| Sum Squared Residuals | 1612.86874692490 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 95.1 | 101.588156062786 | -6.48815606278646 |
| 2 | 97 | 101.588156062787 | -4.58815606278681 |
| 3 | 112.7 | 110.738146772575 | 1.96185322742522 |
| 4 | 102.9 | 106.362064259198 | -3.46206425919794 |
| 5 | 97.4 | 102.649024550878 | -5.2490245508782 |
| 6 | 111.4 | 103.378371636441 | 8.021628363559 |
| 7 | 87.4 | 98.5381591595242 | -11.1381591595242 |
| 8 | 96.8 | 97.1457692689043 | -0.345769268904290 |
| 9 | 114.1 | 112.660970907240 | 1.43902909275963 |
| 10 | 110.3 | 112.859883748757 | -2.55988374875750 |
| 11 | 103.9 | 108.483801235381 | -4.58380123538065 |
| 12 | 101.6 | 98.339246318007 | 3.26075368199292 |
| 13 | 94.6 | 98.9359848425585 | -4.33598484255846 |
| 14 | 95.9 | 99.0685934035699 | -3.16859340356987 |
| 15 | 104.7 | 101.654460343293 | 3.04553965670745 |
| 16 | 102.8 | 99.930549050144 | 2.8694509498559 |
| 17 | 98.1 | 97.6098992324443 | 0.490100767555738 |
| 18 | 113.9 | 105.500108612624 | 8.39989138737629 |
| 19 | 80.9 | 88.1283871201278 | -7.22838712012777 |
| 20 | 95.7 | 91.9077311089532 | 3.79226889104678 |
| 21 | 113.2 | 103.643588758464 | 9.55641124153616 |
| 22 | 105.9 | 102.516415989867 | 3.38358401013322 |
| 23 | 108.8 | 102.781633111890 | 6.01836688811038 |
| 24 | 102.3 | 98.8696805620527 | 3.43031943794725 |
| 25 | 99 | 100.925113257730 | -1.92511325772974 |
| 26 | 100.7 | 97.7425077934557 | 2.95749220654432 |
| 27 | 115.5 | 106.428368539704 | 9.07163146029635 |
| 28 | 100.7 | 100.858808977224 | -0.158808977224035 |
| 29 | 109.9 | 102.914241672901 | 6.98575832709897 |
| 30 | 114.6 | 108.218584113358 | 6.38141588664218 |
| 31 | 85.4 | 93.6316424021017 | -8.23164240210167 |
| 32 | 100.5 | 97.1457692689043 | 3.35423073109571 |
| 33 | 114.8 | 109.610974003978 | 5.18902599602227 |
| 34 | 116.5 | 111.069668175103 | 5.43033182489667 |
| 35 | 112.9 | 107.422932747289 | 5.47706725271071 |
| 36 | 102 | 101.521851782281 | 0.478148217718865 |
| 37 | 106 | 108.019671271841 | -2.01967127184069 |
| 38 | 105.3 | 106.096847137175 | -0.796847137175103 |
| 39 | 118.8 | 114.517490761400 | 4.28250923859976 |
| 40 | 106.1 | 107.290324186278 | -1.19032418627789 |
| 41 | 109.3 | 107.091411344761 | 2.20858865523925 |
| 42 | 117.2 | 110.274016809035 | 6.92598319096518 |
| 43 | 92.5 | 97.2783778299157 | -4.77837782991571 |
| 44 | 104.2 | 101.124026099247 | 3.07597390075313 |
| 45 | 112.5 | 111.732710980160 | 0.767289019839573 |
| 46 | 122.4 | 119.1587903968 | 3.24120960320009 |
| 47 | 113.3 | 108.947931198921 | 4.35206880107937 |
| 48 | 100 | 100.792504696718 | -0.792504696718322 |
| 49 | 110.7 | 112.196840943700 | -1.49684094370039 |
| 50 | 112.8 | 113.257709431792 | -0.45770943179176 |
| 51 | 109.8 | 117.567487664663 | -7.76748766466289 |
| 52 | 117.3 | 120.020746043374 | -2.72074604337414 |
| 53 | 109.1 | 117.501183384157 | -8.40118338415718 |
| 54 | 115.9 | 121.744657336523 | -5.8446573365226 |
| 55 | 96 | 110.207712528529 | -14.2077125285291 |
| 56 | 99.8 | 107.489237027795 | -7.68923702779501 |
| 57 | 116.8 | 116.838140579100 | -0.0381405791000808 |
| 58 | 115.7 | 114.716403602917 | 0.983596397082638 |
| 59 | 99.4 | 103.113154514418 | -3.71315451441816 |
| 60 | 94.3 | 95.7533793782844 | -1.45337937828439 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0151066619131761 | 0.0302133238263521 | 0.984893338086824 |
| 6 | 0.677475946997449 | 0.645048106005102 | 0.322524053002551 |
| 7 | 0.680802457542027 | 0.638395084915947 | 0.319197542457973 |
| 8 | 0.716162431321369 | 0.567675137357263 | 0.283837568678631 |
| 9 | 0.610167217385887 | 0.779665565228226 | 0.389832782614113 |
| 10 | 0.553825906778263 | 0.892348186443473 | 0.446174093221737 |
| 11 | 0.498573762428518 | 0.997147524857037 | 0.501426237571482 |
| 12 | 0.551630435117172 | 0.896739129765656 | 0.448369564882828 |
| 13 | 0.473849311248627 | 0.947698622497253 | 0.526150688751373 |
| 14 | 0.389750346783943 | 0.779500693567885 | 0.610249653216057 |
| 15 | 0.384346234214776 | 0.768692468429552 | 0.615653765785224 |
| 16 | 0.3666861715693 | 0.7333723431386 | 0.6333138284307 |
| 17 | 0.30134106917798 | 0.60268213835596 | 0.69865893082202 |
| 18 | 0.459053252697399 | 0.918106505394797 | 0.540946747302601 |
| 19 | 0.471007948755572 | 0.942015897511143 | 0.528992051244428 |
| 20 | 0.484924557928896 | 0.96984911585779 | 0.515075442071104 |
| 21 | 0.66104201889386 | 0.677915962212281 | 0.338957981106141 |
| 22 | 0.615046510550671 | 0.769906978898658 | 0.384953489449329 |
| 23 | 0.628412762507958 | 0.743174474984085 | 0.371587237492042 |
| 24 | 0.584726503218605 | 0.83054699356279 | 0.415273496781395 |
| 25 | 0.518497350767787 | 0.963005298464426 | 0.481502649232213 |
| 26 | 0.466095250167815 | 0.932190500335631 | 0.533904749832185 |
| 27 | 0.584359091762546 | 0.831281816474908 | 0.415640908237454 |
| 28 | 0.508472429042935 | 0.98305514191413 | 0.491527570957065 |
| 29 | 0.554855708303303 | 0.890288583393394 | 0.445144291696697 |
| 30 | 0.572816012429167 | 0.854367975141666 | 0.427183987570833 |
| 31 | 0.654935817634854 | 0.690128364730293 | 0.345064182365146 |
| 32 | 0.614714007738845 | 0.77057198452231 | 0.385285992261155 |
| 33 | 0.60374504371331 | 0.792509912573379 | 0.396254956286689 |
| 34 | 0.606105040382586 | 0.787789919234828 | 0.393894959617414 |
| 35 | 0.619591739893866 | 0.760816520212268 | 0.380408260106134 |
| 36 | 0.547558899286647 | 0.904882201426705 | 0.452441100713353 |
| 37 | 0.4951905907498 | 0.9903811814996 | 0.5048094092502 |
| 38 | 0.425362452510621 | 0.850724905021242 | 0.574637547489379 |
| 39 | 0.421985015371418 | 0.843970030742836 | 0.578014984628582 |
| 40 | 0.356523555334657 | 0.713047110669314 | 0.643476444665343 |
| 41 | 0.311320999313173 | 0.622641998626346 | 0.688679000686827 |
| 42 | 0.428790077916929 | 0.857580155833858 | 0.571209922083071 |
| 43 | 0.388105295208232 | 0.776210590416463 | 0.611894704791768 |
| 44 | 0.371122564362602 | 0.742245128725203 | 0.628877435637398 |
| 45 | 0.328959664313403 | 0.657919328626806 | 0.671040335686597 |
| 46 | 0.3800243902191 | 0.7600487804382 | 0.6199756097809 |
| 47 | 0.492195136632261 | 0.984390273264523 | 0.507804863367739 |
| 48 | 0.422926502111185 | 0.84585300422237 | 0.577073497888815 |
| 49 | 0.374328294462446 | 0.748656588924892 | 0.625671705537554 |
| 50 | 0.354654785019243 | 0.709309570038487 | 0.645345214980757 |
| 51 | 0.357237018421745 | 0.71447403684349 | 0.642762981578255 |
| 52 | 0.288343265665315 | 0.57668653133063 | 0.711656734334685 |
| 53 | 0.265304399267584 | 0.530608798535167 | 0.734695600732416 |
| 54 | 0.186256829392694 | 0.372513658785387 | 0.813743170607306 |
| 55 | 0.695817319781347 | 0.608365360437306 | 0.304182680218653 |
| 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 | 1 | 0.0196078431372549 | OK |
| 10% type I error level | 1 | 0.0196078431372549 | OK |
