| Multiple Linear Regression - Estimated Regression Equation |
| Econ[t] = -33.2695148235069 + 0.134293788016668Price[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) | -33.2695148235069 | 10.268411 | -3.24 | 0.001966 | 0.000983 |
| Price | 0.134293788016668 | 0.184634 | 0.7274 | 0.469887 | 0.234943 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.0942715210230083 |
| R-squared | 0.00888711967599149 |
| Adjusted R-squared | -0.00791140371933063 |
| F-TEST (value) | 0.529041717944463 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 59 |
| p-value | 0.469886505641225 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 24.1538239168656 |
| Sum Squared Residuals | 34421.0253786101 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -22 | -27.0920005747401 | 5.09200057474014 |
| 2 | -20 | -26.5548254226735 | 6.5548254226735 |
| 3 | -17 | -26.6891192106902 | 9.68911921069017 |
| 4 | -21 | -26.8234129987068 | 5.82341299870683 |
| 5 | -16 | -26.5548254226735 | 10.5548254226735 |
| 6 | -11 | -26.9577067867235 | 15.9577067867235 |
| 7 | -19 | -26.5548254226735 | 7.5548254226735 |
| 8 | -31 | -26.6891192106902 | -4.31088078930983 |
| 9 | -36 | -26.4205316346568 | -9.57946836534317 |
| 10 | -33 | -26.2862378466402 | -6.71376215335984 |
| 11 | -26 | -26.8234129987068 | 0.823412998706835 |
| 12 | -38 | -25.8833564825902 | -12.1166435174098 |
| 13 | -27 | -25.7490626945735 | -1.25093730542651 |
| 14 | -21 | -27.4948819387902 | 6.49488193879017 |
| 15 | -17 | -27.3605881507735 | 10.3605881507735 |
| 16 | -14 | -26.5548254226735 | 12.5548254226735 |
| 17 | -16 | -26.6891192106902 | 10.6891192106902 |
| 18 | -16 | -26.9577067867235 | 10.9577067867235 |
| 19 | -15 | -27.0920005747402 | 12.0920005747402 |
| 20 | -7 | -26.5548254226735 | 19.5548254226735 |
| 21 | -9 | -26.6891192106902 | 17.6891192106902 |
| 22 | 2 | -26.1519440586235 | 28.1519440586235 |
| 23 | -6 | -26.0176502706068 | 20.0176502706068 |
| 24 | 0 | -25.7490626945735 | 25.7490626945735 |
| 25 | 7 | -25.7490626945735 | 32.7490626945735 |
| 26 | 4 | -25.4804751185402 | 29.4804751185402 |
| 27 | -5 | -26.1519440586235 | 21.1519440586235 |
| 28 | 2 | -26.4205316346568 | 28.4205316346568 |
| 29 | 0 | -26.2862378466402 | 26.2862378466402 |
| 30 | 3 | -26.1519440586235 | 29.1519440586235 |
| 31 | 10 | -25.7490626945735 | 35.7490626945735 |
| 32 | 4 | -26.0176502706068 | 30.0176502706068 |
| 33 | 5 | -26.0176502706068 | 31.0176502706068 |
| 34 | 7 | -25.7490626945735 | 32.7490626945735 |
| 35 | 1 | -25.3461813305235 | 26.3461813305235 |
| 36 | -8 | -24.9432999664735 | 16.9432999664735 |
| 37 | -3 | -24.9432999664735 | 21.9432999664735 |
| 38 | -16 | -23.4660682982901 | 7.46606829829015 |
| 39 | -22 | -23.0631869342401 | 1.06318693424014 |
| 40 | -32 | -22.5260117821735 | -9.47398821782653 |
| 41 | -30 | -22.9288931462235 | -7.07110685377652 |
| 42 | -32 | -22.3917179941568 | -9.6082820058432 |
| 43 | -38 | -22.5260117821735 | -15.4739882178265 |
| 44 | -41 | -22.5260117821735 | -18.4739882178265 |
| 45 | -46 | -22.3917179941568 | -23.6082820058432 |
| 46 | -58 | -22.5260117821735 | -35.4739882178265 |
| 47 | -55 | -22.9288931462235 | -32.0711068537765 |
| 48 | -48 | -23.7346558743235 | -24.2653441256765 |
| 49 | -58 | -23.7346558743235 | -34.2653441256765 |
| 50 | -58 | -24.6747123904401 | -33.3252876095599 |
| 51 | -68 | -24.6747123904401 | -43.3252876095599 |
| 52 | -75 | -26.9577067867235 | -48.0422932132765 |
| 53 | -77 | -27.7634695148235 | -49.2365304851765 |
| 54 | -75 | -28.5692322429235 | -46.4307677570765 |
| 55 | -71 | -28.7035260309402 | -42.2964739690598 |
| 56 | -63 | -28.8378198189568 | -34.1621801810432 |
| 57 | -61 | -30.1807576991235 | -30.8192423008765 |
| 58 | -53 | -31.1208142152402 | -21.8791857847598 |
| 59 | -41 | -31.1208142152402 | -9.8791857847598 |
| 60 | -35 | -32.1951645193735 | -2.80483548062646 |
| 61 | -33 | -32.0608707313569 | -0.939129268643131 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.000757889284408572 | 0.00151577856881714 | 0.999242110715591 |
| 6 | 0.00207879413227522 | 0.00415758826455045 | 0.997921205867725 |
| 7 | 0.000327518173643545 | 0.000655036347287089 | 0.999672481826356 |
| 8 | 0.000854715604137354 | 0.00170943120827471 | 0.999145284395863 |
| 9 | 0.00108424757950729 | 0.00216849515901457 | 0.998915752420493 |
| 10 | 0.000337530919477169 | 0.000675061838954338 | 0.999662469080523 |
| 11 | 0.000116785709564423 | 0.000233571419128845 | 0.999883214290436 |
| 12 | 2.93879602855256e-05 | 5.87759205710513e-05 | 0.999970612039714 |
| 13 | 1.70641417713899e-05 | 3.41282835427797e-05 | 0.999982935858229 |
| 14 | 6.35032678563016e-06 | 1.27006535712603e-05 | 0.999993649673214 |
| 15 | 1.53772889845019e-06 | 3.07545779690038e-06 | 0.999998462271102 |
| 16 | 1.07792116912813e-06 | 2.15584233825625e-06 | 0.99999892207883 |
| 17 | 3.98613206632468e-07 | 7.97226413264937e-07 | 0.999999601386793 |
| 18 | 1.10734842006491e-07 | 2.21469684012982e-07 | 0.999999889265158 |
| 19 | 2.91644889984556e-08 | 5.83289779969112e-08 | 0.99999997083551 |
| 20 | 7.85541257812095e-08 | 1.57108251562419e-07 | 0.999999921445874 |
| 21 | 6.70688801262593e-08 | 1.34137760252519e-07 | 0.99999993293112 |
| 22 | 1.33408435287851e-06 | 2.66816870575703e-06 | 0.999998665915647 |
| 23 | 1.58899846053650e-06 | 3.17799692107301e-06 | 0.99999841100154 |
| 24 | 3.19133979311066e-06 | 6.38267958622131e-06 | 0.999996808660207 |
| 25 | 1.00780255420579e-05 | 2.01560510841157e-05 | 0.999989921974458 |
| 26 | 1.14931161308352e-05 | 2.29862322616704e-05 | 0.99998850688387 |
| 27 | 7.51636571093336e-06 | 1.50327314218667e-05 | 0.99999248363429 |
| 28 | 1.15509157692112e-05 | 2.31018315384223e-05 | 0.99998844908423 |
| 29 | 1.31374482572945e-05 | 2.6274896514589e-05 | 0.999986862551743 |
| 30 | 1.97956059912904e-05 | 3.95912119825809e-05 | 0.999980204394009 |
| 31 | 5.35162485396946e-05 | 0.000107032497079389 | 0.99994648375146 |
| 32 | 9.97889260621418e-05 | 0.000199577852124284 | 0.999900211073938 |
| 33 | 0.000251288785967508 | 0.000502577571935016 | 0.999748711214032 |
| 34 | 0.000876165718310033 | 0.00175233143662007 | 0.99912383428169 |
| 35 | 0.00227732594518255 | 0.0045546518903651 | 0.997722674054818 |
| 36 | 0.00559940634016368 | 0.0111988126803274 | 0.994400593659836 |
| 37 | 0.0215934004197479 | 0.0431868008394957 | 0.978406599580252 |
| 38 | 0.0747349796079234 | 0.149469959215847 | 0.925265020392077 |
| 39 | 0.151877389964057 | 0.303754779928114 | 0.848122610035943 |
| 40 | 0.217058125213673 | 0.434116250427346 | 0.782941874786327 |
| 41 | 0.280638010538565 | 0.56127602107713 | 0.719361989461435 |
| 42 | 0.354999060611893 | 0.709998121223787 | 0.645000939388107 |
| 43 | 0.417866135351634 | 0.835732270703269 | 0.582133864648366 |
| 44 | 0.485338154788014 | 0.970676309576028 | 0.514661845211986 |
| 45 | 0.544057372628648 | 0.911885254742705 | 0.455942627371352 |
| 46 | 0.560559576009781 | 0.878880847980438 | 0.439440423990219 |
| 47 | 0.58135703351782 | 0.83728593296436 | 0.41864296648218 |
| 48 | 0.71033138106084 | 0.579337237878321 | 0.289668618939161 |
| 49 | 0.807286880365491 | 0.385426239269017 | 0.192713119634509 |
| 50 | 0.935792072317004 | 0.128415855365993 | 0.0642079276829964 |
| 51 | 0.998422704646782 | 0.00315459070643605 | 0.00157729535321802 |
| 52 | 0.999489968677544 | 0.00102006264491236 | 0.00051003132245618 |
| 53 | 0.999041491708842 | 0.00191701658231562 | 0.00095850829115781 |
| 54 | 0.99763441538848 | 0.0047311692230382 | 0.0023655846115191 |
| 55 | 0.991843531958258 | 0.0163129360834847 | 0.00815646804174236 |
| 56 | 0.98714657819966 | 0.0257068436006786 | 0.0128534218003393 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 35 | 0.673076923076923 | NOK |
| 5% type I error level | 39 | 0.75 | NOK |
| 10% type I error level | 39 | 0.75 | NOK |
