| Multiple Linear Regression - Estimated Regression Equation |
| AKB[t] = -324.26371948999 + 4.13127744296266AKW[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) | -324.26371948999 | 80.04428 | -4.0511 | 0.000151 | 7.5e-05 |
| AKW | 4.13127744296266 | 0.732799 | 5.6377 | 1e-06 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.591692965394288 |
| R-squared | 0.350100565297086 |
| Adjusted R-squared | 0.339085320641105 |
| F-TEST (value) | 31.7832763802456 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 59 |
| p-value | 5.11889629128959e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 10.9986129589431 |
| Sum Squared Residuals | 7137.19973421724 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 124 | 109.065971502364 | 14.9340284976363 |
| 2 | 118.63 | 110.140103637534 | 8.48989636246626 |
| 3 | 121.86 | 110.511918607400 | 11.3480813925997 |
| 4 | 119.97 | 111.875240163578 | 8.094759836422 |
| 5 | 125.03 | 112.081804035726 | 12.9481959642738 |
| 6 | 130.09 | 114.354006629356 | 15.7359933706444 |
| 7 | 126.65 | 114.767134373652 | 11.8828656263481 |
| 8 | 121.7 | 115.345513215667 | 6.35448678433336 |
| 9 | 119.24 | 117.535090260437 | 1.70490973956313 |
| 10 | 122.63 | 118.443971297889 | 4.18602870211135 |
| 11 | 116.66 | 119.104975688763 | -2.44497568876266 |
| 12 | 114.12 | 119.104975688763 | -4.98497568876265 |
| 13 | 113.11 | 119.228914012052 | -6.11891401205154 |
| 14 | 112.61 | 120.055169500644 | -7.44516950064408 |
| 15 | 113.4 | 121.377178282392 | -7.97717828239216 |
| 16 | 115.18 | 123.442817003873 | -8.26281700387348 |
| 17 | 121.01 | 123.484129778303 | -2.47412977830308 |
| 18 | 119.44 | 121.583742154540 | -2.14374215454029 |
| 19 | 116.68 | 122.038182673266 | -5.35818267326617 |
| 20 | 117.07 | 122.492623191992 | -5.42262319199207 |
| 21 | 117.41 | 123.153627582866 | -5.74362758286608 |
| 22 | 119.58 | 124.558261913473 | -4.9782619134734 |
| 23 | 120.92 | 124.640887462333 | -3.72088746233263 |
| 24 | 117.09 | 126.210772890658 | -9.12077289065848 |
| 25 | 116.77 | 126.169460116229 | -9.39946011622884 |
| 26 | 119.39 | 126.169460116229 | -6.77946011622883 |
| 27 | 122.49 | 128.276411612140 | -5.78641161213982 |
| 28 | 124.08 | 129.143979875162 | -5.06397987516195 |
| 29 | 118.29 | 129.474482070599 | -11.1844820705989 |
| 30 | 112.94 | 128.730852130866 | -15.7908521308657 |
| 31 | 113.79 | 129.433169296169 | -15.6431692961693 |
| 32 | 114.43 | 129.970235363754 | -15.5402353637545 |
| 33 | 118.7 | 130.672552529058 | -11.9725525290581 |
| 34 | 120.36 | 130.796490852347 | -10.4364908523470 |
| 35 | 118.27 | 131.044367498925 | -12.7743674989247 |
| 36 | 118.34 | 130.135486461473 | -11.7954864614730 |
| 37 | 117.82 | 130.755178077917 | -12.9351780779174 |
| 38 | 117.65 | 130.755178077917 | -13.1051780779174 |
| 39 | 118.18 | 133.523133964702 | -15.3431339647024 |
| 40 | 121.02 | 134.184138355576 | -13.1641383555764 |
| 41 | 124.78 | 134.266763904436 | -9.48676390443562 |
| 42 | 131.16 | 129.061354326303 | 2.09864567369729 |
| 43 | 130.14 | 129.391856521740 | 0.748143478260274 |
| 44 | 131.75 | 130.259424784762 | 1.49057521523816 |
| 45 | 134.73 | 130.920429175636 | 3.80957082436407 |
| 46 | 135.35 | 131.044367498925 | 4.30563250107525 |
| 47 | 140.32 | 131.209618596643 | 9.11038140335672 |
| 48 | 136.35 | 131.664059115369 | 4.68594088463083 |
| 49 | 131.6 | 132.283750731814 | -0.683750731813591 |
| 50 | 128.9 | 132.655565701680 | -3.75556570168018 |
| 51 | 133.89 | 134.101512806717 | -0.211512806717161 |
| 52 | 138.25 | 135.051706618599 | 3.19829338140142 |
| 53 | 146.23 | 135.093019393028 | 11.1369806069718 |
| 54 | 144.76 | 137.158658114510 | 7.6013418854905 |
| 55 | 149.3 | 137.199970888939 | 12.1000291110609 |
| 56 | 156.8 | 137.737036956524 | 19.0629630434757 |
| 57 | 159.08 | 137.489160309946 | 21.5908396900535 |
| 58 | 165.12 | 137.323909212228 | 27.796090787772 |
| 59 | 163.14 | 138.480666896258 | 24.6593331037424 |
| 60 | 153.43 | 137.860975279813 | 15.5690247201869 |
| 61 | 151.01 | 138.604605219546 | 12.4053947804535 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0323339785756892 | 0.0646679571513784 | 0.96766602142431 |
| 6 | 0.0236954584670988 | 0.0473909169341976 | 0.976304541532901 |
| 7 | 0.00889567976834302 | 0.0177913595366860 | 0.991104320231657 |
| 8 | 0.00981027051666282 | 0.0196205410333256 | 0.990189729483337 |
| 9 | 0.0120230257912594 | 0.0240460515825188 | 0.98797697420874 |
| 10 | 0.00578872533893445 | 0.0115774506778689 | 0.994211274661066 |
| 11 | 0.00593198106838157 | 0.0118639621367631 | 0.994068018931618 |
| 12 | 0.00675233231647629 | 0.0135046646329526 | 0.993247667683524 |
| 13 | 0.00638278107031331 | 0.0127655621406266 | 0.993617218929687 |
| 14 | 0.00462255500040877 | 0.00924511000081755 | 0.99537744499959 |
| 15 | 0.00233458770653452 | 0.00466917541306904 | 0.997665412293466 |
| 16 | 0.00105744744955318 | 0.00211489489910635 | 0.998942552550447 |
| 17 | 0.00121312197266043 | 0.00242624394532085 | 0.99878687802734 |
| 18 | 0.0008447059884739 | 0.0016894119769478 | 0.999155294011526 |
| 19 | 0.000465882656815422 | 0.000931765313630844 | 0.999534117343185 |
| 20 | 0.000271509540841615 | 0.00054301908168323 | 0.999728490459158 |
| 21 | 0.000167518844114229 | 0.000335037688228459 | 0.999832481155886 |
| 22 | 0.000143348536198879 | 0.000286697072397758 | 0.999856651463801 |
| 23 | 0.000184662154561057 | 0.000369324309122115 | 0.999815337845439 |
| 24 | 9.3777977312736e-05 | 0.000187555954625472 | 0.999906222022687 |
| 25 | 4.73326140050232e-05 | 9.46652280100464e-05 | 0.999952667385995 |
| 26 | 3.86491551491283e-05 | 7.72983102982566e-05 | 0.99996135084485 |
| 27 | 5.34763852142829e-05 | 0.000106952770428566 | 0.999946523614786 |
| 28 | 8.4209768578289e-05 | 0.000168419537156578 | 0.999915790231422 |
| 29 | 3.75747516576545e-05 | 7.5149503315309e-05 | 0.999962425248342 |
| 30 | 2.55594798317794e-05 | 5.11189596635588e-05 | 0.999974440520168 |
| 31 | 1.50378912988112e-05 | 3.00757825976223e-05 | 0.999984962108701 |
| 32 | 8.86278972851534e-06 | 1.77255794570307e-05 | 0.999991137210271 |
| 33 | 5.13918003001576e-06 | 1.02783600600315e-05 | 0.99999486081997 |
| 34 | 3.46075795142004e-06 | 6.92151590284007e-06 | 0.999996539242049 |
| 35 | 2.31419103828117e-06 | 4.62838207656234e-06 | 0.999997685808962 |
| 36 | 1.21055476832721e-06 | 2.42110953665443e-06 | 0.999998789445232 |
| 37 | 8.73210616359912e-07 | 1.74642123271982e-06 | 0.999999126789384 |
| 38 | 7.64552701127978e-07 | 1.52910540225596e-06 | 0.999999235447299 |
| 39 | 7.12726315410073e-06 | 1.42545263082015e-05 | 0.999992872736846 |
| 40 | 0.000215604261537430 | 0.000431208523074860 | 0.999784395738463 |
| 41 | 0.00823396316973124 | 0.0164679263394625 | 0.991766036830269 |
| 42 | 0.0298946977921442 | 0.0597893955842885 | 0.970105302207856 |
| 43 | 0.0500632400519775 | 0.100126480103955 | 0.949936759948023 |
| 44 | 0.0786038972623704 | 0.157207794524741 | 0.92139610273763 |
| 45 | 0.137369164906446 | 0.274738329812892 | 0.862630835093554 |
| 46 | 0.202162763381586 | 0.404325526763173 | 0.797837236618414 |
| 47 | 0.493014636884608 | 0.986029273769217 | 0.506985363115392 |
| 48 | 0.633995788574519 | 0.732008422850962 | 0.366004211425481 |
| 49 | 0.592721192648012 | 0.814557614703975 | 0.407278807351988 |
| 50 | 0.500917994940876 | 0.998164010118248 | 0.499082005059124 |
| 51 | 0.449876930701290 | 0.899753861402579 | 0.550123069298710 |
| 52 | 0.46746825821804 | 0.93493651643608 | 0.53253174178196 |
| 53 | 0.451867503628547 | 0.903735007257094 | 0.548132496371453 |
| 54 | 0.615350559575316 | 0.769298880849368 | 0.384649440424684 |
| 55 | 0.768881675796778 | 0.462236648406444 | 0.231118324203222 |
| 56 | 0.688000177228602 | 0.623999645542795 | 0.311999822771398 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 27 | 0.519230769230769 | NOK |
| 5% type I error level | 36 | 0.692307692307692 | NOK |
| 10% type I error level | 38 | 0.730769230769231 | NOK |
