| Multiple Linear Regression - Estimated Regression Equation |
| AKW[t] = + 98.457446683022 + 0.0847439006773697AKB[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) | 98.457446683022 | 1.918599 | 51.3174 | 0 | 0 |
| AKB | 0.0847439006773697 | 0.015032 | 5.6377 | 1e-06 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.591692965394288 |
| R-squared | 0.350100565297086 |
| Adjusted R-squared | 0.339085320641104 |
| 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 | 1.57525172461769 |
| Sum Squared Residuals | 146.403661758749 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 104.89 | 108.965690367016 | -4.07569036701562 |
| 2 | 105.15 | 108.510615620378 | -3.36061562037827 |
| 3 | 105.24 | 108.784338419566 | -3.54433841956619 |
| 4 | 105.57 | 108.624172447286 | -3.05417244728596 |
| 5 | 105.62 | 109.052976584713 | -3.43297658471344 |
| 6 | 106.17 | 109.481780722141 | -3.31178072214093 |
| 7 | 106.27 | 109.190261703811 | -2.92026170381079 |
| 8 | 106.41 | 108.770779395458 | -2.36077939545781 |
| 9 | 106.94 | 108.562309399791 | -1.62230939979148 |
| 10 | 107.16 | 108.849591223088 | -1.68959122308776 |
| 11 | 107.32 | 108.343670136044 | -1.02367013604387 |
| 12 | 107.32 | 108.128420628323 | -0.808420628323348 |
| 13 | 107.35 | 108.042829288639 | -0.692829288639203 |
| 14 | 107.55 | 108.000457338301 | -0.450457338300515 |
| 15 | 107.87 | 108.067405019836 | -0.197405019835630 |
| 16 | 108.37 | 108.218249163041 | 0.151750836958652 |
| 17 | 108.38 | 108.712306103990 | -0.332306103990423 |
| 18 | 107.92 | 108.579258179927 | -0.659258179926946 |
| 19 | 108.03 | 108.345365014057 | -0.315365014057406 |
| 20 | 108.14 | 108.378415135322 | -0.23841513532158 |
| 21 | 108.3 | 108.407228061552 | -0.107228061551890 |
| 22 | 108.64 | 108.591122326022 | 0.0488776739782215 |
| 23 | 108.66 | 108.704679152929 | -0.0446791529294583 |
| 24 | 109.04 | 108.380110013335 | 0.659889986664877 |
| 25 | 109.03 | 108.352991965118 | 0.677008034881631 |
| 26 | 109.03 | 108.575020984893 | 0.454979015106922 |
| 27 | 109.54 | 108.837727076993 | 0.702272923007081 |
| 28 | 109.75 | 108.97246987907 | 0.777530120930057 |
| 29 | 109.83 | 108.481802694148 | 1.34819730585203 |
| 30 | 109.65 | 108.028422825524 | 1.62157717447596 |
| 31 | 109.82 | 108.100455141100 | 1.71954485890018 |
| 32 | 109.95 | 108.154691237533 | 1.79530876246668 |
| 33 | 110.12 | 108.516547693426 | 1.60345230657431 |
| 34 | 110.15 | 108.657222568550 | 1.49277743144988 |
| 35 | 110.21 | 108.480107816134 | 1.72989218386557 |
| 36 | 109.99 | 108.486039889182 | 1.50396011081815 |
| 37 | 110.14 | 108.441973060830 | 1.69802693917039 |
| 38 | 110.14 | 108.427566597714 | 1.71243340228554 |
| 39 | 110.81 | 108.472480865073 | 2.33751913492654 |
| 40 | 110.97 | 108.713153542997 | 2.25684645700281 |
| 41 | 110.99 | 109.031790609544 | 1.95820939045589 |
| 42 | 109.73 | 109.572456695866 | 0.157543304134284 |
| 43 | 109.81 | 109.486017917175 | 0.3239820828252 |
| 44 | 110.02 | 109.622455597265 | 0.397544402734627 |
| 45 | 110.18 | 109.874992421284 | 0.305007578716077 |
| 46 | 110.21 | 109.927533639704 | 0.282466360296094 |
| 47 | 110.25 | 110.348710826070 | -0.098710826070427 |
| 48 | 110.36 | 110.012277540381 | 0.347722459618730 |
| 49 | 110.51 | 109.609744012164 | 0.900255987836242 |
| 50 | 110.6 | 109.380935480335 | 1.21906451966513 |
| 51 | 110.95 | 109.803807544715 | 1.14619245528506 |
| 52 | 111.18 | 110.173290951668 | 1.00670904833173 |
| 53 | 111.19 | 110.849547279074 | 0.340452720926316 |
| 54 | 111.69 | 110.724973745078 | 0.96502625492205 |
| 55 | 111.7 | 111.109711054153 | 0.590288945846794 |
| 56 | 111.83 | 111.745290309233 | 0.0847096907665167 |
| 57 | 111.77 | 111.938506402778 | -0.168506402777889 |
| 58 | 111.73 | 112.450359562869 | -0.720359562869193 |
| 59 | 112.01 | 112.282566639528 | -0.272566639527999 |
| 60 | 111.86 | 111.459703363951 | 0.400296636049254 |
| 61 | 112.04 | 111.254623124312 | 0.785376875688497 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0317897267457561 | 0.0635794534915122 | 0.968210273254244 |
| 6 | 0.023517372006063 | 0.047034744012126 | 0.976482627993937 |
| 7 | 0.0239621729199152 | 0.0479243458398305 | 0.976037827080085 |
| 8 | 0.0770566154546982 | 0.154113230909396 | 0.922943384545302 |
| 9 | 0.273635407899121 | 0.547270815798242 | 0.726364592100879 |
| 10 | 0.48262587481490 | 0.96525174962980 | 0.5173741251851 |
| 11 | 0.626066998987485 | 0.74786600202503 | 0.373933001012515 |
| 12 | 0.652798235616423 | 0.694403528767155 | 0.347201764383577 |
| 13 | 0.654405351827408 | 0.691189296345184 | 0.345594648172592 |
| 14 | 0.653789599794339 | 0.692420800411322 | 0.346210400205661 |
| 15 | 0.67600506304581 | 0.64798987390838 | 0.32399493695419 |
| 16 | 0.770645885314655 | 0.45870822937069 | 0.229354114685345 |
| 17 | 0.9302415866586 | 0.139516826682798 | 0.069758413341399 |
| 18 | 0.970069277667168 | 0.0598614446656638 | 0.0299307223328319 |
| 19 | 0.983742894246686 | 0.0325142115066272 | 0.0162571057533136 |
| 20 | 0.993050954616583 | 0.0138980907668346 | 0.00694904538341732 |
| 21 | 0.997704643134295 | 0.00459071373140912 | 0.00229535686570456 |
| 22 | 0.999609798045813 | 0.000780403908374956 | 0.000390201954187478 |
| 23 | 0.999966813667035 | 6.63726659295798e-05 | 3.31863329647899e-05 |
| 24 | 0.99998815532192 | 2.36893561613249e-05 | 1.18446780806624e-05 |
| 25 | 0.999995324714568 | 9.35057086384403e-06 | 4.67528543192202e-06 |
| 26 | 0.99999926633137 | 1.46733726163204e-06 | 7.33668630816021e-07 |
| 27 | 0.999999914175898 | 1.71648204259309e-07 | 8.58241021296544e-08 |
| 28 | 0.999999986217951 | 2.75640973800162e-08 | 1.37820486900081e-08 |
| 29 | 0.999999988012535 | 2.39749302595767e-08 | 1.19874651297884e-08 |
| 30 | 0.999999976090406 | 4.78191874890581e-08 | 2.39095937445290e-08 |
| 31 | 0.999999952182502 | 9.5634996118215e-08 | 4.78174980591075e-08 |
| 32 | 0.999999907115195 | 1.85769609267445e-07 | 9.28848046337223e-08 |
| 33 | 0.999999886755767 | 2.26488465340668e-07 | 1.13244232670334e-07 |
| 34 | 0.999999868174906 | 2.63650187974645e-07 | 1.31825093987322e-07 |
| 35 | 0.999999792924127 | 4.14151746028776e-07 | 2.07075873014388e-07 |
| 36 | 0.999999600403221 | 7.99193557986938e-07 | 3.99596778993469e-07 |
| 37 | 0.999999205025128 | 1.58994974426861e-06 | 7.94974872134305e-07 |
| 38 | 0.999998334052871 | 3.33189425741787e-06 | 1.66594712870894e-06 |
| 39 | 0.999999037496184 | 1.92500763181952e-06 | 9.62503815909758e-07 |
| 40 | 0.999999783971639 | 4.32056721920273e-07 | 2.16028360960136e-07 |
| 41 | 0.999999968966522 | 6.20669569505116e-08 | 3.10334784752558e-08 |
| 42 | 0.999999965048679 | 6.9902642802868e-08 | 3.4951321401434e-08 |
| 43 | 0.999999942472304 | 1.15055391886091e-07 | 5.75276959430454e-08 |
| 44 | 0.9999998842993 | 2.31401400935608e-07 | 1.15700700467804e-07 |
| 45 | 0.999999788586793 | 4.22826413354572e-07 | 2.11413206677286e-07 |
| 46 | 0.99999967538409 | 6.4923181868023e-07 | 3.24615909340115e-07 |
| 47 | 0.999999897754829 | 2.04490342508172e-07 | 1.02245171254086e-07 |
| 48 | 0.999999939028787 | 1.21942425447111e-07 | 6.09712127235555e-08 |
| 49 | 0.99999986513723 | 2.69725540436906e-07 | 1.34862770218453e-07 |
| 50 | 0.999999595911132 | 8.08177736983105e-07 | 4.04088868491553e-07 |
| 51 | 0.99999828985201 | 3.42029597922619e-06 | 1.71014798961309e-06 |
| 52 | 0.999992522925257 | 1.49541494868900e-05 | 7.47707474344502e-06 |
| 53 | 0.999998177531503 | 3.64493699375667e-06 | 1.82246849687834e-06 |
| 54 | 0.999984302732237 | 3.13945355263534e-05 | 1.56972677631767e-05 |
| 55 | 0.999927286115542 | 0.000145427768916558 | 7.2713884458279e-05 |
| 56 | 0.999078689496642 | 0.00184262100671639 | 0.000921310503358196 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 36 | 0.692307692307692 | NOK |
| 5% type I error level | 40 | 0.769230769230769 | NOK |
| 10% type I error level | 42 | 0.807692307692308 | NOK |
