Multiple Linear Regression - Estimated Regression Equation
AKW[t] = + 109.731009518592 -0.0343479895600967AKB[t] + 0.123957829007378t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)109.7310095185920.696526157.540500
AKB-0.03434798956009670.006265-5.48281e-060
t0.1239578290073780.00477425.964700


Multiple Linear Regression - Regression Statistics
Multiple R0.973918245314072
R-squared0.948516748555642
Adjusted R-squared0.946741464023078
F-TEST (value)534.289986285004
F-TEST (DF numerator)2
F-TEST (DF denominator)58
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.44716919389781
Sum Squared Residuals11.5976967023306


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1104.89105.595816642147-0.705816642147231
2105.15105.904223175093-0.754223175092508
3105.24105.917236997821-0.677236997820783
4105.57106.106112527097-0.536112527096747
5105.62106.05626952893-0.436269528930024
6106.17106.0064265307630.163573469236684
7106.27106.2485414438570.0214585561425686
8106.41106.542521821187-0.132521821187287
9106.94106.7509757045120.189024295487498
10107.16106.7584938489110.401506151088847
11107.32107.0875091755920.232490824407689
12107.32107.2987108980820.0212891019176655
13107.35107.457360196545-0.107360196545409
14107.55107.598492020333-0.0484920203328324
15107.87107.6953149375880.174685062412274
16108.37107.7581333451780.611866654821868
17108.38107.6818423950500.698157604949845
18107.92107.8597265676670.060273432333121
19108.03108.078484847860-0.048484847860124
20108.14108.189046960939-0.0490469609390653
21108.3108.301326473496-0.00132647349601354
22108.64108.3507491651580.289250834842022
23108.66108.4286806881550.23131931184517
24109.04108.6841913171770.355808682822631
25109.03108.8191405028440.210859497156017
26109.03108.8531065992040.176893400796093
27109.54108.8705856605750.66941433942502
28109.75108.9399301861820.81006981381819
29109.83109.2627628747420.567237125257851
30109.65109.5704824478960.0795175521039623
31109.82109.6652444857770.154755514222655
32109.95109.7672196014660.182780398533748
33110.12109.7445115150520.375488484947985
34110.15109.8114516813900.338548318610368
35110.21110.0071968085780.202803191422377
36109.99110.128750278316-0.138750278315793
37110.14110.270569061894-0.130569061894416
38110.14110.400366049127-0.26036604912701
39110.81110.5061194436680.303880556332466
40110.97110.5325289823240.437471017675758
41110.99110.5273383705860.46266162941434
42109.73110.432156026200-0.702156026199612
43109.81110.591148804558-0.781148804558290
44110.02110.659806370374-0.639806370373918
45110.18110.681407190492-0.501407190492198
46110.21110.784069265972-0.574069265972329
47110.25110.737317586866-0.48731758686602
48110.36110.997636934427-0.637636934426982
49110.51111.284747713845-0.774747713844813
50110.6111.501445114664-0.901445114664462
51110.95111.454006475767-0.50400647576695
52111.18111.428207070292-0.248207070292302
53111.19111.278067942610-0.0880679426101177
54111.69111.4525173162710.237482683729163
55111.7111.4205352726750.279464727324629
56111.83111.2868831799820.543116820017972
57111.77111.3325275927920.437472407207611
58111.73111.2490235648570.480976435143226
59112.01111.4409904131930.569009586806857
60111.86111.898467220829-0.0384672208290643
61112.04112.105547184572-0.0655471845718699


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.0520011627389180.1040023254778360.947998837261082
70.01530895867080700.03061791734161390.984691041329193
80.004369355620538820.008738711241077630.99563064437946
90.005930008185681030.01186001637136210.994069991814319
100.002445365097170630.004890730194341260.99755463490283
110.0007366559654471650.001473311930894330.999263344034553
120.0007594624536106020.001518924907221200.99924053754639
130.001776222260277710.003552444520555420.998223777739722
140.001742400017774430.003484800035548850.998257599982226
150.000814072083019820.001628144166039640.99918592791698
160.0004276564455077920.0008553128910155840.999572343554492
170.0002516754292039630.0005033508584079260.999748324570796
180.01328072133521210.02656144267042420.986719278664788
190.05138327725860110.1027665545172020.948616722741399
200.1060562783007950.2121125566015890.893943721699205
210.1482253626397750.2964507252795500.851774637360225
220.1243689792754660.2487379585509320.875631020724534
230.1208596392143450.2417192784286890.879140360785655
240.08855859917805210.1771171983561040.911441400821948
250.07538376724911830.1507675344982370.924616232750882
260.07667537047763310.1533507409552660.923324629522367
270.05417940472516460.1083588094503290.945820595274835
280.03855513272428270.07711026544856540.961444867275717
290.02571465714411680.05142931428823370.974285342855883
300.02659508583619490.05319017167238980.973404914163805
310.02316899604881510.04633799209763020.976831003951185
320.01983762774323000.03967525548645990.98016237225677
330.01621524678191640.03243049356383280.983784753218084
340.01477054929089510.02954109858179010.985229450709105
350.01629899923206340.03259799846412680.983701000767937
360.02776251999950660.05552503999901310.972237480000493
370.03730848289350530.07461696578701050.962691517106495
380.05152808395998980.1030561679199800.94847191604001
390.1000414371051120.2000828742102230.899958562894889
400.3959839235051070.7919678470102150.604016076494893
410.997247630404620.005504739190761330.00275236959538067
420.9987620028236730.002475994352653450.00123799717632673
430.99884916058040.00230167883919940.0011508394195997
440.9980362956487630.003927408702473570.00196370435123678
450.995952373947280.008095252105440470.00404762605272023
460.9919452427752610.01610951444947790.00805475722473897
470.9891487612599290.02170247748014220.0108512387400711
480.9894876383660130.02102472326797310.0105123616339866
490.9892180797174330.02156384056513340.0107819202825667
500.993527162374430.01294567525113820.00647283762556909
510.990006085222910.01998782955418200.00999391477709102
520.9814319880314930.03713602393701380.0185680119685069
530.9979800721225480.004039855754903250.00201992787745162
540.9921607378332250.01567852433355080.00783926216677538
550.9710797926325640.05784041473487270.0289202073674363


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level150.3NOK
5% type I error level310.62NOK
10% type I error level370.74NOK