| Multiple Linear Regression - Estimated Regression Equation |
| EUDO[t] = + 0.82485539822803 + 2.71267840761339e-05UITV[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) | 0.82485539822803 | 0.106285 | 7.7608 | 0 | 0 |
| UITV | 2.71267840761339e-05 | 6e-06 | 4.8189 | 1.1e-05 | 5e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.534702307917198 |
| R-squared | 0.285906558091978 |
| Adjusted R-squared | 0.273594602197012 |
| F-TEST (value) | 23.2218634091175 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 1.07793610141238e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.089609615924503 |
| Sum Squared Residuals | 0.465733229435943 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.2218 | 1.30834149617378 | -0.0865414961737837 |
| 2 | 1.249 | 1.30966528323670 | -0.0606652832366949 |
| 3 | 1.2991 | 1.29741482754791 | 0.00168517245208699 |
| 4 | 1.3408 | 1.2779920501494 | 0.062807949850599 |
| 5 | 1.3119 | 1.25864522774630 | 0.0532547722536977 |
| 6 | 1.3014 | 1.27471513463300 | 0.0266848653669959 |
| 7 | 1.3201 | 1.34361445350798 | -0.0235144535079765 |
| 8 | 1.2938 | 1.30876196132696 | -0.0149619613269597 |
| 9 | 1.2694 | 1.29169107610785 | -0.0222910761078486 |
| 10 | 1.2165 | 1.32904737045909 | -0.112547370459093 |
| 11 | 1.2037 | 1.26588536641622 | -0.0621853664162225 |
| 12 | 1.2292 | 1.23559831199522 | -0.00639831199521889 |
| 13 | 1.2256 | 1.34574661873636 | -0.120146618736361 |
| 14 | 1.2015 | 1.30626087183514 | -0.104760871835140 |
| 15 | 1.1786 | 1.34270841891983 | -0.164108418919834 |
| 16 | 1.1856 | 1.31423072099671 | -0.128630720996708 |
| 17 | 1.2103 | 1.29999458471355 | -0.0896945847135533 |
| 18 | 1.1938 | 1.30640464379074 | -0.112604643790744 |
| 19 | 1.202 | 1.39648184299395 | -0.194481842993954 |
| 20 | 1.2271 | 1.29062228081525 | -0.0635222808152489 |
| 21 | 1.277 | 1.35218651727603 | -0.075186517276035 |
| 22 | 1.265 | 1.36184093972873 | -0.096840939728731 |
| 23 | 1.2684 | 1.30160591568768 | -0.0332059156876757 |
| 24 | 1.2811 | 1.26337071353236 | 0.0177292864676351 |
| 25 | 1.2727 | 1.35286739955635 | -0.0801673995563459 |
| 26 | 1.2611 | 1.36554917111194 | -0.104449171111938 |
| 27 | 1.2881 | 1.36633856052855 | -0.078238560528554 |
| 28 | 1.3213 | 1.29532606517405 | 0.0259739348259493 |
| 29 | 1.2999 | 1.33820808544160 | -0.0383080854416030 |
| 30 | 1.3074 | 1.32871099833655 | -0.0213109983365487 |
| 31 | 1.3242 | 1.40402851432393 | -0.0798285143239343 |
| 32 | 1.3516 | 1.32926709741011 | 0.0223329025898906 |
| 33 | 1.3511 | 1.36259235164764 | -0.0114923516476398 |
| 34 | 1.3419 | 1.39029693622460 | -0.0483969362245954 |
| 35 | 1.3716 | 1.35763086284012 | 0.0139691371598850 |
| 36 | 1.3622 | 1.30595976453190 | 0.056240235468105 |
| 37 | 1.3896 | 1.36233464719892 | 0.0272653528010834 |
| 38 | 1.4227 | 1.42598493335516 | -0.0032849333551571 |
| 39 | 1.4684 | 1.38541140241248 | 0.0829885975875163 |
| 40 | 1.457 | 1.30981176787071 | 0.147188232129294 |
| 41 | 1.4718 | 1.39198150951572 | 0.0798184904842767 |
| 42 | 1.4748 | 1.39896936909374 | 0.0758306309062647 |
| 43 | 1.5527 | 1.40467413178495 | 0.148025868215054 |
| 44 | 1.5751 | 1.44747748437868 | 0.127622515621322 |
| 45 | 1.5557 | 1.40383591415699 | 0.151864085843006 |
| 46 | 1.5553 | 1.47316654889878 | 0.082133451101223 |
| 47 | 1.577 | 1.43230276136649 | 0.144697238633511 |
| 48 | 1.4975 | 1.32057296311371 | 0.176927036886292 |
| 49 | 1.437 | 1.44298528893567 | -0.00598528893567027 |
| 50 | 1.3322 | 1.43036590898345 | -0.0981659089834528 |
| 51 | 1.2732 | 1.30885690507123 | -0.0356569050712261 |
| 52 | 1.3449 | 1.26901579729861 | 0.0758842027013917 |
| 53 | 1.3239 | 1.2587157573849 | 0.0651842426150998 |
| 54 | 1.2785 | 1.27098520182254 | 0.00751479817746438 |
| 55 | 1.305 | 1.30578615311381 | -0.000786153113807886 |
| 56 | 1.319 | 1.27632646560713 | 0.0426735343928736 |
| 57 | 1.365 | 1.26421978187395 | 0.100780218126052 |
| 58 | 1.4016 | 1.31997617386403 | 0.0816238261359665 |
| 59 | 1.4088 | 1.30148384515933 | 0.107316154840667 |
| 60 | 1.4268 | 1.25445685228495 | 0.172343147715053 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0680389520275418 | 0.136077904055084 | 0.931961047972458 |
| 6 | 0.0213866909295609 | 0.0427733818591219 | 0.978613309070439 |
| 7 | 0.0484911579490474 | 0.0969823158980948 | 0.951508842050953 |
| 8 | 0.0194961620368426 | 0.0389923240736852 | 0.980503837963157 |
| 9 | 0.00853158642016578 | 0.0170631728403316 | 0.991468413579834 |
| 10 | 0.00776369785433023 | 0.0155273957086605 | 0.99223630214567 |
| 11 | 0.01715041046357 | 0.03430082092714 | 0.98284958953643 |
| 12 | 0.0112836045482085 | 0.0225672090964169 | 0.988716395451791 |
| 13 | 0.0083707861979769 | 0.0167415723959538 | 0.991629213802023 |
| 14 | 0.00848908976108815 | 0.0169781795221763 | 0.991510910238912 |
| 15 | 0.0122390356246309 | 0.0244780712492618 | 0.98776096437537 |
| 16 | 0.0142367372244303 | 0.0284734744488606 | 0.98576326277557 |
| 17 | 0.0112550590055374 | 0.0225101180110748 | 0.988744940994463 |
| 18 | 0.0115106353851468 | 0.0230212707702937 | 0.988489364614853 |
| 19 | 0.0143433130702333 | 0.0286866261404666 | 0.985656686929767 |
| 20 | 0.0105159956284337 | 0.0210319912568674 | 0.989484004371566 |
| 21 | 0.0103201138626563 | 0.0206402277253125 | 0.989679886137344 |
| 22 | 0.0102217632700013 | 0.0204435265400025 | 0.989778236729999 |
| 23 | 0.007029235826497 | 0.014058471652994 | 0.992970764173503 |
| 24 | 0.00419742869240824 | 0.00839485738481649 | 0.995802571307592 |
| 25 | 0.00427934633721960 | 0.00855869267443919 | 0.99572065366278 |
| 26 | 0.00535039530183814 | 0.0107007906036763 | 0.994649604698162 |
| 27 | 0.00728165331231167 | 0.0145633066246233 | 0.992718346687688 |
| 28 | 0.00741848715748327 | 0.0148369743149665 | 0.992581512842517 |
| 29 | 0.00816520493227677 | 0.0163304098645535 | 0.991834795067723 |
| 30 | 0.00869624636296177 | 0.0173924927259235 | 0.991303753637038 |
| 31 | 0.0190598851610973 | 0.0381197703221946 | 0.980940114838903 |
| 32 | 0.0264570995783551 | 0.0529141991567103 | 0.973542900421645 |
| 33 | 0.0371859206238326 | 0.0743718412476651 | 0.962814079376167 |
| 34 | 0.0572615637722851 | 0.114523127544570 | 0.942738436227715 |
| 35 | 0.0751060083579315 | 0.150212016715863 | 0.924893991642069 |
| 36 | 0.0825238371143128 | 0.165047674228626 | 0.917476162885687 |
| 37 | 0.101554404463711 | 0.203108808927422 | 0.89844559553629 |
| 38 | 0.137231035226420 | 0.274462070452839 | 0.86276896477358 |
| 39 | 0.199222981516519 | 0.398445963033038 | 0.800777018483481 |
| 40 | 0.33212415546889 | 0.66424831093778 | 0.66787584453111 |
| 41 | 0.350304488609884 | 0.700608977219768 | 0.649695511390116 |
| 42 | 0.342816431028333 | 0.685632862056667 | 0.657183568971667 |
| 43 | 0.452978566396098 | 0.905957132792197 | 0.547021433603902 |
| 44 | 0.490352365139488 | 0.980704730278977 | 0.509647634860512 |
| 45 | 0.586429463015877 | 0.827141073968246 | 0.413570536984123 |
| 46 | 0.553928420820472 | 0.892143158359056 | 0.446071579179528 |
| 47 | 0.771633337769014 | 0.456733324461972 | 0.228366662230986 |
| 48 | 0.932278395239436 | 0.135443209521129 | 0.0677216047605644 |
| 49 | 0.936841292161853 | 0.126317415676295 | 0.0631587078381474 |
| 50 | 0.899844478684905 | 0.200311042630191 | 0.100155521315095 |
| 51 | 0.906988160046388 | 0.186023679907224 | 0.0930118399536118 |
| 52 | 0.845999562792767 | 0.308000874414466 | 0.154000437207233 |
| 53 | 0.765185938951235 | 0.46962812209753 | 0.234814061048765 |
| 54 | 0.80294331568022 | 0.39411336863956 | 0.19705668431978 |
| 55 | 0.810393271430595 | 0.379213457138809 | 0.189606728569404 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 2 | 0.0392156862745098 | NOK |
| 5% type I error level | 25 | 0.490196078431373 | NOK |
| 10% type I error level | 28 | 0.549019607843137 | NOK |
