Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 100661.943324773 + 0.56639088912659X[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) | 100661.943324773 | 13014.646505 | 7.7345 | 0 | 0 |
X | 0.56639088912659 | 0.044444 | 12.7439 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.845084893761692 |
R-squared | 0.714168477664211 |
Adjusted R-squared | 0.709771069628276 |
F-TEST (value) | 162.406688628413 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 65 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9138.03088849535 |
Sum Squared Residuals | 5427734553.74118 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 267413 | 267697.413218874 | -284.413218873647 |
2 | 267366 | 266890.872592757 | 475.127407242538 |
3 | 264777 | 265229.648114949 | -452.648114949221 |
4 | 258863 | 261933.819531122 | -3070.81953112159 |
5 | 254844 | 260281.09091665 | -5437.09091665021 |
6 | 254868 | 263699.826323418 | -8831.8263234183 |
7 | 277267 | 279790.425092616 | -2523.42509261559 |
8 | 285351 | 284972.335337235 | 378.664662765244 |
9 | 286602 | 285311.603479822 | 1290.39652017842 |
10 | 283042 | 286597.877189028 | -3555.87718902807 |
11 | 276687 | 280479.722804683 | -3792.72280468265 |
12 | 277915 | 280513.139867141 | -2598.13986714112 |
13 | 277128 | 278359.721706682 | -1231.72170668182 |
14 | 277103 | 277532.224617668 | -429.224617667875 |
15 | 275037 | 275898.186902538 | -861.186902537663 |
16 | 270150 | 272250.063185673 | -2100.0631856733 |
17 | 267140 | 270758.189583714 | -3618.18958371386 |
18 | 264993 | 272864.597300376 | -7871.59730037565 |
19 | 287259 | 289539.711467152 | -2280.71146715158 |
20 | 291186 | 291931.013801044 | -745.01380104404 |
21 | 292300 | 290930.767490846 | 1369.23250915352 |
22 | 288186 | 284133.510430438 | 4052.48956956172 |
23 | 281477 | 278467.335975616 | 3009.66402438412 |
24 | 282656 | 278783.382091749 | 3872.61790825149 |
25 | 280190 | 278065.764835225 | 2124.23516477488 |
26 | 280408 | 276052.811615269 | 4355.18838473078 |
27 | 276836 | 272257.426267232 | 4578.57373276806 |
28 | 275216 | 270006.588873843 | 5209.41112615712 |
29 | 274352 | 269686.011630597 | 4665.98836940277 |
30 | 271311 | 271502.993602915 | -191.993602915328 |
31 | 289802 | 287437.834877603 | 2364.16512239720 |
32 | 290726 | 290449.901625978 | 276.098374021991 |
33 | 292300 | 286220.66085687 | 6079.33914313024 |
34 | 278506 | 275744.128580695 | 2761.87141930477 |
35 | 269826 | 268266.069671557 | 1559.93032844313 |
36 | 265861 | 265715.61149782 | 145.388502180165 |
37 | 269034 | 265788.675922517 | 3245.32407748284 |
38 | 264176 | 261900.968859552 | 2275.03114044775 |
39 | 255198 | 257254.864396047 | -2056.86439604684 |
40 | 253353 | 255040.842410451 | -1687.842410451 |
41 | 246057 | 250744.767516426 | -4687.76751642582 |
42 | 235372 | 249787.000522913 | -14415.0005229128 |
43 | 258556 | 268770.157562880 | -10214.1575628795 |
44 | 260993 | 272617.084481827 | -11624.0844818273 |
45 | 254663 | 263212.730158769 | -8549.73015876943 |
46 | 250643 | 257227.677633369 | -6584.67763336876 |
47 | 243422 | 251562.069569435 | -8140.06956943548 |
48 | 247105 | 251974.968527609 | -4869.96852760877 |
49 | 248541 | 252670.496539456 | -4129.49653945622 |
50 | 245039 | 249352.012320064 | -4313.01232006353 |
51 | 237080 | 245398.60391396 | -8318.60391395993 |
52 | 237085 | 244048.328034282 | -6963.32803428215 |
53 | 225554 | 238749.741266503 | -13195.7412665029 |
54 | 226839 | 242679.361255263 | -15840.3612552632 |
55 | 247934 | 259503.436225879 | -11569.4362258794 |
56 | 248333 | 262228.909184357 | -13895.9091843565 |
57 | 246969 | 254140.28089674 | -7171.28089673972 |
58 | 245098 | 248533.011094386 | -3435.01109438648 |
59 | 246263 | 245433.153758197 | 829.84624180334 |
60 | 255765 | 248136.537471998 | 7628.46252800213 |
61 | 264319 | 250134.198137947 | 14184.8018620526 |
62 | 268347 | 250353.957802928 | 17993.0421970715 |
63 | 273046 | 249779.071050465 | 23266.928949535 |
64 | 273963 | 249380.33186452 | 24582.6681354801 |
65 | 267430 | 245752.598219664 | 21677.4017803359 |
66 | 271993 | 250314.310440690 | 21678.6895593104 |
67 | 292710 | 267101.570003513 | 25608.4299964874 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.00104059966562289 | 0.00208119933124579 | 0.998959400334377 |
6 | 0.0196288992398975 | 0.0392577984797951 | 0.980371100760102 |
7 | 0.0152493622307652 | 0.0304987244615305 | 0.984750637769235 |
8 | 0.00471179519729631 | 0.00942359039459262 | 0.995288204802704 |
9 | 0.00138970547707386 | 0.00277941095414771 | 0.998610294522926 |
10 | 0.000813670050581358 | 0.00162734010116272 | 0.999186329949419 |
11 | 0.000314823017378798 | 0.000629646034757596 | 0.99968517698262 |
12 | 9.18930629443465e-05 | 0.000183786125888693 | 0.999908106937056 |
13 | 2.47106487751642e-05 | 4.94212975503284e-05 | 0.999975289351225 |
14 | 7.07656147277191e-06 | 1.41531229455438e-05 | 0.999992923438527 |
15 | 1.85432410759590e-06 | 3.70864821519179e-06 | 0.999998145675892 |
16 | 4.34760639019229e-07 | 8.69521278038459e-07 | 0.99999956523936 |
17 | 1.10406242674004e-07 | 2.20812485348008e-07 | 0.999999889593757 |
18 | 2.40585492371650e-07 | 4.81170984743301e-07 | 0.999999759414508 |
19 | 6.83934173886577e-08 | 1.36786834777315e-07 | 0.999999931606583 |
20 | 1.62846223681723e-08 | 3.25692447363447e-08 | 0.999999983715378 |
21 | 5.03093332144809e-09 | 1.00618666428962e-08 | 0.999999994969067 |
22 | 6.96324192289415e-09 | 1.39264838457883e-08 | 0.999999993036758 |
23 | 5.89022359943381e-09 | 1.17804471988676e-08 | 0.999999994109776 |
24 | 6.29746946809062e-09 | 1.25949389361812e-08 | 0.99999999370253 |
25 | 2.84534478016425e-09 | 5.69068956032851e-09 | 0.999999997154655 |
26 | 3.49567558664325e-09 | 6.9913511732865e-09 | 0.999999996504324 |
27 | 4.90647524734652e-09 | 9.81295049469304e-09 | 0.999999995093525 |
28 | 7.97585378841928e-09 | 1.59517075768386e-08 | 0.999999992024146 |
29 | 7.809777220857e-09 | 1.5619554441714e-08 | 0.999999992190223 |
30 | 2.3231610064275e-09 | 4.646322012855e-09 | 0.99999999767684 |
31 | 7.38897032803957e-10 | 1.47779406560791e-09 | 0.999999999261103 |
32 | 2.06882451630177e-10 | 4.13764903260354e-10 | 0.999999999793117 |
33 | 1.75128942818334e-10 | 3.50257885636668e-10 | 0.99999999982487 |
34 | 6.86504671135594e-11 | 1.37300934227119e-10 | 0.99999999993135 |
35 | 2.35075430045574e-11 | 4.70150860091147e-11 | 0.999999999976492 |
36 | 6.51215297246021e-12 | 1.30243059449204e-11 | 0.999999999993488 |
37 | 3.3320703752254e-12 | 6.6641407504508e-12 | 0.999999999996668 |
38 | 1.26817395071544e-12 | 2.53634790143088e-12 | 0.999999999998732 |
39 | 3.21086264875726e-13 | 6.42172529751452e-13 | 0.999999999999679 |
40 | 7.67833682532071e-14 | 1.53566736506414e-13 | 0.999999999999923 |
41 | 2.55917850321551e-14 | 5.11835700643103e-14 | 0.999999999999974 |
42 | 9.74484560012574e-13 | 1.94896912002515e-12 | 0.999999999999025 |
43 | 2.94769181198869e-12 | 5.89538362397737e-12 | 0.999999999997052 |
44 | 2.22322743825744e-11 | 4.44645487651487e-11 | 0.999999999977768 |
45 | 2.49186815864726e-11 | 4.98373631729452e-11 | 0.999999999975081 |
46 | 1.34962952069873e-11 | 2.69925904139746e-11 | 0.999999999986504 |
47 | 7.87604645213027e-12 | 1.57520929042605e-11 | 0.999999999992124 |
48 | 3.04170971944714e-12 | 6.08341943889428e-12 | 0.999999999996958 |
49 | 1.18215998599462e-12 | 2.36431997198923e-12 | 0.999999999998818 |
50 | 4.31934692960309e-13 | 8.63869385920619e-13 | 0.999999999999568 |
51 | 2.22110175816047e-13 | 4.44220351632094e-13 | 0.999999999999778 |
52 | 9.66742863667377e-14 | 1.93348572733475e-13 | 0.999999999999903 |
53 | 3.06730803002057e-13 | 6.13461606004114e-13 | 0.999999999999693 |
54 | 3.42639894093472e-11 | 6.85279788186943e-11 | 0.999999999965736 |
55 | 3.64310520151234e-10 | 7.28621040302467e-10 | 0.99999999963569 |
56 | 4.22703230456607e-07 | 8.45406460913214e-07 | 0.99999957729677 |
57 | 0.000100030612360649 | 0.000200061224721298 | 0.99989996938764 |
58 | 0.00573643137261794 | 0.0114728627452359 | 0.994263568627382 |
59 | 0.117214327166318 | 0.234428654332636 | 0.882785672833682 |
60 | 0.640875888403288 | 0.718248223193423 | 0.359124111596712 |
61 | 0.925295512748117 | 0.149408974503766 | 0.0747044872518831 |
62 | 0.98654613189888 | 0.0269077362022381 | 0.0134538681011190 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 51 | 0.879310344827586 | NOK |
5% type I error level | 55 | 0.948275862068966 | NOK |
10% type I error level | 55 | 0.948275862068966 | NOK |