Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 214.097601517345 -0.93455974132132X[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) | 214.097601517345 | 37.270637 | 5.7444 | 0 | 0 |
X | -0.93455974132132 | 0.438498 | -2.1313 | 0.037316 | 0.018658 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.269496193141837 |
R-squared | 0.0726281981179421 |
Adjusted R-squared | 0.0566390291199758 |
F-TEST (value) | 4.54233726137856 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 58 |
p-value | 0.0373157680746052 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 32.992520766721 |
Sum Squared Residuals | 63133.3727394659 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 100 | 120.641627385213 | -20.6416273852127 |
2 | 94.97 | 114.352040326120 | -19.3820403261202 |
3 | 107.5 | 116.146395029457 | -8.64639502945716 |
4 | 124.27 | 124.239682389300 | 0.0303176107002066 |
5 | 107.06 | 131.426446800061 | -24.3664468000607 |
6 | 79.71 | 131.426446800061 | -51.7164468000608 |
7 | 163.41 | 128.725569147642 | 34.6844308523579 |
8 | 144.83 | 127.828391795974 | 17.0016082040264 |
9 | 166.82 | 128.725569147642 | 38.0944308523579 |
10 | 154.26 | 132.323624151729 | 21.9363758482708 |
11 | 132.6 | 134.117978855066 | -1.51797885506616 |
12 | 157.51 | 133.220801503398 | 24.2891984966023 |
13 | 104.02 | 123.333159440218 | -19.3131594402181 |
14 | 106.03 | 121.538804736881 | -15.5088047368812 |
15 | 113.23 | 122.435982088550 | -9.20598208854964 |
16 | 117.64 | 127.828391795974 | -10.1883917959737 |
17 | 113.34 | 131.426446800061 | -18.0864468000607 |
18 | 66.62 | 130.529269448392 | -63.9092694483923 |
19 | 185.99 | 129.632092096724 | 56.3579079032762 |
20 | 174.57 | 129.632092096724 | 44.9379079032762 |
21 | 208.19 | 131.426446800061 | 76.7635531999392 |
22 | 163.81 | 133.220801503398 | 30.5891984966023 |
23 | 162.46 | 133.220801503398 | 29.2391984966023 |
24 | 148.16 | 133.220801503398 | 14.9391984966023 |
25 | 113.41 | 126.034037092637 | -12.6240370926367 |
26 | 105.63 | 124.239682389300 | -18.6096823892998 |
27 | 111.79 | 126.034037092637 | -14.2440370926367 |
28 | 132.36 | 130.529269448392 | 1.83073055160774 |
29 | 110.75 | 133.220801503398 | -22.4708015033977 |
30 | 67.37 | 133.220801503398 | -65.8508015033977 |
31 | 178.29 | 132.323624151729 | 45.9663758482708 |
32 | 156.38 | 132.323624151729 | 24.0563758482708 |
33 | 189.71 | 132.323624151729 | 57.3863758482708 |
34 | 152.8 | 131.426446800061 | 21.3735531999393 |
35 | 150.8 | 135.015156206735 | 15.7848437932654 |
36 | 160.4 | 139.51038856249 | 20.8896114375098 |
37 | 127.25 | 138.613211210822 | -11.3632112108217 |
38 | 108.47 | 141.314088863240 | -32.8440888632403 |
39 | 117.09 | 144.902798269914 | -27.8127982699142 |
40 | 147.25 | 143.108443566577 | 4.14155643342275 |
41 | 116.19 | 143.108443566577 | -26.9184435665773 |
42 | 75.83 | 142.211266214909 | -66.3812662149088 |
43 | 181.94 | 143.108443566577 | 38.8315564334227 |
44 | 179.12 | 145.799975621583 | 33.3200243784174 |
45 | 183.15 | 150.295207977338 | 32.8547920226618 |
46 | 197.9 | 152.996085629757 | 44.9039143702432 |
47 | 155.42 | 155.687617684762 | -0.267617684762230 |
48 | 162.54 | 152.089562680675 | 10.4504373193249 |
49 | 125.9 | 140.407565914159 | -14.5075659141586 |
50 | 105.5 | 135.921679155816 | -30.4216791558163 |
51 | 121.11 | 139.51038856249 | -18.4003885624902 |
52 | 137.51 | 143.108443566577 | -5.59844356657726 |
53 | 97.2 | 146.697152973251 | -49.4971529732511 |
54 | 69.74 | 144.005620918246 | -74.2656209182457 |
55 | 152.58 | 139.51038856249 | 13.0696114375099 |
56 | 146.59 | 138.613211210822 | 7.9767887891783 |
57 | 161.16 | 140.407565914159 | 20.7524340858414 |
58 | 152.84 | 144.902798269914 | 7.93720173008583 |
59 | 121.95 | 149.398030625670 | -27.4480306256697 |
60 | 140.12 | 148.500853274001 | -8.38085327400126 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0477520540492521 | 0.0955041080985041 | 0.952247945950748 |
6 | 0.0851848682978938 | 0.170369736595788 | 0.914815131702106 |
7 | 0.403438196816777 | 0.806876393633554 | 0.596561803183223 |
8 | 0.368203324201228 | 0.736406648402456 | 0.631796675798772 |
9 | 0.452302765535845 | 0.90460553107169 | 0.547697234464155 |
10 | 0.375649281310077 | 0.751298562620154 | 0.624350718689923 |
11 | 0.278950090826277 | 0.557900181652554 | 0.721049909173723 |
12 | 0.223602418513333 | 0.447204837026666 | 0.776397581486667 |
13 | 0.170981395253633 | 0.341962790507267 | 0.829018604746367 |
14 | 0.120003735466361 | 0.240007470932723 | 0.879996264533639 |
15 | 0.0787799319409556 | 0.157559863881911 | 0.921220068059044 |
16 | 0.0522526748755487 | 0.104505349751097 | 0.94774732512445 |
17 | 0.041187199351846 | 0.082374398703692 | 0.958812800648154 |
18 | 0.167481031229127 | 0.334962062458254 | 0.832518968770873 |
19 | 0.310190031085964 | 0.620380062171928 | 0.689809968914036 |
20 | 0.365043129971266 | 0.730086259942532 | 0.634956870028734 |
21 | 0.649669276300311 | 0.700661447399378 | 0.350330723699689 |
22 | 0.611544284107687 | 0.776911431784625 | 0.388455715892313 |
23 | 0.569998603591855 | 0.860002792816289 | 0.430001396408145 |
24 | 0.501266511733506 | 0.997466976532988 | 0.498733488266494 |
25 | 0.433943749081998 | 0.867887498163996 | 0.566056250918002 |
26 | 0.376361304184344 | 0.752722608368689 | 0.623638695815655 |
27 | 0.31857245765379 | 0.63714491530758 | 0.68142754234621 |
28 | 0.254666987320817 | 0.509333974641634 | 0.745333012679183 |
29 | 0.247601489725774 | 0.495202979451548 | 0.752398510274226 |
30 | 0.522607807223761 | 0.954784385552478 | 0.477392192776239 |
31 | 0.551646616469542 | 0.896706767060916 | 0.448353383530458 |
32 | 0.499516731571934 | 0.999033463143868 | 0.500483268428066 |
33 | 0.635730249535567 | 0.728539500928865 | 0.364269750464432 |
34 | 0.61312341423793 | 0.773753171524141 | 0.386876585762071 |
35 | 0.581220843359083 | 0.837558313281834 | 0.418779156640917 |
36 | 0.560245747634492 | 0.879508504731016 | 0.439754252365508 |
37 | 0.511711929245317 | 0.976576141509366 | 0.488288070754683 |
38 | 0.524324160236344 | 0.951351679527311 | 0.475675839763656 |
39 | 0.51271420479959 | 0.97457159040082 | 0.48728579520041 |
40 | 0.439208234272266 | 0.878416468544532 | 0.560791765727734 |
41 | 0.402545863267512 | 0.805091726535024 | 0.597454136732488 |
42 | 0.60597348209512 | 0.788053035809761 | 0.394026517904880 |
43 | 0.659483147426795 | 0.681033705146409 | 0.340516852573205 |
44 | 0.673936132344232 | 0.652127735311536 | 0.326063867655768 |
45 | 0.671678700964059 | 0.656642598071882 | 0.328321299035941 |
46 | 0.773543569162332 | 0.452912861675336 | 0.226456430837668 |
47 | 0.71220769441226 | 0.57558461117548 | 0.28779230558774 |
48 | 0.71668499734322 | 0.56663000531356 | 0.28331500265678 |
49 | 0.627366364588773 | 0.745267270822454 | 0.372633635411227 |
50 | 0.651138829283553 | 0.697722341432894 | 0.348861170716447 |
51 | 0.589292485140439 | 0.821415029719122 | 0.410707514859561 |
52 | 0.468395223732779 | 0.936790447465558 | 0.531604776267221 |
53 | 0.449871223872662 | 0.899742447745324 | 0.550128776127338 |
54 | 0.985283129054709 | 0.0294337418905818 | 0.0147168709452909 |
55 | 0.947937899823475 | 0.104124200353051 | 0.0520621001765254 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 1 | 0.0196078431372549 | OK |
10% type I error level | 3 | 0.0588235294117647 | OK |