| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 622302.290621278 + 0.951593363958837X[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) | 622302.290621278 | 875432.84121 | 0.7109 | 0.480026 | 0.240013 |
| X | 0.951593363958837 | 0.050064 | 19.0076 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.92826203881921 |
| R-squared | 0.861670412712797 |
| Adjusted R-squared | 0.859285419828535 |
| F-TEST (value) | 361.28846270306 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 746250.058393388 |
| Sum Squared Residuals | 32299570679823.8 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 13768040.14 | 14640983.8586929 | -872943.718692889 |
| 2 | 17487530.67 | 16296529.1190656 | 1191001.55093439 |
| 3 | 16198106.13 | 15099820.8440706 | 1098285.28592938 |
| 4 | 17535166.38 | 17405923.0980325 | 129243.281967519 |
| 5 | 16571771.6 | 17724705.3809571 | -1152933.78095711 |
| 6 | 16198892.67 | 16700647.9158867 | -501755.245886667 |
| 7 | 16554237.93 | 16511966.3548023 | 42271.5751976807 |
| 8 | 19554176.37 | 19360678.6877210 | 193497.682278985 |
| 9 | 15903762.33 | 15781851.4075353 | 121910.922464657 |
| 10 | 18003781.65 | 17222483.0939996 | 781298.556000439 |
| 11 | 18329610.38 | 17464905.2146822 | 864705.165317807 |
| 12 | 16260733.42 | 15076812.1349004 | 1183921.28509961 |
| 13 | 14851949.2 | 15536361.2546880 | -684412.05468797 |
| 14 | 18174068.44 | 16971432.1340431 | 1202636.30595691 |
| 15 | 18406552.23 | 17432097.6726812 | 974454.5573188 |
| 16 | 18466459.42 | 17620505.0987493 | 845954.321250743 |
| 17 | 16016524.6 | 16002229.1352150 | 14295.4647850197 |
| 18 | 17428458.32 | 17240575.5863736 | 187882.733626429 |
| 19 | 17167191.42 | 16582532.9311665 | 584658.488833477 |
| 20 | 19629987.6 | 18804264.88107 | 825722.718930002 |
| 21 | 17183629.01 | 16534193.9675916 | 649435.042408389 |
| 22 | 18344657.85 | 17904444.2577603 | 440213.592239749 |
| 23 | 19301440.71 | 18236239.5038095 | 1065201.20619045 |
| 24 | 18147463.68 | 17563269.6031713 | 584194.076828708 |
| 25 | 16192909.22 | 16237825.4481501 | -44916.2281501340 |
| 26 | 18374420.6 | 17720286.3812095 | 654134.21879051 |
| 27 | 20515191.95 | 19926898.3880256 | 588293.561974445 |
| 28 | 18957217.2 | 19213849.0592176 | -256631.859217607 |
| 29 | 16471529.53 | 17771812.8590119 | -1300283.32901192 |
| 30 | 18746813.27 | 19839080.5563689 | -1092267.28636888 |
| 31 | 19009453.59 | 18749772.0203060 | 259681.569694032 |
| 32 | 19211178.55 | 19887044.3923238 | -675865.842323786 |
| 33 | 20547653.75 | 21056154.2044877 | -508500.454487705 |
| 34 | 19325754.03 | 19343572.5313847 | -17818.5013846826 |
| 35 | 20605542.58 | 20656366.0900342 | -50823.5100341689 |
| 36 | 20056915.06 | 19805929.5272272 | 250985.532772766 |
| 37 | 16141449.72 | 17944754.1903905 | -1803304.47039049 |
| 38 | 20359793.22 | 20881215.8497596 | -521422.629759599 |
| 39 | 19711553.27 | 20065577.3624365 | -354024.09243645 |
| 40 | 15638580.7 | 16971052.2294244 | -1332471.52942440 |
| 41 | 14384486 | 15673451.1918882 | -1288965.19188819 |
| 42 | 13855616.12 | 14964545.947505 | -1108929.82750501 |
| 43 | 14308336.46 | 14440504.3003432 | -132167.840343172 |
| 44 | 15290621.44 | 15532618.2954139 | -241996.85541391 |
| 45 | 14423755.53 | 14274702.0031838 | 149053.52681624 |
| 46 | 13779681.49 | 13831377.5121879 | -51696.0221879407 |
| 47 | 15686348.94 | 15339591.6733863 | 346757.266613676 |
| 48 | 14733828.17 | 14171310.2517935 | 562517.918206471 |
| 49 | 12522497.94 | 13523732.2117143 | -1001234.27171434 |
| 50 | 16189383.57 | 15969210.1872323 | 220173.382767750 |
| 51 | 16059123.25 | 16603260.5663681 | -544137.316368076 |
| 52 | 16007123.26 | 15861125.4913968 | 145997.768603215 |
| 53 | 15806842.33 | 16673652.7347005 | -866810.404700534 |
| 54 | 15159951.13 | 15861673.3998239 | -701722.269823885 |
| 55 | 15692144.17 | 15732267.7788722 | -40123.6088722397 |
| 56 | 18908869.11 | 18383696.4512063 | 525172.658793719 |
| 57 | 16969881.42 | 17715326.6956284 | -745445.275628403 |
| 58 | 16997477.78 | 17115977.1676824 | -118499.387682369 |
| 59 | 19858875.65 | 19218402.9473246 | 640472.70267543 |
| 60 | 17681170.13 | 16993091.2459249 | 688078.884075113 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.954437822118796 | 0.0911243557624073 | 0.0455621778812036 |
| 6 | 0.920212295682767 | 0.159575408634467 | 0.0797877043172333 |
| 7 | 0.858402391152146 | 0.283195217695708 | 0.141597608847854 |
| 8 | 0.807106331174334 | 0.385787337651333 | 0.192893668825666 |
| 9 | 0.716815997318223 | 0.566368005363554 | 0.283184002681777 |
| 10 | 0.704398213476034 | 0.591203573047931 | 0.295601786523966 |
| 11 | 0.698346114475468 | 0.603307771049064 | 0.301653885524532 |
| 12 | 0.742845612670912 | 0.514308774658177 | 0.257154387329088 |
| 13 | 0.763382396725437 | 0.473235206549127 | 0.236617603274563 |
| 14 | 0.818608352080664 | 0.362783295838673 | 0.181391647919337 |
| 15 | 0.823956937096124 | 0.352086125807752 | 0.176043062903876 |
| 16 | 0.810363629461834 | 0.379272741076332 | 0.189636370538166 |
| 17 | 0.754362696778803 | 0.491274606442393 | 0.245637303221197 |
| 18 | 0.689434531596438 | 0.621130936807123 | 0.310565468403562 |
| 19 | 0.644766349519168 | 0.710467300961664 | 0.355233650480832 |
| 20 | 0.626037777556035 | 0.74792444488793 | 0.373962222443965 |
| 21 | 0.594787388945015 | 0.81042522210997 | 0.405212611054985 |
| 22 | 0.538325935527661 | 0.923348128944678 | 0.461674064472339 |
| 23 | 0.591560693012293 | 0.816878613975414 | 0.408439306987707 |
| 24 | 0.56183103179368 | 0.87633793641264 | 0.43816896820632 |
| 25 | 0.502169005067732 | 0.995661989864536 | 0.497830994932268 |
| 26 | 0.490356481934352 | 0.980712963868705 | 0.509643518065648 |
| 27 | 0.476606194183095 | 0.95321238836619 | 0.523393805816905 |
| 28 | 0.464396080623263 | 0.928792161246526 | 0.535603919376737 |
| 29 | 0.6939767176612 | 0.612046564677601 | 0.306023282338800 |
| 30 | 0.785176742558876 | 0.429646514882247 | 0.214823257441124 |
| 31 | 0.746156521348277 | 0.507686957303445 | 0.253843478651723 |
| 32 | 0.728229558405805 | 0.543540883188391 | 0.271770441594195 |
| 33 | 0.678353224615811 | 0.643293550768377 | 0.321646775384189 |
| 34 | 0.610238388575136 | 0.779523222849728 | 0.389761611424864 |
| 35 | 0.537161479583728 | 0.925677040832544 | 0.462838520416272 |
| 36 | 0.491918632589797 | 0.983837265179594 | 0.508081367410203 |
| 37 | 0.817399304243678 | 0.365201391512643 | 0.182600695756322 |
| 38 | 0.778185373822069 | 0.443629252355863 | 0.221814626177932 |
| 39 | 0.726547062371612 | 0.546905875256776 | 0.273452937628388 |
| 40 | 0.866838206761335 | 0.266323586477329 | 0.133161793238664 |
| 41 | 0.941853091732224 | 0.116293816535553 | 0.0581469082677764 |
| 42 | 0.967722740309507 | 0.0645545193809863 | 0.0322772596904932 |
| 43 | 0.947849674503664 | 0.104300650992672 | 0.052150325496336 |
| 44 | 0.92025365749556 | 0.159492685008879 | 0.0797463425044396 |
| 45 | 0.889288047372794 | 0.221423905254411 | 0.110711952627206 |
| 46 | 0.84322918738987 | 0.313541625220259 | 0.156770812610130 |
| 47 | 0.815299461014158 | 0.369401077971683 | 0.184700538985842 |
| 48 | 0.899492139521855 | 0.201015720956290 | 0.100507860478145 |
| 49 | 0.862847348716423 | 0.274305302567153 | 0.137152651283577 |
| 50 | 0.832405788525435 | 0.335188422949129 | 0.167594211474565 |
| 51 | 0.774525606184692 | 0.450948787630616 | 0.225474393815308 |
| 52 | 0.72842205135809 | 0.543155897283820 | 0.271577948641910 |
| 53 | 0.734424903387573 | 0.531150193224853 | 0.265575096612427 |
| 54 | 0.667001972600282 | 0.665996054799435 | 0.332998027399718 |
| 55 | 0.499443774486659 | 0.998887548973318 | 0.500556225513341 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 2 | 0.0392156862745098 | OK |
