| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 4928.82758620690 -612.906533575318X[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) | 4928.82758620690 | 120.417939 | 40.931 | 0 | 0 |
| X | -612.906533575318 | 159.895703 | -3.8332 | 0.000288 | 0.000144 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.42938509090449 |
| R-squared | 0.184371556291057 |
| Adjusted R-squared | 0.171823426387843 |
| F-TEST (value) | 14.6931501118606 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 65 |
| p-value | 0.000287981500547541 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 648.470447711547 |
| Sum Squared Residuals | 27333404.9010889 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4143 | 4928.82758620689 | -785.827586206892 |
| 2 | 4429 | 4928.8275862069 | -499.827586206897 |
| 3 | 5219 | 4928.8275862069 | 290.172413793103 |
| 4 | 4929 | 4928.8275862069 | 0.172413793103402 |
| 5 | 5761 | 4928.8275862069 | 832.172413793103 |
| 6 | 5592 | 4928.8275862069 | 663.172413793103 |
| 7 | 4163 | 4928.8275862069 | -765.827586206897 |
| 8 | 4962 | 4928.8275862069 | 33.1724137931034 |
| 9 | 5208 | 4928.8275862069 | 279.172413793103 |
| 10 | 4755 | 4928.8275862069 | -173.827586206897 |
| 11 | 4491 | 4928.8275862069 | -437.827586206897 |
| 12 | 5732 | 4928.8275862069 | 803.172413793103 |
| 13 | 5731 | 4928.8275862069 | 802.172413793103 |
| 14 | 5040 | 4928.8275862069 | 111.172413793103 |
| 15 | 6102 | 4928.8275862069 | 1173.17241379310 |
| 16 | 4904 | 4928.8275862069 | -24.8275862068966 |
| 17 | 5369 | 4928.8275862069 | 440.172413793103 |
| 18 | 5578 | 4928.8275862069 | 649.172413793103 |
| 19 | 4619 | 4928.8275862069 | -309.827586206897 |
| 20 | 4731 | 4928.8275862069 | -197.827586206897 |
| 21 | 5011 | 4928.8275862069 | 82.1724137931034 |
| 22 | 5299 | 4928.8275862069 | 370.172413793103 |
| 23 | 4146 | 4928.8275862069 | -782.827586206897 |
| 24 | 4625 | 4928.8275862069 | -303.827586206897 |
| 25 | 4736 | 4928.8275862069 | -192.827586206897 |
| 26 | 4219 | 4928.8275862069 | -709.827586206897 |
| 27 | 5116 | 4928.8275862069 | 187.172413793103 |
| 28 | 4205 | 4928.8275862069 | -723.827586206897 |
| 29 | 4121 | 4928.8275862069 | -807.827586206897 |
| 30 | 5103 | 4315.92105263158 | 787.078947368421 |
| 31 | 4300 | 4315.92105263158 | -15.9210526315790 |
| 32 | 4578 | 4315.92105263158 | 262.078947368421 |
| 33 | 3809 | 4315.92105263158 | -506.921052631579 |
| 34 | 5657 | 4315.92105263158 | 1341.07894736842 |
| 35 | 4248 | 4315.92105263158 | -67.921052631579 |
| 36 | 3830 | 4315.92105263158 | -485.921052631579 |
| 37 | 4736 | 4315.92105263158 | 420.078947368421 |
| 38 | 4839 | 4315.92105263158 | 523.078947368421 |
| 39 | 4411 | 4315.92105263158 | 95.078947368421 |
| 40 | 4570 | 4315.92105263158 | 254.078947368421 |
| 41 | 4104 | 4315.92105263158 | -211.921052631579 |
| 42 | 4801 | 4315.92105263158 | 485.078947368421 |
| 43 | 3953 | 4315.92105263158 | -362.921052631579 |
| 44 | 3828 | 4315.92105263158 | -487.921052631579 |
| 45 | 4440 | 4315.92105263158 | 124.078947368421 |
| 46 | 4026 | 4315.92105263158 | -289.921052631579 |
| 47 | 4109 | 4315.92105263158 | -206.921052631579 |
| 48 | 4785 | 4315.92105263158 | 469.078947368421 |
| 49 | 3224 | 4315.92105263158 | -1091.92105263158 |
| 50 | 3552 | 4315.92105263158 | -763.921052631579 |
| 51 | 3940 | 4315.92105263158 | -375.921052631579 |
| 52 | 3913 | 4315.92105263158 | -402.921052631579 |
| 53 | 3681 | 4315.92105263158 | -634.921052631579 |
| 54 | 4309 | 4315.92105263158 | -6.92105263157897 |
| 55 | 3830 | 4315.92105263158 | -485.921052631579 |
| 56 | 4143 | 4315.92105263158 | -172.921052631579 |
| 57 | 4087 | 4315.92105263158 | -228.921052631579 |
| 58 | 3818 | 4315.92105263158 | -497.921052631579 |
| 59 | 3380 | 4315.92105263158 | -935.921052631579 |
| 60 | 3430 | 4315.92105263158 | -885.921052631579 |
| 61 | 3458 | 4315.92105263158 | -857.921052631579 |
| 62 | 3970 | 4315.92105263158 | -345.921052631579 |
| 63 | 5260 | 4315.92105263158 | 944.078947368421 |
| 64 | 5024 | 4315.92105263158 | 708.078947368421 |
| 65 | 5634 | 4315.92105263158 | 1318.07894736842 |
| 66 | 6549 | 4315.92105263158 | 2233.07894736842 |
| 67 | 4676 | 4315.92105263158 | 360.078947368421 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.7091788959996 | 0.581642208000799 | 0.290821104000399 |
| 6 | 0.676834585895131 | 0.646330828209738 | 0.323165414104869 |
| 7 | 0.702702759176838 | 0.594594481646324 | 0.297297240823162 |
| 8 | 0.582382452766156 | 0.835235094467687 | 0.417617547233844 |
| 9 | 0.482888243451887 | 0.965776486903773 | 0.517111756548113 |
| 10 | 0.376207566691325 | 0.752415133382651 | 0.623792433308675 |
| 11 | 0.316182765131223 | 0.632365530262447 | 0.683817234868777 |
| 12 | 0.377394945168196 | 0.754789890336392 | 0.622605054831804 |
| 13 | 0.415040557527508 | 0.830081115055016 | 0.584959442472492 |
| 14 | 0.325251433182128 | 0.650502866364256 | 0.674748566817872 |
| 15 | 0.493426238166391 | 0.986852476332783 | 0.506573761833609 |
| 16 | 0.410874373688836 | 0.821748747377672 | 0.589125626311164 |
| 17 | 0.357531019762217 | 0.715062039524434 | 0.642468980237783 |
| 18 | 0.348325380482981 | 0.696650760965963 | 0.651674619517019 |
| 19 | 0.307375205829824 | 0.614750411659649 | 0.692624794170176 |
| 20 | 0.25505652488145 | 0.5101130497629 | 0.74494347511855 |
| 21 | 0.200763460155192 | 0.401526920310384 | 0.799236539844808 |
| 22 | 0.173275276161143 | 0.346550552322286 | 0.826724723838857 |
| 23 | 0.211042772230083 | 0.422085544460166 | 0.788957227769917 |
| 24 | 0.174803755989369 | 0.349607511978738 | 0.825196244010631 |
| 25 | 0.138101250056964 | 0.276202500113927 | 0.861898749943036 |
| 26 | 0.143804716952915 | 0.287609433905829 | 0.856195283047085 |
| 27 | 0.122656738746581 | 0.245313477493163 | 0.877343261253419 |
| 28 | 0.123794432922149 | 0.247588865844297 | 0.876205567077851 |
| 29 | 0.128308846748679 | 0.256617693497359 | 0.87169115325132 |
| 30 | 0.110435428589801 | 0.220870857179601 | 0.8895645714102 |
| 31 | 0.0946072785427539 | 0.189214557085508 | 0.905392721457246 |
| 32 | 0.0694158233640045 | 0.138831646728009 | 0.930584176635995 |
| 33 | 0.070511226604095 | 0.14102245320819 | 0.929488773395905 |
| 34 | 0.151976862238057 | 0.303953724476114 | 0.848023137761943 |
| 35 | 0.121314751975003 | 0.242629503950006 | 0.878685248024997 |
| 36 | 0.117620547774751 | 0.235241095549502 | 0.882379452225249 |
| 37 | 0.094043889674829 | 0.188087779349658 | 0.90595611032517 |
| 38 | 0.078878421163086 | 0.157756842326172 | 0.921121578836914 |
| 39 | 0.0566954311066932 | 0.113390862213386 | 0.943304568893307 |
| 40 | 0.0407157135549407 | 0.0814314271098813 | 0.95928428644506 |
| 41 | 0.0300884472901759 | 0.0601768945803518 | 0.969911552709824 |
| 42 | 0.0239268686494418 | 0.0478537372988837 | 0.976073131350558 |
| 43 | 0.0188121076652083 | 0.0376242153304165 | 0.981187892334792 |
| 44 | 0.0160440804213925 | 0.0320881608427851 | 0.983955919578607 |
| 45 | 0.0101587471261795 | 0.0203174942523589 | 0.98984125287382 |
| 46 | 0.00685851648242198 | 0.0137170329648440 | 0.993141483517578 |
| 47 | 0.00425440510028575 | 0.0085088102005715 | 0.995745594899714 |
| 48 | 0.00316175258275038 | 0.00632350516550077 | 0.99683824741725 |
| 49 | 0.0072269348808452 | 0.0144538697616904 | 0.992773065119155 |
| 50 | 0.00788452841472898 | 0.0157690568294580 | 0.99211547158527 |
| 51 | 0.00524573971692708 | 0.0104914794338542 | 0.994754260283073 |
| 52 | 0.00349680094847543 | 0.00699360189695087 | 0.996503199051525 |
| 53 | 0.00311118761478018 | 0.00622237522956037 | 0.99688881238522 |
| 54 | 0.00161016569755772 | 0.00322033139511543 | 0.998389834302442 |
| 55 | 0.00114432762027467 | 0.00228865524054935 | 0.998855672379725 |
| 56 | 0.00058432339386578 | 0.00116864678773156 | 0.999415676606134 |
| 57 | 0.000300041342704096 | 0.000600082685408192 | 0.999699958657296 |
| 58 | 0.000223382146174107 | 0.000446764292348214 | 0.999776617853826 |
| 59 | 0.000630532708501073 | 0.00126106541700215 | 0.9993694672915 |
| 60 | 0.00249670778039643 | 0.00499341556079285 | 0.997503292219604 |
| 61 | 0.0214894113582672 | 0.0429788227165345 | 0.978510588641733 |
| 62 | 0.0899912773923654 | 0.179982554784731 | 0.910008722607635 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 11 | 0.189655172413793 | NOK |
| 5% type I error level | 20 | 0.344827586206897 | NOK |
| 10% type I error level | 22 | 0.379310344827586 | NOK |
