Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 3559.40540540541 + 893.594594594594X[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) | 3559.40540540541 | 153.055004 | 23.2557 | 0 | 0 |
X | 893.594594594594 | 558.877855 | 1.5989 | 0.112515 | 0.056258 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.145622439036970 |
R-squared | 0.0212058947510761 |
Adjusted R-squared | 0.0129110294523564 |
F-TEST (value) | 2.55650863364222 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 118 |
p-value | 0.112515184877864 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1612.53452664851 |
Sum Squared Residuals | 306831576.756757 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1579 | 3559.4054054054 | -1980.40540540540 |
2 | 2146 | 3559.4054054054 | -1413.40540540540 |
3 | 2462 | 3559.40540540540 | -1097.40540540541 |
4 | 3695 | 3559.40540540541 | 135.594594594595 |
5 | 4831 | 3559.40540540540 | 1271.59459459459 |
6 | 5134 | 3559.40540540540 | 1574.59459459459 |
7 | 6250 | 3559.40540540541 | 2690.59459459459 |
8 | 5760 | 3559.40540540541 | 2200.59459459459 |
9 | 6249 | 3559.40540540541 | 2689.59459459459 |
10 | 2917 | 3559.40540540541 | -642.405405405405 |
11 | 1741 | 3559.40540540540 | -1818.40540540541 |
12 | 2359 | 3559.40540540540 | -1200.40540540541 |
13 | 1511 | 4453 | -2942 |
14 | 2059 | 3559.40540540540 | -1500.40540540541 |
15 | 2635 | 3559.40540540541 | -924.405405405405 |
16 | 2867 | 3559.40540540541 | -692.405405405405 |
17 | 4403 | 3559.40540540541 | 843.594594594595 |
18 | 5720 | 3559.40540540541 | 2160.59459459459 |
19 | 4502 | 3559.40540540541 | 942.594594594595 |
20 | 5749 | 3559.40540540541 | 2189.59459459459 |
21 | 5627 | 3559.40540540541 | 2067.59459459459 |
22 | 2846 | 3559.40540540541 | -713.405405405405 |
23 | 1762 | 3559.40540540540 | -1797.40540540541 |
24 | 2429 | 3559.40540540540 | -1130.40540540541 |
25 | 1169 | 3559.40540540541 | -2390.40540540541 |
26 | 2154 | 4453 | -2299 |
27 | 2249 | 3559.40540540540 | -1310.40540540541 |
28 | 2687 | 3559.40540540541 | -872.405405405405 |
29 | 4359 | 3559.40540540541 | 799.594594594595 |
30 | 5382 | 3559.40540540540 | 1822.59459459459 |
31 | 4459 | 3559.40540540541 | 899.594594594595 |
32 | 6398 | 3559.40540540541 | 2838.59459459459 |
33 | 4596 | 3559.40540540540 | 1036.59459459459 |
34 | 3024 | 3559.40540540541 | -535.405405405405 |
35 | 1887 | 3559.40540540540 | -1672.40540540541 |
36 | 2070 | 3559.40540540540 | -1489.40540540541 |
37 | 1351 | 3559.40540540541 | -2208.40540540541 |
38 | 2218 | 3559.40540540540 | -1341.40540540541 |
39 | 2461 | 4453 | -1992 |
40 | 3028 | 3559.40540540541 | -531.405405405405 |
41 | 4784 | 3559.40540540540 | 1224.59459459459 |
42 | 4975 | 3559.40540540540 | 1415.59459459459 |
43 | 4607 | 3559.40540540540 | 1047.59459459459 |
44 | 6249 | 3559.40540540541 | 2689.59459459459 |
45 | 4809 | 3559.40540540540 | 1249.59459459459 |
46 | 3157 | 3559.40540540541 | -402.405405405405 |
47 | 1910 | 3559.40540540540 | -1649.40540540541 |
48 | 2228 | 3559.40540540540 | -1331.40540540541 |
49 | 1594 | 3559.40540540540 | -1965.40540540541 |
50 | 2467 | 3559.40540540540 | -1092.40540540541 |
51 | 2222 | 3559.40540540540 | -1337.40540540541 |
52 | 3607 | 4453 | -846 |
53 | 4685 | 3559.40540540540 | 1125.59459459459 |
54 | 4962 | 3559.40540540540 | 1402.59459459459 |
55 | 5770 | 3559.40540540541 | 2210.59459459459 |
56 | 5480 | 3559.40540540541 | 1920.59459459459 |
57 | 5000 | 3559.40540540540 | 1440.59459459459 |
58 | 3228 | 3559.40540540541 | -331.405405405405 |
59 | 1993 | 3559.40540540540 | -1566.40540540541 |
60 | 2288 | 3559.40540540540 | -1271.40540540541 |
61 | 1580 | 3559.40540540540 | -1979.40540540541 |
62 | 2111 | 3559.40540540540 | -1448.40540540541 |
63 | 2192 | 3559.40540540540 | -1367.40540540541 |
64 | 3601 | 3559.40540540541 | 41.5945945945947 |
65 | 4665 | 4453 | 212.000000000000 |
66 | 4876 | 3559.40540540540 | 1316.59459459459 |
67 | 5813 | 3559.40540540541 | 2253.59459459459 |
68 | 5589 | 3559.40540540541 | 2029.59459459459 |
69 | 5331 | 3559.40540540540 | 1771.59459459459 |
70 | 3075 | 3559.40540540541 | -484.405405405405 |
71 | 2002 | 3559.40540540540 | -1557.40540540541 |
72 | 2306 | 3559.40540540540 | -1253.40540540541 |
73 | 1507 | 3559.40540540541 | -2052.40540540541 |
74 | 1992 | 3559.40540540540 | -1567.40540540541 |
75 | 2487 | 3559.40540540540 | -1072.40540540541 |
76 | 3490 | 3559.40540540541 | -69.4054054054053 |
77 | 4647 | 3559.40540540540 | 1087.59459459459 |
78 | 5594 | 4453 | 1141 |
79 | 5611 | 3559.40540540541 | 2051.59459459459 |
80 | 5788 | 3559.40540540541 | 2228.59459459459 |
81 | 6204 | 3559.40540540541 | 2644.59459459459 |
82 | 3013 | 3559.40540540541 | -546.405405405405 |
83 | 1931 | 3559.40540540540 | -1628.40540540541 |
84 | 2549 | 3559.40540540541 | -1010.40540540541 |
85 | 1504 | 3559.40540540541 | -2055.40540540541 |
86 | 2090 | 3559.40540540540 | -1469.40540540541 |
87 | 2702 | 3559.40540540541 | -857.405405405405 |
88 | 2939 | 3559.40540540541 | -620.405405405405 |
89 | 4500 | 3559.40540540541 | 940.594594594595 |
90 | 6208 | 3559.40540540541 | 2648.59459459459 |
91 | 6415 | 4453 | 1962 |
92 | 5657 | 3559.40540540541 | 2097.59459459459 |
93 | 5964 | 3559.40540540541 | 2404.59459459459 |
94 | 3163 | 3559.40540540541 | -396.405405405405 |
95 | 1997 | 3559.40540540540 | -1562.40540540541 |
96 | 2422 | 3559.40540540540 | -1137.40540540541 |
97 | 1376 | 3559.40540540541 | -2183.40540540541 |
98 | 2202 | 3559.40540540540 | -1357.40540540541 |
99 | 2683 | 3559.40540540541 | -876.405405405405 |
100 | 3303 | 3559.40540540541 | -256.405405405405 |
101 | 5202 | 3559.40540540540 | 1642.59459459459 |
102 | 5231 | 3559.40540540540 | 1671.59459459459 |
103 | 4880 | 3559.40540540540 | 1320.59459459459 |
104 | 7998 | 4453 | 3545 |
105 | 4977 | 3559.40540540540 | 1417.59459459459 |
106 | 3531 | 3559.40540540541 | -28.4054054054053 |
107 | 2025 | 3559.40540540540 | -1534.40540540541 |
108 | 2205 | 3559.40540540540 | -1354.40540540541 |
109 | 1442 | 3559.40540540541 | -2117.40540540541 |
110 | 2238 | 3559.40540540540 | -1321.40540540541 |
111 | 2179 | 3559.40540540540 | -1380.40540540541 |
112 | 3218 | 3559.40540540541 | -341.405405405405 |
113 | 5139 | 3559.40540540540 | 1579.59459459459 |
114 | 4990 | 3559.40540540540 | 1430.59459459459 |
115 | 4914 | 3559.40540540540 | 1354.59459459459 |
116 | 6084 | 3559.40540540541 | 2524.59459459459 |
117 | 5672 | 4453 | 1219 |
118 | 3548 | 3559.40540540541 | -11.4054054054053 |
119 | 1793 | 3559.40540540540 | -1766.40540540541 |
120 | 2086 | 3559.40540540540 | -1473.40540540541 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.539377372347707 | 0.921245255304586 | 0.460622627652293 |
6 | 0.60428684136613 | 0.79142631726774 | 0.39571315863387 |
7 | 0.772870687310764 | 0.454258625378473 | 0.227129312689236 |
8 | 0.785205296890918 | 0.429589406218164 | 0.214794703109082 |
9 | 0.82285069029481 | 0.354298619410381 | 0.177149309705190 |
10 | 0.783380159216758 | 0.433239681566484 | 0.216619840783242 |
11 | 0.821371674194893 | 0.357256651610215 | 0.178628325805107 |
12 | 0.799492809690753 | 0.401014380618495 | 0.200507190309247 |
13 | 0.757859949552731 | 0.484280100894537 | 0.242140050447269 |
14 | 0.75110831872541 | 0.49778336254918 | 0.24889168127459 |
15 | 0.703464400311323 | 0.593071199377354 | 0.296535599688677 |
16 | 0.641474397575283 | 0.717051204849434 | 0.358525602424717 |
17 | 0.585761892109765 | 0.82847621578047 | 0.414238107890235 |
18 | 0.633493442868743 | 0.733013114262514 | 0.366506557131257 |
19 | 0.578672293168481 | 0.842655413663039 | 0.421327706831519 |
20 | 0.615075419537495 | 0.76984916092501 | 0.384924580462505 |
21 | 0.63092740972851 | 0.73814518054298 | 0.36907259027149 |
22 | 0.588700409997802 | 0.822599180004396 | 0.411299590002198 |
23 | 0.623928859444163 | 0.752142281111674 | 0.376071140555837 |
24 | 0.599095632147931 | 0.801808735704138 | 0.400904367852069 |
25 | 0.67911646200187 | 0.641767075996261 | 0.320883537998131 |
26 | 0.663856776334902 | 0.672286447330197 | 0.336143223665098 |
27 | 0.644932592997377 | 0.710134814005245 | 0.355067407002623 |
28 | 0.601968506758813 | 0.796062986482374 | 0.398031493241187 |
29 | 0.556080459745935 | 0.88783908050813 | 0.443919540254065 |
30 | 0.572409835682349 | 0.855180328635303 | 0.427590164317651 |
31 | 0.528691822892864 | 0.942616354214272 | 0.471308177107136 |
32 | 0.643940719528894 | 0.712118560942212 | 0.356059280471106 |
33 | 0.605989636570285 | 0.788020726859431 | 0.394010363429715 |
34 | 0.558321568725133 | 0.883356862549735 | 0.441678431274867 |
35 | 0.572142730285961 | 0.855714539428078 | 0.427857269714039 |
36 | 0.569332705783754 | 0.861334588432493 | 0.430667294216246 |
37 | 0.623077203843115 | 0.75384559231377 | 0.376922796156885 |
38 | 0.606912955823023 | 0.786174088353954 | 0.393087044176977 |
39 | 0.618776350311813 | 0.762447299376374 | 0.381223649688187 |
40 | 0.570088342676904 | 0.859823314646192 | 0.429911657323096 |
41 | 0.548773486535572 | 0.902453026928855 | 0.451226513464428 |
42 | 0.537899045338056 | 0.924201909323887 | 0.462100954661944 |
43 | 0.50629213787446 | 0.98741572425108 | 0.49370786212554 |
44 | 0.607246876309098 | 0.785506247381804 | 0.392753123690902 |
45 | 0.585244579111929 | 0.829510841776143 | 0.414755420888071 |
46 | 0.536396325905693 | 0.927207348188615 | 0.463603674094308 |
47 | 0.545910746944334 | 0.908178506111333 | 0.454089253055666 |
48 | 0.532871542213808 | 0.934256915572384 | 0.467128457786192 |
49 | 0.564842693021393 | 0.870314613957214 | 0.435157306978607 |
50 | 0.537712086101019 | 0.924575827797962 | 0.462287913898981 |
51 | 0.523117934485476 | 0.953764131029048 | 0.476882065514524 |
52 | 0.540251279507454 | 0.919497440985093 | 0.459748720492546 |
53 | 0.515104021537753 | 0.969791956924495 | 0.484895978462247 |
54 | 0.505034783852826 | 0.989930432294347 | 0.494965216147174 |
55 | 0.558176170992368 | 0.883647658015264 | 0.441823829007632 |
56 | 0.584868621267326 | 0.830262757465349 | 0.415131378732674 |
57 | 0.577340957940296 | 0.845318084119407 | 0.422659042059704 |
58 | 0.527847144917119 | 0.944305710165761 | 0.472152855082881 |
59 | 0.529295008551535 | 0.94140998289693 | 0.470704991448465 |
60 | 0.512035564181562 | 0.975928871636876 | 0.487964435818438 |
61 | 0.544635093781997 | 0.910729812436006 | 0.455364906218003 |
62 | 0.537611006217464 | 0.924777987565071 | 0.462388993782536 |
63 | 0.525726930507313 | 0.948546138985375 | 0.474273069492687 |
64 | 0.472946201007433 | 0.945892402014867 | 0.527053798992567 |
65 | 0.48910658061322 | 0.97821316122644 | 0.51089341938678 |
66 | 0.473795724357078 | 0.947591448714157 | 0.526204275642922 |
67 | 0.532135448810771 | 0.935729102378457 | 0.467864551189229 |
68 | 0.570775346834766 | 0.858449306330467 | 0.429224653165233 |
69 | 0.589211731723462 | 0.821576536553076 | 0.410788268276538 |
70 | 0.540998960181094 | 0.918002079637811 | 0.459001039818906 |
71 | 0.53895213563981 | 0.92209572872038 | 0.46104786436019 |
72 | 0.518619183798245 | 0.96276163240351 | 0.481380816201755 |
73 | 0.556874572373497 | 0.886250855253006 | 0.443125427626503 |
74 | 0.557572130851967 | 0.884855738296066 | 0.442427869148033 |
75 | 0.529631410026264 | 0.940737179947472 | 0.470368589973736 |
76 | 0.475056443783657 | 0.950112887567315 | 0.524943556216343 |
77 | 0.446193727989762 | 0.892387455979524 | 0.553806272010238 |
78 | 0.452861492294449 | 0.905722984588898 | 0.547138507705551 |
79 | 0.491788791587641 | 0.983577583175281 | 0.508211208412359 |
80 | 0.551972299905105 | 0.89605540018979 | 0.448027700094895 |
81 | 0.663253618125037 | 0.673492763749927 | 0.336746381874963 |
82 | 0.614290534774079 | 0.771418930451843 | 0.385709465225921 |
83 | 0.613630857729198 | 0.772738284541604 | 0.386369142270802 |
84 | 0.578063139357664 | 0.843873721284672 | 0.421936860642336 |
85 | 0.616212361992126 | 0.767575276015748 | 0.383787638007874 |
86 | 0.609512085202908 | 0.780975829594184 | 0.390487914797092 |
87 | 0.569583426985726 | 0.860833146028549 | 0.430416573014274 |
88 | 0.520214785435949 | 0.959570429128102 | 0.479785214564051 |
89 | 0.479602363497096 | 0.959204726994193 | 0.520397636502903 |
90 | 0.594248159473679 | 0.811503681052642 | 0.405751840526321 |
91 | 0.580199809078393 | 0.839600381843214 | 0.419800190921607 |
92 | 0.635486817486701 | 0.729026365026598 | 0.364513182513299 |
93 | 0.733379912393756 | 0.533240175212488 | 0.266620087606244 |
94 | 0.677632096623514 | 0.644735806752971 | 0.322367903376486 |
95 | 0.666255499977132 | 0.667489000045736 | 0.333744500022868 |
96 | 0.629601349165579 | 0.740797301668842 | 0.370398650834421 |
97 | 0.683092107960926 | 0.633815784078147 | 0.316907892039074 |
98 | 0.667471409059218 | 0.665057181881564 | 0.332528590940782 |
99 | 0.623280680173759 | 0.753438639652482 | 0.376719319826241 |
100 | 0.554672521808984 | 0.890654956382032 | 0.445327478191016 |
101 | 0.557015062882748 | 0.885969874234503 | 0.442984937117252 |
102 | 0.571050438698396 | 0.857899122603208 | 0.428949561301604 |
103 | 0.559370158445352 | 0.881259683109295 | 0.440629841554648 |
104 | 0.611698513996306 | 0.776602972007388 | 0.388301486003694 |
105 | 0.618074401267422 | 0.763851197465156 | 0.381925598732578 |
106 | 0.534692531439566 | 0.930614937120869 | 0.465307468560434 |
107 | 0.500400299828722 | 0.999199400342555 | 0.499599700171277 |
108 | 0.455528199826782 | 0.911056399653564 | 0.544471800173218 |
109 | 0.516377816689874 | 0.967244366620251 | 0.483622183310126 |
110 | 0.494285564768084 | 0.988571129536168 | 0.505714435231916 |
111 | 0.500279721955381 | 0.999440556089238 | 0.499720278044619 |
112 | 0.408704700600983 | 0.817409401201967 | 0.591295299399017 |
113 | 0.344771187434488 | 0.689542374868977 | 0.655228812565512 |
114 | 0.278851029169539 | 0.557702058339078 | 0.721148970830461 |
115 | 0.223761423588485 | 0.44752284717697 | 0.776238576411515 |
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 | 0 | 0 | OK |