| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 6.53684210526316 -0.0319401444788443X[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) | 6.53684210526316 | 0.071895 | 90.9217 | 0 | 0 |
| X | -0.0319401444788443 | 0.094975 | -0.3363 | 0.737455 | 0.368727 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.0360316991397718 |
| R-squared | 0.00129828334289903 |
| Adjusted R-squared | -0.0101810467336194 |
| F-TEST (value) | 0.113097483411052 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 87 |
| p-value | 0.737454668526929 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.443192383986229 |
| Sum Squared Residuals | 17.0884955624355 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 5.81 | 6.53684210526316 | -0.726842105263157 |
| 2 | 5.76 | 6.53684210526316 | -0.776842105263158 |
| 3 | 5.99 | 6.53684210526316 | -0.546842105263158 |
| 4 | 6.12 | 6.53684210526316 | -0.416842105263158 |
| 5 | 6.03 | 6.53684210526316 | -0.506842105263158 |
| 6 | 6.25 | 6.53684210526316 | -0.286842105263158 |
| 7 | 5.8 | 6.53684210526316 | -0.736842105263158 |
| 8 | 5.67 | 6.53684210526316 | -0.866842105263158 |
| 9 | 5.89 | 6.53684210526316 | -0.646842105263158 |
| 10 | 5.91 | 6.53684210526316 | -0.626842105263158 |
| 11 | 5.86 | 6.53684210526316 | -0.676842105263158 |
| 12 | 6.07 | 6.53684210526316 | -0.466842105263158 |
| 13 | 6.27 | 6.53684210526316 | -0.266842105263158 |
| 14 | 6.68 | 6.53684210526316 | 0.143157894736842 |
| 15 | 6.77 | 6.53684210526316 | 0.233157894736842 |
| 16 | 6.71 | 6.53684210526316 | 0.173157894736842 |
| 17 | 6.62 | 6.53684210526316 | 0.0831578947368422 |
| 18 | 6.5 | 6.53684210526316 | -0.0368421052631579 |
| 19 | 5.89 | 6.53684210526316 | -0.646842105263158 |
| 20 | 6.05 | 6.53684210526316 | -0.486842105263158 |
| 21 | 6.43 | 6.53684210526316 | -0.106842105263158 |
| 22 | 6.47 | 6.53684210526316 | -0.0668421052631582 |
| 23 | 6.62 | 6.53684210526316 | 0.0831578947368422 |
| 24 | 6.77 | 6.53684210526316 | 0.233157894736842 |
| 25 | 6.7 | 6.53684210526316 | 0.163157894736842 |
| 26 | 6.95 | 6.53684210526316 | 0.413157894736842 |
| 27 | 6.73 | 6.53684210526316 | 0.193157894736843 |
| 28 | 7.07 | 6.53684210526316 | 0.533157894736842 |
| 29 | 7.28 | 6.53684210526316 | 0.743157894736842 |
| 30 | 7.32 | 6.53684210526316 | 0.783157894736842 |
| 31 | 6.76 | 6.53684210526316 | 0.223157894736842 |
| 32 | 6.93 | 6.53684210526316 | 0.393157894736842 |
| 33 | 6.99 | 6.53684210526316 | 0.453157894736842 |
| 34 | 7.16 | 6.53684210526316 | 0.623157894736842 |
| 35 | 7.28 | 6.53684210526316 | 0.743157894736842 |
| 36 | 7.08 | 6.53684210526316 | 0.543157894736842 |
| 37 | 7.34 | 6.53684210526316 | 0.803157894736842 |
| 38 | 7.87 | 6.53684210526316 | 1.33315789473684 |
| 39 | 6.28 | 6.50490196078431 | -0.224901960784313 |
| 40 | 6.3 | 6.50490196078431 | -0.204901960784314 |
| 41 | 6.36 | 6.50490196078431 | -0.144901960784313 |
| 42 | 6.28 | 6.50490196078431 | -0.224901960784313 |
| 43 | 5.89 | 6.50490196078431 | -0.614901960784314 |
| 44 | 6.04 | 6.50490196078431 | -0.464901960784314 |
| 45 | 5.96 | 6.50490196078431 | -0.544901960784314 |
| 46 | 6.1 | 6.50490196078431 | -0.404901960784314 |
| 47 | 6.26 | 6.50490196078431 | -0.244901960784314 |
| 48 | 6.02 | 6.50490196078431 | -0.484901960784314 |
| 49 | 6.25 | 6.50490196078431 | -0.254901960784314 |
| 50 | 6.41 | 6.50490196078431 | -0.0949019607843136 |
| 51 | 6.22 | 6.50490196078431 | -0.284901960784314 |
| 52 | 6.57 | 6.50490196078431 | 0.0650980392156866 |
| 53 | 6.18 | 6.50490196078431 | -0.324901960784314 |
| 54 | 6.26 | 6.50490196078431 | -0.244901960784314 |
| 55 | 6.1 | 6.50490196078431 | -0.404901960784314 |
| 56 | 6.02 | 6.50490196078431 | -0.484901960784314 |
| 57 | 6.06 | 6.50490196078431 | -0.444901960784314 |
| 58 | 6.35 | 6.50490196078431 | -0.154901960784314 |
| 59 | 6.21 | 6.50490196078431 | -0.294901960784314 |
| 60 | 6.48 | 6.50490196078431 | -0.0249019607843133 |
| 61 | 6.74 | 6.50490196078431 | 0.235098039215687 |
| 62 | 6.53 | 6.50490196078431 | 0.0250980392156865 |
| 63 | 6.8 | 6.50490196078431 | 0.295098039215686 |
| 64 | 6.75 | 6.50490196078431 | 0.245098039215686 |
| 65 | 6.56 | 6.50490196078431 | 0.0550980392156859 |
| 66 | 6.66 | 6.50490196078431 | 0.155098039215686 |
| 67 | 6.18 | 6.50490196078431 | -0.324901960784314 |
| 68 | 6.4 | 6.50490196078431 | -0.104901960784313 |
| 69 | 6.43 | 6.50490196078431 | -0.074901960784314 |
| 70 | 6.54 | 6.50490196078431 | 0.0350980392156863 |
| 71 | 6.44 | 6.50490196078431 | -0.0649019607843133 |
| 72 | 6.64 | 6.50490196078431 | 0.135098039215686 |
| 73 | 6.82 | 6.50490196078431 | 0.315098039215687 |
| 74 | 6.97 | 6.50490196078431 | 0.465098039215686 |
| 75 | 7 | 6.50490196078431 | 0.495098039215686 |
| 76 | 6.91 | 6.50490196078431 | 0.405098039215686 |
| 77 | 6.74 | 6.50490196078431 | 0.235098039215687 |
| 78 | 6.98 | 6.50490196078431 | 0.475098039215687 |
| 79 | 6.37 | 6.50490196078431 | -0.134901960784314 |
| 80 | 6.56 | 6.50490196078431 | 0.0550980392156859 |
| 81 | 6.63 | 6.50490196078431 | 0.125098039215686 |
| 82 | 6.87 | 6.50490196078431 | 0.365098039215686 |
| 83 | 6.68 | 6.50490196078431 | 0.175098039215686 |
| 84 | 6.75 | 6.50490196078431 | 0.245098039215686 |
| 85 | 6.84 | 6.50490196078431 | 0.335098039215686 |
| 86 | 7.15 | 6.50490196078431 | 0.645098039215687 |
| 87 | 7.09 | 6.50490196078431 | 0.585098039215686 |
| 88 | 6.97 | 6.50490196078431 | 0.465098039215686 |
| 89 | 7.15 | 6.50490196078431 | 0.645098039215687 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.082726646027585 | 0.16545329205517 | 0.917273353972415 |
| 6 | 0.0816815342224834 | 0.163363068444967 | 0.918318465777517 |
| 7 | 0.0520965014811969 | 0.104193002962394 | 0.947903498518803 |
| 8 | 0.0561938681166178 | 0.112387736233236 | 0.943806131883382 |
| 9 | 0.0302483361036129 | 0.0604966722072257 | 0.969751663896387 |
| 10 | 0.0161181359241503 | 0.0322362718483005 | 0.98388186407585 |
| 11 | 0.00948631065859355 | 0.0189726213171871 | 0.990513689341406 |
| 12 | 0.00662156860069499 | 0.0132431372013900 | 0.993378431399305 |
| 13 | 0.0117285083563026 | 0.0234570167126053 | 0.988271491643697 |
| 14 | 0.124368904805415 | 0.248737809610830 | 0.875631095194585 |
| 15 | 0.34215351498811 | 0.68430702997622 | 0.65784648501189 |
| 16 | 0.474885404335599 | 0.949770808671199 | 0.525114595664401 |
| 17 | 0.522060298835231 | 0.955879402329538 | 0.477939701164769 |
| 18 | 0.514904837432325 | 0.97019032513535 | 0.485095162567675 |
| 19 | 0.580421981382657 | 0.839156037234686 | 0.419578018617343 |
| 20 | 0.612019236592585 | 0.77596152681483 | 0.387980763407415 |
| 21 | 0.621725078018879 | 0.756549843962243 | 0.378274921981121 |
| 22 | 0.640532866525422 | 0.718934266949157 | 0.359467133474578 |
| 23 | 0.684360510672358 | 0.631278978655285 | 0.315639489327642 |
| 24 | 0.753363795706487 | 0.493272408587026 | 0.246636204293513 |
| 25 | 0.790932149946987 | 0.418135700106026 | 0.209067850053013 |
| 26 | 0.862575256368941 | 0.274849487262117 | 0.137424743631059 |
| 27 | 0.882517834376048 | 0.234964331247904 | 0.117482165623952 |
| 28 | 0.930318871572774 | 0.139362256854452 | 0.0696811284272261 |
| 29 | 0.971327877368074 | 0.0573442452638524 | 0.0286721226319262 |
| 30 | 0.98784058185563 | 0.0243188362887415 | 0.0121594181443707 |
| 31 | 0.988267061795046 | 0.0234658764099078 | 0.0117329382049539 |
| 32 | 0.989378455242145 | 0.0212430895157102 | 0.0106215447578551 |
| 33 | 0.990796279915993 | 0.0184074401680149 | 0.00920372008400743 |
| 34 | 0.992961220231037 | 0.0140775595379254 | 0.00703877976896269 |
| 35 | 0.995095594317465 | 0.00980881136507082 | 0.00490440568253541 |
| 36 | 0.996151972369746 | 0.00769605526050745 | 0.00384802763025372 |
| 37 | 0.99774428307579 | 0.00451143384842001 | 0.00225571692421000 |
| 38 | 0.999403559618137 | 0.00119288076372547 | 0.000596440381862735 |
| 39 | 0.999075382804122 | 0.00184923439175644 | 0.000924617195878222 |
| 40 | 0.998571451294942 | 0.00285709741011708 | 0.00142854870505854 |
| 41 | 0.997753150879026 | 0.00449369824194862 | 0.00224684912097431 |
| 42 | 0.996715937789212 | 0.00656812442157635 | 0.00328406221078817 |
| 43 | 0.997746089464362 | 0.00450782107127520 | 0.00225391053563760 |
| 44 | 0.997797998979804 | 0.00440400204039208 | 0.00220200102019604 |
| 45 | 0.998330452511058 | 0.00333909497788402 | 0.00166954748894201 |
| 46 | 0.99829430513212 | 0.00341138973576037 | 0.00170569486788018 |
| 47 | 0.997764690894823 | 0.00447061821035302 | 0.00223530910517651 |
| 48 | 0.99828845052382 | 0.00342309895235938 | 0.00171154947617969 |
| 49 | 0.997899299995702 | 0.00420140000859641 | 0.00210070000429821 |
| 50 | 0.996980807833463 | 0.00603838433307338 | 0.00301919216653669 |
| 51 | 0.99660945155136 | 0.00678109689728169 | 0.00339054844864085 |
| 52 | 0.995071233113774 | 0.00985753377245269 | 0.00492876688622634 |
| 53 | 0.995078151190482 | 0.00984369761903671 | 0.00492184880951836 |
| 54 | 0.994432093365206 | 0.0111358132695870 | 0.00556790663479351 |
| 55 | 0.99597589934871 | 0.00804820130257975 | 0.00402410065128987 |
| 56 | 0.998201440011136 | 0.00359711997772764 | 0.00179855998886382 |
| 57 | 0.999297357874725 | 0.00140528425055060 | 0.000702642125275302 |
| 58 | 0.999257799058834 | 0.00148440188233234 | 0.000742200941166172 |
| 59 | 0.999586817954112 | 0.00082636409177601 | 0.000413182045888005 |
| 60 | 0.999454037395028 | 0.00109192520994344 | 0.00054596260497172 |
| 61 | 0.99914632187857 | 0.00170735624286077 | 0.000853678121430383 |
| 62 | 0.998768305771746 | 0.00246338845650779 | 0.00123169422825389 |
| 63 | 0.998148972177748 | 0.00370205564450448 | 0.00185102782225224 |
| 64 | 0.997054648363902 | 0.00589070327219638 | 0.00294535163609819 |
| 65 | 0.995586096437981 | 0.00882780712403764 | 0.00441390356201882 |
| 66 | 0.992953848772144 | 0.0140923024557114 | 0.00704615122785568 |
| 67 | 0.997255043340204 | 0.00548991331959303 | 0.00274495665979651 |
| 68 | 0.99763852558248 | 0.00472294883503961 | 0.00236147441751981 |
| 69 | 0.997971745790503 | 0.00405650841899473 | 0.00202825420949737 |
| 70 | 0.997560337953901 | 0.00487932409219771 | 0.00243966204609885 |
| 71 | 0.998322058886483 | 0.00335588222703449 | 0.00167794111351724 |
| 72 | 0.99756278025953 | 0.00487443948093884 | 0.00243721974046942 |
| 73 | 0.995433282957616 | 0.0091334340847683 | 0.00456671704238415 |
| 74 | 0.992694441252595 | 0.0146111174948098 | 0.00730555874740492 |
| 75 | 0.989116091706797 | 0.0217678165864054 | 0.0108839082932027 |
| 76 | 0.980984388512728 | 0.0380312229745449 | 0.0190156114872724 |
| 77 | 0.966581693955926 | 0.0668366120881488 | 0.0334183060440744 |
| 78 | 0.948813710813888 | 0.102372578372223 | 0.0511862891861116 |
| 79 | 0.974003500591687 | 0.0519929988166252 | 0.0259964994083126 |
| 80 | 0.976087844659074 | 0.0478243106818517 | 0.0239121553409258 |
| 81 | 0.975561974706296 | 0.0488760505874086 | 0.0244380252937043 |
| 82 | 0.945726570279132 | 0.108546859441736 | 0.0542734297208681 |
| 83 | 0.944500812623313 | 0.110998374753375 | 0.0554991873766875 |
| 84 | 0.943948147254714 | 0.112103705490573 | 0.0560518527452864 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 37 | 0.4625 | NOK |
| 5% type I error level | 53 | 0.6625 | NOK |
| 10% type I error level | 57 | 0.7125 | NOK |
