| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 49.2677793904209 + 0.690291888405096t + 51.9473203246788D[t] -1.89969359780681tD[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) | 49.2677793904209 | 5.668281 | 8.6918 | 0 | 0 |
| t | 0.690291888405096 | 0.182658 | 3.7792 | 0.000311 | 0.000155 |
| D | 51.9473203246788 | 34.371947 | 1.5113 | 0.134852 | 0.067426 |
| tD | -1.89969359780681 | 0.534767 | -3.5524 | 0.00066 | 0.00033 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.780568783410858 |
| R-squared | 0.609287625635507 |
| Adjusted R-squared | 0.593864768752698 |
| F-TEST (value) | 39.5054969559271 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 76 |
| p-value | 1.66533453693773e-15 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 20.34155350799 |
| Sum Squared Residuals | 31447.1887330001 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 37 | 49.9580712788261 | -12.9580712788261 |
| 2 | 30 | 50.6483631672311 | -20.6483631672311 |
| 3 | 47 | 51.3386550556362 | -4.33865505563619 |
| 4 | 35 | 52.0289469440413 | -17.0289469440413 |
| 5 | 30 | 52.7192388324464 | -22.7192388324464 |
| 6 | 43 | 53.4095307208515 | -10.4095307208515 |
| 7 | 82 | 54.0998226092566 | 27.9001773907434 |
| 8 | 40 | 54.7901144976617 | -14.7901144976617 |
| 9 | 47 | 55.4804063860668 | -8.48040638606676 |
| 10 | 19 | 56.1706982744719 | -37.1706982744719 |
| 11 | 52 | 56.860990162877 | -4.86099016287695 |
| 12 | 136 | 57.551282051282 | 78.448717948718 |
| 13 | 80 | 58.2415739396871 | 21.7584260603129 |
| 14 | 42 | 58.9318658280922 | -16.9318658280922 |
| 15 | 54 | 59.6221577164973 | -5.62215771649733 |
| 16 | 66 | 60.3124496049024 | 5.68755039509757 |
| 17 | 81 | 61.0027414933075 | 19.9972585066925 |
| 18 | 63 | 61.6930333817126 | 1.30696661828738 |
| 19 | 137 | 62.3833252701177 | 74.6166747298823 |
| 20 | 72 | 63.0736171585228 | 8.92638284147719 |
| 21 | 107 | 63.7639090469279 | 43.2360909530721 |
| 22 | 58 | 64.454200935333 | -6.45420093533301 |
| 23 | 36 | 65.1444928237381 | -29.1444928237381 |
| 24 | 52 | 65.8347847121432 | -13.8347847121432 |
| 25 | 79 | 66.5250766005483 | 12.4749233994517 |
| 26 | 77 | 67.2153684889534 | 9.78463151104661 |
| 27 | 54 | 67.9056603773585 | -13.9056603773585 |
| 28 | 84 | 68.5959522657636 | 15.4040477342364 |
| 29 | 48 | 69.2862441541687 | -21.2862441541687 |
| 30 | 96 | 69.9765360425738 | 26.0234639574262 |
| 31 | 83 | 70.6668279309789 | 12.3331720690211 |
| 32 | 66 | 71.357119819384 | -5.35711981938397 |
| 33 | 61 | 72.0474117077891 | -11.0474117077891 |
| 34 | 53 | 72.7377035961942 | -19.7377035961942 |
| 35 | 30 | 73.4279954845993 | -43.4279954845993 |
| 36 | 74 | 74.1182873730043 | -0.118287373004353 |
| 37 | 69 | 74.8085792614094 | -5.80857926140945 |
| 38 | 59 | 75.4988711498145 | -16.4988711498145 |
| 39 | 42 | 76.1891630382196 | -34.1891630382196 |
| 40 | 65 | 76.8794549266247 | -11.8794549266247 |
| 41 | 70 | 77.5697468150298 | -7.56974681502983 |
| 42 | 100 | 78.2600387034349 | 21.7399612965651 |
| 43 | 63 | 78.95033059184 | -15.95033059184 |
| 44 | 105 | 79.6406224802451 | 25.3593775197549 |
| 45 | 82 | 80.3309143686502 | 1.66908563134978 |
| 46 | 81 | 81.0212062570553 | -0.0212062570553174 |
| 47 | 75 | 81.7114981454604 | -6.71149814546042 |
| 48 | 102 | 82.4017900338655 | 19.5982099661345 |
| 49 | 121 | 83.0920819222706 | 37.9079180777294 |
| 50 | 98 | 83.7823738106757 | 14.2176261893243 |
| 51 | 76 | 84.4726656990808 | -8.47266569908079 |
| 52 | 77 | 85.1629575874859 | -8.16295758748589 |
| 53 | 63 | 85.853249475891 | -22.853249475891 |
| 54 | 37 | 35.9074074074074 | 1.09259259259259 |
| 55 | 35 | 34.6980056980057 | 0.301994301994303 |
| 56 | 23 | 33.488603988604 | -10.488603988604 |
| 57 | 40 | 32.2792022792023 | 7.72079772079772 |
| 58 | 29 | 31.0698005698006 | -2.06980056980057 |
| 59 | 37 | 29.8603988603989 | 7.13960113960113 |
| 60 | 51 | 28.6509971509971 | 22.3490028490029 |
| 61 | 20 | 27.4415954415954 | -7.44159544159544 |
| 62 | 28 | 26.2321937321937 | 1.76780626780627 |
| 63 | 13 | 25.022792022792 | -12.022792022792 |
| 64 | 22 | 23.8133903133903 | -1.81339031339031 |
| 65 | 25 | 22.6039886039886 | 2.3960113960114 |
| 66 | 13 | 21.3945868945869 | -8.3945868945869 |
| 67 | 16 | 20.1851851851852 | -4.18518518518519 |
| 68 | 13 | 18.9757834757835 | -5.97578347578348 |
| 69 | 16 | 17.7663817663818 | -1.76638176638177 |
| 70 | 17 | 16.5569800569801 | 0.443019943019937 |
| 71 | 9 | 15.3475783475783 | -6.34757834757835 |
| 72 | 17 | 14.1381766381766 | 2.86182336182336 |
| 73 | 25 | 12.9287749287749 | 12.0712250712251 |
| 74 | 14 | 11.7193732193732 | 2.28062678062678 |
| 75 | 8 | 10.5099715099715 | -2.50997150997151 |
| 76 | 7 | 9.3005698005698 | -2.3005698005698 |
| 77 | 10 | 8.09116809116809 | 1.90883190883191 |
| 78 | 7 | 6.88176638176638 | 0.118233618233619 |
| 79 | 10 | 5.67236467236467 | 4.32763532763533 |
| 80 | 3 | 4.46296296296296 | -1.46296296296296 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.596486313699934 | 0.807027372600133 | 0.403513686300066 |
| 8 | 0.556646380843774 | 0.886707238312452 | 0.443353619156226 |
| 9 | 0.434779179422554 | 0.869558358845108 | 0.565220820577446 |
| 10 | 0.617615863672111 | 0.764768272655779 | 0.382384136327889 |
| 11 | 0.520542461400279 | 0.958915077199442 | 0.479457538599721 |
| 12 | 0.995422580052185 | 0.00915483989563063 | 0.00457741994781531 |
| 13 | 0.991840486565187 | 0.0163190268696257 | 0.00815951343481287 |
| 14 | 0.995339056500118 | 0.00932188699976485 | 0.00466094349988242 |
| 15 | 0.993841624167136 | 0.0123167516657284 | 0.00615837583286419 |
| 16 | 0.989367132906789 | 0.0212657341864215 | 0.0106328670932107 |
| 17 | 0.983324326760272 | 0.0333513464794558 | 0.0166756732397279 |
| 18 | 0.976068444903986 | 0.047863110192028 | 0.023931555096014 |
| 19 | 0.99956940102963 | 0.000861197940740732 | 0.000430598970370366 |
| 20 | 0.999404560203944 | 0.00119087959211216 | 0.000595439796056079 |
| 21 | 0.999853976933345 | 0.00029204613331025 | 0.000146023066655125 |
| 22 | 0.999897055374699 | 0.000205889250601527 | 0.000102944625300763 |
| 23 | 0.999984682339311 | 3.06353213781565e-05 | 1.53176606890783e-05 |
| 24 | 0.999985311209121 | 2.93775817585418e-05 | 1.46887908792709e-05 |
| 25 | 0.999977637767399 | 4.47244652015716e-05 | 2.23622326007858e-05 |
| 26 | 0.999966696274385 | 6.66074512308923e-05 | 3.33037256154462e-05 |
| 27 | 0.999961331832842 | 7.73363343152837e-05 | 3.86681671576418e-05 |
| 28 | 0.999958666171395 | 8.26676572097065e-05 | 4.13338286048533e-05 |
| 29 | 0.999964643819425 | 7.07123611496598e-05 | 3.53561805748299e-05 |
| 30 | 0.999988688399785 | 2.26232004293081e-05 | 1.13116002146541e-05 |
| 31 | 0.999992158929101 | 1.56821417981765e-05 | 7.84107089908826e-06 |
| 32 | 0.999988878294746 | 2.22434105087204e-05 | 1.11217052543602e-05 |
| 33 | 0.999983215902847 | 3.3568194305032e-05 | 1.6784097152516e-05 |
| 34 | 0.999977378556894 | 4.52428862113866e-05 | 2.26214431056933e-05 |
| 35 | 0.999997412740271 | 5.17451945741674e-06 | 2.58725972870837e-06 |
| 36 | 0.999994894122126 | 1.02117557471183e-05 | 5.10587787355914e-06 |
| 37 | 0.999989212893709 | 2.15742125829074e-05 | 1.07871062914537e-05 |
| 38 | 0.99998263080016 | 3.4738399679779e-05 | 1.73691998398895e-05 |
| 39 | 0.999997552439042 | 4.89512191560304e-06 | 2.44756095780152e-06 |
| 40 | 0.999997547005972 | 4.90598805544757e-06 | 2.45299402772378e-06 |
| 41 | 0.99999775185485 | 4.4962903007209e-06 | 2.24814515036045e-06 |
| 42 | 0.999997024833672 | 5.95033265686823e-06 | 2.97516632843412e-06 |
| 43 | 0.999999522733938 | 9.54532123493381e-07 | 4.7726606174669e-07 |
| 44 | 0.999999374822689 | 1.25035462143723e-06 | 6.25177310718613e-07 |
| 45 | 0.999999088392235 | 1.82321553023408e-06 | 9.11607765117042e-07 |
| 46 | 0.999999363019233 | 1.27396153463743e-06 | 6.36980767318715e-07 |
| 47 | 0.999999997260876 | 5.47824765606904e-09 | 2.73912382803452e-09 |
| 48 | 0.999999999320701 | 1.35859884760844e-09 | 6.79299423804218e-10 |
| 49 | 0.999999999453691 | 1.09261711056506e-09 | 5.46308555282529e-10 |
| 50 | 0.999999998774886 | 2.45022865256925e-09 | 1.22511432628462e-09 |
| 51 | 0.999999996942463 | 6.11507354147898e-09 | 3.05753677073949e-09 |
| 52 | 0.999999989572973 | 2.08540543373796e-08 | 1.04270271686898e-08 |
| 53 | 0.999999970339277 | 5.93214459900001e-08 | 2.96607229950001e-08 |
| 54 | 0.999999901051677 | 1.97896645225074e-07 | 9.89483226125368e-08 |
| 55 | 0.999999677227955 | 6.45544089206169e-07 | 3.22772044603085e-07 |
| 56 | 0.999999575875863 | 8.48248274005867e-07 | 4.24124137002934e-07 |
| 57 | 0.999999060468255 | 1.87906349089992e-06 | 9.39531745449958e-07 |
| 58 | 0.999997154481065 | 5.69103786936431e-06 | 2.84551893468216e-06 |
| 59 | 0.999993766034311 | 1.246793137709e-05 | 6.23396568854499e-06 |
| 60 | 0.999999974668638 | 5.0662723785883e-08 | 2.53313618929415e-08 |
| 61 | 0.999999903367627 | 1.93264745870599e-07 | 9.66323729352997e-08 |
| 62 | 0.999999791097839 | 4.17804321748743e-07 | 2.08902160874372e-07 |
| 63 | 0.999999675572891 | 6.48854218794921e-07 | 3.24427109397461e-07 |
| 64 | 0.999998524015004 | 2.95196999253361e-06 | 1.4759849962668e-06 |
| 65 | 0.999996588193889 | 6.82361222095723e-06 | 3.41180611047862e-06 |
| 66 | 0.999989666097477 | 2.06678050462706e-05 | 1.03339025231353e-05 |
| 67 | 0.999956027973301 | 8.79440533989025e-05 | 4.39720266994512e-05 |
| 68 | 0.999874776867384 | 0.000250446265231962 | 0.000125223132615981 |
| 69 | 0.999504610728194 | 0.000990778543611879 | 0.00049538927180594 |
| 70 | 0.998007607171829 | 0.00398478565634147 | 0.00199239282817074 |
| 71 | 0.997726502949207 | 0.00454699410158636 | 0.00227349705079318 |
| 72 | 0.99067800618233 | 0.0186439876353409 | 0.00932199381767045 |
| 73 | 0.993265316972802 | 0.013469366054397 | 0.00673468302719851 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 55 | 0.82089552238806 | NOK |
| 5% type I error level | 62 | 0.925373134328358 | NOK |
| 10% type I error level | 62 | 0.925373134328358 | NOK |
