| Multiple Linear Regression - Estimated Regression Equation |
| post2[t] = + 1.16165971584081 -0.0178836502438678pre[t] + 0.267194458189015post1[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) | 1.16165971584081 | 0.281419 | 4.1279 | 7.5e-05 | 3.7e-05 |
| pre | -0.0178836502438678 | 0.354774 | -0.0504 | 0.959895 | 0.479948 |
| post1 | 0.267194458189015 | 0.368311 | 0.7255 | 0.469831 | 0.234916 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.0757425561582365 |
| R-squared | 0.00573693481338361 |
| Adjusted R-squared | -0.0137584194059617 |
| F-TEST (value) | 0.294271894156752 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 102 |
| p-value | 0.745704279181221 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.67257002707091 |
| Sum Squared Residuals | 285.344030536509 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4 | 1.41097052378596 | 2.58902947621404 |
| 2 | 0 | 1.41097052378596 | -1.41097052378596 |
| 3 | 4 | 1.42885417402983 | 2.57114582597017 |
| 4 | 0 | 1.16165971584081 | -1.16165971584081 |
| 5 | 0 | 1.41097052378596 | -1.41097052378596 |
| 6 | 0 | 1.41097052378596 | -1.41097052378596 |
| 7 | 0 | 1.41097052378596 | -1.41097052378596 |
| 8 | 0 | 1.42885417402983 | -1.42885417402983 |
| 9 | 4 | 1.42885417402983 | 2.57114582597017 |
| 10 | 1 | 1.41097052378596 | -0.410970523785962 |
| 11 | 4 | 1.16165971584081 | 2.83834028415919 |
| 12 | 0 | 1.42885417402983 | -1.42885417402983 |
| 13 | 2 | 1.42885417402983 | 0.57114582597017 |
| 14 | 0 | 1.42885417402983 | -1.42885417402983 |
| 15 | 0 | 1.16165971584081 | -1.16165971584081 |
| 16 | 0 | 1.41097052378596 | -1.41097052378596 |
| 17 | 1 | 1.41097052378596 | -0.410970523785962 |
| 18 | 0 | 1.41097052378596 | -1.41097052378596 |
| 19 | 0 | 1.42885417402983 | -1.42885417402983 |
| 20 | 2 | 1.16165971584081 | 0.838340284159186 |
| 21 | 2 | 1.41097052378596 | 0.589029476214038 |
| 22 | 1 | 1.41097052378596 | -0.410970523785962 |
| 23 | 2 | 1.16165971584081 | 0.838340284159186 |
| 24 | 0 | 1.14377606559695 | -1.14377606559695 |
| 25 | 3 | 1.41097052378596 | 1.58902947621404 |
| 26 | 0 | 1.14377606559695 | -1.14377606559695 |
| 27 | 0 | 1.41097052378596 | -1.41097052378596 |
| 28 | 0 | 1.16165971584081 | -1.16165971584081 |
| 29 | 1 | 1.16165971584081 | -0.161659715840814 |
| 30 | 0 | 1.41097052378596 | -1.41097052378596 |
| 31 | 0 | 1.14377606559695 | -1.14377606559695 |
| 32 | 4 | 1.41097052378596 | 2.58902947621404 |
| 33 | 0 | 1.16165971584081 | -1.16165971584081 |
| 34 | 1 | 1.16165971584081 | -0.161659715840814 |
| 35 | 0 | 1.16165971584081 | -1.16165971584081 |
| 36 | 0 | 1.41097052378596 | -1.41097052378596 |
| 37 | 4 | 1.41097052378596 | 2.58902947621404 |
| 38 | 1 | 1.42885417402983 | -0.428854174029829 |
| 39 | 0 | 1.42885417402983 | -1.42885417402983 |
| 40 | 4 | 1.41097052378596 | 2.58902947621404 |
| 41 | 0 | 1.41097052378596 | -1.41097052378596 |
| 42 | 4 | 1.41097052378596 | 2.58902947621404 |
| 43 | 0 | 1.41097052378596 | -1.41097052378596 |
| 44 | 0 | 1.41097052378596 | -1.41097052378596 |
| 45 | 0 | 1.16165971584081 | -1.16165971584081 |
| 46 | 4 | 1.42885417402983 | 2.57114582597017 |
| 47 | 0 | 1.42885417402983 | -1.42885417402983 |
| 48 | 0 | 1.41097052378596 | -1.41097052378596 |
| 49 | 4 | 1.41097052378596 | 2.58902947621404 |
| 50 | 4 | 1.16165971584081 | 2.83834028415919 |
| 51 | 0 | 1.42885417402983 | -1.42885417402983 |
| 52 | 1 | 1.41097052378596 | -0.410970523785962 |
| 53 | 0 | 1.42885417402983 | -1.42885417402983 |
| 54 | 4 | 1.16165971584081 | 2.83834028415919 |
| 55 | 0 | 1.42885417402983 | -1.42885417402983 |
| 56 | 2 | 1.42885417402983 | 0.57114582597017 |
| 57 | 0 | 1.42885417402983 | -1.42885417402983 |
| 58 | 4 | 1.42885417402983 | 2.57114582597017 |
| 59 | 4 | 1.16165971584081 | 2.83834028415919 |
| 60 | 0 | 1.16165971584081 | -1.16165971584081 |
| 61 | 0 | 1.42885417402983 | -1.42885417402983 |
| 62 | 4 | 1.41097052378596 | 2.58902947621404 |
| 63 | 0 | 1.41097052378596 | -1.41097052378596 |
| 64 | 0 | 1.14377606559695 | -1.14377606559695 |
| 65 | 2 | 1.16165971584081 | 0.838340284159186 |
| 66 | 0 | 1.42885417402983 | -1.42885417402983 |
| 67 | 0 | 1.42885417402983 | -1.42885417402983 |
| 68 | 0 | 1.16165971584081 | -1.16165971584081 |
| 69 | 4 | 1.41097052378596 | 2.58902947621404 |
| 70 | 4 | 1.41097052378596 | 2.58902947621404 |
| 71 | 2 | 1.42885417402983 | 0.57114582597017 |
| 72 | 0 | 1.42885417402983 | -1.42885417402983 |
| 73 | 0 | 1.42885417402983 | -1.42885417402983 |
| 74 | 4 | 1.42885417402983 | 2.57114582597017 |
| 75 | 0 | 1.41097052378596 | -1.41097052378596 |
| 76 | 0 | 1.14377606559695 | -1.14377606559695 |
| 77 | 1 | 1.16165971584081 | -0.161659715840814 |
| 78 | 2 | 1.41097052378596 | 0.589029476214038 |
| 79 | 0 | 1.14377606559695 | -1.14377606559695 |
| 80 | 2 | 1.41097052378596 | 0.589029476214038 |
| 81 | 0 | 1.16165971584081 | -1.16165971584081 |
| 82 | 4 | 1.16165971584081 | 2.83834028415919 |
| 83 | 4 | 1.16165971584081 | 2.83834028415919 |
| 84 | 0 | 1.14377606559695 | -1.14377606559695 |
| 85 | 0 | 1.16165971584081 | -1.16165971584081 |
| 86 | 4 | 1.16165971584081 | 2.83834028415919 |
| 87 | 0 | 1.14377606559695 | -1.14377606559695 |
| 88 | 4 | 1.41097052378596 | 2.58902947621404 |
| 89 | 2 | 1.16165971584081 | 0.838340284159186 |
| 90 | 2 | 1.16165971584081 | 0.838340284159186 |
| 91 | 0 | 1.41097052378596 | -1.41097052378596 |
| 92 | 0 | 1.41097052378596 | -1.41097052378596 |
| 93 | 4 | 1.41097052378596 | 2.58902947621404 |
| 94 | 0 | 1.42885417402983 | -1.42885417402983 |
| 95 | 0 | 1.41097052378596 | -1.41097052378596 |
| 96 | 0 | 1.41097052378596 | -1.41097052378596 |
| 97 | 4 | 1.41097052378596 | 2.58902947621404 |
| 98 | 4 | 1.41097052378596 | 2.58902947621404 |
| 99 | 0 | 1.16165971584081 | -1.16165971584081 |
| 100 | 0 | 1.16165971584081 | -1.16165971584081 |
| 101 | 2 | 1.41097052378596 | 0.589029476214038 |
| 102 | 1 | 1.16165971584081 | -0.161659715840814 |
| 103 | 0 | 1.16165971584081 | -1.16165971584081 |
| 104 | 2 | 1.16165971584081 | 0.838340284159186 |
| 105 | 1 | 1.42885417402983 | -0.428854174029829 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.767402871588424 | 0.465194256823152 | 0.232597128411576 |
| 7 | 0.665936494948339 | 0.668127010103322 | 0.334063505051661 |
| 8 | 0.803189126289246 | 0.393621747421508 | 0.196810873710754 |
| 9 | 0.790266792763416 | 0.419466414473167 | 0.209733207236584 |
| 10 | 0.699784790536517 | 0.600430418926966 | 0.300215209463483 |
| 11 | 0.818084973447313 | 0.363830053105374 | 0.181915026552687 |
| 12 | 0.845150364955524 | 0.309699270088952 | 0.154849635044476 |
| 13 | 0.783191596275228 | 0.433616807449543 | 0.216808403724772 |
| 14 | 0.780289380382994 | 0.439421239234012 | 0.219710619617006 |
| 15 | 0.764128978355117 | 0.471742043289766 | 0.235871021644883 |
| 16 | 0.713627914970236 | 0.572744170059528 | 0.286372085029764 |
| 17 | 0.641834273866301 | 0.716331452267397 | 0.358165726133699 |
| 18 | 0.585147051611647 | 0.829705896776705 | 0.414852948388352 |
| 19 | 0.569280978953047 | 0.861438042093905 | 0.430719021046953 |
| 20 | 0.503302678162379 | 0.993394643675242 | 0.496697321837621 |
| 21 | 0.463615834051759 | 0.927231668103517 | 0.536384165948241 |
| 22 | 0.392699098709774 | 0.785398197419548 | 0.607300901290226 |
| 23 | 0.331641724242341 | 0.663283448484681 | 0.668358275757659 |
| 24 | 0.287559577867079 | 0.575119155734157 | 0.712440422132921 |
| 25 | 0.320719695395338 | 0.641439390790676 | 0.679280304604662 |
| 26 | 0.276780249480246 | 0.553560498960493 | 0.723219750519754 |
| 27 | 0.244346262959777 | 0.488692525919555 | 0.755653737040223 |
| 28 | 0.222434188128385 | 0.44486837625677 | 0.777565811871615 |
| 29 | 0.175927065099176 | 0.351854130198351 | 0.824072934900824 |
| 30 | 0.152627726841935 | 0.305255453683871 | 0.847372273158065 |
| 31 | 0.124612443039481 | 0.249224886078962 | 0.875387556960519 |
| 32 | 0.220363387280135 | 0.44072677456027 | 0.779636612719865 |
| 33 | 0.194662066545975 | 0.38932413309195 | 0.805337933454025 |
| 34 | 0.154141614299482 | 0.308283228598964 | 0.845858385700518 |
| 35 | 0.133009342539953 | 0.266018685079907 | 0.866990657460047 |
| 36 | 0.118349562239257 | 0.236699124478514 | 0.881650437760743 |
| 37 | 0.190590056081643 | 0.381180112163286 | 0.809409943918357 |
| 38 | 0.155395405005797 | 0.310790810011594 | 0.844604594994203 |
| 39 | 0.147639969221944 | 0.295279938443888 | 0.852360030778056 |
| 40 | 0.214694756342087 | 0.429389512684175 | 0.785305243657913 |
| 41 | 0.199558966392995 | 0.39911793278599 | 0.800441033607005 |
| 42 | 0.269101064760102 | 0.538202129520204 | 0.730898935239898 |
| 43 | 0.253453989931786 | 0.506907979863572 | 0.746546010068214 |
| 44 | 0.238406305536171 | 0.476812611072343 | 0.761593694463829 |
| 45 | 0.211259244067806 | 0.422518488135613 | 0.788740755932194 |
| 46 | 0.269937917211172 | 0.539875834422345 | 0.730062082788828 |
| 47 | 0.25973010253187 | 0.519460205063739 | 0.74026989746813 |
| 48 | 0.24578571018702 | 0.491571420374041 | 0.75421428981298 |
| 49 | 0.314667823682843 | 0.629335647365686 | 0.685332176317157 |
| 50 | 0.423154824100204 | 0.846309648200408 | 0.576845175899796 |
| 51 | 0.408275045642889 | 0.816550091285779 | 0.59172495435711 |
| 52 | 0.357865191590419 | 0.715730383180837 | 0.642134808409581 |
| 53 | 0.34318196065439 | 0.686363921308779 | 0.65681803934561 |
| 54 | 0.444977005480122 | 0.889954010960244 | 0.555022994519878 |
| 55 | 0.429910197190992 | 0.859820394381985 | 0.570089802809008 |
| 56 | 0.380287045280577 | 0.760574090561154 | 0.619712954719423 |
| 57 | 0.367564214805444 | 0.735128429610887 | 0.632435785194556 |
| 58 | 0.434007227200176 | 0.868014454400351 | 0.565992772799825 |
| 59 | 0.538740351343025 | 0.922519297313949 | 0.461259648656975 |
| 60 | 0.507161055636713 | 0.985677888726574 | 0.492838944363287 |
| 61 | 0.49348188104019 | 0.98696376208038 | 0.50651811895981 |
| 62 | 0.561235335551697 | 0.877529328896605 | 0.438764664448303 |
| 63 | 0.550100700230686 | 0.899798599538628 | 0.449899299769314 |
| 64 | 0.520271363766597 | 0.959457272466807 | 0.479728636233404 |
| 65 | 0.47668964540655 | 0.9533792908131 | 0.52331035459345 |
| 66 | 0.464823342082629 | 0.929646684165258 | 0.535176657917371 |
| 67 | 0.459834283767911 | 0.919668567535822 | 0.540165716232089 |
| 68 | 0.428536362472936 | 0.857072724945873 | 0.571463637527064 |
| 69 | 0.49103207118904 | 0.982064142378081 | 0.50896792881096 |
| 70 | 0.560530469311518 | 0.878939061376965 | 0.439469530688482 |
| 71 | 0.502942512511153 | 0.994114974977694 | 0.497057487488847 |
| 72 | 0.506209190435033 | 0.987581619129934 | 0.493790809564967 |
| 73 | 0.530818363684607 | 0.938363272630786 | 0.469181636315393 |
| 74 | 0.561580524514215 | 0.87683895097157 | 0.438419475485785 |
| 75 | 0.552492836697924 | 0.895014326604152 | 0.447507163302076 |
| 76 | 0.508976625104053 | 0.982046749791894 | 0.491023374895947 |
| 77 | 0.445275744160403 | 0.890551488320805 | 0.554724255839597 |
| 78 | 0.384532786453349 | 0.769065572906698 | 0.615467213546651 |
| 79 | 0.348036667948819 | 0.696073335897639 | 0.651963332051181 |
| 80 | 0.290858520581617 | 0.581717041163235 | 0.709141479418383 |
| 81 | 0.266953651955607 | 0.533907303911215 | 0.733046348044393 |
| 82 | 0.353490704108794 | 0.706981408217587 | 0.646509295891206 |
| 83 | 0.477458098473075 | 0.954916196946149 | 0.522541901526925 |
| 84 | 0.445607570895288 | 0.891215141790577 | 0.554392429104712 |
| 85 | 0.403105793146981 | 0.806211586293963 | 0.596894206853019 |
| 86 | 0.560390746722178 | 0.879218506555645 | 0.439609253277822 |
| 87 | 0.57210843312399 | 0.85578313375202 | 0.42789156687601 |
| 88 | 0.633137781787875 | 0.73372443642425 | 0.366862218212125 |
| 89 | 0.583253884241301 | 0.833492231517397 | 0.416746115758699 |
| 90 | 0.542923503829166 | 0.914152992341668 | 0.457076496170834 |
| 91 | 0.559917977914016 | 0.880164044171968 | 0.440082022085984 |
| 92 | 0.618263658968508 | 0.763472682062985 | 0.381736341031492 |
| 93 | 0.655132149101949 | 0.689735701796102 | 0.344867850898051 |
| 94 | 0.575634913682349 | 0.848730172635302 | 0.424365086317651 |
| 95 | 0.665709774424656 | 0.668580451150688 | 0.334290225575344 |
| 96 | 0.912543171056169 | 0.174913657887662 | 0.0874568289438309 |
| 97 | 0.875631149614104 | 0.248737700771792 | 0.124368850385896 |
| 98 | 0.895557103430099 | 0.208885793139801 | 0.104442896569901 |
| 99 | 0.816035651309177 | 0.367928697381647 | 0.183964348690823 |
| 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 |
