| Multiple Linear Regression - Estimated Regression Equation |
| USA[t] = + 255.622021319491 + 0.849092754626427Colombia[t] -0.213037343999836t + 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) | 255.622021319491 | 6.722235 | 38.0263 | 0 | 0 |
| Colombia | 0.849092754626427 | 0.136935 | 6.2007 | 0 | 0 |
| t | -0.213037343999836 | 0.118236 | -1.8018 | 0.075945 | 0.037972 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.672014673487273 |
| R-squared | 0.451603721382206 |
| Adjusted R-squared | 0.435708177074444 |
| F-TEST (value) | 28.4107113690771 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 69 |
| p-value | 9.97149363080041e-10 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 13.8201795313398 |
| Sum Squared Residuals | 13178.8179972141 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 322.4 | 310.854740852597 | 11.5452591474031 |
| 2 | 321.7 | 305.258455444266 | 16.4415445557344 |
| 3 | 320.5 | 305.223727578737 | 15.2762724212627 |
| 4 | 312.8 | 307.727787049542 | 5.07221295045796 |
| 5 | 309.7 | 310.834702376132 | -1.13470237613156 |
| 6 | 315.6 | 301.570336267814 | 14.029663732186 |
| 7 | 309.7 | 301.02615274951 | 8.67384725049013 |
| 8 | 304.6 | 301.339552913378 | 3.26044708662161 |
| 9 | 302.5 | 301.890699048542 | 0.609300951457644 |
| 10 | 301.5 | 296.701978162432 | 4.79802183756834 |
| 11 | 298.8 | 299.027728154765 | -0.227728154764828 |
| 12 | 291.3 | 298.025034548962 | -6.72503454896242 |
| 13 | 293.6 | 299.620564772317 | -6.02056477231685 |
| 14 | 294.6 | 298.159361079016 | -3.55936107901617 |
| 15 | 285.9 | 302.336133276435 | -16.436133276435 |
| 16 | 297.6 | 304.729810689138 | -7.12981068913826 |
| 17 | 301.1 | 299.473162382657 | 1.62683761734256 |
| 18 | 293.8 | 297.060974804175 | -3.26097480417517 |
| 19 | 297.7 | 290.980706525707 | 6.71929347429325 |
| 20 | 292.9 | 289.205338513194 | 3.6946614868057 |
| 21 | 292.1 | 293.602874826816 | -1.50287482681592 |
| 22 | 287.2 | 293.389837482816 | -6.18983748281611 |
| 23 | 288.2 | 296.029751794361 | -7.82975179436107 |
| 24 | 283.8 | 289.762683109875 | -5.96268310987479 |
| 25 | 299.9 | 293.132817190398 | 6.76718280960149 |
| 26 | 292.4 | 291.748031845014 | 0.651968154985796 |
| 27 | 293.3 | 288.800915831117 | 4.49908416888276 |
| 28 | 300.8 | 290.795519649146 | 10.0044803508539 |
| 29 | 293.7 | 291.864612364632 | 1.8353876353678 |
| 30 | 293.1 | 288.739186872264 | 4.36081312773631 |
| 31 | 294.4 | 291.905538691677 | 2.49446130832293 |
| 32 | 292.1 | 289.204659576622 | 2.89534042337824 |
| 33 | 291.9 | 289.390695827296 | 2.50930417270361 |
| 34 | 282.5 | 288.150256250199 | -5.65025625019856 |
| 35 | 277.9 | 288.641965892539 | -10.7419658925387 |
| 36 | 287.5 | 289.694076752932 | -2.19407675293219 |
| 37 | 289.2 | 294.898251183449 | -5.69825118344897 |
| 38 | 285.6 | 294.922959810745 | -9.3229598107445 |
| 39 | 293.2 | 296.747745077848 | -3.54774507784812 |
| 40 | 290.8 | 294.811049441957 | -4.01104944195662 |
| 41 | 283.1 | 295.939578650267 | -12.8395786502665 |
| 42 | 275 | 300.328624036342 | -25.3286240363419 |
| 43 | 287.8 | 292.957734770841 | -5.15773477084132 |
| 44 | 287.8 | 293.576808326375 | -5.77680832637538 |
| 45 | 287.4 | 299.137601713835 | -11.7376017138353 |
| 46 | 284 | 297.948107702015 | -13.948107702015 |
| 47 | 277.8 | 304.706121873498 | -26.9061218734981 |
| 48 | 277.6 | 312.669847756551 | -35.0698477565508 |
| 49 | 304.9 | 313.110611833613 | -8.21061183361335 |
| 50 | 294 | 324.513163372903 | -30.513163372903 |
| 51 | 300.9 | 336.144969955942 | -35.2449699559418 |
| 52 | 324 | 329.606191589975 | -5.60619158997512 |
| 53 | 332.9 | 326.947767112651 | 5.95223288734881 |
| 54 | 341.6 | 320.91844439946 | 20.6815556005397 |
| 55 | 333.4 | 312.375807132575 | 21.0241928674248 |
| 56 | 348.2 | 312.111824223298 | 36.0881757767022 |
| 57 | 344.7 | 307.857105367276 | 36.8428946327238 |
| 58 | 344.7 | 315.939704235977 | 28.7602957640235 |
| 59 | 329.3 | 318.919255649372 | 10.380744350628 |
| 60 | 323.5 | 318.765654798196 | 4.73434520180393 |
| 61 | 323.2 | 331.552227527527 | -8.35222752752684 |
| 62 | 317.4 | 323.349227362492 | -5.94922736249233 |
| 63 | 330.1 | 317.999178853003 | 12.1008211469974 |
| 64 | 329.2 | 318.779580031916 | 10.4204199680843 |
| 65 | 334.9 | 315.620190829362 | 19.2798091706378 |
| 66 | 315.8 | 309.471995130524 | 6.32800486947643 |
| 67 | 315.4 | 310.311832802261 | 5.08816719773946 |
| 68 | 319.6 | 315.303734044121 | 4.29626595587935 |
| 69 | 317.3 | 311.940562580457 | 5.35943741954322 |
| 70 | 313.8 | 310.521813524887 | 3.27818647511258 |
| 71 | 315.8 | 320.650725932237 | -4.85072593223747 |
| 72 | 311.3 | 327.043630219231 | -15.7436302192312 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.00313218807202617 | 0.00626437614405233 | 0.996867811927974 |
| 7 | 0.000559956785038016 | 0.00111991357007603 | 0.999440043214962 |
| 8 | 0.000144285875322491 | 0.000288571750644982 | 0.999855714124678 |
| 9 | 1.74285380991788e-05 | 3.48570761983576e-05 | 0.999982571461901 |
| 10 | 2.88085810946297e-06 | 5.76171621892595e-06 | 0.99999711914189 |
| 11 | 3.96889454474004e-07 | 7.93778908948008e-07 | 0.999999603110545 |
| 12 | 3.110966414857e-07 | 6.221932829714e-07 | 0.999999688903359 |
| 13 | 1.62182973553081e-07 | 3.24365947106163e-07 | 0.999999837817026 |
| 14 | 2.64797134893542e-07 | 5.29594269787084e-07 | 0.999999735202865 |
| 15 | 4.45827012385365e-08 | 8.91654024770731e-08 | 0.999999955417299 |
| 16 | 6.47916174721188e-06 | 1.29583234944238e-05 | 0.999993520838253 |
| 17 | 7.99067061230483e-05 | 0.000159813412246097 | 0.999920093293877 |
| 18 | 4.84349775174507e-05 | 9.68699550349015e-05 | 0.999951565022483 |
| 19 | 8.27587960131411e-05 | 0.000165517592026282 | 0.999917241203987 |
| 20 | 4.21245213954969e-05 | 8.42490427909937e-05 | 0.999957875478604 |
| 21 | 2.21276289397352e-05 | 4.42552578794703e-05 | 0.99997787237106 |
| 22 | 8.03601314254557e-06 | 1.60720262850911e-05 | 0.999991963986857 |
| 23 | 3.38157151771607e-06 | 6.76314303543214e-06 | 0.999996618428482 |
| 24 | 1.13601688438067e-06 | 2.27203376876133e-06 | 0.999998863983116 |
| 25 | 1.40206491342592e-05 | 2.80412982685184e-05 | 0.999985979350866 |
| 26 | 1.12401307921934e-05 | 2.24802615843869e-05 | 0.999988759869208 |
| 27 | 1.07826165988179e-05 | 2.15652331976359e-05 | 0.999989217383401 |
| 28 | 4.81390475993401e-05 | 9.62780951986802e-05 | 0.999951860952401 |
| 29 | 3.65234889860285e-05 | 7.30469779720571e-05 | 0.999963476511014 |
| 30 | 2.75908373911422e-05 | 5.51816747822843e-05 | 0.999972409162609 |
| 31 | 2.17650871643905e-05 | 4.3530174328781e-05 | 0.999978234912836 |
| 32 | 1.41183956719433e-05 | 2.82367913438865e-05 | 0.999985881604328 |
| 33 | 8.92612159339689e-06 | 1.78522431867938e-05 | 0.999991073878407 |
| 34 | 4.1130267220884e-06 | 8.2260534441768e-06 | 0.999995886973278 |
| 35 | 2.39808896326129e-06 | 4.79617792652257e-06 | 0.999997601911037 |
| 36 | 1.11734706722724e-06 | 2.23469413445448e-06 | 0.999998882652933 |
| 37 | 4.95196010858512e-07 | 9.90392021717024e-07 | 0.999999504803989 |
| 38 | 1.90150913307359e-07 | 3.80301826614718e-07 | 0.999999809849087 |
| 39 | 1.06061837705992e-07 | 2.12123675411983e-07 | 0.999999893938162 |
| 40 | 4.69837138239891e-08 | 9.39674276479782e-08 | 0.999999953016286 |
| 41 | 1.9605688052346e-08 | 3.9211376104692e-08 | 0.999999980394312 |
| 42 | 3.54971598139521e-08 | 7.09943196279042e-08 | 0.99999996450284 |
| 43 | 1.68199748326193e-08 | 3.36399496652386e-08 | 0.999999983180025 |
| 44 | 7.90935151533448e-09 | 1.5818703030669e-08 | 0.999999992090648 |
| 45 | 3.71199668285179e-09 | 7.42399336570357e-09 | 0.999999996288003 |
| 46 | 2.90662397003869e-09 | 5.81324794007737e-09 | 0.999999997093376 |
| 47 | 4.11493315654742e-08 | 8.22986631309484e-08 | 0.999999958850668 |
| 48 | 1.52169544900582e-05 | 3.04339089801163e-05 | 0.99998478304551 |
| 49 | 0.000939464396227319 | 0.00187892879245464 | 0.999060535603773 |
| 50 | 0.0586526990230679 | 0.117305398046136 | 0.941347300976932 |
| 51 | 0.397002360364186 | 0.794004720728371 | 0.602997639635815 |
| 52 | 0.736822691548815 | 0.526354616902369 | 0.263177308451185 |
| 53 | 0.882533983071827 | 0.234932033856346 | 0.117466016928173 |
| 54 | 0.952632668554899 | 0.0947346628902024 | 0.0473673314451012 |
| 55 | 0.98187607437354 | 0.0362478512529203 | 0.0181239256264601 |
| 56 | 0.993723216413299 | 0.0125535671734017 | 0.00627678358670085 |
| 57 | 0.996132542649489 | 0.00773491470102212 | 0.00386745735051106 |
| 58 | 0.998775648643019 | 0.00244870271396255 | 0.00122435135698127 |
| 59 | 0.997046801744947 | 0.0059063965101055 | 0.00295319825505275 |
| 60 | 0.994167690000467 | 0.0116646199990657 | 0.00583230999953284 |
| 61 | 0.988306233723015 | 0.0233875325539698 | 0.0116937662769849 |
| 62 | 0.998085600382808 | 0.00382879923438337 | 0.00191439961719168 |
| 63 | 0.994701300145474 | 0.0105973997090524 | 0.00529869985452622 |
| 64 | 0.986364553931601 | 0.0272708921367981 | 0.013635446068399 |
| 65 | 0.997650036226402 | 0.00469992754719692 | 0.00234996377359846 |
| 66 | 0.990411343582936 | 0.0191773128341283 | 0.00958865641706415 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 49 | 0.80327868852459 | NOK |
| 5% type I error level | 56 | 0.918032786885246 | NOK |
| 10% type I error level | 57 | 0.934426229508197 | NOK |
