| Multiple Linear Regression - Estimated Regression Equation |
| Loon2008[t] = + 5.01556504110676 -0.661027061068393Loon2006[t] + 1.67780411922317Loon2007[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) | 5.01556504110676 | 2.760606 | 1.8168 | 0.073404 | 0.036702 |
| Loon2006 | -0.661027061068393 | 0.060366 | -10.9502 | 0 | 0 |
| Loon2007 | 1.67780411922317 | 0.058654 | 28.605 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.999971597356038 |
| R-squared | 0.999943195518787 |
| Adjusted R-squared | 0.999941617616531 |
| F-TEST (value) | 633716.817225671 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 72 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 7.03777732657739 |
| Sum Squared Residuals | 3566.18229829105 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 7869.78 | 7877.59141045534 | -7.8114104553446 |
| 2 | 5892 | 5882.41513929409 | 9.58486070591026 |
| 3 | 4358 | 4341.73577366266 | 16.2642263373365 |
| 4 | 4634 | 4624.19790409727 | 9.80209590272712 |
| 5 | 3906 | 3904.67305745542 | 1.32694254457612 |
| 6 | 4152 | 4153.83147017109 | -1.83147017109199 |
| 7 | 4008 | 4008.89392564897 | -0.893925648966108 |
| 8 | 4277 | 4282.55837309191 | -5.55837309191332 |
| 9 | 4149 | 4148.75002434567 | 0.249975654326051 |
| 10 | 3366 | 3356.42101298152 | 9.57898701848386 |
| 11 | 4137 | 4136.80350377869 | 0.19649622130569 |
| 12 | 3657 | 3642.19071818682 | 14.8092818131765 |
| 13 | 3347 | 3350.93334422591 | -3.93334422590734 |
| 14 | 3143 | 3148.03462845825 | -5.03462845824771 |
| 15 | 3214.53 | 3215.39671842734 | -0.866718427340282 |
| 16 | 3697 | 3689.92876698699 | 7.07123301300655 |
| 17 | 3409.75 | 3420.68717777375 | -10.9371777737518 |
| 18 | 3000 | 3007.71939443289 | -7.719394432889 |
| 19 | 3337 | 3340.66950670886 | -3.6695067088625 |
| 20 | 3357 | 3357.13495244104 | -0.134952441044714 |
| 21 | 3178 | 3180.0138525897 | -2.01385258969667 |
| 22 | 2763 | 2759.32051517914 | 3.67948482085769 |
| 23 | 2956 | 2961.35631215332 | -5.35631215331597 |
| 24 | 2759 | 2758.55610278651 | 0.443897213490658 |
| 25 | 2240 | 2236.57666629578 | 3.42333370422319 |
| 26 | 2783 | 2792.4150227696 | -9.41502276959892 |
| 27 | 2438 | 2442.28796476727 | -4.28796476727052 |
| 28 | 2336 | 2342.33853600412 | -6.33853600412049 |
| 29 | 3124 | 3125.71600611195 | -1.71600611194709 |
| 30 | 1975 | 1969.58757859151 | 5.41242140849059 |
| 31 | 2607 | 2613.41178760125 | -6.41178760125444 |
| 32 | 2236 | 2239.23539073494 | -3.2353907349419 |
| 33 | 2669 | 2670.14697166015 | -1.14697166014844 |
| 34 | 2487 | 2487.63670945404 | -0.636709454044505 |
| 35 | 2449 | 2446.9631876625 | 2.03681233750226 |
| 36 | 2420 | 2422.30817360126 | -2.30817360126138 |
| 37 | 2551 | 2560.03465124616 | -9.0346512461625 |
| 38 | 2590 | 2595.10980055447 | -5.10980055446846 |
| 39 | 2667 | 2663.23630291619 | 3.76369708380588 |
| 40 | 2629 | 2636.80009940417 | -7.80009940417001 |
| 41 | 2582 | 2579.75719881594 | 2.24280118406186 |
| 42 | 2191 | 2182.34878787673 | 8.65121212326529 |
| 43 | 2180 | 2175.18087553655 | 4.81912446345306 |
| 44 | 2657 | 2657.23902589883 | -0.239025898830059 |
| 45 | 2267 | 2262.57322960475 | 4.42677039524694 |
| 46 | 2243 | 2238.83160727011 | 4.16839272989304 |
| 47 | 2193 | 2189.20898368758 | 3.79101631241538 |
| 48 | 2126 | 2115.29197497162 | 10.708025028376 |
| 49 | 2641 | 2642.69399108997 | -1.69399108996955 |
| 50 | 2590 | 2579.24515108883 | 10.7548489111729 |
| 51 | 2356 | 2346.30469837053 | 9.69530162946908 |
| 52 | 2551 | 2548.03277881537 | 2.9672211846331 |
| 53 | 3334 | 3344.93362774319 | -10.9336277431874 |
| 54 | 2647 | 2654.89531578783 | -7.89531578782682 |
| 55 | 2649 | 2645.13620760183 | 3.86379239817432 |
| 56 | 2903 | 2911.58226977148 | -8.5822697714807 |
| 57 | 2668 | 2671.11571525055 | -3.11571525055469 |
| 58 | 2223 | 2223.2746743338 | -0.27467433380336 |
| 59 | 2685 | 2684.79051286986 | 0.209487130138154 |
| 60 | 2334 | 2340.56222548404 | -6.56222548404443 |
| 61 | 2409 | 2421.44281534242 | -12.4428153424196 |
| 62 | 2532 | 2526.42809592859 | 5.57190407140518 |
| 63 | 2757 | 2760.8444610337 | -3.84446103369655 |
| 64 | 2785 | 2796.38118513601 | -11.3811851360093 |
| 65 | 2412 | 2404.82107188021 | 7.1789281197874 |
| 66 | 2549 | 2543.15322472237 | 5.84677527763367 |
| 67 | 3303 | 3299.9911059866 | 3.00889401339588 |
| 68 | 2328 | 2319.36132606211 | 8.63867393789264 |
| 69 | 2047 | 2047.93232446789 | -0.932324467887192 |
| 70 | 2175 | 2175.02945673723 | -0.0294567372338841 |
| 71 | 2249 | 2240.30508019156 | 8.69491980844322 |
| 72 | 2149 | 2150.92964494015 | -1.92964494014545 |
| 73 | 2373 | 2358.1502730713 | 14.8497269286982 |
| 74 | 2332 | 2341.27372547822 | -9.27372547821723 |
| 75 | 2370 | 2385.39892244371 | -15.3989224437074 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.725908799607953 | 0.548182400784095 | 0.274091200392047 |
| 7 | 0.83719174951938 | 0.325616500961239 | 0.162808250480619 |
| 8 | 0.838942591348682 | 0.322114817302636 | 0.161057408651318 |
| 9 | 0.758572668142 | 0.482854663716 | 0.241427331858 |
| 10 | 0.795509603816131 | 0.408980792367738 | 0.204490396183869 |
| 11 | 0.740094583712825 | 0.519810832574351 | 0.259905416287175 |
| 12 | 0.835546423458597 | 0.328907153082806 | 0.164453576541403 |
| 13 | 0.870526624954356 | 0.258946750091288 | 0.129473375045644 |
| 14 | 0.891815589656 | 0.216368820688001 | 0.108184410344001 |
| 15 | 0.864284694333543 | 0.271430611332914 | 0.135715305666457 |
| 16 | 0.87385522417361 | 0.25228955165278 | 0.12614477582639 |
| 17 | 0.940077653697315 | 0.119844692605369 | 0.0599223463026847 |
| 18 | 0.944295691320933 | 0.111408617358133 | 0.0557043086790667 |
| 19 | 0.92068672142569 | 0.158626557148619 | 0.0793132785743097 |
| 20 | 0.897799981327402 | 0.204400037345197 | 0.102200018672598 |
| 21 | 0.865847331012745 | 0.268305337974509 | 0.134152668987255 |
| 22 | 0.841103422776896 | 0.317793154446209 | 0.158896577223104 |
| 23 | 0.805526453543416 | 0.388947092913168 | 0.194473546456584 |
| 24 | 0.753953108380316 | 0.492093783239367 | 0.246046891619684 |
| 25 | 0.70871423743358 | 0.58257152513284 | 0.29128576256642 |
| 26 | 0.751881481644959 | 0.496237036710082 | 0.248118518355041 |
| 27 | 0.712583530766091 | 0.574832938467818 | 0.287416469233909 |
| 28 | 0.701206389522871 | 0.597587220954258 | 0.298793610477129 |
| 29 | 0.647178618604544 | 0.705642762790911 | 0.352821381395456 |
| 30 | 0.622650912324454 | 0.754698175351091 | 0.377349087675546 |
| 31 | 0.600357733611474 | 0.799284532777051 | 0.399642266388525 |
| 32 | 0.564736902806945 | 0.87052619438611 | 0.435263097193055 |
| 33 | 0.496131388265405 | 0.99226277653081 | 0.503868611734595 |
| 34 | 0.428082150851236 | 0.856164301702473 | 0.571917849148764 |
| 35 | 0.366269680203016 | 0.732539360406032 | 0.633730319796984 |
| 36 | 0.311656523732931 | 0.623313047465861 | 0.68834347626707 |
| 37 | 0.308219529036259 | 0.616439058072518 | 0.691780470963741 |
| 38 | 0.273292048104188 | 0.546584096208377 | 0.726707951895812 |
| 39 | 0.257736960107898 | 0.515473920215797 | 0.742263039892102 |
| 40 | 0.242491854851003 | 0.484983709702006 | 0.757508145148997 |
| 41 | 0.202952854898689 | 0.405905709797378 | 0.797047145101311 |
| 42 | 0.226313484445868 | 0.452626968891735 | 0.773686515554132 |
| 43 | 0.198427768854729 | 0.396855537709458 | 0.801572231145271 |
| 44 | 0.156852709532787 | 0.313705419065573 | 0.843147290467213 |
| 45 | 0.131455223366885 | 0.262910446733771 | 0.868544776633115 |
| 46 | 0.106896731976815 | 0.213793463953629 | 0.893103268023185 |
| 47 | 0.080791858448285 | 0.16158371689657 | 0.919208141551715 |
| 48 | 0.10053029627303 | 0.201060592546061 | 0.89946970372697 |
| 49 | 0.0739831740332872 | 0.147966348066574 | 0.926016825966713 |
| 50 | 0.11811630331211 | 0.236232606624221 | 0.88188369668789 |
| 51 | 0.151288011199398 | 0.302576022398797 | 0.848711988800602 |
| 52 | 0.12702116293076 | 0.254042325861521 | 0.87297883706924 |
| 53 | 0.149837182623057 | 0.299674365246114 | 0.850162817376943 |
| 54 | 0.135784571108133 | 0.271569142216266 | 0.864215428891867 |
| 55 | 0.110786931387377 | 0.221573862774754 | 0.889213068612623 |
| 56 | 0.109455283856567 | 0.218910567713134 | 0.890544716143433 |
| 57 | 0.0832219674323935 | 0.166443934864787 | 0.916778032567606 |
| 58 | 0.0563847866892582 | 0.112769573378516 | 0.943615213310742 |
| 59 | 0.0366176252956578 | 0.0732352505913156 | 0.963382374704342 |
| 60 | 0.0450751231676702 | 0.0901502463353404 | 0.95492487683233 |
| 61 | 0.0586756580691747 | 0.117351316138349 | 0.941324341930825 |
| 62 | 0.0429571201708831 | 0.0859142403417663 | 0.957042879829117 |
| 63 | 0.0280500373726502 | 0.0561000747453005 | 0.97194996262735 |
| 64 | 0.0542415643764221 | 0.108483128752844 | 0.945758435623578 |
| 65 | 0.0416420563309364 | 0.0832841126618727 | 0.958357943669064 |
| 66 | 0.027599193309825 | 0.05519838661965 | 0.972400806690175 |
| 67 | 0.0144863278033262 | 0.0289726556066524 | 0.985513672196674 |
| 68 | 0.0151676805009045 | 0.0303353610018089 | 0.984832319499096 |
| 69 | 0.00665303119468002 | 0.01330606238936 | 0.99334696880532 |
| 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 | 3 | 0.046875 | OK |
| 10% type I error level | 9 | 0.140625 | NOK |
