| Multiple Linear Regression - Estimated Regression Equation |
| Yt[t] = + 365.825961771421 -2.39632617023323Xt[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) | 365.825961771421 | 194.027118 | 1.8854 | 0.064383 | 0.032191 |
| Xt | -2.39632617023323 | 1.775122 | -1.35 | 0.182277 | 0.091139 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.174536352936844 |
| R-squared | 0.0304629384964945 |
| Adjusted R-squared | 0.0137467822636755 |
| F-TEST (value) | 1.82236502651765 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 0.182277044430934 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 25.4697443187088 |
| Sum Squared Residuals | 37625.0567883033 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 151.7 | 113.732448662884 | 37.9675513371158 |
| 2 | 121.3 | 113.732448662885 | 7.5675513371149 |
| 3 | 133 | 112.773918194792 | 20.2260818052082 |
| 4 | 119.6 | 112.773918194792 | 6.82608180520818 |
| 5 | 122.2 | 111.336122492652 | 10.8638775073481 |
| 6 | 117.4 | 111.096489875629 | 6.30351012437146 |
| 7 | 106.7 | 110.856857258605 | -4.1568572586052 |
| 8 | 87.5 | 109.658694173489 | -22.1586941734886 |
| 9 | 81 | 108.939796322419 | -27.9397963224186 |
| 10 | 110.3 | 108.700163705395 | 1.59983629460468 |
| 11 | 87 | 108.700163705395 | -21.7001637053953 |
| 12 | 55.7 | 108.460531088372 | -52.760531088372 |
| 13 | 146 | 108.101082162837 | 37.898917837163 |
| 14 | 137.5 | 107.334257788362 | 30.1657422116376 |
| 15 | 138.5 | 106.136094703246 | 32.3639052967543 |
| 16 | 135.6 | 106.112131441543 | 29.4878685584566 |
| 17 | 107.3 | 107.214441479851 | 0.0855585201492974 |
| 18 | 99 | 106.950845601125 | -7.95084560112505 |
| 19 | 91.4 | 106.687249722399 | -15.2872497223994 |
| 20 | 68.4 | 106.303837535162 | -37.9038375351621 |
| 21 | 82.6 | 105.489086637283 | -22.8890866372828 |
| 22 | 98.4 | 105.441160113878 | -7.04116011387812 |
| 23 | 71.3 | 104.530556169189 | -33.2305561691895 |
| 24 | 47.6 | 104.554519430892 | -56.9545194308918 |
| 25 | 130.8 | 104.554519430892 | 26.2454805691082 |
| 26 | 113.6 | 103.332393084073 | 10.2676069159271 |
| 27 | 125.7 | 102.829164588324 | 22.8708354116761 |
| 28 | 113.6 | 102.637458494705 | 10.9625415052948 |
| 29 | 97.1 | 103.068797205347 | -5.9687972053472 |
| 30 | 104.4 | 102.661421756408 | 1.73857824359243 |
| 31 | 91.8 | 102.349899354277 | -10.5498993542772 |
| 32 | 75.1 | 101.942523905338 | -26.8425239053376 |
| 33 | 89.2 | 101.870634120231 | -12.6706341202306 |
| 34 | 110.2 | 101.750817811719 | 8.44918218828107 |
| 35 | 78.4 | 102.254046307468 | -23.8540463074679 |
| 36 | 68.4 | 101.894597381933 | -33.4945973819329 |
| 37 | 122.8 | 101.894597381933 | 20.9054026180671 |
| 38 | 129.7 | 100.289058847877 | 29.4109411521233 |
| 39 | 159.1 | 99.9056466606393 | 59.1943533393606 |
| 40 | 139 | 99.8577201372347 | 39.1422798627653 |
| 41 | 102.2 | 102.877091111729 | -0.677091111728541 |
| 42 | 113.6 | 102.68538501811 | 10.9146149818901 |
| 43 | 81.5 | 102.182156522361 | -20.6821565223609 |
| 44 | 77.4 | 101.798744335124 | -24.3987443351236 |
| 45 | 87.6 | 101.726854550017 | -14.1268545500166 |
| 46 | 101.2 | 101.631001503207 | -0.431001503207272 |
| 47 | 87.2 | 101.367405624482 | -14.1674056244816 |
| 48 | 64.9 | 101.007956698947 | -36.1079566989466 |
| 49 | 133.1 | 100.696434296816 | 32.4035657031837 |
| 50 | 118 | 99.953573184044 | 18.046426815956 |
| 51 | 135.9 | 99.4024181648903 | 36.4975818351097 |
| 52 | 125.7 | 99.378454903188 | 26.321545096812 |
| 53 | 108 | 98.1802918180714 | 9.81970818192857 |
| 54 | 128.3 | 98.1563285563691 | 30.1436714436309 |
| 55 | 84.7 | 97.8448061542388 | -13.1448061542388 |
| 56 | 86.4 | 97.9885857244528 | -11.5885857244528 |
| 57 | 92.2 | 98.0844387712621 | -5.88443877126208 |
| 58 | 95.8 | 97.4134674435968 | -1.61346744359678 |
| 59 | 92.3 | 97.7729163691318 | -5.47291636913177 |
| 60 | 54.3 | 97.3415776584898 | -43.0415776584898 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.171100588575394 | 0.342201177150789 | 0.828899411424606 |
| 6 | 0.073476963740856 | 0.146953927481712 | 0.926523036259144 |
| 7 | 0.0348935994022673 | 0.0697871988045346 | 0.965106400597733 |
| 8 | 0.020704325493638 | 0.0414086509872759 | 0.979295674506362 |
| 9 | 0.00893283742056577 | 0.0178656748411315 | 0.991067162579434 |
| 10 | 0.0178256647300437 | 0.0356513294600874 | 0.982174335269956 |
| 11 | 0.00814155488689299 | 0.016283109773786 | 0.991858445113107 |
| 12 | 0.028464636945612 | 0.056929273891224 | 0.971535363054388 |
| 13 | 0.38680898007119 | 0.77361796014238 | 0.61319101992881 |
| 14 | 0.578222635484979 | 0.843554729030041 | 0.421777364515021 |
| 15 | 0.695382826939093 | 0.609234346121814 | 0.304617173060907 |
| 16 | 0.732788765873203 | 0.534422468253594 | 0.267211234126797 |
| 17 | 0.668857461697496 | 0.662285076605008 | 0.331142538302504 |
| 18 | 0.603762285896495 | 0.79247542820701 | 0.396237714103505 |
| 19 | 0.546885769378926 | 0.906228461242148 | 0.453114230621074 |
| 20 | 0.593274398282072 | 0.813451203435856 | 0.406725601717928 |
| 21 | 0.538659595603254 | 0.922680808793491 | 0.461340404396746 |
| 22 | 0.458786733157619 | 0.917573466315237 | 0.541213266842381 |
| 23 | 0.44434489542246 | 0.88868979084492 | 0.55565510457754 |
| 24 | 0.628596083418812 | 0.742807833162376 | 0.371403916581188 |
| 25 | 0.705638263394662 | 0.588723473210676 | 0.294361736605338 |
| 26 | 0.681884511935281 | 0.636230976129439 | 0.318115488064719 |
| 27 | 0.710055893833342 | 0.579888212333316 | 0.289944106166658 |
| 28 | 0.672036340915991 | 0.655927318168019 | 0.327963659084009 |
| 29 | 0.600194082004378 | 0.799611835991243 | 0.399805917995622 |
| 30 | 0.530671788602369 | 0.938656422795263 | 0.469328211397631 |
| 31 | 0.457995878858925 | 0.915991757717849 | 0.542004121141075 |
| 32 | 0.438387727190835 | 0.876775454381671 | 0.561612272809165 |
| 33 | 0.373645422674904 | 0.747290845349807 | 0.626354577325096 |
| 34 | 0.321875919367461 | 0.643751838734922 | 0.678124080632539 |
| 35 | 0.296991449989888 | 0.593982899979777 | 0.703008550010112 |
| 36 | 0.332040847216319 | 0.664081694432637 | 0.667959152783681 |
| 37 | 0.321647036767391 | 0.643294073534783 | 0.678352963232609 |
| 38 | 0.356066464908363 | 0.712132929816725 | 0.643933535091637 |
| 39 | 0.688376509419475 | 0.623246981161049 | 0.311623490580525 |
| 40 | 0.782321633474312 | 0.435356733051375 | 0.217678366525688 |
| 41 | 0.715754355383871 | 0.568491289232257 | 0.284245644616129 |
| 42 | 0.665456523628025 | 0.66908695274395 | 0.334543476371975 |
| 43 | 0.622454116164238 | 0.755091767671525 | 0.377545883835762 |
| 44 | 0.612826686231172 | 0.774346627537655 | 0.387173313768828 |
| 45 | 0.565619319934383 | 0.868761360131233 | 0.434380680065617 |
| 46 | 0.480480804118231 | 0.960961608236461 | 0.519519195881769 |
| 47 | 0.475408062274501 | 0.950816124549002 | 0.524591937725499 |
| 48 | 0.940428382975208 | 0.119143234049583 | 0.0595716170247917 |
| 49 | 0.92595159298821 | 0.148096814023581 | 0.0740484070117904 |
| 50 | 0.940842398052434 | 0.118315203895133 | 0.0591576019475663 |
| 51 | 0.90181314500878 | 0.19637370998244 | 0.09818685499122 |
| 52 | 0.885004227995471 | 0.229991544009058 | 0.114995772004529 |
| 53 | 0.796074174790932 | 0.407851650418136 | 0.203925825209068 |
| 54 | 0.862796489493779 | 0.274407021012441 | 0.137203510506221 |
| 55 | 0.733258260294767 | 0.533483479410466 | 0.266741739705233 |
| 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 | 4 | 0.0784313725490196 | NOK |
| 10% type I error level | 6 | 0.117647058823529 | NOK |
