| Multiple Linear Regression - Estimated Regression Equation |
| USA[t] = -26.6803265553076 + 2.30328964999732Colombia[t] + 3.49902980607867t + 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) | -26.6803265553076 | 10.837286 | -2.4619 | 0.015304 | 0.007652 |
| Colombia | 2.30328964999732 | 1.183709 | 1.9458 | 0.054116 | 0.027058 |
| t | 3.49902980607867 | 0.118783 | 29.4572 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.94053897541725 |
| R-squared | 0.88461356427893 |
| Adjusted R-squared | 0.882606843657694 |
| F-TEST (value) | 440.825471626474 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 115 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 43.8711758008751 |
| Sum Squared Residuals | 221338.207607399 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 41 | -20.8780070992313 | 61.8780070992313 |
| 2 | 39 | -15.0756876431556 | 54.0756876431556 |
| 3 | 50 | -9.27336818707989 | 59.2733681870799 |
| 4 | 40 | -3.47104873100361 | 43.4710487310036 |
| 5 | 43 | 2.33127072507237 | 40.6687292749276 |
| 6 | 38 | 8.13359018114837 | 29.8664098188516 |
| 7 | 44 | 13.9359096372243 | 30.0640903627757 |
| 8 | 35 | 19.7382290933003 | 15.2617709066997 |
| 9 | 39 | 25.5405485493763 | 13.4594514506237 |
| 10 | 35 | 31.3428680054523 | 3.65713199454768 |
| 11 | 29 | 37.1451874615283 | -8.14518746152826 |
| 12 | 49 | 42.9475069176043 | 6.05249308239573 |
| 13 | 50 | 21.1103505737124 | 28.8896494262876 |
| 14 | 59 | 26.9126700297884 | 32.0873299702116 |
| 15 | 63 | 32.7149894858644 | 30.2850105141356 |
| 16 | 32 | 38.5173089419404 | -6.51730894194039 |
| 17 | 39 | 44.3196283980164 | -5.31962839801636 |
| 18 | 47 | 50.1219478540923 | -3.12194785409235 |
| 19 | 53 | 55.9242673101684 | -2.92426731016835 |
| 20 | 60 | 61.7265867662443 | -1.72658676624434 |
| 21 | 57 | 67.5289062223203 | -10.5289062223203 |
| 22 | 52 | 73.3312256783963 | -21.3312256783963 |
| 23 | 70 | 79.1335451344723 | -9.13354513447234 |
| 24 | 90 | 84.9358645905483 | 5.06413540945167 |
| 25 | 74 | 63.0987082466565 | 10.9012917533435 |
| 26 | 62 | 68.9010277027324 | -6.90102770273245 |
| 27 | 55 | 74.7033471588084 | -19.7033471588084 |
| 28 | 84 | 80.5056666148844 | 3.49433338511559 |
| 29 | 94 | 86.3079860709604 | 7.6920139290396 |
| 30 | 70 | 92.1103055270364 | -22.1103055270364 |
| 31 | 108 | 97.9126249831124 | 10.0873750168876 |
| 32 | 139 | 103.714944439188 | 35.2850555608116 |
| 33 | 120 | 109.517263895264 | 10.4827361047356 |
| 34 | 97 | 115.31958335134 | -18.3195833513403 |
| 35 | 126 | 121.121902807416 | 4.87809719258366 |
| 36 | 149 | 126.924222263492 | 22.0757777365077 |
| 37 | 158 | 105.0870659196 | 52.9129340803996 |
| 38 | 124 | 110.889385375676 | 13.1106146243236 |
| 39 | 140 | 116.691704831752 | 23.3082951682476 |
| 40 | 109 | 122.494024287828 | -13.4940242878284 |
| 41 | 114 | 128.296343743904 | -14.2963437439044 |
| 42 | 77 | 134.09866319998 | -57.0986631999804 |
| 43 | 120 | 139.900982656056 | -19.9009826560564 |
| 44 | 133 | 145.703302112132 | -12.7033021121324 |
| 45 | 110 | 151.505621568208 | -41.5056215682083 |
| 46 | 92 | 157.307941024284 | -65.3079410242843 |
| 47 | 97 | 163.11026048036 | -66.1102604803603 |
| 48 | 78 | 168.912579936436 | -90.9125799364363 |
| 49 | 99 | 147.075423592544 | -48.0754235925444 |
| 50 | 107 | 152.87774304862 | -45.8777430486204 |
| 51 | 112 | 158.680062504696 | -46.6800625046964 |
| 52 | 90 | 164.482381960772 | -74.4823819607724 |
| 53 | 98 | 170.284701416848 | -72.2847014168484 |
| 54 | 125 | 176.087020872924 | -51.0870208729244 |
| 55 | 155 | 181.889340329 | -26.8893403290004 |
| 56 | 190 | 187.691659785076 | 2.30834021492364 |
| 57 | 236 | 193.493979241152 | 42.5060207588476 |
| 58 | 189 | 199.296298697228 | -10.2962986972283 |
| 59 | 174 | 205.098618153304 | -31.0986181533043 |
| 60 | 178 | 210.90093760938 | -32.9009376093803 |
| 61 | 136 | 189.063781265488 | -53.0637812654885 |
| 62 | 161 | 194.866100721564 | -33.8661007215644 |
| 63 | 171 | 200.66842017764 | -29.6684201776404 |
| 64 | 149 | 206.470739633716 | -57.4707396337164 |
| 65 | 184 | 212.273059089792 | -28.2730590897924 |
| 66 | 155 | 218.075378545868 | -63.0753785458684 |
| 67 | 276 | 223.877698001944 | 52.1223019980556 |
| 68 | 224 | 229.68001745802 | -5.68001745802036 |
| 69 | 213 | 235.482336914096 | -22.4823369140963 |
| 70 | 279 | 241.284656370172 | 37.7153436298277 |
| 71 | 268 | 247.086975826248 | 20.9130241737517 |
| 72 | 287 | 252.889295282324 | 34.1107047176757 |
| 73 | 238 | 231.052138938432 | 6.94786106156755 |
| 74 | 213 | 236.854458394508 | -23.8544583945084 |
| 75 | 257 | 242.656777850584 | 14.3432221494156 |
| 76 | 293 | 248.45909730666 | 44.5409026933396 |
| 77 | 212 | 254.261416762736 | -42.2614167627364 |
| 78 | 246 | 260.063736218812 | -14.0637362188124 |
| 79 | 353 | 265.866055674888 | 87.1339443251116 |
| 80 | 339 | 271.668375130964 | 67.3316248690357 |
| 81 | 308 | 277.47069458704 | 30.5293054129596 |
| 82 | 247 | 283.273014043116 | -36.2730140431163 |
| 83 | 257 | 289.075333499192 | -32.0753334991923 |
| 84 | 322 | 294.877652955268 | 27.1223470447317 |
| 85 | 298 | 273.040496611376 | 24.9595033886235 |
| 86 | 273 | 278.842816067452 | -5.84281606745245 |
| 87 | 312 | 284.645135523528 | 27.3548644764716 |
| 88 | 249 | 290.447454979604 | -41.4474549796044 |
| 89 | 286 | 296.24977443568 | -10.2497744356804 |
| 90 | 279 | 302.052093891756 | -23.0520938917564 |
| 91 | 309 | 307.854413347832 | 1.14558665216764 |
| 92 | 401 | 313.656732803908 | 87.3432671960917 |
| 93 | 309 | 319.459052259984 | -10.4590522599843 |
| 94 | 328 | 325.26137171606 | 2.73862828393969 |
| 95 | 353 | 331.063691172136 | 21.9363088278637 |
| 96 | 354 | 336.866010628212 | 17.1339893717877 |
| 97 | 327 | 315.02885428432 | 11.9711457156796 |
| 98 | 324 | 320.831173740396 | 3.16882625960361 |
| 99 | 285 | 326.633493196472 | -41.6334931964724 |
| 100 | 243 | 332.435812652548 | -89.4358126525484 |
| 101 | 241 | 338.238132108624 | -97.2381321086244 |
| 102 | 287 | 344.0404515647 | -57.0404515647004 |
| 103 | 355 | 349.842771020776 | 5.15722897922366 |
| 104 | 460 | 355.645090476852 | 104.354909523148 |
| 105 | 364 | 361.447409932928 | 2.55259006707168 |
| 106 | 487 | 367.249729389004 | 119.750270610996 |
| 107 | 452 | 373.05204884508 | 78.9479511549197 |
| 108 | 391 | 378.854368301156 | 12.1456316988437 |
| 109 | 500 | 357.017211957265 | 142.982788042736 |
| 110 | 451 | 362.81953141334 | 88.1804685866595 |
| 111 | 375 | 368.621850869416 | 6.37814913058361 |
| 112 | 372 | 374.424170325492 | -2.42417032549239 |
| 113 | 302 | 380.226489781568 | -78.2264897815684 |
| 114 | 316 | 386.028809237644 | -70.0288092376444 |
| 115 | 398 | 391.83112869372 | 6.16887130627966 |
| 116 | 394 | 397.633448149796 | -3.63344814979631 |
| 117 | 431 | 403.435767605872 | 27.5642323941277 |
| 118 | 431 | 409.238087061948 | 21.7619129380517 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.00292477030546504 | 0.00584954061093007 | 0.997075229694535 |
| 7 | 0.00035318099926496 | 0.00070636199852992 | 0.999646819000735 |
| 8 | 6.65453575138437e-05 | 0.000133090715027687 | 0.999933454642486 |
| 9 | 6.85935904881895e-06 | 1.37187180976379e-05 | 0.999993140640951 |
| 10 | 7.74425316693717e-07 | 1.54885063338743e-06 | 0.999999225574683 |
| 11 | 1.81975235458989e-07 | 3.63950470917978e-07 | 0.999999818024765 |
| 12 | 4.36709292791437e-07 | 8.73418585582873e-07 | 0.999999563290707 |
| 13 | 6.05029970213678e-08 | 1.21005994042736e-07 | 0.999999939497003 |
| 14 | 1.55353879696316e-08 | 3.10707759392631e-08 | 0.999999984464612 |
| 15 | 4.62621470542931e-09 | 9.25242941085863e-09 | 0.999999995373785 |
| 16 | 4.66606283941428e-08 | 9.33212567882856e-08 | 0.999999953339372 |
| 17 | 1.53997863350436e-08 | 3.07995726700872e-08 | 0.999999984600214 |
| 18 | 2.79402996984252e-09 | 5.58805993968505e-09 | 0.99999999720597 |
| 19 | 6.75500649600721e-10 | 1.35100129920144e-09 | 0.999999999324499 |
| 20 | 3.47717264845464e-10 | 6.95434529690928e-10 | 0.999999999652283 |
| 21 | 9.13945515912507e-11 | 1.82789103182501e-10 | 0.999999999908605 |
| 22 | 1.6330578659967e-11 | 3.26611573199339e-11 | 0.999999999983669 |
| 23 | 2.46895405766461e-11 | 4.93790811532922e-11 | 0.99999999997531 |
| 24 | 7.69362216814588e-10 | 1.53872443362918e-09 | 0.999999999230638 |
| 25 | 2.22125238822246e-10 | 4.44250477644492e-10 | 0.999999999777875 |
| 26 | 6.37212047416941e-11 | 1.27442409483388e-10 | 0.999999999936279 |
| 27 | 2.76395030400962e-11 | 5.52790060801924e-11 | 0.99999999997236 |
| 28 | 1.68625202844878e-11 | 3.37250405689756e-11 | 0.999999999983137 |
| 29 | 2.30092912721435e-11 | 4.60185825442869e-11 | 0.999999999976991 |
| 30 | 5.99800383707352e-12 | 1.1996007674147e-11 | 0.999999999994002 |
| 31 | 3.16210277650042e-11 | 6.32420555300083e-11 | 0.999999999968379 |
| 32 | 7.74245459859685e-09 | 1.54849091971937e-08 | 0.999999992257545 |
| 33 | 1.05057772261743e-08 | 2.10115544523485e-08 | 0.999999989494223 |
| 34 | 3.61291590091164e-09 | 7.22583180182328e-09 | 0.999999996387084 |
| 35 | 3.82767392080115e-09 | 7.6553478416023e-09 | 0.999999996172326 |
| 36 | 1.78675415716458e-08 | 3.57350831432915e-08 | 0.999999982132458 |
| 37 | 1.50015467516586e-07 | 3.00030935033172e-07 | 0.999999849984533 |
| 38 | 7.93902851544121e-08 | 1.58780570308824e-07 | 0.999999920609715 |
| 39 | 6.2322356089088e-08 | 1.24644712178176e-07 | 0.999999937677644 |
| 40 | 3.77825067684575e-08 | 7.55650135369151e-08 | 0.999999962217493 |
| 41 | 1.96603440043726e-08 | 3.93206880087453e-08 | 0.999999980339656 |
| 42 | 9.42109791532522e-08 | 1.88421958306504e-07 | 0.999999905789021 |
| 43 | 4.22450007634636e-08 | 8.44900015269272e-08 | 0.999999957754999 |
| 44 | 1.88611228575683e-08 | 3.77222457151366e-08 | 0.999999981138877 |
| 45 | 1.12991762771771e-08 | 2.25983525543542e-08 | 0.999999988700824 |
| 46 | 1.89464304112502e-08 | 3.78928608225003e-08 | 0.99999998105357 |
| 47 | 2.13833829042778e-08 | 4.27667658085555e-08 | 0.999999978616617 |
| 48 | 9.75624813504724e-08 | 1.95124962700945e-07 | 0.999999902437519 |
| 49 | 1.03660502387759e-07 | 2.07321004775518e-07 | 0.999999896339498 |
| 50 | 6.91136255191753e-08 | 1.38227251038351e-07 | 0.999999930886375 |
| 51 | 3.89792546829178e-08 | 7.79585093658356e-08 | 0.999999961020745 |
| 52 | 6.34998889293705e-08 | 1.26999777858741e-07 | 0.999999936500111 |
| 53 | 6.9325027547681e-08 | 1.38650055095362e-07 | 0.999999930674973 |
| 54 | 3.6598122618258e-08 | 7.31962452365159e-08 | 0.999999963401877 |
| 55 | 2.61078872389604e-08 | 5.22157744779208e-08 | 0.999999973892113 |
| 56 | 8.68638669649956e-08 | 1.73727733929991e-07 | 0.999999913136133 |
| 57 | 4.64312055725046e-06 | 9.28624111450093e-06 | 0.999995356879443 |
| 58 | 4.51918953106271e-06 | 9.03837906212541e-06 | 0.999995480810469 |
| 59 | 3.00212406421138e-06 | 6.00424812842276e-06 | 0.999996997875936 |
| 60 | 2.11041064088825e-06 | 4.2208212817765e-06 | 0.999997889589359 |
| 61 | 1.38947193166351e-06 | 2.77894386332702e-06 | 0.999998610528068 |
| 62 | 7.39561241937396e-07 | 1.47912248387479e-06 | 0.999999260438758 |
| 63 | 4.06315996270173e-07 | 8.12631992540345e-07 | 0.999999593684004 |
| 64 | 3.11484939899988e-07 | 6.22969879799977e-07 | 0.99999968851506 |
| 65 | 1.96769381757226e-07 | 3.93538763514452e-07 | 0.999999803230618 |
| 66 | 2.06846038274064e-07 | 4.13692076548128e-07 | 0.999999793153962 |
| 67 | 6.58521844810227e-06 | 1.31704368962045e-05 | 0.999993414781552 |
| 68 | 6.30915937343141e-06 | 1.26183187468628e-05 | 0.999993690840627 |
| 69 | 4.93741810155336e-06 | 9.87483620310672e-06 | 0.999995062581898 |
| 70 | 2.09886768542799e-05 | 4.19773537085599e-05 | 0.999979011323146 |
| 71 | 3.22184234991239e-05 | 6.44368469982478e-05 | 0.999967781576501 |
| 72 | 6.27547517080485e-05 | 0.000125509503416097 | 0.999937245248292 |
| 73 | 5.05641150496968e-05 | 0.000101128230099394 | 0.99994943588495 |
| 74 | 3.10950821766442e-05 | 6.21901643532884e-05 | 0.999968904917823 |
| 75 | 2.74891201359689e-05 | 5.49782402719378e-05 | 0.999972510879864 |
| 76 | 5.77652015919195e-05 | 0.000115530403183839 | 0.999942234798408 |
| 77 | 4.45467820765928e-05 | 8.90935641531857e-05 | 0.999955453217923 |
| 78 | 2.80927131726129e-05 | 5.61854263452257e-05 | 0.999971907286827 |
| 79 | 0.000345620213035178 | 0.000691240426070356 | 0.999654379786965 |
| 80 | 0.00106406488653882 | 0.00212812977307763 | 0.998935935113461 |
| 81 | 0.00102943403371001 | 0.00205886806742003 | 0.99897056596629 |
| 82 | 0.000780915447539319 | 0.00156183089507864 | 0.999219084552461 |
| 83 | 0.000604812923021662 | 0.00120962584604332 | 0.999395187076978 |
| 84 | 0.000503314416087733 | 0.00100662883217547 | 0.999496685583912 |
| 85 | 0.000432218542304923 | 0.000864437084609845 | 0.999567781457695 |
| 86 | 0.000258292751644655 | 0.00051658550328931 | 0.999741707248355 |
| 87 | 0.000228251960817122 | 0.000456503921634245 | 0.999771748039183 |
| 88 | 0.000165976559056754 | 0.000331953118113508 | 0.999834023440943 |
| 89 | 9.44366834339997e-05 | 0.000188873366867999 | 0.999905563316566 |
| 90 | 5.74711865911695e-05 | 0.000114942373182339 | 0.999942528813409 |
| 91 | 3.25884115364479e-05 | 6.51768230728958e-05 | 0.999967411588464 |
| 92 | 0.000183566177695667 | 0.000367132355391335 | 0.999816433822304 |
| 93 | 0.000104030822436606 | 0.000208061644873213 | 0.999895969177563 |
| 94 | 5.79847818494864e-05 | 0.000115969563698973 | 0.999942015218151 |
| 95 | 3.60260331000705e-05 | 7.2052066200141e-05 | 0.9999639739669 |
| 96 | 2.05244509134307e-05 | 4.10489018268613e-05 | 0.999979475549087 |
| 97 | 1.21374596176607e-05 | 2.42749192353215e-05 | 0.999987862540382 |
| 98 | 6.3987505992693e-06 | 1.27975011985386e-05 | 0.999993601249401 |
| 99 | 3.96762739965981e-06 | 7.93525479931963e-06 | 0.9999960323726 |
| 100 | 1.95272394987512e-05 | 3.90544789975024e-05 | 0.999980472760501 |
| 101 | 0.000443369841144678 | 0.000886739682289357 | 0.999556630158855 |
| 102 | 0.00388452684507299 | 0.00776905369014599 | 0.996115473154927 |
| 103 | 0.0068986148226627 | 0.0137972296453254 | 0.993101385177337 |
| 104 | 0.009612355319972 | 0.019224710639944 | 0.990387644680028 |
| 105 | 0.0159812305117103 | 0.0319624610234207 | 0.98401876948829 |
| 106 | 0.0272385396921708 | 0.0544770793843415 | 0.972761460307829 |
| 107 | 0.0266798282154065 | 0.0533596564308131 | 0.973320171784594 |
| 108 | 0.0149109908772741 | 0.0298219817545481 | 0.985089009122726 |
| 109 | 0.117366354918168 | 0.234732709836337 | 0.882633645081832 |
| 110 | 0.440823014489959 | 0.881646028979917 | 0.559176985510041 |
| 111 | 0.499500378070699 | 0.999000756141399 | 0.500499621929301 |
| 112 | 0.79010014064968 | 0.41979971870064 | 0.20989985935032 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 97 | 0.906542056074766 | NOK |
| 5% type I error level | 101 | 0.94392523364486 | NOK |
| 10% type I error level | 103 | 0.962616822429907 | NOK |
