| Multiple Linear Regression - Estimated Regression Equation |
| Q1[t] = + 1.05597652413708 + 0.090544186525728Q2[t] -0.0322036004780115Q3[t] + 0.618568493421045Q4[t] + 0.0497931818993269Q5[t] -0.0111985287362562`Q1-V`[t] -0.105481250514253`Q2-v`[t] + 0.1675656578861`Q3-v`[t] + 0.109146622954792`Q4-v`[t] -0.119775534076574`Q5-v`[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) | 1.05597652413708 | 0.767234 | 1.3763 | 0.172093 | 0.086046 |
| Q2 | 0.090544186525728 | 0.087649 | 1.033 | 0.304327 | 0.152163 |
| Q3 | -0.0322036004780115 | 0.109168 | -0.295 | 0.768673 | 0.384337 |
| Q4 | 0.618568493421045 | 0.097947 | 6.3153 | 0 | 0 |
| Q5 | 0.0497931818993269 | 0.104408 | 0.4769 | 0.634569 | 0.317285 |
| `Q1-V` | -0.0111985287362562 | 0.105033 | -0.1066 | 0.915326 | 0.457663 |
| `Q2-v` | -0.105481250514253 | 0.126669 | -0.8327 | 0.407177 | 0.203589 |
| `Q3-v` | 0.1675656578861 | 0.152879 | 1.0961 | 0.275943 | 0.137971 |
| `Q4-v` | 0.109146622954792 | 0.153497 | 0.7111 | 0.478863 | 0.239431 |
| `Q5-v` | -0.119775534076574 | 0.147415 | -0.8125 | 0.418623 | 0.209311 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.605252848920341 |
| R-squared | 0.366331011126189 |
| Adjusted R-squared | 0.303660451787021 |
| F-TEST (value) | 5.84534452841938 |
| F-TEST (DF numerator) | 9 |
| F-TEST (DF denominator) | 91 |
| p-value | 2.12168194557716e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.940362845778564 |
| Sum Squared Residuals | 80.4696876365891 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 7 | 6.40316584382852 | 0.596834156171476 |
| 2 | 5 | 5.09106213765076 | -0.0910621376507561 |
| 3 | 6 | 4.01547169828326 | 1.98452830171674 |
| 4 | 5 | 5.00760787002747 | -0.00760787002747163 |
| 5 | 6 | 5.94695264558204 | 0.0530473544179621 |
| 6 | 6 | 4.92952274394003 | 1.07047725605997 |
| 7 | 6 | 5.99816187219768 | 0.00183812780231977 |
| 8 | 6 | 5.0319324050879 | 0.968067594912097 |
| 9 | 4 | 4.05500075757049 | -0.0550007575704898 |
| 10 | 6 | 5.18266999311849 | 0.81733000688151 |
| 11 | 6 | 6.2789529082823 | -0.278952908282297 |
| 12 | 3 | 4.16087355154312 | -1.16087355154312 |
| 13 | 5 | 5.46606541297454 | -0.466065412974542 |
| 14 | 5 | 5.15792608307624 | -0.157926083076243 |
| 15 | 2 | 3.32944749942923 | -1.32944749942923 |
| 16 | 3 | 5.18755413946827 | -2.18755413946827 |
| 17 | 6 | 5.82192380857198 | 0.178076191428024 |
| 18 | 6 | 5.51971871543251 | 0.480281284567493 |
| 19 | 5 | 4.94096734426131 | 0.0590326557386868 |
| 20 | 7 | 4.90212661951322 | 2.09787338048678 |
| 21 | 5 | 5.47368230422571 | -0.473682304225714 |
| 22 | 5 | 4.96382976730519 | 0.0361702326948108 |
| 23 | 5 | 5.26537422300759 | -0.265374223007589 |
| 24 | 5 | 5.08321499256467 | -0.0832149925646745 |
| 25 | 5 | 5.08167618011284 | -0.081676180112836 |
| 26 | 6 | 6.02946891690245 | -0.0294689169024512 |
| 27 | 5 | 5.12970759053314 | -0.129707590533145 |
| 28 | 5 | 3.96649632022536 | 1.03350367977464 |
| 29 | 6 | 4.99640934129122 | 1.00359065870878 |
| 30 | 4 | 4.29145607089757 | -0.291456070897573 |
| 31 | 4 | 5.32144754084702 | -1.32144754084702 |
| 32 | 6 | 5.07840751651348 | 0.921592483486523 |
| 33 | 3 | 3.71964372513787 | -0.719643725137873 |
| 34 | 6 | 5.23523778728964 | 0.764762212710357 |
| 35 | 5 | 4.65570934095024 | 0.344290659049761 |
| 36 | 6 | 5.59939270422567 | 0.400607295774331 |
| 37 | 7 | 5.3799578642381 | 1.6200421357619 |
| 38 | 4 | 5.15893893808399 | -1.15893893808399 |
| 39 | 5 | 4.69405550483813 | 0.305944495161865 |
| 40 | 4 | 4.34833011555788 | -0.348330115557879 |
| 41 | 5 | 5.25404402797827 | -0.254044027978272 |
| 42 | 3 | 4.82047058087494 | -1.82047058087494 |
| 43 | 5 | 4.93715036012545 | 0.0628496398745477 |
| 44 | 6 | 5.80848000292236 | 0.191519997077639 |
| 45 | 6 | 5.50344766809693 | 0.496552331903065 |
| 46 | 4 | 4.29442832382474 | -0.294428323824739 |
| 47 | 4 | 4.05448054683041 | -0.0544805468304104 |
| 48 | 6 | 4.98937022210809 | 1.01062977789191 |
| 49 | 6 | 5.84769461278708 | 0.152305387212925 |
| 50 | 5 | 5.87578718574112 | -0.875787185741123 |
| 51 | 6 | 5.84668175777933 | 0.153318242220673 |
| 52 | 4 | 4.07764409889236 | -0.0776440988923633 |
| 53 | 4 | 5.16130013286705 | -1.16130013286705 |
| 54 | 5 | 5.25652224379284 | -0.256522243792844 |
| 55 | 3 | 4.37030556271758 | -1.37030556271758 |
| 56 | 6 | 5.80119672874674 | 0.198803271253257 |
| 57 | 6 | 5.84325192524556 | 0.15674807475444 |
| 58 | 4 | 4.14388262974548 | -0.14388262974548 |
| 59 | 5 | 4.8339932960403 | 0.166006703959701 |
| 60 | 5 | 5.07302931883617 | -0.0730293188361665 |
| 61 | 4 | 5.70752507932779 | -1.70752507932779 |
| 62 | 6 | 5.3016739587981 | 0.698326041201901 |
| 63 | 5 | 5.50832830695986 | -0.508328306959862 |
| 64 | 4 | 4.78003201750325 | -0.780032017503251 |
| 65 | 6 | 4.76541799844656 | 1.23458200155345 |
| 66 | 5 | 5.87125979413651 | -0.871259794136515 |
| 67 | 6 | 5.41619009234561 | 0.583809907654389 |
| 68 | 5 | 6.1428923537137 | -1.1428923537137 |
| 69 | 6 | 5.52432386029265 | 0.475676139707346 |
| 70 | 5 | 4.72169143145553 | 0.278308568544466 |
| 71 | 4 | 4.1207125194558 | -0.120712519455804 |
| 72 | 6 | 5.52432386029265 | 0.475676139707346 |
| 73 | 5 | 3.66861838002952 | 1.33138161997048 |
| 74 | 5 | 4.75687059429816 | 0.243129405701835 |
| 75 | 3 | 4.72466699382015 | -1.72466699382015 |
| 76 | 5 | 4.76900382411478 | 0.230996175885222 |
| 77 | 4 | 4.79762159892457 | -0.797621598924566 |
| 78 | 5 | 4.65728423049951 | 0.342715769500489 |
| 79 | 5 | 3.42621385856573 | 1.57378614143427 |
| 80 | 7 | 6.1428923537137 | 0.8571076462863 |
| 81 | 7 | 5.47453067839333 | 1.52546932160667 |
| 82 | 5 | 3.81687635940061 | 1.18312364059939 |
| 83 | 4 | 4.17905310550352 | -0.179053105503521 |
| 84 | 6 | 5.23510171929416 | 0.764898280705845 |
| 85 | 5 | 4.90575536687161 | 0.0942446331283904 |
| 86 | 5 | 5.3839864918676 | -0.3839864918676 |
| 87 | 4 | 4.48523803472098 | -0.485238034720981 |
| 88 | 5 | 4.80616900307296 | 0.193830996927044 |
| 89 | 2 | 2.95046352280982 | -0.95046352280982 |
| 90 | 7 | 5.3432354872412 | 1.6567645127588 |
| 91 | 4 | 4.74782841702524 | -0.747828417025239 |
| 92 | 5 | 4.72466699382015 | 0.275333006179847 |
| 93 | 5 | 5.43377967376693 | -0.433779673766926 |
| 94 | 7 | 6.10771319087107 | 0.892286809128931 |
| 95 | 2 | 5.41619009234561 | -3.41619009234561 |
| 96 | 4 | 4.28718687345056 | -0.287186873450565 |
| 97 | 6 | 5.3839864918676 | 0.6160135081324 |
| 98 | 5 | 5.27585272392056 | -0.275852723920556 |
| 99 | 5 | 4.65728423049951 | 0.342715769500489 |
| 100 | 4 | 4.69853000825045 | -0.698530008250449 |
| 101 | 4 | 4.66632640777244 | -0.666326407772437 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 13 | 0.212897948202414 | 0.425795896404828 | 0.787102051797586 |
| 14 | 0.115300837084208 | 0.230601674168416 | 0.884699162915792 |
| 15 | 0.142383920189807 | 0.284767840379614 | 0.857616079810193 |
| 16 | 0.154324996610723 | 0.308649993221447 | 0.845675003389277 |
| 17 | 0.133358347760584 | 0.266716695521168 | 0.866641652239416 |
| 18 | 0.0834959129996188 | 0.166991825999238 | 0.916504087000381 |
| 19 | 0.0467115128381056 | 0.0934230256762111 | 0.953288487161894 |
| 20 | 0.284504073115122 | 0.569008146230244 | 0.715495926884878 |
| 21 | 0.775934607033708 | 0.448130785932584 | 0.224065392966292 |
| 22 | 0.784775339802567 | 0.430449320394866 | 0.215224660197433 |
| 23 | 0.72334625480816 | 0.55330749038368 | 0.27665374519184 |
| 24 | 0.649802524284296 | 0.700394951431409 | 0.350197475715704 |
| 25 | 0.5950471332007 | 0.8099057335986 | 0.4049528667993 |
| 26 | 0.584915843731754 | 0.830168312536492 | 0.415084156268246 |
| 27 | 0.510488891592017 | 0.979022216815967 | 0.489511108407983 |
| 28 | 0.609751634467967 | 0.780496731064066 | 0.390248365532033 |
| 29 | 0.59624711379594 | 0.807505772408119 | 0.40375288620406 |
| 30 | 0.526797004786777 | 0.946405990426446 | 0.473202995213223 |
| 31 | 0.656494803338319 | 0.687010393323363 | 0.343505196661681 |
| 32 | 0.624643239250475 | 0.75071352149905 | 0.375356760749525 |
| 33 | 0.561468958263659 | 0.877062083472682 | 0.438531041736341 |
| 34 | 0.615041246505353 | 0.769917506989294 | 0.384958753494647 |
| 35 | 0.560609836903921 | 0.878780326192159 | 0.439390163096079 |
| 36 | 0.501189443499541 | 0.997621113000919 | 0.498810556500459 |
| 37 | 0.616093932850003 | 0.767812134299993 | 0.383906067149996 |
| 38 | 0.63374130080899 | 0.73251739838202 | 0.36625869919101 |
| 39 | 0.577680743128995 | 0.84463851374201 | 0.422319256871005 |
| 40 | 0.515237937617485 | 0.969524124765029 | 0.484762062382515 |
| 41 | 0.458374872390611 | 0.916749744781221 | 0.541625127609389 |
| 42 | 0.581632777998868 | 0.836734444002264 | 0.418367222001132 |
| 43 | 0.521265856766727 | 0.957468286466546 | 0.478734143233273 |
| 44 | 0.482392030327601 | 0.964784060655201 | 0.517607969672399 |
| 45 | 0.436288334447874 | 0.872576668895747 | 0.563711665552126 |
| 46 | 0.37906724071361 | 0.758134481427219 | 0.62093275928639 |
| 47 | 0.321135415553185 | 0.64227083110637 | 0.678864584446815 |
| 48 | 0.329066689182834 | 0.658133378365667 | 0.670933310817166 |
| 49 | 0.27713310202413 | 0.554266204048259 | 0.72286689797587 |
| 50 | 0.249089323416585 | 0.498178646833171 | 0.750910676583415 |
| 51 | 0.212905176371823 | 0.425810352743647 | 0.787094823628177 |
| 52 | 0.17105910386049 | 0.342118207720981 | 0.82894089613951 |
| 53 | 0.18939701253179 | 0.378794025063581 | 0.81060298746821 |
| 54 | 0.151641479954792 | 0.303282959909584 | 0.848358520045208 |
| 55 | 0.185628556363993 | 0.371257112727987 | 0.814371443636007 |
| 56 | 0.154539049282053 | 0.309078098564107 | 0.845460950717947 |
| 57 | 0.157180078279821 | 0.314360156559642 | 0.842819921720179 |
| 58 | 0.124272498307575 | 0.24854499661515 | 0.875727501692425 |
| 59 | 0.0958498897095665 | 0.191699779419133 | 0.904150110290433 |
| 60 | 0.0722337248185 | 0.144467449637 | 0.9277662751815 |
| 61 | 0.083921995182926 | 0.167843990365852 | 0.916078004817074 |
| 62 | 0.067977512130208 | 0.135955024260416 | 0.932022487869792 |
| 63 | 0.0498201221772775 | 0.0996402443545549 | 0.950179877822723 |
| 64 | 0.043133949768882 | 0.086267899537764 | 0.956866050231118 |
| 65 | 0.0627754110455967 | 0.125550822091193 | 0.937224588954403 |
| 66 | 0.0519075901749725 | 0.103815180349945 | 0.948092409825028 |
| 67 | 0.0437744445380955 | 0.087548889076191 | 0.956225555461904 |
| 68 | 0.0437630231959825 | 0.087526046391965 | 0.956236976804018 |
| 69 | 0.034083376575577 | 0.068166753151154 | 0.965916623424423 |
| 70 | 0.0247416626642927 | 0.0494833253285854 | 0.975258337335707 |
| 71 | 0.0164469046299469 | 0.0328938092598938 | 0.983553095370053 |
| 72 | 0.0117411411872597 | 0.0234822823745195 | 0.98825885881274 |
| 73 | 0.0184989952466756 | 0.0369979904933512 | 0.981501004753324 |
| 74 | 0.012338388697642 | 0.024676777395284 | 0.987661611302358 |
| 75 | 0.0227022818022399 | 0.0454045636044798 | 0.97729771819776 |
| 76 | 0.0150814532058796 | 0.0301629064117591 | 0.98491854679412 |
| 77 | 0.011758131268654 | 0.023516262537308 | 0.988241868731346 |
| 78 | 0.0072218260939938 | 0.0144436521879876 | 0.992778173906006 |
| 79 | 0.0284870282143345 | 0.056974056428669 | 0.971512971785666 |
| 80 | 0.0205414149284623 | 0.0410828298569247 | 0.979458585071538 |
| 81 | 0.0281648091840844 | 0.0563296183681687 | 0.971835190815916 |
| 82 | 0.0286034978138202 | 0.0572069956276404 | 0.97139650218618 |
| 83 | 0.0187693898968915 | 0.0375387797937831 | 0.981230610103108 |
| 84 | 0.0132867686259044 | 0.0265735372518089 | 0.986713231374096 |
| 85 | 0.00700166518800727 | 0.0140033303760145 | 0.992998334811993 |
| 86 | 0.00394719537607674 | 0.00789439075215348 | 0.996052804623923 |
| 87 | 0.00173126588916794 | 0.00346253177833589 | 0.998268734110832 |
| 88 | 0.000606418071630025 | 0.00121283614326005 | 0.99939358192837 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 3 | 0.0394736842105263 | NOK |
| 5% type I error level | 16 | 0.210526315789474 | NOK |
| 10% type I error level | 25 | 0.328947368421053 | NOK |
