| Multiple Linear Regression - Estimated Regression Equation |
| CorrectAnalysis[t] = + 0.26984126984127 + 0.121463077984817T40[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) | 0.26984126984127 | 0.058144 | 4.6409 | 1.3e-05 | 6e-06 |
| T40 | 0.121463077984817 | 0.112433 | 1.0803 | 0.283092 | 0.141546 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.117062063654307 |
| R-squared | 0.013703526747005 |
| Adjusted R-squared | 0.00196190206542179 |
| F-TEST (value) | 1.16708948877398 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 84 |
| p-value | 0.283092108275713 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.461505807659165 |
| Sum Squared Residuals | 17.8909592822636 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0 | 0.391304347826087 | -0.391304347826087 |
| 2 | 0 | 0.26984126984127 | -0.26984126984127 |
| 3 | 0 | 0.26984126984127 | -0.26984126984127 |
| 4 | 0 | 0.26984126984127 | -0.26984126984127 |
| 5 | 0 | 0.26984126984127 | -0.26984126984127 |
| 6 | 0 | 0.26984126984127 | -0.26984126984127 |
| 7 | 0 | 0.26984126984127 | -0.26984126984127 |
| 8 | 0 | 0.391304347826087 | -0.391304347826087 |
| 9 | 0 | 0.26984126984127 | -0.26984126984127 |
| 10 | 0 | 0.26984126984127 | -0.26984126984127 |
| 11 | 0 | 0.391304347826087 | -0.391304347826087 |
| 12 | 0 | 0.26984126984127 | -0.26984126984127 |
| 13 | 0 | 0.26984126984127 | -0.26984126984127 |
| 14 | 0 | 0.391304347826087 | -0.391304347826087 |
| 15 | 0 | 0.26984126984127 | -0.26984126984127 |
| 16 | 0 | 0.391304347826087 | -0.391304347826087 |
| 17 | 1 | 0.391304347826087 | 0.608695652173913 |
| 18 | 0 | 0.391304347826087 | -0.391304347826087 |
| 19 | 0 | 0.26984126984127 | -0.26984126984127 |
| 20 | 1 | 0.391304347826087 | 0.608695652173913 |
| 21 | 1 | 0.26984126984127 | 0.73015873015873 |
| 22 | 1 | 0.26984126984127 | 0.73015873015873 |
| 23 | 1 | 0.26984126984127 | 0.73015873015873 |
| 24 | 1 | 0.26984126984127 | 0.73015873015873 |
| 25 | 0 | 0.391304347826087 | -0.391304347826087 |
| 26 | 1 | 0.26984126984127 | 0.73015873015873 |
| 27 | 0 | 0.26984126984127 | -0.26984126984127 |
| 28 | 0 | 0.26984126984127 | -0.26984126984127 |
| 29 | 0 | 0.26984126984127 | -0.26984126984127 |
| 30 | 1 | 0.26984126984127 | 0.73015873015873 |
| 31 | 0 | 0.26984126984127 | -0.26984126984127 |
| 32 | 0 | 0.26984126984127 | -0.26984126984127 |
| 33 | 1 | 0.26984126984127 | 0.73015873015873 |
| 34 | 0 | 0.391304347826087 | -0.391304347826087 |
| 35 | 0 | 0.26984126984127 | -0.26984126984127 |
| 36 | 0 | 0.26984126984127 | -0.26984126984127 |
| 37 | 1 | 0.391304347826087 | 0.608695652173913 |
| 38 | 0 | 0.26984126984127 | -0.26984126984127 |
| 39 | 1 | 0.26984126984127 | 0.73015873015873 |
| 40 | 1 | 0.391304347826087 | 0.608695652173913 |
| 41 | 1 | 0.26984126984127 | 0.73015873015873 |
| 42 | 0 | 0.26984126984127 | -0.26984126984127 |
| 43 | 1 | 0.26984126984127 | 0.73015873015873 |
| 44 | 0 | 0.391304347826087 | -0.391304347826087 |
| 45 | 1 | 0.26984126984127 | 0.73015873015873 |
| 46 | 1 | 0.26984126984127 | 0.73015873015873 |
| 47 | 0 | 0.26984126984127 | -0.26984126984127 |
| 48 | 0 | 0.26984126984127 | -0.26984126984127 |
| 49 | 1 | 0.26984126984127 | 0.73015873015873 |
| 50 | 0 | 0.26984126984127 | -0.26984126984127 |
| 51 | 0 | 0.391304347826087 | -0.391304347826087 |
| 52 | 1 | 0.391304347826087 | 0.608695652173913 |
| 53 | 0 | 0.26984126984127 | -0.26984126984127 |
| 54 | 0 | 0.26984126984127 | -0.26984126984127 |
| 55 | 0 | 0.26984126984127 | -0.26984126984127 |
| 56 | 0 | 0.391304347826087 | -0.391304347826087 |
| 57 | 1 | 0.26984126984127 | 0.73015873015873 |
| 58 | 0 | 0.26984126984127 | -0.26984126984127 |
| 59 | 0 | 0.26984126984127 | -0.26984126984127 |
| 60 | 1 | 0.391304347826087 | 0.608695652173913 |
| 61 | 0 | 0.391304347826087 | -0.391304347826087 |
| 62 | 1 | 0.26984126984127 | 0.73015873015873 |
| 63 | 0 | 0.26984126984127 | -0.26984126984127 |
| 64 | 0 | 0.391304347826087 | -0.391304347826087 |
| 65 | 0 | 0.26984126984127 | -0.26984126984127 |
| 66 | 0 | 0.26984126984127 | -0.26984126984127 |
| 67 | 1 | 0.391304347826087 | 0.608695652173913 |
| 68 | 0 | 0.26984126984127 | -0.26984126984127 |
| 69 | 0 | 0.26984126984127 | -0.26984126984127 |
| 70 | 0 | 0.26984126984127 | -0.26984126984127 |
| 71 | 0 | 0.26984126984127 | -0.26984126984127 |
| 72 | 0 | 0.26984126984127 | -0.26984126984127 |
| 73 | 0 | 0.26984126984127 | -0.26984126984127 |
| 74 | 0 | 0.26984126984127 | -0.26984126984127 |
| 75 | 0 | 0.26984126984127 | -0.26984126984127 |
| 76 | 1 | 0.391304347826087 | 0.608695652173913 |
| 77 | 0 | 0.26984126984127 | -0.26984126984127 |
| 78 | 1 | 0.26984126984127 | 0.73015873015873 |
| 79 | 0 | 0.391304347826087 | -0.391304347826087 |
| 80 | 1 | 0.391304347826087 | 0.608695652173913 |
| 81 | 0 | 0.26984126984127 | -0.26984126984127 |
| 82 | 0 | 0.26984126984127 | -0.26984126984127 |
| 83 | 0 | 0.26984126984127 | -0.26984126984127 |
| 84 | 0 | 0.26984126984127 | -0.26984126984127 |
| 85 | 1 | 0.26984126984127 | 0.73015873015873 |
| 86 | 0 | 0.26984126984127 | -0.26984126984127 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0 | 0 | 1 |
| 6 | 0 | 0 | 1 |
| 7 | 0 | 0 | 1 |
| 8 | 0 | 0 | 1 |
| 9 | 0 | 0 | 1 |
| 10 | 0 | 0 | 1 |
| 11 | 0 | 0 | 1 |
| 12 | 0 | 0 | 1 |
| 13 | 0 | 0 | 1 |
| 14 | 0 | 0 | 1 |
| 15 | 0 | 0 | 1 |
| 16 | 0 | 0 | 1 |
| 17 | 0.00167437809640144 | 0.00334875619280288 | 0.998325621903599 |
| 18 | 0.000987877293544112 | 0.00197575458708822 | 0.999012122706456 |
| 19 | 0.000461051198310438 | 0.000922102396620876 | 0.99953894880169 |
| 20 | 0.00836484631651429 | 0.0167296926330286 | 0.991635153683486 |
| 21 | 0.0735232780689998 | 0.147046556138 | 0.926476721931 |
| 22 | 0.193701529544322 | 0.387403059088643 | 0.806298470455678 |
| 23 | 0.325996536685196 | 0.651993073370391 | 0.674003463314804 |
| 24 | 0.44583372046257 | 0.89166744092514 | 0.55416627953743 |
| 25 | 0.40897619849784 | 0.81795239699568 | 0.59102380150216 |
| 26 | 0.511427742455055 | 0.977144515089891 | 0.488572257544945 |
| 27 | 0.467388992846371 | 0.934777985692741 | 0.532611007153629 |
| 28 | 0.422711000163242 | 0.845422000326484 | 0.577288999836758 |
| 29 | 0.378297313248412 | 0.756594626496824 | 0.621702686751588 |
| 30 | 0.476800040962918 | 0.953600081925836 | 0.523199959037082 |
| 31 | 0.433975024642343 | 0.867950049284687 | 0.566024975357657 |
| 32 | 0.391317678174086 | 0.782635356348172 | 0.608682321825914 |
| 33 | 0.485550708434293 | 0.971101416868586 | 0.514449291565707 |
| 34 | 0.459864233987118 | 0.919728467974237 | 0.540135766012882 |
| 35 | 0.419003062427041 | 0.838006124854082 | 0.580996937572959 |
| 36 | 0.37850129832503 | 0.75700259665006 | 0.62149870167497 |
| 37 | 0.444155552081759 | 0.888311104163518 | 0.555844447918241 |
| 38 | 0.402444236703933 | 0.804888473407865 | 0.597555763296067 |
| 39 | 0.493301284429986 | 0.986602568859972 | 0.506698715570014 |
| 40 | 0.541578865140531 | 0.916842269718938 | 0.458421134859469 |
| 41 | 0.627749052419977 | 0.744501895160046 | 0.372250947580023 |
| 42 | 0.587791728468317 | 0.824416543063366 | 0.412208271531683 |
| 43 | 0.673557195221628 | 0.652885609556745 | 0.326442804778372 |
| 44 | 0.661115551262354 | 0.677768897475291 | 0.338884448737646 |
| 45 | 0.746154255640442 | 0.507691488719115 | 0.253845744359558 |
| 46 | 0.825073676787811 | 0.349852646424378 | 0.174926323212189 |
| 47 | 0.796023006599857 | 0.407953986800286 | 0.203976993400143 |
| 48 | 0.763618826396245 | 0.472762347207509 | 0.236381173603755 |
| 49 | 0.847097751204412 | 0.305804497591176 | 0.152902248795588 |
| 50 | 0.818435845580228 | 0.363128308839545 | 0.181564154419772 |
| 51 | 0.820875414180777 | 0.358249171638445 | 0.179124585819223 |
| 52 | 0.841997102672461 | 0.316005794655078 | 0.158002897327539 |
| 53 | 0.811211867228007 | 0.377576265543986 | 0.188788132771993 |
| 54 | 0.776450950447274 | 0.447098099105452 | 0.223549049552726 |
| 55 | 0.737813238990017 | 0.524373522019966 | 0.262186761009983 |
| 56 | 0.744544093635454 | 0.510911812729093 | 0.255455906364546 |
| 57 | 0.849457632210016 | 0.301084735579969 | 0.150542367789984 |
| 58 | 0.815834925041854 | 0.368330149916291 | 0.184165074958146 |
| 59 | 0.777352842104043 | 0.445294315791914 | 0.222647157895957 |
| 60 | 0.795373118575337 | 0.409253762849327 | 0.204626881424663 |
| 61 | 0.810699012688238 | 0.378601974623524 | 0.189300987311762 |
| 62 | 0.916338340215126 | 0.167323319569748 | 0.0836616597848742 |
| 63 | 0.889466961654644 | 0.221066076690712 | 0.110533038345356 |
| 64 | 0.927752798374243 | 0.144494403251515 | 0.0722472016257574 |
| 65 | 0.902220233470721 | 0.195559533058557 | 0.0977797665292786 |
| 66 | 0.870057648270274 | 0.259884703459452 | 0.129942351729726 |
| 67 | 0.859044639607738 | 0.281910720784525 | 0.140955360392262 |
| 68 | 0.816035229868764 | 0.367929540262472 | 0.183964770131236 |
| 69 | 0.764817420982182 | 0.470365158035636 | 0.235182579017818 |
| 70 | 0.705661993419874 | 0.588676013160252 | 0.294338006580126 |
| 71 | 0.639527155357764 | 0.720945689284472 | 0.360472844642236 |
| 72 | 0.568113173995616 | 0.863773652008768 | 0.431886826004384 |
| 73 | 0.493816051947649 | 0.987632103895298 | 0.506183948052351 |
| 74 | 0.419567990998326 | 0.839135981996652 | 0.580432009001674 |
| 75 | 0.348583516429665 | 0.697167032859331 | 0.651416483570335 |
| 76 | 0.330904307245453 | 0.661808614490906 | 0.669095692754547 |
| 77 | 0.263694820983081 | 0.527389641966163 | 0.736305179016919 |
| 78 | 0.415093526057678 | 0.830187052115356 | 0.584906473942322 |
| 79 | 0.572048906520578 | 0.855902186958843 | 0.427951093479422 |
| 80 | 0.43617661013665 | 0.872353220273299 | 0.56382338986335 |
| 81 | 0.302793316537167 | 0.605586633074334 | 0.697206683462833 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 15 | 0.194805194805195 | NOK |
| 5% type I error level | 16 | 0.207792207792208 | NOK |
| 10% type I error level | 16 | 0.207792207792208 | NOK |
