| Multiple Linear Regression - Estimated Regression Equation |
| CorrectAnalysis[t] = + 0.176470588235294 -0.0588235294117647T20[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) | 0.176470588235294 | 0.052213 | 3.3798 | 0.001222 | 0.000611 |
| T20 | -0.0588235294117647 | 0.104427 | -0.5633 | 0.575139 | 0.287569 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.0691714463866075 |
| R-squared | 0.00478468899521532 |
| Adjusted R-squared | -0.0102943308684935 |
| F-TEST (value) | 0.317307692307693 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 66 |
| p-value | 0.575138960716296 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.372877236037654 |
| Sum Squared Residuals | 9.17647058823529 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0 | 0.176470588235294 | -0.176470588235294 |
| 2 | 0 | 0.117647058823529 | -0.117647058823529 |
| 3 | 0 | 0.176470588235294 | -0.176470588235294 |
| 4 | 0 | 0.176470588235294 | -0.176470588235294 |
| 5 | 1 | 0.176470588235294 | 0.823529411764706 |
| 6 | 0 | 0.117647058823529 | -0.117647058823529 |
| 7 | 1 | 0.176470588235294 | 0.823529411764706 |
| 8 | 0 | 0.176470588235294 | -0.176470588235294 |
| 9 | 0 | 0.117647058823529 | -0.117647058823529 |
| 10 | 0 | 0.176470588235294 | -0.176470588235294 |
| 11 | 0 | 0.117647058823529 | -0.117647058823529 |
| 12 | 0 | 0.176470588235294 | -0.176470588235294 |
| 13 | 0 | 0.176470588235294 | -0.176470588235294 |
| 14 | 0 | 0.176470588235294 | -0.176470588235294 |
| 15 | 0 | 0.176470588235294 | -0.176470588235294 |
| 16 | 0 | 0.176470588235294 | -0.176470588235294 |
| 17 | 0 | 0.176470588235294 | -0.176470588235294 |
| 18 | 0 | 0.176470588235294 | -0.176470588235294 |
| 19 | 0 | 0.117647058823529 | -0.117647058823529 |
| 20 | 0 | 0.176470588235294 | -0.176470588235294 |
| 21 | 0 | 0.176470588235294 | -0.176470588235294 |
| 22 | 0 | 0.117647058823529 | -0.117647058823529 |
| 23 | 0 | 0.176470588235294 | -0.176470588235294 |
| 24 | 0 | 0.176470588235294 | -0.176470588235294 |
| 25 | 1 | 0.117647058823529 | 0.882352941176471 |
| 26 | 0 | 0.117647058823529 | -0.117647058823529 |
| 27 | 0 | 0.176470588235294 | -0.176470588235294 |
| 28 | 0 | 0.117647058823529 | -0.117647058823529 |
| 29 | 0 | 0.176470588235294 | -0.176470588235294 |
| 30 | 0 | 0.176470588235294 | -0.176470588235294 |
| 31 | 0 | 0.176470588235294 | -0.176470588235294 |
| 32 | 0 | 0.176470588235294 | -0.176470588235294 |
| 33 | 0 | 0.176470588235294 | -0.176470588235294 |
| 34 | 0 | 0.176470588235294 | -0.176470588235294 |
| 35 | 0 | 0.176470588235294 | -0.176470588235294 |
| 36 | 0 | 0.176470588235294 | -0.176470588235294 |
| 37 | 0 | 0.117647058823529 | -0.117647058823529 |
| 38 | 1 | 0.176470588235294 | 0.823529411764706 |
| 39 | 0 | 0.176470588235294 | -0.176470588235294 |
| 40 | 0 | 0.117647058823529 | -0.117647058823529 |
| 41 | 1 | 0.176470588235294 | 0.823529411764706 |
| 42 | 0 | 0.176470588235294 | -0.176470588235294 |
| 43 | 0 | 0.176470588235294 | -0.176470588235294 |
| 44 | 0 | 0.176470588235294 | -0.176470588235294 |
| 45 | 0 | 0.176470588235294 | -0.176470588235294 |
| 46 | 0 | 0.176470588235294 | -0.176470588235294 |
| 47 | 0 | 0.176470588235294 | -0.176470588235294 |
| 48 | 0 | 0.176470588235294 | -0.176470588235294 |
| 49 | 0 | 0.176470588235294 | -0.176470588235294 |
| 50 | 0 | 0.176470588235294 | -0.176470588235294 |
| 51 | 1 | 0.176470588235294 | 0.823529411764706 |
| 52 | 1 | 0.117647058823529 | 0.882352941176471 |
| 53 | 0 | 0.117647058823529 | -0.117647058823529 |
| 54 | 0 | 0.176470588235294 | -0.176470588235294 |
| 55 | 0 | 0.176470588235294 | -0.176470588235294 |
| 56 | 0 | 0.117647058823529 | -0.117647058823529 |
| 57 | 0 | 0.176470588235294 | -0.176470588235294 |
| 58 | 1 | 0.176470588235294 | 0.823529411764706 |
| 59 | 1 | 0.176470588235294 | 0.823529411764706 |
| 60 | 0 | 0.117647058823529 | -0.117647058823529 |
| 61 | 0 | 0.117647058823529 | -0.117647058823529 |
| 62 | 0 | 0.117647058823529 | -0.117647058823529 |
| 63 | 0 | 0.176470588235294 | -0.176470588235294 |
| 64 | 1 | 0.176470588235294 | 0.823529411764706 |
| 65 | 0 | 0.176470588235294 | -0.176470588235294 |
| 66 | 0 | 0.176470588235294 | -0.176470588235294 |
| 67 | 1 | 0.176470588235294 | 0.823529411764706 |
| 68 | 0 | 0.176470588235294 | -0.176470588235294 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.846679421543538 | 0.306641156912925 | 0.153320578456462 |
| 6 | 0.73573531947349 | 0.52852936105302 | 0.26426468052651 |
| 7 | 0.882322150013364 | 0.235355699973272 | 0.117677849986636 |
| 8 | 0.859276212687435 | 0.28144757462513 | 0.140723787312565 |
| 9 | 0.786198814159853 | 0.427602371680294 | 0.213801185840147 |
| 10 | 0.745139915091552 | 0.509720169816895 | 0.254860084908448 |
| 11 | 0.656292454938745 | 0.68741509012251 | 0.343707545061255 |
| 12 | 0.600864788027554 | 0.798270423944891 | 0.399135211972446 |
| 13 | 0.537654586529874 | 0.924690826940251 | 0.462345413470126 |
| 14 | 0.470267547457373 | 0.940535094914746 | 0.529732452542627 |
| 15 | 0.401992235590673 | 0.803984471181345 | 0.598007764409327 |
| 16 | 0.3357562505683 | 0.6715125011366 | 0.6642437494317 |
| 17 | 0.273972044962551 | 0.547944089925103 | 0.726027955037449 |
| 18 | 0.218405343885986 | 0.436810687771971 | 0.781594656114014 |
| 19 | 0.162902707303781 | 0.325805414607562 | 0.837097292696219 |
| 20 | 0.124009709120572 | 0.248019418241145 | 0.875990290879428 |
| 21 | 0.0922538582309822 | 0.184507716461964 | 0.907746141769018 |
| 22 | 0.0641201429160974 | 0.128240285832195 | 0.935879857083903 |
| 23 | 0.0455984928523354 | 0.0911969857046708 | 0.954401507147665 |
| 24 | 0.0317265330300369 | 0.0634530660600738 | 0.968273466969963 |
| 25 | 0.214448198179698 | 0.428896396359396 | 0.785551801820302 |
| 26 | 0.168982033791601 | 0.337964067583202 | 0.831017966208399 |
| 27 | 0.132328785110702 | 0.264657570221404 | 0.867671214889298 |
| 28 | 0.0998167972592803 | 0.199633594518561 | 0.90018320274072 |
| 29 | 0.0753569446766112 | 0.150713889353222 | 0.924643055323389 |
| 30 | 0.0559463312897018 | 0.111892662579404 | 0.944053668710298 |
| 31 | 0.0408790896832328 | 0.0817581793664656 | 0.959120910316767 |
| 32 | 0.0294267767998355 | 0.058853553599671 | 0.970573223200164 |
| 33 | 0.0208937635655306 | 0.0417875271310613 | 0.979106236434469 |
| 34 | 0.0146537910970491 | 0.0293075821940981 | 0.985346208902951 |
| 35 | 0.0101694440990626 | 0.0203388881981251 | 0.989830555900937 |
| 36 | 0.00699792076840912 | 0.0139958415368182 | 0.993002079231591 |
| 37 | 0.00441531541711843 | 0.00883063083423686 | 0.995584684582882 |
| 38 | 0.0349442633666633 | 0.0698885267333266 | 0.965055736633337 |
| 39 | 0.0258258569328359 | 0.0516517138656717 | 0.974174143067164 |
| 40 | 0.0175905271002179 | 0.0351810542004358 | 0.982409472899782 |
| 41 | 0.0771139799532126 | 0.154227959906425 | 0.922886020046787 |
| 42 | 0.0594571426309692 | 0.118914285261938 | 0.940542857369031 |
| 43 | 0.0453951509645988 | 0.0907903019291976 | 0.954604849035401 |
| 44 | 0.0344010047980978 | 0.0688020095961957 | 0.965598995201902 |
| 45 | 0.0259570224650566 | 0.0519140449301131 | 0.974042977534943 |
| 46 | 0.0195833983233478 | 0.0391667966466955 | 0.980416601676652 |
| 47 | 0.0148569335873373 | 0.0297138671746745 | 0.985143066412663 |
| 48 | 0.0114213646328193 | 0.0228427292656385 | 0.988578635367181 |
| 49 | 0.00899193011569464 | 0.0179838602313893 | 0.991008069884305 |
| 50 | 0.00735827616086982 | 0.0147165523217396 | 0.99264172383913 |
| 51 | 0.0269795271272135 | 0.0539590542544271 | 0.973020472872786 |
| 52 | 0.144066013840876 | 0.288132027681751 | 0.855933986159124 |
| 53 | 0.103087608096539 | 0.206175216193078 | 0.896912391903461 |
| 54 | 0.0915323375709903 | 0.183064675141981 | 0.90846766242901 |
| 55 | 0.0861769693008542 | 0.172353938601708 | 0.913823030699146 |
| 56 | 0.0564046320325441 | 0.112809264065088 | 0.943595367967456 |
| 57 | 0.0576386662236936 | 0.115277332447387 | 0.942361333776306 |
| 58 | 0.109226359675881 | 0.218452719351761 | 0.890773640324119 |
| 59 | 0.213801185840147 | 0.427602371680294 | 0.786198814159853 |
| 60 | 0.140723787312565 | 0.281447574625131 | 0.859276212687435 |
| 61 | 0.0841426175260229 | 0.168285235052046 | 0.915857382473977 |
| 62 | 0.0445468175810587 | 0.0890936351621174 | 0.955453182418941 |
| 63 | 0.0305631126424918 | 0.0611262252849836 | 0.969436887357508 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.0169491525423729 | NOK |
| 5% type I error level | 11 | 0.186440677966102 | NOK |
| 10% type I error level | 23 | 0.389830508474576 | NOK |
