Multiple Linear Regression - Estimated Regression Equation |
Oogst[t] = + 480.323517589994 -0.283056439759079Mest[t] + 19.148099294534t + 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) | 480.323517589994 | 18.85084 | 25.4802 | 0 | 0 |
Mest | -0.283056439759079 | 0.356195 | -0.7947 | 0.428747 | 0.214374 |
t | 19.148099294534 | 17.796276 | 1.076 | 0.284614 | 0.142307 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.972400197415428 |
R-squared | 0.945562143933564 |
Adjusted R-squared | 0.944439713911576 |
F-TEST (value) | 842.424138173457 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 97 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 35.2133274168205 |
Sum Squared Residuals | 120277.907493128 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 458.15 | 499.471616884528 | -41.3216168845279 |
2 | 477.59 | 504.466894191108 | -26.876894191108 |
3 | 504.91 | 509.462171497689 | -4.5521714976885 |
4 | 502.61 | 514.457448804269 | -11.8474488042686 |
5 | 514.12 | 519.452726110849 | -5.33272611084853 |
6 | 512.64 | 524.448003417429 | -11.8080034174286 |
7 | 546.06 | 529.443280724009 | 16.6167192759913 |
8 | 525.26 | 534.438558030589 | -9.17855803058873 |
9 | 571.2 | 539.433835337169 | 31.7661646628313 |
10 | 551.22 | 544.429112643749 | 6.79088735625124 |
11 | 604.26 | 549.424389950329 | 54.8356100496711 |
12 | 510.28 | 554.419667256909 | -44.1396672569089 |
13 | 574.91 | 559.414944563489 | 15.4950554365111 |
14 | 580.8 | 564.410221870069 | 16.389778129931 |
15 | 527.33 | 569.405499176649 | -42.0754991766489 |
16 | 571.37 | 574.400776483229 | -3.03077648322903 |
17 | 587.97 | 579.396053789809 | 8.57394621019093 |
18 | 557.65 | 584.391331096389 | -26.7413310963892 |
19 | 619.61 | 589.386608402969 | 30.2233915970308 |
20 | 631.11 | 594.381885709549 | 36.7281142904508 |
21 | 583.14 | 599.377163016129 | -16.2371630161293 |
22 | 589.4 | 604.372440322709 | -14.9724403227094 |
23 | 603.19 | 609.367717629289 | -6.17771762928936 |
24 | 642.68 | 614.362994935869 | 28.3170050641305 |
25 | 615.91 | 619.35827224245 | -3.44827224244957 |
26 | 650.56 | 624.35354954903 | 26.2064504509703 |
27 | 607.41 | 629.34882685561 | -21.9388268556097 |
28 | 673.46 | 634.34410416219 | 39.1158958378103 |
29 | 680.11 | 639.33938146877 | 40.7706185312303 |
30 | 665.89 | 644.33465877535 | 21.5553412246502 |
31 | 711.79 | 649.32993608193 | 62.4600639180701 |
32 | 636.29 | 654.32521338851 | -18.03521338851 |
33 | 580.08 | 659.32049069509 | -79.24049069509 |
34 | 595.64 | 664.31576800167 | -68.6757680016701 |
35 | 661.8 | 669.31104530825 | -7.51104530825015 |
36 | 657.74 | 674.30632261483 | -16.5663226148301 |
37 | 646.05 | 679.30159992141 | -33.2515999214103 |
38 | 706.03 | 684.29687722799 | 21.7331227720097 |
39 | 712.38 | 689.29215453457 | 23.0878454654297 |
40 | 718.78 | 694.28743184115 | 24.4925681588496 |
41 | 699.49 | 699.28270914773 | 0.207290852269607 |
42 | 635.36 | 704.277986454311 | -68.9179864543105 |
43 | 682.09 | 709.27326376089 | -27.1832637608905 |
44 | 722.7 | 714.268541067471 | 8.43145893252949 |
45 | 731.22 | 719.263818374051 | 11.9561816259494 |
46 | 763.95 | 724.259095680631 | 39.6909043193694 |
47 | 739.86 | 729.254372987211 | 10.6056270127893 |
48 | 744.88 | 734.249650293791 | 10.6303497062092 |
49 | 746.73 | 739.244927600371 | 7.4850723996292 |
50 | 821.77 | 744.240204906951 | 77.5297950930491 |
51 | 752.76 | 749.235482213531 | 3.52451778646907 |
52 | 733.8 | 754.230759520111 | -20.430759520111 |
53 | 735.91 | 759.226036826691 | -23.3160368266911 |
54 | 783.64 | 764.221314133271 | 19.4186858667289 |
55 | 711.28 | 769.216591439851 | -57.9365914398512 |
56 | 764.41 | 774.211868746431 | -9.80186874643124 |
57 | 833.71 | 779.207146053011 | 54.5028539469888 |
58 | 827.09 | 784.202423359591 | 42.8875766404087 |
59 | 766.46 | 789.197700666171 | -22.7377006661713 |
60 | 748.42 | 794.192977972751 | -45.7729779727515 |
61 | 870.61 | 799.188255279332 | 71.4217447206685 |
62 | 854.52 | 804.183532585912 | 50.3364674140884 |
63 | 858.34 | 809.178809892492 | 49.1611901075085 |
64 | 787.99 | 814.174087199072 | -26.1840871990716 |
65 | 834.26 | 819.169364505652 | 15.0906354943483 |
66 | 827.86 | 824.164641812232 | 3.69535818776827 |
67 | 771.05 | 829.159919118812 | -58.1099191188118 |
68 | 806.2 | 834.155196425392 | -27.9551964253918 |
69 | 873.4 | 839.150473731972 | 34.2495262680281 |
70 | 792.56 | 844.145751038552 | -51.5857510385519 |
71 | 855.02 | 849.141028345132 | 5.87897165486804 |
72 | 794.63 | 854.136305651712 | -59.506305651712 |
73 | 861.6 | 859.131582958292 | 2.46841704170795 |
74 | 859.6 | 864.126860264872 | -4.52686026487211 |
75 | 856.97 | 869.122137571452 | -12.1521375714522 |
76 | 905.18 | 874.117414878032 | 31.0625851219678 |
77 | 933 | 879.112692184612 | 53.8873078153877 |
78 | 838.89 | 884.107969491192 | -45.2179694911923 |
79 | 903.42 | 889.103246797772 | 14.3167532022275 |
80 | 889.5 | 894.098524104352 | -4.59852410435251 |
81 | 914.18 | 899.093801410933 | 15.0861985890674 |
82 | 863.96 | 904.089078717513 | -40.1290787175125 |
83 | 937.39 | 937.390000000001 | -6.36055444425132e-13 |
84 | 948.76 | 914.079633330673 | 34.6803666693272 |
85 | 900.66 | 919.074910637253 | -18.4149106372527 |
86 | 947.49 | 924.070187943833 | 23.4198120561672 |
87 | 904.22 | 929.065465250413 | -24.8454652504129 |
88 | 861.64 | 934.060742556993 | -72.420742556993 |
89 | 918.5 | 939.056019863573 | -20.5560198635731 |
90 | 906.68 | 944.051297170153 | -37.3712971701532 |
91 | 966.54 | 949.046574476733 | 17.4934255232668 |
92 | 997.92 | 954.041851783313 | 43.8781482166868 |
93 | 965.9 | 959.037129089893 | 6.86287091010677 |
94 | 969.3 | 964.032406396473 | 5.26759360352668 |
95 | 904.8 | 969.027683703053 | -64.2276837030534 |
96 | 957.8 | 974.022961009633 | -16.2229610096334 |
97 | 1026.98 | 979.018238316213 | 47.9617616837866 |
98 | 1048.42 | 984.013515622794 | 64.4064843772065 |
99 | 953.19 | 989.008792929374 | -35.8187929293735 |
100 | 1020.25 | 994.004070235954 | 26.2459297640464 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.0473893464909515 | 0.094778692981903 | 0.952610653509048 |
7 | 0.0182067360712355 | 0.036413472142471 | 0.981793263928765 |
8 | 0.0176721360501589 | 0.0353442721003179 | 0.982327863949841 |
9 | 0.0114288160678664 | 0.0228576321357328 | 0.988571183932134 |
10 | 0.00664689766175773 | 0.0132937953235155 | 0.993353102338242 |
11 | 0.00896552542499893 | 0.0179310508499979 | 0.991034474575001 |
12 | 0.213044088977737 | 0.426088177955474 | 0.786955911022263 |
13 | 0.144872101061238 | 0.289744202122477 | 0.855127898938762 |
14 | 0.0952946447863453 | 0.190589289572691 | 0.904705355213655 |
15 | 0.213697070830753 | 0.427394141661506 | 0.786302929169247 |
16 | 0.158169284979479 | 0.316338569958957 | 0.841830715020521 |
17 | 0.109691719613772 | 0.219383439227544 | 0.890308280386228 |
18 | 0.109656188857341 | 0.219312377714682 | 0.890343811142659 |
19 | 0.0941748550574249 | 0.18834971011485 | 0.905825144942575 |
20 | 0.08257320845596 | 0.16514641691192 | 0.91742679154404 |
21 | 0.0756971353076729 | 0.151394270615346 | 0.924302864692327 |
22 | 0.0632252942643144 | 0.126450588528629 | 0.936774705735686 |
23 | 0.0451308037755735 | 0.090261607551147 | 0.954869196224426 |
24 | 0.0357831136416448 | 0.0715662272832896 | 0.964216886358355 |
25 | 0.0248552618981007 | 0.0497105237962015 | 0.975144738101899 |
26 | 0.0181484826167104 | 0.0362969652334209 | 0.98185151738329 |
27 | 0.0179739328027813 | 0.0359478656055627 | 0.982026067197219 |
28 | 0.0172319951324292 | 0.0344639902648583 | 0.982768004867571 |
29 | 0.0158592143390367 | 0.0317184286780735 | 0.984140785660963 |
30 | 0.0105664338283325 | 0.0211328676566651 | 0.989433566171667 |
31 | 0.0173123898538873 | 0.0346247797077746 | 0.982687610146113 |
32 | 0.0206907708363181 | 0.0413815416726362 | 0.979309229163682 |
33 | 0.164943602504724 | 0.329887205009448 | 0.835056397495276 |
34 | 0.331361131670269 | 0.662722263340538 | 0.668638868329731 |
35 | 0.280003499793135 | 0.560006999586269 | 0.719996500206865 |
36 | 0.241997332345994 | 0.483994664691987 | 0.758002667654006 |
37 | 0.236832803641609 | 0.473665607283219 | 0.763167196358391 |
38 | 0.20921010028257 | 0.41842020056514 | 0.79078989971743 |
39 | 0.183355526428426 | 0.366711052856852 | 0.816644473571574 |
40 | 0.15982542872681 | 0.31965085745362 | 0.84017457127319 |
41 | 0.125774948795691 | 0.251549897591382 | 0.874225051204309 |
42 | 0.244125011693147 | 0.488250023386293 | 0.755874988306853 |
43 | 0.227038915797072 | 0.454077831594145 | 0.772961084202928 |
44 | 0.188251427713349 | 0.376502855426699 | 0.811748572286651 |
45 | 0.155210260999595 | 0.31042052199919 | 0.844789739000405 |
46 | 0.160675117942332 | 0.321350235884663 | 0.839324882057668 |
47 | 0.128766124034947 | 0.257532248069894 | 0.871233875965053 |
48 | 0.101427113447677 | 0.202854226895354 | 0.898572886552323 |
49 | 0.0779020601202675 | 0.155804120240535 | 0.922097939879733 |
50 | 0.17498351546187 | 0.34996703092374 | 0.82501648453813 |
51 | 0.140290729434708 | 0.280581458869416 | 0.859709270565292 |
52 | 0.12388741324905 | 0.247774826498101 | 0.87611258675095 |
53 | 0.111344957492058 | 0.222689914984117 | 0.888655042507942 |
54 | 0.0906835238315993 | 0.181367047663199 | 0.909316476168401 |
55 | 0.145587207098973 | 0.291174414197946 | 0.854412792901027 |
56 | 0.118494022966203 | 0.236988045932405 | 0.881505977033797 |
57 | 0.15085403229479 | 0.30170806458958 | 0.84914596770521 |
58 | 0.159513498697622 | 0.319026997395243 | 0.840486501302378 |
59 | 0.141912589705474 | 0.283825179410948 | 0.858087410294526 |
60 | 0.170350578635308 | 0.340701157270617 | 0.829649421364692 |
61 | 0.28860917689137 | 0.577218353782741 | 0.71139082310863 |
62 | 0.341753299567586 | 0.683506599135172 | 0.658246700432414 |
63 | 0.412308965651625 | 0.82461793130325 | 0.587691034348375 |
64 | 0.382115893487358 | 0.764231786974716 | 0.617884106512642 |
65 | 0.349373647061651 | 0.698747294123301 | 0.650626352938349 |
66 | 0.305711490572719 | 0.611422981145437 | 0.694288509427281 |
67 | 0.372743748688862 | 0.745487497377724 | 0.627256251311138 |
68 | 0.340630617178546 | 0.681261234357093 | 0.659369382821454 |
69 | 0.357262501211322 | 0.714525002422645 | 0.642737498788678 |
70 | 0.39517238466698 | 0.79034476933396 | 0.60482761533302 |
71 | 0.341285906708 | 0.682571813416001 | 0.658714093292 |
72 | 0.427440486045686 | 0.854880972091371 | 0.572559513954314 |
73 | 0.363930110616117 | 0.727860221232233 | 0.636069889383883 |
74 | 0.303085271032625 | 0.60617054206525 | 0.696914728967375 |
75 | 0.25140367905638 | 0.50280735811276 | 0.74859632094362 |
76 | 0.240554130122939 | 0.481108260245878 | 0.759445869877061 |
77 | 0.352708802775491 | 0.705417605550983 | 0.647291197224509 |
78 | 0.350836822683498 | 0.701673645366997 | 0.649163177316502 |
79 | 0.31293121315493 | 0.62586242630986 | 0.68706878684507 |
80 | 0.254164176837056 | 0.508328353674111 | 0.745835823162944 |
81 | 0.235142639025733 | 0.470285278051467 | 0.764857360974267 |
82 | 0.207140465675304 | 0.414280931350609 | 0.792859534324696 |
83 | 0.155072628086312 | 0.310145256172624 | 0.844927371913688 |
84 | 0.194314791578297 | 0.388629583156594 | 0.805685208421703 |
85 | 0.144899856689067 | 0.289799713378134 | 0.855100143310933 |
86 | 0.175710884578567 | 0.351421769157134 | 0.824289115421433 |
87 | 0.128853239912753 | 0.257706479825506 | 0.871146760087247 |
88 | 0.179739584583485 | 0.35947916916697 | 0.820260415416515 |
89 | 0.127201748152408 | 0.254403496304816 | 0.872798251847592 |
90 | 0.123003803240578 | 0.246007606481156 | 0.876996196759422 |
91 | 0.0787333473474376 | 0.157466694694875 | 0.921266652652562 |
92 | 0.0909033414395883 | 0.181806682879177 | 0.909096658560412 |
93 | 0.058704377809026 | 0.117408755618052 | 0.941295622190974 |
94 | 0.0385232904838679 | 0.0770465809677358 | 0.961476709516132 |
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 | 13 | 0.146067415730337 | NOK |
10% type I error level | 17 | 0.191011235955056 | NOK |