| Multiple Linear Regression - Estimated Regression Equation |
| CorrectAnalysis[t] = + 0.0588235294117647 -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) | 0.0588235294117647 | 0.028963 | 2.031 | 0.046285 | 0.023143 |
| T20 | -0.0588235294117647 | 0.057925 | -1.0155 | 0.313574 | 0.156787 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.124034734589208 |
| R-squared | 0.0153846153846154 |
| Adjusted R-squared | 0.000466200466200495 |
| F-TEST (value) | 1.03125 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 66 |
| p-value | 0.313573600345893 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.206835075998008 |
| Sum Squared Residuals | 2.82352941176471 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0 | 0.0588235294117648 | -0.0588235294117648 |
| 2 | 0 | -4.85705632614561e-17 | 4.85705632614561e-17 |
| 3 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 4 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 5 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 6 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 7 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 8 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 9 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 10 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 11 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 12 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 13 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 14 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 15 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 16 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 17 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 18 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 19 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 20 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 21 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 22 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 23 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 24 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 25 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 26 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 27 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 28 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 29 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 30 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 31 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 32 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 33 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 34 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 35 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 36 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 37 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 38 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 39 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 40 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 41 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 42 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 43 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 44 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 45 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 46 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 47 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 48 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 49 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 50 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 51 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 52 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 53 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 54 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 55 | 1 | 0.0588235294117647 | 0.941176470588235 |
| 56 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 57 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 58 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 59 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 60 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 61 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 62 | 0 | 1.73641754187132e-18 | -1.73641754187132e-18 |
| 63 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 64 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 65 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 66 | 1 | 0.0588235294117647 | 0.941176470588235 |
| 67 | 1 | 0.0588235294117647 | 0.941176470588235 |
| 68 | 0 | 0.0588235294117647 | -0.0588235294117647 |
| 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 | 0 | 1 |
| 18 | 0 | 0 | 1 |
| 19 | 0 | 0 | 1 |
| 20 | 0 | 0 | 1 |
| 21 | 0 | 0 | 1 |
| 22 | 0 | 0 | 1 |
| 23 | 0 | 0 | 1 |
| 24 | 0 | 0 | 1 |
| 25 | 0 | 0 | 1 |
| 26 | 0 | 0 | 1 |
| 27 | 0 | 0 | 1 |
| 28 | 0 | 0 | 1 |
| 29 | 0 | 0 | 1 |
| 30 | 0 | 0 | 1 |
| 31 | 0 | 0 | 1 |
| 32 | 0 | 0 | 1 |
| 33 | 0 | 0 | 1 |
| 34 | 0 | 0 | 1 |
| 35 | 0 | 0 | 1 |
| 36 | 0 | 0 | 1 |
| 37 | 0 | 0 | 1 |
| 38 | 0 | 0 | 1 |
| 39 | 0 | 0 | 1 |
| 40 | 0 | 0 | 1 |
| 41 | 0 | 0 | 1 |
| 42 | 0 | 0 | 1 |
| 43 | 0 | 0 | 1 |
| 44 | 0 | 0 | 1 |
| 45 | 0 | 0 | 1 |
| 46 | 0 | 0 | 1 |
| 47 | 0 | 0 | 1 |
| 48 | 0 | 0 | 1 |
| 49 | 0 | 0 | 1 |
| 50 | 0 | 0 | 1 |
| 51 | 0 | 0 | 1 |
| 52 | 0 | 0 | 1 |
| 53 | 0 | 0 | 1 |
| 54 | 0 | 0 | 1 |
| 55 | 1.00630636057771e-07 | 2.01261272115542e-07 | 0.999999899369364 |
| 56 | 3.28456512468558e-08 | 6.56913024937115e-08 | 0.999999967154349 |
| 57 | 1.78225494760107e-08 | 3.56450989520213e-08 | 0.999999982177451 |
| 58 | 1.12102785992212e-08 | 2.24205571984424e-08 | 0.999999988789721 |
| 59 | 9.17981852592534e-09 | 1.83596370518507e-08 | 0.999999990820181 |
| 60 | 2.38263562108779e-09 | 4.76527124217558e-09 | 0.999999997617364 |
| 61 | 5.55525720911704e-10 | 1.11105144182341e-09 | 0.999999999444474 |
| 62 | 1.13556950255464e-10 | 2.27113900510929e-10 | 0.999999999886443 |
| 63 | 1.18155890328562e-10 | 2.36311780657124e-10 | 0.999999999881844 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 59 | 1 | NOK |
| 5% type I error level | 59 | 1 | NOK |
| 10% type I error level | 59 | 1 | NOK |
