| Multiple Linear Regression - Estimated Regression Equation |
| CorrectAnalysis [t] = -0.0522978300609722 -0.0544462108056355T20[t] + 0.00318918927017984t + 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) | -0.0522978300609722 | 0.050955 | -1.0264 | 0.308529 | 0.154264 |
| T20 | -0.0544462108056355 | 0.055575 | -0.9797 | 0.330873 | 0.165437 |
| t | 0.00318918927017984 | 0.001226 | 2.6012 | 0.011491 | 0.005746 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.328959808140758 |
| R-squared | 0.108214555372004 |
| Adjusted R-squared | 0.0807750032296043 |
| F-TEST (value) | 3.94374349881571 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 65 |
| p-value | 0.0241803364729842 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.198351898146436 |
| Sum Squared Residuals | 2.55732590738911 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0 | -0.0491086407907923 | 0.0491086407907923 |
| 2 | 0 | -0.100365662326248 | 0.100365662326248 |
| 3 | 0 | -0.0427302622504327 | 0.0427302622504327 |
| 4 | 0 | -0.0395410729802528 | 0.0395410729802528 |
| 5 | 0 | -0.036351883710073 | 0.036351883710073 |
| 6 | 0 | -0.0876089052455287 | 0.0876089052455287 |
| 7 | 0 | -0.0299735051697133 | 0.0299735051697133 |
| 8 | 0 | -0.0267843158995335 | 0.0267843158995335 |
| 9 | 0 | -0.0780413374349891 | 0.0780413374349891 |
| 10 | 0 | -0.0204059373591738 | 0.0204059373591738 |
| 11 | 0 | -0.0716629588946294 | 0.0716629588946294 |
| 12 | 0 | -0.0140275588188141 | 0.0140275588188141 |
| 13 | 0 | -0.0108383695486342 | 0.0108383695486342 |
| 14 | 0 | -0.00764918027845441 | 0.00764918027845441 |
| 15 | 0 | -0.00445999100827456 | 0.00445999100827456 |
| 16 | 0 | -0.00127080173809472 | 0.00127080173809472 |
| 17 | 0 | 0.00191838753208512 | -0.00191838753208512 |
| 18 | 0 | 0.00510757680226497 | -0.00510757680226497 |
| 19 | 0 | -0.0461494447331907 | 0.0461494447331907 |
| 20 | 0 | 0.0114859553426247 | -0.0114859553426247 |
| 21 | 0 | 0.0146751446128045 | -0.0146751446128045 |
| 22 | 0 | -0.0365818769226511 | 0.0365818769226511 |
| 23 | 0 | 0.0210535231531642 | -0.0210535231531642 |
| 24 | 0 | 0.024242712423344 | -0.024242712423344 |
| 25 | 0 | -0.0270143091121116 | 0.0270143091121116 |
| 26 | 0 | -0.0238251198419318 | 0.0238251198419318 |
| 27 | 0 | 0.0338102802338836 | -0.0338102802338836 |
| 28 | 0 | -0.0174467413015721 | 0.0174467413015721 |
| 29 | 0 | 0.0401886587742433 | -0.0401886587742433 |
| 30 | 0 | 0.0433778480444231 | -0.0433778480444231 |
| 31 | 0 | 0.046567037314603 | -0.046567037314603 |
| 32 | 0 | 0.0497562265847828 | -0.0497562265847828 |
| 33 | 0 | 0.0529454158549626 | -0.0529454158549626 |
| 34 | 0 | 0.0561346051251425 | -0.0561346051251425 |
| 35 | 0 | 0.0593237943953223 | -0.0593237943953223 |
| 36 | 0 | 0.0625129836655022 | -0.0625129836655022 |
| 37 | 0 | 0.0112559621300465 | -0.0112559621300465 |
| 38 | 0 | 0.0688913622058619 | -0.0688913622058619 |
| 39 | 0 | 0.0720805514760417 | -0.0720805514760417 |
| 40 | 0 | 0.020823529940586 | -0.020823529940586 |
| 41 | 0 | 0.0784589300164014 | -0.0784589300164014 |
| 42 | 0 | 0.0816481192865812 | -0.0816481192865812 |
| 43 | 0 | 0.0848373085567611 | -0.0848373085567611 |
| 44 | 0 | 0.0880264978269409 | -0.0880264978269409 |
| 45 | 0 | 0.0912156870971208 | -0.0912156870971208 |
| 46 | 0 | 0.0944048763673006 | -0.0944048763673006 |
| 47 | 0 | 0.0975940656374805 | -0.0975940656374805 |
| 48 | 0 | 0.10078325490766 | -0.10078325490766 |
| 49 | 0 | 0.10397244417784 | -0.10397244417784 |
| 50 | 0 | 0.10716163344802 | -0.10716163344802 |
| 51 | 0 | 0.1103508227182 | -0.1103508227182 |
| 52 | 0 | 0.0590938011827442 | -0.0590938011827442 |
| 53 | 0 | 0.062282990452924 | -0.062282990452924 |
| 54 | 0 | 0.119918390528739 | -0.119918390528739 |
| 55 | 1 | 0.123107579798919 | 0.876892420201081 |
| 56 | 0 | 0.0718505582634636 | -0.0718505582634636 |
| 57 | 0 | 0.129485958339279 | -0.129485958339279 |
| 58 | 0 | 0.132675147609459 | -0.132675147609459 |
| 59 | 0 | 0.135864336879639 | -0.135864336879639 |
| 60 | 0 | 0.0846073153441829 | -0.0846073153441829 |
| 61 | 0 | 0.0877965046143628 | -0.0877965046143628 |
| 62 | 0 | 0.0909856938845426 | -0.0909856938845426 |
| 63 | 0 | 0.148621093960358 | -0.148621093960358 |
| 64 | 0 | 0.151810283230538 | -0.151810283230538 |
| 65 | 0 | 0.154999472500718 | -0.154999472500718 |
| 66 | 1 | 0.158188661770897 | 0.841811338229103 |
| 67 | 1 | 0.161377851041077 | 0.838622148958923 |
| 68 | 0 | 0.164567040311257 | -0.164567040311257 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 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 | 8.89119376880403e-07 | 1.77823875376081e-06 | 0.999999110880623 |
| 56 | 5.22051661752239e-07 | 1.04410332350448e-06 | 0.999999477948338 |
| 57 | 2.12834342340169e-07 | 4.25668684680338e-07 | 0.999999787165658 |
| 58 | 8.2307358435411e-08 | 1.64614716870822e-07 | 0.999999917692642 |
| 59 | 3.70901715420943e-08 | 7.41803430841886e-08 | 0.999999962909829 |
| 60 | 1.21020962494463e-08 | 2.42041924988925e-08 | 0.999999987897904 |
| 61 | 3.024947139116e-09 | 6.049894278232e-09 | 0.999999996975053 |
| 62 | 5.83994117093014e-10 | 1.16798823418603e-09 | 0.999999999416006 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 57 | 1 | NOK |
| 5% type I error level | 57 | 1 | NOK |
| 10% type I error level | 57 | 1 | NOK |
