| Multiple Linear Regression - Estimated Regression Equation |
| CorrectAnalysis [t] = -0.0347325778834464 + 0.220866418350756T40[t] + 0.00184631758244026t + 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) | -0.0347325778834464 | 0.067781 | -0.5124 | 0.609717 | 0.304859 |
| T40 | 0.220866418350756 | 0.071508 | 3.0887 | 0.002735 | 0.001367 |
| t | 0.00184631758244026 | 0.001275 | 1.4481 | 0.151362 | 0.075681 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.342613978712953 |
| R-squared | 0.11738433840952 |
| Adjusted R-squared | 0.0961164911422794 |
| F-TEST (value) | 5.51933333611674 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 83 |
| p-value | 0.00561723541576875 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.29272792904506 |
| Sum Squared Residuals | 7.1122401567698 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0 | 0.18798015804975 | -0.18798015804975 |
| 2 | 0 | -0.031039942718566 | 0.031039942718566 |
| 3 | 0 | -0.0291936251361257 | 0.0291936251361257 |
| 4 | 0 | -0.0273473075536854 | 0.0273473075536854 |
| 5 | 0 | -0.0255009899712451 | 0.0255009899712451 |
| 6 | 0 | -0.0236546723888048 | 0.0236546723888048 |
| 7 | 0 | -0.0218083548063646 | 0.0218083548063646 |
| 8 | 0 | 0.200904381126832 | -0.200904381126832 |
| 9 | 0 | -0.0181157196414841 | 0.0181157196414841 |
| 10 | 0 | -0.0162694020590438 | 0.0162694020590438 |
| 11 | 0 | 0.206443333874152 | -0.206443333874152 |
| 12 | 0 | -0.0125767668941633 | 0.0125767668941633 |
| 13 | 0 | -0.010730449311723 | 0.010730449311723 |
| 14 | 0 | 0.211982286621473 | -0.211982286621473 |
| 15 | 0 | -0.00703781414684253 | 0.00703781414684253 |
| 16 | 0 | 0.215674921786354 | -0.215674921786354 |
| 17 | 1 | 0.217521239368794 | 0.782478760631206 |
| 18 | 0 | 0.219367556951234 | -0.219367556951234 |
| 19 | 0 | 0.000347456182918498 | -0.000347456182918498 |
| 20 | 1 | 0.223060192116115 | 0.776939807883885 |
| 21 | 0 | 0.00404009134779901 | -0.00404009134779901 |
| 22 | 0 | 0.00588640893023927 | -0.00588640893023927 |
| 23 | 0 | 0.00773272651267953 | -0.00773272651267953 |
| 24 | 0 | 0.00957904409511979 | -0.00957904409511979 |
| 25 | 0 | 0.232291780028316 | -0.232291780028316 |
| 26 | 0 | 0.0132716792600003 | -0.0132716792600003 |
| 27 | 0 | 0.0151179968424406 | -0.0151179968424406 |
| 28 | 0 | 0.0169643144248808 | -0.0169643144248808 |
| 29 | 0 | 0.0188106320073211 | -0.0188106320073211 |
| 30 | 0 | 0.0206569495897613 | -0.0206569495897613 |
| 31 | 0 | 0.0225032671722016 | -0.0225032671722016 |
| 32 | 0 | 0.0243495847546418 | -0.0243495847546418 |
| 33 | 0 | 0.0261959023370821 | -0.0261959023370821 |
| 34 | 0 | 0.248908638270278 | -0.248908638270278 |
| 35 | 0 | 0.0298885375019626 | -0.0298885375019626 |
| 36 | 0 | 0.0317348550844029 | -0.0317348550844029 |
| 37 | 0 | 0.254447591017599 | -0.254447591017599 |
| 38 | 0 | 0.0354274902492834 | -0.0354274902492834 |
| 39 | 0 | 0.0372738078317236 | -0.0372738078317236 |
| 40 | 0 | 0.25998654376492 | -0.25998654376492 |
| 41 | 1 | 0.0409664429966043 | 0.959033557003396 |
| 42 | 0 | 0.0428127605790444 | -0.0428127605790444 |
| 43 | 0 | 0.0446590781614847 | -0.0446590781614847 |
| 44 | 0 | 0.267371814094681 | -0.267371814094681 |
| 45 | 0 | 0.0483517133263652 | -0.0483517133263652 |
| 46 | 0 | 0.0501980309088054 | -0.0501980309088054 |
| 47 | 0 | 0.0520443484912457 | -0.0520443484912457 |
| 48 | 0 | 0.0538906660736859 | -0.0538906660736859 |
| 49 | 0 | 0.0557369836561262 | -0.0557369836561262 |
| 50 | 0 | 0.0575833012385665 | -0.0575833012385665 |
| 51 | 0 | 0.280296037171763 | -0.280296037171763 |
| 52 | 1 | 0.282142354754203 | 0.717857645245797 |
| 53 | 0 | 0.0631222539858873 | -0.0631222539858873 |
| 54 | 1 | 0.0649685715683276 | 0.935031428431672 |
| 55 | 0 | 0.0668148891507678 | -0.0668148891507678 |
| 56 | 0 | 0.289527625083964 | -0.289527625083964 |
| 57 | 0 | 0.0705075243156483 | -0.0705075243156483 |
| 58 | 0 | 0.0723538418980885 | -0.0723538418980885 |
| 59 | 0 | 0.0742001594805288 | -0.0742001594805288 |
| 60 | 1 | 0.296912895413725 | 0.703087104586275 |
| 61 | 0 | 0.298759212996165 | -0.298759212996165 |
| 62 | 0 | 0.0797391122278496 | -0.0797391122278496 |
| 63 | 0 | 0.0815854298102898 | -0.0815854298102898 |
| 64 | 0 | 0.304298165743486 | -0.304298165743486 |
| 65 | 0 | 0.0852780649751703 | -0.0852780649751703 |
| 66 | 0 | 0.0871243825576106 | -0.0871243825576106 |
| 67 | 1 | 0.309837118490807 | 0.690162881509193 |
| 68 | 0 | 0.0908170177224911 | -0.0908170177224911 |
| 69 | 0 | 0.0926633353049313 | -0.0926633353049313 |
| 70 | 0 | 0.0945096528873716 | -0.0945096528873716 |
| 71 | 0 | 0.0963559704698119 | -0.0963559704698119 |
| 72 | 0 | 0.0982022880522521 | -0.0982022880522521 |
| 73 | 0 | 0.100048605634692 | -0.100048605634692 |
| 74 | 0 | 0.101894923217133 | -0.101894923217133 |
| 75 | 0 | 0.103741240799573 | -0.103741240799573 |
| 76 | 0 | 0.326453976732769 | -0.326453976732769 |
| 77 | 0 | 0.107433875964453 | -0.107433875964453 |
| 78 | 0 | 0.109280193546894 | -0.109280193546894 |
| 79 | 1 | 0.33199292948009 | 0.66800707051991 |
| 80 | 0 | 0.33383924706253 | -0.33383924706253 |
| 81 | 0 | 0.114819146294214 | -0.114819146294214 |
| 82 | 0 | 0.116665463876655 | -0.116665463876655 |
| 83 | 0 | 0.118511781459095 | -0.118511781459095 |
| 84 | 1 | 0.120358099041535 | 0.879641900958465 |
| 85 | 0 | 0.122204416623975 | -0.122204416623975 |
| 86 | 0 | 0.124050734206416 | -0.124050734206416 |
| 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 | 0.110757094016395 | 0.22151418803279 | 0.889242905983605 |
| 18 | 0.103475193830242 | 0.206950387660483 | 0.896524806169758 |
| 19 | 0.0742476610773726 | 0.148495322154745 | 0.925752338922627 |
| 20 | 0.375432709188414 | 0.750865418376829 | 0.624567290811586 |
| 21 | 0.329793850416702 | 0.659587700833404 | 0.670206149583298 |
| 22 | 0.279440654081849 | 0.558881308163699 | 0.720559345918151 |
| 23 | 0.229833579494802 | 0.459667158989604 | 0.770166420505198 |
| 24 | 0.183980506484519 | 0.367961012969037 | 0.816019493515481 |
| 25 | 0.190075359743386 | 0.380150719486771 | 0.809924640256614 |
| 26 | 0.146907605574924 | 0.293815211149848 | 0.853092394425076 |
| 27 | 0.110796339629739 | 0.221592679259479 | 0.889203660370261 |
| 28 | 0.0815570153965131 | 0.163114030793026 | 0.918442984603487 |
| 29 | 0.0586020644827835 | 0.117204128965567 | 0.941397935517217 |
| 30 | 0.0411081896808517 | 0.0822163793617033 | 0.958891810319148 |
| 31 | 0.028154768664462 | 0.056309537328924 | 0.971845231335538 |
| 32 | 0.0188290716334665 | 0.0376581432669331 | 0.981170928366534 |
| 33 | 0.012297251300987 | 0.0245945026019739 | 0.987702748699013 |
| 34 | 0.0113815893964201 | 0.0227631787928402 | 0.98861841060358 |
| 35 | 0.00721928446287082 | 0.0144385689257416 | 0.992780715537129 |
| 36 | 0.00447588650274217 | 0.00895177300548433 | 0.995524113497258 |
| 37 | 0.0038533172243793 | 0.00770663444875859 | 0.996146682775621 |
| 38 | 0.00233036505931431 | 0.00466073011862862 | 0.997669634940686 |
| 39 | 0.00138001521315457 | 0.00276003042630915 | 0.998619984786845 |
| 40 | 0.00117147790047236 | 0.00234295580094471 | 0.998828522099528 |
| 41 | 0.0909211954366376 | 0.181842390873275 | 0.909078804563362 |
| 42 | 0.0685611795207409 | 0.137122359041482 | 0.931438820479259 |
| 43 | 0.0506017649176559 | 0.101203529835312 | 0.949398235082344 |
| 44 | 0.0482822991886335 | 0.096564598377267 | 0.951717700811367 |
| 45 | 0.0347073257388241 | 0.0694146514776482 | 0.965292674261176 |
| 46 | 0.024426277928284 | 0.048852555856568 | 0.975573722071716 |
| 47 | 0.0168322668587702 | 0.0336645337175403 | 0.98316773314123 |
| 48 | 0.0113604160742916 | 0.0227208321485831 | 0.988639583925708 |
| 49 | 0.00751330708154113 | 0.0150266141630823 | 0.992486692918459 |
| 50 | 0.00487330336694512 | 0.00974660673389025 | 0.995126696633055 |
| 51 | 0.00513322347055868 | 0.0102664469411174 | 0.994866776529441 |
| 52 | 0.0355681893168593 | 0.0711363786337185 | 0.964431810683141 |
| 53 | 0.0252995358530089 | 0.0505990717060179 | 0.974700464146991 |
| 54 | 0.298968624446653 | 0.597937248893305 | 0.701031375553347 |
| 55 | 0.250392405439616 | 0.500784810879233 | 0.749607594560384 |
| 56 | 0.257351172399601 | 0.514702344799202 | 0.742648827600399 |
| 57 | 0.209767588269579 | 0.419535176539159 | 0.790232411730421 |
| 58 | 0.16718618097775 | 0.334372361955501 | 0.83281381902225 |
| 59 | 0.130122161699547 | 0.260244323399095 | 0.869877838300453 |
| 60 | 0.347297940056655 | 0.694595880113309 | 0.652702059943346 |
| 61 | 0.342849308955716 | 0.685698617911431 | 0.657150691044284 |
| 62 | 0.284208504913406 | 0.568417009826812 | 0.715791495086594 |
| 63 | 0.229931998685058 | 0.459863997370117 | 0.770068001314942 |
| 64 | 0.252077453583583 | 0.504154907167165 | 0.747922546416417 |
| 65 | 0.198462405823624 | 0.396924811647247 | 0.801537594176376 |
| 66 | 0.151724845715842 | 0.303449691431684 | 0.848275154284158 |
| 67 | 0.381604728095902 | 0.763209456191804 | 0.618395271904098 |
| 68 | 0.313299530447637 | 0.626599060895273 | 0.686700469552363 |
| 69 | 0.249420238963303 | 0.498840477926607 | 0.750579761036697 |
| 70 | 0.191879927020156 | 0.383759854040312 | 0.808120072979844 |
| 71 | 0.142097992085462 | 0.284195984170925 | 0.857902007914538 |
| 72 | 0.100867367040188 | 0.201734734080377 | 0.899132632959811 |
| 73 | 0.0683076441579793 | 0.136615288315959 | 0.931692355842021 |
| 74 | 0.0439149993586137 | 0.0878299987172275 | 0.956085000641386 |
| 75 | 0.0267085189891246 | 0.0534170379782493 | 0.973291481010875 |
| 76 | 0.024737674239813 | 0.0494753484796259 | 0.975262325760187 |
| 77 | 0.0131052105410337 | 0.0262104210820675 | 0.986894789458966 |
| 78 | 0.00653736454548172 | 0.0130747290909634 | 0.993462635454518 |
| 79 | 0.0472240281616964 | 0.0944480563233928 | 0.952775971838304 |
| 80 | 0.0230637030644026 | 0.0461274061288052 | 0.976936296935597 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 17 | 0.226666666666667 | NOK |
| 5% type I error level | 30 | 0.4 | NOK |
| 10% type I error level | 39 | 0.52 | NOK |
