Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 0.0606060606060606 -0.0106060606060606T40[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) | 0.0606060606060606 | 0.02914 | 2.0798 | 0.040589 | 0.020295 |
T40 | -0.0106060606060606 | 0.060426 | -0.1755 | 0.861092 | 0.430546 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0191475652634518 |
R-squared | 0.000366629255518144 |
Adjusted R-squared | -0.0115337680152494 |
F-TEST (value) | 0.0308081526335881 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 84 |
p-value | 0.861091508915969 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.236733116700154 |
Sum Squared Residuals | 4.70757575757576 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.0606060606060606 | -0.0606060606060606 |
2 | 0 | 0.05 | -0.05 |
3 | 0 | 0.0606060606060606 | -0.0606060606060606 |
4 | 0 | 0.0606060606060606 | -0.0606060606060606 |
5 | 0 | 0.0606060606060606 | -0.0606060606060606 |
6 | 0 | 0.05 | -0.05 |
7 | 0 | 0.0606060606060606 | -0.0606060606060606 |
8 | 0 | 0.0606060606060606 | -0.0606060606060606 |
9 | 0 | 0.05 | -0.05 |
10 | 0 | 0.0606060606060606 | -0.0606060606060606 |
11 | 0 | 0.05 | -0.05 |
12 | 0 | 0.0606060606060606 | -0.0606060606060606 |
13 | 0 | 0.0606060606060606 | -0.0606060606060606 |
14 | 0 | 0.0606060606060606 | -0.0606060606060606 |
15 | 0 | 0.0606060606060606 | -0.0606060606060606 |
16 | 0 | 0.0606060606060606 | -0.0606060606060606 |
17 | 0 | 0.0606060606060606 | -0.0606060606060606 |
18 | 0 | 0.0606060606060606 | -0.0606060606060606 |
19 | 0 | 0.05 | -0.05 |
20 | 0 | 0.0606060606060606 | -0.0606060606060606 |
21 | 0 | 0.0606060606060606 | -0.0606060606060606 |
22 | 0 | 0.05 | -0.05 |
23 | 0 | 0.0606060606060606 | -0.0606060606060606 |
24 | 0 | 0.0606060606060606 | -0.0606060606060606 |
25 | 0 | 0.05 | -0.05 |
26 | 0 | 0.05 | -0.05 |
27 | 0 | 0.0606060606060606 | -0.0606060606060606 |
28 | 0 | 0.05 | -0.05 |
29 | 0 | 0.0606060606060606 | -0.0606060606060606 |
30 | 0 | 0.0606060606060606 | -0.0606060606060606 |
31 | 0 | 0.0606060606060606 | -0.0606060606060606 |
32 | 0 | 0.0606060606060606 | -0.0606060606060606 |
33 | 0 | 0.0606060606060606 | -0.0606060606060606 |
34 | 0 | 0.0606060606060606 | -0.0606060606060606 |
35 | 0 | 0.0606060606060606 | -0.0606060606060606 |
36 | 0 | 0.0606060606060606 | -0.0606060606060606 |
37 | 0 | 0.05 | -0.05 |
38 | 0 | 0.0606060606060606 | -0.0606060606060606 |
39 | 0 | 0.0606060606060606 | -0.0606060606060606 |
40 | 0 | 0.05 | -0.05 |
41 | 0 | 0.0606060606060606 | -0.0606060606060606 |
42 | 0 | 0.0606060606060606 | -0.0606060606060606 |
43 | 0 | 0.0606060606060606 | -0.0606060606060606 |
44 | 0 | 0.0606060606060606 | -0.0606060606060606 |
45 | 0 | 0.0606060606060606 | -0.0606060606060606 |
46 | 0 | 0.0606060606060606 | -0.0606060606060606 |
47 | 0 | 0.0606060606060606 | -0.0606060606060606 |
48 | 0 | 0.0606060606060606 | -0.0606060606060606 |
49 | 0 | 0.0606060606060606 | -0.0606060606060606 |
50 | 0 | 0.0606060606060606 | -0.0606060606060606 |
51 | 0 | 0.0606060606060606 | -0.0606060606060606 |
52 | 0 | 0.05 | -0.05 |
53 | 0 | 0.05 | -0.05 |
54 | 0 | 0.0606060606060606 | -0.0606060606060606 |
55 | 1 | 0.0606060606060606 | 0.939393939393939 |
56 | 0 | 0.05 | -0.05 |
57 | 0 | 0.0606060606060606 | -0.0606060606060606 |
58 | 0 | 0.0606060606060606 | -0.0606060606060606 |
59 | 0 | 0.0606060606060606 | -0.0606060606060606 |
60 | 0 | 0.05 | -0.05 |
61 | 0 | 0.05 | -0.05 |
62 | 0 | 0.05 | -0.05 |
63 | 0 | 0.0606060606060606 | -0.0606060606060606 |
64 | 0 | 0.0606060606060606 | -0.0606060606060606 |
65 | 0 | 0.0606060606060606 | -0.0606060606060606 |
66 | 1 | 0.0606060606060606 | 0.939393939393939 |
67 | 1 | 0.0606060606060606 | 0.939393939393939 |
68 | 0 | 0.0606060606060606 | -0.0606060606060606 |
69 | 0 | 0.0606060606060606 | -0.0606060606060606 |
70 | 0 | 0.0606060606060606 | -0.0606060606060606 |
71 | 0 | 0.0606060606060606 | -0.0606060606060606 |
72 | 0 | 0.0606060606060606 | -0.0606060606060606 |
73 | 0 | 0.0606060606060606 | -0.0606060606060606 |
74 | 0 | 0.0606060606060606 | -0.0606060606060606 |
75 | 0 | 0.0606060606060606 | -0.0606060606060606 |
76 | 0 | 0.05 | -0.05 |
77 | 0 | 0.0606060606060606 | -0.0606060606060606 |
78 | 0 | 0.0606060606060606 | -0.0606060606060606 |
79 | 1 | 0.05 | 0.95 |
80 | 0 | 0.05 | -0.05 |
81 | 0 | 0.0606060606060606 | -0.0606060606060606 |
82 | 0 | 0.0606060606060606 | -0.0606060606060606 |
83 | 0 | 0.0606060606060606 | -0.0606060606060606 |
84 | 1 | 0.0606060606060606 | 0.939393939393939 |
85 | 0 | 0.0606060606060606 | -0.0606060606060606 |
86 | 0 | 0.0606060606060606 | -0.0606060606060606 |
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 | 2.30546905178049e-09 | 4.61093810356098e-09 | 0.999999997694531 |
56 | 9.75406380728608e-10 | 1.95081276145722e-09 | 0.999999999024594 |
57 | 3.92431702389016e-10 | 7.84863404778032e-10 | 0.999999999607568 |
58 | 1.55604630640908e-10 | 3.11209261281815e-10 | 0.999999999844395 |
59 | 6.08904002170126e-11 | 1.21780800434025e-10 | 0.99999999993911 |
60 | 2.50371020076559e-11 | 5.00742040153118e-11 | 0.999999999974963 |
61 | 1.11954366380175e-11 | 2.23908732760349e-11 | 0.999999999988805 |
62 | 6.11934085445337e-12 | 1.22386817089067e-11 | 0.999999999993881 |
63 | 2.24479702489422e-12 | 4.48959404978845e-12 | 0.999999999997755 |
64 | 8.15038290163845e-13 | 1.63007658032769e-12 | 0.999999999999185 |
65 | 2.93707993916133e-13 | 5.87415987832267e-13 | 0.999999999999706 |
66 | 3.7749606503465e-06 | 7.54992130069301e-06 | 0.99999622503935 |
67 | 0.0132241275900069 | 0.0264482551800137 | 0.986775872409993 |
68 | 0.00836779927541412 | 0.0167355985508282 | 0.991632200724586 |
69 | 0.00512672142520157 | 0.0102534428504031 | 0.994873278574798 |
70 | 0.00303762151795519 | 0.00607524303591038 | 0.996962378482045 |
71 | 0.00173864099078952 | 0.00347728198157904 | 0.99826135900921 |
72 | 0.000960432467820556 | 0.00192086493564111 | 0.999039567532179 |
73 | 0.000511762252528802 | 0.0010235245050576 | 0.999488237747471 |
74 | 0.0002630871164052 | 0.0005261742328104 | 0.999736912883595 |
75 | 0.000130697496023803 | 0.000261394992047605 | 0.999869302503976 |
76 | 0.000186382444878676 | 0.000372764889757351 | 0.999813617555121 |
77 | 8.85717013016456e-05 | 0.000177143402603291 | 0.999911428298698 |
78 | 4.09861342401273e-05 | 8.19722684802546e-05 | 0.99995901386576 |
79 | 0.00819449040864866 | 0.0163889808172973 | 0.991805509591351 |
80 | 0.00351222542795434 | 0.00702445085590867 | 0.996487774572046 |
81 | 0.00167073809932606 | 0.00334147619865213 | 0.998329261900674 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 73 | 0.948051948051948 | NOK |
5% type I error level | 77 | 1 | NOK |
10% type I error level | 77 | 1 | NOK |