Multiple Linear Regression - Estimated Regression Equation
CorrectAnalysis [t] = + 0.0526315789473684 + 0.208237986270023Tvier[t] -0.0526315789473684Ttwee[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.05263157894736840.0242452.17080.0315090.015755
Tvier0.2082379862700230.0591733.51910.0005720.000286
Ttwee-0.05263157894736840.067304-0.7820.4354380.217719


Multiple Linear Regression - Regression Statistics
Multiple R0.2923868277592
R-squared0.085490057047088
Adjusted R-squared0.0733773425708905
F-TEST (value)7.05787767185325
F-TEST (DF numerator)2
F-TEST (DF denominator)151
p-value0.00117415813578425
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.258869078048368
Sum Squared Residuals10.1189931350114


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
100.260869565217391-0.260869565217391
200.0526315789473683-0.0526315789473683
300.0526315789473684-0.0526315789473684
400.0526315789473684-0.0526315789473684
500.0526315789473684-0.0526315789473684
600.0526315789473684-0.0526315789473684
700.0526315789473684-0.0526315789473684
800.260869565217391-0.260869565217391
900.0526315789473684-0.0526315789473684
1000.0526315789473684-0.0526315789473684
1100.260869565217391-0.260869565217391
1200.0526315789473684-0.0526315789473684
1300.0526315789473684-0.0526315789473684
1400.260869565217391-0.260869565217391
1500.0526315789473684-0.0526315789473684
1600.260869565217391-0.260869565217391
1710.2608695652173910.739130434782609
1800.260869565217391-0.260869565217391
1900.0526315789473684-0.0526315789473684
2010.2608695652173910.739130434782609
2100.0526315789473684-0.0526315789473684
2200.0526315789473684-0.0526315789473684
2300.0526315789473684-0.0526315789473684
2400.0526315789473684-0.0526315789473684
2500.260869565217391-0.260869565217391
2600.0526315789473684-0.0526315789473684
2700.0526315789473684-0.0526315789473684
2800.0526315789473684-0.0526315789473684
2900.0526315789473684-0.0526315789473684
3000.0526315789473684-0.0526315789473684
3100.0526315789473684-0.0526315789473684
3200.0526315789473684-0.0526315789473684
3300.0526315789473684-0.0526315789473684
3400.260869565217391-0.260869565217391
3500.0526315789473684-0.0526315789473684
3600.0526315789473684-0.0526315789473684
3700.260869565217391-0.260869565217391
3800.0526315789473684-0.0526315789473684
3900.0526315789473684-0.0526315789473684
4000.260869565217391-0.260869565217391
4110.05263157894736840.947368421052632
4200.0526315789473684-0.0526315789473684
4300.0526315789473684-0.0526315789473684
4400.260869565217391-0.260869565217391
4500.0526315789473684-0.0526315789473684
4600.0526315789473684-0.0526315789473684
4700.0526315789473684-0.0526315789473684
4800.0526315789473684-0.0526315789473684
4900.0526315789473684-0.0526315789473684
5000.0526315789473684-0.0526315789473684
5100.260869565217391-0.260869565217391
5210.2608695652173910.739130434782609
5300.0526315789473684-0.0526315789473684
5410.05263157894736840.947368421052632
5500.0526315789473684-0.0526315789473684
5600.260869565217391-0.260869565217391
5700.0526315789473684-0.0526315789473684
5800.0526315789473684-0.0526315789473684
5900.0526315789473684-0.0526315789473684
6010.2608695652173910.739130434782609
6100.260869565217391-0.260869565217391
6200.0526315789473684-0.0526315789473684
6300.0526315789473684-0.0526315789473684
6400.260869565217391-0.260869565217391
6500.0526315789473684-0.0526315789473684
6600.0526315789473684-0.0526315789473684
6710.2608695652173910.739130434782609
6800.0526315789473684-0.0526315789473684
6900.0526315789473684-0.0526315789473684
7000.0526315789473684-0.0526315789473684
7100.0526315789473684-0.0526315789473684
7200.0526315789473684-0.0526315789473684
7300.0526315789473684-0.0526315789473684
7400.0526315789473684-0.0526315789473684
7500.0526315789473684-0.0526315789473684
7600.260869565217391-0.260869565217391
7700.0526315789473684-0.0526315789473684
7800.0526315789473684-0.0526315789473684
7910.2608695652173910.739130434782609
8000.260869565217391-0.260869565217391
8100.0526315789473684-0.0526315789473684
8200.0526315789473684-0.0526315789473684
8300.0526315789473684-0.0526315789473684
8410.05263157894736840.947368421052632
8500.0526315789473684-0.0526315789473684
8600.0526315789473684-0.0526315789473684
8700.0526315789473684-0.0526315789473684
8803.30173442839726e-18-3.30173442839726e-18
8900.0526315789473684-0.0526315789473684
9000.0526315789473684-0.0526315789473684
9100.0526315789473684-0.0526315789473684
9203.30173442839726e-18-3.30173442839726e-18
9300.0526315789473684-0.0526315789473684
9400.0526315789473684-0.0526315789473684
9503.30173442839726e-18-3.30173442839726e-18
9600.0526315789473684-0.0526315789473684
9703.30173442839726e-18-3.30173442839726e-18
9800.0526315789473684-0.0526315789473684
9900.0526315789473684-0.0526315789473684
10000.0526315789473684-0.0526315789473684
10100.0526315789473684-0.0526315789473684
10200.0526315789473684-0.0526315789473684
10300.0526315789473684-0.0526315789473684
10400.0526315789473684-0.0526315789473684
10503.30173442839726e-18-3.30173442839726e-18
10600.0526315789473684-0.0526315789473684
10700.0526315789473684-0.0526315789473684
10803.30173442839726e-18-3.30173442839726e-18
10900.0526315789473684-0.0526315789473684
11000.0526315789473684-0.0526315789473684
11103.30173442839726e-18-3.30173442839726e-18
11203.30173442839726e-18-3.30173442839726e-18
11300.0526315789473684-0.0526315789473684
11403.30173442839726e-18-3.30173442839726e-18
11500.0526315789473684-0.0526315789473684
11600.0526315789473684-0.0526315789473684
11700.0526315789473684-0.0526315789473684
11800.0526315789473684-0.0526315789473684
11900.0526315789473684-0.0526315789473684
12000.0526315789473684-0.0526315789473684
12100.0526315789473684-0.0526315789473684
12200.0526315789473684-0.0526315789473684
12303.30173442839726e-18-3.30173442839726e-18
12400.0526315789473684-0.0526315789473684
12500.0526315789473684-0.0526315789473684
12603.30173442839726e-18-3.30173442839726e-18
12700.0526315789473684-0.0526315789473684
12800.0526315789473684-0.0526315789473684
12900.0526315789473684-0.0526315789473684
13000.0526315789473684-0.0526315789473684
13100.0526315789473684-0.0526315789473684
13200.0526315789473684-0.0526315789473684
13300.0526315789473684-0.0526315789473684
13400.0526315789473684-0.0526315789473684
13500.0526315789473684-0.0526315789473684
13600.0526315789473684-0.0526315789473684
13700.0526315789473684-0.0526315789473684
13803.30173442839726e-18-3.30173442839726e-18
13903.30173442839726e-18-3.30173442839726e-18
14000.0526315789473684-0.0526315789473684
14110.05263157894736840.947368421052632
14203.30173442839726e-18-3.30173442839726e-18
14300.0526315789473684-0.0526315789473684
14400.0526315789473684-0.0526315789473684
14500.0526315789473684-0.0526315789473684
14603.30173442839726e-18-3.30173442839726e-18
14703.30173442839726e-18-3.30173442839726e-18
14803.30173442839726e-18-3.30173442839726e-18
14900.0526315789473684-0.0526315789473684
15000.0526315789473684-0.0526315789473684
15100.0526315789473684-0.0526315789473684
15210.05263157894736840.947368421052632
15310.05263157894736840.947368421052632
15400.0526315789473684-0.0526315789473684


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
6001
7001
8001
9001
10001
11001
12001
13001
14001
15001
16001
170.4062264982700340.8124529965400680.593773501729966
180.363967234408670.727934468817340.63603276559133
190.2925932486083120.5851864972166240.707406751391688
200.8259592967494360.3480814065011290.174040703250564
210.7771616617838310.4456766764323390.222838338216169
220.7223594384353240.5552811231293510.277640561564676
230.6626769889073720.6746460221852550.337323011092628
240.5995593145568830.8008813708862340.400440685443117
250.5887875415294780.8224249169410450.411212458470522
260.5248228971755150.9503542056489690.475177102824485
270.4610247680846590.9220495361693190.538975231915341
280.3989630934030860.7979261868061710.601036906596914
290.340029672656930.6800593453138590.65997032734307
300.2853574022191080.5707148044382160.714642597780892
310.2357715581965520.4715431163931030.764228441803448
320.1917741171589750.3835482343179510.808225882841025
330.153557795723440.3071155914468790.84644220427656
340.1477815856255450.295563171251090.852218414374455
350.1165199404093470.2330398808186940.883480059590653
360.09047307857249440.1809461571449890.909526921427506
370.08562805730655910.1712561146131180.914371942693441
380.06544823200437720.1308964640087540.934551767995623
390.0492826316317680.09856526326353610.950717368368232
400.04629813261132290.09259626522264590.953701867388677
410.5907129312832120.8185741374335770.409287068716788
420.5396923219810970.9206153560378060.460307678018903
430.4882894661643990.9765789323287970.511710533835601
440.4813456653047470.9626913306094950.518654334695253
450.4309010418113820.8618020836227640.569098958188618
460.3818007767702350.763601553540470.618199223229765
470.3347565596184040.6695131192368080.665243440381596
480.2903773852528550.580754770505710.709622614747145
490.2491490655586210.4982981311172430.750850934441379
500.2114227507420590.4228455014841180.788577249257941
510.2125978101335760.4251956202671510.787402189866424
520.5745171093147850.850965781370430.425482890685215
530.5269271081266110.9461457837467780.473072891873389
540.9389624178476260.1220751643047470.0610375821523735
550.9236219664218290.1527560671563420.0763780335781711
560.92884498869440.1423100226111990.0711550113055997
570.911773063340950.17645387331810.0882269366590502
580.8918639197594750.216272160481050.108136080240525
590.8689581631872020.2620836736255950.131041836812798
600.9696790702346010.06064185953079830.0303209297653992
610.9722667593254380.05546648134912360.0277332406745618
620.9641903757389760.07161924852204860.0358096242610243
630.9542977200567560.09140455988648770.0457022799432438
640.9629129378020670.07417412439586660.0370870621979333
650.952791962450150.09441607509970040.0472080375498502
660.940586288780330.1188274224393410.0594137112196705
670.9869760545325460.02604789093490730.0130239454674537
680.9827035618235170.03459287635296670.0172964381764833
690.9772935460441180.04541290791176480.0227064539558824
700.9705303704952310.05893925900953810.0294696295047691
710.9621828575648050.075634284870390.037817142435195
720.9520101551504970.09597968969900580.0479898448495029
730.9397694625176340.1204610749647310.0602305374823657
740.9252254973218840.1495490053562330.0747745026781165
750.908161420403170.1836771591936590.0918385795968295
760.9224784685604250.155043062879150.0775215314395752
770.9049883739067340.1900232521865320.0950116260932661
780.8847691660170410.2304616679659180.115230833982959
790.9776056221193820.04478875576123540.0223943778806177
800.9735737136921490.05285257261570160.0264262863078508
810.9659746053705290.06805078925894140.0340253946294707
820.9566692372209340.08666152555813280.0433307627790664
830.9454161893969040.1091676212061920.0545838106030962
840.9991716424629020.001656715074195290.000828357537097645
850.9987829824221530.002434035155694820.00121701757784741
860.9982330557533390.003533888493322020.00176694424666101
870.9974648456213560.005070308757289040.00253515437864452
880.9963357620755760.007328475848849020.00366423792442451
890.9948662389815650.01026752203687080.00513376101843538
900.9928914849557910.01421703008841770.00710851504420884
910.9902719445812740.01945611083745210.00972805541872605
920.9866039282849260.02679214343014870.0133960717150743
930.9820936480976290.03581270380474190.0179063519023709
940.9763412836599560.04731743268008770.0236587163400439
950.9685780514436590.06284389711268130.0314219485563406
960.959438741583670.08112251683266030.0405612584163302
970.9474167864285120.1051664271429750.0525832135714877
980.9336694689844680.1326610620310640.0663305310155322
990.9172694756294740.1654610487410520.0827305243705261
1000.8979667285981130.2040665428037750.102033271401887
1010.8755529639789710.2488940720420590.124447036021029
1020.8498785353981330.3002429292037340.150121464601867
1030.8208685968765580.3582628062468840.179131403123442
1040.7885373462214780.4229253075570440.211462653778522
1050.7497376470162730.5005247059674540.250262352983727
1060.7107889132255970.5784221735488060.289211086774403
1070.6691750712801220.6616498574397550.330824928719878
1080.6210238026015150.7579523947969690.378976197398485
1090.5751122818369980.8497754363260030.424887718163002
1100.5281331569920110.9437336860159770.471866843007989
1110.4757181658977050.951436331795410.524281834102295
1120.4234426674095540.8468853348191090.576557332590446
1130.3769615013273040.7539230026546070.623038498672696
1140.3273612470943140.6547224941886280.672638752905686
1150.2848475089680920.5696950179361850.715152491031908
1160.2451421508576290.4902843017152590.754857849142371
1170.2086156447843730.4172312895687450.791384355215627
1180.1755190648806610.3510381297613230.824480935119339
1190.1459826273754110.2919652547508220.854017372624589
1200.1200213396020110.2400426792040220.879978660397989
1210.09754674809455890.1950934961891180.902453251905441
1220.07838333453283250.1567666690656650.921616665467167
1230.05948874318969480.118977486379390.940511256810305
1240.04645512178151240.09291024356302490.953544878218488
1250.03587144386654290.07174288773308580.964128556133457
1260.025709186836610.051418373673220.97429081316339
1270.01926370694851970.03852741389703940.98073629305148
1280.0142846618565010.02856932371300210.985715338143499
1290.01049474884014240.02098949768028480.989505251159858
1300.007650980358055130.01530196071611030.992349019641945
1310.005546407409609760.01109281481921950.99445359259039
1320.004009406133619080.008018812267238160.995990593866381
1330.00290121198099630.00580242396199260.997098788019004
1340.00211237098168870.004224741963377410.997887629018311
1350.001558714135466780.003117428270933550.998441285864533
1360.001177388810595190.002354777621190380.998822611189405
1370.000923467037924680.001846934075849360.999076532962075
1380.0004980701271383430.0009961402542766860.999501929872862
1390.0002570790409524540.0005141580819049090.999742920959048
1400.0002020576610959970.0004041153221919950.999797942338904
1410.00654734707188670.01309469414377340.993452652928113
1420.003558694286952720.007117388573905440.996441305713047
1430.002486049238090990.004972098476181980.997513950761909
1440.001832355269026740.003664710538053470.998167644730973
1450.001504018821548090.003008037643096190.998495981178452
1460.0006359523135979250.001271904627195850.999364047686402
1470.0002373017780385990.0004746035560771980.999762698221961
1487.50582266317797e-050.0001501164532635590.999924941773368


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level320.223776223776224NOK
5% type I error level480.335664335664336NOK
10% type I error level670.468531468531469NOK