Multiple Linear Regression - Estimated Regression Equation
Outcome[t] = + 0.403508771929825 + 0.0747520976353928T40[t] -0.168214654282766T20[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.4035087719298250.0458818.794700
T400.07475209763539280.1119770.66760.5054290.252715
T20-0.1682146542827660.127363-1.32070.1885830.094292


Multiple Linear Regression - Regression Statistics
Multiple R0.127741386315121
R-squared0.0163178617777091
Adjusted R-squared0.00328895928469852
F-TEST (value)1.25243563580762
F-TEST (DF numerator)2
F-TEST (DF denominator)151
p-value0.288759516392453
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.489874632262096
Sum Squared Residuals36.2365504554224


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
110.4782608695652180.521739130434782
200.403508771929825-0.403508771929825
300.403508771929825-0.403508771929825
400.403508771929825-0.403508771929825
500.403508771929825-0.403508771929825
610.4035087719298250.596491228070175
700.403508771929825-0.403508771929825
800.478260869565217-0.478260869565217
910.4035087719298250.596491228070175
1000.403508771929825-0.403508771929825
1100.478260869565217-0.478260869565217
1200.403508771929825-0.403508771929825
1300.403508771929825-0.403508771929825
1400.478260869565217-0.478260869565217
1510.4035087719298250.596491228070175
1610.4782608695652170.521739130434783
1700.478260869565217-0.478260869565217
1800.478260869565217-0.478260869565217
1910.4035087719298250.596491228070175
2010.4782608695652170.521739130434783
2100.403508771929825-0.403508771929825
2210.4035087719298250.596491228070175
2310.4035087719298250.596491228070175
2410.4035087719298250.596491228070175
2510.4782608695652170.521739130434783
2600.403508771929825-0.403508771929825
2710.4035087719298250.596491228070175
2800.403508771929825-0.403508771929825
2910.4035087719298250.596491228070175
3000.403508771929825-0.403508771929825
3100.403508771929825-0.403508771929825
3200.403508771929825-0.403508771929825
3300.403508771929825-0.403508771929825
3410.4782608695652170.521739130434783
3500.403508771929825-0.403508771929825
3600.403508771929825-0.403508771929825
3700.478260869565217-0.478260869565217
3810.4035087719298250.596491228070175
3910.4035087719298250.596491228070175
4000.478260869565217-0.478260869565217
4110.4035087719298250.596491228070175
4210.4035087719298250.596491228070175
4310.4035087719298250.596491228070175
4400.478260869565217-0.478260869565217
4500.403508771929825-0.403508771929825
4610.4035087719298250.596491228070175
4700.403508771929825-0.403508771929825
4810.4035087719298250.596491228070175
4910.4035087719298250.596491228070175
5000.403508771929825-0.403508771929825
5100.478260869565217-0.478260869565217
5200.478260869565217-0.478260869565217
5310.4035087719298250.596491228070175
5400.403508771929825-0.403508771929825
5500.403508771929825-0.403508771929825
5610.4782608695652170.521739130434783
5710.4035087719298250.596491228070175
5810.4035087719298250.596491228070175
5910.4035087719298250.596491228070175
6010.4782608695652170.521739130434783
6110.4782608695652170.521739130434783
6200.403508771929825-0.403508771929825
6300.403508771929825-0.403508771929825
6410.4782608695652170.521739130434783
6500.403508771929825-0.403508771929825
6600.403508771929825-0.403508771929825
6700.478260869565217-0.478260869565217
6800.403508771929825-0.403508771929825
6910.4035087719298250.596491228070175
7000.403508771929825-0.403508771929825
7100.403508771929825-0.403508771929825
7210.4035087719298250.596491228070175
7310.4035087719298250.596491228070175
7400.403508771929825-0.403508771929825
7510.4035087719298250.596491228070175
7610.4782608695652170.521739130434783
7710.4035087719298250.596491228070175
7810.4035087719298250.596491228070175
7910.4782608695652170.521739130434783
8000.478260869565217-0.478260869565217
8100.403508771929825-0.403508771929825
8210.4035087719298250.596491228070175
8300.403508771929825-0.403508771929825
8400.403508771929825-0.403508771929825
8510.4035087719298250.596491228070175
8600.403508771929825-0.403508771929825
8710.4035087719298250.596491228070175
8810.2352941176470590.764705882352941
8900.403508771929825-0.403508771929825
9010.4035087719298250.596491228070175
9100.403508771929825-0.403508771929825
9200.235294117647059-0.235294117647059
9300.403508771929825-0.403508771929825
9400.403508771929825-0.403508771929825
9500.235294117647059-0.235294117647059
9610.4035087719298250.596491228070175
9700.235294117647059-0.235294117647059
9800.403508771929825-0.403508771929825
9900.403508771929825-0.403508771929825
10010.4035087719298250.596491228070175
10110.4035087719298250.596491228070175
10200.403508771929825-0.403508771929825
10300.403508771929825-0.403508771929825
10400.403508771929825-0.403508771929825
10500.235294117647059-0.235294117647059
10600.403508771929825-0.403508771929825
10700.403508771929825-0.403508771929825
10800.235294117647059-0.235294117647059
10900.403508771929825-0.403508771929825
11000.403508771929825-0.403508771929825
11100.235294117647059-0.235294117647059
11200.235294117647059-0.235294117647059
11300.403508771929825-0.403508771929825
11400.235294117647059-0.235294117647059
11500.403508771929825-0.403508771929825
11600.403508771929825-0.403508771929825
11710.4035087719298250.596491228070175
11800.403508771929825-0.403508771929825
11900.403508771929825-0.403508771929825
12010.4035087719298250.596491228070175
12100.403508771929825-0.403508771929825
12200.403508771929825-0.403508771929825
12300.235294117647059-0.235294117647059
12410.4035087719298250.596491228070175
12510.4035087719298250.596491228070175
12600.235294117647059-0.235294117647059
12700.403508771929825-0.403508771929825
12810.4035087719298250.596491228070175
12900.403508771929825-0.403508771929825
13010.4035087719298250.596491228070175
13100.403508771929825-0.403508771929825
13210.4035087719298250.596491228070175
13300.403508771929825-0.403508771929825
13400.403508771929825-0.403508771929825
13500.403508771929825-0.403508771929825
13600.403508771929825-0.403508771929825
13710.4035087719298250.596491228070175
13810.2352941176470590.764705882352941
13900.235294117647059-0.235294117647059
14000.403508771929825-0.403508771929825
14110.4035087719298250.596491228070175
14210.2352941176470590.764705882352941
14300.403508771929825-0.403508771929825
14410.4035087719298250.596491228070175
14500.403508771929825-0.403508771929825
14610.2352941176470590.764705882352941
14700.235294117647059-0.235294117647059
14800.235294117647059-0.235294117647059
14900.403508771929825-0.403508771929825
15010.4035087719298250.596491228070175
15110.4035087719298250.596491228070175
15200.403508771929825-0.403508771929825
15300.403508771929825-0.403508771929825
15400.403508771929825-0.403508771929825


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.6515541780310270.6968916439379470.348445821968974
70.5121304381800550.975739123639890.487869561819945
80.6389319400564290.7221361198871430.361068059943571
90.7543144670496180.4913710659007640.245685532950382
100.6841275636934290.6317448726131410.315872436306571
110.6478369979090150.704326004181970.352163002090985
120.5735416429605070.8529167140789850.426458357039493
130.4969312633525290.9938625267050580.503068736647471
140.4404984108563690.8809968217127380.559501589143631
150.5582700350266990.8834599299466020.441729964973301
160.6158856573318120.7682286853363750.384114342668188
170.5820380051652890.8359239896694220.417961994834711
180.5398856804331270.9202286391337450.460114319566873
190.6059002241523430.7881995516953150.394099775847657
200.6499704177174510.7000591645650970.350029582282549
210.6113108309453520.7773783381092970.388689169054648
220.6565043882261990.6869912235476020.343495611773801
230.6854433024715720.6291133950568550.314556697528428
240.7034005850285530.5931988299428950.296599414971447
250.7175979358212580.5648041283574840.282402064178742
260.6996274713103620.6007450573792760.300372528689638
270.7146261644254940.5707476711490120.285373835574506
280.6984359720464570.6031280559070870.301564027953543
290.7121538739550640.5756922520898710.287846126044936
300.6973479079744490.6053041840511020.302652092025551
310.6798279970455980.6403440059088040.320172002954402
320.6599304362598890.6801391274802230.340069563740111
330.6379525727842020.7240948544315950.362047427215798
340.6425584032128330.7148831935743330.357441596787167
350.619217560613180.761564878773640.38078243938682
360.5943650277351920.8112699445296150.405634972264808
370.5895123624690420.8209752750619160.410487637530958
380.6197353062965530.7605293874068940.380264693703447
390.6443258715198770.7113482569602470.355674128480123
400.6360764590249510.7278470819500990.363923540975049
410.6565013990464670.6869972019070650.343498600953533
420.6734127226102140.6531745547795720.326587277389786
430.6875536579897620.6248926840204770.312446342010238
440.6798452252557440.6403095494885120.320154774744256
450.667316054282230.6653678914355410.33268394571777
460.6817211196550870.6365577606898250.318278880344913
470.6695926853153920.6608146293692160.330407314684608
480.6838621165026020.6322757669947960.316137883497398
490.6965929805319960.6068140389360080.303407019468004
500.6862871526499850.6274256947000310.313712847350015
510.682752090312120.6344958193757590.31724790968788
520.6841654264375620.6316691471248760.315834573562438
530.698434976959850.6031300460803010.30156502304015
540.6887644655487720.6224710689024550.311235534451228
550.6779316860381590.6441366279236830.322068313961841
560.6851567860149930.6296864279700140.314843213985007
570.700249064897120.5995018702057590.299750935102879
580.7145729278558570.5708541442882850.285427072144142
590.7283935561573750.543212887685250.271606443842625
600.7300584266523480.5398831466953040.269941573347652
610.7299757923552290.5400484152895420.270024207644771
620.7204287983599270.5591424032801460.279571201640073
630.7099032472422450.580193505515510.290096752757755
640.7106842352883320.5786315294233360.289315764711668
650.6991553396020020.6016893207959970.300844660397998
660.6868160416445970.6263679167108070.313183958355403
670.690348505585090.619302988829820.30965149441491
680.6774096283223220.6451807433553570.322590371677678
690.6946706238768540.6106587522462920.305329376123146
700.6817260187542980.6365479624914040.318273981245702
710.6681757526761940.6636484946476120.331824247323806
720.6863637985817260.6272724028365480.313636201418274
730.7044600768796010.5910798462407990.2955399231204
740.6913667718182870.6172664563634260.308633228181713
750.7100123984776950.579975203044610.289987601522305
760.7067839188336680.5864321623326630.293216081166332
770.7257461747853360.5485076504293270.274253825214664
780.7451112480029950.509777503994010.254888751997005
790.7682428313495960.4635143373008080.231757168650404
800.7477439755271810.5045120489456370.252256024472819
810.7349479505153090.5301040989693830.265052049484691
820.7556475388162190.4887049223675620.244352461183781
830.7425807445991120.5148385108017760.257419255400888
840.7288862207681910.5422275584636190.271113779231809
850.7509471454393640.4981057091212710.249052854560636
860.7369610993466990.5260778013066020.263038900653301
870.7601177094249770.4797645811500450.239882290575023
880.7821503991065640.4356992017868710.217849600893435
890.7688363758501330.4623272482997340.231163624149867
900.7934739588398650.4130520823202690.206526041160135
910.7799369027678390.4401261944643220.220063097232161
920.7750916329464520.4498167341070950.224908367053548
930.7603444148600280.4793111702799430.239655585139972
940.745028850122240.5099422997555210.25497114987776
950.7194682644993390.5610634710013210.280531735500661
960.7468793336135040.5062413327729930.253120666386496
970.7169356579723160.5661286840553690.283064342027684
980.699081588915280.6018368221694410.30091841108472
990.6807553656809370.6384892686381270.319244634319063
1000.7111943231268820.5776113537462370.288805676873118
1010.7436369079891960.5127261840216090.256363092010804
1020.7246942104233750.5506115791532510.275305789576625
1030.7051278788594210.5897442422811590.294872121140579
1040.6850620223367970.6298759553264070.314937977663203
1050.6496303407414330.7007393185171350.350369659258567
1060.6281379643075310.7437240713849390.371862035692469
1070.6065439331596330.7869121336807330.393456066840367
1080.5684006825416870.8631986349166270.431599317458313
1090.5462116674284580.9075766651430840.453788332571542
1100.5244169051470650.9511661897058710.475583094852935
1110.4860780067901970.9721560135803940.513921993209803
1120.4500836780351470.9001673560702940.549916321964853
1130.4285847598769410.8571695197538830.571415240123059
1140.3964825811579550.7929651623159110.603517418842045
1150.3761595751658270.7523191503316550.623840424834173
1160.3571007391579370.7142014783158750.642899260842063
1170.3811381662175810.7622763324351610.618861833782419
1180.3607143416838360.7214286833676710.639285658316164
1190.3418567037867780.6837134075735560.658143296213222
1200.3648127478600650.7296254957201290.635187252139935
1210.3444424263279430.6888848526558860.655557573672057
1220.3260170529996810.6520341059993610.673982947000319
1230.3002606712679630.6005213425359250.699739328732037
1240.3209502533630370.6419005067260740.679049746636963
1250.3483115344407540.6966230688815090.651688465559246
1260.3310985464893990.6621970929787980.668901453510601
1270.3069645130637390.6139290261274770.693035486936261
1280.337912192436980.675824384873960.66208780756302
1290.3108249276050570.6216498552101150.689175072394943
1300.3468733765013430.6937467530026850.653126623498657
1310.3160235740992370.6320471481984740.683976425900763
1320.3592100291134090.7184200582268170.640789970886591
1330.3234589641847980.6469179283695960.676541035815202
1340.2910519412486790.5821038824973580.708948058751321
1350.2626151750526590.5252303501053180.737384824947341
1360.2388227481038540.4776454962077090.761177251896146
1370.2620792371238390.5241584742476790.737920762876161
1380.2822787918304040.5645575836608080.717721208169596
1390.259750225209580.519500450419160.74024977479042
1400.2283733072980860.4567466145961720.771626692701914
1410.2582544344148380.5165088688296750.741745565585162
1420.2815703299262960.5631406598525910.718429670073704
1430.2374709193771080.4749418387542150.762529080622892
1440.2842995518301150.5685991036602290.715700448169885
1450.2245212397961680.4490424795923360.775478760203832
1460.3644844499415130.7289688998830250.635515550058487
1470.2442048698624240.4884097397248490.755795130137576
1480.1410892385616990.2821784771233990.858910761438301


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK