| Multiple Linear Regression - Estimated Regression Equation |
| CA[t] = + 2.96526742211655 + 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) | 2.96526742211655 | 0.067781 | 43.7476 | 0 | 0 |
| 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 | 0.0961164911422793 |
| 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 | 3 | 3.18798015804975 | -0.187980158049749 |
| 2 | 3 | 2.96896005728143 | 0.031039942718566 |
| 3 | 3 | 2.97080637486387 | 0.0291936251361256 |
| 4 | 3 | 2.97265269244631 | 0.0273473075536853 |
| 5 | 3 | 2.97449901002875 | 0.0255009899712451 |
| 6 | 3 | 2.9763453276112 | 0.0236546723888048 |
| 7 | 3 | 2.97819164519364 | 0.0218083548063646 |
| 8 | 3 | 3.20090438112683 | -0.200904381126832 |
| 9 | 3 | 2.98188428035852 | 0.0181157196414841 |
| 10 | 3 | 2.98373059794096 | 0.0162694020590438 |
| 11 | 3 | 3.20644333387415 | -0.206443333874152 |
| 12 | 3 | 2.98742323310584 | 0.0125767668941633 |
| 13 | 3 | 2.98926955068828 | 0.010730449311723 |
| 14 | 3 | 3.21198228662147 | -0.211982286621473 |
| 15 | 3 | 2.99296218585316 | 0.00703781414684251 |
| 16 | 3 | 3.21567492178635 | -0.215674921786354 |
| 17 | 4 | 3.21752123936879 | 0.782478760631206 |
| 18 | 3 | 3.21936755695123 | -0.219367556951234 |
| 19 | 3 | 3.00034745618292 | -0.000347456182918515 |
| 20 | 4 | 3.22306019211611 | 0.776939807883885 |
| 21 | 3 | 3.0040400913478 | -0.00404009134779903 |
| 22 | 3 | 3.00588640893024 | -0.00588640893023929 |
| 23 | 3 | 3.00773272651268 | -0.00773272651267954 |
| 24 | 3 | 3.00957904409512 | -0.0095790440951198 |
| 25 | 3 | 3.23229178002832 | -0.232291780028316 |
| 26 | 3 | 3.01327167926 | -0.0132716792600003 |
| 27 | 3 | 3.01511799684244 | -0.0151179968424406 |
| 28 | 3 | 3.01696431442488 | -0.0169643144248808 |
| 29 | 3 | 3.01881063200732 | -0.0188106320073211 |
| 30 | 3 | 3.02065694958976 | -0.0206569495897613 |
| 31 | 3 | 3.0225032671722 | -0.0225032671722016 |
| 32 | 3 | 3.02434958475464 | -0.0243495847546419 |
| 33 | 3 | 3.02619590233708 | -0.0261959023370821 |
| 34 | 3 | 3.24890863827028 | -0.248908638270278 |
| 35 | 3 | 3.02988853750196 | -0.0298885375019626 |
| 36 | 3 | 3.0317348550844 | -0.0317348550844029 |
| 37 | 3 | 3.2544475910176 | -0.254447591017599 |
| 38 | 3 | 3.03542749024928 | -0.0354274902492834 |
| 39 | 3 | 3.03727380783172 | -0.0372738078317236 |
| 40 | 3 | 3.25998654376492 | -0.25998654376492 |
| 41 | 4 | 3.0409664429966 | 0.959033557003396 |
| 42 | 3 | 3.04281276057904 | -0.0428127605790444 |
| 43 | 3 | 3.04465907816148 | -0.0446590781614847 |
| 44 | 3 | 3.26737181409468 | -0.267371814094681 |
| 45 | 3 | 3.04835171332637 | -0.0483517133263652 |
| 46 | 3 | 3.05019803090881 | -0.0501980309088054 |
| 47 | 3 | 3.05204434849125 | -0.0520443484912457 |
| 48 | 3 | 3.05389066607369 | -0.053890666073686 |
| 49 | 3 | 3.05573698365613 | -0.0557369836561262 |
| 50 | 3 | 3.05758330123857 | -0.0575833012385665 |
| 51 | 3 | 3.28029603717176 | -0.280296037171763 |
| 52 | 4 | 3.2821423547542 | 0.717857645245797 |
| 53 | 3 | 3.06312225398589 | -0.0631222539858872 |
| 54 | 4 | 3.06496857156833 | 0.935031428431673 |
| 55 | 3 | 3.06681488915077 | -0.0668148891507677 |
| 56 | 3 | 3.28952762508396 | -0.289527625083964 |
| 57 | 3 | 3.07050752431565 | -0.0705075243156483 |
| 58 | 3 | 3.07235384189809 | -0.0723538418980885 |
| 59 | 3 | 3.07420015948053 | -0.0742001594805288 |
| 60 | 4 | 3.29691289541373 | 0.703087104586275 |
| 61 | 3 | 3.29875921299617 | -0.298759212996165 |
| 62 | 3 | 3.07973911222785 | -0.0797391122278495 |
| 63 | 3 | 3.08158542981029 | -0.0815854298102898 |
| 64 | 3 | 3.30429816574349 | -0.304298165743486 |
| 65 | 3 | 3.08527806497517 | -0.0852780649751703 |
| 66 | 3 | 3.08712438255761 | -0.0871243825576106 |
| 67 | 4 | 3.30983711849081 | 0.690162881509193 |
| 68 | 3 | 3.09081701772249 | -0.0908170177224911 |
| 69 | 3 | 3.09266333530493 | -0.0926633353049313 |
| 70 | 3 | 3.09450965288737 | -0.0945096528873716 |
| 71 | 3 | 3.09635597046981 | -0.0963559704698119 |
| 72 | 3 | 3.09820228805225 | -0.0982022880522521 |
| 73 | 3 | 3.10004860563469 | -0.100048605634692 |
| 74 | 3 | 3.10189492321713 | -0.101894923217133 |
| 75 | 3 | 3.10374124079957 | -0.103741240799573 |
| 76 | 3 | 3.32645397673277 | -0.326453976732769 |
| 77 | 3 | 3.10743387596445 | -0.107433875964453 |
| 78 | 3 | 3.10928019354689 | -0.109280193546894 |
| 79 | 4 | 3.33199292948009 | 0.66800707051991 |
| 80 | 3 | 3.33383924706253 | -0.33383924706253 |
| 81 | 3 | 3.11481914629421 | -0.114819146294214 |
| 82 | 3 | 3.11666546387665 | -0.116665463876655 |
| 83 | 3 | 3.1185117814591 | -0.118511781459095 |
| 84 | 4 | 3.12035809904154 | 0.879641900958465 |
| 85 | 3 | 3.12220441662398 | -0.122204416623975 |
| 86 | 3 | 3.12405073420642 | -0.124050734206416 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 1.44572474204234e-96 | 2.89144948408468e-96 | 1 |
| 7 | 2.79918895455213e-128 | 5.59837790910425e-128 | 1 |
| 8 | 4.38588141545409e-75 | 8.77176283090817e-75 | 1 |
| 9 | 1.03867207086461e-92 | 2.07734414172922e-92 | 1 |
| 10 | 6.88747631999865e-109 | 1.37749526399973e-108 | 1 |
| 11 | 5.80550880442004e-129 | 1.16110176088401e-128 | 1 |
| 12 | 2.89234270852873e-140 | 5.78468541705746e-140 | 1 |
| 13 | 3.70452094931564e-154 | 7.40904189863129e-154 | 1 |
| 14 | 4.36296295757497e-167 | 8.72592591514994e-167 | 1 |
| 15 | 3.14465496697239e-182 | 6.28930993394478e-182 | 1 |
| 16 | 0 | 0 | 1 |
| 17 | 0.110757094016395 | 0.22151418803279 | 0.889242905983605 |
| 18 | 0.103475193830242 | 0.206950387660484 | 0.896524806169758 |
| 19 | 0.0742476610773726 | 0.148495322154745 | 0.925752338922627 |
| 20 | 0.375432709188415 | 0.75086541837683 | 0.624567290811585 |
| 21 | 0.329793850416702 | 0.659587700833404 | 0.670206149583298 |
| 22 | 0.279440654081849 | 0.558881308163699 | 0.720559345918151 |
| 23 | 0.229833579494803 | 0.459667158989606 | 0.770166420505197 |
| 24 | 0.183980506484519 | 0.367961012969039 | 0.816019493515481 |
| 25 | 0.190075359743385 | 0.380150719486771 | 0.809924640256615 |
| 26 | 0.146907605574924 | 0.293815211149848 | 0.853092394425076 |
| 27 | 0.110796339629739 | 0.221592679259479 | 0.889203660370261 |
| 28 | 0.0815570153965128 | 0.163114030793026 | 0.918442984603487 |
| 29 | 0.0586020644827835 | 0.117204128965567 | 0.941397935517217 |
| 30 | 0.0411081896808518 | 0.0822163793617037 | 0.958891810319148 |
| 31 | 0.028154768664462 | 0.056309537328924 | 0.971845231335538 |
| 32 | 0.0188290716334665 | 0.0376581432669331 | 0.981170928366534 |
| 33 | 0.0122972513009869 | 0.0245945026019738 | 0.987702748699013 |
| 34 | 0.0113815893964201 | 0.0227631787928402 | 0.98861841060358 |
| 35 | 0.00721928446287082 | 0.0144385689257416 | 0.992780715537129 |
| 36 | 0.0044758865027422 | 0.00895177300548441 | 0.995524113497258 |
| 37 | 0.00385331722437928 | 0.00770663444875856 | 0.996146682775621 |
| 38 | 0.0023303650593143 | 0.00466073011862859 | 0.997669634940686 |
| 39 | 0.00138001521315458 | 0.00276003042630916 | 0.998619984786845 |
| 40 | 0.00117147790047236 | 0.00234295580094472 | 0.998828522099528 |
| 41 | 0.0909211954366379 | 0.181842390873276 | 0.909078804563362 |
| 42 | 0.068561179520741 | 0.137122359041482 | 0.931438820479259 |
| 43 | 0.0506017649176561 | 0.101203529835312 | 0.949398235082344 |
| 44 | 0.0482822991886339 | 0.0965645983772677 | 0.951717700811366 |
| 45 | 0.0347073257388243 | 0.0694146514776486 | 0.965292674261176 |
| 46 | 0.024426277928284 | 0.048852555856568 | 0.975573722071716 |
| 47 | 0.0168322668587701 | 0.0336645337175402 | 0.98316773314123 |
| 48 | 0.0113604160742916 | 0.0227208321485832 | 0.988639583925708 |
| 49 | 0.00751330708154113 | 0.0150266141630823 | 0.992486692918459 |
| 50 | 0.0048733033669451 | 0.0097466067338902 | 0.995126696633055 |
| 51 | 0.0051332234705587 | 0.0102664469411174 | 0.994866776529441 |
| 52 | 0.0355681893168593 | 0.0711363786337185 | 0.964431810683141 |
| 53 | 0.0252995358530086 | 0.0505990717060171 | 0.974700464146991 |
| 54 | 0.298968624446653 | 0.597937248893306 | 0.701031375553347 |
| 55 | 0.250392405439616 | 0.500784810879232 | 0.749607594560384 |
| 56 | 0.257351172399601 | 0.514702344799202 | 0.742648827600399 |
| 57 | 0.209767588269579 | 0.419535176539158 | 0.790232411730421 |
| 58 | 0.167186180977751 | 0.334372361955503 | 0.832813819022248 |
| 59 | 0.130122161699548 | 0.260244323399096 | 0.869877838300452 |
| 60 | 0.347297940056655 | 0.694595880113311 | 0.652702059943345 |
| 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 | 0.313299530447636 | 0.626599060895273 | 0.686700469552364 |
| 69 | 0.249420238963304 | 0.498840477926608 | 0.750579761036696 |
| 70 | 0.191879927020156 | 0.383759854040312 | 0.808120072979844 |
| 71 | 0.142097992085462 | 0.284195984170924 | 0.857902007914538 |
| 72 | 0.100867367040188 | 0.201734734080377 | 0.899132632959812 |
| 73 | 0.0683076441579791 | 0.136615288315958 | 0.931692355842021 |
| 74 | 0.0439149993586137 | 0.0878299987172275 | 0.956085000641386 |
| 75 | 0.0267085189891246 | 0.0534170379782493 | 0.973291481010875 |
| 76 | 0.0247376742398129 | 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 |
