Multiple Linear Regression - Estimated Regression Equation
CorrectAnalysis[t] = + 0.760526315789473 + 0.0973684210526316T40T20[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.7605263157894730.1610014.72375e-063e-06
T40T200.09736842105263160.048951.98920.0484790.02424


Multiple Linear Regression - Regression Statistics
Multiple R0.159281652810876
R-squared0.0253706449221646
Adjusted R-squared0.0189586096913894
F-TEST (value)3.95672263315016
F-TEST (DF numerator)1
F-TEST (DF denominator)152
p-value0.0484790762148585
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.266362072117266
Sum Squared Residuals10.7842105263158


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
111.15-0.15
211.05263157894737-0.0526315789473685
311.05263157894737-0.0526315789473684
411.05263157894737-0.0526315789473684
511.05263157894737-0.0526315789473684
611.05263157894737-0.0526315789473684
711.05263157894737-0.0526315789473684
811.15-0.15
911.05263157894737-0.0526315789473684
1011.05263157894737-0.0526315789473684
1111.15-0.15
1211.05263157894737-0.0526315789473684
1311.05263157894737-0.0526315789473684
1411.15-0.15
1511.05263157894737-0.0526315789473684
1611.15-0.15
1721.150.85
1811.15-0.15
1911.05263157894737-0.0526315789473684
2021.150.85
2111.05263157894737-0.0526315789473684
2211.05263157894737-0.0526315789473684
2311.05263157894737-0.0526315789473684
2411.05263157894737-0.0526315789473684
2511.15-0.15
2611.05263157894737-0.0526315789473684
2711.05263157894737-0.0526315789473684
2811.05263157894737-0.0526315789473684
2911.05263157894737-0.0526315789473684
3011.05263157894737-0.0526315789473684
3111.05263157894737-0.0526315789473684
3211.05263157894737-0.0526315789473684
3311.05263157894737-0.0526315789473684
3411.15-0.15
3511.05263157894737-0.0526315789473684
3611.05263157894737-0.0526315789473684
3711.15-0.15
3811.05263157894737-0.0526315789473684
3911.05263157894737-0.0526315789473684
4011.15-0.15
4121.052631578947370.947368421052632
4211.05263157894737-0.0526315789473684
4311.05263157894737-0.0526315789473684
4411.15-0.15
4511.05263157894737-0.0526315789473684
4611.05263157894737-0.0526315789473684
4711.05263157894737-0.0526315789473684
4811.05263157894737-0.0526315789473684
4911.05263157894737-0.0526315789473684
5011.05263157894737-0.0526315789473684
5111.15-0.15
5221.150.85
5311.05263157894737-0.0526315789473684
5421.052631578947370.947368421052632
5511.05263157894737-0.0526315789473684
5611.15-0.15
5711.05263157894737-0.0526315789473684
5811.05263157894737-0.0526315789473684
5911.05263157894737-0.0526315789473684
6021.150.85
6111.15-0.15
6211.05263157894737-0.0526315789473684
6311.05263157894737-0.0526315789473684
6411.15-0.15
6511.05263157894737-0.0526315789473684
6611.05263157894737-0.0526315789473684
6721.150.85
6811.05263157894737-0.0526315789473684
6911.05263157894737-0.0526315789473684
7011.05263157894737-0.0526315789473684
7111.05263157894737-0.0526315789473684
7211.05263157894737-0.0526315789473684
7311.05263157894737-0.0526315789473684
7411.05263157894737-0.0526315789473684
7511.05263157894737-0.0526315789473684
7611.15-0.15
7711.05263157894737-0.0526315789473684
7811.05263157894737-0.0526315789473684
7921.150.85
8011.15-0.15
8111.05263157894737-0.0526315789473684
8211.05263157894737-0.0526315789473684
8311.05263157894737-0.0526315789473684
8421.052631578947370.947368421052632
8511.05263157894737-0.0526315789473684
8611.05263157894737-0.0526315789473684
8711.05263157894737-0.0526315789473684
8811.15-0.15
8911.05263157894737-0.0526315789473684
9011.05263157894737-0.0526315789473684
9111.05263157894737-0.0526315789473684
9211.15-0.15
9311.05263157894737-0.0526315789473684
9411.05263157894737-0.0526315789473684
9511.15-0.15
9611.05263157894737-0.0526315789473684
9711.15-0.15
9811.05263157894737-0.0526315789473684
9911.05263157894737-0.0526315789473684
10011.05263157894737-0.0526315789473684
10111.05263157894737-0.0526315789473684
10211.05263157894737-0.0526315789473684
10311.05263157894737-0.0526315789473684
10411.05263157894737-0.0526315789473684
10511.15-0.15
10611.05263157894737-0.0526315789473684
10711.05263157894737-0.0526315789473684
10811.15-0.15
10911.05263157894737-0.0526315789473684
11011.05263157894737-0.0526315789473684
11111.15-0.15
11211.15-0.15
11311.05263157894737-0.0526315789473684
11411.15-0.15
11511.05263157894737-0.0526315789473684
11611.05263157894737-0.0526315789473684
11711.05263157894737-0.0526315789473684
11811.05263157894737-0.0526315789473684
11911.05263157894737-0.0526315789473684
12011.05263157894737-0.0526315789473684
12111.05263157894737-0.0526315789473684
12211.05263157894737-0.0526315789473684
12311.15-0.15
12411.05263157894737-0.0526315789473684
12511.05263157894737-0.0526315789473684
12611.15-0.15
12711.05263157894737-0.0526315789473684
12811.05263157894737-0.0526315789473684
12911.05263157894737-0.0526315789473684
13011.05263157894737-0.0526315789473684
13111.05263157894737-0.0526315789473684
13211.05263157894737-0.0526315789473684
13311.05263157894737-0.0526315789473684
13411.05263157894737-0.0526315789473684
13511.05263157894737-0.0526315789473684
13611.05263157894737-0.0526315789473684
13711.05263157894737-0.0526315789473684
13811.15-0.15
13911.15-0.15
14011.05263157894737-0.0526315789473684
14121.052631578947370.947368421052632
14211.15-0.15
14311.05263157894737-0.0526315789473684
14411.05263157894737-0.0526315789473684
14511.05263157894737-0.0526315789473684
14611.15-0.15
14711.15-0.15
14811.15-0.15
14911.05263157894737-0.0526315789473684
15011.05263157894737-0.0526315789473684
15111.05263157894737-0.0526315789473684
15221.052631578947370.947368421052632
15321.052631578947370.947368421052632
15411.05263157894737-0.0526315789473684


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
5001
67.20813905825587e-1281.44162781165117e-1271
77.58003760833375e-1621.51600752166675e-1611
82.19972755282718e-924.39945510565436e-921
92.19989326159289e-1104.39978652318578e-1101
104.47975901180034e-1268.95951802360067e-1261
117.19299095226655e-1481.43859819045331e-1471
121.65839512745184e-1533.31679025490368e-1531
131.35196442089683e-1912.70392884179367e-1911
141.8905536112752e-1823.78110722255041e-1821
158.04568822984911e-1981.60913764596982e-1971
16001
170.2769984395782930.5539968791565870.723001560421707
180.2360283047661330.4720566095322650.763971695233867
190.180131591725960.360263183451920.81986840827404
200.731999040496550.5360019190068990.26800095950345
210.6718749321126890.6562501357746220.328125067887311
220.6079768715964920.7840462568070170.392023128403508
230.5420291324060450.915941735187910.457970867593955
240.4758484799633140.9516969599266280.524151520036686
250.4564318029267130.9128636058534260.543568197073287
260.3933802402883620.7867604805767240.606619759711638
270.3337252891996050.667450578399210.666274710800395
280.2786273675894940.5572547351789880.721372632410506
290.2289101964477410.4578203928954820.771089803552259
300.1850492885579480.3700985771158970.814950711442051
310.14719260981150.2943852196230010.8528073901885
320.1152056153263510.2304112306527010.884794384673649
330.08873136797558730.1774627359511750.911268632024413
340.08059814498788740.1611962899757750.919401855012113
350.06090106502403630.1218021300480730.939098934975964
360.04530429219168680.09060858438337370.954695707808313
370.03946083025571790.07892166051143580.960539169744282
380.0287650670448950.05753013408979010.971234932955105
390.02065295870322940.04130591740645880.979347041296771
400.01727318319484070.03454636638968150.982726816805159
410.3946317187412970.7892634374825950.605368281258703
420.345616889855170.691233779710340.65438311014483
430.2993054103863760.5986108207727510.700694589613624
440.270357691426940.540715382853880.72964230857306
450.2298143063541180.4596286127082360.770185693645882
460.1930920886548040.3861841773096070.806907911345196
470.1603433740017980.3206867480035960.839656625998202
480.1315820300874040.2631640601748080.868417969912596
490.1067013259119740.2134026518239480.893298674088026
500.08549624653056130.1709924930611230.914503753469439
510.07299560497448350.1459912099489670.927004395025516
520.3817635362125780.7635270724251570.618236463787422
530.3367784461645150.673556892329030.663221553835485
540.8377203390258940.3245593219482130.162279660974106
550.8075549316509360.3848901366981270.192445068349064
560.7866907315192890.4266185369614230.213309268480711
570.7515558911281480.4968882177437030.248444108871852
580.7136357917207920.5727284165584160.286364208279208
590.6732545709856560.6534908580286880.326745429014344
600.9287495040343290.1425009919313420.0712504959656711
610.919182403465640.1616351930687210.0808175965343604
620.9008128863048870.1983742273902270.0991871136951133
630.8795981853987270.2408036292025470.120401814601273
640.8648029739002770.2703940521994460.135197026099723
650.8387385359328440.3225229281343120.161261464067156
660.8096414237473540.3807171525052920.190358576252646
670.9748590754361950.05028184912760980.0251409245638049
680.9675371131675670.06492577366486530.0324628868324326
690.9585499389416450.08290012211671070.0414500610583554
700.9476574508633920.1046850982732160.0523425491366079
710.9346210359797370.1307579280405260.0653789640202629
720.9192134550916950.1615730898166090.0807865449083045
730.9012299979690270.1975400040619450.0987700020309725
740.8805004031784290.2389991936431420.119499596821571
750.8569008895346510.2861982209306980.143099110465349
760.8407764711221650.3184470577556690.159223528877835
770.8123882580619710.3752234838760590.187611741938029
780.7810961538851920.4378076922296150.218903846114808
790.978485327595750.04302934480849980.0215146724042499
800.9746515911786430.05069681764271420.0253484088213571
810.9673669300557490.06526613988850180.0326330699442509
820.9584422854185030.08311542916299410.041557714581497
830.9476425274821170.1047149450357660.0523574725178828
840.9992596655721890.001480668855622680.000740334427811342
850.9989116973556610.002176605288678320.00108830264433916
860.998418807190440.003162385619119590.00158119280955979
870.997729396159110.004541207681780.00227060384089
880.9970533925422550.005893214915490610.00294660745774531
890.9958504183087640.00829916338247130.00414958169123565
900.994223959093230.01155208181354020.00577604090677009
910.9920528521266080.01589429574678310.00794714787339155
920.9898969770509430.02020604589811360.0101030229490568
930.9863714180879390.02725716382412190.0136285819120609
940.9818265392835410.03634692143291710.0181734607164585
950.9772612965464640.04547740690707130.0227387034535357
960.9702775367512760.05944492649744860.0297224632487243
970.9631741501321640.07365169973567280.0368258498678364
980.9528235754079740.09435284918405250.0471764245920263
990.9402459202638950.119508159472210.0597540797361049
1000.9251639556280380.1496720887439230.0748360443719615
1010.907319217025530.1853615659489410.0926807829744703
1020.8864874057153720.2270251885692550.113512594284628
1030.8624947332607750.2750105334784490.137505266739225
1040.8352341618841730.3295316762316540.164765838115827
1050.8085509212263290.3828981575473420.191449078773671
1060.7749770654109410.4500458691781180.225022934589059
1070.7382769907908880.5234460184182230.261723009209112
1080.7025465313090150.594906937381970.297453468690985
1090.6604507141868330.6790985716263340.339549285813167
1100.6162337354815830.7675325290368340.383766264518417
1110.573567808109950.8528643837801010.42643219189005
1120.5291305602643170.9417388794713660.470869439735683
1130.4814017382906710.9628034765813420.518598261709329
1140.4356581736662360.8713163473324710.564341826333765
1150.388724445263210.7774488905264210.61127555473679
1160.3433455240711790.6866910481423570.656654475928821
1170.3001208114760890.6002416229521780.699879188523911
1180.2595613304249490.5191226608498970.740438669575051
1190.2220714025887270.4441428051774540.777928597411273
1200.1879374958984810.3758749917969610.812062504101519
1210.1573246877216370.3146493754432740.842675312278363
1220.1302804936495840.2605609872991670.869719506350416
1230.1054155922044490.2108311844088980.894584407795551
1240.08509033833327180.1701806766665440.914909661666728
1250.06794629566040640.1358925913208130.932053704339594
1260.05231616981712860.1046323396342570.947683830182871
1270.04065458581896640.08130917163793270.959345414181034
1280.03127499958274690.06254999916549390.968725000417253
1290.02384245411566720.04768490823133440.976157545884333
1300.01803804824812040.03607609649624070.98196195175188
1310.01356917749954020.02713835499908050.98643082250046
1320.01017607441990340.02035214883980680.989823925580097
1330.007635045534628530.01527009106925710.992364954465371
1340.00575903586827850.0115180717365570.994240964131721
1350.004396309613104380.008792619226208750.995603690386896
1360.003428173881459670.006856347762919330.99657182611854
1370.002766940182735920.005533880365471850.997233059817264
1380.001656774645683390.003313549291366780.998343225354317
1390.0009534765168070270.001906953033614050.999046523483193
1400.0007728636299353910.001545727259870780.999227136370065
1410.01642011740220730.03284023480441460.983579882597793
1420.009881408373273410.01976281674654680.990118591626727
1430.007284575621522440.01456915124304490.992715424378478
1440.005654119258973140.01130823851794630.994345880741027
1450.004859628576350880.009719257152701770.995140371423649
1460.0023816617758080.0047633235516160.997618338224192
1470.001057286272219410.002114572544438820.998942713727781
1480.0004147927449494390.0008295854898988780.999585207255051
1490.0003384572405281540.0006769144810563090.999661542759472


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level290.2NOK
5% type I error level480.331034482758621NOK
10% type I error level620.427586206896552NOK