Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 0.760526315789473 + 0.0973684210526316T40T20[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) | 0.760526315789473 | 0.161001 | 4.7237 | 5e-06 | 3e-06 |
T40T20 | 0.0973684210526316 | 0.04895 | 1.9892 | 0.048479 | 0.02424 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.159281652810876 |
R-squared | 0.0253706449221646 |
Adjusted R-squared | 0.0189586096913894 |
F-TEST (value) | 3.95672263315016 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 152 |
p-value | 0.0484790762148585 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.266362072117266 |
Sum Squared Residuals | 10.7842105263158 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.15 | -0.15 |
2 | 1 | 1.05263157894737 | -0.0526315789473685 |
3 | 1 | 1.05263157894737 | -0.0526315789473684 |
4 | 1 | 1.05263157894737 | -0.0526315789473684 |
5 | 1 | 1.05263157894737 | -0.0526315789473684 |
6 | 1 | 1.05263157894737 | -0.0526315789473684 |
7 | 1 | 1.05263157894737 | -0.0526315789473684 |
8 | 1 | 1.15 | -0.15 |
9 | 1 | 1.05263157894737 | -0.0526315789473684 |
10 | 1 | 1.05263157894737 | -0.0526315789473684 |
11 | 1 | 1.15 | -0.15 |
12 | 1 | 1.05263157894737 | -0.0526315789473684 |
13 | 1 | 1.05263157894737 | -0.0526315789473684 |
14 | 1 | 1.15 | -0.15 |
15 | 1 | 1.05263157894737 | -0.0526315789473684 |
16 | 1 | 1.15 | -0.15 |
17 | 2 | 1.15 | 0.85 |
18 | 1 | 1.15 | -0.15 |
19 | 1 | 1.05263157894737 | -0.0526315789473684 |
20 | 2 | 1.15 | 0.85 |
21 | 1 | 1.05263157894737 | -0.0526315789473684 |
22 | 1 | 1.05263157894737 | -0.0526315789473684 |
23 | 1 | 1.05263157894737 | -0.0526315789473684 |
24 | 1 | 1.05263157894737 | -0.0526315789473684 |
25 | 1 | 1.15 | -0.15 |
26 | 1 | 1.05263157894737 | -0.0526315789473684 |
27 | 1 | 1.05263157894737 | -0.0526315789473684 |
28 | 1 | 1.05263157894737 | -0.0526315789473684 |
29 | 1 | 1.05263157894737 | -0.0526315789473684 |
30 | 1 | 1.05263157894737 | -0.0526315789473684 |
31 | 1 | 1.05263157894737 | -0.0526315789473684 |
32 | 1 | 1.05263157894737 | -0.0526315789473684 |
33 | 1 | 1.05263157894737 | -0.0526315789473684 |
34 | 1 | 1.15 | -0.15 |
35 | 1 | 1.05263157894737 | -0.0526315789473684 |
36 | 1 | 1.05263157894737 | -0.0526315789473684 |
37 | 1 | 1.15 | -0.15 |
38 | 1 | 1.05263157894737 | -0.0526315789473684 |
39 | 1 | 1.05263157894737 | -0.0526315789473684 |
40 | 1 | 1.15 | -0.15 |
41 | 2 | 1.05263157894737 | 0.947368421052632 |
42 | 1 | 1.05263157894737 | -0.0526315789473684 |
43 | 1 | 1.05263157894737 | -0.0526315789473684 |
44 | 1 | 1.15 | -0.15 |
45 | 1 | 1.05263157894737 | -0.0526315789473684 |
46 | 1 | 1.05263157894737 | -0.0526315789473684 |
47 | 1 | 1.05263157894737 | -0.0526315789473684 |
48 | 1 | 1.05263157894737 | -0.0526315789473684 |
49 | 1 | 1.05263157894737 | -0.0526315789473684 |
50 | 1 | 1.05263157894737 | -0.0526315789473684 |
51 | 1 | 1.15 | -0.15 |
52 | 2 | 1.15 | 0.85 |
53 | 1 | 1.05263157894737 | -0.0526315789473684 |
54 | 2 | 1.05263157894737 | 0.947368421052632 |
55 | 1 | 1.05263157894737 | -0.0526315789473684 |
56 | 1 | 1.15 | -0.15 |
57 | 1 | 1.05263157894737 | -0.0526315789473684 |
58 | 1 | 1.05263157894737 | -0.0526315789473684 |
59 | 1 | 1.05263157894737 | -0.0526315789473684 |
60 | 2 | 1.15 | 0.85 |
61 | 1 | 1.15 | -0.15 |
62 | 1 | 1.05263157894737 | -0.0526315789473684 |
63 | 1 | 1.05263157894737 | -0.0526315789473684 |
64 | 1 | 1.15 | -0.15 |
65 | 1 | 1.05263157894737 | -0.0526315789473684 |
66 | 1 | 1.05263157894737 | -0.0526315789473684 |
67 | 2 | 1.15 | 0.85 |
68 | 1 | 1.05263157894737 | -0.0526315789473684 |
69 | 1 | 1.05263157894737 | -0.0526315789473684 |
70 | 1 | 1.05263157894737 | -0.0526315789473684 |
71 | 1 | 1.05263157894737 | -0.0526315789473684 |
72 | 1 | 1.05263157894737 | -0.0526315789473684 |
73 | 1 | 1.05263157894737 | -0.0526315789473684 |
74 | 1 | 1.05263157894737 | -0.0526315789473684 |
75 | 1 | 1.05263157894737 | -0.0526315789473684 |
76 | 1 | 1.15 | -0.15 |
77 | 1 | 1.05263157894737 | -0.0526315789473684 |
78 | 1 | 1.05263157894737 | -0.0526315789473684 |
79 | 2 | 1.15 | 0.85 |
80 | 1 | 1.15 | -0.15 |
81 | 1 | 1.05263157894737 | -0.0526315789473684 |
82 | 1 | 1.05263157894737 | -0.0526315789473684 |
83 | 1 | 1.05263157894737 | -0.0526315789473684 |
84 | 2 | 1.05263157894737 | 0.947368421052632 |
85 | 1 | 1.05263157894737 | -0.0526315789473684 |
86 | 1 | 1.05263157894737 | -0.0526315789473684 |
87 | 1 | 1.05263157894737 | -0.0526315789473684 |
88 | 1 | 1.15 | -0.15 |
89 | 1 | 1.05263157894737 | -0.0526315789473684 |
90 | 1 | 1.05263157894737 | -0.0526315789473684 |
91 | 1 | 1.05263157894737 | -0.0526315789473684 |
92 | 1 | 1.15 | -0.15 |
93 | 1 | 1.05263157894737 | -0.0526315789473684 |
94 | 1 | 1.05263157894737 | -0.0526315789473684 |
95 | 1 | 1.15 | -0.15 |
96 | 1 | 1.05263157894737 | -0.0526315789473684 |
97 | 1 | 1.15 | -0.15 |
98 | 1 | 1.05263157894737 | -0.0526315789473684 |
99 | 1 | 1.05263157894737 | -0.0526315789473684 |
100 | 1 | 1.05263157894737 | -0.0526315789473684 |
101 | 1 | 1.05263157894737 | -0.0526315789473684 |
102 | 1 | 1.05263157894737 | -0.0526315789473684 |
103 | 1 | 1.05263157894737 | -0.0526315789473684 |
104 | 1 | 1.05263157894737 | -0.0526315789473684 |
105 | 1 | 1.15 | -0.15 |
106 | 1 | 1.05263157894737 | -0.0526315789473684 |
107 | 1 | 1.05263157894737 | -0.0526315789473684 |
108 | 1 | 1.15 | -0.15 |
109 | 1 | 1.05263157894737 | -0.0526315789473684 |
110 | 1 | 1.05263157894737 | -0.0526315789473684 |
111 | 1 | 1.15 | -0.15 |
112 | 1 | 1.15 | -0.15 |
113 | 1 | 1.05263157894737 | -0.0526315789473684 |
114 | 1 | 1.15 | -0.15 |
115 | 1 | 1.05263157894737 | -0.0526315789473684 |
116 | 1 | 1.05263157894737 | -0.0526315789473684 |
117 | 1 | 1.05263157894737 | -0.0526315789473684 |
118 | 1 | 1.05263157894737 | -0.0526315789473684 |
119 | 1 | 1.05263157894737 | -0.0526315789473684 |
120 | 1 | 1.05263157894737 | -0.0526315789473684 |
121 | 1 | 1.05263157894737 | -0.0526315789473684 |
122 | 1 | 1.05263157894737 | -0.0526315789473684 |
123 | 1 | 1.15 | -0.15 |
124 | 1 | 1.05263157894737 | -0.0526315789473684 |
125 | 1 | 1.05263157894737 | -0.0526315789473684 |
126 | 1 | 1.15 | -0.15 |
127 | 1 | 1.05263157894737 | -0.0526315789473684 |
128 | 1 | 1.05263157894737 | -0.0526315789473684 |
129 | 1 | 1.05263157894737 | -0.0526315789473684 |
130 | 1 | 1.05263157894737 | -0.0526315789473684 |
131 | 1 | 1.05263157894737 | -0.0526315789473684 |
132 | 1 | 1.05263157894737 | -0.0526315789473684 |
133 | 1 | 1.05263157894737 | -0.0526315789473684 |
134 | 1 | 1.05263157894737 | -0.0526315789473684 |
135 | 1 | 1.05263157894737 | -0.0526315789473684 |
136 | 1 | 1.05263157894737 | -0.0526315789473684 |
137 | 1 | 1.05263157894737 | -0.0526315789473684 |
138 | 1 | 1.15 | -0.15 |
139 | 1 | 1.15 | -0.15 |
140 | 1 | 1.05263157894737 | -0.0526315789473684 |
141 | 2 | 1.05263157894737 | 0.947368421052632 |
142 | 1 | 1.15 | -0.15 |
143 | 1 | 1.05263157894737 | -0.0526315789473684 |
144 | 1 | 1.05263157894737 | -0.0526315789473684 |
145 | 1 | 1.05263157894737 | -0.0526315789473684 |
146 | 1 | 1.15 | -0.15 |
147 | 1 | 1.15 | -0.15 |
148 | 1 | 1.15 | -0.15 |
149 | 1 | 1.05263157894737 | -0.0526315789473684 |
150 | 1 | 1.05263157894737 | -0.0526315789473684 |
151 | 1 | 1.05263157894737 | -0.0526315789473684 |
152 | 2 | 1.05263157894737 | 0.947368421052632 |
153 | 2 | 1.05263157894737 | 0.947368421052632 |
154 | 1 | 1.05263157894737 | -0.0526315789473684 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0 | 0 | 1 |
6 | 7.20813905825587e-128 | 1.44162781165117e-127 | 1 |
7 | 7.58003760833375e-162 | 1.51600752166675e-161 | 1 |
8 | 2.19972755282718e-92 | 4.39945510565436e-92 | 1 |
9 | 2.19989326159289e-110 | 4.39978652318578e-110 | 1 |
10 | 4.47975901180034e-126 | 8.95951802360067e-126 | 1 |
11 | 7.19299095226655e-148 | 1.43859819045331e-147 | 1 |
12 | 1.65839512745184e-153 | 3.31679025490368e-153 | 1 |
13 | 1.35196442089683e-191 | 2.70392884179367e-191 | 1 |
14 | 1.8905536112752e-182 | 3.78110722255041e-182 | 1 |
15 | 8.04568822984911e-198 | 1.60913764596982e-197 | 1 |
16 | 0 | 0 | 1 |
17 | 0.276998439578293 | 0.553996879156587 | 0.723001560421707 |
18 | 0.236028304766133 | 0.472056609532265 | 0.763971695233867 |
19 | 0.18013159172596 | 0.36026318345192 | 0.81986840827404 |
20 | 0.73199904049655 | 0.536001919006899 | 0.26800095950345 |
21 | 0.671874932112689 | 0.656250135774622 | 0.328125067887311 |
22 | 0.607976871596492 | 0.784046256807017 | 0.392023128403508 |
23 | 0.542029132406045 | 0.91594173518791 | 0.457970867593955 |
24 | 0.475848479963314 | 0.951696959926628 | 0.524151520036686 |
25 | 0.456431802926713 | 0.912863605853426 | 0.543568197073287 |
26 | 0.393380240288362 | 0.786760480576724 | 0.606619759711638 |
27 | 0.333725289199605 | 0.66745057839921 | 0.666274710800395 |
28 | 0.278627367589494 | 0.557254735178988 | 0.721372632410506 |
29 | 0.228910196447741 | 0.457820392895482 | 0.771089803552259 |
30 | 0.185049288557948 | 0.370098577115897 | 0.814950711442051 |
31 | 0.1471926098115 | 0.294385219623001 | 0.8528073901885 |
32 | 0.115205615326351 | 0.230411230652701 | 0.884794384673649 |
33 | 0.0887313679755873 | 0.177462735951175 | 0.911268632024413 |
34 | 0.0805981449878874 | 0.161196289975775 | 0.919401855012113 |
35 | 0.0609010650240363 | 0.121802130048073 | 0.939098934975964 |
36 | 0.0453042921916868 | 0.0906085843833737 | 0.954695707808313 |
37 | 0.0394608302557179 | 0.0789216605114358 | 0.960539169744282 |
38 | 0.028765067044895 | 0.0575301340897901 | 0.971234932955105 |
39 | 0.0206529587032294 | 0.0413059174064588 | 0.979347041296771 |
40 | 0.0172731831948407 | 0.0345463663896815 | 0.982726816805159 |
41 | 0.394631718741297 | 0.789263437482595 | 0.605368281258703 |
42 | 0.34561688985517 | 0.69123377971034 | 0.65438311014483 |
43 | 0.299305410386376 | 0.598610820772751 | 0.700694589613624 |
44 | 0.27035769142694 | 0.54071538285388 | 0.72964230857306 |
45 | 0.229814306354118 | 0.459628612708236 | 0.770185693645882 |
46 | 0.193092088654804 | 0.386184177309607 | 0.806907911345196 |
47 | 0.160343374001798 | 0.320686748003596 | 0.839656625998202 |
48 | 0.131582030087404 | 0.263164060174808 | 0.868417969912596 |
49 | 0.106701325911974 | 0.213402651823948 | 0.893298674088026 |
50 | 0.0854962465305613 | 0.170992493061123 | 0.914503753469439 |
51 | 0.0729956049744835 | 0.145991209948967 | 0.927004395025516 |
52 | 0.381763536212578 | 0.763527072425157 | 0.618236463787422 |
53 | 0.336778446164515 | 0.67355689232903 | 0.663221553835485 |
54 | 0.837720339025894 | 0.324559321948213 | 0.162279660974106 |
55 | 0.807554931650936 | 0.384890136698127 | 0.192445068349064 |
56 | 0.786690731519289 | 0.426618536961423 | 0.213309268480711 |
57 | 0.751555891128148 | 0.496888217743703 | 0.248444108871852 |
58 | 0.713635791720792 | 0.572728416558416 | 0.286364208279208 |
59 | 0.673254570985656 | 0.653490858028688 | 0.326745429014344 |
60 | 0.928749504034329 | 0.142500991931342 | 0.0712504959656711 |
61 | 0.91918240346564 | 0.161635193068721 | 0.0808175965343604 |
62 | 0.900812886304887 | 0.198374227390227 | 0.0991871136951133 |
63 | 0.879598185398727 | 0.240803629202547 | 0.120401814601273 |
64 | 0.864802973900277 | 0.270394052199446 | 0.135197026099723 |
65 | 0.838738535932844 | 0.322522928134312 | 0.161261464067156 |
66 | 0.809641423747354 | 0.380717152505292 | 0.190358576252646 |
67 | 0.974859075436195 | 0.0502818491276098 | 0.0251409245638049 |
68 | 0.967537113167567 | 0.0649257736648653 | 0.0324628868324326 |
69 | 0.958549938941645 | 0.0829001221167107 | 0.0414500610583554 |
70 | 0.947657450863392 | 0.104685098273216 | 0.0523425491366079 |
71 | 0.934621035979737 | 0.130757928040526 | 0.0653789640202629 |
72 | 0.919213455091695 | 0.161573089816609 | 0.0807865449083045 |
73 | 0.901229997969027 | 0.197540004061945 | 0.0987700020309725 |
74 | 0.880500403178429 | 0.238999193643142 | 0.119499596821571 |
75 | 0.856900889534651 | 0.286198220930698 | 0.143099110465349 |
76 | 0.840776471122165 | 0.318447057755669 | 0.159223528877835 |
77 | 0.812388258061971 | 0.375223483876059 | 0.187611741938029 |
78 | 0.781096153885192 | 0.437807692229615 | 0.218903846114808 |
79 | 0.97848532759575 | 0.0430293448084998 | 0.0215146724042499 |
80 | 0.974651591178643 | 0.0506968176427142 | 0.0253484088213571 |
81 | 0.967366930055749 | 0.0652661398885018 | 0.0326330699442509 |
82 | 0.958442285418503 | 0.0831154291629941 | 0.041557714581497 |
83 | 0.947642527482117 | 0.104714945035766 | 0.0523574725178828 |
84 | 0.999259665572189 | 0.00148066885562268 | 0.000740334427811342 |
85 | 0.998911697355661 | 0.00217660528867832 | 0.00108830264433916 |
86 | 0.99841880719044 | 0.00316238561911959 | 0.00158119280955979 |
87 | 0.99772939615911 | 0.00454120768178 | 0.00227060384089 |
88 | 0.997053392542255 | 0.00589321491549061 | 0.00294660745774531 |
89 | 0.995850418308764 | 0.0082991633824713 | 0.00414958169123565 |
90 | 0.99422395909323 | 0.0115520818135402 | 0.00577604090677009 |
91 | 0.992052852126608 | 0.0158942957467831 | 0.00794714787339155 |
92 | 0.989896977050943 | 0.0202060458981136 | 0.0101030229490568 |
93 | 0.986371418087939 | 0.0272571638241219 | 0.0136285819120609 |
94 | 0.981826539283541 | 0.0363469214329171 | 0.0181734607164585 |
95 | 0.977261296546464 | 0.0454774069070713 | 0.0227387034535357 |
96 | 0.970277536751276 | 0.0594449264974486 | 0.0297224632487243 |
97 | 0.963174150132164 | 0.0736516997356728 | 0.0368258498678364 |
98 | 0.952823575407974 | 0.0943528491840525 | 0.0471764245920263 |
99 | 0.940245920263895 | 0.11950815947221 | 0.0597540797361049 |
100 | 0.925163955628038 | 0.149672088743923 | 0.0748360443719615 |
101 | 0.90731921702553 | 0.185361565948941 | 0.0926807829744703 |
102 | 0.886487405715372 | 0.227025188569255 | 0.113512594284628 |
103 | 0.862494733260775 | 0.275010533478449 | 0.137505266739225 |
104 | 0.835234161884173 | 0.329531676231654 | 0.164765838115827 |
105 | 0.808550921226329 | 0.382898157547342 | 0.191449078773671 |
106 | 0.774977065410941 | 0.450045869178118 | 0.225022934589059 |
107 | 0.738276990790888 | 0.523446018418223 | 0.261723009209112 |
108 | 0.702546531309015 | 0.59490693738197 | 0.297453468690985 |
109 | 0.660450714186833 | 0.679098571626334 | 0.339549285813167 |
110 | 0.616233735481583 | 0.767532529036834 | 0.383766264518417 |
111 | 0.57356780810995 | 0.852864383780101 | 0.42643219189005 |
112 | 0.529130560264317 | 0.941738879471366 | 0.470869439735683 |
113 | 0.481401738290671 | 0.962803476581342 | 0.518598261709329 |
114 | 0.435658173666236 | 0.871316347332471 | 0.564341826333765 |
115 | 0.38872444526321 | 0.777448890526421 | 0.61127555473679 |
116 | 0.343345524071179 | 0.686691048142357 | 0.656654475928821 |
117 | 0.300120811476089 | 0.600241622952178 | 0.699879188523911 |
118 | 0.259561330424949 | 0.519122660849897 | 0.740438669575051 |
119 | 0.222071402588727 | 0.444142805177454 | 0.777928597411273 |
120 | 0.187937495898481 | 0.375874991796961 | 0.812062504101519 |
121 | 0.157324687721637 | 0.314649375443274 | 0.842675312278363 |
122 | 0.130280493649584 | 0.260560987299167 | 0.869719506350416 |
123 | 0.105415592204449 | 0.210831184408898 | 0.894584407795551 |
124 | 0.0850903383332718 | 0.170180676666544 | 0.914909661666728 |
125 | 0.0679462956604064 | 0.135892591320813 | 0.932053704339594 |
126 | 0.0523161698171286 | 0.104632339634257 | 0.947683830182871 |
127 | 0.0406545858189664 | 0.0813091716379327 | 0.959345414181034 |
128 | 0.0312749995827469 | 0.0625499991654939 | 0.968725000417253 |
129 | 0.0238424541156672 | 0.0476849082313344 | 0.976157545884333 |
130 | 0.0180380482481204 | 0.0360760964962407 | 0.98196195175188 |
131 | 0.0135691774995402 | 0.0271383549990805 | 0.98643082250046 |
132 | 0.0101760744199034 | 0.0203521488398068 | 0.989823925580097 |
133 | 0.00763504553462853 | 0.0152700910692571 | 0.992364954465371 |
134 | 0.0057590358682785 | 0.011518071736557 | 0.994240964131721 |
135 | 0.00439630961310438 | 0.00879261922620875 | 0.995603690386896 |
136 | 0.00342817388145967 | 0.00685634776291933 | 0.99657182611854 |
137 | 0.00276694018273592 | 0.00553388036547185 | 0.997233059817264 |
138 | 0.00165677464568339 | 0.00331354929136678 | 0.998343225354317 |
139 | 0.000953476516807027 | 0.00190695303361405 | 0.999046523483193 |
140 | 0.000772863629935391 | 0.00154572725987078 | 0.999227136370065 |
141 | 0.0164201174022073 | 0.0328402348044146 | 0.983579882597793 |
142 | 0.00988140837327341 | 0.0197628167465468 | 0.990118591626727 |
143 | 0.00728457562152244 | 0.0145691512430449 | 0.992715424378478 |
144 | 0.00565411925897314 | 0.0113082385179463 | 0.994345880741027 |
145 | 0.00485962857635088 | 0.00971925715270177 | 0.995140371423649 |
146 | 0.002381661775808 | 0.004763323551616 | 0.997618338224192 |
147 | 0.00105728627221941 | 0.00211457254443882 | 0.998942713727781 |
148 | 0.000414792744949439 | 0.000829585489898878 | 0.999585207255051 |
149 | 0.000338457240528154 | 0.000676914481056309 | 0.999661542759472 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 29 | 0.2 | NOK |
5% type I error level | 48 | 0.331034482758621 | NOK |
10% type I error level | 62 | 0.427586206896552 | NOK |