| Multiple Linear Regression - Estimated Regression Equation |
| T40[t] = + 1.61494249797319 + 0.115450059837101Outcome[t] -0.0122952323701663t + 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) | 1.61494249797319 | 0.080774 | 19.9935 | 0 | 0 |
| Outcome | 0.115450059837101 | 0.074361 | 1.5526 | 0.122622 | 0.061311 |
| t | -0.0122952323701663 | 0.000818 | -15.0289 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.779667883112199 |
| R-squared | 0.607882007956657 |
| Adjusted R-squared | 0.602688392168003 |
| F-TEST (value) | 117.044085025444 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 151 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.449625600708225 |
| Sum Squared Residuals | 30.526640302647 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2 | 1.71809732544012 | 0.281902674559877 |
| 2 | 1 | 1.59035203323286 | -0.590352033232856 |
| 3 | 1 | 1.57805680086269 | -0.57805680086269 |
| 4 | 1 | 1.56576156849252 | -0.565761568492524 |
| 5 | 1 | 1.55346633612236 | -0.553466336122357 |
| 6 | 1 | 1.65662116358929 | -0.656621163589292 |
| 7 | 1 | 1.52887587138202 | -0.528875871382025 |
| 8 | 2 | 1.51658063901186 | 0.483419360988141 |
| 9 | 1 | 1.61973546647879 | -0.619735466478793 |
| 10 | 1 | 1.49199017427153 | -0.491990174271526 |
| 11 | 2 | 1.47969494190136 | 0.52030505809864 |
| 12 | 1 | 1.46739970953119 | -0.467399709531194 |
| 13 | 1 | 1.45510447716103 | -0.455104477161027 |
| 14 | 2 | 1.44280924479086 | 0.557190755209139 |
| 15 | 1 | 1.5459640722578 | -0.545964072257796 |
| 16 | 2 | 1.53366883988763 | 0.466331160112371 |
| 17 | 2 | 1.40592354768036 | 0.594076452319637 |
| 18 | 2 | 1.3936283153102 | 0.606371684689804 |
| 19 | 1 | 1.49678314277713 | -0.496783142777131 |
| 20 | 2 | 1.48448791040696 | 0.515512089593036 |
| 21 | 1 | 1.3567426181997 | -0.356742618199697 |
| 22 | 1 | 1.45989744566663 | -0.459897445666632 |
| 23 | 1 | 1.44760221329647 | -0.447602213296466 |
| 24 | 1 | 1.4353069809263 | -0.435306980926299 |
| 25 | 2 | 1.42301174855613 | 0.576988251443867 |
| 26 | 1 | 1.29526645634887 | -0.295266456348866 |
| 27 | 1 | 1.3984212838158 | -0.398421283815801 |
| 28 | 1 | 1.27067599160853 | -0.270675991608534 |
| 29 | 1 | 1.37383081907547 | -0.373830819075468 |
| 30 | 1 | 1.2460855268682 | -0.246085526868201 |
| 31 | 1 | 1.23379029449803 | -0.233790294498035 |
| 32 | 1 | 1.22149506212787 | -0.221495062127869 |
| 33 | 1 | 1.2091998297577 | -0.209199829757702 |
| 34 | 2 | 1.31235465722464 | 0.687645342775363 |
| 35 | 1 | 1.18460936501737 | -0.18460936501737 |
| 36 | 1 | 1.1723141326472 | -0.172314132647204 |
| 37 | 2 | 1.16001890027704 | 0.839981099722962 |
| 38 | 1 | 1.26317372774397 | -0.263173727743972 |
| 39 | 1 | 1.25087849537381 | -0.250878495373806 |
| 40 | 2 | 1.12313320316654 | 0.876866796833461 |
| 41 | 1 | 1.22628803063347 | -0.226288030633473 |
| 42 | 1 | 1.21399279826331 | -0.213992798263307 |
| 43 | 1 | 1.20169756589314 | -0.201697565893141 |
| 44 | 2 | 1.07395227368587 | 0.926047726314126 |
| 45 | 1 | 1.06165704131571 | -0.0616570413157074 |
| 46 | 1 | 1.16481186878264 | -0.164811868782642 |
| 47 | 1 | 1.03706657657537 | -0.0370665765753749 |
| 48 | 1 | 1.14022140404231 | -0.140221404042309 |
| 49 | 1 | 1.12792617167214 | -0.127926171672143 |
| 50 | 1 | 1.00018087946488 | -0.000180879464876149 |
| 51 | 2 | 0.98788564709471 | 1.01211435290529 |
| 52 | 2 | 0.975590414724544 | 1.02440958527546 |
| 53 | 1 | 1.07874524219148 | -0.0787452421914781 |
| 54 | 1 | 0.950999949984211 | 0.0490000500157889 |
| 55 | 1 | 0.938704717614045 | 0.0612952823859551 |
| 56 | 2 | 1.04185954508098 | 0.958140454919021 |
| 57 | 1 | 1.02956431271081 | -0.0295643127108131 |
| 58 | 1 | 1.01726908034065 | -0.0172690803406469 |
| 59 | 1 | 1.00497384797048 | -0.00497384797048063 |
| 60 | 2 | 0.992678615600314 | 1.00732138439969 |
| 61 | 2 | 0.980383383230148 | 1.01961661676985 |
| 62 | 1 | 0.852638091022881 | 0.147361908977119 |
| 63 | 1 | 0.840342858652715 | 0.159657141347285 |
| 64 | 2 | 0.943497686119649 | 1.05650231388035 |
| 65 | 1 | 0.815752393912382 | 0.184247606087618 |
| 66 | 1 | 0.803457161542216 | 0.196542838457784 |
| 67 | 2 | 0.79116192917205 | 1.20883807082795 |
| 68 | 1 | 0.778866696801884 | 0.221133303198116 |
| 69 | 1 | 0.882021524268818 | 0.117978475731182 |
| 70 | 1 | 0.754276232061551 | 0.245723767938449 |
| 71 | 1 | 0.741980999691385 | 0.258019000308615 |
| 72 | 1 | 0.845135827158319 | 0.154864172841681 |
| 73 | 1 | 0.832840594788153 | 0.167159405211847 |
| 74 | 1 | 0.705095302580886 | 0.294904697419114 |
| 75 | 1 | 0.808250130047821 | 0.191749869952179 |
| 76 | 2 | 0.795954897677654 | 1.20404510232235 |
| 77 | 1 | 0.783659665307488 | 0.216340334692512 |
| 78 | 1 | 0.771364432937322 | 0.228635567062678 |
| 79 | 2 | 0.759069200567156 | 1.24093079943284 |
| 80 | 2 | 0.631323908359889 | 1.36867609164011 |
| 81 | 1 | 0.619028675989722 | 0.380971324010278 |
| 82 | 1 | 0.722183503456657 | 0.277816496543343 |
| 83 | 1 | 0.59443821124939 | 0.40556178875061 |
| 84 | 1 | 0.582142978879224 | 0.417857021120776 |
| 85 | 1 | 0.685297806346158 | 0.314702193653842 |
| 86 | 1 | 0.557552514138891 | 0.442447485861109 |
| 87 | 0 | 0.660707341605826 | -0.660707341605826 |
| 88 | 0 | 0.648412109235659 | -0.648412109235659 |
| 89 | 0 | 0.520666817028392 | -0.520666817028392 |
| 90 | 0 | 0.623821644495327 | -0.623821644495327 |
| 91 | 0 | 0.49607635228806 | -0.49607635228806 |
| 92 | 0 | 0.483781119917894 | -0.483781119917894 |
| 93 | 0 | 0.471485887547727 | -0.471485887547727 |
| 94 | 0 | 0.459190655177561 | -0.459190655177561 |
| 95 | 0 | 0.446895422807395 | -0.446895422807395 |
| 96 | 0 | 0.550050250274329 | -0.550050250274329 |
| 97 | 0 | 0.422304958067062 | -0.422304958067062 |
| 98 | 0 | 0.410009725696896 | -0.410009725696896 |
| 99 | 0 | 0.39771449332673 | -0.39771449332673 |
| 100 | 0 | 0.500869320793664 | -0.500869320793664 |
| 101 | 0 | 0.488574088423498 | -0.488574088423498 |
| 102 | 0 | 0.360828796216231 | -0.360828796216231 |
| 103 | 0 | 0.348533563846065 | -0.348533563846065 |
| 104 | 0 | 0.336238331475899 | -0.336238331475899 |
| 105 | 0 | 0.323943099105732 | -0.323943099105732 |
| 106 | 0 | 0.311647866735566 | -0.311647866735566 |
| 107 | 0 | 0.2993526343654 | -0.2993526343654 |
| 108 | 0 | 0.287057401995234 | -0.287057401995234 |
| 109 | 0 | 0.274762169625067 | -0.274762169625067 |
| 110 | 0 | 0.262466937254901 | -0.262466937254901 |
| 111 | 0 | 0.250171704884735 | -0.250171704884735 |
| 112 | 0 | 0.237876472514569 | -0.237876472514569 |
| 113 | 0 | 0.225581240144402 | -0.225581240144402 |
| 114 | 0 | 0.213286007774236 | -0.213286007774236 |
| 115 | 0 | 0.20099077540407 | -0.20099077540407 |
| 116 | 0 | 0.188695543033904 | -0.188695543033904 |
| 117 | 0 | 0.291850370500838 | -0.291850370500838 |
| 118 | 0 | 0.164105078293571 | -0.164105078293571 |
| 119 | 0 | 0.151809845923405 | -0.151809845923405 |
| 120 | 0 | 0.254964673390339 | -0.254964673390339 |
| 121 | 0 | 0.127219381183072 | -0.127219381183072 |
| 122 | 0 | 0.114924148812906 | -0.114924148812906 |
| 123 | 0 | 0.10262891644274 | -0.10262891644274 |
| 124 | 0 | 0.205783743909674 | -0.205783743909674 |
| 125 | 0 | 0.193488511539508 | -0.193488511539508 |
| 126 | 0 | 0.065743219332241 | -0.065743219332241 |
| 127 | 0 | 0.0534479869620748 | -0.0534479869620748 |
| 128 | 0 | 0.156602814429009 | -0.156602814429009 |
| 129 | 0 | 0.0288575222217424 | -0.0288575222217424 |
| 130 | 0 | 0.132012349688677 | -0.132012349688677 |
| 131 | 0 | 0.00426705748140985 | -0.00426705748140985 |
| 132 | 0 | 0.107421884948344 | -0.107421884948344 |
| 133 | 0 | -0.0203234072589227 | 0.0203234072589227 |
| 134 | 0 | -0.0326186396290889 | 0.0326186396290889 |
| 135 | 0 | -0.0449138719992552 | 0.0449138719992552 |
| 136 | 0 | -0.0572091043694214 | 0.0572091043694214 |
| 137 | 0 | 0.0459457230975131 | -0.0459457230975131 |
| 138 | 0 | 0.0336504907273469 | -0.0336504907273469 |
| 139 | 0 | -0.0940948014799202 | 0.0940948014799202 |
| 140 | 0 | -0.106390033850086 | 0.106390033850086 |
| 141 | 0 | -0.00323520638315187 | 0.00323520638315187 |
| 142 | 0 | -0.0155304387533181 | 0.0155304387533181 |
| 143 | 0 | -0.143275730960585 | 0.143275730960585 |
| 144 | 0 | -0.0401209034936506 | 0.0401209034936506 |
| 145 | 0 | -0.167866195700918 | 0.167866195700918 |
| 146 | 0 | -0.0647113682339832 | 0.0647113682339832 |
| 147 | 0 | -0.19245666044125 | 0.19245666044125 |
| 148 | 0 | -0.204751892811416 | 0.204751892811416 |
| 149 | 0 | -0.217047125181583 | 0.217047125181583 |
| 150 | 0 | -0.113892297714648 | 0.113892297714648 |
| 151 | 0 | -0.126187530084814 | 0.126187530084814 |
| 152 | 0 | -0.253932822292081 | 0.253932822292081 |
| 153 | 0 | -0.266228054662248 | 0.266228054662248 |
| 154 | 0 | -0.278523287032414 | 0.278523287032414 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.133386605219508 | 0.266773210439016 | 0.866613394780492 |
| 7 | 0.154485454148553 | 0.308970908297105 | 0.845514545851447 |
| 8 | 0.754367074415534 | 0.491265851168931 | 0.245632925584466 |
| 9 | 0.726496270694742 | 0.547007458610515 | 0.273503729305258 |
| 10 | 0.633642276464401 | 0.732715447071197 | 0.366357723535599 |
| 11 | 0.789600296248101 | 0.420799407503797 | 0.210399703751899 |
| 12 | 0.751185348406597 | 0.497629303186806 | 0.248814651593403 |
| 13 | 0.69865248647549 | 0.60269502704902 | 0.30134751352451 |
| 14 | 0.778944044148729 | 0.442111911702542 | 0.221055955851271 |
| 15 | 0.769010036261055 | 0.461979927477889 | 0.230989963738945 |
| 16 | 0.790524033787802 | 0.418951932424395 | 0.209475966212198 |
| 17 | 0.79035594766004 | 0.41928810467992 | 0.20964405233996 |
| 18 | 0.766327324733219 | 0.467345350533562 | 0.233672675266781 |
| 19 | 0.814122560081739 | 0.371754879836523 | 0.185877439918261 |
| 20 | 0.796388589564506 | 0.407222820870987 | 0.203611410435494 |
| 21 | 0.836991962134613 | 0.326016075730775 | 0.163008037865387 |
| 22 | 0.855355255919442 | 0.289289488161117 | 0.144644744080558 |
| 23 | 0.858204763032444 | 0.283590473935112 | 0.141795236967556 |
| 24 | 0.852844672917185 | 0.29431065416563 | 0.147155327082815 |
| 25 | 0.867851296437711 | 0.264297407124577 | 0.132148703562289 |
| 26 | 0.868064452361328 | 0.263871095277345 | 0.131935547638672 |
| 27 | 0.863126732027765 | 0.273746535944469 | 0.136873267972235 |
| 28 | 0.849762952037088 | 0.300474095925824 | 0.150237047962912 |
| 29 | 0.837239769160904 | 0.325520461678192 | 0.162760230839096 |
| 30 | 0.81511561287667 | 0.369768774246659 | 0.18488438712333 |
| 31 | 0.788688236470718 | 0.422623527058564 | 0.211311763529282 |
| 32 | 0.758748833761882 | 0.482502332476237 | 0.241251166238118 |
| 33 | 0.725936881549151 | 0.548126236901698 | 0.274063118450849 |
| 34 | 0.790928984115603 | 0.418142031768795 | 0.209071015884397 |
| 35 | 0.762441571854081 | 0.475116856291839 | 0.237558428145919 |
| 36 | 0.731372067438443 | 0.537255865123113 | 0.268627932561557 |
| 37 | 0.81309338227453 | 0.37381323545094 | 0.18690661772547 |
| 38 | 0.799070823782448 | 0.401858352435103 | 0.200929176217552 |
| 39 | 0.78188419543152 | 0.43623160913696 | 0.21811580456848 |
| 40 | 0.843582827849447 | 0.312834344301106 | 0.156417172150553 |
| 41 | 0.829546298644658 | 0.340907402710685 | 0.170453701355342 |
| 42 | 0.81323193936802 | 0.37353612126396 | 0.18676806063198 |
| 43 | 0.794983485530269 | 0.410033028939462 | 0.205016514469731 |
| 44 | 0.851286478997108 | 0.297427042005784 | 0.148713521002892 |
| 45 | 0.833073471613143 | 0.333853056773714 | 0.166926528386857 |
| 46 | 0.815443568486711 | 0.369112863026578 | 0.184556431513289 |
| 47 | 0.79168023909081 | 0.416639521818381 | 0.20831976090919 |
| 48 | 0.769812936096623 | 0.460374127806754 | 0.230187063903377 |
| 49 | 0.746411601190212 | 0.507176797619577 | 0.253588398809789 |
| 50 | 0.715049563988582 | 0.569900872022836 | 0.284950436011418 |
| 51 | 0.8007254650805 | 0.398549069839 | 0.1992745349195 |
| 52 | 0.862847216863453 | 0.274305566273094 | 0.137152783136547 |
| 53 | 0.845144978605188 | 0.309710042789623 | 0.154855021394812 |
| 54 | 0.824337992941218 | 0.351324014117564 | 0.175662007058782 |
| 55 | 0.800061948878442 | 0.399876102243116 | 0.199938051121558 |
| 56 | 0.863908268600246 | 0.272183462799508 | 0.136091731399754 |
| 57 | 0.844630572182799 | 0.310738855634401 | 0.155369427817201 |
| 58 | 0.822874916188334 | 0.354250167623333 | 0.177125083811666 |
| 59 | 0.798623627001099 | 0.402752745997802 | 0.201376372998901 |
| 60 | 0.86635710045883 | 0.267285799082341 | 0.13364289954117 |
| 61 | 0.916450711686918 | 0.167098576626165 | 0.0835492883130824 |
| 62 | 0.902766812740369 | 0.194466374519261 | 0.0972331872596307 |
| 63 | 0.886491146449981 | 0.227017707100039 | 0.113508853550019 |
| 64 | 0.93713426347201 | 0.125731473055979 | 0.0628657365279896 |
| 65 | 0.925907581980724 | 0.148184836038552 | 0.074092418019276 |
| 66 | 0.912770241773515 | 0.174459516452971 | 0.0872297582264853 |
| 67 | 0.969352831217105 | 0.0612943375657906 | 0.0306471687828953 |
| 68 | 0.964289331884128 | 0.0714213362317449 | 0.0357106681158724 |
| 69 | 0.956908373531026 | 0.0861832529379475 | 0.0430916264689737 |
| 70 | 0.950465579261754 | 0.099068841476491 | 0.0495344207382455 |
| 71 | 0.94366302859251 | 0.11267394281498 | 0.0563369714074902 |
| 72 | 0.933039649867031 | 0.133920700265939 | 0.0669603501329693 |
| 73 | 0.92102641348547 | 0.157947173029061 | 0.0789735865145303 |
| 74 | 0.913335339529238 | 0.173329320941524 | 0.0866646604707618 |
| 75 | 0.89976343314827 | 0.200473133703461 | 0.10023656685173 |
| 76 | 0.979155386152423 | 0.0416892276951534 | 0.0208446138475767 |
| 77 | 0.977392358963391 | 0.0452152820732171 | 0.0226076410366085 |
| 78 | 0.97634160059606 | 0.0473167988078797 | 0.0236583994039398 |
| 79 | 0.999356947927187 | 0.00128610414562539 | 0.000643052072812694 |
| 80 | 0.999999903402311 | 1.93195377305426e-07 | 9.65976886527132e-08 |
| 81 | 0.99999998958419 | 2.08316209649853e-08 | 1.04158104824927e-08 |
| 82 | 0.999999999466217 | 1.06756542924732e-09 | 5.33782714623658e-10 |
| 83 | 0.999999999995679 | 8.64155419872517e-12 | 4.32077709936259e-12 |
| 84 | 0.999999999999999 | 2.27305911642344e-15 | 1.13652955821172e-15 |
| 85 | 1 | 1.41998955524708e-22 | 7.09994777623541e-23 |
| 86 | 1 | 0 | 0 |
| 87 | 1 | 0 | 0 |
| 88 | 1 | 0 | 0 |
| 89 | 1 | 0 | 0 |
| 90 | 1 | 0 | 0 |
| 91 | 1 | 0 | 0 |
| 92 | 1 | 0 | 0 |
| 93 | 1 | 0 | 0 |
| 94 | 1 | 0 | 0 |
| 95 | 1 | 0 | 0 |
| 96 | 1 | 0 | 0 |
| 97 | 1 | 0 | 0 |
| 98 | 1 | 0 | 0 |
| 99 | 1 | 0 | 0 |
| 100 | 1 | 0 | 0 |
| 101 | 1 | 0 | 0 |
| 102 | 1 | 0 | 0 |
| 103 | 1 | 0 | 0 |
| 104 | 1 | 0 | 0 |
| 105 | 1 | 0 | 0 |
| 106 | 1 | 0 | 0 |
| 107 | 1 | 0 | 0 |
| 108 | 1 | 0 | 0 |
| 109 | 1 | 0 | 0 |
| 110 | 1 | 0 | 0 |
| 111 | 1 | 0 | 0 |
| 112 | 1 | 0 | 0 |
| 113 | 1 | 0 | 0 |
| 114 | 1 | 0 | 0 |
| 115 | 1 | 0 | 0 |
| 116 | 1 | 0 | 0 |
| 117 | 1 | 0 | 0 |
| 118 | 1 | 0 | 0 |
| 119 | 1 | 0 | 0 |
| 120 | 1 | 0 | 0 |
| 121 | 1 | 0 | 0 |
| 122 | 1 | 0 | 0 |
| 123 | 1 | 0 | 0 |
| 124 | 1 | 0 | 0 |
| 125 | 1 | 0 | 0 |
| 126 | 1 | 0 | 0 |
| 127 | 1 | 0 | 0 |
| 128 | 1 | 0 | 0 |
| 129 | 1 | 0 | 0 |
| 130 | 1 | 0 | 0 |
| 131 | 1 | 0 | 0 |
| 132 | 1 | 0 | 0 |
| 133 | 1 | 0 | 0 |
| 134 | 1 | 0 | 0 |
| 135 | 1 | 0 | 0 |
| 136 | 1 | 0 | 0 |
| 137 | 1 | 0 | 0 |
| 138 | 1 | 0 | 0 |
| 139 | 1 | 0 | 0 |
| 140 | 1 | 0 | 0 |
| 141 | 1 | 0 | 0 |
| 142 | 1 | 0 | 0 |
| 143 | 1 | 0 | 0 |
| 144 | 1 | 0 | 0 |
| 145 | 1 | 0 | 0 |
| 146 | 1 | 0 | 0 |
| 147 | 1 | 0 | 0 |
| 148 | 1 | 0 | 0 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 70 | 0.48951048951049 | NOK |
| 5% type I error level | 73 | 0.510489510489511 | NOK |
| 10% type I error level | 77 | 0.538461538461538 | NOK |
