Multiple Linear Regression - Estimated Regression Equation |
T20[t] = -0.307513438282578 -0.142142322786737Outcome[t] + 0.0118163176527447t + 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) | -0.307513438282578 | 0.077179 | -3.9844 | 0.000105 | 5.2e-05 |
Outcome | -0.142142322786737 | 0.071052 | -2.0005 | 0.047235 | 0.023618 |
t | 0.0118163176527447 | 0.000782 | 15.1161 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.783176275819234 |
R-squared | 0.613365079006086 |
Adjusted R-squared | 0.60824408667504 |
F-TEST (value) | 119.774652910073 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 151 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.429618283709894 |
Sum Squared Residuals | 27.870352324373 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | -0.437839443416571 | 0.437839443416571 |
2 | 0 | -0.283880802977088 | 0.283880802977088 |
3 | 0 | -0.272064485324344 | 0.272064485324344 |
4 | 0 | -0.260248167671599 | 0.260248167671599 |
5 | 0 | -0.248431850018854 | 0.248431850018854 |
6 | 0 | -0.378757855152847 | 0.378757855152847 |
7 | 0 | -0.224799214713365 | 0.224799214713365 |
8 | 0 | -0.21298289706062 | 0.21298289706062 |
9 | 0 | -0.343308902194613 | 0.343308902194613 |
10 | 0 | -0.189350261755131 | 0.189350261755131 |
11 | 0 | -0.177533944102386 | 0.177533944102386 |
12 | 0 | -0.165717626449641 | 0.165717626449641 |
13 | 0 | -0.153901308796897 | 0.153901308796897 |
14 | 0 | -0.142084991144152 | 0.142084991144152 |
15 | 0 | -0.272410996278145 | 0.272410996278145 |
16 | 0 | -0.2605946786254 | 0.2605946786254 |
17 | 0 | -0.106636038185918 | 0.106636038185918 |
18 | 0 | -0.0948197205331732 | 0.0948197205331732 |
19 | 0 | -0.225145725667166 | 0.225145725667166 |
20 | 0 | -0.213329408014421 | 0.213329408014421 |
21 | 0 | -0.0593707675749391 | 0.0593707675749391 |
22 | 0 | -0.189696772708932 | 0.189696772708932 |
23 | 0 | -0.177880455056187 | 0.177880455056187 |
24 | 0 | -0.166064137403442 | 0.166064137403442 |
25 | 0 | -0.154247819750698 | 0.154247819750698 |
26 | 0 | -0.000289179311215612 | 0.000289179311215612 |
27 | 0 | -0.130615184445208 | 0.130615184445208 |
28 | 0 | 0.0233434559942737 | -0.0233434559942737 |
29 | 0 | -0.106982549139719 | 0.106982549139719 |
30 | 0 | 0.0469760912997631 | -0.0469760912997631 |
31 | 0 | 0.0587924089525078 | -0.0587924089525078 |
32 | 0 | 0.0706087266052525 | -0.0706087266052525 |
33 | 0 | 0.0824250442579973 | -0.0824250442579973 |
34 | 0 | -0.0479009608759954 | 0.0479009608759954 |
35 | 0 | 0.106057679563487 | -0.106057679563487 |
36 | 0 | 0.117873997216231 | -0.117873997216231 |
37 | 0 | 0.129690314868976 | -0.129690314868976 |
38 | 0 | -0.000635690265016575 | 0.000635690265016575 |
39 | 0 | 0.0111806273877281 | -0.0111806273877281 |
40 | 0 | 0.16513926782721 | -0.16513926782721 |
41 | 0 | 0.0348132626932175 | -0.0348132626932175 |
42 | 0 | 0.0466295803459622 | -0.0466295803459622 |
43 | 0 | 0.0584458979987069 | -0.0584458979987069 |
44 | 0 | 0.212404538438189 | -0.212404538438189 |
45 | 0 | 0.224220856090934 | -0.224220856090934 |
46 | 0 | 0.093894850956941 | -0.093894850956941 |
47 | 0 | 0.247853491396423 | -0.247853491396423 |
48 | 0 | 0.11752748626243 | -0.11752748626243 |
49 | 0 | 0.129343803915175 | -0.129343803915175 |
50 | 0 | 0.283302444354657 | -0.283302444354657 |
51 | 0 | 0.295118762007402 | -0.295118762007402 |
52 | 0 | 0.306935079660146 | -0.306935079660146 |
53 | 0 | 0.176609074526154 | -0.176609074526154 |
54 | 0 | 0.330567714965636 | -0.330567714965636 |
55 | 0 | 0.342384032618381 | -0.342384032618381 |
56 | 0 | 0.212058027484388 | -0.212058027484388 |
57 | 0 | 0.223874345137133 | -0.223874345137133 |
58 | 0 | 0.235690662789877 | -0.235690662789877 |
59 | 0 | 0.247506980442622 | -0.247506980442622 |
60 | 0 | 0.259323298095367 | -0.259323298095367 |
61 | 0 | 0.271139615748111 | -0.271139615748111 |
62 | 0 | 0.425098256187593 | -0.425098256187593 |
63 | 0 | 0.436914573840338 | -0.436914573840338 |
64 | 0 | 0.306588568706346 | -0.306588568706346 |
65 | 0 | 0.460547209145827 | -0.460547209145827 |
66 | 0 | 0.472363526798572 | -0.472363526798572 |
67 | 0 | 0.484179844451317 | -0.484179844451317 |
68 | 0 | 0.495996162104062 | -0.495996162104062 |
69 | 0 | 0.365670156970069 | -0.365670156970069 |
70 | 0 | 0.519628797409551 | -0.519628797409551 |
71 | 0 | 0.531445115062296 | -0.531445115062296 |
72 | 0 | 0.401119109928303 | -0.401119109928303 |
73 | 0 | 0.412935427581048 | -0.412935427581048 |
74 | 0 | 0.56689406802053 | -0.56689406802053 |
75 | 0 | 0.436568062886537 | -0.436568062886537 |
76 | 0 | 0.448384380539282 | -0.448384380539282 |
77 | 0 | 0.460200698192027 | -0.460200698192027 |
78 | 0 | 0.472017015844771 | -0.472017015844771 |
79 | 0 | 0.483833333497516 | -0.483833333497516 |
80 | 0 | 0.637791973936998 | -0.637791973936998 |
81 | 0 | 0.649608291589743 | -0.649608291589743 |
82 | 0 | 0.51928228645575 | -0.51928228645575 |
83 | 0 | 0.673240926895232 | -0.673240926895232 |
84 | 0 | 0.685057244547977 | -0.685057244547977 |
85 | 0 | 0.554731239413984 | -0.554731239413984 |
86 | 0 | 0.708689879853466 | -0.708689879853466 |
87 | 1 | 0.578363874719473 | 0.421636125280527 |
88 | 2 | 0.590180192372218 | 1.40981980762778 |
89 | 1 | 0.7441388328117 | 0.2558611671883 |
90 | 1 | 0.613812827677708 | 0.386187172322292 |
91 | 1 | 0.76777146811719 | 0.23222853188281 |
92 | 2 | 0.779587785769934 | 1.22041221423007 |
93 | 1 | 0.791404103422679 | 0.208595896577321 |
94 | 1 | 0.803220421075424 | 0.196779578924576 |
95 | 2 | 0.815036738728169 | 1.18496326127183 |
96 | 1 | 0.684710733594176 | 0.315289266405824 |
97 | 2 | 0.838669374033658 | 1.16133062596634 |
98 | 1 | 0.850485691686403 | 0.149514308313598 |
99 | 1 | 0.862302009339147 | 0.137697990660853 |
100 | 1 | 0.731976004205155 | 0.268023995794845 |
101 | 1 | 0.743792321857899 | 0.256207678142101 |
102 | 1 | 0.897750962297381 | 0.102249037702619 |
103 | 1 | 0.909567279950126 | 0.0904327200498741 |
104 | 1 | 0.921383597602871 | 0.0786164023971293 |
105 | 2 | 0.933199915255615 | 1.06680008474438 |
106 | 1 | 0.94501623290836 | 0.05498376709164 |
107 | 1 | 0.956832550561105 | 0.0431674494388953 |
108 | 2 | 0.968648868213849 | 1.03135113178615 |
109 | 1 | 0.980465185866594 | 0.0195348141334059 |
110 | 1 | 0.992281503519339 | 0.00771849648066117 |
111 | 2 | 1.00409782117208 | 0.995902178827917 |
112 | 2 | 1.01591413882483 | 0.984085861175172 |
113 | 1 | 1.02773045647757 | -0.0277304564775729 |
114 | 2 | 1.03954677413032 | 0.960453225869682 |
115 | 1 | 1.05136309178306 | -0.0513630917830624 |
116 | 1 | 1.06317940943581 | -0.063179409435807 |
117 | 1 | 0.932853404301815 | 0.0671465956981855 |
118 | 1 | 1.0868120447413 | -0.0868120447412964 |
119 | 1 | 1.09862836239404 | -0.0986283623940411 |
120 | 1 | 0.968302357260049 | 0.0316976427399514 |
121 | 1 | 1.12226099769953 | -0.12226099769953 |
122 | 1 | 1.13407731535228 | -0.134077315352275 |
123 | 2 | 1.14589363300502 | 0.85410636699498 |
124 | 1 | 1.01556762787103 | -0.0155676278710273 |
125 | 1 | 1.02738394552377 | -0.027383945523772 |
126 | 2 | 1.18134258596325 | 0.818657414036746 |
127 | 1 | 1.193158903616 | -0.193158903615999 |
128 | 1 | 1.06283289848201 | -0.0628328984820061 |
129 | 1 | 1.21679153892149 | -0.216791538921488 |
130 | 1 | 1.0864655337875 | -0.0864655337874956 |
131 | 1 | 1.24042417422698 | -0.240424174226977 |
132 | 1 | 1.11009816909298 | -0.110098169092985 |
133 | 1 | 1.26405680953247 | -0.264056809532467 |
134 | 1 | 1.27587312718521 | -0.275873127185212 |
135 | 1 | 1.28768944483796 | -0.287689444837956 |
136 | 1 | 1.2995057624907 | -0.299505762490701 |
137 | 1 | 1.16917975735671 | -0.169179757356708 |
138 | 2 | 1.18099607500945 | 0.819003924990547 |
139 | 2 | 1.33495471544893 | 0.665045284551065 |
140 | 1 | 1.34677103310168 | -0.34677103310168 |
141 | 1 | 1.21644502796769 | -0.216445027967687 |
142 | 2 | 1.22826134562043 | 0.771738654379568 |
143 | 1 | 1.38221998605991 | -0.382219986059914 |
144 | 1 | 1.25189398092592 | -0.251893980925921 |
145 | 1 | 1.4058526213654 | -0.405852621365403 |
146 | 2 | 1.27552661623141 | 0.724473383768589 |
147 | 2 | 1.42948525667089 | 0.570514743329107 |
148 | 2 | 1.44130157432364 | 0.558698425676363 |
149 | 1 | 1.45311789197638 | -0.453117891976382 |
150 | 1 | 1.32279188684239 | -0.322791886842389 |
151 | 1 | 1.33460820449513 | -0.334608204495134 |
152 | 1 | 1.48856684493462 | -0.488566844934616 |
153 | 1 | 1.50038316258736 | -0.500383162587361 |
154 | 1 | 1.51219948024011 | -0.512199480240106 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0 | 0 | 1 |
7 | 0 | 0 | 1 |
8 | 0 | 0 | 1 |
9 | 0 | 0 | 1 |
10 | 0 | 0 | 1 |
11 | 0 | 0 | 1 |
12 | 0 | 0 | 1 |
13 | 0 | 0 | 1 |
14 | 0 | 0 | 1 |
15 | 0 | 0 | 1 |
16 | 0 | 0 | 1 |
17 | 0 | 0 | 1 |
18 | 0 | 0 | 1 |
19 | 0 | 0 | 1 |
20 | 0 | 0 | 1 |
21 | 0 | 0 | 1 |
22 | 0 | 0 | 1 |
23 | 0 | 0 | 1 |
24 | 0 | 0 | 1 |
25 | 0 | 0 | 1 |
26 | 0 | 0 | 1 |
27 | 0 | 0 | 1 |
28 | 0 | 0 | 1 |
29 | 0 | 0 | 1 |
30 | 0 | 0 | 1 |
31 | 0 | 0 | 1 |
32 | 0 | 0 | 1 |
33 | 0 | 0 | 1 |
34 | 0 | 0 | 1 |
35 | 0 | 0 | 1 |
36 | 0 | 0 | 1 |
37 | 0 | 0 | 1 |
38 | 0 | 0 | 1 |
39 | 0 | 0 | 1 |
40 | 0 | 0 | 1 |
41 | 0 | 0 | 1 |
42 | 0 | 0 | 1 |
43 | 0 | 0 | 1 |
44 | 0 | 0 | 1 |
45 | 0 | 0 | 1 |
46 | 0 | 0 | 1 |
47 | 0 | 0 | 1 |
48 | 0 | 0 | 1 |
49 | 0 | 0 | 1 |
50 | 0 | 0 | 1 |
51 | 0 | 0 | 1 |
52 | 0 | 0 | 1 |
53 | 0 | 0 | 1 |
54 | 0 | 0 | 1 |
55 | 0 | 0 | 1 |
56 | 0 | 0 | 1 |
57 | 0 | 0 | 1 |
58 | 0 | 0 | 1 |
59 | 0 | 0 | 1 |
60 | 0 | 0 | 1 |
61 | 0 | 0 | 1 |
62 | 0 | 0 | 1 |
63 | 0 | 0 | 1 |
64 | 0 | 0 | 1 |
65 | 0 | 0 | 1 |
66 | 0 | 0 | 1 |
67 | 0 | 0 | 1 |
68 | 0 | 0 | 1 |
69 | 0 | 0 | 1 |
70 | 0 | 0 | 1 |
71 | 0 | 0 | 1 |
72 | 0 | 0 | 1 |
73 | 0 | 0 | 1 |
74 | 0 | 0 | 1 |
75 | 0 | 0 | 1 |
76 | 0 | 0 | 1 |
77 | 0 | 0 | 1 |
78 | 0 | 0 | 1 |
79 | 0 | 0 | 1 |
80 | 0 | 0 | 1 |
81 | 0 | 0 | 1 |
82 | 0 | 0 | 1 |
83 | 0 | 0 | 1 |
84 | 0 | 0 | 1 |
85 | 0 | 0 | 1 |
86 | 0 | 0 | 1 |
87 | 1.28736168678785e-29 | 2.5747233735757e-29 | 1 |
88 | 3.8587630835008e-08 | 7.71752616700159e-08 | 0.999999961412369 |
89 | 6.91790052696173e-07 | 1.38358010539235e-06 | 0.999999308209947 |
90 | 3.87358288520699e-06 | 7.74716577041398e-06 | 0.999996126417115 |
91 | 1.7545668350404e-05 | 3.5091336700808e-05 | 0.99998245433165 |
92 | 0.00641508467606039 | 0.0128301693521208 | 0.99358491532394 |
93 | 0.00823567081269542 | 0.0164713416253908 | 0.991764329187305 |
94 | 0.0098443279881858 | 0.0196886559763716 | 0.990155672011814 |
95 | 0.0871856834721717 | 0.174371366944343 | 0.912814316527828 |
96 | 0.0856551154437296 | 0.171310230887459 | 0.91434488455627 |
97 | 0.265253786631923 | 0.530507573263845 | 0.734746213368077 |
98 | 0.244718790530296 | 0.489437581060593 | 0.755281209469704 |
99 | 0.224243338993483 | 0.448486677986967 | 0.775756661006517 |
100 | 0.205978452599245 | 0.411956905198491 | 0.794021547400755 |
101 | 0.187510928776101 | 0.375021857552202 | 0.812489071223899 |
102 | 0.16893110229748 | 0.337862204594961 | 0.83106889770252 |
103 | 0.151931902907307 | 0.303863805814615 | 0.848068097092693 |
104 | 0.1367375599899 | 0.273475119979801 | 0.8632624400101 |
105 | 0.257637549640007 | 0.515275099280014 | 0.742362450359993 |
106 | 0.230868920637729 | 0.461737841275459 | 0.769131079362271 |
107 | 0.20709906289872 | 0.41419812579744 | 0.79290093710128 |
108 | 0.331045839787989 | 0.662091679575978 | 0.668954160212011 |
109 | 0.297427294424042 | 0.594854588848085 | 0.702572705575958 |
110 | 0.267373887486171 | 0.534747774972341 | 0.732626112513829 |
111 | 0.39124645081013 | 0.782492901620259 | 0.60875354918987 |
112 | 0.543368037344288 | 0.913263925311424 | 0.456631962655712 |
113 | 0.495885101822715 | 0.991770203645429 | 0.504114898177285 |
114 | 0.665953500105569 | 0.668092999788862 | 0.334046499894431 |
115 | 0.617326851828054 | 0.765346296343891 | 0.382673148171946 |
116 | 0.567271026406658 | 0.865457947186683 | 0.432728973593342 |
117 | 0.514941290552264 | 0.970117418895472 | 0.485058709447736 |
118 | 0.464984729904856 | 0.929969459809711 | 0.535015270095144 |
119 | 0.416871005841006 | 0.833742011682013 | 0.583128994158994 |
120 | 0.368485020314351 | 0.736970040628702 | 0.631514979685649 |
121 | 0.326559803571865 | 0.653119607143729 | 0.673440196428135 |
122 | 0.289407123232911 | 0.578814246465822 | 0.710592876767089 |
123 | 0.416368140129154 | 0.832736280258309 | 0.583631859870846 |
124 | 0.366089251289626 | 0.732178502579252 | 0.633910748710374 |
125 | 0.320713113977984 | 0.641426227955968 | 0.679286886022016 |
126 | 0.496370140240528 | 0.992740280481057 | 0.503629859759471 |
127 | 0.438852590428511 | 0.877705180857023 | 0.561147409571489 |
128 | 0.386028069243787 | 0.772056138487574 | 0.613971930756213 |
129 | 0.332632153677869 | 0.665264307355737 | 0.667367846322132 |
130 | 0.290686606243476 | 0.581373212486951 | 0.709313393756524 |
131 | 0.246312911680753 | 0.492625823361507 | 0.753687088319247 |
132 | 0.220994215960186 | 0.441988431920372 | 0.779005784039814 |
133 | 0.189001494694457 | 0.378002989388913 | 0.810998505305543 |
134 | 0.165271530172762 | 0.330543060345525 | 0.834728469827238 |
135 | 0.152559700772509 | 0.305119401545017 | 0.847440299227491 |
136 | 0.158853206759786 | 0.317706413519572 | 0.841146793240214 |
137 | 0.192963720854832 | 0.385927441709665 | 0.807036279145168 |
138 | 0.190859037179614 | 0.381718074359229 | 0.809140962820386 |
139 | 0.214927104266051 | 0.429854208532101 | 0.785072895733949 |
140 | 0.206050865727548 | 0.412101731455096 | 0.793949134272452 |
141 | 0.232760986740022 | 0.465521973480044 | 0.767239013259978 |
142 | 0.243220688945328 | 0.486441377890656 | 0.756779311054672 |
143 | 0.276631570851368 | 0.553263141702736 | 0.723368429148632 |
144 | 0.349018137391399 | 0.698036274782798 | 0.650981862608601 |
145 | 0.806440629904229 | 0.387118740191543 | 0.193559370095771 |
146 | 0.757772239942534 | 0.484455520114933 | 0.242227760057466 |
147 | 0.675760039953264 | 0.648479920093473 | 0.324239960046736 |
148 | 1 | 3.01754005856576e-48 | 1.50877002928288e-48 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 87 | 0.608391608391608 | NOK |
5% type I error level | 90 | 0.629370629370629 | NOK |
10% type I error level | 90 | 0.629370629370629 | NOK |