Multiple Linear Regression - Estimated Regression Equation
T20[t] = -0.307513438282578 -0.142142322786737Outcome[t] + 0.0118163176527447t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-0.3075134382825780.077179-3.98440.0001055.2e-05
Outcome-0.1421423227867370.071052-2.00050.0472350.023618
t0.01181631765274470.00078215.116100


Multiple Linear Regression - Regression Statistics
Multiple R0.783176275819234
R-squared0.613365079006086
Adjusted R-squared0.60824408667504
F-TEST (value)119.774652910073
F-TEST (DF numerator)2
F-TEST (DF denominator)151
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.429618283709894
Sum Squared Residuals27.870352324373


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
10-0.4378394434165710.437839443416571
20-0.2838808029770880.283880802977088
30-0.2720644853243440.272064485324344
40-0.2602481676715990.260248167671599
50-0.2484318500188540.248431850018854
60-0.3787578551528470.378757855152847
70-0.2247992147133650.224799214713365
80-0.212982897060620.21298289706062
90-0.3433089021946130.343308902194613
100-0.1893502617551310.189350261755131
110-0.1775339441023860.177533944102386
120-0.1657176264496410.165717626449641
130-0.1539013087968970.153901308796897
140-0.1420849911441520.142084991144152
150-0.2724109962781450.272410996278145
160-0.26059467862540.2605946786254
170-0.1066360381859180.106636038185918
180-0.09481972053317320.0948197205331732
190-0.2251457256671660.225145725667166
200-0.2133294080144210.213329408014421
210-0.05937076757493910.0593707675749391
220-0.1896967727089320.189696772708932
230-0.1778804550561870.177880455056187
240-0.1660641374034420.166064137403442
250-0.1542478197506980.154247819750698
260-0.0002891793112156120.000289179311215612
270-0.1306151844452080.130615184445208
2800.0233434559942737-0.0233434559942737
290-0.1069825491397190.106982549139719
3000.0469760912997631-0.0469760912997631
3100.0587924089525078-0.0587924089525078
3200.0706087266052525-0.0706087266052525
3300.0824250442579973-0.0824250442579973
340-0.04790096087599540.0479009608759954
3500.106057679563487-0.106057679563487
3600.117873997216231-0.117873997216231
3700.129690314868976-0.129690314868976
380-0.0006356902650165750.000635690265016575
3900.0111806273877281-0.0111806273877281
4000.16513926782721-0.16513926782721
4100.0348132626932175-0.0348132626932175
4200.0466295803459622-0.0466295803459622
4300.0584458979987069-0.0584458979987069
4400.212404538438189-0.212404538438189
4500.224220856090934-0.224220856090934
4600.093894850956941-0.093894850956941
4700.247853491396423-0.247853491396423
4800.11752748626243-0.11752748626243
4900.129343803915175-0.129343803915175
5000.283302444354657-0.283302444354657
5100.295118762007402-0.295118762007402
5200.306935079660146-0.306935079660146
5300.176609074526154-0.176609074526154
5400.330567714965636-0.330567714965636
5500.342384032618381-0.342384032618381
5600.212058027484388-0.212058027484388
5700.223874345137133-0.223874345137133
5800.235690662789877-0.235690662789877
5900.247506980442622-0.247506980442622
6000.259323298095367-0.259323298095367
6100.271139615748111-0.271139615748111
6200.425098256187593-0.425098256187593
6300.436914573840338-0.436914573840338
6400.306588568706346-0.306588568706346
6500.460547209145827-0.460547209145827
6600.472363526798572-0.472363526798572
6700.484179844451317-0.484179844451317
6800.495996162104062-0.495996162104062
6900.365670156970069-0.365670156970069
7000.519628797409551-0.519628797409551
7100.531445115062296-0.531445115062296
7200.401119109928303-0.401119109928303
7300.412935427581048-0.412935427581048
7400.56689406802053-0.56689406802053
7500.436568062886537-0.436568062886537
7600.448384380539282-0.448384380539282
7700.460200698192027-0.460200698192027
7800.472017015844771-0.472017015844771
7900.483833333497516-0.483833333497516
8000.637791973936998-0.637791973936998
8100.649608291589743-0.649608291589743
8200.51928228645575-0.51928228645575
8300.673240926895232-0.673240926895232
8400.685057244547977-0.685057244547977
8500.554731239413984-0.554731239413984
8600.708689879853466-0.708689879853466
8710.5783638747194730.421636125280527
8820.5901801923722181.40981980762778
8910.74413883281170.2558611671883
9010.6138128276777080.386187172322292
9110.767771468117190.23222853188281
9220.7795877857699341.22041221423007
9310.7914041034226790.208595896577321
9410.8032204210754240.196779578924576
9520.8150367387281691.18496326127183
9610.6847107335941760.315289266405824
9720.8386693740336581.16133062596634
9810.8504856916864030.149514308313598
9910.8623020093391470.137697990660853
10010.7319760042051550.268023995794845
10110.7437923218578990.256207678142101
10210.8977509622973810.102249037702619
10310.9095672799501260.0904327200498741
10410.9213835976028710.0786164023971293
10520.9331999152556151.06680008474438
10610.945016232908360.05498376709164
10710.9568325505611050.0431674494388953
10820.9686488682138491.03135113178615
10910.9804651858665940.0195348141334059
11010.9922815035193390.00771849648066117
11121.004097821172080.995902178827917
11221.015914138824830.984085861175172
11311.02773045647757-0.0277304564775729
11421.039546774130320.960453225869682
11511.05136309178306-0.0513630917830624
11611.06317940943581-0.063179409435807
11710.9328534043018150.0671465956981855
11811.0868120447413-0.0868120447412964
11911.09862836239404-0.0986283623940411
12010.9683023572600490.0316976427399514
12111.12226099769953-0.12226099769953
12211.13407731535228-0.134077315352275
12321.145893633005020.85410636699498
12411.01556762787103-0.0155676278710273
12511.02738394552377-0.027383945523772
12621.181342585963250.818657414036746
12711.193158903616-0.193158903615999
12811.06283289848201-0.0628328984820061
12911.21679153892149-0.216791538921488
13011.0864655337875-0.0864655337874956
13111.24042417422698-0.240424174226977
13211.11009816909298-0.110098169092985
13311.26405680953247-0.264056809532467
13411.27587312718521-0.275873127185212
13511.28768944483796-0.287689444837956
13611.2995057624907-0.299505762490701
13711.16917975735671-0.169179757356708
13821.180996075009450.819003924990547
13921.334954715448930.665045284551065
14011.34677103310168-0.34677103310168
14111.21644502796769-0.216445027967687
14221.228261345620430.771738654379568
14311.38221998605991-0.382219986059914
14411.25189398092592-0.251893980925921
14511.4058526213654-0.405852621365403
14621.275526616231410.724473383768589
14721.429485256670890.570514743329107
14821.441301574323640.558698425676363
14911.45311789197638-0.453117891976382
15011.32279188684239-0.322791886842389
15111.33460820449513-0.334608204495134
15211.48856684493462-0.488566844934616
15311.50038316258736-0.500383162587361
15411.51219948024011-0.512199480240106


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
6001
7001
8001
9001
10001
11001
12001
13001
14001
15001
16001
17001
18001
19001
20001
21001
22001
23001
24001
25001
26001
27001
28001
29001
30001
31001
32001
33001
34001
35001
36001
37001
38001
39001
40001
41001
42001
43001
44001
45001
46001
47001
48001
49001
50001
51001
52001
53001
54001
55001
56001
57001
58001
59001
60001
61001
62001
63001
64001
65001
66001
67001
68001
69001
70001
71001
72001
73001
74001
75001
76001
77001
78001
79001
80001
81001
82001
83001
84001
85001
86001
871.28736168678785e-292.5747233735757e-291
883.8587630835008e-087.71752616700159e-080.999999961412369
896.91790052696173e-071.38358010539235e-060.999999308209947
903.87358288520699e-067.74716577041398e-060.999996126417115
911.7545668350404e-053.5091336700808e-050.99998245433165
920.006415084676060390.01283016935212080.99358491532394
930.008235670812695420.01647134162539080.991764329187305
940.00984432798818580.01968865597637160.990155672011814
950.08718568347217170.1743713669443430.912814316527828
960.08565511544372960.1713102308874590.91434488455627
970.2652537866319230.5305075732638450.734746213368077
980.2447187905302960.4894375810605930.755281209469704
990.2242433389934830.4484866779869670.775756661006517
1000.2059784525992450.4119569051984910.794021547400755
1010.1875109287761010.3750218575522020.812489071223899
1020.168931102297480.3378622045949610.83106889770252
1030.1519319029073070.3038638058146150.848068097092693
1040.13673755998990.2734751199798010.8632624400101
1050.2576375496400070.5152750992800140.742362450359993
1060.2308689206377290.4617378412754590.769131079362271
1070.207099062898720.414198125797440.79290093710128
1080.3310458397879890.6620916795759780.668954160212011
1090.2974272944240420.5948545888480850.702572705575958
1100.2673738874861710.5347477749723410.732626112513829
1110.391246450810130.7824929016202590.60875354918987
1120.5433680373442880.9132639253114240.456631962655712
1130.4958851018227150.9917702036454290.504114898177285
1140.6659535001055690.6680929997888620.334046499894431
1150.6173268518280540.7653462963438910.382673148171946
1160.5672710264066580.8654579471866830.432728973593342
1170.5149412905522640.9701174188954720.485058709447736
1180.4649847299048560.9299694598097110.535015270095144
1190.4168710058410060.8337420116820130.583128994158994
1200.3684850203143510.7369700406287020.631514979685649
1210.3265598035718650.6531196071437290.673440196428135
1220.2894071232329110.5788142464658220.710592876767089
1230.4163681401291540.8327362802583090.583631859870846
1240.3660892512896260.7321785025792520.633910748710374
1250.3207131139779840.6414262279559680.679286886022016
1260.4963701402405280.9927402804810570.503629859759471
1270.4388525904285110.8777051808570230.561147409571489
1280.3860280692437870.7720561384875740.613971930756213
1290.3326321536778690.6652643073557370.667367846322132
1300.2906866062434760.5813732124869510.709313393756524
1310.2463129116807530.4926258233615070.753687088319247
1320.2209942159601860.4419884319203720.779005784039814
1330.1890014946944570.3780029893889130.810998505305543
1340.1652715301727620.3305430603455250.834728469827238
1350.1525597007725090.3051194015450170.847440299227491
1360.1588532067597860.3177064135195720.841146793240214
1370.1929637208548320.3859274417096650.807036279145168
1380.1908590371796140.3817180743592290.809140962820386
1390.2149271042660510.4298542085321010.785072895733949
1400.2060508657275480.4121017314550960.793949134272452
1410.2327609867400220.4655219734800440.767239013259978
1420.2432206889453280.4864413778906560.756779311054672
1430.2766315708513680.5532631417027360.723368429148632
1440.3490181373913990.6980362747827980.650981862608601
1450.8064406299042290.3871187401915430.193559370095771
1460.7577722399425340.4844555201149330.242227760057466
1470.6757600399532640.6484799200934730.324239960046736
14813.01754005856576e-481.50877002928288e-48


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level870.608391608391608NOK
5% type I error level900.629370629370629NOK
10% type I error level900.629370629370629NOK