| Multiple Linear Regression - Estimated Regression Equation |
| T20[t] = + 0.261538461538462 -0.261538461538462Correct[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) | 0.261538461538462 | 0.054095 | 4.8348 | 8e-06 | 4e-06 |
| Correct | -0.261538461538462 | 0.257545 | -1.0155 | 0.313574 | 0.156787 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.124034734589208 |
| R-squared | 0.0153846153846154 |
| Adjusted R-squared | 0.000466200466200384 |
| F-TEST (value) | 1.03125 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 66 |
| p-value | 0.313573600345893 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.436130473837578 |
| Sum Squared Residuals | 12.5538461538462 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0 | 0.261538461538462 | -0.261538461538462 |
| 2 | 1 | 0.261538461538461 | 0.738461538461539 |
| 3 | 0 | 0.261538461538462 | -0.261538461538462 |
| 4 | 0 | 0.261538461538462 | -0.261538461538462 |
| 5 | 0 | 0.261538461538462 | -0.261538461538462 |
| 6 | 1 | 0.261538461538461 | 0.738461538461539 |
| 7 | 0 | 0.261538461538462 | -0.261538461538462 |
| 8 | 0 | 0.261538461538462 | -0.261538461538462 |
| 9 | 1 | 0.261538461538461 | 0.738461538461539 |
| 10 | 0 | 0.261538461538462 | -0.261538461538462 |
| 11 | 1 | 0.261538461538461 | 0.738461538461539 |
| 12 | 0 | 0.261538461538462 | -0.261538461538462 |
| 13 | 0 | 0.261538461538462 | -0.261538461538462 |
| 14 | 0 | 0.261538461538462 | -0.261538461538462 |
| 15 | 0 | 0.261538461538462 | -0.261538461538462 |
| 16 | 0 | 0.261538461538462 | -0.261538461538462 |
| 17 | 0 | 0.261538461538462 | -0.261538461538462 |
| 18 | 0 | 0.261538461538462 | -0.261538461538462 |
| 19 | 1 | 0.261538461538461 | 0.738461538461539 |
| 20 | 0 | 0.261538461538462 | -0.261538461538462 |
| 21 | 0 | 0.261538461538462 | -0.261538461538462 |
| 22 | 1 | 0.261538461538461 | 0.738461538461539 |
| 23 | 0 | 0.261538461538462 | -0.261538461538462 |
| 24 | 0 | 0.261538461538462 | -0.261538461538462 |
| 25 | 1 | 0.261538461538461 | 0.738461538461539 |
| 26 | 1 | 0.261538461538461 | 0.738461538461539 |
| 27 | 0 | 0.261538461538462 | -0.261538461538462 |
| 28 | 1 | 0.261538461538461 | 0.738461538461539 |
| 29 | 0 | 0.261538461538462 | -0.261538461538462 |
| 30 | 0 | 0.261538461538462 | -0.261538461538462 |
| 31 | 0 | 0.261538461538462 | -0.261538461538462 |
| 32 | 0 | 0.261538461538462 | -0.261538461538462 |
| 33 | 0 | 0.261538461538462 | -0.261538461538462 |
| 34 | 0 | 0.261538461538462 | -0.261538461538462 |
| 35 | 0 | 0.261538461538462 | -0.261538461538462 |
| 36 | 0 | 0.261538461538462 | -0.261538461538462 |
| 37 | 1 | 0.261538461538461 | 0.738461538461539 |
| 38 | 0 | 0.261538461538462 | -0.261538461538462 |
| 39 | 0 | 0.261538461538462 | -0.261538461538462 |
| 40 | 1 | 0.261538461538461 | 0.738461538461539 |
| 41 | 0 | 0.261538461538462 | -0.261538461538462 |
| 42 | 0 | 0.261538461538462 | -0.261538461538462 |
| 43 | 0 | 0.261538461538462 | -0.261538461538462 |
| 44 | 0 | 0.261538461538462 | -0.261538461538462 |
| 45 | 0 | 0.261538461538462 | -0.261538461538462 |
| 46 | 0 | 0.261538461538462 | -0.261538461538462 |
| 47 | 0 | 0.261538461538462 | -0.261538461538462 |
| 48 | 0 | 0.261538461538462 | -0.261538461538462 |
| 49 | 0 | 0.261538461538462 | -0.261538461538462 |
| 50 | 0 | 0.261538461538462 | -0.261538461538462 |
| 51 | 0 | 0.261538461538462 | -0.261538461538462 |
| 52 | 1 | 0.261538461538461 | 0.738461538461539 |
| 53 | 1 | 0.261538461538461 | 0.738461538461539 |
| 54 | 0 | 0.261538461538462 | -0.261538461538462 |
| 55 | 0 | 6.78659737999091e-17 | -6.78659737999091e-17 |
| 56 | 1 | 0.261538461538461 | 0.738461538461539 |
| 57 | 0 | 0.261538461538462 | -0.261538461538462 |
| 58 | 0 | 0.261538461538462 | -0.261538461538462 |
| 59 | 0 | 0.261538461538462 | -0.261538461538462 |
| 60 | 1 | 0.261538461538461 | 0.738461538461539 |
| 61 | 1 | 0.261538461538461 | 0.738461538461539 |
| 62 | 1 | 0.261538461538461 | 0.738461538461539 |
| 63 | 0 | 0.261538461538462 | -0.261538461538462 |
| 64 | 0 | 0.261538461538462 | -0.261538461538462 |
| 65 | 0 | 0.261538461538462 | -0.261538461538462 |
| 66 | 0 | 6.78659737999091e-17 | -6.78659737999091e-17 |
| 67 | 0 | 6.78659737999091e-17 | -6.78659737999091e-17 |
| 68 | 0 | 0.261538461538462 | -0.261538461538462 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.744520805935625 | 0.51095838812875 | 0.255479194064375 |
| 6 | 0.856916555957415 | 0.28616688808517 | 0.143083444042585 |
| 7 | 0.801285277498053 | 0.397429445003895 | 0.198714722501947 |
| 8 | 0.733531859813622 | 0.532936280372756 | 0.266468140186378 |
| 9 | 0.831039880440291 | 0.337920239119417 | 0.168960119559709 |
| 10 | 0.78675208077474 | 0.42649583845052 | 0.21324791922526 |
| 11 | 0.854425681216874 | 0.291148637566252 | 0.145574318783126 |
| 12 | 0.822818586809678 | 0.354362826380644 | 0.177181413190322 |
| 13 | 0.784746038181443 | 0.430507923637114 | 0.215253961818557 |
| 14 | 0.740559837336714 | 0.518880325326572 | 0.259440162663286 |
| 15 | 0.690902978729111 | 0.618194042541778 | 0.309097021270889 |
| 16 | 0.636730183899393 | 0.726539632201214 | 0.363269816100607 |
| 17 | 0.579271779326004 | 0.841456441347992 | 0.420728220673996 |
| 18 | 0.519954843748164 | 0.960090312503672 | 0.480045156251836 |
| 19 | 0.658791366781478 | 0.682417266437044 | 0.341208633218522 |
| 20 | 0.607945769677929 | 0.784108460644142 | 0.392054230322071 |
| 21 | 0.554927783184161 | 0.890144433631678 | 0.445072216815839 |
| 22 | 0.679449107949692 | 0.641101784100615 | 0.320550892050308 |
| 23 | 0.633094028906945 | 0.733811942186111 | 0.366905971093055 |
| 24 | 0.584429977887595 | 0.83114004422481 | 0.415570022112405 |
| 25 | 0.700109725758531 | 0.599780548482937 | 0.299890274241469 |
| 26 | 0.793965557828686 | 0.412068884342629 | 0.206034442171314 |
| 27 | 0.75952188756518 | 0.480956224869641 | 0.24047811243482 |
| 28 | 0.842370764574456 | 0.315258470851088 | 0.157629235425544 |
| 29 | 0.813413191446127 | 0.373173617107747 | 0.186586808553873 |
| 30 | 0.780886119372582 | 0.438227761254836 | 0.219113880627418 |
| 31 | 0.744925722265525 | 0.510148555468949 | 0.255074277734475 |
| 32 | 0.705808630728226 | 0.588382738543549 | 0.294191369271774 |
| 33 | 0.663952890278829 | 0.672094219442342 | 0.336047109721171 |
| 34 | 0.619908117158995 | 0.76018376568201 | 0.380091882841005 |
| 35 | 0.574334863804459 | 0.851330272391083 | 0.425665136195541 |
| 36 | 0.527974493905251 | 0.944051012189499 | 0.472025506094749 |
| 37 | 0.648918549621053 | 0.702162900757895 | 0.351081450378947 |
| 38 | 0.603766571830861 | 0.792466856338278 | 0.396233428169139 |
| 39 | 0.557447796244998 | 0.885104407510004 | 0.442552203755002 |
| 40 | 0.680498956537246 | 0.639002086925507 | 0.319501043462754 |
| 41 | 0.635295046177281 | 0.729409907645439 | 0.364704953822719 |
| 42 | 0.588432713056077 | 0.823134573887846 | 0.411567286943923 |
| 43 | 0.540780717213217 | 0.918438565573566 | 0.459219282786783 |
| 44 | 0.493278140732482 | 0.986556281464964 | 0.506721859267518 |
| 45 | 0.446886536170981 | 0.893773072341962 | 0.553113463829019 |
| 46 | 0.4025432293579 | 0.805086458715799 | 0.5974567706421 |
| 47 | 0.361122876181066 | 0.722245752362132 | 0.638877123818934 |
| 48 | 0.323415009264605 | 0.64683001852921 | 0.676584990735395 |
| 49 | 0.29012633346092 | 0.580252666921841 | 0.70987366653908 |
| 50 | 0.261919487966499 | 0.523838975932997 | 0.738080512033501 |
| 51 | 0.239508360065756 | 0.479016720131513 | 0.760491639934244 |
| 52 | 0.311690235323682 | 0.623380470647364 | 0.688309764676318 |
| 53 | 0.40787073426712 | 0.815741468534239 | 0.59212926573288 |
| 54 | 0.366696369341569 | 0.733392738683138 | 0.633303630658431 |
| 55 | 0.283426008250427 | 0.566852016500854 | 0.716573991749573 |
| 56 | 0.388722568024388 | 0.777445136048775 | 0.611277431975612 |
| 57 | 0.33601329178626 | 0.67202658357252 | 0.66398670821374 |
| 58 | 0.292090705265428 | 0.584181410530856 | 0.707909294734572 |
| 59 | 0.26036441124521 | 0.52072882249042 | 0.73963558875479 |
| 60 | 0.34441184244241 | 0.68882368488482 | 0.65558815755759 |
| 61 | 0.551006653610305 | 0.89798669277939 | 0.448993346389695 |
| 62 | 1 | 0 | 0 |
| 63 | 1 | 0 | 0 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 2 | 0.0338983050847458 | NOK |
| 5% type I error level | 2 | 0.0338983050847458 | OK |
| 10% type I error level | 2 | 0.0338983050847458 | OK |
