| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 96.4375783171408 + 0.0352788806088186X[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) | 96.4375783171408 | 1.436953 | 67.1126 | 0 | 0 |
| X | 0.0352788806088186 | 0.00618 | 5.7087 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.599788787480733 |
| R-squared | 0.359746589587608 |
| Adjusted R-squared | 0.348707737683946 |
| F-TEST (value) | 32.5891308921600 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 4.09724077887752e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.10991109710113 |
| Sum Squared Residuals | 560.949727848618 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 98.71 | 101.849358602534 | -3.13935860253352 |
| 2 | 98.54 | 101.553016005420 | -3.0130160054195 |
| 3 | 98.2 | 101.295480176975 | -3.09548017697513 |
| 4 | 96.92 | 101.669436311429 | -4.74943631142861 |
| 5 | 99.06 | 101.807023945803 | -2.747023945803 |
| 6 | 99.65 | 102.413820692275 | -2.76382069227468 |
| 7 | 99.82 | 102.385597587788 | -2.56559758778763 |
| 8 | 99.99 | 102.121005983221 | -2.13100598322149 |
| 9 | 100.33 | 102.579631431136 | -2.24963143113613 |
| 10 | 99.31 | 102.752497946119 | -3.44249794611934 |
| 11 | 101.1 | 103.161732961182 | -2.06173296118164 |
| 12 | 101.1 | 103.140565632816 | -2.04056563281635 |
| 13 | 100.93 | 102.844223035702 | -1.91422303570226 |
| 14 | 100.85 | 102.604326647562 | -1.75432664756231 |
| 15 | 100.93 | 102.805416267033 | -1.87541626703256 |
| 16 | 99.6 | 103.380462020956 | -3.78046202095632 |
| 17 | 101.88 | 103.274625379130 | -1.39462537912986 |
| 18 | 101.81 | 103.387517797078 | -1.57751779707807 |
| 19 | 102.38 | 104.068400192828 | -1.68840019282828 |
| 20 | 102.74 | 104.248322483933 | -1.50832248393326 |
| 21 | 102.82 | 104.124846401802 | -1.30484640180239 |
| 22 | 101.72 | 104.541137192986 | -2.82113719298645 |
| 23 | 103.47 | 104.459995767586 | -0.989995767586163 |
| 24 | 102.98 | 103.641525737462 | -0.661525737461566 |
| 25 | 102.68 | 103.373406244835 | -0.693406244834542 |
| 26 | 102.9 | 103.451019782174 | -0.551019782173944 |
| 27 | 103.03 | 103.757946043471 | -0.72794604347067 |
| 28 | 101.29 | 103.165260849243 | -1.87526084924251 |
| 29 | 103.69 | 103.549800647879 | 0.140199352121356 |
| 30 | 103.68 | 103.863782685297 | -0.183782685297121 |
| 31 | 104.2 | 104.322408133212 | -0.122408133211766 |
| 32 | 104.08 | 104.332991797394 | -0.252991797394417 |
| 33 | 104.16 | 104.594055513900 | -0.434055513899676 |
| 34 | 103.05 | 105.045625185693 | -1.99562518569255 |
| 35 | 104.66 | 104.717531596031 | -0.0575315960305406 |
| 36 | 104.46 | 105.264354245467 | -0.804354245467232 |
| 37 | 104.95 | 105.811176894904 | -0.861176894903911 |
| 38 | 105.85 | 106.583784380237 | -0.733784380237048 |
| 39 | 106.23 | 106.432085193619 | -0.202085193619118 |
| 40 | 104.86 | 106.858959648986 | -1.99895964898583 |
| 41 | 107.44 | 107.455172731275 | -0.0151727312748642 |
| 42 | 108.23 | 108.213668664364 | 0.0163313356355422 |
| 43 | 108.45 | 108.704045104827 | -0.254045104827037 |
| 44 | 109.39 | 109.956445366440 | -0.5664453664401 |
| 45 | 110.15 | 110.799610612991 | -0.649610612990861 |
| 46 | 109.13 | 111.028923336948 | -1.89892333694819 |
| 47 | 110.28 | 109.233228313959 | 1.04677168604068 |
| 48 | 110.17 | 107.793849985120 | 2.37615001488048 |
| 49 | 109.99 | 104.883342334892 | 5.10665766510801 |
| 50 | 109.26 | 103.175844513425 | 6.08415548657484 |
| 51 | 109.11 | 102.071615550369 | 7.03838444963086 |
| 52 | 107.06 | 102.202147408622 | 4.85785259137823 |
| 53 | 109.53 | 101.997529901091 | 7.53247009890938 |
| 54 | 108.92 | 102.300928274326 | 6.61907172567354 |
| 55 | 109.24 | 102.671356520719 | 6.56864347928094 |
| 56 | 109.12 | 103.433380341870 | 5.68661965813046 |
| 57 | 109 | 104.417661110856 | 4.58233888914442 |
| 58 | 107.23 | 104.064872304767 | 3.16512769523261 |
| 59 | 109.49 | 104.759866252761 | 4.73013374723887 |
| 60 | 109.04 | 104.442356327282 | 4.59764367271825 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0358554199903961 | 0.0717108399807923 | 0.964144580009604 |
| 6 | 0.00972985846649186 | 0.0194597169329837 | 0.990270141533508 |
| 7 | 0.00247273084140800 | 0.00494546168281601 | 0.997527269158592 |
| 8 | 0.000955663219489067 | 0.00191132643897813 | 0.99904433678051 |
| 9 | 0.000227048790089961 | 0.000454097580179922 | 0.99977295120991 |
| 10 | 0.000156629096389302 | 0.000313258192778603 | 0.99984337090361 |
| 11 | 4.15943811837635e-05 | 8.3188762367527e-05 | 0.999958405618816 |
| 12 | 1.05934263619861e-05 | 2.11868527239722e-05 | 0.999989406573638 |
| 13 | 3.25549715380238e-06 | 6.51099430760477e-06 | 0.999996744502846 |
| 14 | 1.46578474621620e-06 | 2.93156949243240e-06 | 0.999998534215254 |
| 15 | 4.54946237088145e-07 | 9.0989247417629e-07 | 0.999999545053763 |
| 16 | 3.42981794052023e-06 | 6.85963588104046e-06 | 0.99999657018206 |
| 17 | 1.83136944449096e-06 | 3.66273888898191e-06 | 0.999998168630555 |
| 18 | 7.4450303426787e-07 | 1.48900606853574e-06 | 0.999999255496966 |
| 19 | 2.61414513116035e-07 | 5.2282902623207e-07 | 0.999999738585487 |
| 20 | 8.82399348133479e-08 | 1.76479869626696e-07 | 0.999999911760065 |
| 21 | 3.10695095238061e-08 | 6.21390190476123e-08 | 0.99999996893049 |
| 22 | 8.63965045551294e-08 | 1.72793009110259e-07 | 0.999999913603495 |
| 23 | 4.08004903738326e-08 | 8.16009807476652e-08 | 0.99999995919951 |
| 24 | 5.52666573714547e-08 | 1.10533314742909e-07 | 0.999999944733343 |
| 25 | 8.79496479926245e-08 | 1.75899295985249e-07 | 0.999999912050352 |
| 26 | 1.42799719221884e-07 | 2.85599438443768e-07 | 0.99999985720028 |
| 27 | 1.3714584700427e-07 | 2.7429169400854e-07 | 0.999999862854153 |
| 28 | 2.35718134081456e-07 | 4.71436268162913e-07 | 0.999999764281866 |
| 29 | 1.02297625952874e-06 | 2.04595251905749e-06 | 0.99999897702374 |
| 30 | 1.77203587476277e-06 | 3.54407174952554e-06 | 0.999998227964125 |
| 31 | 2.00869973245732e-06 | 4.01739946491464e-06 | 0.999997991300268 |
| 32 | 2.54377576228906e-06 | 5.08755152457811e-06 | 0.999997456224238 |
| 33 | 3.38905168206004e-06 | 6.77810336412008e-06 | 0.999996610948318 |
| 34 | 6.29058400230478e-05 | 0.000125811680046096 | 0.999937094159977 |
| 35 | 0.000146733746550689 | 0.000293467493101378 | 0.99985326625345 |
| 36 | 0.000643843745028401 | 0.00128768749005680 | 0.999356156254972 |
| 37 | 0.00324458624598546 | 0.00648917249197092 | 0.996755413754015 |
| 38 | 0.0100803283896061 | 0.0201606567792123 | 0.989919671610394 |
| 39 | 0.0211032773011086 | 0.0422065546022172 | 0.978896722698891 |
| 40 | 0.51233636412883 | 0.97532727174234 | 0.48766363587117 |
| 41 | 0.642020127465142 | 0.715959745069717 | 0.357979872534858 |
| 42 | 0.667321641939035 | 0.66535671612193 | 0.332678358060965 |
| 43 | 0.701304787582416 | 0.597390424835169 | 0.298695212417584 |
| 44 | 0.681582037841102 | 0.636835924317796 | 0.318417962158898 |
| 45 | 0.643312442136808 | 0.713375115726384 | 0.356687557863192 |
| 46 | 0.759935622682247 | 0.480128754635506 | 0.240064377317753 |
| 47 | 0.700647301508385 | 0.598705396983231 | 0.299352698491616 |
| 48 | 0.725634100296243 | 0.548731799407514 | 0.274365899703757 |
| 49 | 0.928403251170304 | 0.143193497659391 | 0.0715967488296957 |
| 50 | 0.971359940815886 | 0.0572801183682282 | 0.0286400591841141 |
| 51 | 0.981986333561158 | 0.0360273328776831 | 0.0180136664388415 |
| 52 | 0.994851573244166 | 0.0102968535116687 | 0.00514842675583434 |
| 53 | 0.991799731804517 | 0.0164005363909658 | 0.0082002681954829 |
| 54 | 0.97880250409199 | 0.0423949918160204 | 0.0211974959080102 |
| 55 | 0.950017765340781 | 0.0999644693184371 | 0.0499822346592186 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 31 | 0.607843137254902 | NOK |
| 5% type I error level | 38 | 0.745098039215686 | NOK |
| 10% type I error level | 41 | 0.80392156862745 | NOK |
