Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 7888.67164179105 + 2776.57835820895X[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) | 7888.67164179105 | 220.688658 | 35.7457 | 0 | 0 |
X | 2776.57835820895 | 406.502107 | 6.8304 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.577988961847573 |
R-squared | 0.334071240017635 |
Adjusted R-squared | 0.326910715716750 |
F-TEST (value) | 46.6545780699768 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 93 |
p-value | 8.61620108594252e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1806.41452043425 |
Sum Squared Residuals | 303471408.026119 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9051 | 7888.67164179103 | 1162.32835820897 |
2 | 8823 | 7888.67164179104 | 934.328358208957 |
3 | 8776 | 7888.67164179104 | 887.328358208955 |
4 | 8255 | 7888.67164179104 | 366.328358208955 |
5 | 7969 | 7888.67164179104 | 80.328358208955 |
6 | 8758 | 7888.67164179104 | 869.328358208955 |
7 | 8693 | 7888.67164179104 | 804.328358208955 |
8 | 8271 | 7888.67164179104 | 382.328358208955 |
9 | 7790 | 7888.67164179104 | -98.671641791045 |
10 | 7769 | 7888.67164179104 | -119.671641791045 |
11 | 8170 | 7888.67164179104 | 281.328358208955 |
12 | 8209 | 7888.67164179104 | 320.328358208955 |
13 | 9395 | 7888.67164179104 | 1506.32835820896 |
14 | 9260 | 7888.67164179104 | 1371.32835820896 |
15 | 9018 | 7888.67164179104 | 1129.32835820896 |
16 | 8501 | 7888.67164179104 | 612.328358208955 |
17 | 8500 | 7888.67164179104 | 611.328358208955 |
18 | 9649 | 7888.67164179104 | 1760.32835820896 |
19 | 9319 | 7888.67164179104 | 1430.32835820896 |
20 | 8830 | 7888.67164179104 | 941.328358208955 |
21 | 8436 | 7888.67164179104 | 547.328358208955 |
22 | 8169 | 7888.67164179104 | 280.328358208955 |
23 | 8269 | 7888.67164179104 | 380.328358208955 |
24 | 7945 | 7888.67164179104 | 56.328358208955 |
25 | 9144 | 7888.67164179104 | 1255.32835820896 |
26 | 8770 | 7888.67164179104 | 881.328358208955 |
27 | 8834 | 7888.67164179104 | 945.328358208955 |
28 | 7837 | 7888.67164179104 | -51.671641791045 |
29 | 7792 | 7888.67164179104 | -96.671641791045 |
30 | 8616 | 7888.67164179104 | 727.328358208955 |
31 | 8518 | 7888.67164179104 | 629.328358208955 |
32 | 7940 | 7888.67164179104 | 51.328358208955 |
33 | 7545 | 7888.67164179104 | -343.671641791045 |
34 | 7531 | 7888.67164179104 | -357.671641791045 |
35 | 7665 | 7888.67164179104 | -223.671641791045 |
36 | 7599 | 7888.67164179104 | -289.671641791045 |
37 | 8444 | 7888.67164179104 | 555.328358208955 |
38 | 8549 | 7888.67164179104 | 660.328358208955 |
39 | 7986 | 7888.67164179104 | 97.328358208955 |
40 | 7335 | 7888.67164179104 | -553.671641791045 |
41 | 7287 | 7888.67164179104 | -601.671641791045 |
42 | 7870 | 7888.67164179104 | -18.6716417910449 |
43 | 7839 | 7888.67164179104 | -49.671641791045 |
44 | 7327 | 7888.67164179104 | -561.671641791045 |
45 | 7259 | 7888.67164179104 | -629.671641791045 |
46 | 6964 | 7888.67164179104 | -924.671641791045 |
47 | 7271 | 7888.67164179104 | -617.671641791045 |
48 | 6956 | 7888.67164179104 | -932.671641791045 |
49 | 7608 | 7888.67164179104 | -280.671641791045 |
50 | 7692 | 7888.67164179104 | -196.671641791045 |
51 | 7255 | 7888.67164179104 | -633.671641791045 |
52 | 6804 | 7888.67164179104 | -1084.67164179104 |
53 | 6655 | 7888.67164179104 | -1233.67164179104 |
54 | 7341 | 7888.67164179104 | -547.671641791045 |
55 | 7602 | 7888.67164179104 | -286.671641791045 |
56 | 7086 | 7888.67164179104 | -802.671641791045 |
57 | 6625 | 7888.67164179104 | -1263.67164179104 |
58 | 6272 | 7888.67164179104 | -1616.67164179104 |
59 | 6576 | 7888.67164179104 | -1312.67164179104 |
60 | 6491 | 7888.67164179104 | -1397.67164179104 |
61 | 7649 | 7888.67164179104 | -239.671641791045 |
62 | 7400 | 7888.67164179104 | -488.671641791045 |
63 | 6913 | 7888.67164179104 | -975.671641791045 |
64 | 6532 | 7888.67164179104 | -1356.67164179104 |
65 | 6486 | 7888.67164179104 | -1402.67164179104 |
66 | 7295 | 7888.67164179104 | -593.671641791045 |
67 | 7556 | 7888.67164179104 | -332.671641791045 |
68 | 7088 | 10665.25 | -3577.25 |
69 | 6952 | 10665.25 | -3713.25 |
70 | 6773 | 10665.25 | -3892.25 |
71 | 6917 | 10665.25 | -3748.25 |
72 | 7371 | 10665.25 | -3294.25 |
73 | 8221 | 10665.25 | -2444.25 |
74 | 7953 | 10665.25 | -2712.25 |
75 | 8027 | 10665.25 | -2638.25 |
76 | 7287 | 10665.25 | -3378.25 |
77 | 8076 | 10665.25 | -2589.25 |
78 | 8933 | 10665.25 | -1732.25 |
79 | 9433 | 10665.25 | -1232.25 |
80 | 9479 | 10665.25 | -1186.25 |
81 | 9199 | 10665.25 | -1466.25 |
82 | 9469 | 10665.25 | -1196.25 |
83 | 10015 | 10665.25 | -650.25 |
84 | 10999 | 10665.25 | 333.75 |
85 | 13009 | 10665.25 | 2343.75 |
86 | 13699 | 10665.25 | 3033.75 |
87 | 13895 | 10665.25 | 3229.75 |
88 | 13248 | 10665.25 | 2582.75 |
89 | 13973 | 10665.25 | 3307.75 |
90 | 15095 | 10665.25 | 4429.75 |
91 | 15201 | 10665.25 | 4535.75 |
92 | 14823 | 10665.25 | 4157.75 |
93 | 14538 | 10665.25 | 3872.75 |
94 | 14547 | 10665.25 | 3881.75 |
95 | 14407 | 10665.25 | 3741.75 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0282534985603525 | 0.0565069971207049 | 0.971746501439648 |
6 | 0.00678630971856363 | 0.0135726194371273 | 0.993213690281436 |
7 | 0.00143040869264635 | 0.0028608173852927 | 0.998569591307354 |
8 | 0.000383222768787568 | 0.000766445537575136 | 0.999616777231212 |
9 | 0.000334097215063108 | 0.000668194430126216 | 0.999665902784937 |
10 | 0.000205012088418882 | 0.000410024176837765 | 0.999794987911581 |
11 | 5.43962744442585e-05 | 0.000108792548888517 | 0.999945603725556 |
12 | 1.32531381304222e-05 | 2.65062762608444e-05 | 0.99998674686187 |
13 | 2.20557365529464e-05 | 4.41114731058927e-05 | 0.999977944263447 |
14 | 1.60151474374326e-05 | 3.20302948748652e-05 | 0.999983984852563 |
15 | 6.42826746521932e-06 | 1.28565349304386e-05 | 0.999993571732535 |
16 | 1.71405999983858e-06 | 3.42811999967715e-06 | 0.99999828594 |
17 | 4.4080701235009e-07 | 8.8161402470018e-07 | 0.999999559192988 |
18 | 8.38234541824112e-07 | 1.67646908364822e-06 | 0.999999161765458 |
19 | 5.03167780658305e-07 | 1.00633556131661e-06 | 0.99999949683222 |
20 | 1.51835047873197e-07 | 3.03670095746394e-07 | 0.999999848164952 |
21 | 4.44359877803178e-08 | 8.88719755606357e-08 | 0.999999955564012 |
22 | 1.64939558617211e-08 | 3.29879117234422e-08 | 0.999999983506044 |
23 | 5.24274667484043e-09 | 1.04854933496809e-08 | 0.999999994757253 |
24 | 2.65436806618254e-09 | 5.30873613236509e-09 | 0.999999997345632 |
25 | 1.23952975945155e-09 | 2.47905951890310e-09 | 0.99999999876047 |
26 | 3.53248785525986e-10 | 7.06497571051972e-10 | 0.999999999646751 |
27 | 1.04020148541567e-10 | 2.08040297083133e-10 | 0.99999999989598 |
28 | 6.92311581986717e-11 | 1.38462316397343e-10 | 0.99999999993077 |
29 | 4.66177224697494e-11 | 9.32354449394987e-11 | 0.999999999953382 |
30 | 1.26624727267042e-11 | 2.53249454534084e-11 | 0.999999999987337 |
31 | 3.34193066304222e-12 | 6.68386132608444e-12 | 0.999999999996658 |
32 | 1.54423429299077e-12 | 3.08846858598153e-12 | 0.999999999998456 |
33 | 1.76614884829276e-12 | 3.53229769658551e-12 | 0.999999999998234 |
34 | 1.77132868694403e-12 | 3.54265737388805e-12 | 0.999999999998229 |
35 | 1.13786126165427e-12 | 2.27572252330853e-12 | 0.999999999998862 |
36 | 7.8273818467608e-13 | 1.56547636935216e-12 | 0.999999999999217 |
37 | 2.19916105246470e-13 | 4.39832210492940e-13 | 0.99999999999978 |
38 | 6.32964321121567e-14 | 1.26592864224313e-13 | 0.999999999999937 |
39 | 2.18030833929713e-14 | 4.36061667859426e-14 | 0.999999999999978 |
40 | 2.68539181132149e-14 | 5.37078362264299e-14 | 0.999999999999973 |
41 | 3.20491037141878e-14 | 6.40982074283756e-14 | 0.999999999999968 |
42 | 1.16270274262040e-14 | 2.32540548524079e-14 | 0.999999999999988 |
43 | 4.28230258633098e-15 | 8.56460517266196e-15 | 0.999999999999996 |
44 | 3.79049321380814e-15 | 7.58098642761629e-15 | 0.999999999999996 |
45 | 3.55098374850178e-15 | 7.10196749700357e-15 | 0.999999999999996 |
46 | 6.20132383366803e-15 | 1.24026476673361e-14 | 0.999999999999994 |
47 | 4.5191056946561e-15 | 9.0382113893122e-15 | 0.999999999999996 |
48 | 5.99659188757903e-15 | 1.19931837751581e-14 | 0.999999999999994 |
49 | 2.36245786956794e-15 | 4.72491573913589e-15 | 0.999999999999998 |
50 | 8.42022231659214e-16 | 1.68404446331843e-15 | 1 |
51 | 5.12545414536227e-16 | 1.02509082907245e-15 | 1 |
52 | 7.32646799047137e-16 | 1.46529359809427e-15 | 1 |
53 | 1.27657565865882e-15 | 2.55315131731763e-15 | 0.999999999999999 |
54 | 5.74837954563833e-16 | 1.14967590912767e-15 | 1 |
55 | 1.97910298104689e-16 | 3.95820596209379e-16 | 1 |
56 | 1.1980075782973e-16 | 2.3960151565946e-16 | 1 |
57 | 1.62369813479999e-16 | 3.24739626959997e-16 | 1 |
58 | 4.33284141600166e-16 | 8.66568283200332e-16 | 1 |
59 | 4.8440266399452e-16 | 9.6880532798904e-16 | 1 |
60 | 5.77014206560861e-16 | 1.15402841312172e-15 | 1 |
61 | 1.76138521656478e-16 | 3.52277043312956e-16 | 1 |
62 | 5.9496520018796e-17 | 1.18993040037592e-16 | 1 |
63 | 3.14666080510727e-17 | 6.29332161021454e-17 | 1 |
64 | 2.8592739854673e-17 | 5.7185479709346e-17 | 1 |
65 | 2.66571924079631e-17 | 5.33143848159263e-17 | 1 |
66 | 8.66741132170579e-18 | 1.73348226434116e-17 | 1 |
67 | 2.37182806182964e-18 | 4.74365612365929e-18 | 1 |
68 | 2.37273597438096e-18 | 4.74547194876192e-18 | 1 |
69 | 3.29913653892463e-18 | 6.59827307784926e-18 | 1 |
70 | 7.46380382025737e-18 | 1.49276076405147e-17 | 1 |
71 | 2.07898685346107e-17 | 4.15797370692214e-17 | 1 |
72 | 5.70462204037328e-17 | 1.14092440807466e-16 | 1 |
73 | 1.59559599635218e-16 | 3.19119199270436e-16 | 1 |
74 | 5.33706820432813e-16 | 1.06741364086563e-15 | 1 |
75 | 2.48234412083168e-15 | 4.96468824166336e-15 | 0.999999999999998 |
76 | 6.5450849624582e-14 | 1.30901699249164e-13 | 0.999999999999934 |
77 | 1.36499553033344e-12 | 2.72999106066688e-12 | 0.999999999998635 |
78 | 2.71229904723371e-11 | 5.42459809446742e-11 | 0.999999999972877 |
79 | 6.06851097136876e-10 | 1.21370219427375e-09 | 0.999999999393149 |
80 | 1.82873071695125e-08 | 3.65746143390251e-08 | 0.999999981712693 |
81 | 1.76583774099185e-06 | 3.53167548198369e-06 | 0.99999823416226 |
82 | 0.000354031881625109 | 0.000708063763250219 | 0.999645968118375 |
83 | 0.0530364891748082 | 0.106072978349616 | 0.946963510825192 |
84 | 0.722323331451597 | 0.555353337096805 | 0.277676668548403 |
85 | 0.909938223625944 | 0.180123552748113 | 0.0900617763740564 |
86 | 0.939628795914862 | 0.120742408170277 | 0.0603712040851383 |
87 | 0.941002694625346 | 0.117994610749307 | 0.0589973053746537 |
88 | 0.987657966741125 | 0.0246840665177505 | 0.0123420332588753 |
89 | 0.991855189746171 | 0.0162896205076581 | 0.00814481025382907 |
90 | 0.981644073542237 | 0.0367118529155251 | 0.0183559264577626 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 76 | 0.883720930232558 | NOK |
5% type I error level | 80 | 0.930232558139535 | NOK |
10% type I error level | 81 | 0.94186046511628 | NOK |