Repository of Reproducible Computations

Multiple Linear Regression - Estimated Regression Equation

Y[t] = + 653.571428571429 + 56.4285714285714X[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)	653.571428571429	23.887958	27.3599	0	0
X	56.4285714285714	37.770179	1.494	0.139802	0.069901

Multiple Linear Regression - Regression Statistics
Multiple R	0.178271700568352
R-squared	0.0317807992235320
Adjusted R-squared	0.0175422815650547
F-TEST (value)	2.23203004595145
F-TEST (DF numerator)	1
F-TEST (DF denominator)	68
p-value	0.139802175645581
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	154.811663838692
Sum Squared Residuals	1629732.28571429

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	627	653.571428571426	-26.5714285714261
2	696	653.571428571429	42.4285714285714
3	825	653.571428571429	171.428571428571
4	677	653.571428571429	23.4285714285714
5	656	653.571428571429	2.42857142857136
6	785	653.571428571429	131.428571428571
7	412	653.571428571429	-241.571428571429
8	352	653.571428571429	-301.571428571429
9	839	653.571428571429	185.428571428571
10	729	653.571428571429	75.4285714285714
11	696	653.571428571429	42.4285714285714
12	641	653.571428571429	-12.5714285714286
13	695	653.571428571429	41.4285714285714
14	638	653.571428571429	-15.5714285714286
15	762	653.571428571429	108.428571428571
16	635	653.571428571429	-18.5714285714286
17	721	653.571428571429	67.4285714285714
18	854	653.571428571429	200.428571428571
19	418	653.571428571429	-235.571428571429
20	367	653.571428571429	-286.571428571429
21	824	653.571428571429	170.428571428571
22	687	653.571428571429	33.4285714285714
23	601	653.571428571429	-52.5714285714286
24	676	653.571428571429	22.4285714285714
25	740	653.571428571429	86.4285714285714
26	691	653.571428571429	37.4285714285714
27	683	653.571428571429	29.4285714285714
28	594	653.571428571429	-59.5714285714286
29	729	653.571428571429	75.4285714285714
30	731	653.571428571429	77.4285714285714
31	386	653.571428571429	-267.571428571429
32	331	653.571428571429	-322.571428571429
33	707	653.571428571429	53.4285714285714
34	715	653.571428571429	61.4285714285714
35	657	653.571428571429	3.42857142857136
36	653	653.571428571429	-0.571428571428637
37	642	653.571428571429	-11.5714285714286
38	643	653.571428571429	-10.5714285714286
39	718	653.571428571429	64.4285714285714
40	654	653.571428571429	0.428571428571363
41	632	653.571428571429	-21.5714285714286
42	731	653.571428571429	77.4285714285714
43	392	710	-318
44	344	710	-366
45	792	710	82
46	852	710	142
47	649	710	-61
48	629	710	-81
49	685	710	-25
50	617	710	-93
51	715	710	5
52	715	710	5
53	629	710	-81
54	916	710	206
55	531	710	-179
56	357	710	-353
57	917	710	207
58	828	710	118
59	708	710	-2
60	858	710	148
61	775	710	65
62	785	710	75
63	1006	710	296
64	789	710	79
65	734	710	24
66	906	710	196
67	532	710	-178
68	387	710	-323
69	991	710	281
70	841	710	131

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
5	0.180055513589125	0.360111027178251	0.819944486410875
6	0.119383772481348	0.238767544962697	0.880616227518652
7	0.483171774776129	0.966343549552258	0.516828225223871
8	0.753579751642003	0.492840496715995	0.246420248357997
9	0.781011148979996	0.437977702040009	0.218988851020004
10	0.709655016828741	0.580689966342518	0.290344983171259
11	0.618433340635988	0.763133318728024	0.381566659364012
12	0.520138026901099	0.959723946197803	0.479861973098901
13	0.426759888257732	0.853519776515463	0.573240111742268
14	0.337433616522776	0.674867233045551	0.662566383477224
15	0.289909058227384	0.579818116454768	0.710090941772616
16	0.219856116270021	0.439712232540042	0.78014388372998
17	0.167781575531254	0.335563151062508	0.832218424468746
18	0.200540818627621	0.401081637255242	0.799459181372379
19	0.313554813966737	0.627109627933474	0.686445186033263
20	0.501524023467243	0.996951953065515	0.498475976532757
21	0.512600895964377	0.974798208071246	0.487399104035623
22	0.438311360119607	0.876622720239214	0.561688639880393
23	0.372965153940521	0.745930307881043	0.627034846059479
24	0.304673300730126	0.609346601460253	0.695326699269874
25	0.259911927827804	0.519823855655608	0.740088072172196
26	0.206039795662453	0.412079591324905	0.793960204337547
27	0.158912697866623	0.317825395733245	0.841087302133377
28	0.124437242662337	0.248874485324675	0.875562757337663
29	0.0983605966302692	0.196721193260538	0.901639403369731
30	0.0773527500586076	0.154705500117215	0.922647249941392
31	0.144966687061836	0.289933374123673	0.855033312938164
32	0.318479017875380	0.636958035750761	0.68152098212462
33	0.263926414426431	0.527852828852861	0.73607358557357
34	0.216464545375375	0.43292909075075	0.783535454624625
35	0.168393778295235	0.336787556590469	0.831606221704765
36	0.127890412427595	0.255780824855189	0.872109587572405
37	0.0951194874512858	0.190238974902572	0.904880512548714
38	0.0691355171520694	0.138271034304139	0.93086448284793
39	0.0509514244222457	0.101902848844491	0.949048575577754
40	0.0350656282713019	0.0701312565426038	0.964934371728698
41	0.0243137070044244	0.0486274140088488	0.975686292995576
42	0.0168351478220358	0.0336702956440716	0.983164852177964
43	0.0246215744696011	0.0492431489392023	0.9753784255304
44	0.0562399682563096	0.112479936512619	0.94376003174369
45	0.0963120586585598	0.192624117317120	0.90368794134144
46	0.127758536717786	0.255517073435572	0.872241463282214
47	0.0991583122912132	0.198316624582426	0.900841687708787
48	0.0772624374663463	0.154524874932693	0.922737562533654
49	0.0565473809468212	0.113094761893642	0.943452619053179
50	0.0439781548286035	0.087956309657207	0.956021845171396
51	0.03076486924219	0.06152973848438	0.96923513075781
52	0.0206771819904315	0.041354363980863	0.979322818009569
53	0.0150022084000931	0.0300044168001862	0.984997791599907
54	0.0199999892633291	0.0399999785266583	0.98000001073667
55	0.0233795565769221	0.0467591131538442	0.976620443423078
56	0.149885587183437	0.299771174366874	0.850114412816563
57	0.161663547735441	0.323327095470882	0.838336452264559
58	0.125886338530561	0.251772677061123	0.874113661469439
59	0.088655227866818	0.177310455733636	0.911344772133182
60	0.067912759416155	0.13582551883231	0.932087240583845
61	0.0414833636590727	0.0829667273181453	0.958516636340927
62	0.023538114757116	0.047076229514232	0.976461885242884
63	0.0435327027455094	0.0870654054910188	0.95646729725449
64	0.0228562829276245	0.0457125658552491	0.977143717072375
65	0.00956985162007734	0.0191397032401547	0.990430148379923

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	0	0	OK
5% type I error level	10	0.163934426229508	NOK
10% type I error level	15	0.245901639344262	NOK