| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 3521.28142857143 -1377.44342857143X[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) | 3521.28142857143 | 84.82554 | 41.512 | 0 | 0 |
| X | -1377.44342857143 | 184.548355 | -7.4639 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.668365905570427 |
| R-squared | 0.446712983728976 |
| Adjusted R-squared | 0.438694331319252 |
| F-TEST (value) | 55.7092340337892 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 69 |
| p-value | 1.90738980165861e-10 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 634.77621662073 |
| Sum Squared Residuals | 27802918.3179257 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2350.44 | 3521.28142857142 | -1170.84142857142 |
| 2 | 2440.25 | 3521.28142857143 | -1081.03142857143 |
| 3 | 2408.64 | 3521.28142857143 | -1112.64142857143 |
| 4 | 2472.81 | 3521.28142857143 | -1048.47142857143 |
| 5 | 2407.6 | 3521.28142857143 | -1113.68142857143 |
| 6 | 2454.62 | 3521.28142857143 | -1066.66142857143 |
| 7 | 2448.05 | 3521.28142857143 | -1073.23142857143 |
| 8 | 2497.84 | 3521.28142857143 | -1023.44142857143 |
| 9 | 2645.64 | 3521.28142857143 | -875.64142857143 |
| 10 | 2756.76 | 3521.28142857143 | -764.521428571428 |
| 11 | 2849.27 | 3521.28142857143 | -672.011428571429 |
| 12 | 2921.44 | 3521.28142857143 | -599.841428571429 |
| 13 | 2981.85 | 3521.28142857143 | -539.431428571429 |
| 14 | 3080.58 | 3521.28142857143 | -440.701428571429 |
| 15 | 3106.22 | 3521.28142857143 | -415.061428571429 |
| 16 | 3119.31 | 3521.28142857143 | -401.971428571429 |
| 17 | 3061.26 | 3521.28142857143 | -460.021428571428 |
| 18 | 3097.31 | 3521.28142857143 | -423.971428571429 |
| 19 | 3161.69 | 3521.28142857143 | -359.591428571429 |
| 20 | 3257.16 | 3521.28142857143 | -264.121428571429 |
| 21 | 3277.01 | 3521.28142857143 | -244.271428571428 |
| 22 | 3295.32 | 3521.28142857143 | -225.961428571429 |
| 23 | 3363.99 | 3521.28142857143 | -157.291428571429 |
| 24 | 3494.17 | 3521.28142857143 | -27.1114285714286 |
| 25 | 3667.03 | 3521.28142857143 | 145.748571428572 |
| 26 | 3813.06 | 3521.28142857143 | 291.778571428571 |
| 27 | 3917.96 | 3521.28142857143 | 396.678571428571 |
| 28 | 3895.51 | 3521.28142857143 | 374.228571428572 |
| 29 | 3801.06 | 3521.28142857143 | 279.778571428571 |
| 30 | 3570.12 | 3521.28142857143 | 48.8385714285712 |
| 31 | 3701.61 | 3521.28142857143 | 180.328571428571 |
| 32 | 3862.27 | 3521.28142857143 | 340.988571428571 |
| 33 | 3970.1 | 3521.28142857143 | 448.818571428571 |
| 34 | 4138.52 | 3521.28142857143 | 617.238571428572 |
| 35 | 4199.75 | 3521.28142857143 | 678.468571428571 |
| 36 | 4290.89 | 3521.28142857143 | 769.608571428572 |
| 37 | 4443.91 | 3521.28142857143 | 922.62857142857 |
| 38 | 4502.64 | 3521.28142857143 | 981.358571428572 |
| 39 | 4356.98 | 3521.28142857143 | 835.69857142857 |
| 40 | 4591.27 | 3521.28142857143 | 1069.98857142857 |
| 41 | 4696.96 | 3521.28142857143 | 1175.67857142857 |
| 42 | 4621.4 | 3521.28142857143 | 1100.11857142857 |
| 43 | 4562.84 | 3521.28142857143 | 1041.55857142857 |
| 44 | 4202.52 | 3521.28142857143 | 681.238571428572 |
| 45 | 4296.49 | 3521.28142857143 | 775.208571428571 |
| 46 | 4435.23 | 3521.28142857143 | 913.94857142857 |
| 47 | 4105.18 | 3521.28142857143 | 583.898571428572 |
| 48 | 4116.68 | 3521.28142857143 | 595.398571428572 |
| 49 | 3844.49 | 3521.28142857143 | 323.208571428571 |
| 50 | 3720.98 | 3521.28142857143 | 199.698571428571 |
| 51 | 3674.4 | 3521.28142857143 | 153.118571428571 |
| 52 | 3857.62 | 3521.28142857143 | 336.338571428571 |
| 53 | 3801.06 | 3521.28142857143 | 279.778571428571 |
| 54 | 3504.37 | 3521.28142857143 | -16.9114285714288 |
| 55 | 3032.6 | 3521.28142857143 | -488.681428571429 |
| 56 | 3047.03 | 3521.28142857143 | -474.251428571429 |
| 57 | 2962.34 | 2143.838 | 818.502 |
| 58 | 2197.82 | 2143.838 | 53.9820000000003 |
| 59 | 2014.45 | 2143.838 | -129.388000000000 |
| 60 | 1862.83 | 2143.838 | -281.008 |
| 61 | 1905.41 | 2143.838 | -238.428 |
| 62 | 1810.99 | 2143.838 | -332.848 |
| 63 | 1670.07 | 2143.838 | -473.768 |
| 64 | 1864.44 | 2143.838 | -279.398 |
| 65 | 2052.02 | 2143.838 | -91.8179999999999 |
| 66 | 2029.6 | 2143.838 | -114.238 |
| 67 | 2070.83 | 2143.838 | -73.008 |
| 68 | 2293.41 | 2143.838 | 149.572 |
| 69 | 2443.27 | 2143.838 | 299.432 |
| 70 | 2513.17 | 2143.838 | 369.332 |
| 71 | 2466.92 | 2143.838 | 323.082 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.00105548270290344 | 0.00211096540580687 | 0.998944517297097 |
| 6 | 0.000117634388455769 | 0.000235268776911538 | 0.999882365611544 |
| 7 | 1.20811842465913e-05 | 2.41623684931825e-05 | 0.999987918815753 |
| 8 | 3.32728342187998e-06 | 6.65456684375997e-06 | 0.999996672716578 |
| 9 | 3.23788117540966e-05 | 6.47576235081932e-05 | 0.999967621188246 |
| 10 | 0.000209700086659408 | 0.000419400173318815 | 0.99979029991334 |
| 11 | 0.0008602189128698 | 0.0017204378257396 | 0.99913978108713 |
| 12 | 0.00249445280695747 | 0.00498890561391494 | 0.997505547193043 |
| 13 | 0.00579419663923052 | 0.0115883932784610 | 0.99420580336077 |
| 14 | 0.0141298176263541 | 0.0282596352527083 | 0.985870182373646 |
| 15 | 0.025821686045509 | 0.051643372091018 | 0.97417831395449 |
| 16 | 0.0395056067774849 | 0.0790112135549698 | 0.960494393222515 |
| 17 | 0.0486464924561493 | 0.0972929849122986 | 0.95135350754385 |
| 18 | 0.0619535225692082 | 0.123907045138416 | 0.938046477430792 |
| 19 | 0.083965891322891 | 0.167931782645782 | 0.91603410867711 |
| 20 | 0.122582990553412 | 0.245165981106823 | 0.877417009446589 |
| 21 | 0.168687824241940 | 0.337375648483881 | 0.83131217575806 |
| 22 | 0.222341803861625 | 0.44468360772325 | 0.777658196138375 |
| 23 | 0.292567060981050 | 0.585134121962101 | 0.70743293901895 |
| 24 | 0.391941486960955 | 0.78388297392191 | 0.608058513039045 |
| 25 | 0.52806512100223 | 0.94386975799554 | 0.47193487899777 |
| 26 | 0.671554175002168 | 0.656891649995664 | 0.328445824997832 |
| 27 | 0.786867562352446 | 0.426264875295108 | 0.213132437647554 |
| 28 | 0.847328130139871 | 0.305343739720257 | 0.152671869860129 |
| 29 | 0.872348258910868 | 0.255303482178264 | 0.127651741089132 |
| 30 | 0.879779933188242 | 0.240440133623516 | 0.120220066811758 |
| 31 | 0.888163805562956 | 0.223672388874087 | 0.111836194437044 |
| 32 | 0.900349441497694 | 0.199301117004611 | 0.0996505585023055 |
| 33 | 0.913583390728151 | 0.172833218543698 | 0.0864166092718488 |
| 34 | 0.932360297426268 | 0.135279405147464 | 0.0676397025737322 |
| 35 | 0.946749044914818 | 0.106501910170364 | 0.0532509550851821 |
| 36 | 0.959910461293132 | 0.0801790774137367 | 0.0400895387068684 |
| 37 | 0.974787942547103 | 0.0504241149057943 | 0.0252120574528971 |
| 38 | 0.984912985233729 | 0.0301740295325423 | 0.0150870147662711 |
| 39 | 0.987288035667174 | 0.0254239286656513 | 0.0127119643328257 |
| 40 | 0.993284415703355 | 0.0134311685932891 | 0.00671558429664453 |
| 41 | 0.997545419581455 | 0.00490916083708889 | 0.00245458041854445 |
| 42 | 0.99900094582106 | 0.00199810835787876 | 0.000999054178939379 |
| 43 | 0.999583802826376 | 0.000832394347248086 | 0.000416197173624043 |
| 44 | 0.999524632198955 | 0.000950735602089178 | 0.000475367801044589 |
| 45 | 0.999605074160017 | 0.000789851679966631 | 0.000394925839983316 |
| 46 | 0.999844930471777 | 0.000310139056445294 | 0.000155069528222647 |
| 47 | 0.999834937718634 | 0.000330124562731582 | 0.000165062281365791 |
| 48 | 0.999858761327876 | 0.000282477344248680 | 0.000141238672124340 |
| 49 | 0.999768654063253 | 0.000462691873494559 | 0.000231345936747280 |
| 50 | 0.999558675211142 | 0.000882649577715929 | 0.000441324788857964 |
| 51 | 0.999156636658403 | 0.00168672668319359 | 0.000843363341596795 |
| 52 | 0.999052979296748 | 0.00189404140650487 | 0.000947020703252437 |
| 53 | 0.99916340954819 | 0.0016731809036219 | 0.00083659045181095 |
| 54 | 0.99885855420682 | 0.00228289158636207 | 0.00114144579318103 |
| 55 | 0.99758863820111 | 0.0048227235977782 | 0.0024113617988891 |
| 56 | 0.99503756000676 | 0.00992487998648171 | 0.00496243999324085 |
| 57 | 0.999366383562465 | 0.00126723287507063 | 0.000633616437535316 |
| 58 | 0.99852935838535 | 0.00294128322929868 | 0.00147064161464934 |
| 59 | 0.996473650335183 | 0.00705269932963472 | 0.00352634966481736 |
| 60 | 0.993388556355917 | 0.0132228872881668 | 0.0066114436440834 |
| 61 | 0.986979545829928 | 0.0260409083401448 | 0.0130204541700724 |
| 62 | 0.98057062363484 | 0.0388587527303206 | 0.0194293763651603 |
| 63 | 0.987411251209115 | 0.0251774975817698 | 0.0125887487908849 |
| 64 | 0.986495885167811 | 0.0270082296643773 | 0.0135041148321887 |
| 65 | 0.972343342698034 | 0.0553133146039319 | 0.0276566573019660 |
| 66 | 0.958952566239626 | 0.0820948675207484 | 0.0410474337603742 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 27 | 0.435483870967742 | NOK |
| 5% type I error level | 37 | 0.596774193548387 | NOK |
| 10% type I error level | 44 | 0.709677419354839 | NOK |
