| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 25.5892857142857 -12.9892857142857X[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) | 25.5892857142857 | 0.58606 | 43.6633 | 0 | 0 |
| X | -12.9892857142857 | 1.275045 | -10.1873 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.775017021114863 |
| R-squared | 0.600651383017755 |
| Adjusted R-squared | 0.59486372190207 |
| F-TEST (value) | 103.781367120818 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 69 |
| p-value | 2.22044604925031e-15 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4.38567095560632 |
| Sum Squared Residuals | 1327.15357142857 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 27 | 25.5892857142857 | 1.41071428571430 |
| 2 | 29 | 25.5892857142857 | 3.41071428571429 |
| 3 | 27 | 25.5892857142857 | 1.41071428571429 |
| 4 | 26 | 25.5892857142857 | 0.410714285714286 |
| 5 | 24 | 25.5892857142857 | -1.58928571428571 |
| 6 | 30 | 25.5892857142857 | 4.41071428571428 |
| 7 | 26 | 25.5892857142857 | 0.410714285714286 |
| 8 | 28 | 25.5892857142857 | 2.41071428571429 |
| 9 | 28 | 25.5892857142857 | 2.41071428571429 |
| 10 | 24 | 25.5892857142857 | -1.58928571428571 |
| 11 | 23 | 25.5892857142857 | -2.58928571428571 |
| 12 | 24 | 25.5892857142857 | -1.58928571428571 |
| 13 | 24 | 25.5892857142857 | -1.58928571428571 |
| 14 | 27 | 25.5892857142857 | 1.41071428571429 |
| 15 | 28 | 25.5892857142857 | 2.41071428571429 |
| 16 | 25 | 25.5892857142857 | -0.589285714285714 |
| 17 | 19 | 25.5892857142857 | -6.58928571428572 |
| 18 | 19 | 25.5892857142857 | -6.58928571428572 |
| 19 | 19 | 25.5892857142857 | -6.58928571428572 |
| 20 | 20 | 25.5892857142857 | -5.58928571428572 |
| 21 | 16 | 25.5892857142857 | -9.58928571428571 |
| 22 | 22 | 25.5892857142857 | -3.58928571428571 |
| 23 | 21 | 25.5892857142857 | -4.58928571428572 |
| 24 | 25 | 25.5892857142857 | -0.589285714285714 |
| 25 | 29 | 25.5892857142857 | 3.41071428571429 |
| 26 | 28 | 25.5892857142857 | 2.41071428571429 |
| 27 | 25 | 25.5892857142857 | -0.589285714285714 |
| 28 | 26 | 25.5892857142857 | 0.410714285714286 |
| 29 | 24 | 25.5892857142857 | -1.58928571428571 |
| 30 | 28 | 25.5892857142857 | 2.41071428571429 |
| 31 | 28 | 25.5892857142857 | 2.41071428571429 |
| 32 | 28 | 25.5892857142857 | 2.41071428571429 |
| 33 | 28 | 25.5892857142857 | 2.41071428571429 |
| 34 | 32 | 25.5892857142857 | 6.41071428571428 |
| 35 | 31 | 25.5892857142857 | 5.41071428571428 |
| 36 | 22 | 25.5892857142857 | -3.58928571428571 |
| 37 | 29 | 25.5892857142857 | 3.41071428571429 |
| 38 | 31 | 25.5892857142857 | 5.41071428571428 |
| 39 | 29 | 25.5892857142857 | 3.41071428571429 |
| 40 | 32 | 25.5892857142857 | 6.41071428571428 |
| 41 | 32 | 25.5892857142857 | 6.41071428571428 |
| 42 | 31 | 25.5892857142857 | 5.41071428571428 |
| 43 | 29 | 25.5892857142857 | 3.41071428571429 |
| 44 | 28 | 25.5892857142857 | 2.41071428571429 |
| 45 | 28 | 25.5892857142857 | 2.41071428571429 |
| 46 | 29 | 25.5892857142857 | 3.41071428571429 |
| 47 | 22 | 25.5892857142857 | -3.58928571428571 |
| 48 | 26 | 25.5892857142857 | 0.410714285714286 |
| 49 | 24 | 25.5892857142857 | -1.58928571428571 |
| 50 | 27 | 25.5892857142857 | 1.41071428571429 |
| 51 | 27 | 25.5892857142857 | 1.41071428571429 |
| 52 | 23 | 25.5892857142857 | -2.58928571428571 |
| 53 | 21 | 25.5892857142857 | -4.58928571428572 |
| 54 | 19 | 25.5892857142857 | -6.58928571428572 |
| 55 | 17 | 25.5892857142857 | -8.58928571428571 |
| 56 | 19 | 25.5892857142857 | -6.58928571428572 |
| 57 | 21 | 12.6 | 8.4 |
| 58 | 13 | 12.6 | 0.4 |
| 59 | 8 | 12.6 | -4.6 |
| 60 | 5 | 12.6 | -7.6 |
| 61 | 10 | 12.6 | -2.6 |
| 62 | 6 | 12.6 | -6.6 |
| 63 | 6 | 12.6 | -6.6 |
| 64 | 8 | 12.6 | -4.6 |
| 65 | 11 | 12.6 | -1.6 |
| 66 | 12 | 12.6 | -0.6 |
| 67 | 13 | 12.6 | 0.4 |
| 68 | 19 | 12.6 | 6.4 |
| 69 | 19 | 12.6 | 6.4 |
| 70 | 18 | 12.6 | 5.4 |
| 71 | 20 | 12.6 | 7.4 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.114510680566158 | 0.229021361132315 | 0.885489319433842 |
| 6 | 0.109685391889739 | 0.219370783779479 | 0.89031460811026 |
| 7 | 0.0525339356580043 | 0.105067871316009 | 0.947466064341996 |
| 8 | 0.0237047720925081 | 0.0474095441850161 | 0.976295227907492 |
| 9 | 0.0100622069280843 | 0.0201244138561686 | 0.989937793071916 |
| 10 | 0.0106515204540671 | 0.0213030409081342 | 0.989348479545933 |
| 11 | 0.014670817757864 | 0.029341635515728 | 0.985329182242136 |
| 12 | 0.0103307710044995 | 0.0206615420089990 | 0.9896692289955 |
| 13 | 0.00679418689988619 | 0.0135883737997724 | 0.993205813100114 |
| 14 | 0.00321796945429619 | 0.00643593890859238 | 0.996782030545704 |
| 15 | 0.00181927109446462 | 0.00363854218892924 | 0.998180728905535 |
| 16 | 0.000886435222893164 | 0.00177287044578633 | 0.999113564777107 |
| 17 | 0.0103512508296595 | 0.0207025016593191 | 0.98964874917034 |
| 18 | 0.0339681783040958 | 0.0679363566081916 | 0.966031821695904 |
| 19 | 0.0689590600150813 | 0.137918120030163 | 0.931040939984919 |
| 20 | 0.0873300113707642 | 0.174660022741528 | 0.912669988629236 |
| 21 | 0.263548298278541 | 0.527096596557082 | 0.736451701721459 |
| 22 | 0.231284977854362 | 0.462569955708723 | 0.768715022145638 |
| 23 | 0.222971725991117 | 0.445943451982235 | 0.777028274008883 |
| 24 | 0.173116177915777 | 0.346232355831554 | 0.826883822084223 |
| 25 | 0.173609843243604 | 0.347219686487209 | 0.826390156756396 |
| 26 | 0.152446589690936 | 0.304893179381873 | 0.847553410309064 |
| 27 | 0.114347371122207 | 0.228694742244413 | 0.885652628877794 |
| 28 | 0.0850034501158989 | 0.170006900231798 | 0.914996549884101 |
| 29 | 0.0626383530900246 | 0.125276706180049 | 0.937361646909975 |
| 30 | 0.0520710472164637 | 0.104142094432927 | 0.947928952783536 |
| 31 | 0.0424644182066914 | 0.0849288364133828 | 0.957535581793309 |
| 32 | 0.0339839914385916 | 0.0679679828771832 | 0.966016008561408 |
| 33 | 0.0266964637638638 | 0.0533929275277277 | 0.973303536236136 |
| 34 | 0.0452343456413080 | 0.0904686912826161 | 0.954765654358692 |
| 35 | 0.0558542617876265 | 0.111708523575253 | 0.944145738212374 |
| 36 | 0.0498156876997145 | 0.099631375399429 | 0.950184312300286 |
| 37 | 0.0431309216945051 | 0.0862618433890103 | 0.956869078305495 |
| 38 | 0.0517731061389054 | 0.103546212277811 | 0.948226893861095 |
| 39 | 0.0446098656217210 | 0.0892197312434419 | 0.955390134378279 |
| 40 | 0.066122537858017 | 0.132245075716034 | 0.933877462141983 |
| 41 | 0.0970939757600016 | 0.194187951520003 | 0.902906024239998 |
| 42 | 0.119669067654163 | 0.239338135308326 | 0.880330932345837 |
| 43 | 0.114034311701242 | 0.228068623402484 | 0.885965688298758 |
| 44 | 0.100016201065866 | 0.200032402131732 | 0.899983798934134 |
| 45 | 0.0900620563026647 | 0.180124112605329 | 0.909937943697335 |
| 46 | 0.0976531598483696 | 0.195306319696739 | 0.90234684015163 |
| 47 | 0.0806373036258751 | 0.161274607251750 | 0.919362696374125 |
| 48 | 0.0649957812936499 | 0.129991562587300 | 0.93500421870635 |
| 49 | 0.0485881987825175 | 0.097176397565035 | 0.951411801217482 |
| 50 | 0.0469905883698839 | 0.0939811767397677 | 0.953009411630116 |
| 51 | 0.053622754951952 | 0.107245509903904 | 0.946377245048048 |
| 52 | 0.0458882547377277 | 0.0917765094754554 | 0.954111745262272 |
| 53 | 0.0399695917775319 | 0.0799391835550637 | 0.960030408222468 |
| 54 | 0.0381080410728534 | 0.0762160821457068 | 0.961891958927147 |
| 55 | 0.0434164310160152 | 0.0868328620320304 | 0.956583568983985 |
| 56 | 0.0369045303369336 | 0.0738090606738672 | 0.963095469663066 |
| 57 | 0.0645562908312334 | 0.129112581662467 | 0.935443709168767 |
| 58 | 0.0501326358040331 | 0.100265271608066 | 0.949867364195967 |
| 59 | 0.0526888931138038 | 0.105377786227608 | 0.947311106886196 |
| 60 | 0.0976140443291445 | 0.195228088658289 | 0.902385955670856 |
| 61 | 0.0713831230772289 | 0.142766246154458 | 0.928616876922771 |
| 62 | 0.117915925079654 | 0.235831850159309 | 0.882084074920346 |
| 63 | 0.249308032219823 | 0.498616064439646 | 0.750691967780177 |
| 64 | 0.423301895616562 | 0.846603791233124 | 0.576698104383438 |
| 65 | 0.498469937164977 | 0.996939874329954 | 0.501530062835023 |
| 66 | 0.616805590662835 | 0.76638881867433 | 0.383194409337165 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 3 | 0.0483870967741935 | NOK |
| 5% type I error level | 10 | 0.161290322580645 | NOK |
| 10% type I error level | 25 | 0.403225806451613 | NOK |
