| Multiple Linear Regression - Estimated Regression Equation |
| TWG[t] = + 8.31234571227639 -0.164256724306461Infl[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) | 8.31234571227639 | 0.164944 | 50.395 | 0 | 0 |
| Infl | -0.164256724306461 | 0.061712 | -2.6617 | 0.00961 | 0.004805 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.301210274670713 |
| R-squared | 0.0907276295672066 |
| Adjusted R-squared | 0.0779209764625194 |
| F-TEST (value) | 7.0844137672473 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 71 |
| p-value | 0.00960975317040769 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.669507188914518 |
| Sum Squared Residuals | 31.8250311965836 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 7.6 | 8.04624981889995 | -0.446249818899948 |
| 2 | 8.3 | 8.06760319305976 | 0.232396806940240 |
| 3 | 8.4 | 8.01832617576782 | 0.381673824232178 |
| 4 | 8.4 | 8.01668360852476 | 0.383316391475243 |
| 5 | 8.4 | 8.05282008787218 | 0.347179912127822 |
| 6 | 8.4 | 8.00682820506637 | 0.393171794933631 |
| 7 | 8.6 | 8.02653901198314 | 0.573460988016855 |
| 8 | 8.9 | 8.05117752062911 | 0.848822479370886 |
| 9 | 8.8 | 8.10538223965025 | 0.694617760349754 |
| 10 | 8.3 | 8.12673561381009 | 0.173264386189914 |
| 11 | 7.5 | 7.99697280160798 | -0.496972801607982 |
| 12 | 7.2 | 7.88363566183652 | -0.683635661836524 |
| 13 | 7.4 | 7.94112551534378 | -0.541125515343785 |
| 14 | 8.8 | 7.91648700669782 | 0.883512993302185 |
| 15 | 9.3 | 7.94112551534378 | 1.35887448465622 |
| 16 | 9.3 | 7.97890456193427 | 1.32109543806573 |
| 17 | 8.7 | 7.8425714807599 | 0.85742851924009 |
| 18 | 8.2 | 7.89349106529491 | 0.306508934705088 |
| 19 | 8.3 | 7.93948294810072 | 0.36051705189928 |
| 20 | 8.5 | 7.94112551534378 | 0.558874484656215 |
| 21 | 8.6 | 7.89020593080878 | 0.709794069191217 |
| 22 | 8.5 | 7.80807756865555 | 0.691922431344448 |
| 23 | 8.2 | 7.85899715319055 | 0.341002846809445 |
| 24 | 8.1 | 7.90006133426717 | 0.199938665732830 |
| 25 | 7.9 | 7.84092891351684 | 0.0590710864831564 |
| 26 | 8.6 | 7.7965795979541 | 0.8034204020459 |
| 27 | 8.7 | 7.80150729968329 | 0.898492700316706 |
| 28 | 8.7 | 7.79329446346797 | 0.906705536532029 |
| 29 | 8.5 | 7.90663160323943 | 0.593368396760572 |
| 30 | 8.4 | 7.89020593080878 | 0.509794069191218 |
| 31 | 8.5 | 7.83764377903071 | 0.662356220969285 |
| 32 | 8.7 | 7.8803505273504 | 0.819649472649605 |
| 33 | 8.7 | 7.92141470842701 | 0.778585291572989 |
| 34 | 8.6 | 8.03475184819847 | 0.565248151801532 |
| 35 | 8.5 | 7.99040253263572 | 0.509597467364276 |
| 36 | 8.3 | 7.95262348604524 | 0.347376513954763 |
| 37 | 8 | 8.0051856378233 | -0.00518563782330506 |
| 38 | 8.2 | 8.04953495338605 | 0.150465046613950 |
| 39 | 8.1 | 8.04460725165686 | 0.0553927483431439 |
| 40 | 8.1 | 8.1119525086225 | -0.0119525086225051 |
| 41 | 8 | 8.11359507586557 | -0.113595075865569 |
| 42 | 7.9 | 8.06760319305976 | -0.16760319305976 |
| 43 | 7.9 | 8.04296468441379 | -0.142964684413791 |
| 44 | 8 | 8.03967954992766 | -0.0396795499276619 |
| 45 | 8 | 8.02161131025395 | -0.0216113102539512 |
| 46 | 7.9 | 8.01339847403863 | -0.113398474038628 |
| 47 | 8 | 8.01996874301089 | -0.0199687430108866 |
| 48 | 7.7 | 8.10209710516412 | -0.402097105164117 |
| 49 | 7.2 | 8.10045453792105 | -0.900454537921052 |
| 50 | 7.5 | 8.08731399997654 | -0.587313999976536 |
| 51 | 7.3 | 8.12837818105315 | -0.828378181053151 |
| 52 | 7 | 8.06431805857363 | -1.06431805857363 |
| 53 | 7 | 7.94441064982991 | -0.944410649829914 |
| 54 | 7 | 7.8294309428154 | -0.829430942815392 |
| 55 | 7.2 | 7.80479243416942 | -0.604792434169422 |
| 56 | 7.3 | 7.74401744617603 | -0.444017446176032 |
| 57 | 7.1 | 7.71445123580087 | -0.614451235800869 |
| 58 | 6.8 | 7.59125869257102 | -0.791258692571023 |
| 59 | 6.4 | 7.63068030640457 | -1.23068030640457 |
| 60 | 6.1 | 7.45656817863973 | -1.35656817863973 |
| 61 | 6.5 | 7.35965671129891 | -0.859656711298913 |
| 62 | 7.7 | 7.3415884716252 | 0.358411528374798 |
| 63 | 7.9 | 7.42700196826456 | 0.472998031735438 |
| 64 | 7.5 | 7.41550399756311 | 0.0844960024368902 |
| 65 | 6.9 | 7.53705397354989 | -0.63705397354989 |
| 66 | 6.6 | 7.7965795979541 | -1.1965795979541 |
| 67 | 6.9 | 7.8803505273504 | -0.980350527350394 |
| 68 | 7.7 | 7.9312701118854 | -0.231270111885397 |
| 69 | 8 | 7.99533023436492 | 0.00466976563508258 |
| 70 | 8 | 8.21050654320638 | -0.210506543206381 |
| 71 | 7.7 | 8.21379167769251 | -0.513791677692511 |
| 72 | 7.3 | 8.37312070026978 | -1.07312070026978 |
| 73 | 7.4 | 8.4930281090135 | -1.09302810901349 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.192638798544805 | 0.385277597089609 | 0.807361201455195 |
| 6 | 0.0865950751287496 | 0.173190150257499 | 0.91340492487125 |
| 7 | 0.0509082103972539 | 0.101816420794508 | 0.949091789602746 |
| 8 | 0.0789818423212792 | 0.157963684642558 | 0.921018157678721 |
| 9 | 0.0555060862848742 | 0.111012172569748 | 0.944493913715126 |
| 10 | 0.0323974128299748 | 0.0647948256599496 | 0.967602587170025 |
| 11 | 0.0614451424688348 | 0.122890284937670 | 0.938554857531165 |
| 12 | 0.0446935710515724 | 0.0893871421031448 | 0.955306428948428 |
| 13 | 0.029689823887186 | 0.059379647774372 | 0.970310176112814 |
| 14 | 0.123050236729187 | 0.246100473458374 | 0.876949763270813 |
| 15 | 0.352002407848666 | 0.704004815697333 | 0.647997592151334 |
| 16 | 0.521199701946872 | 0.957600596106255 | 0.478800298053128 |
| 17 | 0.518409190662043 | 0.963181618675914 | 0.481590809337957 |
| 18 | 0.444009511720745 | 0.88801902344149 | 0.555990488279255 |
| 19 | 0.374609272113806 | 0.749218544227612 | 0.625390727886194 |
| 20 | 0.324917108262227 | 0.649834216524455 | 0.675082891737773 |
| 21 | 0.296779107591493 | 0.593558215182986 | 0.703220892408507 |
| 22 | 0.264575012507504 | 0.529150025015008 | 0.735424987492496 |
| 23 | 0.217499155046452 | 0.434998310092905 | 0.782500844953548 |
| 24 | 0.176489461468782 | 0.352978922937564 | 0.823510538531218 |
| 25 | 0.146331763583434 | 0.292663527166868 | 0.853668236416566 |
| 26 | 0.145498386726515 | 0.290996773453030 | 0.854501613273485 |
| 27 | 0.159421096932160 | 0.318842193864319 | 0.84057890306784 |
| 28 | 0.17921252969181 | 0.35842505938362 | 0.82078747030819 |
| 29 | 0.168436432746825 | 0.33687286549365 | 0.831563567253175 |
| 30 | 0.154091274451661 | 0.308182548903322 | 0.845908725548339 |
| 31 | 0.157820153793297 | 0.315640307586594 | 0.842179846206703 |
| 32 | 0.197625792978046 | 0.395251585956093 | 0.802374207021954 |
| 33 | 0.252551938387244 | 0.505103876774488 | 0.747448061612756 |
| 34 | 0.284553226928896 | 0.569106453857792 | 0.715446773071104 |
| 35 | 0.316842593057213 | 0.633685186114425 | 0.683157406942787 |
| 36 | 0.330794450891482 | 0.661588901782964 | 0.669205549108518 |
| 37 | 0.318068633008445 | 0.63613726601689 | 0.681931366991555 |
| 38 | 0.313428984438097 | 0.626857968876194 | 0.686571015561903 |
| 39 | 0.304786703502833 | 0.609573407005666 | 0.695213296497167 |
| 40 | 0.289928054943088 | 0.579856109886176 | 0.710071945056912 |
| 41 | 0.271031466419639 | 0.542062932839278 | 0.728968533580361 |
| 42 | 0.256561657120794 | 0.513123314241587 | 0.743438342879206 |
| 43 | 0.246475468942596 | 0.492950937885191 | 0.753524531057404 |
| 44 | 0.245883933546859 | 0.491767867093718 | 0.754116066453141 |
| 45 | 0.254220620632751 | 0.508441241265502 | 0.745779379367249 |
| 46 | 0.259932126508711 | 0.519864253017422 | 0.740067873491289 |
| 47 | 0.284668393314229 | 0.569336786628458 | 0.715331606685771 |
| 48 | 0.270901844197062 | 0.541803688394125 | 0.729098155802938 |
| 49 | 0.304346980027453 | 0.608693960054906 | 0.695653019972547 |
| 50 | 0.282132930604282 | 0.564265861208563 | 0.717867069395718 |
| 51 | 0.265215234613155 | 0.53043046922631 | 0.734784765386845 |
| 52 | 0.318643428983295 | 0.63728685796659 | 0.681356571016705 |
| 53 | 0.393764415714989 | 0.787528831429979 | 0.60623558428501 |
| 54 | 0.47428140352803 | 0.94856280705606 | 0.52571859647197 |
| 55 | 0.481237767964089 | 0.962475535928178 | 0.518762232035911 |
| 56 | 0.463304012459805 | 0.92660802491961 | 0.536695987540195 |
| 57 | 0.446641561041263 | 0.893283122082526 | 0.553358438958737 |
| 58 | 0.450751176167866 | 0.901502352335733 | 0.549248823832134 |
| 59 | 0.561898778211104 | 0.876202443577792 | 0.438101221788896 |
| 60 | 0.769108753770567 | 0.461782492458866 | 0.230891246229433 |
| 61 | 0.835211469237232 | 0.329577061525536 | 0.164788530762768 |
| 62 | 0.793510040878864 | 0.412979918242273 | 0.206489959121136 |
| 63 | 0.818808738358994 | 0.362382523282013 | 0.181191261641006 |
| 64 | 0.79393712813469 | 0.412125743730621 | 0.206062871865310 |
| 65 | 0.698829155230234 | 0.602341689539532 | 0.301170844769766 |
| 66 | 0.811708132245826 | 0.376583735508348 | 0.188291867754174 |
| 67 | 0.97051321246718 | 0.0589735750656389 | 0.0294867875328195 |
| 68 | 0.96443832380221 | 0.071123352395581 | 0.0355616761977905 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 5 | 0.078125 | OK |
