| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 9380.59311151319 + 0.135405250981971X[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) | 9380.59311151319 | 149.259483 | 62.8476 | 0 | 0 |
| X | 0.135405250981971 | 0.037598 | 3.6014 | 0.000541 | 0.000271 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.36955225400964 |
| R-squared | 0.136568868443605 |
| Adjusted R-squared | 0.126039220497796 |
| F-TEST (value) | 12.9699368057176 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 82 |
| p-value | 0.000541023645005412 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 556.442302261611 |
| Sum Squared Residuals | 25389498.9311885 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 9487 | 9538.88184991107 | -51.881849911075 |
| 2 | 8700 | 9672.25602212835 | -972.256022128347 |
| 3 | 9627 | 9685.11952097164 | -58.1195209716347 |
| 4 | 8947 | 9744.42702090174 | -797.427020901738 |
| 5 | 9283 | 9970.8246005436 | -687.824600543594 |
| 6 | 8829 | 10109.3441722981 | -1280.34417229815 |
| 7 | 9947 | 9984.3651256418 | -37.365125641791 |
| 8 | 9628 | 10246.9159072958 | -618.915907295833 |
| 9 | 9318 | 10002.9156450263 | -684.915645026321 |
| 10 | 9605 | 9790.05859048266 | -185.058590482662 |
| 11 | 8640 | 9636.10282011616 | -996.10282011616 |
| 12 | 9214 | 9660.88198104586 | -446.881981045862 |
| 13 | 9567 | 9563.52560558982 | 3.47439441017536 |
| 14 | 8547 | 9680.9219581912 | -1133.92195819119 |
| 15 | 9185 | 9713.82543417981 | -528.825434179813 |
| 16 | 9470 | 9790.6002114866 | -320.60021148659 |
| 17 | 9123 | 10028.3718322109 | -905.371832210932 |
| 18 | 9278 | 10054.2342351485 | -776.234235148488 |
| 19 | 10170 | 10004.4051027871 | 165.594897212877 |
| 20 | 9434 | 10226.7405248995 | -792.74052489952 |
| 21 | 9655 | 10031.7569634855 | -376.756963485481 |
| 22 | 9429 | 9808.06748886326 | -379.067488863264 |
| 23 | 8739 | 9639.21714088875 | -900.217140888746 |
| 24 | 9552 | 9682.27601070101 | -130.276010701013 |
| 25 | 9784 | 9596.42908157844 | 187.570918421556 |
| 26 | 9089 | 9714.6378656857 | -625.637865685704 |
| 27 | 9763 | 9681.46357919512 | 81.5364208048785 |
| 28 | 9330 | 9868.99985180515 | -538.999851805152 |
| 29 | 9144 | 10014.9667123637 | -870.966712363717 |
| 30 | 9895 | 10052.4739668857 | -157.473966885722 |
| 31 | 10404 | 10161.8814096792 | 242.118590320845 |
| 32 | 10195 | 10122.6138868944 | 72.3861131056164 |
| 33 | 9987 | 10057.6193664230 | -70.6193664230374 |
| 34 | 9789 | 9817.68126168298 | -28.6812616829845 |
| 35 | 9437 | 9650.45577672025 | -213.45577672025 |
| 36 | 10096 | 9690.40032575993 | 405.599674240068 |
| 37 | 9776 | 9594.5334080647 | 181.466591935304 |
| 38 | 9106 | 9666.43359633612 | -560.433596336123 |
| 39 | 10258 | 9677.40142166566 | 580.598578334338 |
| 40 | 9766 | 9868.18742029926 | -102.187420299260 |
| 41 | 9826 | 10012.2586073441 | -186.258607344077 |
| 42 | 9957 | 10040.8291153013 | -83.829115301273 |
| 43 | 10036 | 10167.7038354714 | -131.70383547138 |
| 44 | 10508 | 10137.3730592514 | 370.626940748582 |
| 45 | 10146 | 10102.4385044981 | 43.5614955019302 |
| 46 | 10166 | 9796.96425828274 | 369.035741717257 |
| 47 | 9365 | 9651.6744239791 | -286.674423979088 |
| 48 | 9968 | 9692.8376202776 | 275.162379722393 |
| 49 | 10123 | 9584.64882474301 | 538.351175256988 |
| 50 | 9144 | 9650.32037146927 | -506.320371469268 |
| 51 | 10447 | 9717.34597070534 | 729.654029294656 |
| 52 | 9699 | 9853.15743744026 | -154.157437440261 |
| 53 | 10451 | 10009.8213128264 | 441.178687173599 |
| 54 | 10192 | 10138.0500855063 | 53.9499144936718 |
| 55 | 10404 | 10140.3519747730 | 263.648025226978 |
| 56 | 10597 | 10164.3187041968 | 432.681295803169 |
| 57 | 10633 | 10220.6472886053 | 412.352711394669 |
| 58 | 10727 | 9788.56913272186 | 938.43086727814 |
| 59 | 9784 | 9642.06065115937 | 141.939348840632 |
| 60 | 9667 | 9725.74109626623 | -58.7410962662261 |
| 61 | 10297 | 9584.24260899007 | 712.757391009934 |
| 62 | 9426 | 9663.5900860655 | -237.590086065501 |
| 63 | 10274 | 9746.45809966647 | 527.541900333532 |
| 64 | 9598 | 9778.5491441492 | -180.549144149195 |
| 65 | 10400 | 9989.91674093205 | 410.083259067948 |
| 66 | 9985 | 10221.1889096093 | -236.188909609259 |
| 67 | 10761 | 10249.2177965625 | 511.782203437473 |
| 68 | 11081 | 10146.5806163182 | 934.419383681808 |
| 69 | 10297 | 10188.1500283697 | 108.849971630342 |
| 70 | 10751 | 9808.87992036916 | 942.120079630844 |
| 71 | 9760 | 9650.99739772418 | 109.002602275822 |
| 72 | 10133 | 9708.54462939152 | 424.455370608484 |
| 73 | 10806 | 9566.91073686437 | 1239.08926313563 |
| 74 | 9734 | 9678.75547417548 | 55.2445258245179 |
| 75 | 10083 | 9743.8853998978 | 339.11460010219 |
| 76 | 10691 | 9827.83665550663 | 863.163344493368 |
| 77 | 10446 | 10084.9712271214 | 361.028772878604 |
| 78 | 10517 | 10088.8979793999 | 428.102020600127 |
| 79 | 11353 | 10041.3707363052 | 1311.6292636948 |
| 80 | 10436 | 10463.564308867 | -27.5643088669869 |
| 81 | 10721 | 10054.5050456505 | 666.494954349548 |
| 82 | 10701 | 9858.70905273052 | 842.290947269478 |
| 83 | 9793 | 9654.78874475167 | 138.211255248327 |
| 84 | 10142 | 9679.16168992843 | 462.838310071572 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.407018800943063 | 0.814037601886126 | 0.592981199056937 |
| 6 | 0.288676076069641 | 0.577352152139282 | 0.711323923930359 |
| 7 | 0.498562086534858 | 0.997124173069715 | 0.501437913465142 |
| 8 | 0.415805053718751 | 0.831610107437502 | 0.584194946281249 |
| 9 | 0.314227439123331 | 0.628454878246663 | 0.685772560876669 |
| 10 | 0.252129847169449 | 0.504259694338898 | 0.747870152830551 |
| 11 | 0.315531859502721 | 0.631063719005442 | 0.684468140497279 |
| 12 | 0.237119683491193 | 0.474239366982387 | 0.762880316508807 |
| 13 | 0.208577456487363 | 0.417154912974726 | 0.791422543512637 |
| 14 | 0.323285171613607 | 0.646570343227213 | 0.676714828386393 |
| 15 | 0.262949796380243 | 0.525899592760486 | 0.737050203619757 |
| 16 | 0.216792627286315 | 0.433585254572631 | 0.783207372713685 |
| 17 | 0.207532090274321 | 0.415064180548642 | 0.79246790972568 |
| 18 | 0.184192452331587 | 0.368384904663174 | 0.815807547668413 |
| 19 | 0.297690393073206 | 0.595380786146412 | 0.702309606926794 |
| 20 | 0.285171896726162 | 0.570343793452325 | 0.714828103273838 |
| 21 | 0.25669752334437 | 0.51339504668874 | 0.74330247665563 |
| 22 | 0.220558365770602 | 0.441116731541205 | 0.779441634229397 |
| 23 | 0.287006592236964 | 0.574013184473927 | 0.712993407763036 |
| 24 | 0.266475475921762 | 0.532950951843525 | 0.733524524078238 |
| 25 | 0.292907425633723 | 0.585814851267445 | 0.707092574366277 |
| 26 | 0.299813801361544 | 0.599627602723088 | 0.700186198638456 |
| 27 | 0.301973887457454 | 0.603947774914909 | 0.698026112542546 |
| 28 | 0.297088454710886 | 0.594176909421771 | 0.702911545289114 |
| 29 | 0.384173865392398 | 0.768347730784797 | 0.615826134607602 |
| 30 | 0.397740953280682 | 0.795481906561364 | 0.602259046719318 |
| 31 | 0.512519328421782 | 0.974961343156436 | 0.487480671578218 |
| 32 | 0.53335528757913 | 0.93328942484174 | 0.46664471242087 |
| 33 | 0.520660198588613 | 0.958679602822773 | 0.479339801411386 |
| 34 | 0.502734770722253 | 0.994530458555495 | 0.497265229277747 |
| 35 | 0.481450297378975 | 0.96290059475795 | 0.518549702621025 |
| 36 | 0.538731735521192 | 0.922536528957617 | 0.461268264478808 |
| 37 | 0.522485898459642 | 0.955028203080715 | 0.477514101540358 |
| 38 | 0.588763795737752 | 0.822472408524495 | 0.411236204262248 |
| 39 | 0.668167971817397 | 0.663664056365205 | 0.331832028182603 |
| 40 | 0.647851785657661 | 0.704296428684677 | 0.352148214342339 |
| 41 | 0.637020360857577 | 0.725959278284845 | 0.362979639142423 |
| 42 | 0.622154878721164 | 0.755690242557672 | 0.377845121278836 |
| 43 | 0.614171431916334 | 0.771657136167332 | 0.385828568083666 |
| 44 | 0.638144251569519 | 0.723711496860962 | 0.361855748430481 |
| 45 | 0.616898535335355 | 0.76620292932929 | 0.383101464664645 |
| 46 | 0.615215841239151 | 0.769568317521698 | 0.384784158760849 |
| 47 | 0.633159687341431 | 0.733680625317139 | 0.366840312658569 |
| 48 | 0.611750134587387 | 0.776499730825226 | 0.388249865412613 |
| 49 | 0.622002588055934 | 0.755994823888131 | 0.377997411944066 |
| 50 | 0.731389975135013 | 0.537220049729973 | 0.268610024864987 |
| 51 | 0.777059205418271 | 0.445881589163458 | 0.222940794581729 |
| 52 | 0.783529388157969 | 0.432941223684062 | 0.216470611842031 |
| 53 | 0.776030048007874 | 0.447939903984251 | 0.223969951992126 |
| 54 | 0.754441687524567 | 0.491116624950867 | 0.245558312475433 |
| 55 | 0.72669102963198 | 0.54661794073604 | 0.27330897036802 |
| 56 | 0.70581143538736 | 0.58837712922528 | 0.29418856461264 |
| 57 | 0.675690871524672 | 0.648618256950657 | 0.324309128475328 |
| 58 | 0.756782630038462 | 0.486434739923076 | 0.243217369961538 |
| 59 | 0.722789734819876 | 0.554420530360249 | 0.277210265180124 |
| 60 | 0.718228484594456 | 0.563543030811088 | 0.281771515405544 |
| 61 | 0.712147896045805 | 0.57570420790839 | 0.287852103954195 |
| 62 | 0.767429389274088 | 0.465141221451825 | 0.232570610725912 |
| 63 | 0.73061351895848 | 0.538772962083040 | 0.269386481041520 |
| 64 | 0.782125644197567 | 0.435748711604866 | 0.217874355802433 |
| 65 | 0.737036021694982 | 0.525927956610036 | 0.262963978305018 |
| 66 | 0.785133628956191 | 0.429732742087617 | 0.214866371043809 |
| 67 | 0.74109150464563 | 0.51781699070874 | 0.25890849535437 |
| 68 | 0.778381984137309 | 0.443236031725383 | 0.221618015862692 |
| 69 | 0.74094160893613 | 0.518116782127741 | 0.259058391063871 |
| 70 | 0.754360781329678 | 0.491278437340643 | 0.245639218670322 |
| 71 | 0.746132696375794 | 0.507734607248413 | 0.253867303624206 |
| 72 | 0.682094562284354 | 0.635810875431293 | 0.317905437715647 |
| 73 | 0.786005705410424 | 0.427988589179153 | 0.213994294589576 |
| 74 | 0.785379544285215 | 0.42924091142957 | 0.214620455714785 |
| 75 | 0.723704673459806 | 0.552590653080389 | 0.276295326540194 |
| 76 | 0.664676205369063 | 0.670647589261875 | 0.335323794630937 |
| 77 | 0.54809428118737 | 0.90381143762526 | 0.45190571881263 |
| 78 | 0.411481296530543 | 0.822962593061086 | 0.588518703469457 |
| 79 | 0.692251217705384 | 0.615497564589231 | 0.307748782294616 |
| 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 | 0 | 0 | OK |
