Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 10478.8954186677 -149.383931152047X[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) | 10478.8954186677 | 1807.863488 | 5.7963 | 0 | 0 |
X | -149.383931152047 | 45.83193 | -3.2594 | 0.00187 | 0.000935 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.393458566501769 |
R-squared | 0.154809643553627 |
Adjusted R-squared | 0.140237396028689 |
F-TEST (value) | 10.6235941496808 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 58 |
p-value | 0.00187029886726986 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 589.802071683868 |
Sum Squared Residuals | 20176256.0582298 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 5560 | 4999.4928240107 | 560.507175989303 |
2 | 3922 | 4996.50514538762 | -1074.50514538762 |
3 | 3759 | 4995.0113060761 | -1236.0113060761 |
4 | 4138 | 4993.51746676458 | -855.51746676458 |
5 | 4634 | 4992.02362745306 | -358.023627453061 |
6 | 3996 | 4992.02362745306 | -996.02362745306 |
7 | 4308 | 4971.10987709177 | -663.109877091774 |
8 | 4429 | 4905.38094738487 | -476.380947384873 |
9 | 5219 | 4893.43023289271 | 325.569767107291 |
10 | 4929 | 4888.94871495815 | 40.0512850418521 |
11 | 5755 | 4875.50416115446 | 879.495838845536 |
12 | 5592 | 4851.60273217014 | 740.397267829864 |
13 | 4163 | 4851.60273217014 | -688.602732170136 |
14 | 4962 | 4845.62737492405 | 116.372625075945 |
15 | 5208 | 4835.17049974341 | 372.829500256589 |
16 | 4755 | 4833.67666043189 | -78.676660431891 |
17 | 4491 | 4826.20746387429 | -335.207463874288 |
18 | 5732 | 4820.23210662821 | 911.767893371794 |
19 | 5731 | 4751.51549829826 | 979.484501701735 |
20 | 5040 | 4715.66335482177 | 324.336645178226 |
21 | 6102 | 4694.74960446049 | 1407.25039553951 |
22 | 4904 | 4678.31737203376 | 225.682627966237 |
23 | 5369 | 4667.86049685312 | 701.13950314688 |
24 | 5578 | 4664.87281823008 | 913.127181769922 |
25 | 4619 | 4661.88513960704 | -42.8851396070377 |
26 | 4731 | 4637.98371062271 | 93.0162893772903 |
27 | 5011 | 4632.00835337663 | 378.991646623372 |
28 | 5299 | 4629.02067475359 | 669.979325246412 |
29 | 4146 | 4605.11924576926 | -459.11924576926 |
30 | 4625 | 4602.13156714622 | 22.8684328537817 |
31 | 4736 | 4587.19317403101 | 148.806825968986 |
32 | 4219 | 4515.48888707803 | -296.488887078032 |
33 | 5116 | 4475.15522566698 | 640.84477433302 |
34 | 4205 | 4473.66138635546 | -268.661386355458 |
35 | 4121 | 4463.20451117481 | -342.204511174815 |
36 | 5103 | 4461.71067186329 | 641.289328136705 |
37 | 4300 | 4458.72299324025 | -158.722993240255 |
38 | 4578 | 4452.74763599417 | 125.252364005828 |
39 | 3809 | 4443.78460012505 | -634.78460012505 |
40 | 5526 | 4439.30308219049 | 1086.69691780951 |
41 | 4247 | 4431.83388563289 | -184.833885632886 |
42 | 3830 | 4431.83388563289 | -601.833885632886 |
43 | 4394 | 4409.42629596008 | -15.4262959600784 |
44 | 4826 | 4392.99406353335 | 433.005936466647 |
45 | 4409 | 4388.51254559879 | 20.4874544012083 |
46 | 4569 | 4367.59879523751 | 201.401204762494 |
47 | 4106 | 4366.10495592598 | -260.104955925985 |
48 | 4794 | 4349.67272349926 | 444.32727650074 |
49 | 3914 | 4354.15424143382 | -440.154241433822 |
50 | 3793 | 4348.17888418774 | -555.17888418774 |
51 | 4405 | 4304.85754415365 | 100.142455846354 |
52 | 4022 | 4288.42531172692 | -266.425311726921 |
53 | 4100 | 4285.43763310388 | -185.43763310388 |
54 | 4788 | 4271.9930793002 | 516.006920699804 |
55 | 3163 | 4271.9930793002 | -1108.99307930020 |
56 | 3585 | 4233.15325720066 | -648.153257200663 |
57 | 3903 | 4237.63477513523 | -334.634775135225 |
58 | 4178 | 4228.6717392661 | -50.6717392661020 |
59 | 3863 | 4228.6717392661 | -365.671739266102 |
60 | 4187 | 4225.68406064306 | -38.6840606430616 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.840761610928985 | 0.31847677814203 | 0.159238389071015 |
6 | 0.779874203090662 | 0.440251593818676 | 0.220125796909338 |
7 | 0.86062233070744 | 0.278755338585121 | 0.139377669292561 |
8 | 0.828813531172084 | 0.342372937655832 | 0.171186468827916 |
9 | 0.82038731086449 | 0.359225378271022 | 0.179612689135511 |
10 | 0.750490329054962 | 0.499019341890077 | 0.249509670945038 |
11 | 0.773757450550921 | 0.452485098898157 | 0.226242549449079 |
12 | 0.703709085222989 | 0.592581829554021 | 0.296290914777011 |
13 | 0.908496699584612 | 0.183006600830776 | 0.0915033004153882 |
14 | 0.877026749285321 | 0.245946501429357 | 0.122973250714679 |
15 | 0.827188866138269 | 0.345622267723462 | 0.172811133861731 |
16 | 0.82088551831739 | 0.35822896336522 | 0.17911448168261 |
17 | 0.880509265429625 | 0.23898146914075 | 0.119490734570375 |
18 | 0.876768644875125 | 0.24646271024975 | 0.123231355124875 |
19 | 0.847473224443893 | 0.305053551112215 | 0.152526775556107 |
20 | 0.840207597697557 | 0.319584804604887 | 0.159792402302443 |
21 | 0.885110225125658 | 0.229779549748684 | 0.114889774874342 |
22 | 0.901202567254354 | 0.197594865491292 | 0.098797432745646 |
23 | 0.880521609422731 | 0.238956781154538 | 0.119478390577269 |
24 | 0.876339019135346 | 0.247321961729308 | 0.123660980864654 |
25 | 0.905448349046457 | 0.189103301907085 | 0.0945516509535426 |
26 | 0.906788483146407 | 0.186423033707186 | 0.0932115168535931 |
27 | 0.883933019962118 | 0.232133960075763 | 0.116066980037882 |
28 | 0.868942377130492 | 0.262115245739016 | 0.131057622869508 |
29 | 0.9339525056457 | 0.132094988708598 | 0.066047494354299 |
30 | 0.923168235771638 | 0.153663528456724 | 0.0768317642283618 |
31 | 0.901512382201312 | 0.196975235597376 | 0.098487617798688 |
32 | 0.920209337680732 | 0.159581324638537 | 0.0797906623192684 |
33 | 0.913287493007245 | 0.173425013985509 | 0.0867125069927546 |
34 | 0.916828093029027 | 0.166343813941946 | 0.0831719069709728 |
35 | 0.922232769943995 | 0.155534460112009 | 0.0777672300560045 |
36 | 0.917305341384664 | 0.165389317230672 | 0.0826946586153359 |
37 | 0.89887751098165 | 0.202244978036701 | 0.101122489018351 |
38 | 0.861783895262261 | 0.276432209475477 | 0.138216104737739 |
39 | 0.907511765604227 | 0.184976468791546 | 0.0924882343957729 |
40 | 0.969865777420876 | 0.0602684451582485 | 0.0301342225791242 |
41 | 0.956890125783001 | 0.0862197484339975 | 0.0431098742169988 |
42 | 0.971774575843205 | 0.0564508483135889 | 0.0282254241567944 |
43 | 0.954951124767054 | 0.0900977504658926 | 0.0450488752329463 |
44 | 0.945085751980304 | 0.109828496039392 | 0.054914248019696 |
45 | 0.914492584405811 | 0.171014831188377 | 0.0855074155941885 |
46 | 0.886348052762388 | 0.227303894475223 | 0.113651947237612 |
47 | 0.8397588838408 | 0.3204822323184 | 0.1602411161592 |
48 | 0.874106309846758 | 0.251787380306483 | 0.125893690153242 |
49 | 0.822612914427839 | 0.354774171144323 | 0.177387085572161 |
50 | 0.791848619056918 | 0.416302761886164 | 0.208151380943082 |
51 | 0.721681235017386 | 0.556637529965228 | 0.278318764982614 |
52 | 0.610943545001389 | 0.778112909997222 | 0.389056454998611 |
53 | 0.484371771472236 | 0.968743542944473 | 0.515628228527764 |
54 | 0.970402796602053 | 0.0591944067958934 | 0.0295972033979467 |
55 | 0.92714739712114 | 0.145705205757720 | 0.0728526028788601 |
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 | 0.0980392156862745 | OK |