Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 17180.2125921855 + 2309.26909950376X[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) | 17180.2125921855 | 683.817605 | 25.124 | 0 | 0 |
X | 2309.26909950376 | 229.974521 | 10.0414 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.770526630666746 |
R-squared | 0.593711288566648 |
Adjusted R-squared | 0.587823046371962 |
F-TEST (value) | 100.829970802226 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 69 |
p-value | 3.99680288865056e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2011.6954426771 |
Sum Squared Residuals | 279237380.232059 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 20604.6 | 21914.2142461682 | -1309.61424616825 |
2 | 18714.9 | 21868.0288641782 | -3153.12886417815 |
3 | 18492.6 | 21891.1215551732 | -3398.52155517318 |
4 | 18183.6 | 21868.0288641781 | -3684.42886417814 |
5 | 19435.1 | 21821.8434821881 | -2386.74348218807 |
6 | 22686.8 | 21821.8434821881 | 864.956517811935 |
7 | 20396.7 | 21821.8434821881 | -1425.14348218806 |
8 | 19233.6 | 21821.8434821881 | -2588.24348218807 |
9 | 22751 | 21821.8434821881 | 929.156517811936 |
10 | 19864 | 21821.8434821881 | -1957.84348218806 |
11 | 17165.4 | 21844.9361731831 | -4679.5361731831 |
12 | 22309.7 | 21844.9361731831 | 464.763826816898 |
13 | 21786.3 | 21868.0288641781 | -81.7288641781405 |
14 | 21927.6 | 21914.2142461682 | 13.3857538317833 |
15 | 20957.9 | 21983.4923191533 | -1025.59231915333 |
16 | 19726 | 21960.3996281583 | -2234.39962815829 |
17 | 21315.7 | 21937.3069371633 | -621.606937163252 |
18 | 24771.5 | 21914.2142461682 | 2857.28575383178 |
19 | 22592.4 | 21914.2142461682 | 678.185753831786 |
20 | 21942.1 | 21914.2142461682 | 27.8857538317833 |
21 | 23973.7 | 21914.2142461682 | 2059.48575383179 |
22 | 20815.7 | 21914.2142461682 | -1098.51424616821 |
23 | 19931.4 | 21937.3069371633 | -2005.90693716325 |
24 | 24436.8 | 21937.3069371633 | 2499.49306283675 |
25 | 22838.7 | 21960.3996281583 | 878.30037184171 |
26 | 24465.3 | 21960.3996281583 | 2504.90037184171 |
27 | 23007.3 | 22491.5315210442 | 515.768478955844 |
28 | 22720.8 | 22514.6242120392 | 206.175787960806 |
29 | 23045.7 | 22514.6242120392 | 531.075787960807 |
30 | 27198.5 | 23022.6634139300 | 4175.83658606998 |
31 | 22401.9 | 23138.1268689052 | -736.226868905208 |
32 | 25122.7 | 23161.2195599002 | 1961.48044009975 |
33 | 26100.5 | 23484.5172338308 | 2615.98276616923 |
34 | 22904.9 | 23692.3514527861 | -787.45145278611 |
35 | 22040.4 | 24108.0198906968 | -2067.61989069679 |
36 | 25981.5 | 24200.3906546769 | 1781.10934532306 |
37 | 26157.1 | 24639.1517835827 | 1517.94821641734 |
38 | 25975.4 | 24846.986002538 | 1128.41399746201 |
39 | 22589.8 | 25239.5617494536 | -2649.76174945363 |
40 | 25370.4 | 25424.3032774139 | -53.903277413932 |
41 | 25091.1 | 25401.2105864189 | -310.110586418898 |
42 | 28760.9 | 25770.6936423395 | 2990.20635766050 |
43 | 24325.9 | 26001.6205522899 | -1675.72055228987 |
44 | 25821.7 | 26001.6205522899 | -179.920552289873 |
45 | 27645.7 | 26371.1036082105 | 1274.59639178952 |
46 | 26296.9 | 26555.8451361708 | -258.945136170775 |
47 | 24141.5 | 26602.0305181609 | -2460.53051816085 |
48 | 27268.1 | 26856.0501191063 | 412.049880893732 |
49 | 29060.3 | 26786.7720461212 | 2273.52795387885 |
50 | 28226.4 | 26809.8647371162 | 1416.53526288381 |
51 | 23268.5 | 26902.2355010963 | -3633.73550109634 |
52 | 26938.2 | 26902.2355010963 | 35.9644989036596 |
53 | 27217.5 | 26809.8647371162 | 407.635262883809 |
54 | 27540.5 | 26856.0501191063 | 684.449880893733 |
55 | 29167.6 | 26994.6062650765 | 2172.99373492351 |
56 | 26671.5 | 26994.6062650765 | -323.106265076492 |
57 | 30184 | 26879.1428101013 | 3304.85718989870 |
58 | 28422.3 | 27179.3477930368 | 1242.95220696321 |
59 | 23774.3 | 27364.0893209971 | -3589.78932099709 |
60 | 29601 | 27710.4796859227 | 1890.52031407734 |
61 | 28523.6 | 29142.226527615 | -618.626527614992 |
62 | 23622 | 25077.9129124884 | -1455.91291248837 |
63 | 21320.3 | 23438.3318518407 | -2118.0318518407 |
64 | 20423.6 | 22468.4388300491 | -2044.83883004912 |
65 | 21174.9 | 21798.7507911930 | -623.850791193026 |
66 | 23050.2 | 20967.4139153717 | 2082.78608462833 |
67 | 21202.9 | 20182.2624215404 | 1020.63757845961 |
68 | 20476.4 | 19674.2232196496 | 802.176780350436 |
69 | 23173.3 | 19489.4816916893 | 3683.81830831073 |
70 | 22468 | 19489.4816916893 | 2978.51830831073 |
71 | 19842.7 | 19489.4816916893 | 353.218308310736 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.182835237969053 | 0.365670475938107 | 0.817164762030947 |
6 | 0.508763690389712 | 0.982472619220576 | 0.491236309610288 |
7 | 0.366186879159676 | 0.732373758319352 | 0.633813120840324 |
8 | 0.298295134079161 | 0.596590268158322 | 0.701704865920839 |
9 | 0.373820538546144 | 0.747641077092288 | 0.626179461453856 |
10 | 0.296688498716948 | 0.593376997433895 | 0.703311501283052 |
11 | 0.51335674279766 | 0.97328651440468 | 0.48664325720234 |
12 | 0.561036810119407 | 0.877926379761186 | 0.438963189880593 |
13 | 0.566223284201135 | 0.867553431597729 | 0.433776715798865 |
14 | 0.587033051442326 | 0.825933897115348 | 0.412966948557674 |
15 | 0.524977231265708 | 0.950045537468585 | 0.475022768734292 |
16 | 0.490593968811617 | 0.981187937623234 | 0.509406031188383 |
17 | 0.437810406222332 | 0.875620812444665 | 0.562189593777668 |
18 | 0.69320799935147 | 0.61358400129706 | 0.30679200064853 |
19 | 0.664895740901496 | 0.670208518197009 | 0.335104259098504 |
20 | 0.608613934029035 | 0.78277213194193 | 0.391386065970965 |
21 | 0.659501387859245 | 0.68099722428151 | 0.340498612140755 |
22 | 0.612411555868174 | 0.775176888263651 | 0.387588444131826 |
23 | 0.622297842573823 | 0.755404314852353 | 0.377702157426177 |
24 | 0.68450580045856 | 0.630988399082879 | 0.315494199541440 |
25 | 0.628976964801018 | 0.742046070397964 | 0.371023035198982 |
26 | 0.647483452548825 | 0.70503309490235 | 0.352516547451175 |
27 | 0.654198145685464 | 0.691603708629072 | 0.345801854314536 |
28 | 0.60008152109925 | 0.799836957801501 | 0.399918478900750 |
29 | 0.531736268662067 | 0.936527462675867 | 0.468263731337933 |
30 | 0.583743657943195 | 0.83251268411361 | 0.416256342056805 |
31 | 0.64466188888916 | 0.71067622222168 | 0.35533811111084 |
32 | 0.59338773773919 | 0.81322452452162 | 0.40661226226081 |
33 | 0.56491127264277 | 0.87017745471446 | 0.43508872735723 |
34 | 0.608203130537054 | 0.783593738925893 | 0.391796869462946 |
35 | 0.714121532804139 | 0.571756934391722 | 0.285878467195861 |
36 | 0.670371738767956 | 0.659256522464089 | 0.329628261232044 |
37 | 0.618690534104452 | 0.762618931791096 | 0.381309465895548 |
38 | 0.560882455431045 | 0.87823508913791 | 0.439117544568955 |
39 | 0.691761276145792 | 0.616477447708416 | 0.308238723854208 |
40 | 0.63312831162634 | 0.733743376747321 | 0.366871688373660 |
41 | 0.574185776963227 | 0.851628446073546 | 0.425814223036773 |
42 | 0.621328222525732 | 0.757343554948536 | 0.378671777474268 |
43 | 0.630554200083307 | 0.738891599833386 | 0.369445799916693 |
44 | 0.56583843771457 | 0.868323124570861 | 0.434161562285430 |
45 | 0.512430584417427 | 0.975138831165146 | 0.487569415582573 |
46 | 0.446360712267344 | 0.892721424534688 | 0.553639287732656 |
47 | 0.503956594614914 | 0.992086810770172 | 0.496043405385086 |
48 | 0.430510540258989 | 0.861021080517978 | 0.569489459741011 |
49 | 0.437443791950532 | 0.874887583901064 | 0.562556208049468 |
50 | 0.394948060201499 | 0.789896120402998 | 0.605051939798501 |
51 | 0.588654342036121 | 0.822691315927757 | 0.411345657963879 |
52 | 0.509436441269237 | 0.981127117461526 | 0.490563558730763 |
53 | 0.429530255194495 | 0.85906051038899 | 0.570469744805505 |
54 | 0.355715327159032 | 0.711430654318063 | 0.644284672840968 |
55 | 0.363963382250505 | 0.727926764501009 | 0.636036617749495 |
56 | 0.288351698346913 | 0.576703396693827 | 0.711648301653087 |
57 | 0.464167036820595 | 0.92833407364119 | 0.535832963179405 |
58 | 0.471617690170387 | 0.943235380340775 | 0.528382309829613 |
59 | 0.581179517944047 | 0.837640964111906 | 0.418820482055953 |
60 | 0.72289704500161 | 0.55420590999678 | 0.27710295499839 |
61 | 0.881872678434495 | 0.23625464313101 | 0.118127321565505 |
62 | 0.898659919991181 | 0.202680160017638 | 0.101340080008819 |
63 | 0.832819174397088 | 0.334361651205825 | 0.167180825602912 |
64 | 0.768245542333173 | 0.463508915333654 | 0.231754457666827 |
65 | 0.69150283668788 | 0.61699432662424 | 0.30849716331212 |
66 | 0.602510256645126 | 0.794979486709748 | 0.397489743354874 |
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 |