| Multiple Linear Regression - Estimated Regression Equation |
| Icons[t] = -0.38093323978063 + 0.898293762592767Inprod[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) | -0.38093323978063 | 1.746297 | -0.2181 | 0.828087 | 0.414044 |
| Inprod | 0.898293762592767 | 0.083502 | 10.7577 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.816177622465578 |
| R-squared | 0.666145911413564 |
| Adjusted R-squared | 0.660389806437936 |
| F-TEST (value) | 115.728589772785 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 1.99840144432528e-15 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4.22211716668176 |
| Sum Squared Residuals | 1033.92385541295 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 23 | 22.7052164588535 | 0.294783541146501 |
| 2 | 19 | 21.8069226962607 | -2.80692269626071 |
| 3 | 18 | 21.3577758149643 | -3.35777581496433 |
| 4 | 19 | 20.8187995574087 | -1.81879955740868 |
| 5 | 19 | 21.5374345674829 | -2.53743456748289 |
| 6 | 22 | 19.8306764185566 | 2.16932358144337 |
| 7 | 23 | 17.0459657545191 | 5.95403424548095 |
| 8 | 20 | 15.8781838631485 | 4.12181613685154 |
| 9 | 14 | 15.8781838631485 | -1.87818386314846 |
| 10 | 14 | 18.2137476458897 | -4.21374764588965 |
| 11 | 14 | 16.7764776257412 | -2.77647762574122 |
| 12 | 15 | 16.057842615667 | -1.05784261566701 |
| 13 | 11 | 14.8002313480371 | -3.80023134803714 |
| 14 | 17 | 15.6985251106299 | 1.30147488937010 |
| 15 | 16 | 17.7646007645933 | -1.76460076459327 |
| 16 | 20 | 18.6628945271860 | 1.33710547281397 |
| 17 | 24 | 20.9984583099272 | 3.00154169007277 |
| 18 | 23 | 21.1781170624458 | 1.82188293755422 |
| 19 | 20 | 23.5136808451870 | -3.51368084518698 |
| 20 | 21 | 22.3458989538164 | -1.34589895381638 |
| 21 | 19 | 24.4119746077797 | -5.41197460777974 |
| 22 | 23 | 21.8069226962607 | 1.19307730373928 |
| 23 | 23 | 23.5136808451870 | -0.513680845186977 |
| 24 | 23 | 21.5374345674829 | 1.46256543251711 |
| 25 | 23 | 21.7170933200014 | 1.28290667999856 |
| 26 | 27 | 22.9747045876313 | 4.02529541236868 |
| 27 | 26 | 21.89675207252 | 4.10324792748000 |
| 28 | 17 | 21.1781170624458 | -4.17811706244578 |
| 29 | 24 | 20.0103351710752 | 3.98966482892482 |
| 30 | 26 | 20.279823299853 | 5.72017670014699 |
| 31 | 24 | 21.2679464387051 | 2.73205356129494 |
| 32 | 27 | 21.1781170624458 | 5.82188293755422 |
| 33 | 27 | 20.0103351710752 | 6.98966482892482 |
| 34 | 26 | 19.9205057948159 | 6.07949420518409 |
| 35 | 24 | 20.3696526761123 | 3.63034732388771 |
| 36 | 23 | 21.5374345674829 | 1.46256543251711 |
| 37 | 23 | 20.279823299853 | 2.72017670014699 |
| 38 | 24 | 19.3815295372602 | 4.61847046273975 |
| 39 | 17 | 18.7527239034453 | -1.75272390344531 |
| 40 | 21 | 18.9323826559639 | 2.06761734403614 |
| 41 | 19 | 18.7527239034453 | 0.247276096554688 |
| 42 | 22 | 20.4594820523716 | 1.54051794762843 |
| 43 | 22 | 19.2018707847417 | 2.79812921525830 |
| 44 | 18 | 20.5493114286308 | -2.54931142863085 |
| 45 | 16 | 18.4832357746675 | -2.48323577466748 |
| 46 | 14 | 19.7408470422974 | -5.74084704229735 |
| 47 | 12 | 17.9442595171118 | -5.94425951711182 |
| 48 | 14 | 17.4951126358154 | -3.49511263581544 |
| 49 | 16 | 18.7527239034453 | -2.75272390344531 |
| 50 | 8 | 16.5968188732227 | -8.59681887322267 |
| 51 | 3 | 13.6324494566665 | -10.6324494566665 |
| 52 | 0 | 10.8477387926290 | -10.8477387926290 |
| 53 | 5 | 6.62575810844296 | -1.62575810844296 |
| 54 | 1 | 4.55968245447959 | -3.55968245447959 |
| 55 | 1 | 3.21224181059044 | -2.21224181059044 |
| 56 | 3 | 2.58343617677551 | 0.416563823224494 |
| 57 | 6 | 2.94275368181261 | 3.05724631818739 |
| 58 | 7 | 2.40377742425695 | 4.59622257574305 |
| 59 | 8 | 4.11053557318321 | 3.88946442681679 |
| 60 | 14 | 5.27831746455381 | 8.72168253544619 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0296407961792342 | 0.0592815923584683 | 0.970359203820766 |
| 6 | 0.0966576294945398 | 0.193315258989080 | 0.90334237050546 |
| 7 | 0.0571389014006156 | 0.114277802801231 | 0.942861098599384 |
| 8 | 0.035237126817347 | 0.070474253634694 | 0.964762873182653 |
| 9 | 0.129753664329705 | 0.25950732865941 | 0.870246335670295 |
| 10 | 0.182690573942409 | 0.365381147884818 | 0.817309426057591 |
| 11 | 0.172431503946813 | 0.344863007893627 | 0.827568496053187 |
| 12 | 0.120715763241877 | 0.241431526483754 | 0.879284236758123 |
| 13 | 0.129329051752836 | 0.258658103505672 | 0.870670948247164 |
| 14 | 0.088845068543999 | 0.177690137087998 | 0.911154931456001 |
| 15 | 0.0582333623205408 | 0.116466724641082 | 0.94176663767946 |
| 16 | 0.0408095265680014 | 0.0816190531360027 | 0.959190473431999 |
| 17 | 0.0418992511326545 | 0.083798502265309 | 0.958100748867345 |
| 18 | 0.0306723152992199 | 0.0613446305984399 | 0.96932768470078 |
| 19 | 0.0242210414233513 | 0.0484420828467026 | 0.975778958576649 |
| 20 | 0.0143429894657367 | 0.0286859789314735 | 0.985657010534263 |
| 21 | 0.0160761628384799 | 0.0321523256769599 | 0.98392383716152 |
| 22 | 0.0115067357393763 | 0.0230134714787526 | 0.988493264260624 |
| 23 | 0.00684688407678859 | 0.0136937681535772 | 0.993153115923211 |
| 24 | 0.00471812093852492 | 0.00943624187704985 | 0.995281879061475 |
| 25 | 0.00304858165529098 | 0.00609716331058196 | 0.99695141834471 |
| 26 | 0.0041849210815038 | 0.0083698421630076 | 0.995815078918496 |
| 27 | 0.00494518411018561 | 0.00989036822037121 | 0.995054815889814 |
| 28 | 0.00513553425847482 | 0.0102710685169496 | 0.994864465741525 |
| 29 | 0.00534972793166437 | 0.0106994558633287 | 0.994650272068336 |
| 30 | 0.0094371070633679 | 0.0188742141267358 | 0.990562892936632 |
| 31 | 0.00708361667706343 | 0.0141672333541269 | 0.992916383322937 |
| 32 | 0.0120469685625121 | 0.0240939371250243 | 0.987953031437488 |
| 33 | 0.0285815949993697 | 0.0571631899987395 | 0.97141840500063 |
| 34 | 0.047831263610226 | 0.095662527220452 | 0.952168736389774 |
| 35 | 0.0471282977238743 | 0.0942565954477485 | 0.952871702276126 |
| 36 | 0.0360566942550727 | 0.0721133885101455 | 0.963943305744927 |
| 37 | 0.0330116576085902 | 0.0660233152171803 | 0.96698834239141 |
| 38 | 0.0489173997170648 | 0.0978347994341296 | 0.951082600282935 |
| 39 | 0.0358773876798068 | 0.0717547753596136 | 0.964122612320193 |
| 40 | 0.0342758659594788 | 0.0685517319189575 | 0.965724134040521 |
| 41 | 0.0272106149825881 | 0.0544212299651763 | 0.972789385017412 |
| 42 | 0.0315341871249107 | 0.0630683742498214 | 0.96846581287509 |
| 43 | 0.0609077012831776 | 0.121815402566355 | 0.939092298716822 |
| 44 | 0.062010241177879 | 0.124020482355758 | 0.93798975882212 |
| 45 | 0.0613395941132032 | 0.122679188226406 | 0.938660405886797 |
| 46 | 0.064358850777492 | 0.128717701554984 | 0.935641149222508 |
| 47 | 0.0613626764153379 | 0.122725352830676 | 0.938637323584662 |
| 48 | 0.0607180325252668 | 0.121436065050534 | 0.939281967474733 |
| 49 | 0.168640168328073 | 0.337280336656146 | 0.831359831671927 |
| 50 | 0.235623753335669 | 0.471247506671338 | 0.764376246664331 |
| 51 | 0.221127318054259 | 0.442254636108517 | 0.778872681945741 |
| 52 | 0.277069977219661 | 0.554139954439322 | 0.722930022780339 |
| 53 | 0.273665465469395 | 0.547330930938789 | 0.726334534530605 |
| 54 | 0.605421851683568 | 0.789156296632865 | 0.394578148316432 |
| 55 | 0.82509868155329 | 0.34980263689342 | 0.17490131844671 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 4 | 0.0784313725490196 | NOK |
| 5% type I error level | 14 | 0.274509803921569 | NOK |
| 10% type I error level | 29 | 0.568627450980392 | NOK |
