Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 120.538461538462 -7.66346153846155X[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) | 120.538461538462 | 2.548976 | 47.289 | 0 | 0 |
X | -7.66346153846155 | 6.980659 | -1.0978 | 0.276823 | 0.138411 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.142675247853586 |
R-squared | 0.0203562263500823 |
Adjusted R-squared | 0.00346581645956656 |
F-TEST (value) | 1.20519433702509 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 58 |
p-value | 0.276822685864108 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 18.3809299964163 |
Sum Squared Residuals | 19595.7980769231 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 161 | 120.538461538461 | 40.4615384615387 |
2 | 149 | 120.538461538462 | 28.4615384615385 |
3 | 139 | 120.538461538462 | 18.4615384615385 |
4 | 135 | 120.538461538462 | 14.4615384615385 |
5 | 130 | 120.538461538462 | 9.46153846153845 |
6 | 127 | 120.538461538462 | 6.46153846153845 |
7 | 122 | 120.538461538462 | 1.46153846153845 |
8 | 117 | 120.538461538462 | -3.53846153846155 |
9 | 112 | 120.538461538462 | -8.53846153846155 |
10 | 113 | 120.538461538462 | -7.53846153846155 |
11 | 149 | 120.538461538462 | 28.4615384615385 |
12 | 157 | 120.538461538462 | 36.4615384615385 |
13 | 157 | 120.538461538462 | 36.4615384615385 |
14 | 147 | 120.538461538462 | 26.4615384615385 |
15 | 137 | 120.538461538462 | 16.4615384615385 |
16 | 132 | 120.538461538462 | 11.4615384615385 |
17 | 125 | 120.538461538462 | 4.46153846153845 |
18 | 123 | 120.538461538462 | 2.46153846153845 |
19 | 117 | 120.538461538462 | -3.53846153846155 |
20 | 114 | 120.538461538462 | -6.53846153846155 |
21 | 111 | 120.538461538462 | -9.53846153846155 |
22 | 112 | 120.538461538462 | -8.53846153846155 |
23 | 144 | 120.538461538462 | 23.4615384615385 |
24 | 150 | 120.538461538462 | 29.4615384615385 |
25 | 149 | 120.538461538462 | 28.4615384615385 |
26 | 134 | 120.538461538462 | 13.4615384615385 |
27 | 123 | 120.538461538462 | 2.46153846153845 |
28 | 116 | 120.538461538462 | -4.53846153846155 |
29 | 117 | 120.538461538462 | -3.53846153846155 |
30 | 111 | 120.538461538462 | -9.53846153846155 |
31 | 105 | 120.538461538462 | -15.5384615384615 |
32 | 102 | 120.538461538462 | -18.5384615384615 |
33 | 95 | 120.538461538462 | -25.5384615384615 |
34 | 93 | 120.538461538462 | -27.5384615384615 |
35 | 124 | 120.538461538462 | 3.46153846153845 |
36 | 130 | 120.538461538462 | 9.46153846153845 |
37 | 124 | 120.538461538462 | 3.46153846153845 |
38 | 115 | 120.538461538462 | -5.53846153846155 |
39 | 106 | 120.538461538462 | -14.5384615384615 |
40 | 105 | 120.538461538462 | -15.5384615384615 |
41 | 105 | 120.538461538462 | -15.5384615384615 |
42 | 101 | 120.538461538462 | -19.5384615384615 |
43 | 95 | 120.538461538462 | -25.5384615384615 |
44 | 93 | 120.538461538462 | -27.5384615384615 |
45 | 84 | 120.538461538462 | -36.5384615384615 |
46 | 87 | 120.538461538462 | -33.5384615384615 |
47 | 116 | 120.538461538462 | -4.53846153846155 |
48 | 120 | 120.538461538462 | -0.538461538461546 |
49 | 117 | 120.538461538462 | -3.53846153846155 |
50 | 109 | 120.538461538462 | -11.5384615384615 |
51 | 105 | 120.538461538462 | -15.5384615384615 |
52 | 107 | 120.538461538462 | -13.5384615384615 |
53 | 109 | 112.875 | -3.875 |
54 | 109 | 112.875 | -3.875 |
55 | 108 | 112.875 | -4.875 |
56 | 107 | 112.875 | -5.875 |
57 | 99 | 112.875 | -13.875 |
58 | 103 | 112.875 | -9.875 |
59 | 131 | 112.875 | 18.125 |
60 | 137 | 112.875 | 24.125 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.420936966267954 | 0.841873932535908 | 0.579063033732046 |
6 | 0.375278471813465 | 0.750556943626929 | 0.624721528186535 |
7 | 0.370090971768182 | 0.740181943536364 | 0.629909028231818 |
8 | 0.394240744311886 | 0.788481488623771 | 0.605759255688114 |
9 | 0.442474140300047 | 0.884948280600095 | 0.557525859699953 |
10 | 0.436208318024551 | 0.872416636049103 | 0.563791681975448 |
11 | 0.463373721417359 | 0.926747442834718 | 0.536626278582641 |
12 | 0.599613849023301 | 0.800772301953398 | 0.400386150976699 |
13 | 0.720694540961736 | 0.558610918076528 | 0.279305459038264 |
14 | 0.731757039232395 | 0.536485921535209 | 0.268242960767605 |
15 | 0.691963846891638 | 0.616072306216725 | 0.308036153108362 |
16 | 0.643543795831406 | 0.712912408337188 | 0.356456204168594 |
17 | 0.601687249925391 | 0.796625500149219 | 0.398312750074609 |
18 | 0.563625921114136 | 0.872748157771727 | 0.436374078885864 |
19 | 0.55229182522244 | 0.89541634955512 | 0.44770817477756 |
20 | 0.552377488283887 | 0.895245023432225 | 0.447622511716113 |
21 | 0.563948962844308 | 0.872102074311384 | 0.436051037155692 |
22 | 0.555185430655762 | 0.889629138688475 | 0.444814569344238 |
23 | 0.614350069140483 | 0.771299861719033 | 0.385649930859517 |
24 | 0.768111433306085 | 0.463777133387831 | 0.231888566693915 |
25 | 0.901344014622304 | 0.197311970755393 | 0.0986559853776963 |
26 | 0.922741167342644 | 0.154517665314711 | 0.0772588326573555 |
27 | 0.919440773450351 | 0.161118453099298 | 0.0805592265496492 |
28 | 0.913350433613652 | 0.173299132772695 | 0.0866495663863475 |
29 | 0.905759749663791 | 0.188480500672417 | 0.0942402503362085 |
30 | 0.900604252248676 | 0.198791495502648 | 0.0993957477513242 |
31 | 0.905321656892939 | 0.189356686214123 | 0.0946783431070615 |
32 | 0.913675109455069 | 0.172649781089863 | 0.0863248905449314 |
33 | 0.940190609115269 | 0.119618781769462 | 0.0598093908847312 |
34 | 0.961299380655878 | 0.077401238688244 | 0.038700619344122 |
35 | 0.958595382787078 | 0.0828092344258448 | 0.0414046172129224 |
36 | 0.971923050291214 | 0.0561538994175727 | 0.0280769497087863 |
37 | 0.976011192582759 | 0.0479776148344826 | 0.0239888074172413 |
38 | 0.970921303788835 | 0.0581573924223301 | 0.0290786962111650 |
39 | 0.961620875344841 | 0.076758249310317 | 0.0383791246551585 |
40 | 0.94936826666261 | 0.101263466674782 | 0.0506317333373911 |
41 | 0.932798642130414 | 0.134402715739172 | 0.0672013578695859 |
42 | 0.915301894352135 | 0.16939621129573 | 0.084698105647865 |
43 | 0.909670240583188 | 0.180659518833624 | 0.0903297594168118 |
44 | 0.911046483382958 | 0.177907033234083 | 0.0889535166170417 |
45 | 0.959053571354948 | 0.0818928572901033 | 0.0409464286450517 |
46 | 0.984823105398162 | 0.0303537892036766 | 0.0151768946018383 |
47 | 0.972345571812192 | 0.0553088563756148 | 0.0276544281878074 |
48 | 0.958882051070713 | 0.0822358978585749 | 0.0411179489292874 |
49 | 0.937815466843213 | 0.124369066313574 | 0.0621845331567871 |
50 | 0.89500835741233 | 0.209983285175340 | 0.104991642587670 |
51 | 0.831474301899539 | 0.337051396200923 | 0.168525698100462 |
52 | 0.739261007800039 | 0.521477984399921 | 0.260738992199961 |
53 | 0.61972858509427 | 0.760542829811459 | 0.380271414905730 |
54 | 0.478409926591222 | 0.956819853182444 | 0.521590073408778 |
55 | 0.333299148050906 | 0.666598296101813 | 0.666700851949094 |
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 | 2 | 0.0392156862745098 | OK |
10% type I error level | 10 | 0.196078431372549 | NOK |