Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 20.55 -1.39000000000000X[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)20.550.39056152.616600
X-1.390000000000000.676472-2.05480.0444140.022207


Multiple Linear Regression - Regression Statistics
Multiple R0.260491074856844
R-squared0.0678556000800737
Adjusted R-squared0.0517841449090405
F-TEST (value)4.22211923923198
F-TEST (DF numerator)1
F-TEST (DF denominator)58
p-value0.0444142895959601
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.47012494448749
Sum Squared Residuals353.888000000001


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
125.620.54999999999995.05000000000007
223.720.553.15000000000000
32220.551.45
421.320.550.75
520.720.550.149999999999998
620.420.55-0.150000000000003
720.320.55-0.250000000000001
820.420.55-0.150000000000003
919.820.55-0.750000000000001
1019.520.55-1.05000000000000
1123.120.552.55
1223.520.552.95
1323.520.552.95
1422.920.552.35000000000000
1521.920.551.35000000000000
1621.520.550.949999999999999
1720.520.55-0.0500000000000013
1820.220.55-0.350000000000002
1919.420.55-1.15000000000000
2019.220.55-1.35000000000000
2118.820.55-1.75
2218.820.55-1.75
2322.620.552.05
2423.320.552.75
252320.552.45
2621.420.550.849999999999997
2719.920.55-0.650000000000003
2818.820.55-1.75
2918.620.55-1.95
3018.420.55-2.15000000000000
3118.620.55-1.95
3219.920.55-0.650000000000003
3319.220.55-1.35000000000000
3418.420.55-2.15000000000000
3521.120.550.55
3620.520.55-0.0500000000000013
3719.120.55-1.45
3818.120.55-2.45
391720.55-3.55
4017.120.55-3.45
4117.419.16-1.76
4216.819.16-2.36
4315.319.16-3.86
4414.319.16-4.86
4513.419.16-5.76
4615.319.16-3.86
4722.119.162.94
4823.719.164.54
4922.219.163.04
5019.519.160.34
5116.619.16-2.56
5217.319.16-1.86
5319.819.160.640000000000001
5421.219.162.04
5521.519.162.34
5620.619.161.44
5719.119.16-0.0599999999999986
5819.619.160.440000000000001
5923.519.164.34
602419.164.84


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.5505506323814110.8988987352371780.449449367618589
60.4916209406801110.9832418813602230.508379059319889
70.4215637039909610.8431274079819220.578436296009039
80.3380951167928780.6761902335857560.661904883207122
90.2924521493258450.5849042986516910.707547850674155
100.2583128129596110.5166256259192220.741687187040389
110.2238963598032900.4477927196065790.77610364019671
120.2121765317856460.4243530635712930.787823468214354
130.1987046024028460.3974092048056920.801295397597154
140.1614099286631440.3228198573262880.838590071336856
150.1147287686616190.2294575373232390.88527123133838
160.07918357628208560.1583671525641710.920816423717914
170.05952699092517390.1190539818503480.940473009074826
180.04653074199017750.0930614839803550.953469258009823
190.04526554817622380.09053109635244760.954734451823776
200.04455158976262460.08910317952524920.955448410237375
210.04794506818793750.0958901363758750.952054931812063
220.04810204658015340.09620409316030680.951897953419847
230.04144008640093750.0828801728018750.958559913599063
240.04716464187399810.09432928374799620.952835358126002
250.0499610993667540.0999221987335080.950038900633246
260.03748348533878620.07496697067757240.962516514661214
270.02883704320683620.05767408641367250.971162956793164
280.02815385933740760.05630771867481520.971846140662592
290.02784126077454750.0556825215490950.972158739225452
300.02789467153436260.05578934306872530.972105328465637
310.02503168034882060.05006336069764120.97496831965118
320.01735946037778240.03471892075556480.982640539622218
330.01282551454343310.02565102908686620.987174485456567
340.01116589672025480.02233179344050950.988834103279745
350.008210842399543920.01642168479908780.991789157600456
360.005913751125707930.01182750225141590.994086248874292
370.004412075891210280.008824151782420560.99558792410879
380.00394603904830170.00789207809660340.996053960951698
390.004762919869135380.009525839738270760.995237080130865
400.004990773601632840.009981547203265680.995009226398367
410.003149317533271000.006298635066542000.996850682466729
420.002233199562137060.004466399124274130.997766800437863
430.002927959631166110.005855919262332220.997072040368834
440.008043587083212730.01608717416642550.991956412916787
450.05960463898336840.1192092779667370.940395361016632
460.1689808767664660.3379617535329320.831019123233534
470.2542012428608690.5084024857217390.74579875713913
480.4505094807453050.901018961490610.549490519254695
490.4620152146371050.924030429274210.537984785362895
500.371982050494350.74396410098870.62801794950565
510.5128910163954640.9742179672090710.487108983604536
520.6706071594406370.6587856811187270.329392840559363
530.5982768870411720.8034462259176560.401723112958828
540.4659400985047390.9318801970094790.534059901495261
550.3216291649763220.6432583299526450.678370835023678


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level70.137254901960784NOK
5% type I error level130.254901960784314NOK
10% type I error level270.529411764705882NOK