Multiple Linear Regression - Estimated Regression Equation
Bestc[t] = + 82.8947144033536 + 0.226989745422757Industr[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)82.89471440335367.8059610.619400
Industr0.2269897454227570.0764512.96910.0043370.002169


Multiple Linear Regression - Regression Statistics
Multiple R0.363231545188491
R-squared0.131937155420019
Adjusted R-squared0.116970554651398
F-TEST (value)8.81543895368974
F-TEST (DF numerator)1
F-TEST (DF denominator)58
p-value0.00433737723847472
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation5.4710305338954
Sum Squared Residuals1736.06615596331


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
196.96103.119500720522-6.15950072052163
293.11101.802960197069-8.69296019706928
395.62105.071612531157-9.45161253115697
498.3105.797979716510-7.4979797165098
596.38107.477703832638-11.0977038326382
6100.82108.589953585210-7.76995358520971
799.06106.728637672743-7.6686376727431
894.03106.501647927320-12.4716479273203
9102.07107.818188450772-5.74818845077234
1099.31105.275903302037-5.96590330203745
1198.64104.118255600381-5.4782556003814
12101.82105.185107403868-3.36510740386836
1399.14102.869812000556-3.72981200055623
1497.63102.256939687915-4.6269396879148
15100.06104.867321760276-4.80732176027649
16101.32105.321301251122-4.00130125112201
17101.49107.931683323484-6.44168332348371
18105.43108.226769992533-2.79676999253328
19105.09108.135974094364-3.04597409436419
2099.48107.159918189046-7.67991818904633
21108.53109.588708465070-1.05870846506983
22104.34104.912719709361-0.572719709361042
23106.1104.9808166329881.11918336701212
24107.35105.2305053529532.11949464704709
25103102.7790161023870.220983897612869
26104.5102.7336181533031.76638184669742
27105.17104.3906432948890.779356705111296
28104.84105.934173563763-1.09417356376345
29106.18107.954382298026-1.77438229802598
30108.86107.5004028071801.35959719281953
31107.77107.79548947623-0.0254894762300594
32102.74106.774035621828-4.03403562182766
33112.63108.1132751198224.51672488017808
34106.26104.7311279130231.52887208697716
35108.86104.9808166329883.87918336701213
36111.38105.3440002256646.03599977433571
37106.85103.7096740586203.14032594137956
38107.86103.5280822622824.33191773771777
39107.94105.3213012511222.61869874887799
40111.38108.2040710179913.17592898200898
41111.29109.9064941086621.38350589133831
42113.72109.0666320505974.65336794940251
43111.88109.2936217960202.58637820397975
44109.87108.6807494833791.1892505166212
45113.72109.0212341015134.69876589848706
46111.71107.795489476233.91451052376994
47114.81105.0489135566159.7610864433853
48112.05105.7752807419686.27471925803248
49111.54104.2317504730937.30824952690723
50110.87102.6882202042188.18177979578197
51110.87106.2519592073554.61804079264469
52115.48108.1586730689067.32132693109354
53111.63107.0918212654204.53817873458049
54116.24107.6138976798928.62610232010815
55113.56107.4777038326386.08229616736181
56106.01105.7071838183410.302816181659311
57110.45106.5016479273203.94835207267966
58107.77103.3010925168594.46890748314052
59108.61102.5974243060496.01257569395107
60108.19103.5961791859094.59382081409094


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.05700432475147590.1140086495029520.942995675248524
60.03266337940487920.06532675880975830.96733662059512
70.01352109024762320.02704218049524630.986478909752377
80.03665134761591420.07330269523182830.963348652384086
90.04475522644696520.08951045289393050.955244773553035
100.03822084076208850.0764416815241770.961779159237911
110.03408129527674080.06816259055348170.96591870472326
120.0586137043924080.1172274087848160.941386295607592
130.05789127492488780.1157825498497760.942108725075112
140.0493273639803590.0986547279607180.95067263601964
150.04998290064427750.0999658012885550.950017099355723
160.06066227091833360.1213245418366670.939337729081666
170.06929592628009670.1385918525601930.930704073719903
180.1252578311719850.2505156623439700.874742168828015
190.1653141256228920.3306282512457840.834685874377108
200.2950464998980270.5900929997960540.704953500101973
210.4255304127617090.8510608255234180.574469587238291
220.5689733349889620.8620533300220770.431026665011038
230.7237497638861450.5525004722277110.276250236113855
240.8350245930036710.3299508139926570.164975406996329
250.8730130326183580.2539739347632840.126986967381642
260.9029444830092360.1941110339815280.0970555169907642
270.9212166200757240.1575667598485520.0787833799242762
280.941533381025050.1169332379499010.0584666189749503
290.9593161931922950.08136761361541020.0406838068077051
300.9673030814992730.06539383700145340.0326969185007267
310.973389262740440.05322147451912170.0266107372595609
320.9971609296214170.005678140757166490.00283907037858325
330.9982463420051320.003507315989735070.00175365799486754
340.998895666827550.002208666344898670.00110433317244933
350.9989944941128640.002011011774271950.00100550588713598
360.9992609211450640.001478157709872470.000739078854936237
370.9992768931608070.001446213678386620.000723106839193309
380.9991516946419430.001696610716114550.000848305358057274
390.999142980936140.001714038127721840.000857019063860918
400.9987697540060020.002460491987996320.00123024599399816
410.9984105020571670.003178995885666970.00158949794283348
420.9976109695594320.004778060881135910.00238903044056795
430.9962576926094230.007484614781154630.00374230739057732
440.996852951668280.006294096663439410.00314704833171970
450.9945707320284230.01085853594315350.00542926797157675
460.9916672174704330.01666556505913320.0083327825295666
470.9964758992735840.007048201452831690.00352410072641585
480.9935702638576730.01285947228465480.00642973614232738
490.9908594132364280.01828117352714360.0091405867635718
500.9930677646446610.01386447071067710.00693223535533857
510.9840687962301590.03186240753968220.0159312037698411
520.9714002549990250.05719949000195050.0285997450009753
530.937176120349570.1256477593008610.0628238796504304
540.9495972860086690.1008054279826620.0504027139913312
550.954889272703450.09022145459310050.0451107272965502


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level140.274509803921569NOK
5% type I error level210.411764705882353NOK
10% type I error level330.647058823529412NOK