| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 449.780487804878 -35.2304878048781X[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) | 449.780487804878 | 3.202545 | 140.4447 | 0 | 0 |
| X | -35.2304878048781 | 5.593004 | -6.299 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.634108968973948 |
| R-squared | 0.402094184533203 |
| Adjusted R-squared | 0.391960187660885 |
| F-TEST (value) | 39.6777490263036 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 59 |
| p-value | 4.10346300272479e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 20.5062927052310 |
| Sum Squared Residuals | 24809.9743902439 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 449 | 449.780487804878 | -0.780487804877668 |
| 2 | 452 | 449.780487804878 | 2.21951219512193 |
| 3 | 462 | 449.780487804878 | 12.2195121951219 |
| 4 | 455 | 449.780487804878 | 5.21951219512194 |
| 5 | 461 | 449.780487804878 | 11.2195121951219 |
| 6 | 461 | 449.780487804878 | 11.2195121951219 |
| 7 | 463 | 449.780487804878 | 13.2195121951219 |
| 8 | 462 | 449.780487804878 | 12.2195121951219 |
| 9 | 456 | 449.780487804878 | 6.21951219512194 |
| 10 | 455 | 449.780487804878 | 5.21951219512194 |
| 11 | 456 | 449.780487804878 | 6.21951219512194 |
| 12 | 472 | 449.780487804878 | 22.2195121951219 |
| 13 | 472 | 449.780487804878 | 22.2195121951219 |
| 14 | 471 | 449.780487804878 | 21.2195121951219 |
| 15 | 465 | 449.780487804878 | 15.2195121951219 |
| 16 | 459 | 449.780487804878 | 9.21951219512194 |
| 17 | 465 | 449.780487804878 | 15.2195121951219 |
| 18 | 468 | 449.780487804878 | 18.2195121951219 |
| 19 | 467 | 449.780487804878 | 17.2195121951219 |
| 20 | 463 | 449.780487804878 | 13.2195121951219 |
| 21 | 460 | 449.780487804878 | 10.2195121951219 |
| 22 | 462 | 449.780487804878 | 12.2195121951219 |
| 23 | 461 | 449.780487804878 | 11.2195121951219 |
| 24 | 476 | 449.780487804878 | 26.2195121951219 |
| 25 | 476 | 449.780487804878 | 26.2195121951219 |
| 26 | 471 | 449.780487804878 | 21.2195121951219 |
| 27 | 453 | 449.780487804878 | 3.21951219512194 |
| 28 | 443 | 449.780487804878 | -6.78048780487806 |
| 29 | 442 | 449.780487804878 | -7.78048780487806 |
| 30 | 444 | 449.780487804878 | -5.78048780487806 |
| 31 | 438 | 449.780487804878 | -11.7804878048781 |
| 32 | 427 | 449.780487804878 | -22.7804878048781 |
| 33 | 424 | 449.780487804878 | -25.7804878048781 |
| 34 | 416 | 449.780487804878 | -33.7804878048781 |
| 35 | 406 | 449.780487804878 | -43.7804878048781 |
| 36 | 431 | 449.780487804878 | -18.7804878048781 |
| 37 | 434 | 449.780487804878 | -15.7804878048781 |
| 38 | 418 | 449.780487804878 | -31.7804878048781 |
| 39 | 412 | 449.780487804878 | -37.7804878048781 |
| 40 | 404 | 449.780487804878 | -45.7804878048781 |
| 41 | 409 | 449.780487804878 | -40.7804878048781 |
| 42 | 412 | 414.55 | -2.55 |
| 43 | 406 | 414.55 | -8.55 |
| 44 | 398 | 414.55 | -16.55 |
| 45 | 397 | 414.55 | -17.55 |
| 46 | 385 | 414.55 | -29.55 |
| 47 | 390 | 414.55 | -24.55 |
| 48 | 413 | 414.55 | -1.55 |
| 49 | 413 | 414.55 | -1.55 |
| 50 | 401 | 414.55 | -13.55 |
| 51 | 397 | 414.55 | -17.55 |
| 52 | 397 | 414.55 | -17.55 |
| 53 | 409 | 414.55 | -5.55 |
| 54 | 419 | 414.55 | 4.45 |
| 55 | 424 | 414.55 | 9.45 |
| 56 | 428 | 414.55 | 13.45 |
| 57 | 430 | 414.55 | 15.45 |
| 58 | 424 | 414.55 | 9.45 |
| 59 | 433 | 414.55 | 18.45 |
| 60 | 456 | 414.55 | 41.45 |
| 61 | 459 | 414.55 | 44.45 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0365457494890923 | 0.0730914989781845 | 0.963454250510908 |
| 6 | 0.0122322307553652 | 0.0244644615107304 | 0.987767769244635 |
| 7 | 0.00483501617383041 | 0.00967003234766082 | 0.99516498382617 |
| 8 | 0.00153598142740105 | 0.00307196285480211 | 0.9984640185726 |
| 9 | 0.000386865171535913 | 0.000773730343071825 | 0.999613134828464 |
| 10 | 9.85118513328107e-05 | 0.000197023702665621 | 0.999901488148667 |
| 11 | 2.20062579253031e-05 | 4.40125158506062e-05 | 0.999977993742075 |
| 12 | 0.000102863650815365 | 0.000205727301630731 | 0.999897136349185 |
| 13 | 0.000170381865178536 | 0.000340763730357072 | 0.999829618134821 |
| 14 | 0.000164456647733504 | 0.000328913295467009 | 0.999835543352267 |
| 15 | 6.87033687295073e-05 | 0.000137406737459015 | 0.99993129663127 |
| 16 | 2.35871625770702e-05 | 4.71743251541404e-05 | 0.999976412837423 |
| 17 | 9.79013755920998e-06 | 1.95802751184200e-05 | 0.99999020986244 |
| 18 | 5.75944391306233e-06 | 1.15188878261247e-05 | 0.999994240556087 |
| 19 | 3.00640034926704e-06 | 6.01280069853408e-06 | 0.99999699359965 |
| 20 | 1.15355885451280e-06 | 2.30711770902559e-06 | 0.999998846441146 |
| 21 | 4.29430240532961e-07 | 8.58860481065923e-07 | 0.99999957056976 |
| 22 | 1.67359084995566e-07 | 3.34718169991133e-07 | 0.999999832640915 |
| 23 | 6.67136756015768e-08 | 1.33427351203154e-07 | 0.999999933286324 |
| 24 | 4.41801586339043e-07 | 8.83603172678087e-07 | 0.999999558198414 |
| 25 | 2.74269899978629e-06 | 5.48539799957258e-06 | 0.999997257301 |
| 26 | 6.96312430953272e-06 | 1.39262486190654e-05 | 0.99999303687569 |
| 27 | 1.04245235985521e-05 | 2.08490471971042e-05 | 0.999989575476401 |
| 28 | 5.74433731216712e-05 | 0.000114886746243342 | 0.999942556626878 |
| 29 | 0.000221632014986371 | 0.000443264029972742 | 0.999778367985014 |
| 30 | 0.00053246281788267 | 0.00106492563576534 | 0.999467537182117 |
| 31 | 0.00181408011495241 | 0.00362816022990483 | 0.998185919885048 |
| 32 | 0.0108494892536173 | 0.0216989785072346 | 0.989150510746383 |
| 33 | 0.0365189702372532 | 0.0730379404745064 | 0.963481029762747 |
| 34 | 0.109158963081623 | 0.218317926163245 | 0.890841036918377 |
| 35 | 0.286527285880989 | 0.573054571761977 | 0.713472714119011 |
| 36 | 0.296161604950793 | 0.592323209901587 | 0.703838395049207 |
| 37 | 0.315456285991737 | 0.630912571983474 | 0.684543714008263 |
| 38 | 0.361922791732531 | 0.723845583465062 | 0.638077208267469 |
| 39 | 0.418781180330679 | 0.837562360661357 | 0.581218819669321 |
| 40 | 0.497201765170375 | 0.99440353034075 | 0.502798234829625 |
| 41 | 0.518711398161075 | 0.96257720367785 | 0.481288601838925 |
| 42 | 0.437367061714888 | 0.874734123429777 | 0.562632938285112 |
| 43 | 0.367314875375452 | 0.734629750750903 | 0.632685124624548 |
| 44 | 0.330375351200115 | 0.66075070240023 | 0.669624648799885 |
| 45 | 0.302621093085024 | 0.605242186170049 | 0.697378906914976 |
| 46 | 0.384625411015590 | 0.769250822031181 | 0.615374588984410 |
| 47 | 0.452049478453219 | 0.904098956906438 | 0.547950521546781 |
| 48 | 0.382438881565008 | 0.764877763130015 | 0.617561118434993 |
| 49 | 0.314013154140693 | 0.628026308281387 | 0.685986845859307 |
| 50 | 0.313008936122782 | 0.626017872245564 | 0.686991063877218 |
| 51 | 0.38621180529533 | 0.77242361059066 | 0.61378819470467 |
| 52 | 0.552001067190711 | 0.895997865618578 | 0.447998932809289 |
| 53 | 0.616347662574256 | 0.767304674851489 | 0.383652337425744 |
| 54 | 0.590353691894803 | 0.819292616210393 | 0.409646308105197 |
| 55 | 0.524699671305205 | 0.950600657389589 | 0.475300328694795 |
| 56 | 0.422697301574483 | 0.845394603148966 | 0.577302698425517 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 25 | 0.480769230769231 | NOK |
| 5% type I error level | 27 | 0.519230769230769 | NOK |
| 10% type I error level | 29 | 0.557692307692308 | NOK |
