Multiple Linear Regression - Estimated Regression Equation
Werkl[t] = + 143.751260601764 -0.385392472173445Infl[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)143.7512606017642.1536166.74900
Infl-0.3853924721734450.021134-18.235200


Multiple Linear Regression - Regression Statistics
Multiple R0.923941333344126
R-squared0.853667587461722
Adjusted R-squared0.851100352154033
F-TEST (value)332.524091151642
F-TEST (DF numerator)1
F-TEST (DF denominator)57
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.406752304805825
Sum Squared Residuals9.43050393549652


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1106.1106.0251915007050.0748084992951664
2106105.7168775229660.283122477033612
3105.9105.5935519318710.306448068129123
4105.8105.5280352116010.271964788398600
5105.7105.809371716288-0.109371716288011
6105.6105.932697307384-0.332697307383524
7105.4105.871034511836-0.471034511835758
8105.4105.558866609375-0.158866609375272
9105.5105.4972038138280.00279618617247816
10105.6105.655214727419-0.0552147274186441
11105.7105.963528705157-0.263528705157391
12105.9105.7785403185140.121459681485867
13106.1105.4663724160540.633627583946348
14106105.1580584383150.841941561685108
15105.8105.0963956427670.703604357232855
16105.8105.1272270405410.67277295945898
17105.7105.2505526316370.449447368363486
18105.5105.3738782227320.126121777267978
19105.3105.2505526316370.0494473683634804
20105.2104.9114072561240.288592743876116
21105.2104.9114072561240.288592743876116
22105105.034732847219-0.034732847219392
23105.1105.188889836089-0.0888898360887725
24105.1105.104103492211-0.00410349221061495
25105.2104.9114072561240.288592743876116
26104.9104.6030932783850.296906721614874
27104.8104.4181048917420.381895108258121
28104.5104.4335205906290.0664794093711834
29104.5104.564554031168-0.0645540311677838
30104.4104.703295321150-0.303295321150224
31104.4104.514453009785-0.114453009785232
32104.2104.325610698420-0.125610698420249
33104.1104.394981343411-0.294981343411474
34103.9104.402689192855-0.502689192854936
35103.8104.537576558116-0.737576558115648
36103.9104.633924676159-0.733924676159
37104.2104.379565644525-0.179565644524531
38104.1103.8747015059770.225298494022674
39103.8103.6511738721170.148826127883275
40103.6103.635758173230-0.0357581732297879
41103.7103.843870108203-0.143870108203442
42103.5104.144476236499-0.644476236498733
43103.4104.098229139838-0.698229139837912
44103.1103.824600484595-0.72460048459478
45103.1103.762937689047-0.662937689047024
46103.1103.701274893499-0.601274893499274
47103.2103.920948602638-0.720948602638132
48103.3103.932510376803-0.632510376803342
49103.5103.593365001291-0.0933650012907036
50103.6103.1154783357960.484521664204361
51103.5102.9728831210910.527116878908543
52103.3102.8033104333350.496689566664855
53103.2102.9227820997090.277217900291092
54103.1102.9690291963700.130970803630268
55103.2102.9150742502650.284925749734560
56103102.7108162400140.289183759986483
57103102.7763329602830.223667039716997
58103.1102.9459056480390.154094351960676
59103.4103.2580735505000.141926449500196


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.06570439124283050.1314087824856610.93429560875717
60.08894526441937620.1778905288387520.911054735580624
70.1468802939436160.2937605878872310.853119706056384
80.1481877467194770.2963754934389540.851812253280523
90.09309787768834540.1861957553766910.906902122311655
100.05161049809301910.1032209961860380.94838950190698
110.02811230049901120.05622460099802250.971887699500989
120.01717034749846100.03434069499692210.98282965250154
130.02924049024313190.05848098048626390.970759509756868
140.02875128080730090.05750256161460190.9712487191927
150.02258118668435720.04516237336871440.977418813315643
160.01907129563104270.03814259126208540.980928704368957
170.01528324647422330.03056649294844660.984716753525777
180.01490566516913300.02981133033826600.985094334830867
190.02573942618558620.05147885237117240.974260573814414
200.04443405146326110.08886810292652210.955565948536739
210.05736039709547920.1147207941909580.94263960290452
220.08988406969531250.1797681393906250.910115930304688
230.1055688271191530.2111376542383060.894431172880847
240.116158612735520.232317225471040.88384138726448
250.1449496246747050.2898992493494100.855050375325295
260.1988405406874410.3976810813748820.801159459312559
270.3022679006019390.6045358012038780.697732099398061
280.4030344472673610.8060688945347230.596965552732639
290.5090276964499890.9819446071000210.490972303550011
300.6273185365959670.7453629268080650.372681463404033
310.7138532517372930.5722934965254140.286146748262707
320.767486470623280.4650270587534390.232513529376720
330.810514094780640.3789718104387210.189485905219361
340.8433166773846110.3133666452307770.156683322615389
350.8870955633611210.2258088732777580.112904436638879
360.907056274510350.1858874509792980.0929437254896492
370.9432973416354260.1134053167291470.0567026583645735
380.9873057416028010.02538851679439710.0126942583971985
390.9940119585594780.01197608288104360.00598804144052182
400.9936550455658760.01268990886824810.00634495443412403
410.9964778705320760.00704425893584820.0035221294679241
420.996553032224390.006893935551220.00344696777561
430.9957210625874480.008557874825104140.00427893741255207
440.9947208032547260.01055839349054840.00527919674527419
450.9933579162724520.01328416745509700.00664208372754852
460.9922793526343540.01544129473129260.0077206473656463
470.992043206757490.01591358648502230.00795679324251115
480.995527539170830.008944921658340160.00447246082917008
490.9935505614974490.01289887700510210.00644943850255107
500.9952990091590690.009401981681862230.00470099084093112
510.9986823384307180.002635323138564700.00131766156928235
520.9998148994652750.0003702010694500110.000185100534725006
530.9992357846612850.001528430677429430.000764215338714716
540.9969152763311290.006169447337742840.00308472366887142


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level90.18NOK
5% type I error level220.44NOK
10% type I error level270.54NOK