Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 101.656351098474 -0.878501125566274X[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)101.6563510984740.279527363.67300
X-0.8785011255662740.098678-8.902700


Multiple Linear Regression - Regression Statistics
Multiple R0.75989485080661
R-squared0.5774401842824
Adjusted R-squared0.570154670218304
F-TEST (value)79.2586740211045
F-TEST (DF numerator)1
F-TEST (DF denominator)58
p-value1.91957560957690e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.07801618410123
Sum Squared Residuals67.402895804682


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1100.0399.8993488473420.130651152658071
2100.25100.0750490724550.174950927544810
399.699.28439805944550.315601940554456
4100.1699.6357985096720.524201490327948
5100.4999.98719895989860.502801040101436
699.7299.899348847342-0.179348847341932
7100.1499.6357985096720.504201490327952
898.4899.196547946889-0.716547946888908
9100.3899.54794839711540.832051602884574
10101.4599.6357985096721.81420149032795
1198.4299.2843980594455-0.864398059445537
1298.699.2843980594455-0.684398059445544
13100.0699.10869783433230.951302165667718
1498.6299.0208477217757-0.400847721775652
15100.8499.72364862222871.11635137777133
16100.0299.6357985096720.384201490327947
1797.9599.196547946889-1.24654794688891
1898.3299.196547946889-0.876547946888918
1998.2799.196547946889-0.926547946888916
2097.2299.7236486222287-2.50364862222868
2199.2899.3722481720022-0.092248172002165
22100.3899.1965479468891.18345205311108
2399.0299.4600982845588-0.440098284558798
24100.3299.54794839711540.772051602884572
2599.8199.6357985096720.174201490327954
26100.699.98719895989860.612801040101436
27101.19100.1628991850121.02710081498818
28100.4799.8993488473420.570651152658068
29101.7799.81149873478531.95850126521469
30102.32100.1628991850122.15710081498818
31102.39100.0750490724552.31495092754481
32101.16100.0750490724551.08495092754481
33100.63100.0750490724550.55495092754481
34101.48100.5142996352380.96570036476168
35101.44100.5142996352380.925700364761675
36100.09100.514299635238-0.42429963523832
37100.7100.6021497477950.0978502522050524
38100.78100.4264495226820.353550477318306
3999.8199.72364862222870.0863513777713264
4098.4599.1086978343323-0.658697834332281
4198.4998.932997609219-0.442997609219034
4297.4898.5815971589925-1.10159715899252
4397.9198.493747046436-0.583747046435895
4496.9497.7909461459829-0.850946145982874
4598.5398.05449648365280.475503516347246
4696.8297.1759953580865-0.355995358086487
4795.7696.56104457019-0.801044570190083
4895.2796.4731944576335-1.20319445763346
4997.3296.91244502041660.407554979583396
5096.6896.82459490786-0.144594907859964
5197.8797.43954569575640.430454304243642
5297.4298.8451474966624-1.4251474966624
5397.9499.2843980594455-1.34439805944554
5499.5299.8114987347853-0.291498734785307
55100.9999.98719895989861.00280104010144
5699.92101.129250423135-1.20925042313471
57101.97101.0414003105780.928599689421911
58101.58101.832051323588-0.252051323587737
5999.54102.534852224041-2.99485222404075
60100.83103.149803011937-2.31980301193715


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.00811869832002560.01623739664005120.991881301679974
60.00742412833767670.01484825667535340.992575871662323
70.002058310019838730.004116620039677470.997941689980161
80.009640839255795640.01928167851159130.990359160744204
90.009979283698224850.01995856739644970.990020716301775
100.07286156809888560.1457231361977710.927138431901114
110.08169195499748660.1633839099949730.918308045002513
120.06113224880812680.1222644976162540.938867751191873
130.07198351427201850.1439670285440370.928016485727981
140.04551473506381370.09102947012762750.954485264936186
150.04023923392069050.08047846784138110.95976076607931
160.02347179009702720.04694358019405440.976528209902973
170.03333310618453560.06666621236907120.966666893815464
180.02671003212162120.05342006424324240.973289967878379
190.02118902382506890.04237804765013770.978810976174931
200.2451509918516170.4903019837032350.754849008148383
210.1848466227266370.3696932454532750.815153377273363
220.2241540158992690.4483080317985390.77584598410073
230.1762685212815380.3525370425630760.823731478718462
240.1510728277590100.3021456555180200.84892717224099
250.1095171418434360.2190342836868710.890482858156564
260.0809975374855420.1619950749710840.919002462514458
270.06620037328585580.1324007465717120.933799626714144
280.04719658516671970.09439317033343950.95280341483328
290.09582134243644170.1916426848728830.904178657563558
300.1776589308020600.3553178616041210.82234106919794
310.3701493620225990.7402987240451970.629850637977401
320.380146933782060.760293867564120.61985306621794
330.3546910855408450.709382171081690.645308914459155
340.3922729678153020.7845459356306040.607727032184698
350.4457766189762640.8915532379525290.554223381023736
360.4747239532636630.9494479065273250.525276046736337
370.4707480386876980.9414960773753970.529251961312302
380.4724039330144260.9448078660288520.527596066985574
390.4311264563785740.8622529127571480.568873543621426
400.3596278111846100.7192556223692190.64037218881539
410.2872544502542950.5745089005085890.712745549745705
420.2405688546331880.4811377092663750.759431145366812
430.1813562518570440.3627125037140880.818643748142956
440.1434982295310640.2869964590621270.856501770468936
450.1503357552605230.3006715105210470.849664244739477
460.1143114563578020.2286229127156030.885688543642199
470.09294970190854350.1858994038170870.907050298091457
480.1137018603213750.227403720642750.886298139678625
490.09047047682982620.1809409536596520.909529523170174
500.06681548796553380.1336309759310680.933184512034466
510.0432908540793090.0865817081586180.95670914592069
520.0752054419999860.1504108839999720.924794558000014
530.2422545660766180.4845091321532370.757745433923382
540.3087945765658600.6175891531317210.69120542343414
550.1952412876910610.3904825753821220.804758712308939


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level10.0196078431372549NOK
5% type I error level70.137254901960784NOK
10% type I error level130.254901960784314NOK