| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 128.461123908783 + 12.5549986638161X[t] -0.0269166221272041t + 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) | 128.461123908783 | 2.14339 | 59.9336 | 0 | 0 |
| X | 12.5549986638161 | 3.290926 | 3.815 | 0.000337 | 0.000169 |
| t | -0.0269166221272041 | 0.076011 | -0.3541 | 0.72456 | 0.36228 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.549347680748939 |
| R-squared | 0.301782874344238 |
| Adjusted R-squared | 0.277284027830000 |
| F-TEST (value) | 12.3182482966641 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 57 |
| p-value | 3.57873186478397e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 7.35190131548342 |
| Sum Squared Residuals | 3080.87581829859 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 126.51 | 128.434207286656 | -1.92420728665622 |
| 2 | 131.02 | 128.407290664529 | 2.61270933547124 |
| 3 | 136.51 | 128.380374042402 | 8.12962595759844 |
| 4 | 138.04 | 128.353457420274 | 9.68654257972565 |
| 5 | 132.92 | 128.326540798147 | 4.59345920185285 |
| 6 | 129.61 | 128.29962417602 | 1.31037582398008 |
| 7 | 122.96 | 128.272707553893 | -5.31270755389274 |
| 8 | 124.04 | 128.245790931766 | -4.20579093176552 |
| 9 | 121.29 | 128.218874309638 | -6.92887430963832 |
| 10 | 124.56 | 128.191957687511 | -3.63195768751112 |
| 11 | 118.53 | 128.165041065384 | -9.63504106538391 |
| 12 | 113.14 | 128.138124443257 | -14.9981244432567 |
| 13 | 114.15 | 128.111207821130 | -13.9612078211295 |
| 14 | 122.17 | 128.084291199002 | -5.9142911990023 |
| 15 | 129.23 | 128.057374576875 | 1.17262542312489 |
| 16 | 131.19 | 128.030457954748 | 3.1595420452521 |
| 17 | 129.12 | 128.003541332621 | 1.11645866737931 |
| 18 | 128.28 | 127.976624710493 | 0.303375289506514 |
| 19 | 126.83 | 127.949708088366 | -1.11970808836628 |
| 20 | 138.13 | 127.922791466239 | 10.2072085337609 |
| 21 | 140.52 | 127.895874844112 | 12.6241251558881 |
| 22 | 146.83 | 127.868958221985 | 18.9610417780153 |
| 23 | 135.14 | 127.842041599857 | 7.29795840014252 |
| 24 | 131.84 | 127.815124977730 | 4.02487502226974 |
| 25 | 125.7 | 127.788208355603 | -2.08820835560306 |
| 26 | 128.98 | 127.761291733476 | 1.21870826652414 |
| 27 | 133.25 | 127.734375111349 | 5.51562488865135 |
| 28 | 136.76 | 127.707458489221 | 9.05254151077854 |
| 29 | 133.24 | 127.680541867094 | 5.55945813290577 |
| 30 | 128.54 | 127.653625244967 | 0.886374755032955 |
| 31 | 121.08 | 127.626708622840 | -6.54670862283983 |
| 32 | 120.23 | 127.599792000713 | -7.36979200071262 |
| 33 | 119.08 | 127.572875378585 | -8.49287537858543 |
| 34 | 125.75 | 127.545958756458 | -1.79595875645822 |
| 35 | 126.89 | 127.519042134331 | -0.629042134331016 |
| 36 | 126.6 | 127.492125512204 | -0.892125512203818 |
| 37 | 121.89 | 127.465208890077 | -5.57520889007661 |
| 38 | 123.44 | 127.438292267949 | -3.99829226794941 |
| 39 | 126.46 | 127.411375645822 | -0.951375645822206 |
| 40 | 129.49 | 127.384459023695 | 2.10554097630501 |
| 41 | 127.78 | 127.357542401568 | 0.422457598432209 |
| 42 | 125.29 | 127.330625779441 | -2.04062577944058 |
| 43 | 119.02 | 127.303709157313 | -8.28370915731339 |
| 44 | 119.96 | 127.276792535186 | -7.31679253518619 |
| 45 | 122.86 | 127.249875913059 | -4.38987591305898 |
| 46 | 131.89 | 127.222959290932 | 4.66704070906822 |
| 47 | 132.73 | 127.196042668805 | 5.53395733119542 |
| 48 | 135.01 | 127.169126046677 | 7.84087395332263 |
| 49 | 136.71 | 139.697208088366 | -2.98720808836628 |
| 50 | 142.73 | 139.670291466239 | 3.0597085337609 |
| 51 | 144.43 | 139.643374844112 | 4.78662515588812 |
| 52 | 144.93 | 139.616458221985 | 5.31354177801533 |
| 53 | 138.75 | 139.589541599857 | -0.839541599857476 |
| 54 | 130.22 | 139.562624977730 | -9.34262497773027 |
| 55 | 122.19 | 139.535708355603 | -17.3457083556031 |
| 56 | 128.4 | 139.508791733476 | -11.1087917334759 |
| 57 | 140.43 | 139.481875111349 | 0.948124888651347 |
| 58 | 153.5 | 139.454958489221 | 14.0450415107785 |
| 59 | 149.33 | 139.428041867094 | 9.90195813290576 |
| 60 | 142.97 | 139.401125244967 | 3.56887475503295 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.328221775247391 | 0.656443550494783 | 0.671778224752609 |
| 7 | 0.411547709169877 | 0.823095418339754 | 0.588452290830123 |
| 8 | 0.300960749650611 | 0.601921499301222 | 0.699039250349389 |
| 9 | 0.218385290794192 | 0.436770581588383 | 0.781614709205808 |
| 10 | 0.136359048162428 | 0.272718096324855 | 0.863640951837573 |
| 11 | 0.0963626867242392 | 0.192725373448478 | 0.903637313275761 |
| 12 | 0.109083737589500 | 0.218167475179001 | 0.8909162624105 |
| 13 | 0.0970191407259977 | 0.194038281451995 | 0.902980859274002 |
| 14 | 0.127289723083146 | 0.254579446166292 | 0.872710276916854 |
| 15 | 0.307075177197388 | 0.614150354394776 | 0.692924822802612 |
| 16 | 0.454922066418515 | 0.90984413283703 | 0.545077933581485 |
| 17 | 0.46920026816159 | 0.93840053632318 | 0.53079973183841 |
| 18 | 0.444328486910244 | 0.888656973820488 | 0.555671513089756 |
| 19 | 0.400226264637466 | 0.800452529274933 | 0.599773735362534 |
| 20 | 0.549737647369813 | 0.900524705260373 | 0.450262352630187 |
| 21 | 0.679511591139222 | 0.640976817721556 | 0.320488408860778 |
| 22 | 0.897407331320771 | 0.205185337358458 | 0.102592668679229 |
| 23 | 0.878975721645666 | 0.242048556708668 | 0.121024278354334 |
| 24 | 0.843729757478119 | 0.312540485043762 | 0.156270242521881 |
| 25 | 0.812496115369735 | 0.375007769260531 | 0.187503884630265 |
| 26 | 0.76160976556598 | 0.47678046886804 | 0.23839023443402 |
| 27 | 0.729938219670281 | 0.540123560659437 | 0.270061780329719 |
| 28 | 0.769580287023121 | 0.460839425953759 | 0.230419712976879 |
| 29 | 0.781185382398003 | 0.437629235203995 | 0.218814617601997 |
| 30 | 0.766505042245762 | 0.466989915508476 | 0.233494957754238 |
| 31 | 0.767934342660876 | 0.464131314678248 | 0.232065657339124 |
| 32 | 0.762370104656777 | 0.475259790686446 | 0.237629895343223 |
| 33 | 0.759914359379593 | 0.480171281240814 | 0.240085640620407 |
| 34 | 0.703234835321377 | 0.593530329357247 | 0.296765164678623 |
| 35 | 0.644070271678104 | 0.711859456643792 | 0.355929728321896 |
| 36 | 0.580775323261978 | 0.838449353476043 | 0.419224676738022 |
| 37 | 0.521896709256079 | 0.956206581487842 | 0.478103290743921 |
| 38 | 0.449198220448727 | 0.898396440897454 | 0.550801779551273 |
| 39 | 0.373295891647628 | 0.746591783295256 | 0.626704108352372 |
| 40 | 0.322439407926381 | 0.644878815852762 | 0.677560592073619 |
| 41 | 0.261988868479419 | 0.523977736958837 | 0.738011131520581 |
| 42 | 0.199603584463214 | 0.399207168926429 | 0.800396415536786 |
| 43 | 0.188044058306229 | 0.376088116612458 | 0.811955941693771 |
| 44 | 0.183674480595185 | 0.367348961190369 | 0.816325519404815 |
| 45 | 0.170611890879928 | 0.341223781759856 | 0.829388109120072 |
| 46 | 0.127857705085191 | 0.255715410170382 | 0.872142294914809 |
| 47 | 0.0930385529357288 | 0.186077105871458 | 0.906961447064271 |
| 48 | 0.0674655840832005 | 0.134931168166401 | 0.9325344159168 |
| 49 | 0.0403599452578215 | 0.080719890515643 | 0.959640054742179 |
| 50 | 0.0292040898764956 | 0.0584081797529912 | 0.970795910123504 |
| 51 | 0.0313294618388865 | 0.062658923677773 | 0.968670538161113 |
| 52 | 0.0780553232264857 | 0.156110646452971 | 0.921944676773514 |
| 53 | 0.161557937737595 | 0.323115875475189 | 0.838442062262405 |
| 54 | 0.136058689191829 | 0.272117378383659 | 0.86394131080817 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 3 | 0.0612244897959184 | OK |
