| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 3255.2677926153 -1.88573019166673X[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) | 3255.2677926153 | 535.849547 | 6.075 | 0 | 0 |
| X | -1.88573019166673 | 1.443548 | -1.3063 | 0.196602 | 0.098301 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.169058749276525 |
| R-squared | 0.0285808607069431 |
| Adjusted R-squared | 0.0118322548570629 |
| F-TEST (value) | 1.70646207589555 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 0.196601812988957 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 309.957469882705 |
| Sum Squared Residuals | 5572270.7218931 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2529 | 2663.14851243195 | -134.148512431948 |
| 2 | 2196 | 2655.60559166528 | -459.605591665281 |
| 3 | 3202 | 2651.83413128195 | 550.165868718053 |
| 4 | 2718 | 2646.17694070695 | 71.8230592930527 |
| 5 | 2728 | 2642.40548032361 | 85.5945196763861 |
| 6 | 2354 | 2638.63401994028 | -284.634019940280 |
| 7 | 2697 | 2632.97682936528 | 64.0231706347198 |
| 8 | 2651 | 2631.09109917361 | 19.9089008263865 |
| 9 | 2067 | 2629.20536898195 | -562.205368981947 |
| 10 | 2641 | 2625.43390859861 | 15.5660914013867 |
| 11 | 2539 | 2625.43390859861 | -86.4339085986133 |
| 12 | 2294 | 2625.43390859861 | -331.433908598613 |
| 13 | 2712 | 2616.00525764028 | 95.9947423597203 |
| 14 | 2314 | 2604.69087649028 | -290.690876490279 |
| 15 | 3092 | 2602.80514629861 | 489.194853701387 |
| 16 | 2677 | 2591.49076514861 | 85.5092348513878 |
| 17 | 2813 | 2585.83357457361 | 227.166425426388 |
| 18 | 2668 | 2580.17638399861 | 87.8236160013881 |
| 19 | 2939 | 2574.51919342361 | 364.480806576388 |
| 20 | 2617 | 2570.74773304028 | 46.2522669597218 |
| 21 | 2231 | 2568.86200284861 | -337.862002848612 |
| 22 | 2481 | 2566.97627265694 | -85.9762726569448 |
| 23 | 2421 | 2565.09054246528 | -144.090542465278 |
| 24 | 2408 | 2557.54762169861 | -149.547621698611 |
| 25 | 2560 | 2555.66189150694 | 4.33810849305561 |
| 26 | 2100 | 2555.66189150694 | -455.661891506944 |
| 27 | 3315 | 2553.77616131528 | 761.223838684722 |
| 28 | 2801 | 2551.89043112361 | 249.109568876389 |
| 29 | 2403 | 2551.89043112361 | -148.890431123611 |
| 30 | 3024 | 2550.00470093194 | 473.995299068056 |
| 31 | 2507 | 2548.11897074028 | -41.1189707402775 |
| 32 | 2980 | 2548.11897074028 | 431.881029259722 |
| 33 | 2211 | 2546.23324054861 | -335.233240548611 |
| 34 | 2471 | 2546.23324054861 | -75.2332405486108 |
| 35 | 2594 | 2544.34751035694 | 49.652489643056 |
| 36 | 2452 | 2544.34751035694 | -92.347510356944 |
| 37 | 2232 | 2542.46178016528 | -310.461780165277 |
| 38 | 2373 | 2540.57604997361 | -167.576049973611 |
| 39 | 3127 | 2538.69031978194 | 588.309680218056 |
| 40 | 2802 | 2531.14739901528 | 270.852600984723 |
| 41 | 2641 | 2521.71874805694 | 119.281251943057 |
| 42 | 2787 | 2519.83301786528 | 267.166982134723 |
| 43 | 2619 | 2517.94728767361 | 101.052712326390 |
| 44 | 2806 | 2516.06155748194 | 289.938442518057 |
| 45 | 2193 | 2514.17582729028 | -321.175827290276 |
| 46 | 2323 | 2512.29009709861 | -189.290097098610 |
| 47 | 2529 | 2512.29009709861 | 16.7099029013903 |
| 48 | 2412 | 2510.40436690694 | -98.4043669069429 |
| 49 | 2262 | 2508.51863671528 | -246.518636715276 |
| 50 | 2154 | 2506.63290652361 | -352.632906523609 |
| 51 | 3230 | 2504.74717633194 | 725.252823668057 |
| 52 | 2295 | 2502.86144614028 | -207.861446140276 |
| 53 | 2715 | 2500.97571594861 | 214.024284051391 |
| 54 | 2733 | 2500.97571594861 | 232.024284051391 |
| 55 | 2317 | 2499.08998575694 | -182.089985756943 |
| 56 | 2730 | 2499.08998575694 | 230.910014243057 |
| 57 | 1913 | 2489.66133479861 | -576.661334798609 |
| 58 | 2390 | 2487.77560460694 | -97.7756046069422 |
| 59 | 2484 | 2457.60392154027 | 26.3960784597255 |
| 60 | 1960 | 2450.06100077361 | -490.061000773608 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.808356201273515 | 0.38328759745297 | 0.191643798726485 |
| 6 | 0.817956700410502 | 0.364086599178995 | 0.182043299589498 |
| 7 | 0.712078930523946 | 0.575842138952109 | 0.287921069476054 |
| 8 | 0.59185140863206 | 0.816297182735879 | 0.408148591367940 |
| 9 | 0.748792836186914 | 0.502414327626172 | 0.251207163813086 |
| 10 | 0.668069734578913 | 0.663860530842175 | 0.331930265421087 |
| 11 | 0.570949124558232 | 0.858101750883537 | 0.429050875441768 |
| 12 | 0.543169611806343 | 0.913660776387314 | 0.456830388193657 |
| 13 | 0.491047260924885 | 0.98209452184977 | 0.508952739075115 |
| 14 | 0.450264295046452 | 0.900528590092904 | 0.549735704953548 |
| 15 | 0.623166739508828 | 0.753666520982343 | 0.376833260491172 |
| 16 | 0.537866052743506 | 0.924267894512988 | 0.462133947256494 |
| 17 | 0.467505247857187 | 0.935010495714375 | 0.532494752142813 |
| 18 | 0.383041973092349 | 0.766083946184699 | 0.61695802690765 |
| 19 | 0.347828669755178 | 0.695657339510356 | 0.652171330244822 |
| 20 | 0.283856454738477 | 0.567712909476954 | 0.716143545261523 |
| 21 | 0.367385499535321 | 0.734770999070641 | 0.632614500464679 |
| 22 | 0.313677462033896 | 0.627354924067792 | 0.686322537966104 |
| 23 | 0.276894665633876 | 0.553789331267752 | 0.723105334366124 |
| 24 | 0.241445600553641 | 0.482891201107282 | 0.758554399446359 |
| 25 | 0.186732459222345 | 0.373464918444689 | 0.813267540777655 |
| 26 | 0.292406285368288 | 0.584812570736576 | 0.707593714631712 |
| 27 | 0.607692734093474 | 0.784614531813053 | 0.392307265906526 |
| 28 | 0.55487388628699 | 0.89025222742602 | 0.44512611371301 |
| 29 | 0.52165971019415 | 0.95668057961170 | 0.47834028980585 |
| 30 | 0.563917046525257 | 0.872165906949486 | 0.436082953474743 |
| 31 | 0.500139539245088 | 0.999720921509824 | 0.499860460754912 |
| 32 | 0.519637634523007 | 0.960724730953986 | 0.480362365476993 |
| 33 | 0.579371181269068 | 0.841257637461864 | 0.420628818730932 |
| 34 | 0.524590805588127 | 0.950818388823747 | 0.475409194411873 |
| 35 | 0.449137131263151 | 0.898274262526303 | 0.550862868736849 |
| 36 | 0.403608374883501 | 0.807216749767001 | 0.5963916251165 |
| 37 | 0.484425819282047 | 0.968851638564095 | 0.515574180717953 |
| 38 | 0.509518399989663 | 0.980963200020674 | 0.490481600010337 |
| 39 | 0.585667386639226 | 0.828665226721549 | 0.414332613360774 |
| 40 | 0.524065424272398 | 0.951869151455204 | 0.475934575727602 |
| 41 | 0.442448797877912 | 0.884897595755823 | 0.557551202122088 |
| 42 | 0.393019165534458 | 0.786038331068916 | 0.606980834465542 |
| 43 | 0.31654790569296 | 0.63309581138592 | 0.68345209430704 |
| 44 | 0.291678742126569 | 0.583357484253139 | 0.708321257873431 |
| 45 | 0.310768371714150 | 0.621536743428301 | 0.68923162828585 |
| 46 | 0.27297610202806 | 0.54595220405612 | 0.72702389797194 |
| 47 | 0.202017221626908 | 0.404034443253816 | 0.797982778373092 |
| 48 | 0.152124573833710 | 0.304249147667421 | 0.84787542616629 |
| 49 | 0.142874622981690 | 0.285749245963381 | 0.85712537701831 |
| 50 | 0.194275991573068 | 0.388551983146137 | 0.805724008426931 |
| 51 | 0.504997063989181 | 0.990005872021638 | 0.495002936010819 |
| 52 | 0.451526402757658 | 0.903052805515316 | 0.548473597242342 |
| 53 | 0.371501608440473 | 0.743003216880946 | 0.628498391559527 |
| 54 | 0.332101959552765 | 0.66420391910553 | 0.667898040447235 |
| 55 | 0.213182187525170 | 0.426364375050340 | 0.78681781247483 |
| 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 | 0 | 0 | OK |
