Multiple Linear Regression - Estimated Regression Equation
geb[t] = + 2.25568655873471 + 0.00518056008851177auto[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.255686558734710.17445312.9300
auto0.005180560088511770.0074390.69640.488930.244465


Multiple Linear Regression - Regression Statistics
Multiple R0.090289779416755
R-squared0.00815224426712628
Adjusted R-squared-0.00865873464360045
F-TEST (value)0.484935726254735
F-TEST (DF numerator)1
F-TEST (DF denominator)59
p-value0.488929557573516
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.329111628192011
Sum Squared Residuals6.39055336486061


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12.1552.37371007867118-0.218710078671178
22.1722.35499271507139-0.182992715071388
32.152.32721455187679-0.177214551876788
42.5332.409771957447310.123228042552688
52.0582.38826227195981-0.330262271959811
62.162.40642013507004-0.246420135070045
72.262.39287815099867-0.132878150998675
82.4982.371757007517810.126242992482188
92.6952.395789625768420.299210374231581
102.7992.348781223525260.450218776474737
112.9472.352718449192530.594281550807468
122.932.357660703516970.572339296483028
132.3182.35818394008591-0.0401839400859115
142.542.351418128610320.188581871389685
152.572.311108190561610.258891809438395
162.6692.421236536923190.247763463076812
172.452.408544164706330.0414558352936657
182.8422.434446965148890.407553034851107
193.442.396416473539131.04358352646087
202.6782.394194013261160.283805986738843
212.9812.378419207791640.602580792208361
222.262.34974998826181-0.0897499882618146
232.8442.345455303948440.498544696051562
242.5462.349998655146060.196001344853937
252.4562.364452417793010.0915475822069892
262.2952.34573505419322-0.0507350541932179
272.3792.304212865083800.074787134916204
282.4792.416926310929550.0620736890704536
292.0572.39323560964478-0.336235609644782
302.282.41447590600768-0.134475906007681
312.3512.38965066206353-0.0386506620635321
322.2762.38571861695635-0.109718616956352
332.5482.389231036696360.158768963303637
342.3112.36146323462194-0.0504632346219396
352.2012.35250086566881-0.151500865668814
362.7252.361494317982470.363505682017530
372.4082.384040115487670.0239598845123261
382.1392.35833417632848-0.219334176328479
391.8982.32167653314217-0.423676533142169
402.5372.419216118488670.117783881511331
412.0692.41167840355988-0.342678403559884
422.0632.41120179203174-0.348201792031741
432.5242.421122564601240.102877435398759
442.4372.389479703580610.0475202964193887
452.1892.39470688870992-0.205706888709919
462.7932.360359775323090.432640224676914
472.0742.34784354214924-0.273843542149242
482.6222.361991651750970.260008348249032
492.2782.37234241080781-0.0943424108078142
502.1442.33635824043301-0.192358240433011
512.4272.315309624793390.111690375206612
522.1392.38751627130707-0.248516271307065
531.8282.38048625126695-0.552486251266955
542.0722.39963360135409-0.327633601354094
551.82.39139133025327-0.591391330253272
561.7582.36197092951061-0.603970929510614
572.2462.37359092578915-0.127590925789146
581.9872.35426225609891-0.367262256098908
591.8682.34360584399684-0.475605843996839
602.5142.359484260668130.154515739331872
612.1212.37217145232489-0.251171452324893


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.1552720574407740.3105441148815480.844727942559226
60.08824256401862880.1764851280372580.911757435981371
70.03615269238531450.0723053847706290.963847307614686
80.05140793432484940.1028158686496990.94859206567515
90.1033130302456720.2066260604913440.896686969754328
100.2696098574661060.5392197149322130.730390142533894
110.4793853241418440.9587706482836890.520614675858156
120.5962481256231770.8075037487536450.403751874376823
130.5158047556947680.9683904886104630.484195244305232
140.4301678514843810.8603357029687620.569832148515619
150.3591330864969690.7182661729939380.640866913503031
160.3398475386454620.6796950772909230.660152461354538
170.2624707253990360.5249414507980730.737529274600964
180.2986522809421750.5973045618843490.701347719057825
190.8693779581604750.2612440836790490.130622041839525
200.8518930534949130.2962138930101740.148106946505087
210.9279823128065640.1440353743868730.0720176871934364
220.9086396599589350.1827206800821300.0913603400410648
230.9442394015129950.1115211969740110.0557605984870054
240.9330740245937120.1338519508125760.0669259754062878
250.914170119851870.1716597602962590.0858298801481295
260.890412948643930.2191741027121380.109587051356069
270.8626725332782290.2746549334435420.137327466721771
280.8325174076887860.3349651846224290.167482592311214
290.8547899653353940.2904200693292120.145210034664606
300.8252168613048450.3495662773903110.174783138695155
310.7828702460594260.4342595078811480.217129753940574
320.7389203902997660.5221592194004680.261079609700234
330.7135463527011210.5729072945977580.286453647298879
340.6597361495425260.6805277009149490.340263850457474
350.6105621001391680.7788757997216650.389437899860832
360.6932692898163430.6134614203673140.306730710183657
370.6460421220971320.7079157558057360.353957877902868
380.6044077310248010.7911845379503980.395592268975199
390.6373905866626850.7252188266746310.362609413337315
400.6313929452512740.7372141094974510.368607054748726
410.6091619074961620.7816761850076770.390838092503838
420.5812108002719580.8375783994560850.418789199728042
430.5921377861176690.8157244277646610.407862213882331
440.5772985070781650.845402985843670.422701492921835
450.5167120250411280.9665759499177440.483287974958872
460.7574187001507130.4851625996985740.242581299849287
470.7076474430687470.5847051138625060.292352556931253
480.8364045150976180.3271909698047640.163595484902382
490.810087842324230.3798243153515390.189912157675770
500.7376878425900250.5246243148199510.262312157409975
510.7098360716081480.5803278567837040.290163928391852
520.6320091555221940.7359816889556110.367990844477806
530.6060735916149960.7878528167700070.393926408385004
540.4890252370648860.9780504741297720.510974762935114
550.54836066792930.90327866414140.4516393320707
560.6401307745766040.7197384508467920.359869225423396


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level10.0192307692307692OK