| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 1574.61263275984 + 0.219776211344191X[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) | 1574.61263275984 | 250.362879 | 6.2893 | 0 | 0 |
| X | 0.219776211344191 | 0.121072 | 1.8153 | 0.074655 | 0.037328 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.231859778739834 |
| R-squared | 0.0537589569972848 |
| Adjusted R-squared | 0.0374444562558588 |
| F-TEST (value) | 3.29516409048172 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 0.0746552735370818 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1055.01042915304 |
| Sum Squared Residuals | 64556726.3260573 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 280 | 1851.09110663083 | -1571.09110663083 |
| 2 | 557 | 1838.12431016152 | -1281.12431016152 |
| 3 | 831 | 1829.11348549641 | -998.113485496412 |
| 4 | 1081 | 1888.233286348 | -807.233286348 |
| 5 | 1318 | 1779.88361415531 | -461.883614155313 |
| 6 | 1578 | 1730.43396660287 | -152.433966602870 |
| 7 | 1859 | 1835.26721941405 | 23.7327805859509 |
| 8 | 2141 | 1791.31197714521 | 349.688022854789 |
| 9 | 2428 | 1801.64145907839 | 626.358540921612 |
| 10 | 2715 | 1850.87133041949 | 864.128669580513 |
| 11 | 3004 | 1817.46534629517 | 1186.53465370483 |
| 12 | 3309 | 1833.72878593464 | 1475.27121406536 |
| 13 | 269 | 1814.60825554770 | -1545.60825554770 |
| 14 | 537 | 1814.60825554770 | -1277.60825554770 |
| 15 | 813 | 1813.50937449097 | -1000.50937449097 |
| 16 | 1068 | 2020.31878936586 | -952.318789365858 |
| 17 | 1411 | 2022.73632769064 | -611.736327690644 |
| 18 | 1675 | 2016.36281756166 | -341.362817561662 |
| 19 | 1958 | 1740.32389611336 | 217.676103886641 |
| 20 | 2242 | 1741.64255338142 | 500.357446618576 |
| 21 | 2524 | 1731.75262387094 | 792.247376129065 |
| 22 | 2836 | 1762.52129345912 | 1073.47870654088 |
| 23 | 3143 | 1788.01533397505 | 1354.98466602495 |
| 24 | 3522 | 1753.73024500535 | 1768.26975499465 |
| 25 | 285 | 1775.70786613977 | -1490.70786613977 |
| 26 | 574 | 1759.88397892299 | -1185.88397892299 |
| 27 | 865 | 1741.86232959277 | -876.862329592768 |
| 28 | 1147 | 1982.95683343735 | -835.956833437345 |
| 29 | 1516 | 2226.90842802940 | -710.908428029397 |
| 30 | 1789 | 2467.12382702860 | -678.123827028597 |
| 31 | 2087 | 2379.21334249092 | -292.213342490921 |
| 32 | 2372 | 2293.061067644 | 78.9389323560018 |
| 33 | 2669 | 2202.51326857019 | 466.486731429808 |
| 34 | 2966 | 2138.99794349172 | 827.00205650828 |
| 35 | 3270 | 2074.38373735653 | 1195.61626264347 |
| 36 | 3652 | 2011.30796470075 | 1640.69203529925 |
| 37 | 329 | 1724.71978510792 | -1395.71978510792 |
| 38 | 658 | 1658.34736928198 | -1000.34736928198 |
| 39 | 988 | 1590.21674376528 | -602.216743765277 |
| 40 | 1303 | 1964.05607926174 | -661.056079261745 |
| 41 | 1603 | 2340.53272929434 | -737.532729294344 |
| 42 | 1929 | 2713.27318373409 | -784.27318373409 |
| 43 | 2235 | 2558.99028337047 | -323.990283370469 |
| 44 | 2544 | 2405.80626406357 | 138.193735936432 |
| 45 | 2872 | 2248.66627295247 | 623.333727047528 |
| 46 | 3198 | 2121.63562279553 | 1076.36437720447 |
| 47 | 3544 | 1992.84676294783 | 1551.15323705217 |
| 48 | 3903 | 1866.91499384761 | 2036.08500615239 |
| 49 | 332 | 1736.36792430916 | -1404.36792430916 |
| 50 | 665 | 1680.76454283908 | -1015.76454283908 |
| 51 | 1001 | 1627.79847590513 | -626.798475905133 |
| 52 | 1329 | 1867.79409869299 | -538.794098692989 |
| 53 | 1639 | 2107.13039284681 | -468.130392846813 |
| 54 | 1975 | 2348.88422532542 | -373.884225325423 |
| 55 | 2304 | 2230.86439983359 | 73.1356001664077 |
| 56 | 2640 | 2115.70166508924 | 524.298334910764 |
| 57 | 2992 | 1993.94564400455 | 998.054355995445 |
| 58 | 3330 | 1920.76016562694 | 1409.23983437306 |
| 59 | 3690 | 1846.47580619260 | 1843.52419380740 |
| 60 | 4063 | 1773.29032781499 | 2289.70967218501 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0903790621533375 | 0.180758124306675 | 0.909620937846662 |
| 6 | 0.0343802613815953 | 0.0687605227631905 | 0.965619738618405 |
| 7 | 0.0691322101110813 | 0.138264420222163 | 0.930867789888919 |
| 8 | 0.0746845737398752 | 0.149369147479750 | 0.925315426260125 |
| 9 | 0.102427150080362 | 0.204854300160724 | 0.897572849919638 |
| 10 | 0.213299036988905 | 0.426598073977809 | 0.786700963011095 |
| 11 | 0.306909259327257 | 0.613818518654513 | 0.693090740672743 |
| 12 | 0.453906568866853 | 0.907813137733706 | 0.546093431133147 |
| 13 | 0.540176510056011 | 0.919646979887978 | 0.459823489943989 |
| 14 | 0.551160996526842 | 0.897678006946317 | 0.448839003473158 |
| 15 | 0.515502391640444 | 0.968995216719111 | 0.484497608359556 |
| 16 | 0.446125600147835 | 0.89225120029567 | 0.553874399852165 |
| 17 | 0.374567234186011 | 0.749134468372022 | 0.625432765813989 |
| 18 | 0.307614997704785 | 0.61522999540957 | 0.692385002295215 |
| 19 | 0.241761700038992 | 0.483523400077984 | 0.758238299961008 |
| 20 | 0.194905005837665 | 0.389810011675331 | 0.805094994162335 |
| 21 | 0.166986929353390 | 0.333973858706779 | 0.83301307064661 |
| 22 | 0.166346130922583 | 0.332692261845165 | 0.833653869077417 |
| 23 | 0.201144254700230 | 0.402288509400461 | 0.79885574529977 |
| 24 | 0.286904073240100 | 0.573808146480199 | 0.7130959267599 |
| 25 | 0.383532762100558 | 0.767065524201117 | 0.616467237899442 |
| 26 | 0.424011861951469 | 0.848023723902938 | 0.575988138048531 |
| 27 | 0.418791815635115 | 0.83758363127023 | 0.581208184364885 |
| 28 | 0.37397717682331 | 0.74795435364662 | 0.62602282317669 |
| 29 | 0.337146471171769 | 0.674292942343538 | 0.662853528828231 |
| 30 | 0.307611941574912 | 0.615223883149824 | 0.692388058425088 |
| 31 | 0.263194864623799 | 0.526389729247599 | 0.7368051353762 |
| 32 | 0.220044081998782 | 0.440088163997564 | 0.779955918001218 |
| 33 | 0.188826080525171 | 0.377652161050342 | 0.81117391947483 |
| 34 | 0.176452741593108 | 0.352905483186217 | 0.823547258406892 |
| 35 | 0.191464749258424 | 0.382929498516848 | 0.808535250741576 |
| 36 | 0.264360930508538 | 0.528721861017077 | 0.735639069491462 |
| 37 | 0.319620917214577 | 0.639241834429153 | 0.680379082785423 |
| 38 | 0.331402366731119 | 0.662804733462238 | 0.668597633268881 |
| 39 | 0.313380695969987 | 0.626761391939974 | 0.686619304030013 |
| 40 | 0.290903333979374 | 0.581806667958748 | 0.709096666020626 |
| 41 | 0.259732461016266 | 0.519464922032532 | 0.740267538983734 |
| 42 | 0.226648597458369 | 0.453297194916737 | 0.773351402541631 |
| 43 | 0.184502445292342 | 0.369004890584684 | 0.815497554707658 |
| 44 | 0.140358551131250 | 0.280717102262499 | 0.85964144886875 |
| 45 | 0.104742263719236 | 0.209484527438472 | 0.895257736280764 |
| 46 | 0.0884193343763509 | 0.176838668752702 | 0.91158066562365 |
| 47 | 0.102359089456146 | 0.204718178912292 | 0.897640910543854 |
| 48 | 0.188372087578019 | 0.376744175156038 | 0.811627912421981 |
| 49 | 0.270475166007540 | 0.540950332015079 | 0.72952483399246 |
| 50 | 0.376881822184584 | 0.753763644369168 | 0.623118177815416 |
| 51 | 0.698581928455804 | 0.602836143088391 | 0.301418071544196 |
| 52 | 0.981847567982066 | 0.0363048640358671 | 0.0181524320179335 |
| 53 | 0.999950922385854 | 9.81552282914263e-05 | 4.90776141457132e-05 |
| 54 | 0.9997987162157 | 0.00040256756859842 | 0.00020128378429921 |
| 55 | 0.999257038039036 | 0.00148592392192808 | 0.000742961960964042 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 3 | 0.0588235294117647 | NOK |
| 5% type I error level | 4 | 0.0784313725490196 | NOK |
| 10% type I error level | 5 | 0.0980392156862745 | OK |
