| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 17.9543786350265 + 0.0508054588397703X[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) | 17.9543786350265 | 0.314811 | 57.0323 | 0 | 0 |
| X | 0.0508054588397703 | 0.056957 | 0.892 | 0.375407 | 0.187703 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.105272555849855 |
| R-squared | 0.0110823110151609 |
| Adjusted R-squared | -0.00284610713955513 |
| F-TEST (value) | 0.79566185420765 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 71 |
| p-value | 0.375406737257063 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.67377764339768 |
| Sum Squared Residuals | 507.585168929663 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14.2 | 17.9137342679547 | -3.71373426795466 |
| 2 | 13.5 | 17.9442175432585 | -4.44421754325854 |
| 3 | 11.9 | 17.9645397267944 | -6.06453972679445 |
| 4 | 14.6 | 18.0051840938663 | -3.40518409386627 |
| 5 | 15.6 | 17.9543786350265 | -2.35437863502650 |
| 6 | 14.1 | 17.9442175432585 | -3.84421754325854 |
| 7 | 14.9 | 18.0051840938663 | -3.10518409386626 |
| 8 | 14.2 | 17.9747008185624 | -3.7747008185624 |
| 9 | 14.6 | 18.0051840938663 | -3.40518409386627 |
| 10 | 17.2 | 18.0407479150541 | -0.840747915054105 |
| 11 | 15.4 | 18.1118755574298 | -2.71187555742978 |
| 12 | 14.3 | 18.1220366491977 | -3.82203664919774 |
| 13 | 17.5 | 18.1118755574298 | -0.611875557429782 |
| 14 | 14.5 | 18.1321977409657 | -3.63219774096569 |
| 15 | 14.4 | 18.2592113880651 | -3.85921138806512 |
| 16 | 16.6 | 18.2439697504132 | -1.64396975041318 |
| 17 | 16.7 | 18.1931642915734 | -1.49316429157342 |
| 18 | 16.6 | 18.1677615621535 | -1.56776156215353 |
| 19 | 16.9 | 18.1372782868497 | -1.23727828684967 |
| 20 | 15.7 | 18.1779226539215 | -2.47792265392148 |
| 21 | 16.4 | 18.0813922821259 | -1.68139228212592 |
| 22 | 18.4 | 17.9238953597226 | 0.476104640277366 |
| 23 | 16.9 | 17.8578482632309 | -0.957848263230932 |
| 24 | 16.5 | 17.8578482632309 | -1.35784826323093 |
| 25 | 18.3 | 17.9899424562143 | 0.310057543785667 |
| 26 | 15.1 | 17.9086537220707 | -2.8086537220707 |
| 27 | 15.7 | 17.8680093549989 | -2.16800935499889 |
| 28 | 18.1 | 17.7968817126232 | 0.303118287376795 |
| 29 | 16.8 | 17.8476871714630 | -1.04768717146298 |
| 30 | 18.9 | 17.9645397267944 | 0.93546027320555 |
| 31 | 19 | 18.0153451856342 | 0.984654814365781 |
| 32 | 18.1 | 18.1474393786176 | -0.0474393786176201 |
| 33 | 17.8 | 18.1576004703856 | -0.357600470385575 |
| 34 | 21.5 | 18.2896946633690 | 3.21030533663102 |
| 35 | 17.1 | 18.2236475668773 | -1.12364756687728 |
| 36 | 18.7 | 18.3405001222087 | 0.359499877791251 |
| 37 | 19 | 18.1931642915734 | 0.806835708426585 |
| 38 | 16.4 | 18.2896946633690 | -1.88969466336898 |
| 39 | 16.9 | 18.1779226539215 | -1.27792265392149 |
| 40 | 18.6 | 18.1880837456894 | 0.411916254310564 |
| 41 | 19.3 | 18.2592113880651 | 1.04078861193488 |
| 42 | 19.4 | 18.1982448374574 | 1.20175516254261 |
| 43 | 17.6 | 18.1576004703856 | -0.557600470385574 |
| 44 | 18.6 | 18.0915533738939 | 0.508446626106127 |
| 45 | 18.1 | 18.1067950115458 | -0.00679501154580392 |
| 46 | 20.4 | 18.1626810162696 | 2.23731898373045 |
| 47 | 18.1 | 18.1576004703856 | -0.0576004703855741 |
| 48 | 19.6 | 18.0915533738939 | 1.50844662610613 |
| 49 | 19.9 | 18.0864728280099 | 1.8135271719901 |
| 50 | 19.2 | 18.1118755574298 | 1.08812444257022 |
| 51 | 17.8 | 18.1779226539215 | -0.377922653921483 |
| 52 | 19.2 | 18.1067950115458 | 1.09320498845419 |
| 53 | 22 | 18.0559895527060 | 3.94401044729396 |
| 54 | 21.1 | 18.0204257315182 | 3.07957426848181 |
| 55 | 19.5 | 18.0305868232861 | 1.46941317671385 |
| 56 | 22.2 | 18.0204257315182 | 4.1795742684818 |
| 57 | 20.9 | 18.1169561033138 | 2.78304389668624 |
| 58 | 22.2 | 18.0458284609381 | 4.15417153906192 |
| 59 | 23.5 | 18.1220366491977 | 5.37796335080226 |
| 60 | 21.5 | 18.0051840938663 | 3.49481590613374 |
| 61 | 24.3 | 18.0763117362419 | 6.22368826375806 |
| 62 | 22.8 | 17.9747008185624 | 4.8252991814376 |
| 63 | 20.3 | 17.9492980891425 | 2.35070191085748 |
| 64 | 23.7 | 18.0204257315182 | 5.6795742684818 |
| 65 | 23.3 | 17.8984926303027 | 5.40150736969725 |
| 66 | 19.6 | 17.7308346161315 | 1.86916538386850 |
| 67 | 18 | 17.5733376937282 | 0.426662306271783 |
| 68 | 17.3 | 17.3345520371813 | -0.0345520371812967 |
| 69 | 16.8 | 17.2176994818498 | -0.417699481849825 |
| 70 | 18.2 | 17.1414912935902 | 1.05850870640983 |
| 71 | 16.5 | 17.1059274724023 | -0.605927472402331 |
| 72 | 16 | 17.1262496559382 | -1.12624965593824 |
| 73 | 18.4 | 17.0957663806344 | 1.30423361936562 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.249267006333158 | 0.498534012666316 | 0.750732993666842 |
| 6 | 0.131170652069466 | 0.262341304138933 | 0.868829347930534 |
| 7 | 0.0709580373917745 | 0.141916074783549 | 0.929041962608225 |
| 8 | 0.0347656028469147 | 0.0695312056938294 | 0.965234397153085 |
| 9 | 0.0164750486355547 | 0.0329500972711094 | 0.983524951364445 |
| 10 | 0.0217782289680795 | 0.0435564579361591 | 0.97822177103192 |
| 11 | 0.0156719912001959 | 0.0313439824003918 | 0.984328008799804 |
| 12 | 0.0164887496466931 | 0.0329774992933863 | 0.983511250353307 |
| 13 | 0.0181397575972296 | 0.0362795151944593 | 0.98186024240277 |
| 14 | 0.0186758964835096 | 0.0373517929670192 | 0.98132410351649 |
| 15 | 0.0257844131211117 | 0.0515688262422235 | 0.974215586878888 |
| 16 | 0.0182920412230832 | 0.0365840824461663 | 0.981707958776917 |
| 17 | 0.0136319946667700 | 0.0272639893335400 | 0.98636800533323 |
| 18 | 0.0100817259238621 | 0.0201634518477242 | 0.989918274076138 |
| 19 | 0.0087021007874287 | 0.0174042015748574 | 0.991297899212571 |
| 20 | 0.00668392070538937 | 0.0133678414107787 | 0.99331607929461 |
| 21 | 0.00594468869693466 | 0.0118893773938693 | 0.994055311303065 |
| 22 | 0.0390359735878665 | 0.078071947175733 | 0.960964026412134 |
| 23 | 0.0481540844419458 | 0.0963081688838916 | 0.951845915558054 |
| 24 | 0.0462934127126761 | 0.0925868254253522 | 0.953706587287324 |
| 25 | 0.0671254772655035 | 0.134250954531007 | 0.932874522734496 |
| 26 | 0.0700669402859328 | 0.140133880571866 | 0.929933059714067 |
| 27 | 0.0680041651899045 | 0.136008330379809 | 0.931995834810096 |
| 28 | 0.0841460612386377 | 0.168292122477275 | 0.915853938761362 |
| 29 | 0.0766255024910332 | 0.153251004982066 | 0.923374497508967 |
| 30 | 0.106945670853525 | 0.213891341707049 | 0.893054329146475 |
| 31 | 0.138999765375892 | 0.277999530751783 | 0.861000234624108 |
| 32 | 0.145802336860737 | 0.291604673721473 | 0.854197663139263 |
| 33 | 0.145697843232526 | 0.291395686465053 | 0.854302156767474 |
| 34 | 0.296260320054996 | 0.592520640109993 | 0.703739679945004 |
| 35 | 0.294358860305331 | 0.588717720610661 | 0.70564113969467 |
| 36 | 0.274602391267889 | 0.549204782535779 | 0.72539760873211 |
| 37 | 0.262394703304646 | 0.524789406609292 | 0.737605296695354 |
| 38 | 0.333588295503157 | 0.667176591006314 | 0.666411704496843 |
| 39 | 0.381275720086351 | 0.762551440172701 | 0.618724279913649 |
| 40 | 0.381557439442471 | 0.763114878884942 | 0.618442560557529 |
| 41 | 0.37804022656994 | 0.75608045313988 | 0.62195977343006 |
| 42 | 0.375972733980284 | 0.751945467960568 | 0.624027266019716 |
| 43 | 0.427415457108425 | 0.85483091421685 | 0.572584542891575 |
| 44 | 0.443987496751497 | 0.887974993502994 | 0.556012503248503 |
| 45 | 0.491849108561386 | 0.983698217122772 | 0.508150891438614 |
| 46 | 0.510121445700852 | 0.979757108598296 | 0.489878554299148 |
| 47 | 0.599023626084832 | 0.801952747830336 | 0.400976373915168 |
| 48 | 0.620985173717603 | 0.758029652564795 | 0.379014826282397 |
| 49 | 0.638566601128064 | 0.722866797743873 | 0.361433398871936 |
| 50 | 0.684570967173321 | 0.630858065653357 | 0.315429032826679 |
| 51 | 0.897613540606887 | 0.204772918786225 | 0.102386459393113 |
| 52 | 0.956946902585663 | 0.0861061948286731 | 0.0430530974143365 |
| 53 | 0.964685783857145 | 0.0706284322857102 | 0.0353142161428551 |
| 54 | 0.9663361122976 | 0.0673277754048006 | 0.0336638877024003 |
| 55 | 0.98576552327472 | 0.0284689534505588 | 0.0142344767252794 |
| 56 | 0.985294412670992 | 0.0294111746580155 | 0.0147055873290077 |
| 57 | 0.99125831151431 | 0.0174833769713787 | 0.00874168848568936 |
| 58 | 0.989387681075589 | 0.0212246378488225 | 0.0106123189244112 |
| 59 | 0.987260162348971 | 0.0254796753020571 | 0.0127398376510286 |
| 60 | 0.983873748033803 | 0.0322525039323948 | 0.0161262519661974 |
| 61 | 0.985835963587762 | 0.0283280728244759 | 0.0141640364122380 |
| 62 | 0.979717100746142 | 0.0405657985077157 | 0.0202828992538579 |
| 63 | 0.978617469792708 | 0.0427650604145843 | 0.0213825302072922 |
| 64 | 0.972457324643057 | 0.055085350713886 | 0.027542675356943 |
| 65 | 0.99354601241571 | 0.0129079751685805 | 0.00645398758429024 |
| 66 | 0.987360161924767 | 0.0252796761504652 | 0.0126398380752326 |
| 67 | 0.964011305550936 | 0.0719773888981286 | 0.0359886944490643 |
| 68 | 0.903149676489245 | 0.193700647021511 | 0.0968503235107554 |
| 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 | 23 | 0.359375 | NOK |
| 10% type I error level | 33 | 0.515625 | NOK |
