Repository of Reproducible Computations

Multiple Linear Regression - Estimated Regression Equation

Y[t] = + 21.5714285714286 -3.18506493506494X[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)	21.5714285714286	0.320466	67.3127	0	0
X	-3.18506493506494	0.409941	-7.7696	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.680478106956758
R-squared	0.463050454047453
Adjusted R-squared	0.455379746248131
F-TEST (value)	60.3660660999726
F-TEST (DF numerator)	1
F-TEST (DF denominator)	70
p-value	4.85240736480819e-11
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	1.69574661617556
Sum Squared Residuals	201.288961038961

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	22	21.5714285714285	0.428571428571511
2	22	21.5714285714286	0.428571428571439
3	20	21.5714285714286	-1.57142857142857
4	21	21.5714285714286	-0.571428571428575
5	20	21.5714285714286	-1.57142857142857
6	21	21.5714285714286	-0.571428571428575
7	21	21.5714285714286	-0.571428571428575
8	21	21.5714285714286	-0.571428571428575
9	19	21.5714285714286	-2.57142857142858
10	21	21.5714285714286	-0.571428571428575
11	21	21.5714285714286	-0.571428571428575
12	22	21.5714285714286	0.428571428571425
13	19	21.5714285714286	-2.57142857142858
14	24	21.5714285714286	2.42857142857142
15	22	21.5714285714286	0.428571428571425
16	22	21.5714285714286	0.428571428571425
17	22	21.5714285714286	0.428571428571425
18	24	21.5714285714286	2.42857142857142
19	22	21.5714285714286	0.428571428571425
20	23	21.5714285714286	1.42857142857143
21	24	21.5714285714286	2.42857142857142
22	21	21.5714285714286	-0.571428571428575
23	20	21.5714285714286	-1.57142857142857
24	22	21.5714285714286	0.428571428571425
25	23	21.5714285714286	1.42857142857143
26	23	21.5714285714286	1.42857142857143
27	22	21.5714285714286	0.428571428571425
28	20	21.5714285714286	-1.57142857142857
29	21	18.3863636363636	2.61363636363636
30	21	18.3863636363636	2.61363636363636
31	20	18.3863636363636	1.61363636363636
32	20	18.3863636363636	1.61363636363636
33	17	18.3863636363636	-1.38636363636364
34	18	18.3863636363636	-0.386363636363637
35	19	18.3863636363636	0.613636363636363
36	19	18.3863636363636	0.613636363636363
37	20	18.3863636363636	1.61363636363636
38	21	18.3863636363636	2.61363636363636
39	20	18.3863636363636	1.61363636363636
40	21	18.3863636363636	2.61363636363636
41	19	18.3863636363636	0.613636363636363
42	22	18.3863636363636	3.61363636363636
43	20	18.3863636363636	1.61363636363636
44	18	18.3863636363636	-0.386363636363637
45	16	18.3863636363636	-2.38636363636364
46	17	18.3863636363636	-1.38636363636364
47	18	18.3863636363636	-0.386363636363637
48	19	18.3863636363636	0.613636363636363
49	18	18.3863636363636	-0.386363636363637
50	20	18.3863636363636	1.61363636363636
51	21	18.3863636363636	2.61363636363636
52	18	18.3863636363636	-0.386363636363637
53	19	18.3863636363636	0.613636363636363
54	19	18.3863636363636	0.613636363636363
55	19	18.3863636363636	0.613636363636363
56	21	18.3863636363636	2.61363636363636
57	19	18.3863636363636	0.613636363636363
58	19	18.3863636363636	0.613636363636363
59	17	18.3863636363636	-1.38636363636364
60	16	18.3863636363636	-2.38636363636364
61	16	18.3863636363636	-2.38636363636364
62	17	18.3863636363636	-1.38636363636364
63	16	18.3863636363636	-2.38636363636364
64	15	18.3863636363636	-3.38636363636364
65	16	18.3863636363636	-2.38636363636364
66	16	18.3863636363636	-2.38636363636364
67	16	18.3863636363636	-2.38636363636364
68	18	18.3863636363636	-0.386363636363637
69	19	18.3863636363636	0.613636363636363
70	16	18.3863636363636	-2.38636363636364
71	16	18.3863636363636	-2.38636363636364
72	16	18.3863636363636	-2.38636363636364

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
5	0.277476792983213	0.554953585966426	0.722523207016787
6	0.142201363355241	0.284402726710483	0.857798636644759
7	0.066559588035858	0.133119176071716	0.933440411964142
8	0.0287925079534631	0.0575850159069261	0.971207492046537
9	0.0755786837960871	0.151157367592174	0.924421316203913
10	0.0402566834339167	0.0805133668678333	0.959743316566083
11	0.0204192747150891	0.0408385494301782	0.97958072528491
12	0.0171998160001288	0.0343996320002576	0.982800183999871
13	0.0366614930150881	0.0733229860301762	0.963338506984912
14	0.169890235134315	0.339780470268630	0.830109764865685
15	0.133101588991073	0.266203177982146	0.866898411008927
16	0.101307015786341	0.202614031572682	0.898692984213659
17	0.0749425116538495	0.149885023307699	0.92505748834615
18	0.150956792388904	0.301913584777808	0.849043207611096
19	0.111965168280726	0.223930336561452	0.888034831719274
20	0.108009288037406	0.216018576074812	0.891990711962594
21	0.164056766056922	0.328113532113844	0.835943233943078
22	0.124439557540613	0.248879115081227	0.875560442459387
23	0.122046495628497	0.244092991256994	0.877953504371503
24	0.0895288970714947	0.179057794142989	0.910471102928505
25	0.081930430607418	0.163860861214836	0.918069569392582
26	0.0766217939026166	0.153243587805233	0.923378206097383
27	0.0578325923685681	0.115665184737136	0.942167407631432
28	0.0522708413755597	0.104541682751119	0.94772915862444
29	0.0464042644194176	0.0928085288388352	0.953595735580582
30	0.0424877921066112	0.0849755842132223	0.95751220789339
31	0.0354737344910246	0.0709474689820491	0.964526265508975
32	0.0286885708994212	0.0573771417988423	0.971311429100579
33	0.0581075713001036	0.116215142600207	0.941892428699896
34	0.0519085228968702	0.103817045793740	0.94809147710313
35	0.037612952732919	0.075225905465838	0.962387047267081
36	0.026644715449061	0.053289430898122	0.97335528455094
37	0.0219725998853213	0.0439451997706426	0.978027400114679
38	0.0292766159353804	0.0585532318707608	0.97072338406462
39	0.0250851895059591	0.0501703790119183	0.974914810494041
40	0.0355194738198749	0.0710389476397498	0.964480526180125
41	0.0273895184099397	0.0547790368198794	0.97261048159006
42	0.0918616968917439	0.183723393783488	0.908138303108256
43	0.0959181235556707	0.191836247111341	0.90408187644433
44	0.0881971422600426	0.176394284520085	0.911802857739957
45	0.164355155484949	0.328710310969899	0.83564484451505
46	0.169856488917796	0.339712977835592	0.830143511082204
47	0.140490665150458	0.280981330300917	0.859509334849542
48	0.117785023771229	0.235570047542458	0.882214976228771
49	0.0937688537682373	0.187537707536475	0.906231146231763
50	0.106768774594108	0.213537549188216	0.893231225405892
51	0.223520957077580	0.447041914155159	0.77647904292242
52	0.188367145479248	0.376734290958496	0.811632854520752
53	0.179460102160319	0.358920204320637	0.820539897839681
54	0.176783770327925	0.35356754065585	0.823216229672075
55	0.182105894312442	0.364211788624883	0.817894105687558
56	0.578678545855752	0.842642908288496	0.421321454144248
57	0.69659310819282	0.606813783614361	0.303406891807181
58	0.853581963438107	0.292836073123785	0.146418036561893
59	0.826660866026335	0.346678267947329	0.173339133973665
60	0.805322548037741	0.389354903924518	0.194677451962259
61	0.772347944555013	0.455304110889975	0.227652055444987
62	0.711661883889078	0.576676232221843	0.288338116110922
63	0.649237078851546	0.701525842296907	0.350762921148454
64	0.702892119239515	0.594215761520971	0.297107880760485
65	0.622037542280022	0.755924915439957	0.377962457719978
66	0.526899933387857	0.946200133224286	0.473100066612143
67	0.421746462975193	0.843492925950386	0.578253537024807

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	3	0.0476190476190476	OK
10% type I error level	16	0.253968253968254	NOK