| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 6.57206060903754 + 0.000134474457599655X[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) | 6.57206060903754 | 0.623993 | 10.5323 | 0 | 0 |
| X | 0.000134474457599655 | 0.000135 | 0.9972 | 0.322756 | 0.161378 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.128739653614468 |
| R-squared | 0.0165738984127731 |
| Adjusted R-squared | -9.43405971798317e-05 |
| F-TEST (value) | 0.994340098127727 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 59 |
| p-value | 0.322756139750018 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.661619789894276 |
| Sum Squared Residuals | 25.8267040364050 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 8 | 7.31973859329161 | 0.680261406708391 |
| 2 | 8.1 | 7.09946943174339 | 1.00053056825661 |
| 3 | 7.7 | 7.07755009515465 | 0.622449904845355 |
| 4 | 7.5 | 7.12851591458491 | 0.371484085415085 |
| 5 | 7.6 | 7.19521524555434 | 0.404784754445656 |
| 6 | 7.8 | 7.10942054160576 | 0.690579458394236 |
| 7 | 7.8 | 7.15137657237686 | 0.648623427623144 |
| 8 | 7.8 | 7.12918828687291 | 0.670811713127087 |
| 9 | 7.5 | 7.16764798174641 | 0.332352018253586 |
| 10 | 7.5 | 7.27388280325014 | 0.226117196749858 |
| 11 | 7.1 | 7.23488521054624 | -0.134885210546242 |
| 12 | 7.5 | 7.34596111252356 | 0.154038887476443 |
| 13 | 7.5 | 7.32404177593481 | 0.175958224065187 |
| 14 | 7.6 | 7.13187777602491 | 0.468122223975094 |
| 15 | 7.7 | 7.23932286764703 | 0.46067713235297 |
| 16 | 7.7 | 7.27240358421655 | 0.427596415783455 |
| 17 | 7.9 | 7.2114866549239 | 0.688513345076099 |
| 18 | 8.1 | 7.17598539811759 | 0.924014601882407 |
| 19 | 8.2 | 7.34286819999877 | 0.857131800001234 |
| 20 | 8.2 | 7.34273372554116 | 0.857266274458834 |
| 21 | 8.2 | 7.2498118753398 | 0.950188124660196 |
| 22 | 7.9 | 7.39262374931064 | 0.507376250689363 |
| 23 | 7.3 | 7.23152334910625 | 0.0684766508937493 |
| 24 | 6.9 | 7.29405397189009 | -0.39405397189009 |
| 25 | 6.7 | 7.32215913352842 | -0.622159133528418 |
| 26 | 6.7 | 7.19319812869035 | -0.493198128690349 |
| 27 | 6.9 | 7.20825926794151 | -0.30825926794151 |
| 28 | 7 | 7.24591211606941 | -0.245912116069414 |
| 29 | 7.1 | 7.28464075985811 | -0.184640759858115 |
| 30 | 7.2 | 7.12959171024571 | 0.0704082897542881 |
| 31 | 7.1 | 7.19400497543595 | -0.0940049754359471 |
| 32 | 6.9 | 7.20893164022951 | -0.308931640229508 |
| 33 | 7 | 7.13940834565049 | -0.139408345650487 |
| 34 | 6.8 | 7.26003193411738 | -0.460031934117378 |
| 35 | 6.4 | 7.13752570324409 | -0.737525703244091 |
| 36 | 6.7 | 7.12622984880572 | -0.426229848805720 |
| 37 | 6.6 | 7.25828376616858 | -0.658283766168582 |
| 38 | 6.4 | 7.15030077671606 | -0.750300776716058 |
| 39 | 6.3 | 7.18768467592876 | -0.887684675928763 |
| 40 | 6.2 | 7.08427381803463 | -0.884273818034628 |
| 41 | 6.5 | 7.31516646173324 | -0.815166461733236 |
| 42 | 6.8 | 7.14317363046328 | -0.343173630463277 |
| 43 | 6.8 | 7.08709778164422 | -0.287097781644221 |
| 44 | 6.4 | 7.16294137573043 | -0.762941375730426 |
| 45 | 6.1 | 7.22103434141348 | -1.12103434141348 |
| 46 | 5.8 | 7.16495849259442 | -1.36495849259442 |
| 47 | 6.1 | 7.18647440581037 | -1.08647440581037 |
| 48 | 7.2 | 7.12421273194173 | 0.0757872680582743 |
| 49 | 7.3 | 7.21673115877029 | 0.0832688412297114 |
| 50 | 6.9 | 7.09839363608259 | -0.198393636082592 |
| 51 | 6.1 | 7.08212222671303 | -0.982122226713034 |
| 52 | 5.8 | 7.16442059476402 | -1.36442059476402 |
| 53 | 6.2 | 7.11291687750335 | -0.912916877503355 |
| 54 | 7.1 | 7.12340588519613 | -0.0234058851961283 |
| 55 | 7.7 | 7.21592431202469 | 0.48407568797531 |
| 56 | 7.9 | 6.99740331842525 | 0.90259668157475 |
| 57 | 7.7 | 7.0541515395323 | 0.645848460467695 |
| 58 | 7.4 | 7.096914417049 | 0.303085582951005 |
| 59 | 7.5 | 7.1338948928889 | 0.366105107111099 |
| 60 | 8 | 7.09153543874501 | 0.90846456125499 |
| 61 | 8.1 | 7.1351051630073 | 0.964894836992702 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0992985563781404 | 0.198597112756281 | 0.90070144362186 |
| 6 | 0.0365741644446374 | 0.0731483288892749 | 0.963425835555363 |
| 7 | 0.0122889515833670 | 0.0245779031667340 | 0.987711048416633 |
| 8 | 0.00393779809424459 | 0.00787559618848917 | 0.996062201905755 |
| 9 | 0.00262857078960489 | 0.00525714157920978 | 0.997371429210395 |
| 10 | 0.00151660733527982 | 0.00303321467055964 | 0.99848339266472 |
| 11 | 0.00469525550088094 | 0.00939051100176188 | 0.99530474449912 |
| 12 | 0.00180324670690636 | 0.00360649341381272 | 0.998196753293094 |
| 13 | 0.000663053966429846 | 0.00132610793285969 | 0.99933694603357 |
| 14 | 0.000269159069956744 | 0.000538318139913488 | 0.999730840930043 |
| 15 | 0.000104825036840364 | 0.000209650073680727 | 0.99989517496316 |
| 16 | 4.0829271095561e-05 | 8.1658542191122e-05 | 0.999959170728904 |
| 17 | 2.73893461295734e-05 | 5.47786922591467e-05 | 0.99997261065387 |
| 18 | 4.78795769907238e-05 | 9.57591539814476e-05 | 0.99995212042301 |
| 19 | 0.000186912391436496 | 0.000373824782872992 | 0.999813087608564 |
| 20 | 0.000407078487962548 | 0.000814156975925097 | 0.999592921512037 |
| 21 | 0.000904548294511586 | 0.00180909658902317 | 0.999095451705488 |
| 22 | 0.000974942902552818 | 0.00194988580510564 | 0.999025057097447 |
| 23 | 0.0012698258616924 | 0.0025396517233848 | 0.998730174138308 |
| 24 | 0.0058413972284001 | 0.0116827944568002 | 0.9941586027716 |
| 25 | 0.0225717111242925 | 0.045143422248585 | 0.977428288875708 |
| 26 | 0.0500202717633597 | 0.100040543526719 | 0.94997972823664 |
| 27 | 0.0589444423878968 | 0.117888884775794 | 0.941055557612103 |
| 28 | 0.0591412239598288 | 0.118282447919658 | 0.940858776040171 |
| 29 | 0.0575320608049005 | 0.115064121609801 | 0.9424679391951 |
| 30 | 0.0463468345620348 | 0.0926936691240696 | 0.953653165437965 |
| 31 | 0.0403940242485457 | 0.0807880484970915 | 0.959605975751454 |
| 32 | 0.0398234829307266 | 0.0796469658614531 | 0.960176517069273 |
| 33 | 0.0332437194441375 | 0.066487438888275 | 0.966756280555862 |
| 34 | 0.0353836839938641 | 0.0707673679877282 | 0.964616316006136 |
| 35 | 0.0577642259629707 | 0.115528451925941 | 0.94223577403703 |
| 36 | 0.053864837407543 | 0.107729674815086 | 0.946135162592457 |
| 37 | 0.0568254381144859 | 0.113650876228972 | 0.943174561885514 |
| 38 | 0.067731939082702 | 0.135463878165404 | 0.932268060917298 |
| 39 | 0.0830536811178221 | 0.166107362235644 | 0.916946318882178 |
| 40 | 0.124014820596055 | 0.24802964119211 | 0.875985179403945 |
| 41 | 0.127892186498827 | 0.255784372997655 | 0.872107813501173 |
| 42 | 0.0962910189708013 | 0.192582037941603 | 0.9037089810292 |
| 43 | 0.0737774602588079 | 0.147554920517616 | 0.926222539741192 |
| 44 | 0.0682283613617816 | 0.136456722723563 | 0.931771638638218 |
| 45 | 0.0804524378636491 | 0.160904875727298 | 0.91954756213635 |
| 46 | 0.16731928662538 | 0.33463857325076 | 0.83268071337462 |
| 47 | 0.218428111951902 | 0.436856223903805 | 0.781571888048098 |
| 48 | 0.157374999054148 | 0.314749998108296 | 0.842625000945852 |
| 49 | 0.113987461030471 | 0.227974922060943 | 0.886012538969529 |
| 50 | 0.0794978615051545 | 0.158995723010309 | 0.920502138494846 |
| 51 | 0.165351814175123 | 0.330703628350246 | 0.834648185824877 |
| 52 | 0.502742091710185 | 0.99451581657963 | 0.497257908289815 |
| 53 | 0.934680372643483 | 0.130639254713033 | 0.0653196273565167 |
| 54 | 0.965415815492845 | 0.0691683690143099 | 0.0345841845071549 |
| 55 | 0.91582935029428 | 0.16834129941144 | 0.08417064970572 |
| 56 | 0.835092388416604 | 0.329815223166792 | 0.164907611583396 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 16 | 0.307692307692308 | NOK |
| 5% type I error level | 19 | 0.365384615384615 | NOK |
| 10% type I error level | 26 | 0.5 | NOK |
