Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 23033.5348837209 -1059.31266149871X[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) | 23033.5348837209 | 876.362446 | 26.2831 | 0 | 0 |
X | -1059.31266149871 | 1613.289934 | -0.6566 | 0.513981 | 0.25699 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0851735384717893 |
R-squared | 0.00725453165580537 |
Adjusted R-squared | -0.00957166272290966 |
F-TEST (value) | 0.431145123640211 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 59 |
p-value | 0.513980607497474 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5746.69286738149 |
Sum Squared Residuals | 1948444255.80879 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 20366 | 23033.5348837209 | -2667.53488372095 |
2 | 22782 | 23033.5348837209 | -251.534883720931 |
3 | 19169 | 23033.5348837209 | -3864.53488372093 |
4 | 13807 | 23033.5348837209 | -9226.53488372093 |
5 | 29743 | 23033.5348837209 | 6709.46511627907 |
6 | 25591 | 23033.5348837209 | 2557.46511627907 |
7 | 29096 | 23033.5348837209 | 6062.46511627907 |
8 | 26482 | 23033.5348837209 | 3448.46511627907 |
9 | 22405 | 23033.5348837209 | -628.53488372093 |
10 | 27044 | 23033.5348837209 | 4010.46511627907 |
11 | 17970 | 23033.5348837209 | -5063.53488372093 |
12 | 18730 | 23033.5348837209 | -4303.53488372093 |
13 | 19684 | 23033.5348837209 | -3349.53488372093 |
14 | 19785 | 23033.5348837209 | -3248.53488372093 |
15 | 18479 | 23033.5348837209 | -4554.53488372093 |
16 | 10698 | 23033.5348837209 | -12335.5348837209 |
17 | 31956 | 23033.5348837209 | 8922.46511627907 |
18 | 29506 | 23033.5348837209 | 6472.46511627907 |
19 | 34506 | 23033.5348837209 | 11472.4651162791 |
20 | 27165 | 23033.5348837209 | 4131.46511627907 |
21 | 26736 | 23033.5348837209 | 3702.46511627907 |
22 | 23691 | 23033.5348837209 | 657.46511627907 |
23 | 18157 | 23033.5348837209 | -4876.53488372093 |
24 | 17328 | 23033.5348837209 | -5705.53488372093 |
25 | 18205 | 23033.5348837209 | -4828.53488372093 |
26 | 20995 | 23033.5348837209 | -2038.53488372093 |
27 | 17382 | 23033.5348837209 | -5651.53488372093 |
28 | 9367 | 23033.5348837209 | -13666.5348837209 |
29 | 31124 | 23033.5348837209 | 8090.46511627907 |
30 | 26551 | 23033.5348837209 | 3517.46511627907 |
31 | 30651 | 23033.5348837209 | 7617.46511627907 |
32 | 25859 | 23033.5348837209 | 2825.46511627907 |
33 | 25100 | 23033.5348837209 | 2066.46511627907 |
34 | 25778 | 23033.5348837209 | 2744.46511627907 |
35 | 20418 | 23033.5348837209 | -2615.53488372093 |
36 | 18688 | 23033.5348837209 | -4345.53488372093 |
37 | 20424 | 23033.5348837209 | -2609.53488372093 |
38 | 24776 | 23033.5348837209 | 1742.46511627907 |
39 | 19814 | 23033.5348837209 | -3219.53488372093 |
40 | 12738 | 23033.5348837209 | -10295.5348837209 |
41 | 31566 | 23033.5348837209 | 8532.46511627907 |
42 | 30111 | 23033.5348837209 | 7077.46511627907 |
43 | 30019 | 23033.5348837209 | 6985.46511627907 |
44 | 31934 | 21974.2222222222 | 9959.77777777778 |
45 | 25826 | 21974.2222222222 | 3851.77777777778 |
46 | 26835 | 21974.2222222222 | 4860.77777777778 |
47 | 20205 | 21974.2222222222 | -1769.22222222222 |
48 | 17789 | 21974.2222222222 | -4185.22222222222 |
49 | 20520 | 21974.2222222222 | -1454.22222222222 |
50 | 22518 | 21974.2222222222 | 543.777777777777 |
51 | 15572 | 21974.2222222222 | -6402.22222222222 |
52 | 11509 | 21974.2222222222 | -10465.2222222222 |
53 | 25447 | 21974.2222222222 | 3472.77777777778 |
54 | 24090 | 21974.2222222222 | 2115.77777777778 |
55 | 27786 | 21974.2222222222 | 5811.77777777778 |
56 | 26195 | 21974.2222222222 | 4220.77777777778 |
57 | 20516 | 21974.2222222222 | -1458.22222222222 |
58 | 22759 | 21974.2222222222 | 784.777777777778 |
59 | 19028 | 21974.2222222222 | -2946.22222222222 |
60 | 16971 | 21974.2222222222 | -5003.22222222222 |
61 | 20036 | 21974.2222222222 | -1938.22222222222 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.733386266589899 | 0.533227466820202 | 0.266613733410101 |
6 | 0.643221829748006 | 0.713556340503989 | 0.356778170251994 |
7 | 0.658595080085426 | 0.682809839829148 | 0.341404919914574 |
8 | 0.569610588927538 | 0.860778822144925 | 0.430389411072462 |
9 | 0.448765632871116 | 0.897531265742233 | 0.551234367128884 |
10 | 0.37983139609711 | 0.75966279219422 | 0.62016860390289 |
11 | 0.367250209087889 | 0.734500418175778 | 0.632749790912111 |
12 | 0.323336910648648 | 0.646673821297296 | 0.676663089351352 |
13 | 0.260977232608045 | 0.52195446521609 | 0.739022767391955 |
14 | 0.204189284309225 | 0.40837856861845 | 0.795810715690775 |
15 | 0.172578797598190 | 0.345157595196379 | 0.82742120240181 |
16 | 0.415709916393783 | 0.831419832787566 | 0.584290083606217 |
17 | 0.573900249193462 | 0.852199501613076 | 0.426099750806538 |
18 | 0.603880177448803 | 0.792239645102395 | 0.396119822551198 |
19 | 0.795532484991836 | 0.408935030016327 | 0.204467515008164 |
20 | 0.762877410933872 | 0.474245178132256 | 0.237122589066128 |
21 | 0.721677673716825 | 0.55664465256635 | 0.278322326283175 |
22 | 0.652245482623007 | 0.695509034753986 | 0.347754517376993 |
23 | 0.629085838359026 | 0.741828323281949 | 0.370914161640974 |
24 | 0.623181875991951 | 0.753636248016097 | 0.376818124008049 |
25 | 0.597943487974271 | 0.804113024051458 | 0.402056512025729 |
26 | 0.53150827130685 | 0.9369834573863 | 0.46849172869315 |
27 | 0.52743413922115 | 0.9451317215577 | 0.47256586077885 |
28 | 0.834784574765843 | 0.330430850468315 | 0.165215425234157 |
29 | 0.867335928438079 | 0.265328143123842 | 0.132664071561921 |
30 | 0.836326131082982 | 0.327347737834035 | 0.163673868917017 |
31 | 0.860579343846454 | 0.278841312307093 | 0.139420656153546 |
32 | 0.823485321743723 | 0.353029356512554 | 0.176514678256277 |
33 | 0.775333377419532 | 0.449333245160936 | 0.224666622580468 |
34 | 0.726628106689474 | 0.546743786621052 | 0.273371893310526 |
35 | 0.674794750692882 | 0.650410498614236 | 0.325205249307118 |
36 | 0.65203337956048 | 0.69593324087904 | 0.34796662043952 |
37 | 0.605530344551712 | 0.788939310896576 | 0.394469655448288 |
38 | 0.531478557062213 | 0.937042885875574 | 0.468521442937787 |
39 | 0.50666334931687 | 0.98667330136626 | 0.49333665068313 |
40 | 0.861779024255641 | 0.276441951488718 | 0.138220975744359 |
41 | 0.846716038334338 | 0.306567923331325 | 0.153283961665662 |
42 | 0.814385628956654 | 0.371228742086692 | 0.185614371043346 |
43 | 0.774186978790006 | 0.451626042419988 | 0.225813021209994 |
44 | 0.87652583381803 | 0.24694833236394 | 0.12347416618197 |
45 | 0.863493655904722 | 0.273012688190557 | 0.136506344095278 |
46 | 0.868313435308505 | 0.263373129382989 | 0.131686564691495 |
47 | 0.825382074661588 | 0.349235850676825 | 0.174617925338412 |
48 | 0.794792822665653 | 0.410414354668695 | 0.205207177334347 |
49 | 0.719141912940675 | 0.56171617411865 | 0.280858087059325 |
50 | 0.629955333045492 | 0.740089333909017 | 0.370044666954508 |
51 | 0.637060783929147 | 0.725878432141706 | 0.362939216070853 |
52 | 0.891534733945917 | 0.216930532108165 | 0.108465266054083 |
53 | 0.848281740480854 | 0.303436519038293 | 0.151718259519146 |
54 | 0.764418470092418 | 0.471163059815165 | 0.235581529907582 |
55 | 0.835666912168245 | 0.32866617566351 | 0.164333087831755 |
56 | 0.916421370735826 | 0.167157258528349 | 0.0835786292641744 |
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 | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |