Multiple Linear Regression - Estimated Regression Equation

Spaar[t] = + 36.0876640540603 + 0.426549024778832Alg_E[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)	36.0876640540603	1.63922	22.0151	0	0
Alg_E	0.426549024778832	0.044612	9.5612	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.659133991381146
R-squared	0.434457618594041
Adjusted R-squared	0.429705161607436
F-TEST (value)	91.417475175179
F-TEST (DF numerator)	1
F-TEST (DF denominator)	119
p-value	2.22044604925031e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	5.21474437315503
Sum Squared Residuals	3236.03350640490

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	62	50.1637818717617	11.8362181282383
2	64	52.7230760204347	11.2769239795653
3	62	55.2823701691077	6.7176298308923
4	64	55.7089191938865	8.29108080611347
5	64	55.2823701691077	8.7176298308923
6	69	55.2823701691077	13.7176298308923
7	69	56.988566268223	12.0114337317770
8	65	57.4151152930019	7.58488470699815
9	56	59.1213113921172	-3.12131139211718
10	58	61.2540565160113	-3.25405651601134
11	53	60.8275074912325	-7.82750749123251
12	62	59.9744094416748	2.02559055832516
13	55	56.5620172434442	-1.56201724344419
14	60	57.4151152930019	2.58488470699815
15	59	58.2682133425595	0.731786657440484
16	58	58.6947623673383	-0.694762367338348
17	53	59.547860416896	-6.54786041689601
18	57	54.42927211955	2.57072788044997
19	57	54.0027230947712	2.9972769052288
20	53	52.2965269956559	0.703473004344129
21	54	53.5761740699924	0.423825930007633
22	53	53.5761740699924	-0.576174069992367
23	57	52.7230760204347	4.2769239795653
24	57	50.5903308965405	6.40966910345946
25	55	47.6044877230887	7.39551227691128
26	49	42.4858994257427	6.51410057425726
27	50	42.0593504009639	7.9406495990361
28	49	49.310683822204	-0.310683822204048
29	54	53.5761740699924	0.423825930007633
30	58	54.42927211955	3.57072788044997
31	58	55.7089191938865	2.29108080611347
32	52	54.0027230947712	-2.0027230947712
33	56	55.2823701691077	0.717629830892306
34	52	55.2823701691077	-3.28237016910769
35	59	53.1496250452135	5.85037495478646
36	53	51.0168799213194	1.98312007868062
37	52	51.4434289460982	0.556571053901792
38	53	52.2965269956559	0.703473004344129
39	51	52.7230760204347	-1.72307602043470
40	50	49.7372328469829	0.262767153017120
41	56	46.3248406487522	9.67515935124777
42	52	45.0451935744157	6.95480642558427
43	46	41.2062523514062	4.79374764859376
44	48	48.4575857726464	-0.457585772646385
45	46	51.4434289460982	-5.44342894609821
46	48	49.310683822204	-1.31068382220405
47	48	48.0310367478676	-0.0310367478675531
48	49	48.8841347974252	0.115865202574783
49	53	52.2965269956559	0.703473004344129
50	48	47.6044877230887	0.395512276911279
51	51	53.1496250452135	-2.14962504521354
52	48	53.1496250452135	-5.14962504521354
53	50	54.8558211443289	-4.85582114432886
54	55	56.1354682186654	-1.13546821866536
55	52	55.2823701691077	-3.28237016910769
56	53	54.0027230947712	-1.00272309477120
57	52	52.2965269956559	-0.296526995655871
58	55	55.7089191938865	-0.708919193886526
59	53	51.8699779708770	1.13002202912296
60	53	53.5761740699924	-0.576174069992367
61	56	53.1496250452135	2.85037495478646
62	54	50.1637818717617	3.83621812823829
63	52	50.5903308965405	1.40966910345946
64	55	51.4434289460982	3.55657105390179
65	54	51.4434289460982	2.55657105390179
66	59	52.2965269956559	6.70347300434413
67	56	54.0027230947712	1.9972769052288
68	56	51.0168799213194	4.98312007868062
69	51	46.7513896735311	4.24861032646894
70	53	46.3248406487522	6.67515935124777
71	52	45.4717425991946	6.52825740080544
72	51	47.6044877230887	3.39551227691128
73	46	43.3389974753004	2.6610025246996
74	49	48.8841347974252	0.115865202574783
75	46	48.8841347974252	-2.88413479742522
76	55	50.5903308965405	4.40966910345946
77	57	51.8699779708770	5.13002202912296
78	53	51.4434289460982	1.55657105390179
79	52	50.1637818717617	1.83621812823829
80	53	50.1637818717617	2.83621812823829
81	50	50.1637818717617	-0.163781871761712
82	54	51.8699779708770	2.13002202912296
83	53	53.1496250452135	-0.149625045213535
84	50	51.0168799213194	-1.01687992131938
85	51	51.8699779708770	-0.86997797087704
86	52	54.42927211955	-2.42927211955003
87	47	54.0027230947712	-7.0027230947712
88	51	50.1637818717617	0.836218128238288
89	49	52.7230760204347	-3.7230760204347
90	53	53.1496250452135	-0.149625045213535
91	52	51.8699779708770	0.130022029122961
92	45	54.8558211443289	-9.85582114432886
93	53	54.0027230947712	-1.00272309477120
94	51	54.42927211955	-3.42927211955003
95	48	53.1496250452135	-5.14962504521354
96	48	48.8841347974252	-0.884134797425217
97	48	48.8841347974252	-0.884134797425217
98	48	49.310683822204	-1.31068382220405
99	40	43.7655465000792	-3.76554650007923
100	43	46.3248406487522	-3.32484064875223
101	40	45.4717425991946	-5.47174259919456
102	39	47.1779386983099	-8.17793869830989
103	39	48.0310367478676	-9.03103674786755
104	36	45.8982916239734	-9.8982916239734
105	41	43.3389974753004	-2.33899747530040
106	39	41.2062523514062	-2.20625235140624
107	40	39.9266052770697	0.0733947229302516
108	39	44.1920955248581	-5.19209552485807
109	46	45.0451935744157	0.95480642558427
110	40	43.7655465000792	-3.76554650007923
111	37	43.7655465000792	-6.76554650007923
112	37	42.4858994257427	-5.48589942574274
113	44	46.3248406487522	-2.32484064875223
114	41	43.7655465000792	-2.76554650007923
115	40	44.1920955248581	-4.19209552485807
116	36	48.8841347974252	-12.8841347974252
117	38	50.1637818717617	-12.1637818717617
118	43	51.0168799213194	-8.01687992131938
119	42	51.4434289460982	-9.4434289460982
120	45	56.1354682186654	-11.1354682186654
121	46	55.7089191938865	-9.70891919388653

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
5	0.0166589971808693	0.0333179943617386	0.983341002819131
6	0.125359571865563	0.250719143731126	0.874640428134437
7	0.107864363297976	0.215728726595952	0.892135636702024
8	0.0686718629853859	0.137343725970772	0.931328137014614
9	0.436705937062484	0.873411874124969	0.563294062937516
10	0.397320311317986	0.794640622635971	0.602679688682014
11	0.52560730428747	0.94878539142506	0.47439269571253
12	0.454187466858273	0.908374933716546	0.545812533141727
13	0.565154991689273	0.869690016621454	0.434845008310727
14	0.487080011238196	0.974160022476392	0.512919988761804
15	0.410524334131582	0.821048668263165	0.589475665868417
16	0.343948499868437	0.687896999736873	0.656051500131563
17	0.394676170967939	0.789352341935879	0.605323829032061
18	0.435074220808018	0.870148441616035	0.564925779191982
19	0.463058536935022	0.926117073870043	0.536941463064978
20	0.64211548247099	0.715769035058019	0.357884517529010
21	0.685258198198807	0.629483603602386	0.314741801801193
22	0.728866281456535	0.54226743708693	0.271133718543465
23	0.700345074400178	0.599309851199644	0.299654925599822
24	0.682818878044044	0.634362243911912	0.317181121955956
25	0.689323412399143	0.621353175201715	0.310676587600857
26	0.748388852913045	0.503222294173911	0.251611147086955
27	0.756748367314758	0.486503265370484	0.243251632685242
28	0.781019679719495	0.437960640561009	0.218980320280505
29	0.75387319535115	0.492253609297699	0.246126804648849
30	0.718351360182755	0.56329727963449	0.281648639817245
31	0.675645422697326	0.648709154605348	0.324354577302674
32	0.675157565338673	0.649684869322655	0.324842434661327
33	0.631705645996477	0.736588708007046	0.368294354003523
34	0.638934206590235	0.72213158681953	0.361065793409765
35	0.631053178554381	0.737893642891238	0.368946821445619
36	0.598552390914294	0.802895218171411	0.401447609085706
37	0.572720405639094	0.854559188721812	0.427279594360906
38	0.538803549341869	0.922392901316261	0.461196450658131
39	0.531018246751319	0.937963506497362	0.468981753248681
40	0.512292277002597	0.975415445994806	0.487707722997403
41	0.569430306612288	0.861139386775423	0.430569693387712
42	0.57233840766456	0.85532318467088	0.42766159233544
43	0.575700387236865	0.84859922552627	0.424299612763135
44	0.572174947679008	0.855650104641985	0.427825052320992
45	0.654344174685202	0.691311650629597	0.345655825314798
46	0.646026186855839	0.707947626288322	0.353973813144161
47	0.625280396068216	0.749439207863567	0.374719603931784
48	0.597373533075935	0.805252933848129	0.402626466924065
49	0.556685134001403	0.886629731997194	0.443314865998597
50	0.528323430281504	0.943353139436992	0.471676569718496
51	0.503250363129967	0.993499273740066	0.496749636870033
52	0.534515660605622	0.930968678788757	0.465484339394378
53	0.544410172278412	0.911179655443176	0.455589827721588
54	0.497827088076007	0.995654176152015	0.502172911923993
55	0.47336814299015	0.94673628598030	0.52663185700985
56	0.429757816297482	0.859515632594964	0.570242183702518
57	0.387479866452297	0.774959732904594	0.612520133547703
58	0.341943180514139	0.683886361028277	0.658056819485861
59	0.303547025353062	0.607094050706124	0.696452974646938
60	0.265220912407403	0.530441824814805	0.734779087592597
61	0.242984095209740	0.485968190419481	0.75701590479026
62	0.230394047209656	0.460788094419311	0.769605952790344
63	0.202531007218153	0.405062014436307	0.797468992781847
64	0.192049936779375	0.384099873558749	0.807950063220625
65	0.174555407669478	0.349110815338955	0.825444592330522
66	0.225174890105401	0.450349780210802	0.774825109894599
67	0.208970640898786	0.417941281797572	0.791029359101214
68	0.2310978176451	0.4621956352902	0.7689021823549
69	0.233367130297664	0.466734260595329	0.766632869702336
70	0.288120197667943	0.576240395335887	0.711879802332057
71	0.354643432950748	0.709286865901496	0.645356567049252
72	0.365666767231214	0.731333534462428	0.634333232768786
73	0.372719101765479	0.745438203530957	0.627280898234521
74	0.352536412697341	0.705072825394682	0.647463587302659
75	0.342888362294365	0.68577672458873	0.657111637705635
76	0.397596563777422	0.795193127554845	0.602403436222578
77	0.500472165416822	0.999055669166356	0.499527834583178
78	0.508335255658251	0.983329488683498	0.491664744341749
79	0.526248909854504	0.947502180290993	0.473751090145496
80	0.579231730805955	0.841536538388091	0.420768269194045
81	0.573151055955456	0.853697888089088	0.426848944044544
82	0.62839763235793	0.74320473528414	0.37160236764207
83	0.639126116522401	0.721747766955197	0.360873883477599
84	0.635926357715513	0.728147284568973	0.364073642284487
85	0.640295346045684	0.719409307908633	0.359704653954316
86	0.632815850599041	0.734368298801918	0.367184149400959
87	0.639701868346309	0.720596263307382	0.360298131653691
88	0.685294599562411	0.629410800875178	0.314705400437589
89	0.669069578901144	0.661860842197711	0.330930421098856
90	0.72723088738494	0.545538225230119	0.272769112615060
91	0.79730827922422	0.405383441551559	0.202691720775779
92	0.823396795819962	0.353206408360077	0.176603204180038
93	0.88274962582505	0.2345007483499	0.11725037417495
94	0.90926136810055	0.181477263798901	0.0907386318994506
95	0.914691774485852	0.170616451028296	0.0853082255141479
96	0.944851095538117	0.110297808923765	0.0551489044618827
97	0.971945728193902	0.0561085436121963	0.0280542718060982
98	0.990204946110206	0.0195901077795874	0.0097950538897937
99	0.987061594278358	0.0258768114432850	0.0129384057216425
100	0.985797737726839	0.0284045245463228	0.0142022622731614
101	0.981132775812897	0.0377344483742067	0.0188672241871033
102	0.979129923259595	0.04174015348081	0.020870076740405
103	0.9776972861822	0.0446054276355982	0.0223027138177991
104	0.987441552218117	0.0251168955637651	0.0125584477818825
105	0.980028801251227	0.0399423974975469	0.0199711987487734
106	0.966702429071365	0.0665951418572693	0.0332975709286346
107	0.949745355151685	0.100509289696631	0.0502546448483155
108	0.924379765523179	0.151240468953642	0.075620234476821
109	0.970923776192606	0.0581524476147886	0.0290762238073943
110	0.951833157256124	0.0963336854877511	0.0481668427438756
111	0.9291993415247	0.141601316950600	0.0708006584753002
112	0.892500654228638	0.214998691542724	0.107499345771362
113	0.897797397186259	0.204405205627482	0.102202602813741
114	0.883523359388522	0.232953281222957	0.116476640611478
115	0.95192589609694	0.0961482078061198	0.0480741039030599
116	0.933430226420272	0.133139547159457	0.0665697735797285

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	9	0.0803571428571429	NOK
10% type I error level	14	0.125	NOK