| Multiple Linear Regression - Estimated Regression Equation |
| WK>25j[t] = + 225.948105079717 + 12.2360142217909ExpBe[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) | 225.948105079717 | 33.116723 | 6.8228 | 0 | 0 |
| ExpBe | 12.2360142217909 | 1.991437 | 6.1443 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.627910959932989 |
| R-squared | 0.394272173603967 |
| Adjusted R-squared | 0.383828590390243 |
| F-TEST (value) | 37.7525764419461 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 7.8704400552354e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 29.6188975514582 |
| Sum Squared Residuals | 50882.1873454992 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 363 | 400.923108451326 | -37.9231084513259 |
| 2 | 364 | 399.699507029148 | -35.699507029148 |
| 3 | 363 | 420.500731206193 | -57.5007312061926 |
| 4 | 358 | 413.159122673118 | -55.1591226731181 |
| 5 | 357 | 415.606325517476 | -58.6063255174763 |
| 6 | 357 | 410.71191982876 | -53.7119198287599 |
| 7 | 380 | 409.488318406581 | -29.4883184065808 |
| 8 | 378 | 374.003877163387 | 3.99612283661285 |
| 9 | 376 | 419.277129784014 | -43.2771297840136 |
| 10 | 380 | 432.736745427984 | -52.7367454279835 |
| 11 | 379 | 410.71191982876 | -31.7119198287599 |
| 12 | 384 | 393.581499918253 | -9.5814999182526 |
| 13 | 392 | 407.041115562223 | -15.0411155622226 |
| 14 | 394 | 405.817514140043 | -11.8175141400435 |
| 15 | 392 | 421.724332628372 | -29.7243326283717 |
| 16 | 396 | 414.382724095297 | -18.3827240952972 |
| 17 | 392 | 409.488318406581 | -17.4883184065808 |
| 18 | 396 | 415.606325517476 | -19.6063255174763 |
| 19 | 419 | 410.71191982876 | 8.2880801712401 |
| 20 | 421 | 369.109471474671 | 51.8905285253292 |
| 21 | 420 | 425.395136894909 | -5.39513689490901 |
| 22 | 418 | 430.289542583625 | -12.2895425836254 |
| 23 | 410 | 409.488318406581 | 0.511681593419189 |
| 24 | 418 | 408.264716984402 | 9.73528301559828 |
| 25 | 426 | 404.593912717864 | 21.4060872821356 |
| 26 | 428 | 413.159122673118 | 14.8408773268819 |
| 27 | 430 | 444.972759649774 | -14.9727596497745 |
| 28 | 424 | 426.618738317088 | -2.61873831708808 |
| 29 | 423 | 414.382724095297 | 8.61727590470282 |
| 30 | 427 | 444.972759649774 | -17.9727596497745 |
| 31 | 441 | 420.500731206193 | 20.4992687938074 |
| 32 | 449 | 396.028702762611 | 52.9712972373892 |
| 33 | 452 | 443.749158227595 | 8.2508417724046 |
| 34 | 462 | 444.972759649774 | 17.0272403502255 |
| 35 | 455 | 438.854752538879 | 16.145247461121 |
| 36 | 461 | 430.289542583625 | 30.7104574163746 |
| 37 | 461 | 421.724332628372 | 39.2756673716283 |
| 38 | 463 | 429.065941161446 | 33.9340588385537 |
| 39 | 462 | 459.655976715924 | 2.34402328407641 |
| 40 | 456 | 443.749158227595 | 12.2508417724046 |
| 41 | 455 | 436.407549694521 | 18.5924503054792 |
| 42 | 456 | 453.537969605028 | 2.46203039497187 |
| 43 | 472 | 425.395136894909 | 46.604863105091 |
| 44 | 472 | 410.71191982876 | 61.2880801712401 |
| 45 | 471 | 460.879578138103 | 10.1204218618973 |
| 46 | 465 | 442.525556805416 | 22.4744431945837 |
| 47 | 459 | 459.655976715924 | -0.655976715923595 |
| 48 | 465 | 446.196361071954 | 18.8036389280464 |
| 49 | 468 | 440.078353961058 | 27.9216460389419 |
| 50 | 467 | 443.749158227595 | 23.2508417724046 |
| 51 | 463 | 484.128005159505 | -21.1280051595054 |
| 52 | 460 | 436.407549694521 | 23.5924503054792 |
| 53 | 462 | 463.326780982461 | -1.32678098246083 |
| 54 | 461 | 468.221186671177 | -7.22118667117723 |
| 55 | 476 | 441.301955383237 | 34.6980446167628 |
| 56 | 476 | 424.17153547273 | 51.8284645272701 |
| 57 | 471 | 464.55038240464 | 6.44961759536006 |
| 58 | 453 | 469.444788093356 | -16.4447880933563 |
| 59 | 443 | 470.668389515535 | -27.6683895155354 |
| 60 | 442 | 437.6311511167 | 4.36884888330007 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.00257513054709729 | 0.00515026109419458 | 0.997424869452903 |
| 6 | 0.00061177077558229 | 0.00122354155116458 | 0.999388229224418 |
| 7 | 0.0128925028258305 | 0.0257850056516611 | 0.98710749717417 |
| 8 | 0.00420773165539052 | 0.00841546331078104 | 0.99579226834461 |
| 9 | 0.00617426758997194 | 0.0123485351799439 | 0.993825732410028 |
| 10 | 0.0120154654008798 | 0.0240309308017596 | 0.98798453459912 |
| 11 | 0.0109605290536845 | 0.0219210581073691 | 0.989039470946316 |
| 12 | 0.0109488658308091 | 0.0218977316616183 | 0.98905113416919 |
| 13 | 0.0232849932849134 | 0.0465699865698267 | 0.976715006715087 |
| 14 | 0.0408725042668058 | 0.0817450085336116 | 0.959127495733194 |
| 15 | 0.0716461498377686 | 0.143292299675537 | 0.928353850162231 |
| 16 | 0.118273533140135 | 0.236547066280271 | 0.881726466859865 |
| 17 | 0.164716631438353 | 0.329433262876706 | 0.835283368561647 |
| 18 | 0.265210322363365 | 0.530420644726729 | 0.734789677636635 |
| 19 | 0.553455742967139 | 0.893088514065722 | 0.446544257032861 |
| 20 | 0.660419176713513 | 0.679161646572974 | 0.339580823286487 |
| 21 | 0.840487416348247 | 0.319025167303506 | 0.159512583651753 |
| 22 | 0.923840748726984 | 0.152318502546033 | 0.0761592512730163 |
| 23 | 0.95763516763684 | 0.0847296647263182 | 0.0423648323631591 |
| 24 | 0.978729605789508 | 0.0425407884209848 | 0.0212703942104924 |
| 25 | 0.989821178756695 | 0.0203576424866093 | 0.0101788212433047 |
| 26 | 0.995769543374432 | 0.00846091325113504 | 0.00423045662556752 |
| 27 | 0.998519950187409 | 0.00296009962518289 | 0.00148004981259145 |
| 28 | 0.99964473124843 | 0.000710537503141008 | 0.000355268751570504 |
| 29 | 0.999967849105822 | 6.43017883560779e-05 | 3.21508941780389e-05 |
| 30 | 0.999998512215718 | 2.97556856371764e-06 | 1.48778428185882e-06 |
| 31 | 0.999999792727278 | 4.14545444467483e-07 | 2.07272722233741e-07 |
| 32 | 0.999999976430805 | 4.71383906807145e-08 | 2.35691953403572e-08 |
| 33 | 0.999999981418851 | 3.71622975040493e-08 | 1.85811487520247e-08 |
| 34 | 0.999999972774466 | 5.44510680745652e-08 | 2.72255340372826e-08 |
| 35 | 0.999999963035036 | 7.39299282989615e-08 | 3.69649641494808e-08 |
| 36 | 0.999999943181739 | 1.13636522329712e-07 | 5.6818261164856e-08 |
| 37 | 0.999999924128844 | 1.51742311617459e-07 | 7.58711558087295e-08 |
| 38 | 0.99999985249019 | 2.95019618884409e-07 | 1.47509809442204e-07 |
| 39 | 0.999999519293458 | 9.61413083296411e-07 | 4.80706541648206e-07 |
| 40 | 0.999998913107996 | 2.17378400726327e-06 | 1.08689200363164e-06 |
| 41 | 0.999998233293826 | 3.53341234718722e-06 | 1.76670617359361e-06 |
| 42 | 0.999995310252576 | 9.37949484697647e-06 | 4.68974742348824e-06 |
| 43 | 0.99999116571797 | 1.76685640603642e-05 | 8.83428203018211e-06 |
| 44 | 0.99998518281422 | 2.96343715613768e-05 | 1.48171857806884e-05 |
| 45 | 0.999969577359277 | 6.0845281446512e-05 | 3.0422640723256e-05 |
| 46 | 0.999907313729362 | 0.000185372541276442 | 9.2686270638221e-05 |
| 47 | 0.999709843996474 | 0.000580312007052959 | 0.000290156003526480 |
| 48 | 0.999167914155006 | 0.00166417168998765 | 0.000832085844993826 |
| 49 | 0.99787744256144 | 0.00424511487711844 | 0.00212255743855922 |
| 50 | 0.994638437687294 | 0.0107231246254118 | 0.00536156231270588 |
| 51 | 0.988739551177817 | 0.0225208976443666 | 0.0112604488221833 |
| 52 | 0.97399410164241 | 0.0520117967151801 | 0.0260058983575901 |
| 53 | 0.940118993971296 | 0.119762012057407 | 0.0598810060287036 |
| 54 | 0.874720052178228 | 0.250559895643543 | 0.125279947821772 |
| 55 | 0.805506675249021 | 0.388986649501957 | 0.194493324750979 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 27 | 0.529411764705882 | NOK |
| 5% type I error level | 37 | 0.725490196078431 | NOK |
| 10% type I error level | 40 | 0.784313725490196 | NOK |
