Multiple Linear Regression - Estimated Regression Equation |
wngbw[t] = + 2613.94906149101 -12.6101596071860`<25`[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) | 2613.94906149101 | 412.470458 | 6.3373 | 0 | 0 |
`<25` | -12.6101596071860 | 19.859534 | -0.635 | 0.527947 | 0.263973 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0830870362217952 |
R-squared | 0.0069034555881219 |
Adjusted R-squared | -0.010218898625876 |
F-TEST (value) | 0.403183785467899 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 58 |
p-value | 0.527946632050694 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 351.478594444187 |
Sum Squared Residuals | 7165157.73644276 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2253 | 2426.05768334395 | -173.057683343953 |
2 | 2218 | 2379.40009279735 | -161.400092797350 |
3 | 1855 | 2373.09501299376 | -518.095012993757 |
4 | 2187 | 2376.87806087591 | -189.878060875913 |
5 | 1852 | 2384.44415664022 | -532.444156640224 |
6 | 1570 | 2386.96618856166 | -816.966188561661 |
7 | 1851 | 2374.35602895448 | -523.356028954475 |
8 | 1954 | 2352.91875762226 | -398.918757622259 |
9 | 1828 | 2346.61367781867 | -518.613677818666 |
10 | 2251 | 2352.91875762226 | -101.918757622259 |
11 | 2277 | 2366.78993319016 | -89.7899331901638 |
12 | 2085 | 2379.40009279735 | -294.400092797350 |
13 | 2282 | 2378.13907683663 | -96.1390768366312 |
14 | 2266 | 2313.82726283998 | -47.8272628399827 |
15 | 1878 | 2299.95608727208 | -421.956087272078 |
16 | 2267 | 2301.21710323280 | -34.2171032327968 |
17 | 2069 | 2313.82726283998 | -244.827262839983 |
18 | 1746 | 2332.74250225076 | -586.742502250762 |
19 | 2299 | 2340.30859801507 | -41.3085980150733 |
20 | 2360 | 2352.91875762226 | 7.08124237774075 |
21 | 2214 | 2365.52891722945 | -151.528917229445 |
22 | 2825 | 2381.92212471879 | 443.077875281213 |
23 | 2355 | 2394.53228432597 | -39.5322843259730 |
24 | 2333 | 2399.57634816885 | -66.5763481688473 |
25 | 3016 | 2386.96618856166 | 629.033811438339 |
26 | 2155 | 2313.82726283998 | -158.827262839983 |
27 | 2172 | 2292.38999150777 | -120.389991507767 |
28 | 2150 | 2291.12897554705 | -141.128975547048 |
29 | 2533 | 2315.0882788007 | 217.911721199299 |
30 | 2058 | 2336.52555013292 | -278.525550132917 |
31 | 2160 | 2345.35266185795 | -185.352661857948 |
32 | 2260 | 2352.91875762226 | -92.9187576222592 |
33 | 2498 | 2356.70180550442 | 141.298194495585 |
34 | 2695 | 2357.96282146513 | 337.037178534866 |
35 | 2799 | 2356.70180550442 | 442.298194495585 |
36 | 2946 | 2364.26790126873 | 581.732098731273 |
37 | 2930 | 2368.05094915088 | 561.949050849118 |
38 | 2318 | 2322.65437456501 | -4.6543745650129 |
39 | 2540 | 2317.61031072214 | 222.389689277861 |
40 | 2570 | 2317.61031072214 | 252.389689277861 |
41 | 2669 | 2325.17640648645 | 343.82359351355 |
42 | 2450 | 2337.78656609364 | 112.213433906364 |
43 | 2842 | 2342.83062993651 | 499.16937006349 |
44 | 3440 | 2355.44078954370 | 1084.55921045630 |
45 | 2678 | 2359.22383742585 | 318.776162574148 |
46 | 2981 | 2369.3119651116 | 611.688034888399 |
47 | 2260 | 2371.83399703304 | -111.833997033038 |
48 | 2844 | 2376.87806087591 | 467.121939124087 |
49 | 2546 | 2376.87806087591 | 169.121939124087 |
50 | 2456 | 2328.95945436861 | 127.040545631394 |
51 | 2295 | 2320.13234264358 | -25.1323426435757 |
52 | 2379 | 2323.91539052573 | 55.0846094742685 |
53 | 2479 | 2344.09164589723 | 134.908354102771 |
54 | 2057 | 2363.00688530801 | -306.006885308008 |
55 | 2280 | 2376.87806087591 | -96.8780608759126 |
56 | 2351 | 2379.40009279735 | -28.4000927973498 |
57 | 2276 | 2381.92212471879 | -105.922124718787 |
58 | 2548 | 2379.40009279735 | 168.599907202650 |
59 | 2311 | 2363.00688530801 | -52.006885308008 |
60 | 2201 | 2371.83399703304 | -170.833997033038 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.207839818832369 | 0.415679637664738 | 0.792160181167631 |
6 | 0.454012919930295 | 0.90802583986059 | 0.545987080069705 |
7 | 0.347709200508832 | 0.695418401017664 | 0.652290799491168 |
8 | 0.263198055867246 | 0.526396111734492 | 0.736801944132754 |
9 | 0.193882235358464 | 0.387764470716928 | 0.806117764641536 |
10 | 0.241899933757092 | 0.483799867514184 | 0.758100066242908 |
11 | 0.245644646769369 | 0.491289293538738 | 0.754355353230631 |
12 | 0.194393408750014 | 0.388786817500027 | 0.805606591249986 |
13 | 0.185181824501644 | 0.370363649003287 | 0.814818175498356 |
14 | 0.162359998125086 | 0.324719996250172 | 0.837640001874914 |
15 | 0.140769766322356 | 0.281539532644713 | 0.859230233677644 |
16 | 0.117568097867365 | 0.23513619573473 | 0.882431902132635 |
17 | 0.0833647133935547 | 0.166729426787109 | 0.916635286606445 |
18 | 0.134753192579063 | 0.269506385158125 | 0.865246807420937 |
19 | 0.124787794113495 | 0.24957558822699 | 0.875212205886505 |
20 | 0.126113564955799 | 0.252227129911599 | 0.8738864350442 |
21 | 0.107761661506590 | 0.215523323013179 | 0.89223833849341 |
22 | 0.342045053022936 | 0.684090106045872 | 0.657954946977064 |
23 | 0.314685243237196 | 0.629370486474393 | 0.685314756762804 |
24 | 0.291787004198378 | 0.583574008396755 | 0.708212995801622 |
25 | 0.607562789619745 | 0.784874420760511 | 0.392437210380255 |
26 | 0.554438801836922 | 0.891122396326156 | 0.445561198163078 |
27 | 0.497447360647517 | 0.994894721295034 | 0.502552639352483 |
28 | 0.448206524978479 | 0.896413049956958 | 0.551793475021521 |
29 | 0.446079122302722 | 0.892158244605443 | 0.553920877697278 |
30 | 0.450372057301580 | 0.900744114603161 | 0.54962794269842 |
31 | 0.431186305205987 | 0.862372610411975 | 0.568813694794013 |
32 | 0.394942303428656 | 0.789884606857311 | 0.605057696571344 |
33 | 0.361696642275936 | 0.723393284551872 | 0.638303357724064 |
34 | 0.385015635265692 | 0.770031270531384 | 0.614984364734308 |
35 | 0.449692675461490 | 0.899385350922981 | 0.55030732453851 |
36 | 0.591503797645891 | 0.816992404708217 | 0.408496202354109 |
37 | 0.696957092074947 | 0.606085815850106 | 0.303042907925053 |
38 | 0.648314949604726 | 0.703370100790548 | 0.351685050395274 |
39 | 0.595065267243269 | 0.809869465513462 | 0.404934732756731 |
40 | 0.539915121185559 | 0.920169757628882 | 0.460084878814441 |
41 | 0.502621167801569 | 0.994757664396863 | 0.497378832198431 |
42 | 0.427658806038659 | 0.855317612077318 | 0.572341193961341 |
43 | 0.458929084984229 | 0.917858169968458 | 0.541070915015771 |
44 | 0.959681129979137 | 0.0806377400417252 | 0.0403188700208626 |
45 | 0.954090220407863 | 0.0918195591842745 | 0.0459097795921372 |
46 | 0.992986789452645 | 0.0140264210947109 | 0.00701321054735543 |
47 | 0.987521529380139 | 0.0249569412397227 | 0.0124784706198613 |
48 | 0.998515365343213 | 0.00296926931357366 | 0.00148463465678683 |
49 | 0.998446655863819 | 0.00310668827236221 | 0.00155334413618111 |
50 | 0.996498193340148 | 0.00700361331970463 | 0.00350180665985231 |
51 | 0.990875103529559 | 0.0182497929408829 | 0.00912489647044144 |
52 | 0.97634045553675 | 0.0473190889264997 | 0.0236595444632498 |
53 | 0.985113729707891 | 0.0297725405842175 | 0.0148862702921087 |
54 | 0.97560019499622 | 0.0487996100075617 | 0.0243998050037809 |
55 | 0.928827687724035 | 0.142344624551930 | 0.0711723122759651 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 3 | 0.0588235294117647 | NOK |
5% type I error level | 9 | 0.176470588235294 | NOK |
10% type I error level | 11 | 0.215686274509804 | NOK |