| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 3791.19876810686 -178.053949041165X[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) | 3791.19876810686 | 417.435275 | 9.0821 | 0 | 0 |
| X | -178.053949041165 | 52.699633 | -3.3787 | 0.001235 | 0.000617 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.386503833591849 |
| R-squared | 0.149385213381196 |
| Adjusted R-squared | 0.136298832048599 |
| F-TEST (value) | 11.4153186877636 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 65 |
| p-value | 0.00123499670928240 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 304.304156916877 |
| Sum Squared Residuals | 6019066.29459793 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2360 | 2348.96178087343 | 11.0382191265750 |
| 2 | 2214 | 2473.59954520224 | -259.599545202241 |
| 3 | 2825 | 2491.40494010636 | 333.595059893642 |
| 4 | 2355 | 2420.18336048989 | -65.1833604898924 |
| 5 | 2333 | 2366.76717577754 | -33.767175777543 |
| 6 | 3016 | 2366.76717577754 | 649.232824222457 |
| 7 | 2155 | 2420.18336048989 | -265.183360489892 |
| 8 | 2172 | 2562.62651972282 | -390.626519722824 |
| 9 | 2150 | 2616.04270443517 | -466.042704435174 |
| 10 | 2533 | 2562.62651972282 | -29.6265197228241 |
| 11 | 2058 | 2455.79415029813 | -397.794150298125 |
| 12 | 2160 | 2384.57257068166 | -224.572570681659 |
| 13 | 2260 | 2420.18336048989 | -160.183360489892 |
| 14 | 2498 | 2633.84809933929 | -135.84809933929 |
| 15 | 2695 | 2705.06967895576 | -10.0696789557560 |
| 16 | 2799 | 2651.65349424341 | 147.346505756594 |
| 17 | 2947 | 2580.43191462694 | 366.568085373059 |
| 18 | 2930 | 2527.01572991459 | 402.984270085409 |
| 19 | 2318 | 2491.40494010636 | -173.404940106358 |
| 20 | 2540 | 2509.21033501047 | 30.7896649895253 |
| 21 | 2570 | 2544.82112481871 | 25.1788751812923 |
| 22 | 2669 | 2544.82112481871 | 124.178875181292 |
| 23 | 2450 | 2544.82112481871 | -94.8211248187077 |
| 24 | 2842 | 2491.40494010636 | 350.595059893642 |
| 25 | 3440 | 2455.79415029813 | 984.205849701875 |
| 26 | 2678 | 2509.21033501047 | 168.789664989525 |
| 27 | 2981 | 2420.18336048989 | 560.816639510108 |
| 28 | 2260 | 2366.76717577754 | -106.767175777543 |
| 29 | 2844 | 2384.57257068166 | 459.427429318341 |
| 30 | 2546 | 2366.76717577754 | 179.232824222457 |
| 31 | 2456 | 2366.76717577754 | 89.232824222457 |
| 32 | 2295 | 2384.57257068166 | -89.5725706816594 |
| 33 | 2379 | 2384.57257068166 | -5.57257068165945 |
| 34 | 2479 | 2366.76717577754 | 112.232824222457 |
| 35 | 2057 | 2348.96178087343 | -291.961780873427 |
| 36 | 2280 | 2348.96178087343 | -68.9617808734266 |
| 37 | 2351 | 2331.15638596931 | 19.8436140306898 |
| 38 | 2276 | 2366.76717577754 | -90.767175777543 |
| 39 | 2548 | 2313.35099106519 | 234.649008934806 |
| 40 | 2311 | 2277.74020125696 | 33.2597987430393 |
| 41 | 2201 | 2259.93480635284 | -58.9348063528443 |
| 42 | 2725 | 2242.12941144873 | 482.870588551272 |
| 43 | 2408 | 2242.12941144873 | 165.870588551272 |
| 44 | 2139 | 2277.74020125696 | -138.740201256961 |
| 45 | 1898 | 2295.54559616108 | -397.545596161077 |
| 46 | 2537 | 2277.74020125696 | 259.259798743039 |
| 47 | 2069 | 2242.12941144873 | -173.129411448728 |
| 48 | 2063 | 2242.12941144873 | -179.129411448728 |
| 49 | 2524 | 2259.93480635284 | 264.065193647156 |
| 50 | 2437 | 2384.57257068166 | 52.4274293183406 |
| 51 | 2189 | 2348.96178087343 | -159.961780873427 |
| 52 | 2793 | 2331.15638596931 | 461.84361403069 |
| 53 | 2074 | 2277.74020125696 | -203.740201256961 |
| 54 | 2622 | 2259.93480635284 | 362.065193647156 |
| 55 | 2278 | 2277.74020125696 | 0.259798743039279 |
| 56 | 2144 | 2313.35099106519 | -169.350991065194 |
| 57 | 2427 | 2331.15638596931 | 95.8436140306898 |
| 58 | 2139 | 2242.12941144873 | -103.129411448728 |
| 59 | 1828 | 2135.29704202403 | -307.297042024029 |
| 60 | 2072 | 2135.29704202403 | -63.2970420240289 |
| 61 | 1800 | 2224.32401654461 | -424.324016544611 |
| 62 | 1758 | 2473.59954520224 | -715.599545202242 |
| 63 | 2246 | 2509.21033501047 | -263.210335010475 |
| 64 | 1987 | 2455.79415029813 | -468.794150298125 |
| 65 | 1868 | 2313.35099106519 | -445.350991065194 |
| 66 | 2514 | 2224.32401654461 | 289.675983455389 |
| 67 | 2121 | 2206.51862164049 | -85.5186216404948 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.385989835815813 | 0.771979671631627 | 0.614010164184187 |
| 6 | 0.761364151401256 | 0.477271697197488 | 0.238635848598744 |
| 7 | 0.752501084015503 | 0.494997831968994 | 0.247498915984497 |
| 8 | 0.688420148704197 | 0.623159702591606 | 0.311579851295803 |
| 9 | 0.612683341116345 | 0.77463331776731 | 0.387316658883655 |
| 10 | 0.562946376319486 | 0.874107247361027 | 0.437053623680514 |
| 11 | 0.598933696240301 | 0.802132607519398 | 0.401066303759699 |
| 12 | 0.573286492183648 | 0.853427015632704 | 0.426713507816352 |
| 13 | 0.494870006652138 | 0.989740013304275 | 0.505129993347862 |
| 14 | 0.450049325807418 | 0.900098651614837 | 0.549950674192582 |
| 15 | 0.445423734423936 | 0.890847468847872 | 0.554576265576064 |
| 16 | 0.442755379390351 | 0.885510758780701 | 0.557244620609649 |
| 17 | 0.523774982124899 | 0.952450035750202 | 0.476225017875101 |
| 18 | 0.594602202807839 | 0.810795594384321 | 0.405397797192161 |
| 19 | 0.536833225173195 | 0.92633354965361 | 0.463166774826805 |
| 20 | 0.459064471063562 | 0.918128942127123 | 0.540935528936438 |
| 21 | 0.383896783918456 | 0.767793567836912 | 0.616103216081544 |
| 22 | 0.324854460478292 | 0.649708920956584 | 0.675145539521708 |
| 23 | 0.266254485011146 | 0.532508970022292 | 0.733745514988854 |
| 24 | 0.285302855144174 | 0.570605710288349 | 0.714697144855826 |
| 25 | 0.85656248281366 | 0.286875034372679 | 0.143437517186340 |
| 26 | 0.828667189119598 | 0.342665621760805 | 0.171332810880402 |
| 27 | 0.915193404261316 | 0.169613191477369 | 0.0848065957386843 |
| 28 | 0.892136976493439 | 0.215726047013122 | 0.107863023506561 |
| 29 | 0.932364574619907 | 0.135270850760186 | 0.0676354253800932 |
| 30 | 0.919802542707963 | 0.160394914584074 | 0.0801974572920371 |
| 31 | 0.898247562003455 | 0.203504875993091 | 0.101752437996545 |
| 32 | 0.870844076410451 | 0.258311847179097 | 0.129155923589548 |
| 33 | 0.836731835358615 | 0.326536329282771 | 0.163268164641385 |
| 34 | 0.80815289596986 | 0.383694208060279 | 0.191847104030140 |
| 35 | 0.805410419666708 | 0.389179160666583 | 0.194589580333292 |
| 36 | 0.758242016610603 | 0.483515966778794 | 0.241757983389397 |
| 37 | 0.704770683610265 | 0.59045863277947 | 0.295229316389735 |
| 38 | 0.647193784105162 | 0.705612431789675 | 0.352806215894838 |
| 39 | 0.635125978484101 | 0.729748043031798 | 0.364874021515899 |
| 40 | 0.569146414341394 | 0.861707171317211 | 0.430853585658606 |
| 41 | 0.502050110959706 | 0.995899778080588 | 0.497949889040294 |
| 42 | 0.614768400649499 | 0.770463198701003 | 0.385231599350501 |
| 43 | 0.568709606186744 | 0.862580787626512 | 0.431290393813256 |
| 44 | 0.511349712317653 | 0.977300575364693 | 0.488650287682347 |
| 45 | 0.549652016858341 | 0.900695966283317 | 0.450347983141659 |
| 46 | 0.553159170885485 | 0.89368165822903 | 0.446840829114515 |
| 47 | 0.498332201294753 | 0.996664402589506 | 0.501667798705247 |
| 48 | 0.442836818314547 | 0.885673636629093 | 0.557163181685453 |
| 49 | 0.445331964413569 | 0.890663928827137 | 0.554668035586431 |
| 50 | 0.407103931016557 | 0.814207862033114 | 0.592896068983443 |
| 51 | 0.336198817705299 | 0.672397635410598 | 0.663801182294701 |
| 52 | 0.611809604329098 | 0.776380791341804 | 0.388190395670902 |
| 53 | 0.537607053440772 | 0.924785893118457 | 0.462392946559228 |
| 54 | 0.710172042371077 | 0.579655915257846 | 0.289827957628923 |
| 55 | 0.659780098198195 | 0.680439803603609 | 0.340219901801805 |
| 56 | 0.573680866915822 | 0.852638266168356 | 0.426319133084178 |
| 57 | 0.641559378924108 | 0.716881242151784 | 0.358440621075892 |
| 58 | 0.547036623270503 | 0.905926753458994 | 0.452963376729497 |
| 59 | 0.521284079486234 | 0.957431841027532 | 0.478715920513766 |
| 60 | 0.392926857910659 | 0.785853715821318 | 0.607073142089341 |
| 61 | 0.44845584390105 | 0.8969116878021 | 0.55154415609895 |
| 62 | 0.465990163503134 | 0.931980327006267 | 0.534009836496866 |
| 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 |
