Multiple Linear Regression - Estimated Regression Equation |
nwwmb[t] = + 267912.577777778 -6253.24444444445dummy_variable[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) | 267912.577777778 | 2671.648691 | 100.2799 | 0 | 0 |
dummy_variable | -6253.24444444445 | 5343.297382 | -1.1703 | 0.246668 | 0.123334 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.151884696481867 |
R-squared | 0.0230689610253889 |
Adjusted R-squared | 0.0062253224223785 |
F-TEST (value) | 1.36959487015268 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 58 |
p-value | 0.246667802057425 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 17921.964256143 |
Sum Squared Residuals | 18629414562.3111 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 286602 | 267912.577777777 | 18689.4222222226 |
2 | 283042 | 267912.577777778 | 15129.4222222222 |
3 | 276687 | 267912.577777778 | 8774.42222222221 |
4 | 277915 | 267912.577777778 | 10002.4222222222 |
5 | 277128 | 267912.577777778 | 9215.42222222221 |
6 | 277103 | 267912.577777778 | 9190.42222222221 |
7 | 275037 | 267912.577777778 | 7124.42222222221 |
8 | 270150 | 267912.577777778 | 2237.42222222221 |
9 | 267140 | 267912.577777778 | -772.577777777788 |
10 | 264993 | 267912.577777778 | -2919.57777777779 |
11 | 287259 | 267912.577777778 | 19346.4222222222 |
12 | 291186 | 267912.577777778 | 23273.4222222222 |
13 | 292300 | 267912.577777778 | 24387.4222222222 |
14 | 288186 | 267912.577777778 | 20273.4222222222 |
15 | 281477 | 267912.577777778 | 13564.4222222222 |
16 | 282656 | 267912.577777778 | 14743.4222222222 |
17 | 280190 | 267912.577777778 | 12277.4222222222 |
18 | 280408 | 267912.577777778 | 12495.4222222222 |
19 | 276836 | 267912.577777778 | 8923.42222222221 |
20 | 275216 | 267912.577777778 | 7303.42222222221 |
21 | 274352 | 267912.577777778 | 6439.42222222221 |
22 | 271311 | 267912.577777778 | 3398.42222222221 |
23 | 289802 | 267912.577777778 | 21889.4222222222 |
24 | 290726 | 267912.577777778 | 22813.4222222222 |
25 | 292300 | 267912.577777778 | 24387.4222222222 |
26 | 278506 | 267912.577777778 | 10593.4222222222 |
27 | 269826 | 267912.577777778 | 1913.42222222221 |
28 | 265861 | 267912.577777778 | -2051.57777777779 |
29 | 269034 | 267912.577777778 | 1121.42222222221 |
30 | 264176 | 267912.577777778 | -3736.57777777779 |
31 | 255198 | 267912.577777778 | -12714.5777777778 |
32 | 253353 | 267912.577777778 | -14559.5777777778 |
33 | 246057 | 267912.577777778 | -21855.5777777778 |
34 | 235372 | 267912.577777778 | -32540.5777777778 |
35 | 258556 | 267912.577777778 | -9356.57777777779 |
36 | 260993 | 267912.577777778 | -6919.57777777779 |
37 | 254663 | 267912.577777778 | -13249.5777777778 |
38 | 250643 | 267912.577777778 | -17269.5777777778 |
39 | 243422 | 267912.577777778 | -24490.5777777778 |
40 | 247105 | 267912.577777778 | -20807.5777777778 |
41 | 248541 | 267912.577777778 | -19371.5777777778 |
42 | 245039 | 267912.577777778 | -22873.5777777778 |
43 | 237080 | 267912.577777778 | -30832.5777777778 |
44 | 237085 | 267912.577777778 | -30827.5777777778 |
45 | 225554 | 267912.577777778 | -42358.5777777778 |
46 | 226839 | 261659.333333333 | -34820.3333333333 |
47 | 247934 | 261659.333333333 | -13725.3333333333 |
48 | 248333 | 261659.333333333 | -13326.3333333333 |
49 | 246969 | 261659.333333333 | -14690.3333333333 |
50 | 245098 | 261659.333333333 | -16561.3333333333 |
51 | 246263 | 261659.333333333 | -15396.3333333333 |
52 | 255765 | 261659.333333333 | -5894.33333333333 |
53 | 264319 | 261659.333333333 | 2659.66666666667 |
54 | 268347 | 261659.333333333 | 6687.66666666667 |
55 | 273046 | 261659.333333333 | 11386.6666666667 |
56 | 273963 | 261659.333333333 | 12303.6666666667 |
57 | 267430 | 261659.333333333 | 5770.66666666667 |
58 | 271993 | 261659.333333333 | 10333.6666666667 |
59 | 292710 | 261659.333333333 | 31050.6666666667 |
60 | 295881 | 261659.333333333 | 34221.6666666667 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0272895128985364 | 0.0545790257970728 | 0.972710487101464 |
6 | 0.00740811672593806 | 0.0148162334518761 | 0.992591883274062 |
7 | 0.00253702284269948 | 0.00507404568539896 | 0.9974629771573 |
8 | 0.00231443668251552 | 0.00462887336503104 | 0.997685563317484 |
9 | 0.00265726836806633 | 0.00531453673613267 | 0.997342731631934 |
10 | 0.00295950215893888 | 0.00591900431787775 | 0.99704049784106 |
11 | 0.00313045295485732 | 0.00626090590971464 | 0.996869547045143 |
12 | 0.00500917893603 | 0.01001835787206 | 0.99499082106397 |
13 | 0.00717621196404911 | 0.0143524239280982 | 0.99282378803595 |
14 | 0.0056642111865225 | 0.011328422373045 | 0.994335788813478 |
15 | 0.00293032134310244 | 0.00586064268620489 | 0.997069678656898 |
16 | 0.00157566451334914 | 0.00315132902669828 | 0.99842433548665 |
17 | 0.000783087320820566 | 0.00156617464164113 | 0.99921691267918 |
18 | 0.000391401452460286 | 0.000782802904920572 | 0.99960859854754 |
19 | 0.000195314520854545 | 0.00039062904170909 | 0.999804685479145 |
20 | 0.000102378861873731 | 0.000204757723747462 | 0.999897621138126 |
21 | 5.56853980804253e-05 | 0.000111370796160851 | 0.99994431460192 |
22 | 3.73313706641159e-05 | 7.46627413282319e-05 | 0.999962668629336 |
23 | 6.69654652638743e-05 | 0.000133930930527749 | 0.999933034534736 |
24 | 0.000158168276335494 | 0.000316336552670989 | 0.999841831723665 |
25 | 0.000601868763757595 | 0.00120373752751519 | 0.999398131236242 |
26 | 0.000595351383861799 | 0.00119070276772360 | 0.999404648616138 |
27 | 0.0007425658088238 | 0.0014851316176476 | 0.999257434191176 |
28 | 0.00121565640400221 | 0.00243131280800442 | 0.998784343595998 |
29 | 0.00160413678016420 | 0.00320827356032840 | 0.998395863219836 |
30 | 0.00275199744036401 | 0.00550399488072801 | 0.997248002559636 |
31 | 0.00852247017103958 | 0.0170449403420792 | 0.99147752982896 |
32 | 0.0201196901533702 | 0.0402393803067403 | 0.97988030984663 |
33 | 0.0561846865497263 | 0.112369373099453 | 0.943815313450274 |
34 | 0.19011332851186 | 0.38022665702372 | 0.80988667148814 |
35 | 0.188939007175251 | 0.377878014350501 | 0.81106099282475 |
36 | 0.191836420240463 | 0.383672840480926 | 0.808163579759537 |
37 | 0.198224596559515 | 0.396449193119030 | 0.801775403440485 |
38 | 0.209277569801611 | 0.418555139603222 | 0.79072243019839 |
39 | 0.237676426205206 | 0.475352852410413 | 0.762323573794794 |
40 | 0.242400978913519 | 0.484801957827038 | 0.757599021086481 |
41 | 0.242743154096922 | 0.485486308193844 | 0.757256845903078 |
42 | 0.247689667908432 | 0.495379335816863 | 0.752310332091568 |
43 | 0.265417898132187 | 0.530835796264373 | 0.734582101867813 |
44 | 0.276107726324625 | 0.55221545264925 | 0.723892273675375 |
45 | 0.31450472382757 | 0.62900944765514 | 0.68549527617243 |
46 | 0.483717751234171 | 0.967435502468342 | 0.516282248765829 |
47 | 0.46926497981226 | 0.93852995962452 | 0.53073502018774 |
48 | 0.454676669192868 | 0.909353338385735 | 0.545323330807132 |
49 | 0.470918231705178 | 0.941836463410357 | 0.529081768294822 |
50 | 0.5547705752002 | 0.8904588495996 | 0.4452294247998 |
51 | 0.699423295134779 | 0.601153409730442 | 0.300576704865221 |
52 | 0.750414457147422 | 0.499171085705155 | 0.249585542852578 |
53 | 0.718067475589597 | 0.563865048820807 | 0.281932524410403 |
54 | 0.645079126420355 | 0.70984174715929 | 0.354920873579645 |
55 | 0.5136393629401 | 0.9727212741198 | 0.4863606370599 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 21 | 0.411764705882353 | NOK |
5% type I error level | 27 | 0.529411764705882 | NOK |
10% type I error level | 28 | 0.549019607843137 | NOK |