Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 324.706517146108 -24.8824963432473X[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) | 324.706517146108 | 40.248805 | 8.0675 | 0 | 0 |
X | -24.8824963432473 | 5.111377 | -4.8681 | 9e-06 | 5e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.538580087796469 |
R-squared | 0.290068510970852 |
Adjusted R-squared | 0.277828312884143 |
F-TEST (value) | 23.6980242407851 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 58 |
p-value | 9.03944554009328e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 26.8959936560185 |
Sum Squared Residuals | 41956.8795351861 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 104.1 | 93.2993011539099 | 10.8006988460901 |
2 | 90.2 | 108.228798959857 | -18.0287989598568 |
3 | 99.2 | 120.670047131481 | -21.4700471314805 |
4 | 116.5 | 118.181797497156 | -1.68179749715578 |
5 | 98.4 | 113.205298228506 | -14.8052982285063 |
6 | 90.6 | 110.717048594182 | -20.1170485941816 |
7 | 130.5 | 113.205298228506 | 17.2947017714937 |
8 | 107.4 | 120.670047131481 | -13.2700471314805 |
9 | 106 | 123.158296765805 | -17.1582967658053 |
10 | 196.5 | 128.134796034455 | 68.3652039655453 |
11 | 107.8 | 110.717048594182 | -2.91704859418163 |
12 | 90.5 | 108.228798959857 | -17.7287989598569 |
13 | 123.8 | 108.228798959857 | 15.5712010401431 |
14 | 114.7 | 113.205298228506 | 1.49470177149366 |
15 | 115.3 | 115.693547862831 | -0.393547862831066 |
16 | 197 | 113.205298228506 | 83.7947017714937 |
17 | 88.4 | 108.228798959857 | -19.8287989598569 |
18 | 93.8 | 108.228798959857 | -14.4287989598569 |
19 | 111.3 | 110.717048594182 | 0.58295140581837 |
20 | 105.9 | 113.205298228506 | -7.30529822850634 |
21 | 123.6 | 118.181797497156 | 5.41820250284421 |
22 | 171 | 125.64654640013 | 45.35345359987 |
23 | 97 | 120.670047131481 | -23.6700471314805 |
24 | 99.2 | 123.158296765805 | -23.9582967658053 |
25 | 126.6 | 123.158296765805 | 3.44170323419473 |
26 | 103.4 | 125.64654640013 | -22.2465464001300 |
27 | 121.3 | 128.134796034455 | -6.8347960344547 |
28 | 129.6 | 128.134796034455 | 1.46520396554529 |
29 | 110.8 | 125.64654640013 | -14.8465464001300 |
30 | 98.9 | 125.64654640013 | -26.74654640013 |
31 | 122.8 | 128.134796034455 | -5.3347960344547 |
32 | 120.9 | 125.64654640013 | -4.74654640012998 |
33 | 133.1 | 133.111295303104 | -0.0112953031041694 |
34 | 203.1 | 145.552543474728 | 57.5474565252722 |
35 | 110.2 | 138.087794571754 | -27.8877945717536 |
36 | 119.5 | 143.064293840403 | -23.5642938404031 |
37 | 135.1 | 150.529042743377 | -15.4290427433773 |
38 | 113.9 | 150.529042743377 | -36.6290427433773 |
39 | 137.4 | 150.529042743377 | -13.1290427433773 |
40 | 157.1 | 145.552543474728 | 11.5474565252722 |
41 | 126.4 | 143.064293840403 | -16.6642938404031 |
42 | 112.2 | 148.040793109053 | -35.8407931090525 |
43 | 128.8 | 155.505542012027 | -26.7055420120267 |
44 | 136.8 | 165.458540549326 | -28.6585405493256 |
45 | 156.5 | 172.923289452300 | -16.4232894522998 |
46 | 215.2 | 162.970290915001 | 52.2297090849991 |
47 | 146.7 | 133.111295303104 | 13.5887046968958 |
48 | 130.8 | 128.134796034455 | 2.66520396554531 |
49 | 133.1 | 138.087794571754 | -4.98779457175363 |
50 | 153.4 | 153.017292377702 | 0.382707622298027 |
51 | 159.9 | 160.482041280676 | -0.582041280676173 |
52 | 174.6 | 153.017292377702 | 21.582707622298 |
53 | 145 | 133.111295303104 | 11.8887046968958 |
54 | 112.9 | 125.64654640013 | -12.7465464001300 |
55 | 137.8 | 125.64654640013 | 12.1534535998700 |
56 | 150.6 | 133.111295303104 | 17.4887046968958 |
57 | 162.1 | 143.064293840403 | 19.0357061595969 |
58 | 226.4 | 140.576044206078 | 85.8239557939217 |
59 | 112.3 | 123.158296765805 | -10.8582967658053 |
60 | 126.3 | 118.181797497156 | 8.11820250284421 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0761457608517317 | 0.152291521703463 | 0.923854239148268 |
6 | 0.0382458663423905 | 0.076491732684781 | 0.96175413365761 |
7 | 0.0998760539726721 | 0.199752107945344 | 0.900123946027328 |
8 | 0.0476177957545426 | 0.0952355915090851 | 0.952382204245457 |
9 | 0.0215112707080981 | 0.0430225414161961 | 0.978488729291902 |
10 | 0.645484078209412 | 0.709031843581175 | 0.354515921790588 |
11 | 0.541315700162692 | 0.917368599674617 | 0.458684299837308 |
12 | 0.462534786550147 | 0.925069573100295 | 0.537465213449853 |
13 | 0.415915845247842 | 0.831831690495685 | 0.584084154752158 |
14 | 0.324477403025408 | 0.648954806050815 | 0.675522596974592 |
15 | 0.243749535405579 | 0.487499070811159 | 0.75625046459442 |
16 | 0.862910162745044 | 0.274179674509911 | 0.137089837254956 |
17 | 0.835337068902393 | 0.329325862195214 | 0.164662931097607 |
18 | 0.791164711253773 | 0.417670577492453 | 0.208835288746227 |
19 | 0.726805516540008 | 0.546388966919984 | 0.273194483459992 |
20 | 0.66117295253037 | 0.67765409493926 | 0.33882704746963 |
21 | 0.585616985724484 | 0.828766028551033 | 0.414383014275516 |
22 | 0.658823108485679 | 0.682353783028642 | 0.341176891514321 |
23 | 0.665863518161085 | 0.668272963677829 | 0.334136481838915 |
24 | 0.67142025258207 | 0.657159494835861 | 0.328579747417930 |
25 | 0.599668878454249 | 0.800662243091502 | 0.400331121545751 |
26 | 0.590152175047225 | 0.81969564990555 | 0.409847824952775 |
27 | 0.523756129905387 | 0.952487740189225 | 0.476243870094613 |
28 | 0.447427957911483 | 0.894855915822966 | 0.552572042088517 |
29 | 0.399622855987817 | 0.799245711975634 | 0.600377144012183 |
30 | 0.40438372499743 | 0.80876744999486 | 0.59561627500257 |
31 | 0.33720306257487 | 0.67440612514974 | 0.66279693742513 |
32 | 0.275034966179203 | 0.550069932358405 | 0.724965033820797 |
33 | 0.2154725320634 | 0.4309450641268 | 0.7845274679366 |
34 | 0.405208673772772 | 0.810417347545544 | 0.594791326227228 |
35 | 0.436297819351078 | 0.872595638702156 | 0.563702180648922 |
36 | 0.429999914048146 | 0.859999828096291 | 0.570000085951854 |
37 | 0.379256486324301 | 0.758512972648603 | 0.620743513675698 |
38 | 0.434286888904927 | 0.868573777809854 | 0.565713111095073 |
39 | 0.374458089492761 | 0.748916178985522 | 0.625541910507239 |
40 | 0.313827578325869 | 0.627655156651738 | 0.686172421674131 |
41 | 0.275281032283036 | 0.550562064566072 | 0.724718967716964 |
42 | 0.338043338092707 | 0.676086676185413 | 0.661956661907293 |
43 | 0.352172981460353 | 0.704345962920705 | 0.647827018539647 |
44 | 0.415738440171975 | 0.83147688034395 | 0.584261559828025 |
45 | 0.511048846410842 | 0.977902307178317 | 0.488951153589158 |
46 | 0.615690147855147 | 0.768619704289707 | 0.384309852144853 |
47 | 0.529550413960387 | 0.940899172079226 | 0.470449586039613 |
48 | 0.435698478328397 | 0.871396956656794 | 0.564301521671603 |
49 | 0.372874998559511 | 0.745749997119021 | 0.62712500144049 |
50 | 0.322541897455308 | 0.645083794910616 | 0.677458102544692 |
51 | 0.405291321196081 | 0.810582642392162 | 0.594708678803919 |
52 | 0.452208834478191 | 0.904417668956383 | 0.547791165521809 |
53 | 0.349826965953364 | 0.699653931906729 | 0.650173034046636 |
54 | 0.295635036584525 | 0.591270073169051 | 0.704364963415475 |
55 | 0.176448137227505 | 0.352896274455009 | 0.823551862772495 |
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 | 1 | 0.0196078431372549 | OK |
10% type I error level | 3 | 0.0588235294117647 | OK |