| Multiple Linear Regression - Estimated Regression Equation |
| E[t] = + 147.785057658413 + 0.138025186519207I[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) | 147.785057658413 | 17.774384 | 8.3145 | 0 | 0 |
| I | 0.138025186519207 | 0.033492 | 4.1212 | 0.000121 | 6.1e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.475923911714717 |
| R-squared | 0.226503569741838 |
| Adjusted R-squared | 0.213167424392559 |
| F-TEST (value) | 16.9841857455527 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 0.000121370515234531 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 33.0610834407488 |
| Sum Squared Residuals | 63396.0438200168 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 160.9 | 193.899272474481 | -32.9992724744806 |
| 2 | 193.7 | 185.590156246024 | 8.10984375397608 |
| 3 | 201.4 | 189.220218651479 | 12.1797813485209 |
| 4 | 176.6 | 189.316836282043 | -12.7168362820425 |
| 5 | 172 | 193.706037213353 | -21.7060372133533 |
| 6 | 200.1 | 203.492022937565 | -3.39202293756512 |
| 7 | 172 | 194.851646261463 | -22.8516462614627 |
| 8 | 136.1 | 201.780510624727 | -65.680510624727 |
| 9 | 182.6 | 202.525846631931 | -19.9258466319307 |
| 10 | 208.7 | 207.701791126401 | 0.998208873599048 |
| 11 | 142.3 | 205.520993179397 | -63.2209931793975 |
| 12 | 188.8 | 199.848158013458 | -11.0481580134580 |
| 13 | 143.9 | 206.418156891772 | -62.5181568917723 |
| 14 | 149.7 | 218.053680115341 | -68.3536801153415 |
| 15 | 196.9 | 210.407084782177 | -13.5070847821774 |
| 16 | 231.5 | 207.908828906180 | 23.5911710938202 |
| 17 | 219.2 | 203.933703534427 | 15.2662964655734 |
| 18 | 220.7 | 206.901245044590 | 13.7987549554105 |
| 19 | 244.2 | 205.534795698049 | 38.6652043019506 |
| 20 | 182.5 | 227.38418272404 | -44.8841827240399 |
| 21 | 229.8 | 214.975718455963 | 14.8242815440368 |
| 22 | 238.1 | 206.169711556038 | 31.9302884439623 |
| 23 | 206.5 | 215.596831795300 | -9.0968317952996 |
| 24 | 249.3 | 215.251768829002 | 34.0482311709984 |
| 25 | 181.8 | 219.917020133351 | -38.1170201333508 |
| 26 | 218 | 205.548598216701 | 12.4514017832987 |
| 27 | 246.4 | 212.836328064915 | 33.5636719350846 |
| 28 | 214.3 | 206.390551854468 | 7.90944814553154 |
| 29 | 242.3 | 216.217945134636 | 26.082054865364 |
| 30 | 220.7 | 215.348386459565 | 5.35161354043497 |
| 31 | 204.5 | 211.373261087812 | -6.87326108781185 |
| 32 | 180.7 | 218.771411085241 | -38.0714110852414 |
| 33 | 233 | 217.239331514878 | 15.7606684851218 |
| 34 | 236.5 | 225.3000024076 | 11.1999975924001 |
| 35 | 239.4 | 233.857563971791 | 5.54243602820928 |
| 36 | 208.7 | 217.225528996226 | -8.52552899622625 |
| 37 | 209 | 240.896848484270 | -31.8968484842703 |
| 38 | 247.2 | 215.555424239344 | 31.6445757606562 |
| 39 | 284.3 | 220.427713323472 | 63.8722866765282 |
| 40 | 245.8 | 217.018491216447 | 28.7815087835526 |
| 41 | 249.1 | 220.814183845726 | 28.2858161542744 |
| 42 | 251.4 | 222.580906233171 | 28.8190937668285 |
| 43 | 251.2 | 240.427562850105 | 10.772437149895 |
| 44 | 207.2 | 240.731218260447 | -33.5312182604472 |
| 45 | 228.3 | 232.021828991085 | -3.72182899108524 |
| 46 | 254.3 | 234.050799232918 | 20.2492007670824 |
| 47 | 217.9 | 225.465632631423 | -7.5656326314229 |
| 48 | 244.4 | 226.252376194582 | 18.1476238054176 |
| 49 | 233.2 | 243.215671617793 | -10.0156716177930 |
| 50 | 212.6 | 222.097818080354 | -9.49781808035426 |
| 51 | 239.5 | 221.228259405283 | 18.2717405947167 |
| 52 | 335.5 | 229.910043637341 | 105.589956362659 |
| 53 | 248.8 | 236.273004735877 | 12.5269952641232 |
| 54 | 264.6 | 236.383424885092 | 28.2165751149078 |
| 55 | 275.4 | 238.716050537267 | 36.6839494627332 |
| 56 | 180.7 | 252.477161633232 | -71.7771616332318 |
| 57 | 256.1 | 256.659324784764 | -0.55932478476373 |
| 58 | 247.4 | 278.370686624235 | -30.9706866242351 |
| 59 | 227.8 | 237.584244007809 | -9.7842440078093 |
| 60 | 248.1 | 238.426197645576 | 9.67380235442351 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0518006404310426 | 0.103601280862085 | 0.948199359568958 |
| 6 | 0.119168068257188 | 0.238336136514375 | 0.880831931742812 |
| 7 | 0.0647202550427107 | 0.129440510085421 | 0.935279744957289 |
| 8 | 0.150842366469330 | 0.301684732938661 | 0.84915763353067 |
| 9 | 0.103612138531375 | 0.207224277062750 | 0.896387861468625 |
| 10 | 0.131756502993565 | 0.263513005987130 | 0.868243497006435 |
| 11 | 0.198341439763642 | 0.396682879527284 | 0.801658560236358 |
| 12 | 0.146860453414030 | 0.293720906828059 | 0.85313954658597 |
| 13 | 0.198679448670081 | 0.397358897340161 | 0.80132055132992 |
| 14 | 0.221523597862647 | 0.443047195725293 | 0.778476402137353 |
| 15 | 0.254177016693906 | 0.508354033387812 | 0.745822983306094 |
| 16 | 0.468900563153386 | 0.937801126306771 | 0.531099436846614 |
| 17 | 0.50894762357442 | 0.98210475285116 | 0.49105237642558 |
| 18 | 0.533481250962055 | 0.93303749807589 | 0.466518749037945 |
| 19 | 0.665504349704092 | 0.668991300591815 | 0.334495650295908 |
| 20 | 0.667740190643277 | 0.664519618713445 | 0.332259809356723 |
| 21 | 0.674102652652283 | 0.651794694695435 | 0.325897347347717 |
| 22 | 0.706432245796256 | 0.587135508407488 | 0.293567754203744 |
| 23 | 0.659927827827181 | 0.680144344345638 | 0.340072172172819 |
| 24 | 0.701568498219833 | 0.596863003560334 | 0.298431501780167 |
| 25 | 0.73455332509273 | 0.530893349814539 | 0.265446674907269 |
| 26 | 0.69630867531041 | 0.607382649379181 | 0.303691324689591 |
| 27 | 0.709017903587357 | 0.581964192825286 | 0.290982096412643 |
| 28 | 0.663393834657227 | 0.673212330685545 | 0.336606165342773 |
| 29 | 0.639360793028694 | 0.721278413942612 | 0.360639206971306 |
| 30 | 0.581169944503041 | 0.837660110993919 | 0.418830055496959 |
| 31 | 0.549633322706816 | 0.900733354586368 | 0.450366677293184 |
| 32 | 0.662015953003728 | 0.675968093992544 | 0.337984046996272 |
| 33 | 0.616481011379793 | 0.767037977240414 | 0.383518988620207 |
| 34 | 0.55617754032216 | 0.88764491935568 | 0.44382245967784 |
| 35 | 0.483579518914011 | 0.967159037828022 | 0.516420481085989 |
| 36 | 0.48144226279582 | 0.96288452559164 | 0.51855773720418 |
| 37 | 0.481036792611828 | 0.962073585223655 | 0.518963207388172 |
| 38 | 0.449591763015838 | 0.899183526031676 | 0.550408236984162 |
| 39 | 0.571419794935619 | 0.857160410128761 | 0.428580205064381 |
| 40 | 0.516085986250438 | 0.967828027499124 | 0.483914013749562 |
| 41 | 0.45552703242472 | 0.91105406484944 | 0.54447296757528 |
| 42 | 0.394038934559612 | 0.788077869119224 | 0.605961065440388 |
| 43 | 0.319107553716951 | 0.638215107433902 | 0.680892446283049 |
| 44 | 0.333316465839083 | 0.666632931678166 | 0.666683534160917 |
| 45 | 0.271927618282182 | 0.543855236564365 | 0.728072381717818 |
| 46 | 0.210905343572792 | 0.421810687145584 | 0.789094656427208 |
| 47 | 0.186927063906140 | 0.373854127812281 | 0.81307293609386 |
| 48 | 0.13501721101985 | 0.2700344220397 | 0.86498278898015 |
| 49 | 0.0949925705380736 | 0.189985141076147 | 0.905007429461926 |
| 50 | 0.11387766616542 | 0.22775533233084 | 0.88612233383458 |
| 51 | 0.101790512506826 | 0.203581025013652 | 0.898209487493174 |
| 52 | 0.516353554766344 | 0.96729289046731 | 0.483646445233656 |
| 53 | 0.384659701871393 | 0.769319403742787 | 0.615340298128607 |
| 54 | 0.297028604806295 | 0.594057209612589 | 0.702971395193705 |
| 55 | 0.332303546380182 | 0.664607092760364 | 0.667696453619818 |
| 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 |
