Multiple Linear Regression - Estimated Regression Equation
vmtot[t] = -496.182843436178 + 5.99546433915312ktot[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-496.18284343617844.176154-11.231900
ktot5.995464339153120.43615913.746100


Multiple Linear Regression - Regression Statistics
Multiple R0.902562117697146
R-squared0.814618376301957
Adjusted R-squared0.81030717575084
F-TEST (value)188.953950678737
F-TEST (DF numerator)1
F-TEST (DF denominator)43
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.26710358170506
Sum Squared Residuals221.009621957737


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1102.1105.462002997838-3.36200299783781
2102.86105.462002997838-2.60200299783777
3102.99105.521957641229-2.53195764122933
4103.73105.701821571404-1.97182157140392
5105.02105.402048354446-0.382048354446288
6104.43105.402048354446-0.972048354446277
7104.63105.462002997838-0.832002997837764
8104.93105.94164014497-1.01164014497008
9105.87106.181458718536-0.311458718536158
10105.66107.380551586367-1.72055158636681
11106.76107.860188733499-1.10018873349904
12106108.040052663674-2.04005266367364
13107.22108.100007307065-0.880007307065206
14107.33107.380551586367-0.0505515863668045
15107.11107.200687656192-0.0906876561922033
16108.86107.2006876561921.65931234380780
17107.72107.920143376891-0.200143376890605
18107.88108.100007307065-0.220007307065209
19108.38108.1000073070650.279992692934791
20107.72108.759508384372-1.03950838437205
21108.41109.239145531504-0.829145531504287
22109.9110.018555895594-0.118555895594157
23111.45110.4382383993351.01176160066508
24112.18110.6780569729011.50194302709900
25113.34110.7380116162932.60198838370744
26113.46109.8986466088113.56135339118887
27114.06110.9178755464673.14212445353284
28115.54111.0377848332504.50221516674980
29116.39111.9371044841234.4528955158768
30115.94112.5366509180383.40334908196151
31116.97112.596605561434.37339443856995
32115.94112.596605561433.34339443856995
33115.91114.0954716462181.81452835378167
34116.43116.433702738488-0.00370273848803870
35116.26117.572840962927-1.31284096292712
36116.35118.112432753451-1.76243275345085
37117.9118.112432753451-0.212432753450835
38117.7115.5343830876152.16561691238496
39117.53116.9133398856200.616660114379716
40117.86117.3330223893610.526977610639037
41117.65117.992523466668-0.342523466667796
42116.51118.352251327017-1.84225132701700
43115.93118.4721606138-2.54216061380003
44115.31119.311525621281-4.00152562128148
45115119.671253481631-4.67125348163068


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.1993187311742570.3986374623485140.800681268825743
60.1155941086255760.2311882172511510.884405891374424
70.07116248119383390.1423249623876680.928837518806166
80.04994679478743060.09989358957486130.95005320521257
90.02674140759304450.0534828151860890.973258592406955
100.02066384744070090.04132769488140170.9793361525593
110.01020975378693190.02041950757386390.989790246213068
120.007312742701783720.01462548540356740.992687257298216
130.004177249898586550.00835449979717310.995822750101413
140.00385005450575960.00770010901151920.99614994549424
150.003287227657232890.006574455314465780.996712772342767
160.01251915847461190.02503831694922370.987480841525388
170.00879916193831470.01759832387662940.991200838061685
180.00675391623238720.01350783246477440.993246083767613
190.005841429139558760.01168285827911750.994158570860441
200.01222296050373820.02444592100747650.987777039496262
210.03585311457838870.07170622915677730.964146885421611
220.08920258680432950.1784051736086590.91079741319567
230.1628785629761810.3257571259523610.83712143702382
240.2900010155001950.5800020310003910.709998984499805
250.4347822507163650.869564501432730.565217749283635
260.7392006900268640.5215986199462720.260799309973136
270.8639696525100370.2720606949799270.136030347489963
280.9034627230105480.1930745539789040.0965372769894518
290.8767528643722350.2464942712555300.123247135627765
300.8445645473216780.3108709053566450.155435452678323
310.7826640201820120.4346719596359760.217335979817988
320.7822432884708260.4355134230583480.217756711529174
330.9506480841714790.09870383165704170.0493519158285208
340.9900237394515910.01995252109681710.00997626054840856
350.9949276257273660.01014474854526880.00507237427263441
360.9930936857676080.01381262846478470.00690631423239236
370.995290478812870.009419042374259780.00470952118712989
380.9976715448221110.004656910355777220.00232845517788861
390.9967652298272140.006469540345571630.00323477017278581
400.9836665242631670.03266695147366620.0163334757368331


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level60.166666666666667NOK
5% type I error level180.5NOK
10% type I error level220.611111111111111NOK