Multiple Linear Regression - Estimated Regression Equation
ktot[t] = + 86.1933134730192 + 0.135872441268998vmtot[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)86.19331347301921.0988278.441700
vmtot0.1358724412689980.00988413.746100


Multiple Linear Regression - Regression Statistics
Multiple R0.902562117697146
R-squared0.814618376301957
Adjusted R-squared0.81030717575084
F-TEST (value)188.953950678736
F-TEST (DF numerator)1
F-TEST (DF denominator)43
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.341291632139295
Sum Squared Residuals5.00863906123707


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1100.35100.0658897265840.284110273416090
2100.35100.1691527819480.180847218051646
3100.36100.1868161993130.173183800686682
4100.39100.2873618058520.102638194147623
5100.34100.462637255089-0.122637255089381
6100.34100.382472514741-0.0424725147406731
7100.35100.409647002994-0.0596470029944803
8100.43100.450408735375-0.0204087353751689
9100.47100.578128830168-0.108128830168035
10100.67100.5495956175020.120404382498459
11100.75100.6990553028970.0509446971025573
12100.78100.5957922475330.184207752466998
13100.79100.7615566258810.0284433741188252
14100.67100.776502594421-0.106502594420769
15100.64100.746610657342-0.106610657341591
16100.64100.984387429562-0.344387429562338
17100.76100.829492846516-0.0694928465156753
18100.79100.851232437119-0.0612324371187134
19100.79100.919168657753-0.129168657753213
20100.9100.8294928465160.0705071534843253
21100.98100.9232448309910.056755169008715
22101.11101.125694768482-0.0156947684820985
23101.18101.336297052449-0.156297052449038
24101.22101.435483934575-0.215483934575416
25101.23101.593095966447-0.363095966447448
26101.09101.609400659400-0.519400659399727
27101.26101.690924124161-0.430924124161126
28101.28101.892015337239-0.612015337239248
29101.43102.007506912318-0.57750691231789
30101.53101.946364313747-0.416364313746846
31101.54102.086312928254-0.54631292825391
32101.54101.946364313747-0.406364313746841
33101.79101.942288140509-0.152288140508771
34102.18102.0129418099690.167058190031349
35102.37101.9898434949530.380156505047077
36102.46102.0020720146670.457927985332857
37102.46102.2126742986340.247325701365908
38102.03102.185499810380-0.155499810380284
39102.26102.1624014953650.0975985046354496
40102.33102.2072394009830.122760599016673
41102.44102.1787061883170.261293811683162
42102.5102.0238116052700.476188394729822
43102.52101.9450055893340.574994410665837
44102.66101.8607646757470.799235324252617
45102.72101.8186442189540.90135578104601


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.0003423690944106820.0006847381888213630.99965763090559
62.19631162840807e-054.39262325681614e-050.999978036883716
71.04239163641696e-062.08478327283392e-060.999998957608364
82.46188157367723e-064.92376314735446e-060.999997538118426
91.51631937953053e-063.03263875906105e-060.99999848368062
100.0001095557818561240.0002191115637122480.999890444218144
110.0001357679341252750.000271535868250550.999864232065875
120.0002024202029252200.0004048404058504410.999797579797075
137.13425922918265e-050.0001426851845836530.999928657407708
142.13539224248931e-054.27078448497862e-050.999978646077575
156.10672489369811e-061.22134497873962e-050.999993893275106
164.91325394364517e-069.82650788729034e-060.999995086746056
171.41843882489512e-062.83687764979024e-060.999998581561175
184.12411497536744e-078.24822995073487e-070.999999587588502
199.85092500084599e-081.97018500016920e-070.99999990149075
208.03774541945972e-081.60754908389194e-070.999999919622546
216.6352821021149e-081.32705642042298e-070.999999933647179
223.70526485351663e-087.41052970703326e-080.999999962947351
239.65474930837686e-091.93094986167537e-080.99999999034525
242.20421855835674e-094.40843711671349e-090.999999997795781
256.97163422498064e-101.39432684499613e-090.999999999302837
261.13440742382762e-092.26881484765524e-090.999999998865593
277.55858612668382e-101.51171722533676e-090.999999999244141
283.49207994486241e-096.98415988972483e-090.99999999650792
299.73866646069665e-091.94773329213933e-080.999999990261333
304.97482163301949e-089.94964326603898e-080.999999950251784
314.57861652815101e-079.15723305630201e-070.999999542138347
320.0001562760127236360.0003125520254472730.999843723987276
330.16630092659040.33260185318080.8336990734096
340.7375157614240770.5249684771518470.262484238575923
350.908338993129730.1833220137405410.0916610068702703
360.932252603934490.1354947921310190.0677473960655093
370.956845297458770.08630940508246050.0431547025412303
380.995951647733610.008096704532777990.00404835226638899
390.9974589068350980.005082186329803320.00254109316490166
400.989604788483020.02079042303395850.0103952115169793


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level300.833333333333333NOK
5% type I error level310.861111111111111NOK
10% type I error level320.888888888888889NOK