Multiple Linear Regression - Estimated Regression Equation |
TWIB[t] = + 8.74315783324895 -0.362640679154173GI[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) | 8.74315783324895 | 0.19592 | 44.6262 | 0 | 0 |
GI | -0.362640679154173 | 0.077072 | -4.7052 | 1.6e-05 | 8e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.525604291373647 |
R-squared | 0.276259871110393 |
Adjusted R-squared | 0.26378159302609 |
F-TEST (value) | 22.1392622639097 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 58 |
p-value | 1.61549115280657e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.637776285338418 |
Sum Squared Residuals | 23.5919982281241 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 8.9 | 8.16293274660231 | 0.737067253397693 |
2 | 8.8 | 8.27172495034853 | 0.528275049651468 |
3 | 8.3 | 8.34425308617937 | -0.0442530861793669 |
4 | 7.5 | 8.16293274660228 | -0.662932746602281 |
5 | 7.2 | 8.05414054285603 | -0.85414054285603 |
6 | 7.4 | 8.16293274660228 | -0.762932746602281 |
7 | 8.8 | 8.12666867868686 | 0.673331321313136 |
8 | 9.3 | 8.16293274660228 | 1.13706725339772 |
9 | 9.3 | 8.23546088243312 | 1.06453911756688 |
10 | 8.7 | 7.9816124070252 | 0.718387592974804 |
11 | 8.2 | 8.05414054285603 | 0.145859457143970 |
12 | 8.3 | 8.12666867868686 | 0.173331321313136 |
13 | 8.5 | 8.09040461077145 | 0.409595389228553 |
14 | 8.6 | 8.01787647494061 | 0.582123525059387 |
15 | 8.5 | 7.83655613536353 | 0.663443864636474 |
16 | 8.2 | 7.9816124070252 | 0.218387592974804 |
17 | 8.1 | 7.9816124070252 | 0.118387592974804 |
18 | 7.9 | 7.90908427119436 | -0.0090842711943604 |
19 | 8.6 | 7.87282020327894 | 0.727179796721056 |
20 | 8.7 | 7.87282020327894 | 0.827179796721056 |
21 | 8.7 | 7.90908427119436 | 0.790915728805639 |
22 | 8.5 | 8.12666867868686 | 0.373331321313136 |
23 | 8.4 | 8.01787647494061 | 0.382123525059388 |
24 | 8.5 | 7.90908427119436 | 0.590915728805639 |
25 | 8.7 | 8.01787647494061 | 0.682123525059387 |
26 | 8.7 | 8.01787647494061 | 0.682123525059387 |
27 | 8.6 | 8.27172495034853 | 0.328275049651466 |
28 | 8.5 | 8.12666867868686 | 0.373331321313136 |
29 | 8.3 | 8.05414054285603 | 0.245859457143971 |
30 | 8 | 8.12666867868686 | -0.126668678686864 |
31 | 8.2 | 8.16293274660228 | 0.0370672533977179 |
32 | 8.1 | 8.12666867868686 | -0.0266686786868646 |
33 | 8.1 | 8.09040461077145 | 0.00959538922855273 |
34 | 8 | 8.05414054285603 | -0.0541405428560297 |
35 | 7.9 | 8.05414054285603 | -0.154140542856029 |
36 | 7.9 | 8.05414054285603 | -0.154140542856029 |
37 | 8 | 8.01787647494061 | -0.0178764749406124 |
38 | 8 | 7.9816124070252 | 0.0183875929748048 |
39 | 7.9 | 8.05414054285603 | -0.154140542856029 |
40 | 8 | 8.05414054285603 | -0.0541405428560297 |
41 | 7.7 | 8.27172495034853 | -0.571724950348533 |
42 | 7.2 | 8.27172495034853 | -1.07172495034853 |
43 | 7.5 | 8.23546088243312 | -0.735460882433116 |
44 | 7.3 | 8.30798901826395 | -1.00798901826395 |
45 | 7 | 8.27172495034853 | -1.27172495034853 |
46 | 7 | 8.09040461077145 | -1.09040461077145 |
47 | 7 | 7.94534833910978 | -0.945348339109778 |
48 | 7.2 | 7.80029206744811 | -0.600292067448109 |
49 | 7.3 | 7.72776393161727 | -0.427763931617275 |
50 | 7.1 | 7.61897172787102 | -0.518971727871023 |
51 | 6.8 | 7.32885918454769 | -0.528859184547685 |
52 | 6.4 | 7.40138732037852 | -1.00138732037852 |
53 | 6.1 | 7.07501070913976 | -0.975010709139765 |
54 | 6.5 | 6.89369036956268 | -0.393690369562678 |
55 | 7.7 | 6.85742630164726 | 0.84257369835274 |
56 | 7.9 | 6.96621850539351 | 0.933781494606488 |
57 | 7.5 | 6.89369036956268 | 0.606309630437322 |
58 | 6.9 | 7.00248257330893 | -0.102482573308929 |
59 | 6.6 | 7.32885918454769 | -0.728859184547685 |
60 | 6.9 | 7.47391545620935 | -0.573915456209353 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.692932436607664 | 0.614135126784673 | 0.307067563392336 |
6 | 0.638400565761958 | 0.723198868476084 | 0.361599434238042 |
7 | 0.740740036857516 | 0.518519926284968 | 0.259259963142484 |
8 | 0.872337856034976 | 0.255324287930048 | 0.127662143965024 |
9 | 0.896463379263541 | 0.207073241472919 | 0.103536620736459 |
10 | 0.904800331056935 | 0.190399337886129 | 0.0951996689430645 |
11 | 0.855299451082332 | 0.289401097835337 | 0.144700548917668 |
12 | 0.794006463019367 | 0.411987073961266 | 0.205993536980633 |
13 | 0.734819366485455 | 0.530361267029091 | 0.265180633514545 |
14 | 0.693868388438818 | 0.612263223122364 | 0.306131611561182 |
15 | 0.655070981280999 | 0.689858037438002 | 0.344929018719001 |
16 | 0.578903352011614 | 0.842193295976771 | 0.421096647988386 |
17 | 0.502449091436524 | 0.995101817126951 | 0.497550908563476 |
18 | 0.432864357769386 | 0.865728715538773 | 0.567135642230614 |
19 | 0.420422906101712 | 0.840845812203424 | 0.579577093898288 |
20 | 0.430157240999414 | 0.860314481998827 | 0.569842759000586 |
21 | 0.43704651902274 | 0.87409303804548 | 0.56295348097726 |
22 | 0.388034981498437 | 0.776069962996874 | 0.611965018501563 |
23 | 0.342513023170581 | 0.685026046341161 | 0.65748697682942 |
24 | 0.326427199921061 | 0.652854399842122 | 0.673572800078939 |
25 | 0.347794668262691 | 0.695589336525383 | 0.652205331737309 |
26 | 0.385376133268375 | 0.770752266536751 | 0.614623866731625 |
27 | 0.378442763479787 | 0.756885526959573 | 0.621557236520213 |
28 | 0.382526516796448 | 0.765053033592896 | 0.617473483203552 |
29 | 0.372864680482523 | 0.745729360965045 | 0.627135319517477 |
30 | 0.349403144372079 | 0.698806288744157 | 0.650596855627921 |
31 | 0.332039663106753 | 0.664079326213506 | 0.667960336893247 |
32 | 0.316272602241869 | 0.632545204483738 | 0.683727397758131 |
33 | 0.308879164341833 | 0.617758328683667 | 0.691120835658167 |
34 | 0.303153349262321 | 0.606306698524643 | 0.696846650737678 |
35 | 0.297458010330839 | 0.594916020661678 | 0.702541989669161 |
36 | 0.294597020363154 | 0.589194040726308 | 0.705402979636846 |
37 | 0.309147318225818 | 0.618294636451636 | 0.690852681774182 |
38 | 0.341001849673895 | 0.68200369934779 | 0.658998150326105 |
39 | 0.370586793808779 | 0.741173587617557 | 0.629413206191221 |
40 | 0.451269307596974 | 0.902538615193948 | 0.548730692403026 |
41 | 0.491348218465264 | 0.982696436930528 | 0.508651781534736 |
42 | 0.527367856067824 | 0.945264287864352 | 0.472632143932176 |
43 | 0.53703182628797 | 0.92593634742406 | 0.46296817371203 |
44 | 0.531199136357069 | 0.937601727285862 | 0.468800863642931 |
45 | 0.528427160284945 | 0.94314567943011 | 0.471572839715055 |
46 | 0.535500503123751 | 0.9289989937525 | 0.46449949687625 |
47 | 0.542896704906938 | 0.914206590186124 | 0.457103295093062 |
48 | 0.538540874531473 | 0.922918250937053 | 0.461459125468527 |
49 | 0.567319107941826 | 0.865361784116349 | 0.432680892058174 |
50 | 0.592097989332226 | 0.815804021335547 | 0.407902010667773 |
51 | 0.507068209512438 | 0.985863580975123 | 0.492931790487562 |
52 | 0.430467275636982 | 0.860934551273965 | 0.569532724363017 |
53 | 0.598661057985531 | 0.802677884028938 | 0.401338942014469 |
54 | 0.818066110407717 | 0.363867779184566 | 0.181933889592283 |
55 | 0.697474049250068 | 0.605051901499865 | 0.302525950749932 |
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 |