| Multiple Linear Regression - Estimated Regression Equation |
| werkl[t] = + 26.928348083077 -0.184940580085961afzetp[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) | 26.928348083077 | 2.35187 | 11.4498 | 0 | 0 |
| afzetp | -0.184940580085961 | 0.022887 | -8.0805 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.6921468536664 |
| R-squared | 0.479067267040296 |
| Adjusted R-squared | 0.471730186294385 |
| F-TEST (value) | 65.2939886626248 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 71 |
| p-value | 1.18598464382558e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.505111309201547 |
| Sum Squared Residuals | 18.1147578625144 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 8.4 | 8.61923065456692 | -0.219230654566918 |
| 2 | 8.4 | 8.69320688660125 | -0.293206886601253 |
| 3 | 8.4 | 8.69320688660125 | -0.293206886601253 |
| 4 | 8.6 | 8.71170094460985 | -0.111700944609849 |
| 5 | 8.9 | 8.63772471257546 | 0.262275287424537 |
| 6 | 8.8 | 8.54525442253248 | 0.254745577467518 |
| 7 | 8.3 | 8.4712781904981 | -0.171278190498099 |
| 8 | 7.5 | 8.4527841324895 | -0.952784132489502 |
| 9 | 7.2 | 8.4342900744809 | -1.23429007448091 |
| 10 | 7.4 | 8.41579601647231 | -1.01579601647231 |
| 11 | 8.8 | 8.41579601647231 | 0.384203983527689 |
| 12 | 9.3 | 8.39730195846371 | 0.902698041536286 |
| 13 | 9.3 | 8.37880790045512 | 0.921192099544881 |
| 14 | 8.7 | 8.4342900744809 | 0.265709925519092 |
| 15 | 8.2 | 8.4527841324895 | -0.252784132489503 |
| 16 | 8.3 | 8.54525442253248 | -0.245254422532482 |
| 17 | 8.5 | 8.4712781904981 | 0.0287218095019002 |
| 18 | 8.6 | 8.50826630651529 | 0.0917336934847071 |
| 19 | 8.5 | 8.4342900744809 | 0.0657099255190929 |
| 20 | 8.2 | 8.4527841324895 | -0.252784132489503 |
| 21 | 8.1 | 8.37880790045512 | -0.278807900455120 |
| 22 | 7.9 | 8.32332572642933 | -0.423325726429331 |
| 23 | 8.6 | 8.30483166842073 | 0.295168331579266 |
| 24 | 8.7 | 8.28633761041214 | 0.413662389587861 |
| 25 | 8.7 | 8.28633761041214 | 0.413662389587861 |
| 26 | 8.5 | 8.32332572642933 | 0.176674273570669 |
| 27 | 8.4 | 8.23085543638635 | 0.169144563613649 |
| 28 | 8.5 | 8.23085543638635 | 0.269144563613649 |
| 29 | 8.7 | 8.26784355240354 | 0.432156447596458 |
| 30 | 8.7 | 8.23085543638635 | 0.469144563613648 |
| 31 | 8.6 | 8.21236137837775 | 0.387638621622246 |
| 32 | 8.5 | 8.17537326236056 | 0.324626737639440 |
| 33 | 8.3 | 8.08290297231758 | 0.217097027682421 |
| 34 | 8 | 8.04591485630039 | -0.0459148563003898 |
| 35 | 8.2 | 8.04591485630039 | 0.154085143699610 |
| 36 | 8.1 | 7.87946833422302 | 0.220531665776976 |
| 37 | 8.1 | 7.80549210218864 | 0.294507897811361 |
| 38 | 8 | 7.84248021820583 | 0.157519781794169 |
| 39 | 7.9 | 7.86097427621443 | 0.0390257237855717 |
| 40 | 7.9 | 7.87946833422302 | 0.0205316657769767 |
| 41 | 8 | 7.75000992816285 | 0.249990071837150 |
| 42 | 8 | 7.80549210218864 | 0.194507897811362 |
| 43 | 7.9 | 7.78699804418004 | 0.113001955819957 |
| 44 | 8 | 7.73151587015426 | 0.268484129845745 |
| 45 | 7.7 | 7.69452775413706 | 0.00547224586293761 |
| 46 | 7.2 | 7.65753963811987 | -0.45753963811987 |
| 47 | 7.5 | 7.62055152210268 | -0.120551522102677 |
| 48 | 7.3 | 7.62055152210268 | -0.320551522102677 |
| 49 | 7 | 7.5280812320597 | -0.528081232059696 |
| 50 | 7 | 7.45410500002531 | -0.454105000025314 |
| 51 | 7 | 7.47259905803391 | -0.472599058033909 |
| 52 | 7.2 | 7.43561094201672 | -0.235610942016716 |
| 53 | 7.3 | 7.43561094201672 | -0.135610942016716 |
| 54 | 7.1 | 7.41711688400812 | -0.317116884008121 |
| 55 | 6.8 | 7.38012876799093 | -0.580128767990928 |
| 56 | 6.4 | 7.39862282599953 | -0.998622825999525 |
| 57 | 6.1 | 7.36163470998233 | -1.26163470998233 |
| 58 | 6.5 | 7.43561094201672 | -0.935610942016716 |
| 59 | 7.7 | 7.41711688400812 | 0.282883115991879 |
| 60 | 7.9 | 7.36163470998233 | 0.538365290017667 |
| 61 | 7.5 | 7.30615253595654 | 0.193847464043455 |
| 62 | 6.9 | 7.32464659396514 | -0.42464659396514 |
| 63 | 6.6 | 7.41711688400812 | -0.817116884008121 |
| 64 | 6.9 | 7.43561094201672 | -0.535610942016716 |
| 65 | 7.7 | 7.32464659396514 | 0.37535340603486 |
| 66 | 8 | 7.30615253595655 | 0.693847464043455 |
| 67 | 8 | 7.25067036193076 | 0.749329638069245 |
| 68 | 7.7 | 7.32464659396514 | 0.37535340603486 |
| 69 | 7.3 | 7.32464659396514 | -0.0246465939651404 |
| 70 | 7.4 | 7.32464659396514 | 0.0753534060348602 |
| 71 | 8.1 | 7.32464659396514 | 0.77535340603486 |
| 72 | 8.3 | 7.30615253595655 | 0.993847464043455 |
| 73 | 8.2 | 7.30615253595655 | 0.893847464043454 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.120308041159809 | 0.240616082319617 | 0.879691958840191 |
| 6 | 0.0459774827973531 | 0.0919549655947063 | 0.954022517202647 |
| 7 | 0.0512154894282182 | 0.102430978856436 | 0.948784510571782 |
| 8 | 0.243388694474696 | 0.486777388949392 | 0.756611305525304 |
| 9 | 0.413457669686282 | 0.826915339372564 | 0.586542330313718 |
| 10 | 0.391069535296666 | 0.782139070593332 | 0.608930464703334 |
| 11 | 0.716465501539696 | 0.567068996920608 | 0.283534498460304 |
| 12 | 0.94407182707037 | 0.111856345859261 | 0.0559281729296306 |
| 13 | 0.981481584112281 | 0.0370368317754370 | 0.0185184158877185 |
| 14 | 0.97284185621388 | 0.0543162875722397 | 0.0271581437861198 |
| 15 | 0.960605253273256 | 0.0787894934534874 | 0.0393947467267437 |
| 16 | 0.944107194490241 | 0.111785611019518 | 0.0558928055097588 |
| 17 | 0.918694941506865 | 0.162610116986270 | 0.0813050584931351 |
| 18 | 0.887659842242933 | 0.224680315514134 | 0.112340157757067 |
| 19 | 0.847213681300238 | 0.305572637399525 | 0.152786318699763 |
| 20 | 0.813715702080725 | 0.372568595838551 | 0.186284297919275 |
| 21 | 0.783238411495859 | 0.433523177008283 | 0.216761588504141 |
| 22 | 0.777262116293696 | 0.445475767412608 | 0.222737883706304 |
| 23 | 0.736278902691174 | 0.527442194617652 | 0.263721097308826 |
| 24 | 0.700433703521774 | 0.599132592956451 | 0.299566296478226 |
| 25 | 0.65667667053027 | 0.68664665893946 | 0.34332332946973 |
| 26 | 0.590074092460385 | 0.819851815079231 | 0.409925907539615 |
| 27 | 0.519174529671352 | 0.961650940657297 | 0.480825470328648 |
| 28 | 0.450224516251885 | 0.90044903250377 | 0.549775483748115 |
| 29 | 0.399849743796976 | 0.799699487593952 | 0.600150256203024 |
| 30 | 0.353632881160214 | 0.707265762320428 | 0.646367118839786 |
| 31 | 0.300991518794889 | 0.601983037589779 | 0.69900848120511 |
| 32 | 0.249834967865582 | 0.499669935731164 | 0.750165032134418 |
| 33 | 0.206028410547535 | 0.41205682109507 | 0.793971589452465 |
| 34 | 0.180829200088715 | 0.361658400177429 | 0.819170799911285 |
| 35 | 0.144339463187428 | 0.288678926374855 | 0.855660536812572 |
| 36 | 0.116776680854567 | 0.233553361709135 | 0.883223319145433 |
| 37 | 0.0948304551706452 | 0.189660910341290 | 0.905169544829355 |
| 38 | 0.0753901389475923 | 0.150780277895185 | 0.924609861052408 |
| 39 | 0.0595656320034297 | 0.119131264006859 | 0.94043436799657 |
| 40 | 0.0463542943097668 | 0.0927085886195335 | 0.953645705690233 |
| 41 | 0.0375642662284261 | 0.0751285324568522 | 0.962435733771574 |
| 42 | 0.0323928888096017 | 0.0647857776192034 | 0.967607111190398 |
| 43 | 0.0299498411857484 | 0.0598996823714969 | 0.970050158814252 |
| 44 | 0.0381793095177877 | 0.0763586190355754 | 0.961820690482212 |
| 45 | 0.0476874643278710 | 0.0953749286557419 | 0.95231253567213 |
| 46 | 0.0579701952866474 | 0.115940390573295 | 0.942029804713353 |
| 47 | 0.0778909563510546 | 0.155781912702109 | 0.922109043648945 |
| 48 | 0.144246344048131 | 0.288492688096262 | 0.855753655951869 |
| 49 | 0.172595953799715 | 0.34519190759943 | 0.827404046200285 |
| 50 | 0.154285736131711 | 0.308571472263422 | 0.845714263868289 |
| 51 | 0.145213220939476 | 0.290426441878952 | 0.854786779060524 |
| 52 | 0.125468295258099 | 0.250936590516197 | 0.874531704741901 |
| 53 | 0.124040394102029 | 0.248080788204058 | 0.875959605897971 |
| 54 | 0.100220672260085 | 0.200441344520171 | 0.899779327739915 |
| 55 | 0.0884699184452868 | 0.176939836890574 | 0.911530081554713 |
| 56 | 0.129007264489856 | 0.258014528979712 | 0.870992735510144 |
| 57 | 0.535771524063957 | 0.928456951872086 | 0.464228475936043 |
| 58 | 0.557217426490694 | 0.885565147018612 | 0.442782573509306 |
| 59 | 0.654074795486485 | 0.69185040902703 | 0.345925204513515 |
| 60 | 0.728049358934722 | 0.543901282130557 | 0.271950641065278 |
| 61 | 0.684620953018527 | 0.630758093962945 | 0.315379046981473 |
| 62 | 0.860041886038905 | 0.27991622792219 | 0.139958113961095 |
| 63 | 0.86293425558666 | 0.274131488826678 | 0.137065744413339 |
| 64 | 0.791462665227604 | 0.417074669544793 | 0.208537334772396 |
| 65 | 0.704818244154789 | 0.590363511690423 | 0.295181755845211 |
| 66 | 0.61672509623942 | 0.766549807521161 | 0.383274903760581 |
| 67 | 0.792608226674928 | 0.414783546650144 | 0.207391773325072 |
| 68 | 0.649699641451238 | 0.700600717097525 | 0.350300358548762 |
| 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 | 0.015625 | OK |
| 10% type I error level | 10 | 0.15625 | NOK |
