Multiple Linear Regression - Estimated Regression Equation
Y(Export_farma_prod)[t] = + 404.662125621084 + 851.445963643862`X(sprong)`[t] + 13.7889617402036t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)404.66212562108446.1890068.76100
`X(sprong)`851.44596364386275.3516811.299600
t13.78896174020360.93122814.807300


Multiple Linear Regression - Regression Statistics
Multiple R0.95848144298342
R-squared0.91868667654358
Adjusted R-squared0.917296705202444
F-TEST (value)660.93929375058
F-TEST (DF numerator)2
F-TEST (DF denominator)117
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation237.088429825369
Sum Squared Residuals6576678.05617589


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1423.4418.4510873612894.9489126387107
2404.1432.240049101483-28.1400491014832
3500446.02901084169453.9709891583062
4472.6459.81797258189812.7820274181020
5496.1473.60693432210222.4930656778984
6562487.39589606230574.6041039376946
7434.8501.184857802509-66.384857802509
8538.2514.97381954271323.2261804572874
9577.6528.76278128291648.8372187170838
10518.1542.55174302312-24.4517430231198
11625.2556.34070476332468.8592952366765
12561.2570.129666503527-8.92966650352717
13523.3583.918628243731-60.6186282437309
14536.1597.707589983934-61.6075899839344
15607.3611.496551724138-4.19655172413818
16637.3625.28551346434212.0144865356582
17606.9639.074475204545-32.1744752045455
18652.9652.8634369447490.0365630552508093
19617.2666.652398684953-49.4523986849527
20670.4680.441360425156-10.0413604251565
21729.9694.2303221653635.6696778346399
22677.2708.019283905564-30.8192839055636
23710721.808245645767-11.8082456457673
24844.3735.597207385971108.702792614029
25748.2749.386169126175-1.18616912617449
26653.9763.175130866378-109.275130866378
27742.6776.964092606582-34.3640926065818
28854.2790.75305434678563.4469456532146
29808.4804.5420160869893.85798391301089
3018191669.77694147106149.223058528944
311936.51683.56590321126252.934096788740
321966.11697.35486495146268.745135048537
332083.11711.14382669167371.956173308333
341620.11724.93278843187-104.832788431871
351527.61738.72175017207-211.121750172074
3617951752.5107119122842.4892880877222
371685.11766.29967365248-81.1996736524815
381851.81780.0886353926971.711364607315
392164.41793.87759713289370.522402867111
401981.81807.66655887309174.133441126908
411726.51821.45552061330-94.955520613296
422144.61835.2444823535309.3555176465
431758.21849.03344409370-90.8334440937033
441672.91862.82240583391-189.922405833907
451837.31876.61136757411-39.3113675741107
461596.11890.40032931431-294.300329314314
4714461904.18929105452-458.189291054518
481898.41917.97825279472-19.5782527947214
491964.11931.7672145349332.3327854650748
501755.91945.55617627513-189.656176275129
512255.31959.34513801533295.954861984668
521881.21973.13409975554-91.934099755536
532117.91986.92306149574130.976938504260
541656.52000.71202323594-344.212023235943
551544.12014.50098497615-470.400984976147
562098.92028.2899467163570.6100532836495
572133.32042.0789084565591.221091543446
581963.52055.86787019676-92.367870196758
591801.22069.65683193696-268.456831936962
602365.42083.44579367717281.954206322835
611936.52097.23475541737-160.734755417369
621667.62111.02371715757-443.423717157573
631983.52124.81267889778-141.312678897776
642058.62138.60164063798-80.0016406379799
652448.32152.39060237818295.909397621817
661858.12166.17956411839-308.079564118387
671625.42179.96852585859-554.568525858591
682130.62193.75748759879-63.1574875987944
692515.72207.546449339308.153550661002
702230.22221.33541107928.86458892079823
712086.92235.12437281941-148.224372819405
7222352248.91333455961-13.9133345596089
732100.22262.70229629981-162.502296299813
742288.62276.4912580400212.1087419599838
7524902290.28021978022199.719780219780
762573.72304.06918152042269.630818479576
772543.82317.85814326063225.941856739373
782004.72331.64710500083-326.947105000831
7923902345.4360667410344.5639332589656
802338.42359.22502848124-20.8250284812379
812724.52373.01399022144351.486009778558
822292.52386.80295196165-94.3029519616453
8323862400.59191370185-14.5919137018489
842477.92414.3808754420563.5191245579475
8523372428.16983718226-91.1698371822562
862605.12441.95879892246163.14120107754
872560.82455.74776066266105.052239337337
882839.32469.53672240287369.763277597133
892407.22483.32568414307-76.1256841430709
902085.22497.11464588327-411.914645883275
912735.62510.90360762348224.696392376522
922798.72524.69256936368274.007430636318
933053.22538.48153110389514.718468896114
9424052552.27049284409-147.270492844089
952471.92566.05945458429-94.1594545842925
962727.32579.84841632450147.451583675504
972790.72593.6373780647197.0626219353
982385.42607.42633980490-222.026339804903
993206.62621.21530154511585.384698454893
1002705.62635.0042632853170.5957367146891
1013518.42648.79322502551869.606774974486
1021954.92662.58218676572-707.682186765718
1032584.32676.37114850592-92.0711485059215
1042535.82690.16011024613-154.360110246125
1052685.92703.94907198633-18.0490719863289
10628662717.73803372653148.261966273467
1072236.62731.52699546674-494.926995466736
1082934.92745.31595720694189.584042793060
1092668.62759.10491894714-90.5049189471436
1102371.22772.89388068735-401.693880687347
1113165.92786.68284242755379.217157572449
1122887.22800.4718041677586.7281958322454
1133112.22814.26076590796297.939234092042
1142671.22828.04972764816-156.849727648162
1152432.62841.83868938837-409.238689388365
1162812.32855.62765112857-43.3276511285687
1173095.72869.41661286877226.283387131227
1182862.92883.20557460898-20.3055746089762
1192607.32896.99453634918-289.69453634918
1202862.52910.78349808938-48.2834980893835


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.004038936839060520.008077873678121030.99596106316094
70.006052870775774230.01210574155154850.993947129224226
80.001254412550205730.002508825100411470.998745587449794
90.0002747360517104290.0005494721034208590.99972526394829
107.30037311247695e-050.0001460074622495390.999926996268875
112.16553660637136e-054.33107321274272e-050.999978344633936
124.93742349283792e-069.87484698567583e-060.999995062576507
132.38801384060602e-064.77602768121204e-060.99999761198616
147.24255585130209e-071.44851117026042e-060.999999275744415
151.39574499368316e-072.79148998736631e-070.9999998604255
162.97409511059042e-085.94819022118085e-080.999999970259049
175.36100061829533e-091.07220012365907e-080.999999994639
189.80739250269553e-101.96147850053911e-090.99999999901926
191.90864149179582e-103.81728298359165e-100.999999999809136
203.24232584387388e-116.48465168774776e-110.999999999967577
211.24260753325050e-112.48521506650100e-110.999999999987574
222.01866245509098e-124.03732491018196e-120.999999999997981
233.14510823335748e-136.29021646671496e-130.999999999999685
241.86022009483782e-123.72044018967565e-120.99999999999814
253.20175947925155e-136.4035189585031e-130.99999999999968
264.32553909655502e-138.65107819311004e-130.999999999999567
278.10867851961252e-141.62173570392250e-130.99999999999992
285.06239975744726e-141.01247995148945e-130.99999999999995
299.49840160068214e-151.89968032013643e-140.99999999999999
301.75182859853469e-153.50365719706938e-150.999999999999998
311.04536394975491e-152.09072789950982e-150.999999999999999
324.10932976756265e-168.2186595351253e-161
332.08846405639004e-154.17692811278009e-150.999999999999998
342.97202125924061e-115.94404251848121e-110.99999999997028
351.06284082904139e-082.12568165808277e-080.999999989371592
364.66352777531173e-099.32705555062345e-090.999999995336472
375.5736629311307e-091.11473258622614e-080.999999994426337
382.06383201057634e-094.12766402115268e-090.999999997936168
391.96848871582178e-083.93697743164356e-080.999999980315113
401.00979001923020e-082.01958003846040e-080.9999999899021
411.37666728559637e-082.75333457119274e-080.999999986233327
422.97764487309841e-085.95528974619682e-080.999999970223551
433.41251728192176e-086.82503456384352e-080.999999965874827
449.24209914981586e-081.84841982996317e-070.999999907579008
455.03949460951857e-081.00789892190371e-070.999999949605054
462.86188081421449e-075.72376162842898e-070.999999713811919
477.51293450783752e-061.50258690156750e-050.999992487065492
483.81879285785796e-067.63758571571593e-060.999996181207142
492.05178430832272e-064.10356861664545e-060.999997948215692
501.53190766241818e-063.06381532483637e-060.999998468092338
515.25456543070962e-061.05091308614192e-050.99999474543457
522.84816527003035e-065.6963305400607e-060.99999715183473
532.28454075222052e-064.56908150444103e-060.999997715459248
545.0500284554885e-061.0100056910977e-050.999994949971545
552.81643346246643e-055.63286692493287e-050.999971835665375
562.09660996664632e-054.19321993329264e-050.999979033900334
571.64540992557902e-053.29081985115804e-050.999983545900744
589.04384906768039e-061.80876981353608e-050.999990956150932
598.17225261993678e-061.63445052398736e-050.99999182774738
602.39906860757939e-054.79813721515877e-050.999976009313924
611.48996425835180e-052.97992851670361e-050.999985100357417
624.33757661576031e-058.67515323152062e-050.999956624233842
632.67488117514696e-055.34976235029392e-050.999973251188249
641.59220166986819e-053.18440333973638e-050.999984077983301
654.9338488741043e-059.8676977482086e-050.99995066151126
665.49216275039643e-050.0001098432550079290.999945078372496
670.000375115468409550.00075023093681910.99962488453159
680.0002642930326894790.0005285860653789570.99973570696731
690.0006765278434349420.001353055686869880.999323472156565
700.0004767694584364130.0009535389168728260.999523230541564
710.0003540181453686770.0007080362907373540.999645981854631
720.0002435975115506320.0004871950231012650.99975640248845
730.0001928126261068890.0003856252522137790.999807187373893
740.0001362958048944370.0002725916097888740.999863704195106
750.0001516081898873990.0003032163797747970.999848391810113
760.0002129602611502250.000425920522300450.99978703973885
770.0002220855309774040.0004441710619548080.999777914469023
780.0003648760482310050.0007297520964620110.99963512395177
790.0002438498842979260.0004876997685958530.999756150115702
800.0001602524236365380.0003205048472730760.999839747576363
810.0002786876770130390.0005573753540260770.999721312322987
820.0001973396845564560.0003946793691129120.999802660315444
830.0001258402236532630.0002516804473065260.999874159776347
847.86026984238664e-050.0001572053968477330.999921397301576
855.6561725597269e-050.0001131234511945380.999943438274403
863.95175520057194e-057.90351040114387e-050.999960482447994
872.41246790031506e-054.82493580063012e-050.999975875320997
883.80672808067838e-057.61345616135675e-050.999961932719193
892.47669523182955e-054.9533904636591e-050.999975233047682
900.0001221023430720620.0002442046861441240.999877897656928
919.10335977398026e-050.0001820671954796050.99990896640226
927.6749451256384e-050.0001534989025127680.999923250548744
930.0002611503488014340.0005223006976028690.999738849651199
940.000210575034926910.000421150069853820.999789424965073
950.0001494853047433680.0002989706094867360.999850514695257
968.72756088724134e-050.0001745512177448270.999912724391128
975.49653445283714e-050.0001099306890567430.999945034655472
986.29157329518436e-050.0001258314659036870.999937084267048
990.0003769718275797090.0007539436551594190.99962302817242
1000.0002080300977672440.0004160601955344880.999791969902233
1010.05140429600595280.1028085920119060.948595703994047
1020.2474730365955860.4949460731911730.752526963404414
1030.1935944953324840.3871889906649690.806405504667515
1040.1563008828058290.3126017656116580.843699117194171
1050.1123882280240470.2247764560480940.887611771975953
1060.09367144838573830.1873428967714770.906328551614262
1070.2235219279388690.4470438558777390.77647807206113
1080.1819466835002690.3638933670005370.818053316499731
1090.1325373151580040.2650746303160080.867462684841996
1100.3535719271340540.7071438542681090.646428072865946
1110.3564153022981540.7128306045963080.643584697701846
1120.2499959999860440.4999919999720880.750004000013956
1130.3769735304558320.7539470609116640.623026469544168
1140.2395200577163110.4790401154326220.760479942283689


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level940.862385321100917NOK
5% type I error level950.871559633027523NOK
10% type I error level950.871559633027523NOK