| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 311562.654532305 -3981.77595628416X[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) | 311562.654532305 | 23351.994457 | 13.342 | 0 | 0 |
| X | -3981.77595628416 | 3229.946175 | -1.2328 | 0.222035 | 0.111018 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.150025894245578 |
| R-squared | 0.0225077689441853 |
| Adjusted R-squared | 0.00769728059485475 |
| F-TEST (value) | 1.51971821680024 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 66 |
| p-value | 0.222035285073425 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 17477.5607884229 |
| Sum Squared Residuals | 20160698653.4591 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 269285 | 278912.091690775 | -9627.09169077527 |
| 2 | 269829 | 279708.446882032 | -9879.44688203148 |
| 3 | 270911 | 281699.334860174 | -10788.3348601736 |
| 4 | 266844 | 284486.578029572 | -17642.5780295725 |
| 5 | 271244 | 285681.110816458 | -14437.1108164577 |
| 6 | 269907 | 285282.933220829 | -15375.9332208293 |
| 7 | 271296 | 281301.157264545 | -10005.1572645451 |
| 8 | 270157 | 279708.446882032 | -9551.44688203148 |
| 9 | 271322 | 279310.269286403 | -7988.26928640307 |
| 10 | 267179 | 280902.979668917 | -13723.9796689167 |
| 11 | 264101 | 281699.334860174 | -17598.3348601736 |
| 12 | 265518 | 281301.157264545 | -15783.1572645451 |
| 13 | 269419 | 280504.802073288 | -11085.8020732883 |
| 14 | 268714 | 280504.802073288 | -11790.8020732883 |
| 15 | 272482 | 280504.802073288 | -8022.80207328832 |
| 16 | 268351 | 281699.334860174 | -13348.3348601736 |
| 17 | 268175 | 281699.334860174 | -13524.3348601736 |
| 18 | 270674 | 283292.045242687 | -12618.0452426872 |
| 19 | 272764 | 281699.334860174 | -8935.33486017357 |
| 20 | 272599 | 281699.334860174 | -9100.33486017357 |
| 21 | 270333 | 281301.157264545 | -10968.1572645451 |
| 22 | 270846 | 280902.979668917 | -10056.9796689167 |
| 23 | 270491 | 280902.979668917 | -10411.9796689167 |
| 24 | 269160 | 280106.62447766 | -10946.6244776599 |
| 25 | 274027 | 279310.269286403 | -5283.26928640307 |
| 26 | 273784 | 278912.091690775 | -5128.09169077465 |
| 27 | 276663 | 278912.091690775 | -2249.09169077465 |
| 28 | 274525 | 278912.091690775 | -4387.09169077465 |
| 29 | 271344 | 280106.62447766 | -8762.6244776599 |
| 30 | 271115 | 282495.690051430 | -11380.6900514304 |
| 31 | 270798 | 284088.400433944 | -13290.4004339441 |
| 32 | 273911 | 285282.933220829 | -11371.9332208293 |
| 33 | 273985 | 284884.755625201 | -10899.7556252009 |
| 34 | 271917 | 284088.400433944 | -12171.4004339441 |
| 35 | 273338 | 283690.222838316 | -10352.2228383156 |
| 36 | 270601 | 283292.045242687 | -12691.0452426872 |
| 37 | 273547 | 282893.867647059 | -9346.86764705881 |
| 38 | 275363 | 283292.045242687 | -7929.04524268723 |
| 39 | 281229 | 284088.400433944 | -2859.40043394406 |
| 40 | 277793 | 283690.222838316 | -5897.22283831565 |
| 41 | 279913 | 284486.578029572 | -4573.57802957248 |
| 42 | 282500 | 286079.288412086 | -3579.28841208614 |
| 43 | 280041 | 284884.755625201 | -4843.7556252009 |
| 44 | 282166 | 285282.933220829 | -3116.93322082931 |
| 45 | 290304 | 286079.288412086 | 4224.71158791386 |
| 46 | 283519 | 286477.466007715 | -2958.46600771456 |
| 47 | 287816 | 286875.643603343 | 940.356396657022 |
| 48 | 285226 | 285681.110816458 | -455.110816457729 |
| 49 | 287595 | 284486.578029572 | 3108.42197042752 |
| 50 | 289741 | 284486.578029572 | 5254.42197042752 |
| 51 | 289148 | 286079.288412086 | 3068.71158791386 |
| 52 | 288301 | 287273.821198971 | 1027.17880102860 |
| 53 | 290155 | 288468.353985857 | 1686.64601414335 |
| 54 | 289648 | 287273.821198971 | 2374.1788010286 |
| 55 | 288225 | 282893.867647059 | 5331.13235294119 |
| 56 | 289351 | 282495.690051430 | 6855.3099485696 |
| 57 | 294735 | 284088.400433944 | 10646.5995660559 |
| 58 | 305333 | 287273.821198971 | 18059.1788010286 |
| 59 | 309030 | 288468.353985857 | 20561.6460141434 |
| 60 | 310215 | 286875.643603343 | 23339.3563966570 |
| 61 | 321935 | 283292.045242687 | 38642.9547573128 |
| 62 | 325734 | 280902.979668917 | 44831.0203310833 |
| 63 | 320846 | 280106.62447766 | 40739.3755223401 |
| 64 | 323023 | 280902.979668917 | 42120.0203310833 |
| 65 | 319753 | 282097.512455802 | 37655.487544198 |
| 66 | 321753 | 281699.334860174 | 40053.6651398264 |
| 67 | 320757 | 279708.446882032 | 41048.5531179685 |
| 68 | 324479 | 279310.269286403 | 45168.7307135969 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0020058487269281 | 0.0040116974538562 | 0.997994151273072 |
| 6 | 0.000190158156546950 | 0.000380316313093899 | 0.999809841843453 |
| 7 | 2.40151084270120e-05 | 4.80302168540239e-05 | 0.999975984891573 |
| 8 | 2.01599156761962e-06 | 4.03198313523925e-06 | 0.999997984008432 |
| 9 | 2.07716965778153e-07 | 4.15433931556306e-07 | 0.999999792283034 |
| 10 | 8.36675606699323e-08 | 1.67335121339865e-07 | 0.99999991633244 |
| 11 | 2.90416468428217e-07 | 5.80832936856435e-07 | 0.999999709583532 |
| 12 | 1.16086187489854e-07 | 2.32172374979708e-07 | 0.999999883913812 |
| 13 | 1.65156872502482e-08 | 3.30313745004964e-08 | 0.999999983484313 |
| 14 | 2.29259196724410e-09 | 4.58518393448820e-09 | 0.999999997707408 |
| 15 | 7.85498430792042e-10 | 1.57099686158408e-09 | 0.999999999214502 |
| 16 | 1.19213602012867e-10 | 2.38427204025734e-10 | 0.999999999880786 |
| 17 | 1.84268032240312e-11 | 3.68536064480624e-11 | 0.999999999981573 |
| 18 | 3.28480449430806e-12 | 6.56960898861613e-12 | 0.999999999996715 |
| 19 | 1.37275567845065e-12 | 2.74551135690130e-12 | 0.999999999998627 |
| 20 | 4.6274258030726e-13 | 9.2548516061452e-13 | 0.999999999999537 |
| 21 | 7.44665881053109e-14 | 1.48933176210622e-13 | 0.999999999999926 |
| 22 | 1.30489044567176e-14 | 2.60978089134353e-14 | 0.999999999999987 |
| 23 | 2.19793466628213e-15 | 4.39586933256425e-15 | 0.999999999999998 |
| 24 | 3.97641717920781e-16 | 7.95283435841563e-16 | 1 |
| 25 | 3.21939586256910e-16 | 6.43879172513821e-16 | 1 |
| 26 | 1.73058940387907e-16 | 3.46117880775814e-16 | 1 |
| 27 | 5.05857902088659e-16 | 1.01171580417732e-15 | 1 |
| 28 | 3.32244128979549e-16 | 6.64488257959098e-16 | 1 |
| 29 | 1.60675717780487e-16 | 3.21351435560974e-16 | 1 |
| 30 | 7.14070191491346e-17 | 1.42814038298269e-16 | 1 |
| 31 | 2.85025700691607e-17 | 5.70051401383214e-17 | 1 |
| 32 | 3.63350958092215e-17 | 7.2670191618443e-17 | 1 |
| 33 | 3.10732990803252e-17 | 6.21465981606503e-17 | 1 |
| 34 | 1.56649510135539e-17 | 3.13299020271078e-17 | 1 |
| 35 | 1.34404610214585e-17 | 2.68809220429171e-17 | 1 |
| 36 | 1.43247123692562e-17 | 2.86494247385124e-17 | 1 |
| 37 | 3.41850188700562e-17 | 6.83700377401124e-17 | 1 |
| 38 | 1.84743284355229e-16 | 3.69486568710459e-16 | 1 |
| 39 | 2.28638158201404e-14 | 4.57276316402808e-14 | 0.999999999999977 |
| 40 | 2.12038543749753e-13 | 4.24077087499505e-13 | 0.999999999999788 |
| 41 | 2.31853880557266e-12 | 4.63707761114533e-12 | 0.999999999997681 |
| 42 | 1.42616669644684e-11 | 2.85233339289369e-11 | 0.999999999985738 |
| 43 | 6.67973670179142e-11 | 1.33594734035828e-10 | 0.999999999933203 |
| 44 | 3.43503798950823e-10 | 6.87007597901645e-10 | 0.999999999656496 |
| 45 | 9.54479023843408e-09 | 1.90895804768682e-08 | 0.99999999045521 |
| 46 | 1.20432240071567e-08 | 2.40864480143134e-08 | 0.999999987956776 |
| 47 | 2.02752176780964e-08 | 4.05504353561929e-08 | 0.999999979724782 |
| 48 | 4.58274016737668e-08 | 9.16548033475336e-08 | 0.999999954172598 |
| 49 | 3.87487338080827e-07 | 7.74974676161653e-07 | 0.999999612512662 |
| 50 | 3.46052429744490e-06 | 6.92104859488981e-06 | 0.999996539475703 |
| 51 | 6.92324455975777e-06 | 1.38464891195155e-05 | 0.99999307675544 |
| 52 | 7.11212649500533e-06 | 1.42242529900107e-05 | 0.999992887873505 |
| 53 | 4.631222671657e-06 | 9.262445343314e-06 | 0.999995368777328 |
| 54 | 6.82453739931599e-06 | 1.36490747986320e-05 | 0.9999931754626 |
| 55 | 0.000850554918636385 | 0.00170110983727277 | 0.999149445081364 |
| 56 | 0.195392974256281 | 0.390785948512562 | 0.80460702574372 |
| 57 | 0.988849041097086 | 0.0223019178058276 | 0.0111509589029138 |
| 58 | 0.996657180869081 | 0.00668563826183742 | 0.00334281913091871 |
| 59 | 0.99411788458931 | 0.0117642308213789 | 0.00588211541068947 |
| 60 | 0.998221925211146 | 0.00355614957770775 | 0.00177807478885388 |
| 61 | 0.997732913659855 | 0.00453417268028951 | 0.00226708634014476 |
| 62 | 0.99913820035562 | 0.00172359928876114 | 0.000861799644380572 |
| 63 | 0.996833657501418 | 0.00633268499716341 | 0.00316634249858170 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 56 | 0.949152542372881 | NOK |
| 5% type I error level | 58 | 0.983050847457627 | NOK |
| 10% type I error level | 58 | 0.983050847457627 | NOK |
