Multiple Linear Regression - Estimated Regression Equation |
wer[t] = + 266427.050847458 -1033.43546284224d[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) | 266427.050847458 | 2198.056901 | 121.2103 | 0 | 0 |
d | -1033.43546284224 | 5172.89309 | -0.1998 | 0.842233 | 0.421116 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0238713545349506 |
R-squared | 0.000569841567333308 |
Adjusted R-squared | -0.0137077321245618 |
F-TEST (value) | 0.0399116530322503 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 70 |
p-value | 0.842232645431283 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 16883.5954151293 |
Sum Squared Residuals | 19953905589.9244 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 269645 | 266427.050847458 | 3217.94915254196 |
2 | 267037 | 266427.050847458 | 609.949152542379 |
3 | 258113 | 266427.050847458 | -8314.05084745762 |
4 | 262813 | 266427.050847458 | -3614.05084745762 |
5 | 267413 | 266427.050847458 | 985.949152542378 |
6 | 267366 | 266427.050847458 | 938.949152542378 |
7 | 264777 | 266427.050847458 | -1650.05084745762 |
8 | 258863 | 266427.050847458 | -7564.05084745762 |
9 | 254844 | 266427.050847458 | -11583.0508474576 |
10 | 254868 | 266427.050847458 | -11559.0508474576 |
11 | 277267 | 266427.050847458 | 10839.9491525424 |
12 | 285351 | 266427.050847458 | 18923.9491525424 |
13 | 286602 | 266427.050847458 | 20174.9491525424 |
14 | 283042 | 266427.050847458 | 16614.9491525424 |
15 | 276687 | 266427.050847458 | 10259.9491525424 |
16 | 277915 | 266427.050847458 | 11487.9491525424 |
17 | 277128 | 266427.050847458 | 10700.9491525424 |
18 | 277103 | 266427.050847458 | 10675.9491525424 |
19 | 275037 | 266427.050847458 | 8609.94915254238 |
20 | 270150 | 266427.050847458 | 3722.94915254238 |
21 | 267140 | 266427.050847458 | 712.949152542378 |
22 | 264993 | 266427.050847458 | -1434.05084745762 |
23 | 287259 | 266427.050847458 | 20831.9491525424 |
24 | 291186 | 266427.050847458 | 24758.9491525424 |
25 | 292300 | 266427.050847458 | 25872.9491525424 |
26 | 288186 | 266427.050847458 | 21758.9491525424 |
27 | 281477 | 266427.050847458 | 15049.9491525424 |
28 | 282656 | 266427.050847458 | 16228.9491525424 |
29 | 280190 | 266427.050847458 | 13762.9491525424 |
30 | 280408 | 266427.050847458 | 13980.9491525424 |
31 | 276836 | 266427.050847458 | 10408.9491525424 |
32 | 275216 | 266427.050847458 | 8788.94915254238 |
33 | 274352 | 266427.050847458 | 7924.94915254238 |
34 | 271311 | 266427.050847458 | 4883.94915254238 |
35 | 289802 | 266427.050847458 | 23374.9491525424 |
36 | 290726 | 266427.050847458 | 24298.9491525424 |
37 | 292300 | 266427.050847458 | 25872.9491525424 |
38 | 278506 | 266427.050847458 | 12078.9491525424 |
39 | 269826 | 266427.050847458 | 3398.94915254238 |
40 | 265861 | 266427.050847458 | -566.050847457622 |
41 | 269034 | 266427.050847458 | 2606.94915254238 |
42 | 264176 | 266427.050847458 | -2251.05084745762 |
43 | 255198 | 266427.050847458 | -11229.0508474576 |
44 | 253353 | 266427.050847458 | -13074.0508474576 |
45 | 246057 | 266427.050847458 | -20370.0508474576 |
46 | 235372 | 266427.050847458 | -31055.0508474576 |
47 | 258556 | 266427.050847458 | -7871.05084745762 |
48 | 260993 | 266427.050847458 | -5434.05084745762 |
49 | 254663 | 266427.050847458 | -11764.0508474576 |
50 | 250643 | 266427.050847458 | -15784.0508474576 |
51 | 243422 | 266427.050847458 | -23005.0508474576 |
52 | 247105 | 266427.050847458 | -19322.0508474576 |
53 | 248541 | 266427.050847458 | -17886.0508474576 |
54 | 245039 | 266427.050847458 | -21388.0508474576 |
55 | 237080 | 266427.050847458 | -29347.0508474576 |
56 | 237085 | 266427.050847458 | -29342.0508474576 |
57 | 225554 | 266427.050847458 | -40873.0508474576 |
58 | 226839 | 266427.050847458 | -39588.0508474576 |
59 | 247934 | 266427.050847458 | -18493.0508474576 |
60 | 248333 | 265393.615384615 | -17060.6153846154 |
61 | 246969 | 265393.615384615 | -18424.6153846154 |
62 | 245098 | 265393.615384615 | -20295.6153846154 |
63 | 246263 | 265393.615384615 | -19130.6153846154 |
64 | 255765 | 265393.615384615 | -9628.61538461538 |
65 | 264319 | 265393.615384615 | -1074.61538461539 |
66 | 268347 | 265393.615384615 | 2953.38461538461 |
67 | 273046 | 265393.615384615 | 7652.38461538462 |
68 | 273963 | 265393.615384615 | 8569.38461538462 |
69 | 267430 | 265393.615384615 | 2036.38461538461 |
70 | 271993 | 265393.615384615 | 6599.38461538462 |
71 | 292710 | 265393.615384615 | 27316.3846153846 |
72 | 295881 | 265393.615384615 | 30487.3846153846 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0354627183568103 | 0.0709254367136206 | 0.96453728164319 |
6 | 0.0094682924091266 | 0.0189365848182532 | 0.990531707590873 |
7 | 0.00212963813939298 | 0.00425927627878597 | 0.997870361860607 |
8 | 0.00117371646525504 | 0.00234743293051007 | 0.998826283534745 |
9 | 0.00143302309839171 | 0.00286604619678343 | 0.998566976901608 |
10 | 0.00109421068593121 | 0.00218842137186243 | 0.998905789314069 |
11 | 0.00282181832646105 | 0.0056436366529221 | 0.997178181673539 |
12 | 0.0148938128172048 | 0.0297876256344095 | 0.985106187182795 |
13 | 0.0338157794851491 | 0.0676315589702982 | 0.96618422051485 |
14 | 0.0374604192725389 | 0.0749208385450778 | 0.962539580727461 |
15 | 0.0257332075620856 | 0.0514664151241711 | 0.974266792437914 |
16 | 0.0182505602243058 | 0.0365011204486115 | 0.981749439775694 |
17 | 0.0121117193134624 | 0.0242234386269247 | 0.987888280686538 |
18 | 0.00783350534409378 | 0.0156670106881876 | 0.992166494655906 |
19 | 0.00453880357102051 | 0.00907760714204102 | 0.99546119642898 |
20 | 0.00233880074035785 | 0.00467760148071570 | 0.997661199259642 |
21 | 0.00120525012773768 | 0.00241050025547535 | 0.998794749872262 |
22 | 0.000643925048678761 | 0.00128785009735752 | 0.999356074951321 |
23 | 0.00108505211976411 | 0.00217010423952822 | 0.998914947880236 |
24 | 0.00262723369152092 | 0.00525446738304185 | 0.99737276630848 |
25 | 0.00597669769214798 | 0.0119533953842960 | 0.994023302307852 |
26 | 0.00798094384139588 | 0.0159618876827918 | 0.992019056158604 |
27 | 0.00659914525941592 | 0.0131982905188318 | 0.993400854740584 |
28 | 0.00593442949186078 | 0.0118688589837216 | 0.99406557050814 |
29 | 0.00475061671632172 | 0.00950123343264344 | 0.995249383283678 |
30 | 0.00393421496710734 | 0.00786842993421468 | 0.996065785032893 |
31 | 0.00284781764878067 | 0.00569563529756134 | 0.99715218235122 |
32 | 0.00198942923281205 | 0.00397885846562409 | 0.998010570767188 |
33 | 0.00137872439849714 | 0.00275744879699429 | 0.998621275601503 |
34 | 0.0009201420968414 | 0.0018402841936828 | 0.999079857903159 |
35 | 0.00238758063318223 | 0.00477516126636446 | 0.997612419366818 |
36 | 0.00762712216504952 | 0.0152542443300990 | 0.99237287783495 |
37 | 0.0328435667243912 | 0.0656871334487825 | 0.96715643327561 |
38 | 0.0459838502916263 | 0.0919677005832526 | 0.954016149708374 |
39 | 0.0501041289316111 | 0.100208257863222 | 0.949895871068389 |
40 | 0.0541302359707232 | 0.108260471941446 | 0.945869764029277 |
41 | 0.0657443097977227 | 0.131488619595445 | 0.934255690202277 |
42 | 0.0774209777338352 | 0.154841955467670 | 0.922579022266165 |
43 | 0.0962355168930104 | 0.192471033786021 | 0.90376448310699 |
44 | 0.117878962438013 | 0.235757924876026 | 0.882121037561987 |
45 | 0.165303674210645 | 0.330607348421291 | 0.834696325789355 |
46 | 0.306480224913597 | 0.612960449827194 | 0.693519775086403 |
47 | 0.310090708632903 | 0.620181417265806 | 0.689909291367097 |
48 | 0.333038694182424 | 0.666077388364847 | 0.666961305817576 |
49 | 0.343446068454199 | 0.686892136908397 | 0.656553931545801 |
50 | 0.351986417613577 | 0.703972835227154 | 0.648013582386423 |
51 | 0.369273976734586 | 0.738547953469172 | 0.630726023265414 |
52 | 0.369524171574982 | 0.739048343149964 | 0.630475828425018 |
53 | 0.370449592863613 | 0.740899185727225 | 0.629550407136387 |
54 | 0.370498380540162 | 0.740996761080325 | 0.629501619459838 |
55 | 0.378133428356017 | 0.756266856712034 | 0.621866571643983 |
56 | 0.373365511279968 | 0.746731022559937 | 0.626634488720032 |
57 | 0.429868180644137 | 0.859736361288274 | 0.570131819355863 |
58 | 0.490094805041194 | 0.980189610082387 | 0.509905194958806 |
59 | 0.415551496776682 | 0.831102993553363 | 0.584448503223318 |
60 | 0.402108833493497 | 0.804217666986994 | 0.597891166506503 |
61 | 0.423014803348505 | 0.84602960669701 | 0.576985196651495 |
62 | 0.514664447599857 | 0.970671104800286 | 0.485335552400143 |
63 | 0.671163298238754 | 0.657673403522492 | 0.328836701761246 |
64 | 0.726999975803457 | 0.546000048393086 | 0.273000024196543 |
65 | 0.692333589132915 | 0.61533282173417 | 0.307666410867085 |
66 | 0.615475919867385 | 0.769048160265229 | 0.384524080132615 |
67 | 0.480255162145382 | 0.960510324290764 | 0.519744837854618 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 18 | 0.285714285714286 | NOK |
5% type I error level | 28 | 0.444444444444444 | NOK |
10% type I error level | 34 | 0.53968253968254 | NOK |