| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 271007.512195122 -14710.2490372272X[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) | 271007.512195122 | 2614.882845 | 103.6404 | 0 | 0 |
| X | -14710.2490372272 | 4646.768756 | -3.1657 | 0.002466 | 0.001233 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.383835800700486 |
| R-squared | 0.147329921899383 |
| Adjusted R-squared | 0.132628713656269 |
| F-TEST (value) | 10.0216199555156 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 0.00246565947210309 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 16743.4197223495 |
| Sum Squared Residuals | 16259842031.9281 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 286602 | 271007.512195122 | 15594.4878048784 |
| 2 | 283042 | 271007.512195122 | 12034.487804878 |
| 3 | 276687 | 271007.512195122 | 5679.48780487804 |
| 4 | 277915 | 271007.512195122 | 6907.48780487804 |
| 5 | 277128 | 271007.512195122 | 6120.48780487804 |
| 6 | 277103 | 271007.512195122 | 6095.48780487804 |
| 7 | 275037 | 271007.512195122 | 4029.48780487804 |
| 8 | 270150 | 271007.512195122 | -857.512195121959 |
| 9 | 267140 | 271007.512195122 | -3867.51219512196 |
| 10 | 264993 | 271007.512195122 | -6014.51219512196 |
| 11 | 287259 | 271007.512195122 | 16251.4878048780 |
| 12 | 291186 | 271007.512195122 | 20178.4878048780 |
| 13 | 292300 | 271007.512195122 | 21292.4878048780 |
| 14 | 288186 | 271007.512195122 | 17178.4878048780 |
| 15 | 281477 | 271007.512195122 | 10469.4878048780 |
| 16 | 282656 | 271007.512195122 | 11648.4878048780 |
| 17 | 280190 | 271007.512195122 | 9182.48780487804 |
| 18 | 280408 | 271007.512195122 | 9400.48780487804 |
| 19 | 276836 | 271007.512195122 | 5828.48780487804 |
| 20 | 275216 | 271007.512195122 | 4208.48780487804 |
| 21 | 274352 | 271007.512195122 | 3344.48780487804 |
| 22 | 271311 | 271007.512195122 | 303.487804878041 |
| 23 | 289802 | 271007.512195122 | 18794.4878048780 |
| 24 | 290726 | 271007.512195122 | 19718.4878048780 |
| 25 | 292300 | 271007.512195122 | 21292.4878048780 |
| 26 | 278506 | 271007.512195122 | 7498.48780487804 |
| 27 | 269826 | 271007.512195122 | -1181.51219512196 |
| 28 | 265861 | 271007.512195122 | -5146.51219512196 |
| 29 | 269034 | 271007.512195122 | -1973.51219512196 |
| 30 | 264176 | 271007.512195122 | -6831.51219512196 |
| 31 | 255198 | 271007.512195122 | -15809.5121951220 |
| 32 | 253353 | 271007.512195122 | -17654.5121951220 |
| 33 | 246057 | 271007.512195122 | -24950.5121951220 |
| 34 | 235372 | 271007.512195122 | -35635.5121951220 |
| 35 | 258556 | 271007.512195122 | -12451.5121951220 |
| 36 | 260993 | 271007.512195122 | -10014.5121951220 |
| 37 | 254663 | 271007.512195122 | -16344.5121951220 |
| 38 | 250643 | 271007.512195122 | -20364.5121951220 |
| 39 | 243422 | 271007.512195122 | -27585.5121951220 |
| 40 | 247105 | 271007.512195122 | -23902.5121951220 |
| 41 | 248541 | 271007.512195122 | -22466.5121951220 |
| 42 | 245039 | 256297.263157895 | -11258.2631578947 |
| 43 | 237080 | 256297.263157895 | -19217.2631578947 |
| 44 | 237085 | 256297.263157895 | -19212.2631578947 |
| 45 | 225554 | 256297.263157895 | -30743.2631578947 |
| 46 | 226839 | 256297.263157895 | -29458.2631578947 |
| 47 | 247934 | 256297.263157895 | -8363.26315789474 |
| 48 | 248333 | 256297.263157895 | -7964.26315789474 |
| 49 | 246969 | 256297.263157895 | -9328.26315789474 |
| 50 | 245098 | 256297.263157895 | -11199.2631578947 |
| 51 | 246263 | 256297.263157895 | -10034.2631578947 |
| 52 | 255765 | 256297.263157895 | -532.263157894737 |
| 53 | 264319 | 256297.263157895 | 8021.73684210526 |
| 54 | 268347 | 256297.263157895 | 12049.7368421053 |
| 55 | 273046 | 256297.263157895 | 16748.7368421053 |
| 56 | 273963 | 256297.263157895 | 17665.7368421053 |
| 57 | 267430 | 256297.263157895 | 11132.7368421053 |
| 58 | 271993 | 256297.263157895 | 15695.7368421053 |
| 59 | 292710 | 256297.263157895 | 36412.7368421053 |
| 60 | 295881 | 256297.263157895 | 39583.7368421053 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0323721453886792 | 0.0647442907773584 | 0.96762785461132 |
| 6 | 0.00925501494068998 | 0.0185100298813800 | 0.99074498505931 |
| 7 | 0.00332727446714181 | 0.00665454893428363 | 0.996672725532858 |
| 8 | 0.00317082186248486 | 0.00634164372496972 | 0.996829178137515 |
| 9 | 0.00379469761209072 | 0.00758939522418143 | 0.99620530238791 |
| 10 | 0.0044071329800892 | 0.0088142659601784 | 0.99559286701991 |
| 11 | 0.0047117174144863 | 0.0094234348289726 | 0.995288282585514 |
| 12 | 0.00746074402227014 | 0.0149214880445403 | 0.99253925597773 |
| 13 | 0.0104677252203810 | 0.0209354504407621 | 0.989532274779619 |
| 14 | 0.00815882439552617 | 0.0163176487910523 | 0.991841175604474 |
| 15 | 0.00420700407353505 | 0.0084140081470701 | 0.995792995926465 |
| 16 | 0.00222221956927821 | 0.00444443913855641 | 0.997777780430722 |
| 17 | 0.00107860056350060 | 0.00215720112700121 | 0.9989213994365 |
| 18 | 0.000518897136586696 | 0.00103779427317339 | 0.999481102863413 |
| 19 | 0.000248558347875074 | 0.000497116695750149 | 0.999751441652125 |
| 20 | 0.000124110873801592 | 0.000248221747603184 | 0.999875889126198 |
| 21 | 6.36529473784436e-05 | 0.000127305894756887 | 0.999936347052622 |
| 22 | 4.0296256974876e-05 | 8.0592513949752e-05 | 0.999959703743025 |
| 23 | 5.99399760879928e-05 | 0.000119879952175986 | 0.999940060023912 |
| 24 | 0.000111180735620443 | 0.000222361471240886 | 0.99988881926438 |
| 25 | 0.000308168893983599 | 0.000616337787967198 | 0.999691831106016 |
| 26 | 0.000232775175298906 | 0.000465550350597813 | 0.999767224824701 |
| 27 | 0.000239095722927884 | 0.000478191445855769 | 0.999760904277072 |
| 28 | 0.000337704332587745 | 0.00067540866517549 | 0.999662295667412 |
| 29 | 0.000351400219808251 | 0.000702800439616502 | 0.999648599780192 |
| 30 | 0.000514143015325288 | 0.00102828603065058 | 0.999485856984675 |
| 31 | 0.00168887413991781 | 0.00337774827983561 | 0.998311125860082 |
| 32 | 0.00429368573529861 | 0.00858737147059722 | 0.995706314264701 |
| 33 | 0.0149757524072456 | 0.0299515048144911 | 0.985024247592754 |
| 34 | 0.0764156688437683 | 0.152831337687537 | 0.923584331156232 |
| 35 | 0.068204347428761 | 0.136408694857522 | 0.931795652571239 |
| 36 | 0.0589458634685662 | 0.117891726937132 | 0.941054136531434 |
| 37 | 0.055598866352857 | 0.111197732705714 | 0.944401133647143 |
| 38 | 0.056133153325113 | 0.112266306650226 | 0.943866846674887 |
| 39 | 0.0685761493484979 | 0.137152298696996 | 0.931423850651502 |
| 40 | 0.0677252312043723 | 0.135450462408745 | 0.932274768795628 |
| 41 | 0.0613406243195982 | 0.122681248639196 | 0.938659375680402 |
| 42 | 0.0446283454644013 | 0.0892566909288026 | 0.955371654535599 |
| 43 | 0.0407006569129751 | 0.0814013138259502 | 0.959299343087025 |
| 44 | 0.0387043398402938 | 0.0774086796805876 | 0.961295660159706 |
| 45 | 0.0809046312718788 | 0.161809262543758 | 0.919095368728121 |
| 46 | 0.187254377687168 | 0.374508755374336 | 0.812745622312832 |
| 47 | 0.183987544678264 | 0.367975089356528 | 0.816012455321736 |
| 48 | 0.184963332511186 | 0.369926665022371 | 0.815036667488815 |
| 49 | 0.208866718415123 | 0.417733436830246 | 0.791133281584877 |
| 50 | 0.294441330209495 | 0.58888266041899 | 0.705558669790505 |
| 51 | 0.47095460796461 | 0.94190921592922 | 0.52904539203539 |
| 52 | 0.563897263273629 | 0.872205473452741 | 0.436102736726371 |
| 53 | 0.554107976981248 | 0.891784046037503 | 0.445892023018752 |
| 54 | 0.499965867094413 | 0.999931734188826 | 0.500034132905587 |
| 55 | 0.391860710136905 | 0.78372142027381 | 0.608139289863095 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 23 | 0.450980392156863 | NOK |
| 5% type I error level | 28 | 0.549019607843137 | NOK |
| 10% type I error level | 32 | 0.627450980392157 | NOK |
