| Multiple Linear Regression - Estimated Regression Equation |
| werkl[t] = + 9.4012055941857 -0.472940234830022infl[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) | 9.4012055941857 | 0.319236 | 29.449 | 0 | 0 |
| infl | -0.472940234830022 | 0.129331 | -3.6568 | 0.000552 | 0.000276 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.432851265611944 |
| R-squared | 0.187360218141862 |
| Adjusted R-squared | 0.173349187420170 |
| F-TEST (value) | 13.3723365442193 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 0.000551893072794796 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.624574080619395 |
| Sum Squared Residuals | 22.6253813665306 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 8.9 | 8.5026191480087 | 0.397380851991294 |
| 2 | 9 | 8.64450121845767 | 0.355498781542334 |
| 3 | 9 | 8.59720719497466 | 0.402792805025335 |
| 4 | 9 | 8.45532512452566 | 0.544674875474342 |
| 5 | 9 | 8.21885500711065 | 0.781144992889353 |
| 6 | 9 | 8.26614903059365 | 0.733850969406351 |
| 7 | 9 | 8.31344305407665 | 0.686556945923349 |
| 8 | 9 | 8.31344305407665 | 0.686556945923349 |
| 9 | 9 | 8.40803110104266 | 0.591968898957344 |
| 10 | 9 | 8.26614903059365 | 0.733850969406351 |
| 11 | 9 | 8.36073707755965 | 0.639262922440347 |
| 12 | 9.1 | 8.26614903059365 | 0.83385096940635 |
| 13 | 9 | 8.50261914800866 | 0.49738085199134 |
| 14 | 9 | 8.40803110104266 | 0.591968898957344 |
| 15 | 9.1 | 8.40803110104266 | 0.691968898957344 |
| 16 | 9 | 8.40803110104266 | 0.591968898957344 |
| 17 | 9 | 8.45532512452566 | 0.544674875474342 |
| 18 | 9 | 8.40803110104266 | 0.591968898957344 |
| 19 | 9 | 8.36073707755965 | 0.639262922440347 |
| 20 | 8.9 | 8.36073707755965 | 0.539262922440347 |
| 21 | 8.9 | 8.17156098362764 | 0.728439016372356 |
| 22 | 8.9 | 8.21885500711065 | 0.681144992889354 |
| 23 | 8.9 | 8.31344305407665 | 0.586556945923349 |
| 24 | 8.8 | 8.36073707755965 | 0.439262922440347 |
| 25 | 8.8 | 8.26614903059365 | 0.533850969406352 |
| 26 | 8.7 | 8.31344305407665 | 0.386556945923348 |
| 27 | 8.7 | 8.36073707755965 | 0.339262922440346 |
| 28 | 8.5 | 8.21885500711065 | 0.281144992889353 |
| 29 | 8.5 | 8.21885500711065 | 0.281144992889353 |
| 30 | 8.4 | 8.21885500711065 | 0.181144992889354 |
| 31 | 8.2 | 8.26614903059365 | -0.0661490305936497 |
| 32 | 8.2 | 8.31344305407665 | -0.113443054076652 |
| 33 | 8.1 | 8.59720719497466 | -0.497207194974665 |
| 34 | 8.1 | 8.64450121845767 | -0.544501218457667 |
| 35 | 8 | 8.50261914800866 | -0.50261914800866 |
| 36 | 7.9 | 8.50261914800866 | -0.60261914800866 |
| 37 | 7.8 | 8.54991317149166 | -0.749913171491662 |
| 38 | 7.7 | 8.54991317149166 | -0.849913171491662 |
| 39 | 7.6 | 8.50261914800866 | -0.90261914800866 |
| 40 | 7.5 | 8.50261914800866 | -1.00261914800866 |
| 41 | 7.5 | 8.50261914800866 | -1.00261914800866 |
| 42 | 7.5 | 8.50261914800866 | -1.00261914800866 |
| 43 | 7.5 | 8.54991317149166 | -1.04991317149166 |
| 44 | 7.5 | 8.59720719497466 | -1.09720719497466 |
| 45 | 7.4 | 8.40803110104266 | -1.00803110104266 |
| 46 | 7.4 | 8.17156098362764 | -0.771560983627644 |
| 47 | 7.3 | 7.93509086621263 | -0.635090866212634 |
| 48 | 7.3 | 7.93509086621263 | -0.635090866212634 |
| 49 | 7.3 | 7.88779684272963 | -0.587796842729631 |
| 50 | 7.2 | 7.84050281924663 | -0.640502819246629 |
| 51 | 7.2 | 7.69862074879762 | -0.498620748797622 |
| 52 | 7.3 | 7.84050281924663 | -0.540502819246629 |
| 53 | 7.4 | 7.65132672531462 | -0.251326725314619 |
| 54 | 7.4 | 7.50944465486561 | -0.109444654865613 |
| 55 | 7.5 | 7.50944465486561 | -0.00944465486561315 |
| 56 | 7.6 | 7.60403270183162 | -0.0040327018316181 |
| 57 | 7.7 | 7.69862074879762 | 0.00137925120237802 |
| 58 | 7.9 | 7.88779684272963 | 0.0122031572703693 |
| 59 | 8 | 8.40803110104266 | -0.408031101042656 |
| 60 | 8.2 | 8.64450121845767 | -0.444501218457667 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.000757899576589295 | 0.00151579915317859 | 0.99924210042341 |
| 6 | 5.48154011273894e-05 | 0.000109630802254779 | 0.999945184598873 |
| 7 | 3.65997501458079e-06 | 7.31995002916159e-06 | 0.999996340024985 |
| 8 | 2.3021512987223e-07 | 4.6043025974446e-07 | 0.99999976978487 |
| 9 | 1.40367935983326e-08 | 2.80735871966651e-08 | 0.999999985963206 |
| 10 | 8.23592113884243e-10 | 1.64718422776849e-09 | 0.999999999176408 |
| 11 | 4.73273301894511e-11 | 9.46546603789021e-11 | 0.999999999952673 |
| 12 | 1.00998494466102e-10 | 2.01996988932204e-10 | 0.999999999899001 |
| 13 | 7.98259204079453e-12 | 1.59651840815891e-11 | 0.999999999992017 |
| 14 | 6.30363953199072e-13 | 1.26072790639814e-12 | 0.99999999999937 |
| 15 | 9.22790855053638e-13 | 1.84558171010728e-12 | 0.999999999999077 |
| 16 | 9.73763390151574e-14 | 1.94752678030315e-13 | 0.999999999999903 |
| 17 | 1.04334106269684e-14 | 2.08668212539367e-14 | 0.99999999999999 |
| 18 | 1.24760415456600e-15 | 2.49520830913200e-15 | 0.999999999999999 |
| 19 | 1.7539477491751e-16 | 3.5078954983502e-16 | 1 |
| 20 | 5.11781616206576e-16 | 1.02356323241315e-15 | 1 |
| 21 | 1.22529335474876e-15 | 2.45058670949753e-15 | 0.999999999999999 |
| 22 | 1.54652612553001e-15 | 3.09305225106003e-15 | 0.999999999999998 |
| 23 | 2.03165768310201e-15 | 4.06331536620402e-15 | 0.999999999999998 |
| 24 | 6.92821281494951e-14 | 1.38564256298990e-13 | 0.99999999999993 |
| 25 | 8.40182026105028e-13 | 1.68036405221006e-12 | 0.99999999999916 |
| 26 | 9.64661829547985e-11 | 1.92932365909597e-10 | 0.999999999903534 |
| 27 | 4.44974039352286e-09 | 8.89948078704571e-09 | 0.99999999555026 |
| 28 | 1.51872924364754e-06 | 3.03745848729509e-06 | 0.999998481270756 |
| 29 | 7.35501388822122e-05 | 0.000147100277764424 | 0.999926449861118 |
| 30 | 0.00267243076432913 | 0.00534486152865826 | 0.99732756923567 |
| 31 | 0.0616298397293141 | 0.123259679458628 | 0.938370160270686 |
| 32 | 0.308399502339851 | 0.616799004679703 | 0.691600497660149 |
| 33 | 0.72400842941845 | 0.551983141163099 | 0.275991570581549 |
| 34 | 0.883086267636722 | 0.233827464726556 | 0.116913732363278 |
| 35 | 0.952393924402325 | 0.0952121511953504 | 0.0476060755976752 |
| 36 | 0.978250003301514 | 0.0434999933969715 | 0.0217499966984858 |
| 37 | 0.986960790434543 | 0.0260784191309145 | 0.0130392095654573 |
| 38 | 0.990584078418638 | 0.0188318431627230 | 0.00941592158136149 |
| 39 | 0.993074985960336 | 0.0138500280793280 | 0.00692501403966398 |
| 40 | 0.994871418752642 | 0.0102571624947152 | 0.00512858124735758 |
| 41 | 0.995394851593016 | 0.00921029681396709 | 0.00460514840698354 |
| 42 | 0.995294626151579 | 0.0094107476968423 | 0.00470537384842115 |
| 43 | 0.99460405391765 | 0.0107918921646996 | 0.00539594608234978 |
| 44 | 0.993995086368038 | 0.0120098272639234 | 0.00600491363196171 |
| 45 | 0.996534316530321 | 0.00693136693935751 | 0.00346568346967876 |
| 46 | 0.998051424449078 | 0.0038971511018439 | 0.00194857555092195 |
| 47 | 0.99876664668019 | 0.00246670663961779 | 0.00123335331980889 |
| 48 | 0.998876514905209 | 0.00224697018958256 | 0.00112348509479128 |
| 49 | 0.998716105534015 | 0.00256778893196917 | 0.00128389446598459 |
| 50 | 0.99919015630697 | 0.00161968738605823 | 0.000809843693029114 |
| 51 | 0.999340745156208 | 0.00131850968758305 | 0.000659254843791524 |
| 52 | 0.999854000822555 | 0.000291998354890791 | 0.000145999177445395 |
| 53 | 0.99979725615065 | 0.000405487698701371 | 0.000202743849350686 |
| 54 | 0.999563000834986 | 0.000873998330027715 | 0.000436999165013857 |
| 55 | 0.997736957456245 | 0.00452608508750992 | 0.00226304254375496 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 39 | 0.764705882352941 | NOK |
| 5% type I error level | 46 | 0.901960784313726 | NOK |
| 10% type I error level | 47 | 0.92156862745098 | NOK |
