| Multiple Linear Regression - Estimated Regression Equation |
| werkl[t] = + 9.30898187654872 + 0.018081433726898infl[t] -0.0354262196972614t + 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) | 9.30898187654872 | 0.16128 | 57.7194 | 0 | 0 |
| infl | 0.018081433726898 | 0.075323 | 0.2401 | 0.811151 | 0.405576 |
| t | -0.0354262196972614 | 0.002712 | -13.0645 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.89249899629478 |
| R-squared | 0.796554458387191 |
| Adjusted R-squared | 0.7894160183306 |
| F-TEST (value) | 111.586628461194 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 57 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.315235831018274 |
| Sum Squared Residuals | 5.66429686199357 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 8.9 | 9.30791038093262 | -0.407910380932623 |
| 2 | 9 | 9.26705973111724 | -0.267059731117243 |
| 3 | 9 | 9.23344165479267 | -0.233441654792672 |
| 4 | 9 | 9.20343986521348 | -0.203439865213480 |
| 5 | 9 | 9.17705436237967 | -0.177054362379668 |
| 6 | 9 | 9.13981999930972 | -0.139819999309717 |
| 7 | 9 | 9.10258563623977 | -0.102585636239765 |
| 8 | 9 | 9.0671594165425 | -0.067159416542504 |
| 9 | 9 | 9.02811691009986 | -0.0281169100998631 |
| 10 | 9 | 8.99811512052067 | 0.00188487947932885 |
| 11 | 9 | 8.95907261407803 | 0.0409273859219698 |
| 12 | 9.1 | 8.92726268112615 | 0.172737318873851 |
| 13 | 9 | 8.88279574456544 | 0.117204255434562 |
| 14 | 9 | 8.85098581161356 | 0.149014188386444 |
| 15 | 9.1 | 8.8155595919163 | 0.284440408083705 |
| 16 | 9 | 8.78013337221903 | 0.219866627780966 |
| 17 | 9 | 8.74289900914908 | 0.257100990850918 |
| 18 | 9 | 8.70928093282451 | 0.290719067175489 |
| 19 | 9 | 8.67566285649994 | 0.324337143500061 |
| 20 | 8.9 | 8.64023663680268 | 0.259763363197323 |
| 21 | 8.9 | 8.61204299059618 | 0.287957009403825 |
| 22 | 8.9 | 8.57480862752622 | 0.325191372473776 |
| 23 | 8.9 | 8.53576612108358 | 0.364233878916417 |
| 24 | 8.8 | 8.49853175801363 | 0.301468241986368 |
| 25 | 8.8 | 8.46672182506175 | 0.33327817493825 |
| 26 | 8.7 | 8.4294874619918 | 0.2705125380082 |
| 27 | 8.7 | 8.39225309892185 | 0.307746901078151 |
| 28 | 8.5 | 8.36225130934266 | 0.137748690657344 |
| 29 | 8.5 | 8.3268250896454 | 0.173174910354605 |
| 30 | 8.4 | 8.29139886994813 | 0.108601130051867 |
| 31 | 8.2 | 8.25416450687818 | -0.054164506878183 |
| 32 | 8.2 | 8.21693014380823 | -0.0169301438082319 |
| 33 | 8.1 | 8.17065506387483 | -0.0706550638748311 |
| 34 | 8.1 | 8.13342070080488 | -0.0334207008048802 |
| 35 | 8 | 8.10341891122569 | -0.103418911225688 |
| 36 | 7.9 | 8.06799269152843 | -0.167992691528426 |
| 37 | 7.8 | 8.03075832845848 | -0.230758328458476 |
| 38 | 7.7 | 7.99533210876121 | -0.295332108761214 |
| 39 | 7.6 | 7.96171403243664 | -0.361714032436643 |
| 40 | 7.5 | 7.92628781273938 | -0.426287812739381 |
| 41 | 7.5 | 7.89086159304212 | -0.390861593042119 |
| 42 | 7.5 | 7.85543537334486 | -0.355435373344858 |
| 43 | 7.5 | 7.8182010102749 | -0.318201010274907 |
| 44 | 7.5 | 7.78096664720496 | -0.280966647204956 |
| 45 | 7.4 | 7.75277300099845 | -0.352773000998453 |
| 46 | 7.4 | 7.72638749816464 | -0.326387498164641 |
| 47 | 7.3 | 7.70000199533083 | -0.400001995330829 |
| 48 | 7.3 | 7.66457577563357 | -0.364575775633568 |
| 49 | 7.3 | 7.630957699309 | -0.330957699308996 |
| 50 | 7.2 | 7.59733962298442 | -0.397339622984424 |
| 51 | 7.2 | 7.56733783340523 | -0.367337833405232 |
| 52 | 7.3 | 7.5264871835899 | -0.226487183589902 |
| 53 | 7.4 | 7.4982935373834 | -0.0982935373833993 |
| 54 | 7.4 | 7.46829174780421 | -0.0682917478042073 |
| 55 | 7.5 | 7.43286552810695 | 0.0671344718930538 |
| 56 | 7.6 | 7.3938230216643 | 0.206176978335694 |
| 57 | 7.7 | 7.35478051522166 | 0.345219484778336 |
| 58 | 7.9 | 7.31212172203364 | 0.587878277966357 |
| 59 | 8 | 7.25680592523679 | 0.743194074763206 |
| 60 | 8.2 | 7.21233898867608 | 0.987661011323915 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.000510078478959477 | 0.00102015695791895 | 0.99948992152104 |
| 7 | 0.000150511101582926 | 0.000301022203165853 | 0.999849488898417 |
| 8 | 2.66622389606095e-05 | 5.3324477921219e-05 | 0.99997333776104 |
| 9 | 4.36128812915743e-06 | 8.72257625831486e-06 | 0.999995638711871 |
| 10 | 4.71056185983211e-07 | 9.42112371966423e-07 | 0.999999528943814 |
| 11 | 5.13396596182943e-08 | 1.02679319236589e-07 | 0.99999994866034 |
| 12 | 4.16627613406895e-08 | 8.3325522681379e-08 | 0.999999958337239 |
| 13 | 8.50687574708849e-09 | 1.70137514941770e-08 | 0.999999991493124 |
| 14 | 1.26366856588611e-09 | 2.52733713177223e-09 | 0.999999998736331 |
| 15 | 4.63497506359284e-10 | 9.26995012718568e-10 | 0.999999999536503 |
| 16 | 1.08181197321542e-10 | 2.16362394643084e-10 | 0.999999999891819 |
| 17 | 1.92097831773501e-11 | 3.84195663547003e-11 | 0.99999999998079 |
| 18 | 3.23484864250228e-12 | 6.46969728500455e-12 | 0.999999999996765 |
| 19 | 5.48681577793259e-13 | 1.09736315558652e-12 | 0.999999999999451 |
| 20 | 3.11520516714971e-12 | 6.23041033429941e-12 | 0.999999999996885 |
| 21 | 4.15847588525734e-12 | 8.31695177051467e-12 | 0.999999999995842 |
| 22 | 2.28161362734472e-12 | 4.56322725468944e-12 | 0.999999999997718 |
| 23 | 1.04408123949083e-12 | 2.08816247898167e-12 | 0.999999999998956 |
| 24 | 4.84255620391903e-12 | 9.68511240783807e-12 | 0.999999999995157 |
| 25 | 8.71916537782425e-12 | 1.74383307556485e-11 | 0.99999999999128 |
| 26 | 9.80546162489402e-11 | 1.96109232497880e-10 | 0.999999999901945 |
| 27 | 3.75509250817738e-10 | 7.51018501635476e-10 | 0.99999999962449 |
| 28 | 5.17237861502007e-08 | 1.03447572300401e-07 | 0.999999948276214 |
| 29 | 8.57566790497002e-07 | 1.71513358099400e-06 | 0.99999914243321 |
| 30 | 2.45149225498837e-05 | 4.90298450997673e-05 | 0.99997548507745 |
| 31 | 0.00127793541646139 | 0.00255587083292278 | 0.998722064583539 |
| 32 | 0.0167983236092652 | 0.0335966472185303 | 0.983201676390735 |
| 33 | 0.0547237487971186 | 0.109447497594237 | 0.945276251202881 |
| 34 | 0.118358137000718 | 0.236716274001435 | 0.881641862999282 |
| 35 | 0.343887245432838 | 0.687774490865677 | 0.656112754567162 |
| 36 | 0.691307682675051 | 0.617384634649898 | 0.308692317324949 |
| 37 | 0.900470979606976 | 0.199058040786048 | 0.099529020393024 |
| 38 | 0.975288805991337 | 0.0494223880173254 | 0.0247111940086627 |
| 39 | 0.995073160017353 | 0.0098536799652946 | 0.0049268399826473 |
| 40 | 0.99781731010353 | 0.00436537979294001 | 0.00218268989647001 |
| 41 | 0.998750958653226 | 0.00249808269354845 | 0.00124904134677423 |
| 42 | 0.99915644077056 | 0.00168711845888127 | 0.000843559229440634 |
| 43 | 0.99906066448525 | 0.00187867102950260 | 0.000939335514751298 |
| 44 | 0.998463436870279 | 0.00307312625944255 | 0.00153656312972127 |
| 45 | 0.997591183769014 | 0.00481763246197203 | 0.00240881623098601 |
| 46 | 0.998957546530833 | 0.00208490693833476 | 0.00104245346916738 |
| 47 | 0.999674832394855 | 0.000650335210290767 | 0.000325167605145383 |
| 48 | 0.999886874353813 | 0.000226251292373737 | 0.000113125646186868 |
| 49 | 0.99999722462309 | 5.55075381929596e-06 | 2.77537690964798e-06 |
| 50 | 0.999992210473382 | 1.55790532359767e-05 | 7.78952661798837e-06 |
| 51 | 0.999944977572154 | 0.000110044855692506 | 5.5022427846253e-05 |
| 52 | 0.999659306879606 | 0.0006813862407875 | 0.00034069312039375 |
| 53 | 0.999058315023556 | 0.00188336995288718 | 0.000941684976443589 |
| 54 | 0.99391667254334 | 0.0121666549133199 | 0.00608332745665995 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 41 | 0.836734693877551 | NOK |
| 5% type I error level | 44 | 0.897959183673469 | NOK |
| 10% type I error level | 44 | 0.897959183673469 | NOK |
