| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 435.818181818182 + 0.360389610389608X[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) | 435.818181818182 | 4.372077 | 99.6822 | 0 | 0 |
| X | 0.360389610389608 | 6.453179 | 0.0558 | 0.955653 | 0.477826 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.00727044638050349 |
| R-squared | 5.28593905717763e-05 |
| Adjusted R-squared | -0.0168953972299271 |
| F-TEST (value) | 0.00311886890524440 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 59 |
| p-value | 0.955652519278202 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 25.1156701148520 |
| Sum Squared Residuals | 37217.0162337662 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 465 | 435.818181818182 | 29.1818181818183 |
| 2 | 459 | 435.818181818182 | 23.1818181818182 |
| 3 | 465 | 435.818181818182 | 29.1818181818182 |
| 4 | 468 | 435.818181818182 | 32.1818181818182 |
| 5 | 467 | 435.818181818182 | 31.1818181818182 |
| 6 | 463 | 435.818181818182 | 27.1818181818182 |
| 7 | 460 | 435.818181818182 | 24.1818181818182 |
| 8 | 462 | 435.818181818182 | 26.1818181818182 |
| 9 | 461 | 435.818181818182 | 25.1818181818182 |
| 10 | 476 | 435.818181818182 | 40.1818181818182 |
| 11 | 476 | 435.818181818182 | 40.1818181818182 |
| 12 | 471 | 435.818181818182 | 35.1818181818182 |
| 13 | 453 | 435.818181818182 | 17.1818181818182 |
| 14 | 443 | 435.818181818182 | 7.18181818181818 |
| 15 | 442 | 435.818181818182 | 6.18181818181818 |
| 16 | 444 | 435.818181818182 | 8.18181818181818 |
| 17 | 438 | 435.818181818182 | 2.18181818181818 |
| 18 | 427 | 435.818181818182 | -8.81818181818182 |
| 19 | 424 | 435.818181818182 | -11.8181818181818 |
| 20 | 416 | 435.818181818182 | -19.8181818181818 |
| 21 | 406 | 435.818181818182 | -29.8181818181818 |
| 22 | 431 | 435.818181818182 | -4.81818181818182 |
| 23 | 434 | 435.818181818182 | -1.81818181818182 |
| 24 | 418 | 435.818181818182 | -17.8181818181818 |
| 25 | 412 | 435.818181818182 | -23.8181818181818 |
| 26 | 404 | 435.818181818182 | -31.8181818181818 |
| 27 | 409 | 435.818181818182 | -26.8181818181818 |
| 28 | 412 | 435.818181818182 | -23.8181818181818 |
| 29 | 406 | 435.818181818182 | -29.8181818181818 |
| 30 | 398 | 435.818181818182 | -37.8181818181818 |
| 31 | 397 | 435.818181818182 | -38.8181818181818 |
| 32 | 385 | 435.818181818182 | -50.8181818181818 |
| 33 | 390 | 435.818181818182 | -45.8181818181818 |
| 34 | 413 | 436.178571428571 | -23.1785714285714 |
| 35 | 413 | 436.178571428571 | -23.1785714285714 |
| 36 | 401 | 436.178571428571 | -35.1785714285714 |
| 37 | 397 | 436.178571428571 | -39.1785714285714 |
| 38 | 397 | 436.178571428571 | -39.1785714285714 |
| 39 | 409 | 436.178571428571 | -27.1785714285714 |
| 40 | 419 | 436.178571428571 | -17.1785714285714 |
| 41 | 424 | 436.178571428571 | -12.1785714285714 |
| 42 | 428 | 436.178571428571 | -8.17857142857143 |
| 43 | 430 | 436.178571428571 | -6.17857142857143 |
| 44 | 424 | 436.178571428571 | -12.1785714285714 |
| 45 | 433 | 436.178571428571 | -3.17857142857143 |
| 46 | 456 | 436.178571428571 | 19.8214285714286 |
| 47 | 459 | 436.178571428571 | 22.8214285714286 |
| 48 | 446 | 436.178571428571 | 9.82142857142857 |
| 49 | 441 | 436.178571428571 | 4.82142857142857 |
| 50 | 439 | 436.178571428571 | 2.82142857142857 |
| 51 | 454 | 436.178571428571 | 17.8214285714286 |
| 52 | 460 | 436.178571428571 | 23.8214285714286 |
| 53 | 457 | 436.178571428571 | 20.8214285714286 |
| 54 | 451 | 436.178571428571 | 14.8214285714286 |
| 55 | 444 | 436.178571428571 | 7.82142857142857 |
| 56 | 437 | 436.178571428571 | 0.821428571428572 |
| 57 | 443 | 436.178571428571 | 6.82142857142857 |
| 58 | 471 | 436.178571428571 | 34.8214285714286 |
| 59 | 469 | 436.178571428571 | 32.8214285714286 |
| 60 | 454 | 436.178571428571 | 17.8214285714286 |
| 61 | 444 | 436.178571428571 | 7.82142857142857 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.00614644816813294 | 0.0122928963362659 | 0.993853551831867 |
| 6 | 0.000966301916401296 | 0.00193260383280259 | 0.999033698083599 |
| 7 | 0.000264518819849101 | 0.000529037639698203 | 0.99973548118015 |
| 8 | 4.4817575359626e-05 | 8.9635150719252e-05 | 0.99995518242464 |
| 9 | 8.77238983586924e-06 | 1.75447796717385e-05 | 0.999991227610164 |
| 10 | 9.55615654112471e-05 | 0.000191123130822494 | 0.999904438434589 |
| 11 | 0.000203983603882882 | 0.000407967207765763 | 0.999796016396117 |
| 12 | 0.000132951635671652 | 0.000265903271343304 | 0.999867048364328 |
| 13 | 0.000293831134961862 | 0.000587662269923724 | 0.999706168865038 |
| 14 | 0.00265451625294922 | 0.00530903250589843 | 0.99734548374705 |
| 15 | 0.008374066538398 | 0.016748133076796 | 0.991625933461602 |
| 16 | 0.0141257956261295 | 0.028251591252259 | 0.98587420437387 |
| 17 | 0.0310403758459899 | 0.0620807516919797 | 0.96895962415401 |
| 18 | 0.0996116121454692 | 0.199223224290938 | 0.90038838785453 |
| 19 | 0.204785611294548 | 0.409571222589095 | 0.795214388705452 |
| 20 | 0.377181213368598 | 0.754362426737196 | 0.622818786631402 |
| 21 | 0.607828934705672 | 0.784342130588657 | 0.392171065294328 |
| 22 | 0.618799728368203 | 0.762400543263595 | 0.381200271631797 |
| 23 | 0.636540095680324 | 0.726919808639352 | 0.363459904319676 |
| 24 | 0.684781565643524 | 0.630436868712953 | 0.315218434356476 |
| 25 | 0.739473079542782 | 0.521053840914436 | 0.260526920457218 |
| 26 | 0.803245453921073 | 0.393509092157854 | 0.196754546078927 |
| 27 | 0.82585404428138 | 0.348291911437241 | 0.174145955718620 |
| 28 | 0.836170131714599 | 0.327659736570802 | 0.163829868285401 |
| 29 | 0.851434139374896 | 0.297131721250208 | 0.148565860625104 |
| 30 | 0.873426534745352 | 0.253146930509297 | 0.126573465254648 |
| 31 | 0.887442177989867 | 0.225115644020266 | 0.112557822010133 |
| 32 | 0.913822787696496 | 0.172354424607007 | 0.0861772123035036 |
| 33 | 0.919783690962022 | 0.160432618075956 | 0.0802163090379779 |
| 34 | 0.907985986573482 | 0.184028026853035 | 0.0920140134265176 |
| 35 | 0.897353598969299 | 0.205292802061402 | 0.102646401030701 |
| 36 | 0.922411564855987 | 0.155176870288025 | 0.0775884351440125 |
| 37 | 0.960518366796605 | 0.078963266406791 | 0.0394816332033955 |
| 38 | 0.98827389841395 | 0.0234522031720986 | 0.0117261015860493 |
| 39 | 0.99513472729009 | 0.00973054541982032 | 0.00486527270991016 |
| 40 | 0.996874074685343 | 0.0062518506293146 | 0.0031259253146573 |
| 41 | 0.997596499137128 | 0.00480700172574397 | 0.00240350086287199 |
| 42 | 0.997839366919654 | 0.00432126616069257 | 0.00216063308034628 |
| 43 | 0.997982686007253 | 0.00403462798549454 | 0.00201731399274727 |
| 44 | 0.999230413653173 | 0.00153917269365448 | 0.000769586346827238 |
| 45 | 0.999406340086427 | 0.00118731982714594 | 0.000593659913572971 |
| 46 | 0.998978019820471 | 0.00204396035905727 | 0.00102198017952863 |
| 47 | 0.998425546964678 | 0.00314890607064495 | 0.00157445303532247 |
| 48 | 0.996732937919948 | 0.00653412416010346 | 0.00326706208005173 |
| 49 | 0.99461843461799 | 0.0107631307640193 | 0.00538156538200963 |
| 50 | 0.992789783158598 | 0.0144204336828045 | 0.00721021684140226 |
| 51 | 0.984404381457952 | 0.0311912370840957 | 0.0155956185420478 |
| 52 | 0.97205115249661 | 0.0558976950067813 | 0.0279488475033906 |
| 53 | 0.945511886525362 | 0.108976226949277 | 0.0544881134746383 |
| 54 | 0.89019607777656 | 0.219607844446881 | 0.109803922223441 |
| 55 | 0.81041185510166 | 0.379176289796678 | 0.189588144898339 |
| 56 | 0.770956285882507 | 0.458087428234986 | 0.229043714117493 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 19 | 0.365384615384615 | NOK |
| 5% type I error level | 26 | 0.5 | NOK |
| 10% type I error level | 29 | 0.557692307692308 | NOK |
