| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 9164.15747747748 + 11.6144523470839t + 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) | 9164.15747747748 | 102.10434 | 89.7529 | 0 | 0 |
| t | 11.6144523470839 | 2.334665 | 4.9748 | 4e-06 | 2e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.503175160490124 |
| R-squared | 0.253185242134262 |
| Adjusted R-squared | 0.242954902985416 |
| F-TEST (value) | 24.7484700605286 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 73 |
| p-value | 4.20387907296149e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 437.710760269625 |
| Sum Squared Residuals | 13986121.8048743 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 9700 | 9175.77192982457 | 524.22807017543 |
| 2 | 9081 | 9187.38638217165 | -106.386382171645 |
| 3 | 9084 | 9199.00083451873 | -115.000834518729 |
| 4 | 9743 | 9210.61528686581 | 532.384713134187 |
| 5 | 8587 | 9222.2297392129 | -635.229739212897 |
| 6 | 9731 | 9233.84419155998 | 497.155808440019 |
| 7 | 9563 | 9245.45864390706 | 317.541356092935 |
| 8 | 9998 | 9257.07309625415 | 740.926903745852 |
| 9 | 9437 | 9268.68754860123 | 168.312451398768 |
| 10 | 10038 | 9280.30200094832 | 757.697999051684 |
| 11 | 9918 | 9291.9164532954 | 626.0835467046 |
| 12 | 9252 | 9303.53090564248 | -51.5309056424842 |
| 13 | 9737 | 9315.14535798957 | 421.854642010432 |
| 14 | 9035 | 9326.75981033665 | -291.759810336652 |
| 15 | 9133 | 9338.37426268374 | -205.374262683736 |
| 16 | 9487 | 9349.98871503082 | 137.01128496918 |
| 17 | 8700 | 9361.6031673779 | -661.603167377904 |
| 18 | 9627 | 9373.21761972499 | 253.782380275012 |
| 19 | 8947 | 9384.83207207207 | -437.832072072072 |
| 20 | 9283 | 9396.44652441916 | -113.446524419156 |
| 21 | 8829 | 9408.06097676624 | -579.06097676624 |
| 22 | 9947 | 9419.67542911332 | 527.324570886676 |
| 23 | 9628 | 9431.28988146041 | 196.710118539592 |
| 24 | 9318 | 9442.90433380749 | -124.904333807491 |
| 25 | 9605 | 9454.51878615457 | 150.481213845425 |
| 26 | 8640 | 9466.13323850166 | -826.133238501659 |
| 27 | 9214 | 9477.74769084874 | -263.747690848743 |
| 28 | 9567 | 9489.36214319583 | 77.6378568041728 |
| 29 | 8547 | 9500.97659554291 | -953.976595542911 |
| 30 | 9185 | 9512.59104789 | -327.591047889995 |
| 31 | 9470 | 9524.20550023708 | -54.205500237079 |
| 32 | 9123 | 9535.81995258416 | -412.819952584163 |
| 33 | 9278 | 9547.43440493125 | -269.434404931247 |
| 34 | 10170 | 9559.04885727833 | 610.951142721669 |
| 35 | 9434 | 9570.66330962542 | -136.663309625415 |
| 36 | 9655 | 9582.2777619725 | 72.7222380275013 |
| 37 | 9429 | 9593.89221431958 | -164.892214319583 |
| 38 | 8739 | 9605.50666666667 | -866.506666666667 |
| 39 | 9552 | 9617.12111901375 | -65.1211190137505 |
| 40 | 9687 | 9628.73557136083 | 58.2644286391656 |
| 41 | 9019 | 9640.35002370792 | -621.350023707918 |
| 42 | 9672 | 9651.964476055 | 20.0355239449977 |
| 43 | 9206 | 9663.57892840209 | -457.578928402086 |
| 44 | 9069 | 9675.19338074917 | -606.19338074917 |
| 45 | 9788 | 9686.80783309625 | 101.192166903746 |
| 46 | 10312 | 9698.42228544334 | 613.577714556662 |
| 47 | 10105 | 9710.03673779042 | 394.963262209578 |
| 48 | 9863 | 9721.65119013751 | 141.348809862494 |
| 49 | 9656 | 9733.26564248459 | -77.2656424845899 |
| 50 | 9295 | 9744.88009483167 | -449.880094831674 |
| 51 | 9946 | 9756.49454717876 | 189.505452821242 |
| 52 | 9701 | 9768.10899952584 | -67.1089995258416 |
| 53 | 9049 | 9779.72345187293 | -730.723451872926 |
| 54 | 10190 | 9791.33790422001 | 398.662095779991 |
| 55 | 9706 | 9802.95235656709 | -96.9523565670934 |
| 56 | 9765 | 9814.56680891418 | -49.5668089141774 |
| 57 | 9893 | 9826.18126126126 | 66.8187387387387 |
| 58 | 9994 | 9837.79571360835 | 156.204286391655 |
| 59 | 10433 | 9849.41016595543 | 583.589834044571 |
| 60 | 10073 | 9861.02461830251 | 211.975381697487 |
| 61 | 10112 | 9872.6390706496 | 239.360929350403 |
| 62 | 9266 | 9884.25352299668 | -618.253522996681 |
| 63 | 9820 | 9895.86797534376 | -75.867975343765 |
| 64 | 10097 | 9907.48242769085 | 189.517572309151 |
| 65 | 9115 | 9919.09688003793 | -804.096880037933 |
| 66 | 10411 | 9930.71133238502 | 480.288667614983 |
| 67 | 9678 | 9942.3257847321 | -264.325784732101 |
| 68 | 10408 | 9953.94023707918 | 454.059762920815 |
| 69 | 10153 | 9965.55468942627 | 187.445310573731 |
| 70 | 10368 | 9977.16914177335 | 390.830858226647 |
| 71 | 10581 | 9988.78359412044 | 592.216405879564 |
| 72 | 10597 | 10000.3980464675 | 596.60195353248 |
| 73 | 10680 | 10012.0124988146 | 667.987501185396 |
| 74 | 9738 | 10023.6269511617 | -285.626951161688 |
| 75 | 9556 | 10035.2414035088 | -479.241403508772 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.688634033539312 | 0.622731932921376 | 0.311365966460688 |
| 6 | 0.786660966062836 | 0.426678067874328 | 0.213339033937164 |
| 7 | 0.701829417804347 | 0.596341164391306 | 0.298170582195653 |
| 8 | 0.713607743354494 | 0.572784513291011 | 0.286392256645506 |
| 9 | 0.633517907865679 | 0.732964184268642 | 0.366482092134321 |
| 10 | 0.623665166422383 | 0.752669667155235 | 0.376334833577617 |
| 11 | 0.570697286155059 | 0.858605427689881 | 0.429302713844941 |
| 12 | 0.631151046668464 | 0.737697906663073 | 0.368848953331536 |
| 13 | 0.575572080850765 | 0.848855838298469 | 0.424427919149235 |
| 14 | 0.666978030146168 | 0.666043939707664 | 0.333021969853832 |
| 15 | 0.650941420966367 | 0.698117158067266 | 0.349058579033633 |
| 16 | 0.583527812283826 | 0.832944375432347 | 0.416472187716174 |
| 17 | 0.691295349836029 | 0.617409300327943 | 0.308704650163971 |
| 18 | 0.664145629613712 | 0.671708740772575 | 0.335854370386287 |
| 19 | 0.638811981778238 | 0.722376036443524 | 0.361188018221762 |
| 20 | 0.564970896257416 | 0.870058207485167 | 0.435029103742584 |
| 21 | 0.551797400388875 | 0.896405199222251 | 0.448202599611125 |
| 22 | 0.685982711590797 | 0.628034576818406 | 0.314017288409203 |
| 23 | 0.668874420221327 | 0.662251159557347 | 0.331125579778673 |
| 24 | 0.603771667988427 | 0.792456664023146 | 0.396228332011573 |
| 25 | 0.577977092043579 | 0.844045815912842 | 0.422022907956421 |
| 26 | 0.661846231502988 | 0.676307536994024 | 0.338153768497012 |
| 27 | 0.595023687825907 | 0.809952624348187 | 0.404976312174093 |
| 28 | 0.566339021249009 | 0.867321957501982 | 0.433660978750991 |
| 29 | 0.67880973816143 | 0.64238052367714 | 0.32119026183857 |
| 30 | 0.616873378551197 | 0.766253242897606 | 0.383126621448803 |
| 31 | 0.571791239029691 | 0.856417521940618 | 0.428208760970309 |
| 32 | 0.513126907906712 | 0.973746184186576 | 0.486873092093288 |
| 33 | 0.449307055351726 | 0.898614110703451 | 0.550692944648274 |
| 34 | 0.671782081295746 | 0.656435837408508 | 0.328217918704254 |
| 35 | 0.613348681893998 | 0.773302636212004 | 0.386651318106002 |
| 36 | 0.585522768181493 | 0.828954463637015 | 0.414477231818507 |
| 37 | 0.520989567591778 | 0.958020864816445 | 0.479010432408222 |
| 38 | 0.601978571386129 | 0.796042857227741 | 0.398021428613871 |
| 39 | 0.549362286194047 | 0.901275427611905 | 0.450637713805953 |
| 40 | 0.515063656950502 | 0.969872686098995 | 0.484936343049498 |
| 41 | 0.514195602735866 | 0.971608794528268 | 0.485804397264134 |
| 42 | 0.470473372175227 | 0.940946744350455 | 0.529526627824773 |
| 43 | 0.437856220921439 | 0.875712441842877 | 0.562143779078562 |
| 44 | 0.462231739471295 | 0.92446347894259 | 0.537768260528705 |
| 45 | 0.431126285342166 | 0.862252570684331 | 0.568873714657834 |
| 46 | 0.582305004612785 | 0.835389990774429 | 0.417694995387215 |
| 47 | 0.623154284540716 | 0.753691430918568 | 0.376845715459284 |
| 48 | 0.587141338628862 | 0.825717322742275 | 0.412858661371138 |
| 49 | 0.519130660938039 | 0.961738678123923 | 0.480869339061961 |
| 50 | 0.489513483536546 | 0.979026967073092 | 0.510486516463454 |
| 51 | 0.454283838396828 | 0.908567676793655 | 0.545716161603172 |
| 52 | 0.384811486423855 | 0.769622972847711 | 0.615188513576145 |
| 53 | 0.49154859391195 | 0.983097187823901 | 0.50845140608805 |
| 54 | 0.496113784862523 | 0.992227569725046 | 0.503886215137477 |
| 55 | 0.426199960928072 | 0.852399921856145 | 0.573800039071928 |
| 56 | 0.357594267905411 | 0.715188535810821 | 0.642405732094589 |
| 57 | 0.292877552664562 | 0.585755105329124 | 0.707122447335438 |
| 58 | 0.237622060786383 | 0.475244121572766 | 0.762377939213617 |
| 59 | 0.292671882743463 | 0.585343765486926 | 0.707328117256537 |
| 60 | 0.251237969518461 | 0.502475939036922 | 0.748762030481539 |
| 61 | 0.226043750669062 | 0.452087501338125 | 0.773956249330938 |
| 62 | 0.249256694695163 | 0.498513389390325 | 0.750743305304837 |
| 63 | 0.184496929199068 | 0.368993858398136 | 0.815503070800932 |
| 64 | 0.134659494854203 | 0.269318989708407 | 0.865340505145797 |
| 65 | 0.425176561752997 | 0.850353123505993 | 0.574823438247003 |
| 66 | 0.345410812285228 | 0.690821624570457 | 0.654589187714772 |
| 67 | 0.550628480753975 | 0.89874303849205 | 0.449371519246025 |
| 68 | 0.458377684921753 | 0.916755369843505 | 0.541622315078247 |
| 69 | 0.543941113410418 | 0.912117773179164 | 0.456058886589582 |
| 70 | 0.639894368994484 | 0.720211262011031 | 0.360105631005516 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
