| Multiple Linear Regression - Estimated Regression Equation |
| CorrectAnalysis[t] = + 0.0476190476190476 + 0.213250517598344T40[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) | 0.0476190476190476 | 0.03712 | 1.2828 | 0.20308 | 0.10154 |
| T40 | 0.213250517598344 | 0.071779 | 2.9709 | 0.003871 | 0.001935 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.308359738983709 |
| R-squared | 0.0950857286261013 |
| Adjusted R-squared | 0.084312939681174 |
| F-TEST (value) | 8.82647280218692 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 84 |
| p-value | 0.00387075225747924 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.294633053980841 |
| Sum Squared Residuals | 7.29192546583851 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0 | 0.260869565217391 | -0.260869565217391 |
| 2 | 0 | 0.0476190476190475 | -0.0476190476190475 |
| 3 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 4 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 5 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 6 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 7 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 8 | 0 | 0.260869565217391 | -0.260869565217391 |
| 9 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 10 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 11 | 0 | 0.260869565217391 | -0.260869565217391 |
| 12 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 13 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 14 | 0 | 0.260869565217391 | -0.260869565217391 |
| 15 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 16 | 0 | 0.260869565217391 | -0.260869565217391 |
| 17 | 1 | 0.260869565217391 | 0.739130434782609 |
| 18 | 0 | 0.260869565217391 | -0.260869565217391 |
| 19 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 20 | 1 | 0.260869565217391 | 0.739130434782609 |
| 21 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 22 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 23 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 24 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 25 | 0 | 0.260869565217391 | -0.260869565217391 |
| 26 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 27 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 28 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 29 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 30 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 31 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 32 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 33 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 34 | 0 | 0.260869565217391 | -0.260869565217391 |
| 35 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 36 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 37 | 0 | 0.260869565217391 | -0.260869565217391 |
| 38 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 39 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 40 | 0 | 0.260869565217391 | -0.260869565217391 |
| 41 | 1 | 0.0476190476190478 | 0.952380952380952 |
| 42 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 43 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 44 | 0 | 0.260869565217391 | -0.260869565217391 |
| 45 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 46 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 47 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 48 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 49 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 50 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 51 | 0 | 0.260869565217391 | -0.260869565217391 |
| 52 | 1 | 0.260869565217391 | 0.739130434782609 |
| 53 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 54 | 1 | 0.0476190476190478 | 0.952380952380952 |
| 55 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 56 | 0 | 0.260869565217391 | -0.260869565217391 |
| 57 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 58 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 59 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 60 | 1 | 0.260869565217391 | 0.739130434782609 |
| 61 | 0 | 0.260869565217391 | -0.260869565217391 |
| 62 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 63 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 64 | 0 | 0.260869565217391 | -0.260869565217391 |
| 65 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 66 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 67 | 1 | 0.260869565217391 | 0.739130434782609 |
| 68 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 69 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 70 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 71 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 72 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 73 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 74 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 75 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 76 | 0 | 0.260869565217391 | -0.260869565217391 |
| 77 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 78 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 79 | 1 | 0.260869565217391 | 0.739130434782609 |
| 80 | 0 | 0.260869565217391 | -0.260869565217391 |
| 81 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 82 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 83 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 84 | 1 | 0.0476190476190478 | 0.952380952380952 |
| 85 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| 86 | 0 | 0.0476190476190476 | -0.0476190476190476 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0 | 0 | 1 |
| 6 | 0 | 0 | 1 |
| 7 | 0 | 0 | 1 |
| 8 | 0 | 0 | 1 |
| 9 | 0 | 0 | 1 |
| 10 | 0 | 0 | 1 |
| 11 | 0 | 0 | 1 |
| 12 | 0 | 0 | 1 |
| 13 | 0 | 0 | 1 |
| 14 | 0 | 0 | 1 |
| 15 | 0 | 0 | 1 |
| 16 | 0 | 0 | 1 |
| 17 | 0.124109238829503 | 0.248218477659006 | 0.875890761170497 |
| 18 | 0.100954410982433 | 0.201908821964865 | 0.899045589017567 |
| 19 | 0.0686204547643748 | 0.13724090952875 | 0.931379545235625 |
| 20 | 0.448779866060204 | 0.897559732120409 | 0.551220133939796 |
| 21 | 0.374871923957631 | 0.749743847915262 | 0.625128076042369 |
| 22 | 0.306223719020634 | 0.612447438041269 | 0.693776280979366 |
| 23 | 0.244545266895858 | 0.489090533791717 | 0.755454733104142 |
| 24 | 0.190877060219402 | 0.381754120438804 | 0.809122939780598 |
| 25 | 0.17782717771715 | 0.3556543554343 | 0.82217282228285 |
| 26 | 0.135264985104646 | 0.270529970209293 | 0.864735014895354 |
| 27 | 0.100589790352105 | 0.20117958070421 | 0.899410209647895 |
| 28 | 0.0731319333928326 | 0.146263866785665 | 0.926868066607167 |
| 29 | 0.0519835886376388 | 0.103967177275278 | 0.948016411362361 |
| 30 | 0.0361298993785482 | 0.0722597987570964 | 0.963870100621452 |
| 31 | 0.0245558104107957 | 0.0491116208215914 | 0.975444189589204 |
| 32 | 0.0163223404695525 | 0.0326446809391051 | 0.983677659530448 |
| 33 | 0.010612330104651 | 0.0212246602093019 | 0.989387669895349 |
| 34 | 0.00940737477433081 | 0.0188147495486616 | 0.990592625225669 |
| 35 | 0.00596797630648218 | 0.0119359526129644 | 0.994032023693518 |
| 36 | 0.00370511542973958 | 0.00741023085947917 | 0.99629488457026 |
| 37 | 0.00320887254029827 | 0.00641774508059655 | 0.996791127459702 |
| 38 | 0.00194335817876215 | 0.00388671635752431 | 0.998056641821238 |
| 39 | 0.00115226080866854 | 0.00230452161733707 | 0.998847739191331 |
| 40 | 0.00099365256299767 | 0.00198730512599534 | 0.999006347437002 |
| 41 | 0.0920638340156889 | 0.184127668031378 | 0.907936165984311 |
| 42 | 0.0690069201774714 | 0.138013840354943 | 0.930993079822529 |
| 43 | 0.0507104277197136 | 0.101420855439427 | 0.949289572280286 |
| 44 | 0.0483368640228438 | 0.0966737280456876 | 0.951663135977156 |
| 45 | 0.0347338190996575 | 0.069467638199315 | 0.965266180900342 |
| 46 | 0.0244567870899233 | 0.0489135741798465 | 0.975543212910077 |
| 47 | 0.0168704533720209 | 0.0337409067440419 | 0.983129546627979 |
| 48 | 0.0113985485698615 | 0.0227970971397229 | 0.988601451430139 |
| 49 | 0.00754205796842927 | 0.0150841159368585 | 0.992457942031571 |
| 50 | 0.00488626625679794 | 0.00977253251359588 | 0.995113733743202 |
| 51 | 0.00491748680360583 | 0.00983497360721165 | 0.995082513196394 |
| 52 | 0.0411456794861393 | 0.0822913589722786 | 0.958854320513861 |
| 53 | 0.0292845990632558 | 0.0585691981265116 | 0.970715400936744 |
| 54 | 0.329785198377674 | 0.659570396755347 | 0.670214801622326 |
| 55 | 0.274221112380468 | 0.548442224760937 | 0.725778887619532 |
| 56 | 0.288457879637036 | 0.576915759274072 | 0.711542120362964 |
| 57 | 0.235895034073315 | 0.47179006814663 | 0.764104965926685 |
| 58 | 0.188851481159442 | 0.377702962318883 | 0.811148518840558 |
| 59 | 0.147861982313072 | 0.295723964626144 | 0.852138017686928 |
| 60 | 0.361299618279889 | 0.722599236559778 | 0.638700381720111 |
| 61 | 0.373418814620457 | 0.746837629240914 | 0.626581185379543 |
| 62 | 0.310704011107965 | 0.621408022215929 | 0.689295988892035 |
| 63 | 0.252604802178769 | 0.505209604357538 | 0.747395197821231 |
| 64 | 0.293836769626091 | 0.587673539252183 | 0.706163230373909 |
| 65 | 0.235930982515758 | 0.471861965031516 | 0.764069017484242 |
| 66 | 0.184465334810404 | 0.368930669620807 | 0.815534665189596 |
| 67 | 0.389012531448972 | 0.778025062897944 | 0.610987468551028 |
| 68 | 0.319062812435625 | 0.638125624871251 | 0.680937187564375 |
| 69 | 0.254257058193024 | 0.508514116386048 | 0.745742941806976 |
| 70 | 0.196408580007996 | 0.392817160015992 | 0.803591419992004 |
| 71 | 0.146734947325486 | 0.293469894650973 | 0.853265052674514 |
| 72 | 0.105776149175143 | 0.211552298350285 | 0.894223850824857 |
| 73 | 0.0734087300056522 | 0.146817460011304 | 0.926591269994348 |
| 74 | 0.048947626707366 | 0.0978952534147321 | 0.951052373292634 |
| 75 | 0.0313104709257057 | 0.0626209418514114 | 0.968689529074294 |
| 76 | 0.0354503946276256 | 0.0709007892552511 | 0.964549605372374 |
| 77 | 0.0213988898190008 | 0.0427977796380016 | 0.978601110180999 |
| 78 | 0.0123134681994844 | 0.0246269363989687 | 0.987686531800516 |
| 79 | 0.0823841649867883 | 0.164768329973577 | 0.917615835013212 |
| 80 | 0.045449637101287 | 0.090899274202574 | 0.954550362898713 |
| 81 | 0.0243052803199611 | 0.0486105606399221 | 0.975694719680039 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 19 | 0.246753246753247 | NOK |
| 5% type I error level | 31 | 0.402597402597403 | NOK |
| 10% type I error level | 40 | 0.519480519480519 | NOK |
