Multiple Linear Regression - Estimated Regression Equation |
Xt[t] = + 2.01280333512101 + 0.000841977464621676Yt[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) | 2.01280333512101 | 1.908997 | 1.0544 | 0.295336 | 0.147668 |
Yt | 0.000841977464621676 | 0.009121 | 0.0923 | 0.926714 | 0.463357 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0110327518319245 |
R-squared | 0.000121721612984833 |
Adjusted R-squared | -0.0141622537925439 |
F-TEST (value) | 0.00852155016576963 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 70 |
p-value | 0.92671364427681 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.641553958466168 |
Sum Squared Residuals | 28.8114037136526 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.79 | 2.17690474297577 | -0.386904742975770 |
2 | 1.95 | 2.17740992945455 | -0.227409929454546 |
3 | 2.26 | 2.17783091818686 | 0.0821690818131422 |
4 | 2.04 | 2.17799931367978 | -0.137999313679782 |
5 | 2.16 | 2.17799931367978 | -0.0179993136797817 |
6 | 2.75 | 2.17799931367978 | 0.572000686320218 |
7 | 2.79 | 2.17799931367978 | 0.612000686320218 |
8 | 2.88 | 2.17867289565148 | 0.70132710434852 |
9 | 3.36 | 2.17926227987671 | 1.18073772012329 |
10 | 2.97 | 2.1795148731161 | 0.7904851268839 |
11 | 3.1 | 2.17968326860903 | 0.920316731390975 |
12 | 2.49 | 2.17993586184841 | 0.310064138151588 |
13 | 2.2 | 2.18002005959487 | 0.0199799404051263 |
14 | 2.25 | 2.18077783931303 | 0.0692221606869666 |
15 | 2.09 | 2.18119882804534 | -0.0911988280453444 |
16 | 2.79 | 2.18229339874935 | 0.607706601250648 |
17 | 3.14 | 2.18305117846751 | 0.956948821532488 |
18 | 2.93 | 2.18364056269275 | 0.746359437307253 |
19 | 2.65 | 2.18414574917152 | 0.46585425082848 |
20 | 2.67 | 2.18414574917152 | 0.48585425082848 |
21 | 2.26 | 2.18456673790383 | 0.0754332620961688 |
22 | 2.35 | 2.18465093565029 | 0.165349064349707 |
23 | 2.13 | 2.18481933114322 | -0.0548193311432177 |
24 | 2.18 | 2.18498772663614 | -0.00498772663614171 |
25 | 2.9 | 2.18524031987553 | 0.714759680124472 |
26 | 2.63 | 2.18549291311491 | 0.444507086885085 |
27 | 2.67 | 2.18599809959369 | 0.484001900406312 |
28 | 1.81 | 2.18667168156539 | -0.376671681565385 |
29 | 1.33 | 2.18700847255123 | -0.857008472551234 |
30 | 0.88 | 2.18717686804416 | -1.30717686804416 |
31 | 1.28 | 2.18776625226939 | -0.907766252269393 |
32 | 1.26 | 2.18793464776232 | -0.927934647762318 |
33 | 1.26 | 2.18835563649463 | -0.928355636494629 |
34 | 1.29 | 2.18843983424109 | -0.89843983424109 |
35 | 1.1 | 2.18877662522694 | -1.08877662522694 |
36 | 1.37 | 2.1888608229734 | -0.818860822973401 |
37 | 1.21 | 2.18936600945217 | -0.979366009452175 |
38 | 1.74 | 2.18945020719864 | -0.449450207198637 |
39 | 1.76 | 2.1895344049451 | -0.429534404945099 |
40 | 1.48 | 2.18961860269156 | -0.709618602691561 |
41 | 1.04 | 2.19029218466326 | -1.15029218466326 |
42 | 1.62 | 2.19079737114203 | -0.570797371142031 |
43 | 1.49 | 2.19104996438142 | -0.701049964381418 |
44 | 1.79 | 2.19130255762080 | -0.401302557620805 |
45 | 1.8 | 2.19147095311373 | -0.391470953113729 |
46 | 1.58 | 2.19163934860665 | -0.611639348606653 |
47 | 1.86 | 2.19206033733896 | -0.332060337338964 |
48 | 1.74 | 2.19248132607127 | -0.452481326071275 |
49 | 1.59 | 2.19273391931066 | -0.602733919310661 |
50 | 1.26 | 2.19298651255005 | -0.932986512550048 |
51 | 1.13 | 2.19323910578943 | -1.06323910578943 |
52 | 1.92 | 2.19366009452175 | -0.273660094521745 |
53 | 2.61 | 2.19382849001467 | 0.41617150998533 |
54 | 2.26 | 2.19458626973283 | 0.0654137302671707 |
55 | 2.41 | 2.19500725846514 | 0.214992741534860 |
56 | 2.26 | 2.19542824719745 | 0.064571752802549 |
57 | 2.03 | 2.19568084043684 | -0.165680840436837 |
58 | 2.86 | 2.19593343367622 | 0.664066566323776 |
59 | 2.55 | 2.19627022466207 | 0.353729775337927 |
60 | 2.27 | 2.19643862015500 | 0.0735613798450032 |
61 | 2.26 | 2.19685960888731 | 0.0631403911126922 |
62 | 2.57 | 2.19711220212669 | 0.372887797873306 |
63 | 3.07 | 2.19744899311254 | 0.872551006887457 |
64 | 2.76 | 2.19837516832363 | 0.561624831676373 |
65 | 2.51 | 2.19879615705594 | 0.311203842944062 |
66 | 2.87 | 2.1988803548024 | 0.6711196451976 |
67 | 3.14 | 2.19955393677410 | 0.940446063225903 |
68 | 3.11 | 2.19972233226702 | 0.910277667732979 |
69 | 3.16 | 2.19989072775995 | 0.960109272240055 |
70 | 2.47 | 2.20014332099933 | 0.269856679000668 |
71 | 2.57 | 2.20048011198518 | 0.369519888014819 |
72 | 2.89 | 2.20064850747811 | 0.689351492521895 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.00689175631862223 | 0.0137835126372445 | 0.993108243681378 |
6 | 0.0456482487110725 | 0.091296497422145 | 0.954351751288927 |
7 | 0.0447667407340902 | 0.0895334814681803 | 0.95523325926591 |
8 | 0.0186259271628986 | 0.0372518543257973 | 0.981374072837101 |
9 | 0.00871384123546174 | 0.0174276824709235 | 0.991286158764538 |
10 | 0.00892115701163284 | 0.0178423140232657 | 0.991078842988367 |
11 | 0.00563078555756071 | 0.0112615711151214 | 0.99436921444244 |
12 | 0.0271292949758498 | 0.0542585899516996 | 0.97287070502415 |
13 | 0.0720444654871594 | 0.144088930974319 | 0.92795553451284 |
14 | 0.103617709303620 | 0.207235418607241 | 0.89638229069638 |
15 | 0.125407077830078 | 0.250814155660155 | 0.874592922169922 |
16 | 0.0998979760436006 | 0.199795952087201 | 0.9001020239564 |
17 | 0.105369263356721 | 0.210738526713442 | 0.894630736643279 |
18 | 0.102100329719323 | 0.204200659438646 | 0.897899670280677 |
19 | 0.104889387950633 | 0.209778775901266 | 0.895110612049367 |
20 | 0.110323017542194 | 0.220646035084387 | 0.889676982457806 |
21 | 0.138202210640806 | 0.276404421281612 | 0.861797789359194 |
22 | 0.152354301282079 | 0.304708602564159 | 0.84764569871792 |
23 | 0.179577875911310 | 0.359155751822620 | 0.82042212408869 |
24 | 0.200068044799975 | 0.400136089599951 | 0.799931955200025 |
25 | 0.392990125415328 | 0.785980250830656 | 0.607009874584672 |
26 | 0.627120286185247 | 0.745759427629507 | 0.372879713814753 |
27 | 0.933171941277611 | 0.133656117444777 | 0.0668280587223886 |
28 | 0.984162965898783 | 0.0316740682024333 | 0.0158370341012167 |
29 | 0.996679818579565 | 0.00664036284086996 | 0.00332018142043498 |
30 | 0.999612679646247 | 0.000774640707506062 | 0.000387320353753031 |
31 | 0.99970520597335 | 0.000589588053298099 | 0.000294794026649050 |
32 | 0.999711830893601 | 0.0005763382127979 | 0.00028816910639895 |
33 | 0.99964700116242 | 0.000705997675160694 | 0.000352998837580347 |
34 | 0.999508095392873 | 0.000983809214253836 | 0.000491904607126918 |
35 | 0.999420859226185 | 0.00115828154763020 | 0.000579140773815098 |
36 | 0.999037814376303 | 0.00192437124739406 | 0.000962185623697031 |
37 | 0.998562654383462 | 0.00287469123307618 | 0.00143734561653809 |
38 | 0.998227192473859 | 0.00354561505228217 | 0.00177280752614109 |
39 | 0.998060839419226 | 0.00387832116154843 | 0.00193916058077421 |
40 | 0.996852077354268 | 0.00629584529146386 | 0.00314792264573193 |
41 | 0.996826462871675 | 0.00634707425665015 | 0.00317353712832508 |
42 | 0.994776919909271 | 0.0104461601814576 | 0.00522308009072879 |
43 | 0.99139262913726 | 0.0172147417254820 | 0.00860737086274099 |
44 | 0.988069432977396 | 0.023861134045208 | 0.011930567022604 |
45 | 0.983694882398537 | 0.0326102352029270 | 0.0163051176014635 |
46 | 0.97459715879158 | 0.0508056824168401 | 0.0254028412084200 |
47 | 0.966730051926095 | 0.0665398961478105 | 0.0332699480739053 |
48 | 0.952012187057516 | 0.0959756258849671 | 0.0479878129424836 |
49 | 0.934080932567827 | 0.131838134864345 | 0.0659190674321727 |
50 | 0.952653454029784 | 0.0946930919404328 | 0.0473465459702164 |
51 | 0.99352010417963 | 0.0129597916407385 | 0.00647989582036924 |
52 | 0.993398001944354 | 0.013203996111292 | 0.006601998055646 |
53 | 0.996277568817302 | 0.00744486236539627 | 0.00372243118269813 |
54 | 0.994663022795174 | 0.0106739544096513 | 0.00533697720482565 |
55 | 0.992821083236517 | 0.0143578335269659 | 0.00717891676348297 |
56 | 0.989394525872445 | 0.0212109482551095 | 0.0106054741275547 |
57 | 0.991401095362686 | 0.0171978092746277 | 0.00859890463731386 |
58 | 0.99348476950496 | 0.0130304609900819 | 0.00651523049504093 |
59 | 0.989084540841044 | 0.0218309183179121 | 0.0109154591589560 |
60 | 0.984488368648434 | 0.0310232627031324 | 0.0155116313515662 |
61 | 0.987048360575489 | 0.0259032788490225 | 0.0129516394245113 |
62 | 0.98353241016013 | 0.0329351796797411 | 0.0164675898398705 |
63 | 0.9752527482982 | 0.0494945034035994 | 0.0247472517017997 |
64 | 0.951299915649971 | 0.0974001687000575 | 0.0487000843500288 |
65 | 0.956903954330832 | 0.0861920913383357 | 0.0430960456691678 |
66 | 0.947039232478229 | 0.105921535043543 | 0.0529607675217715 |
67 | 0.87354871882197 | 0.25290256235606 | 0.12645128117803 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 14 | 0.222222222222222 | NOK |
5% type I error level | 36 | 0.571428571428571 | NOK |
10% type I error level | 45 | 0.714285714285714 | NOK |