Multiple Linear Regression - Estimated Regression Equation
Xt[t] = + 2.01280333512101 + 0.000841977464621676Yt[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.012803335121011.9089971.05440.2953360.147668
Yt0.0008419774646216760.0091210.09230.9267140.463357


Multiple Linear Regression - Regression Statistics
Multiple R0.0110327518319245
R-squared0.000121721612984833
Adjusted R-squared-0.0141622537925439
F-TEST (value)0.00852155016576963
F-TEST (DF numerator)1
F-TEST (DF denominator)70
p-value0.92671364427681
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.641553958466168
Sum Squared Residuals28.8114037136526


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11.792.17690474297577-0.386904742975770
21.952.17740992945455-0.227409929454546
32.262.177830918186860.0821690818131422
42.042.17799931367978-0.137999313679782
52.162.17799931367978-0.0179993136797817
62.752.177999313679780.572000686320218
72.792.177999313679780.612000686320218
82.882.178672895651480.70132710434852
93.362.179262279876711.18073772012329
102.972.17951487311610.7904851268839
113.12.179683268609030.920316731390975
122.492.179935861848410.310064138151588
132.22.180020059594870.0199799404051263
142.252.180777839313030.0692221606869666
152.092.18119882804534-0.0911988280453444
162.792.182293398749350.607706601250648
173.142.183051178467510.956948821532488
182.932.183640562692750.746359437307253
192.652.184145749171520.46585425082848
202.672.184145749171520.48585425082848
212.262.184566737903830.0754332620961688
222.352.184650935650290.165349064349707
232.132.18481933114322-0.0548193311432177
242.182.18498772663614-0.00498772663614171
252.92.185240319875530.714759680124472
262.632.185492913114910.444507086885085
272.672.185998099593690.484001900406312
281.812.18667168156539-0.376671681565385
291.332.18700847255123-0.857008472551234
300.882.18717686804416-1.30717686804416
311.282.18776625226939-0.907766252269393
321.262.18793464776232-0.927934647762318
331.262.18835563649463-0.928355636494629
341.292.18843983424109-0.89843983424109
351.12.18877662522694-1.08877662522694
361.372.1888608229734-0.818860822973401
371.212.18936600945217-0.979366009452175
381.742.18945020719864-0.449450207198637
391.762.1895344049451-0.429534404945099
401.482.18961860269156-0.709618602691561
411.042.19029218466326-1.15029218466326
421.622.19079737114203-0.570797371142031
431.492.19104996438142-0.701049964381418
441.792.19130255762080-0.401302557620805
451.82.19147095311373-0.391470953113729
461.582.19163934860665-0.611639348606653
471.862.19206033733896-0.332060337338964
481.742.19248132607127-0.452481326071275
491.592.19273391931066-0.602733919310661
501.262.19298651255005-0.932986512550048
511.132.19323910578943-1.06323910578943
521.922.19366009452175-0.273660094521745
532.612.193828490014670.41617150998533
542.262.194586269732830.0654137302671707
552.412.195007258465140.214992741534860
562.262.195428247197450.064571752802549
572.032.19568084043684-0.165680840436837
582.862.195933433676220.664066566323776
592.552.196270224662070.353729775337927
602.272.196438620155000.0735613798450032
612.262.196859608887310.0631403911126922
622.572.197112202126690.372887797873306
633.072.197448993112540.872551006887457
642.762.198375168323630.561624831676373
652.512.198796157055940.311203842944062
662.872.19888035480240.6711196451976
673.142.199553936774100.940446063225903
683.112.199722332267020.910277667732979
693.162.199890727759950.960109272240055
702.472.200143320999330.269856679000668
712.572.200480111985180.369519888014819
722.892.200648507478110.689351492521895


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.006891756318622230.01378351263724450.993108243681378
60.04564824871107250.0912964974221450.954351751288927
70.04476674073409020.08953348146818030.95523325926591
80.01862592716289860.03725185432579730.981374072837101
90.008713841235461740.01742768247092350.991286158764538
100.008921157011632840.01784231402326570.991078842988367
110.005630785557560710.01126157111512140.99436921444244
120.02712929497584980.05425858995169960.97287070502415
130.07204446548715940.1440889309743190.92795553451284
140.1036177093036200.2072354186072410.89638229069638
150.1254070778300780.2508141556601550.874592922169922
160.09989797604360060.1997959520872010.9001020239564
170.1053692633567210.2107385267134420.894630736643279
180.1021003297193230.2042006594386460.897899670280677
190.1048893879506330.2097787759012660.895110612049367
200.1103230175421940.2206460350843870.889676982457806
210.1382022106408060.2764044212816120.861797789359194
220.1523543012820790.3047086025641590.84764569871792
230.1795778759113100.3591557518226200.82042212408869
240.2000680447999750.4001360895999510.799931955200025
250.3929901254153280.7859802508306560.607009874584672
260.6271202861852470.7457594276295070.372879713814753
270.9331719412776110.1336561174447770.0668280587223886
280.9841629658987830.03167406820243330.0158370341012167
290.9966798185795650.006640362840869960.00332018142043498
300.9996126796462470.0007746407075060620.000387320353753031
310.999705205973350.0005895880532980990.000294794026649050
320.9997118308936010.00057633821279790.00028816910639895
330.999647001162420.0007059976751606940.000352998837580347
340.9995080953928730.0009838092142538360.000491904607126918
350.9994208592261850.001158281547630200.000579140773815098
360.9990378143763030.001924371247394060.000962185623697031
370.9985626543834620.002874691233076180.00143734561653809
380.9982271924738590.003545615052282170.00177280752614109
390.9980608394192260.003878321161548430.00193916058077421
400.9968520773542680.006295845291463860.00314792264573193
410.9968264628716750.006347074256650150.00317353712832508
420.9947769199092710.01044616018145760.00522308009072879
430.991392629137260.01721474172548200.00860737086274099
440.9880694329773960.0238611340452080.011930567022604
450.9836948823985370.03261023520292700.0163051176014635
460.974597158791580.05080568241684010.0254028412084200
470.9667300519260950.06653989614781050.0332699480739053
480.9520121870575160.09597562588496710.0479878129424836
490.9340809325678270.1318381348643450.0659190674321727
500.9526534540297840.09469309194043280.0473465459702164
510.993520104179630.01295979164073850.00647989582036924
520.9933980019443540.0132039961112920.006601998055646
530.9962775688173020.007444862365396270.00372243118269813
540.9946630227951740.01067395440965130.00533697720482565
550.9928210832365170.01435783352696590.00717891676348297
560.9893945258724450.02121094825510950.0106054741275547
570.9914010953626860.01719780927462770.00859890463731386
580.993484769504960.01303046099008190.00651523049504093
590.9890845408410440.02183091831791210.0109154591589560
600.9844883686484340.03102326270313240.0155116313515662
610.9870483605754890.02590327884902250.0129516394245113
620.983532410160130.03293517967974110.0164675898398705
630.97525274829820.04949450340359940.0247472517017997
640.9512999156499710.09740016870005750.0487000843500288
650.9569039543308320.08619209133833570.0430960456691678
660.9470392324782290.1059215350435430.0529607675217715
670.873548718821970.252902562356060.12645128117803


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level140.222222222222222NOK
5% type I error level360.571428571428571NOK
10% type I error level450.714285714285714NOK