| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 18005881.1786842 -1706639.86141148X[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) | 18005881.1786842 | 287050.535243 | 62.7272 | 0 | 0 |
| X | -1706639.86141148 | 474048.357094 | -3.6001 | 0.00066 | 0.00033 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.427375260674085 |
| R-squared | 0.182649613436242 |
| Adjusted R-squared | 0.168557365392040 |
| F-TEST (value) | 12.9609990445336 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 0.000659816856859119 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1769498.33901066 |
| Sum Squared Residuals | 181605213562166 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 14731798.37 | 18005881.1786842 | -3274082.80868423 |
| 2 | 16471559.62 | 18005881.1786842 | -1534321.55868421 |
| 3 | 15213975.95 | 18005881.1786842 | -2791905.22868421 |
| 4 | 17637387.4 | 18005881.1786842 | -368493.778684211 |
| 5 | 17972385.83 | 18005881.1786842 | -33495.3486842115 |
| 6 | 16896235.55 | 18005881.1786842 | -1109645.62868421 |
| 7 | 16697955.94 | 18005881.1786842 | -1307925.23868421 |
| 8 | 19691579.52 | 18005881.1786842 | 1685698.34131579 |
| 9 | 15930700.75 | 18005881.1786842 | -2075180.42868421 |
| 10 | 17444615.98 | 18005881.1786842 | -561265.198684209 |
| 11 | 17699369.88 | 18005881.1786842 | -306511.298684211 |
| 12 | 15189796.81 | 18005881.1786842 | -2816084.36868421 |
| 13 | 15672722.75 | 18005881.1786842 | -2333158.42868421 |
| 14 | 17180794.3 | 18005881.1786842 | -825086.878684209 |
| 15 | 17664893.45 | 18005881.1786842 | -340987.728684210 |
| 16 | 17862884.98 | 18005881.1786842 | -142996.198684209 |
| 17 | 16162288.88 | 18005881.1786842 | -1843592.29868421 |
| 18 | 17463628.82 | 18005881.1786842 | -542252.358684209 |
| 19 | 16772112.17 | 18005881.1786842 | -1233769.00868421 |
| 20 | 19106861.48 | 18005881.1786842 | 1100980.30131579 |
| 21 | 16721314.25 | 18005881.1786842 | -1284566.92868421 |
| 22 | 18161267.85 | 18005881.1786842 | 155386.671315792 |
| 23 | 18509941.2 | 18005881.1786842 | 504060.021315789 |
| 24 | 17802737.97 | 18005881.1786842 | -203143.208684211 |
| 25 | 16409869.75 | 18005881.1786842 | -1596011.42868421 |
| 26 | 17967742.04 | 18005881.1786842 | -38139.1386842106 |
| 27 | 20286602.27 | 18005881.1786842 | 2280721.09131579 |
| 28 | 19537280.81 | 18005881.1786842 | 1531399.63131579 |
| 29 | 18021889.62 | 18005881.1786842 | 16008.4413157913 |
| 30 | 20194317.23 | 18005881.1786842 | 2188436.05131579 |
| 31 | 19049596.62 | 18005881.1786842 | 1043715.44131579 |
| 32 | 20244720.94 | 18005881.1786842 | 2238839.76131579 |
| 33 | 21473302.24 | 18005881.1786842 | 3467421.06131579 |
| 34 | 19673603.19 | 18005881.1786842 | 1667722.01131579 |
| 35 | 21053177.29 | 18005881.1786842 | 3047296.11131579 |
| 36 | 20159479.84 | 18005881.1786842 | 2153598.66131579 |
| 37 | 18203628.31 | 18005881.1786842 | 197747.131315789 |
| 38 | 21289464.94 | 18005881.1786842 | 3283583.76131579 |
| 39 | 20432335.71 | 16299241.3172727 | 4133094.39272727 |
| 40 | 17180395.07 | 16299241.3172727 | 881153.752727273 |
| 41 | 15816786.32 | 16299241.3172727 | -482454.997272727 |
| 42 | 15071819.75 | 16299241.3172727 | -1227421.56727273 |
| 43 | 14521120.61 | 16299241.3172727 | -1778120.70727273 |
| 44 | 15668789.39 | 16299241.3172727 | -630451.927272727 |
| 45 | 14346884.11 | 16299241.3172727 | -1952357.20727273 |
| 46 | 13881008.13 | 16299241.3172727 | -2418233.18727273 |
| 47 | 15465943.69 | 16299241.3172727 | -833297.627272728 |
| 48 | 14238232.92 | 16299241.3172727 | -2061008.39727273 |
| 49 | 13557713.21 | 16299241.3172727 | -2741528.10727273 |
| 50 | 16127590.29 | 16299241.3172727 | -171651.027272728 |
| 51 | 16793894.2 | 16299241.3172727 | 494652.882727272 |
| 52 | 16014007.43 | 16299241.3172727 | -285233.887272728 |
| 53 | 16867867.15 | 16299241.3172727 | 568625.832727271 |
| 54 | 16014583.21 | 16299241.3172727 | -284658.107272726 |
| 55 | 15878594.85 | 16299241.3172727 | -420646.467272728 |
| 56 | 18664899.14 | 16299241.3172727 | 2365657.82272727 |
| 57 | 17962530.06 | 16299241.3172727 | 1663288.74272727 |
| 58 | 17332692.2 | 16299241.3172727 | 1033450.88272727 |
| 59 | 19542066.35 | 16299241.3172727 | 3242825.03272727 |
| 60 | 17203555.19 | 16299241.3172727 | 904313.872727274 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.558928121125516 | 0.882143757748968 | 0.441071878874484 |
| 6 | 0.402143399451635 | 0.804286798903269 | 0.597856600548365 |
| 7 | 0.268627842044029 | 0.537255684088058 | 0.731372157955971 |
| 8 | 0.527754995423217 | 0.944490009153566 | 0.472245004576783 |
| 9 | 0.459909248349947 | 0.919818496699893 | 0.540090751650053 |
| 10 | 0.362388937576197 | 0.724777875152395 | 0.637611062423803 |
| 11 | 0.284032743789707 | 0.568065487579414 | 0.715967256210293 |
| 12 | 0.327673803363768 | 0.655347606727535 | 0.672326196636232 |
| 13 | 0.317576191948029 | 0.635152383896058 | 0.682423808051971 |
| 14 | 0.252118609168872 | 0.504237218337744 | 0.747881390831128 |
| 15 | 0.205514663205218 | 0.411029326410437 | 0.794485336794782 |
| 16 | 0.169875929509525 | 0.33975185901905 | 0.830124070490475 |
| 17 | 0.156098108748587 | 0.312196217497175 | 0.843901891251413 |
| 18 | 0.123282874372760 | 0.246565748745521 | 0.87671712562724 |
| 19 | 0.102047209246263 | 0.204094418492525 | 0.897952790753737 |
| 20 | 0.134482539585410 | 0.268965079170819 | 0.86551746041459 |
| 21 | 0.120726246782729 | 0.241452493565458 | 0.87927375321727 |
| 22 | 0.106584769221271 | 0.213169538442542 | 0.893415230778729 |
| 23 | 0.100523814167685 | 0.20104762833537 | 0.899476185832315 |
| 24 | 0.0844272241267162 | 0.168854448253432 | 0.915572775873284 |
| 25 | 0.104911328523186 | 0.209822657046373 | 0.895088671476814 |
| 26 | 0.0981323858819557 | 0.196264771763911 | 0.901867614118044 |
| 27 | 0.188466701086481 | 0.376933402172961 | 0.81153329891352 |
| 28 | 0.211647474682694 | 0.423294949365389 | 0.788352525317305 |
| 29 | 0.201995655240509 | 0.403991310481019 | 0.79800434475949 |
| 30 | 0.256072528637631 | 0.512145057275262 | 0.743927471362369 |
| 31 | 0.244753376909895 | 0.48950675381979 | 0.755246623090105 |
| 32 | 0.278332798498568 | 0.556665596997135 | 0.721667201501432 |
| 33 | 0.414473312652171 | 0.828946625304343 | 0.585526687347829 |
| 34 | 0.387468491774739 | 0.774936983549477 | 0.612531508225261 |
| 35 | 0.441602871463715 | 0.88320574292743 | 0.558397128536285 |
| 36 | 0.418782136882781 | 0.837564273765563 | 0.581217863117219 |
| 37 | 0.411454953198731 | 0.822909906397462 | 0.588545046801269 |
| 38 | 0.434572551522545 | 0.86914510304509 | 0.565427448477455 |
| 39 | 0.656716945496245 | 0.68656610900751 | 0.343283054503755 |
| 40 | 0.642980462542198 | 0.714039074915605 | 0.357019537457802 |
| 41 | 0.608319390461626 | 0.783361219076747 | 0.391680609538374 |
| 42 | 0.585301839045382 | 0.829396321909237 | 0.414698160954618 |
| 43 | 0.589914416449307 | 0.820171167101386 | 0.410085583550693 |
| 44 | 0.513337205934965 | 0.97332558813007 | 0.486662794065035 |
| 45 | 0.527858299533254 | 0.944283400933492 | 0.472141700466746 |
| 46 | 0.613480747177511 | 0.773038505644978 | 0.386519252822489 |
| 47 | 0.550177358674601 | 0.899645282650798 | 0.449822641325399 |
| 48 | 0.62813311228063 | 0.743733775438741 | 0.371866887719370 |
| 49 | 0.87718512138138 | 0.245629757237240 | 0.122814878618620 |
| 50 | 0.840813360778591 | 0.318373278442818 | 0.159186639221409 |
| 51 | 0.766317479612796 | 0.467365040774408 | 0.233682520387204 |
| 52 | 0.731393061606144 | 0.537213876787711 | 0.268606938393856 |
| 53 | 0.625891557918294 | 0.748216884163412 | 0.374108442081706 |
| 54 | 0.613702493947625 | 0.772595012104749 | 0.386297506052375 |
| 55 | 0.731705454399314 | 0.536589091201371 | 0.268294545600686 |
| 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 |
