Multiple Linear Regression - Estimated Regression Equation |
PS[t] = + 3.55317725752508 -0.597826086956522D[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) | 3.55317725752508 | 0.390576 | 9.0973 | 0 | 0 |
D | -0.597826086956522 | 0.129639 | -4.6115 | 4.7e-05 | 2.3e-05 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.604132690225771 |
R-squared | 0.364976307399427 |
Adjusted R-squared | 0.347813504896709 |
F-TEST (value) | 21.2655425791693 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 37 |
p-value | 4.65293623176377e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.13511514662394 |
Sum Squared Residuals | 47.6739966555184 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2 | 1.75969899665552 | 0.240301003344475 |
2 | 1.8 | 1.16187290969900 | 0.638127090301004 |
3 | 0.7 | 1.16187290969900 | -0.461872909698997 |
4 | 3.9 | 2.95535117056856 | 0.944648829431438 |
5 | 1 | 1.16187290969900 | -0.161872909698997 |
6 | 3.6 | 2.95535117056856 | 0.644648829431438 |
7 | 1.4 | 2.95535117056856 | -1.55535117056856 |
8 | 1.5 | 1.16187290969900 | 0.338127090301003 |
9 | 0.7 | 0.564046822742475 | 0.135953177257525 |
10 | 2.1 | 2.95535117056856 | -0.855351170568562 |
11 | 4.1 | 2.35752508361204 | 1.74247491638796 |
12 | 1.2 | 2.35752508361204 | -1.15752508361204 |
13 | 0.5 | 0.564046822742475 | -0.0640468227424746 |
14 | 3.4 | 2.35752508361204 | 1.04247491638796 |
15 | 1.5 | 2.95535117056856 | -1.45535117056856 |
16 | 3.4 | 1.75969899665552 | 1.64030100334448 |
17 | 0.8 | 1.16187290969900 | -0.361872909698996 |
18 | 0.8 | 0.564046822742475 | 0.235953177257525 |
19 | 2 | 2.95535117056856 | -0.955351170568562 |
20 | 1.9 | 2.95535117056856 | -1.05535117056856 |
21 | 1.3 | 1.75969899665552 | -0.459698996655518 |
22 | 5.6 | 2.95535117056856 | 2.64464882943144 |
23 | 3.1 | 2.95535117056856 | 0.144648829431438 |
24 | 1.8 | 2.35752508361204 | -0.55752508361204 |
25 | 0.9 | 1.16187290969900 | -0.261872909698997 |
26 | 1.8 | 2.35752508361204 | -0.55752508361204 |
27 | 1.9 | 1.16187290969900 | 0.738127090301003 |
28 | 0.9 | 0.564046822742475 | 0.335953177257525 |
29 | 2.6 | 1.75969899665552 | 0.840301003344482 |
30 | 2.4 | 2.95535117056856 | -0.555351170568562 |
31 | 1.2 | 2.35752508361204 | -1.15752508361204 |
32 | 0.9 | 2.35752508361204 | -1.45752508361204 |
33 | 0.5 | 1.75969899665552 | -1.25969899665552 |
34 | 0.6 | 0.564046822742475 | 0.0359531772575255 |
35 | 2.3 | 2.35752508361204 | -0.0575250836120401 |
36 | 0.5 | 1.75969899665552 | -1.25969899665552 |
37 | 2.6 | 2.35752508361204 | 0.24247491638796 |
38 | 0.6 | 1.16187290969900 | -0.561872909698996 |
39 | 6.6 | 2.95535117056856 | 3.64464882943144 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0717433558270865 | 0.143486711654173 | 0.928256644172914 |
6 | 0.0248992035352285 | 0.049798407070457 | 0.975100796464772 |
7 | 0.309483660472313 | 0.618967320944627 | 0.690516339527687 |
8 | 0.198929810808313 | 0.397859621616625 | 0.801070189191687 |
9 | 0.116137060706992 | 0.232274121413983 | 0.883862939293008 |
10 | 0.092553725162855 | 0.18510745032571 | 0.907446274837145 |
11 | 0.208796928114355 | 0.417593856228711 | 0.791203071885645 |
12 | 0.223214861271092 | 0.446429722542183 | 0.776785138728908 |
13 | 0.151498957324063 | 0.302997914648125 | 0.848501042675937 |
14 | 0.142362625133515 | 0.284725250267029 | 0.857637374866485 |
15 | 0.182874732705675 | 0.36574946541135 | 0.817125267294325 |
16 | 0.256773074195069 | 0.513546148390139 | 0.74322692580493 |
17 | 0.195220609099972 | 0.390441218199945 | 0.804779390900028 |
18 | 0.1381033331764 | 0.2762066663528 | 0.8618966668236 |
19 | 0.120911039028996 | 0.241822078057992 | 0.879088960971004 |
20 | 0.114418898904752 | 0.228837797809503 | 0.885581101095248 |
21 | 0.0792715255589338 | 0.158543051117868 | 0.920728474441066 |
22 | 0.345310355598798 | 0.690620711197596 | 0.654689644401202 |
23 | 0.260196996279034 | 0.520393992558068 | 0.739803003720966 |
24 | 0.201682323115609 | 0.403364646231218 | 0.798317676884391 |
25 | 0.141207723476366 | 0.282415446952733 | 0.858792276523634 |
26 | 0.101814876589778 | 0.203629753179555 | 0.898185123410222 |
27 | 0.0800088486173066 | 0.160017697234613 | 0.919991151382693 |
28 | 0.0597866987917385 | 0.119573397583477 | 0.940213301208262 |
29 | 0.0509278142692538 | 0.101855628538508 | 0.949072185730746 |
30 | 0.0370543487516339 | 0.0741086975032678 | 0.962945651248366 |
31 | 0.0389275506979831 | 0.0778551013959662 | 0.961072449302017 |
32 | 0.078277021066896 | 0.156554042133792 | 0.921722978933104 |
33 | 0.0851947828674838 | 0.170389565734968 | 0.914805217132516 |
34 | 0.158043780992765 | 0.316087561985530 | 0.841956219007235 |
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 | 1 | 0.0333333333333333 | OK |
10% type I error level | 3 | 0.1 | NOK |