Multiple Linear Regression - Estimated Regression Equation
RuweOlie(NSB)[t] = -0.0541370250440063 + 0.879652544184292LoodvrijeBenzine[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-0.05413702504400630.02054-2.63570.0107980.005399
LoodvrijeBenzine0.8796525441842920.03326426.444200


Multiple Linear Regression - Regression Statistics
Multiple R0.961578230829939
R-squared0.924632694006035
Adjusted R-squared0.923310460567544
F-TEST (value)699.296105430171
F-TEST (DF numerator)1
F-TEST (DF denominator)57
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0344242198136768
Sum Squared Residuals0.0675465338574791


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
10.3972327040.3893913553845520.0078413486154484
20.3827672960.3487172271843280.0340500688156722
30.3960377360.394418070031920.0016196659680803
40.4417610060.47947975501737-0.0377187490173697
50.4452201260.496710973142141-0.051490847142141
60.4384905660.497080806340945-0.0585902403409449
70.4674842770.541151363618476-0.0736670866184763
80.4657861640.485193304130542-0.0194071401305421
90.4020754720.37356399410740.0285114778926
100.3761635220.3439320360970590.0322314859029412
110.375911950.3567931817259920.019118768274008
120.3929559750.3809606624817420.0119953125182585
130.344905660.3369278440576610.00797781594233911
140.3685534590.3670956837589620.0014577752410385
150.3908805030.424797243618003-0.0339167406180029
160.4248427670.498462020932077-0.0736192539320774
170.4268553460.537498315263759-0.110642969263759
180.4423270440.520018025280407-0.0776909812804069
190.4748427670.513617643460735-0.0387748764607355
200.4476100630.452836654032082-0.00522659103208166
210.4807547170.489782257050339-0.00902754005033926
220.5160377360.5087494281273890.00728830787261139
230.5806289310.586693706272394-0.00606477527239416
240.5735220130.5569183429060370.0166036700939627
250.5788679250.5526237472374480.0262441777625519
260.5935849060.572390964942390.0211939410576094
270.6459748430.6146953787126750.0312794642873251
280.6905031450.682850393379530.00765275162046949
290.7822012580.7436087396720440.0385925183279555
300.8390566040.8044199196556670.0346366843443327
310.8474842770.792147488529150.0553367884708502
320.7268553460.6826541552120590.0442011907879414
330.6355345910.6211184045481390.0144161864518613
340.4709433960.4560670354968860.0148763605031137
350.3461635220.2869399520806560.0592235699193437
360.2723270440.2372690604909990.0350579835090006
370.2867924530.2495641347536570.0372283182463432
380.276729560.280282950983575-0.00355339098357509
390.2974213840.297582097637113-0.00016071363711334
400.3216981130.3203683638017310.00132974919826947
410.3655974840.406962216153158-0.0413647321531577
420.4352201260.471116991522979-0.0358968655229794
430.4128930820.42218576633093-0.00929268433093034
440.4586792450.48688397081054-0.0282047258105404
450.4284276730.4278464826326460.000581190367353617
460.4635220130.4512592012734770.0122628117265226
470.4871698110.4766795878613070.0104902231386931
480.4735849060.4538555828432390.0197293231567609
490.4918867920.4861443044129330.00574248758706745
500.4748427670.4602635129613920.0145792540386078
510.5023270440.4978657590108330.00446128498916735
520.5393710690.54126457753987-0.00189350853987037
530.4844025160.514115786298244-0.0297132702982444
540.4746540880.4701886343767290.00446545362327131
550.4735220130.461305084908690.0122169280913104
560.487547170.4803552793521640.00719189064783576
570.4933333330.472301967946640.0210313650533602
580.5251572330.5077003087612620.0174569242387378
590.5427044030.5169612388469340.0257431641530657


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.00159452722528740.00318905445057480.998405472774713
60.0006423520097354460.001284704019470890.999357647990265
70.0001391591947907680.0002783183895815370.99986084080521
80.004392652440937590.008785304881875180.995607347559062
90.00186042070749850.0037208414149970.998139579292502
100.000607787235261090.001215574470522180.999392212764739
110.0002485975734996330.0004971951469992670.9997514024265
126.82521151268307e-050.0001365042302536610.999931747884873
130.0003500723665541590.0007001447331083190.999649927633446
140.0002259006740425180.0004518013480850370.999774099325958
150.0002945996517753420.0005891993035506850.999705400348225
160.0007428531323108570.001485706264621710.99925714686769
170.01773756541256640.03547513082513290.982262434587434
180.0446724020603830.0893448041207660.955327597939617
190.1016535269930220.2033070539860430.898346473006978
200.122376620212940.244753240425880.87762337978706
210.2368969194210180.4737938388420360.763103080578982
220.5616855343550.876628931290.438314465645
230.8614148187885280.2771703624229450.138585181211472
240.9480338569972880.1039322860054230.0519661430027117
250.978221712920940.0435565741581190.0217782870790595
260.9863319374101380.02733612517972410.0136680625898621
270.9931044641759760.01379107164804880.00689553582402439
280.9927942378737550.01441152425248980.00720576212624491
290.9951922261754850.009615547649030.004807773824515
300.994802903275920.01039419344815850.00519709672407925
310.9979490893839250.004101821232150910.00205091061607546
320.9992420025780030.001515994843993460.000757997421996728
330.9989706770775360.002058645844928480.00102932292246424
340.9982733352674470.003453329465105370.00172666473255268
350.9995792887057090.0008414225885829550.000420711294291477
360.9995471379805430.0009057240389138120.000452862019456906
370.9997499755317230.0005000489365535610.000250024468276781
380.9994373564972410.001125287005517720.00056264350275886
390.9988205396275540.002358920744892810.0011794603724464
400.9978547329907860.004290534018427440.00214526700921372
410.999128688867910.001742622264181790.000871311132090894
420.9997751172371460.0004497655257078080.000224882762853904
430.999685170991250.0006296580174983520.000314829008749176
440.999927099494120.0001458010117615517.29005058807757e-05
450.99988343270270.0002331345945998990.00011656729729995
460.9996540890322570.0006918219354852360.000345910967742618
470.998987010806270.002025978387460440.00101298919373022
480.997352895043340.005294209913320830.00264710495666042
490.9930391914866980.01392161702660340.00696080851330172
500.982721509745190.03455698050961970.0172784902548098
510.9595492343576490.08090153128470260.0404507656423513
520.9115422961028030.1769154077943950.0884577038971973
530.996981103083850.006037793832299850.00301889691614993
540.9904266362650060.01914672746998770.00957336373499386


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level320.64NOK
5% type I error level410.82NOK
10% type I error level430.86NOK