| Multiple Linear Regression - Estimated Regression Equation |
| Coffee[t] = + 81.5751802572647 + 0.18546007848443Tea[t] -1.11064247481463Sugar[t] + 0.416890792681842Month[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) | 81.5751802572647 | 8.381259 | 9.733 | 0 | 0 |
| Tea | 0.18546007848443 | 0.056268 | 3.296 | 0.001706 | 0.000853 |
| Sugar | -1.11064247481463 | 0.560667 | -1.9809 | 0.052518 | 0.026259 |
| Month | 0.416890792681842 | 0.103765 | 4.0176 | 0.000177 | 8.9e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.768876611917088 |
| R-squared | 0.5911712443531 |
| Adjusted R-squared | 0.569269703872017 |
| F-TEST (value) | 26.9922220705748 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 56 |
| p-value | 6.25013374389027e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 10.0744787349589 |
| Sum Squared Residuals | 5683.72681974376 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 107.11 | 115.97797694951 | -8.86797694951014 |
| 2 | 122.23 | 119.925020234187 | 2.30497976581255 |
| 3 | 134.69 | 117.73345276502 | 16.9565472349804 |
| 4 | 128.79 | 109.138054685589 | 19.6519453144111 |
| 5 | 126.16 | 111.359429682002 | 14.8005703179976 |
| 6 | 119.98 | 115.481059599986 | 4.49894040001384 |
| 7 | 108.45 | 111.179198653012 | -2.72919865301167 |
| 8 | 108.43 | 113.223167372908 | -4.79316737290771 |
| 9 | 98.17 | 114.940248451346 | -16.7702484513461 |
| 10 | 106.09 | 112.087317856436 | -5.99731785643614 |
| 11 | 108.81 | 109.166350835617 | -0.356350835616631 |
| 12 | 103.03 | 108.543591538146 | -5.51359153814608 |
| 13 | 124.36 | 110.741976553877 | 13.6180234461234 |
| 14 | 118.52 | 119.089370573714 | -0.569370573713992 |
| 15 | 112.2 | 117.030169463204 | -4.83016946320434 |
| 16 | 114.71 | 111.592890416648 | 3.11710958335233 |
| 17 | 107.96 | 114.080184208189 | -6.1201842081891 |
| 18 | 101.21 | 118.044218127792 | -16.8342181277917 |
| 19 | 102.77 | 120.807538972637 | -18.0375389726372 |
| 20 | 112.13 | 121.346297390728 | -9.21629739072846 |
| 21 | 109.36 | 119.278458675122 | -9.91845867512217 |
| 22 | 110.91 | 119.556414612852 | -8.64641461285197 |
| 23 | 123.57 | 117.681484794606 | 5.88851520539351 |
| 24 | 129.95 | 123.016713328813 | 6.93328667118734 |
| 25 | 124.46 | 126.200828696393 | -1.74082869639347 |
| 26 | 122.34 | 120.085116586143 | 2.25488341385666 |
| 27 | 116.61 | 119.012339349377 | -2.40233934937682 |
| 28 | 114.59 | 118.214669191819 | -3.62466919181876 |
| 29 | 112.52 | 118.814106464154 | -6.29410646415421 |
| 30 | 118.67 | 121.269563578716 | -2.59956357871557 |
| 31 | 116.8 | 122.804279561373 | -6.00427956137254 |
| 32 | 123.63 | 123.261357352454 | 0.368642647545714 |
| 33 | 128.04 | 127.280391188366 | 0.759608811634165 |
| 34 | 134.57 | 126.252844489107 | 8.31715551089315 |
| 35 | 130.33 | 124.05084835394 | 6.27915164605977 |
| 36 | 136.47 | 123.191084103715 | 13.2789158962851 |
| 37 | 139.05 | 126.650228358028 | 12.3997716419722 |
| 38 | 158.21 | 131.386905269422 | 26.8230947305783 |
| 39 | 148.07 | 129.205808826174 | 18.8641911738256 |
| 40 | 137.74 | 132.733957257232 | 5.00604274276814 |
| 41 | 139.74 | 135.701265716858 | 4.03873428314191 |
| 42 | 144.08 | 138.44624040928 | 5.6337595907205 |
| 43 | 145.35 | 138.145960612987 | 7.20403938701339 |
| 44 | 145.77 | 144.42438534394 | 1.34561465606036 |
| 45 | 140.56 | 144.406165070854 | -3.84616507085434 |
| 46 | 121.41 | 140.129711328516 | -18.7197113285165 |
| 47 | 120.44 | 132.726025951002 | -12.2860259510018 |
| 48 | 116.97 | 131.387384223214 | -14.4173842232141 |
| 49 | 128.03 | 136.923067137686 | -8.89306713768594 |
| 50 | 128.51 | 137.71128974237 | -9.2012897423702 |
| 51 | 127.76 | 137.226039715103 | -9.46603971510276 |
| 52 | 134.58 | 139.741627713333 | -5.16162771333316 |
| 53 | 147.64 | 139.901255787536 | 7.73874421246412 |
| 54 | 144.46 | 138.925837765677 | 5.53416223432315 |
| 55 | 137.6 | 147.355333303333 | -9.75533330333343 |
| 56 | 146.87 | 141.699290667191 | 5.17070933280874 |
| 57 | 145.67 | 148.731497391082 | -3.06149739108214 |
| 58 | 151.95 | 143.973437775182 | 7.9765622248183 |
| 59 | 150.23 | 147.842769210768 | 2.38723078923222 |
| 60 | 155.86 | 148.336500765734 | 7.52349923426561 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.65370391318947 | 0.69259217362106 | 0.34629608681053 |
| 8 | 0.488346895888548 | 0.976693791777096 | 0.511653104111452 |
| 9 | 0.375721070666069 | 0.751442141332139 | 0.624278929333931 |
| 10 | 0.60386887667399 | 0.792262246652019 | 0.39613112332601 |
| 11 | 0.592390946134514 | 0.815218107730971 | 0.407609053865486 |
| 12 | 0.545239233869372 | 0.909521532261256 | 0.454760766130628 |
| 13 | 0.783347972845307 | 0.433304054309387 | 0.216652027154693 |
| 14 | 0.72529018420328 | 0.54941963159344 | 0.27470981579672 |
| 15 | 0.639636173612031 | 0.720727652775938 | 0.360363826387969 |
| 16 | 0.559375814109528 | 0.881248371780945 | 0.440624185890472 |
| 17 | 0.469636487469033 | 0.939272974938066 | 0.530363512530967 |
| 18 | 0.433839357821971 | 0.867678715643942 | 0.566160642178029 |
| 19 | 0.461116021554101 | 0.922232043108201 | 0.538883978445899 |
| 20 | 0.567512668264598 | 0.864974663470805 | 0.432487331735402 |
| 21 | 0.59870354899022 | 0.80259290201956 | 0.40129645100978 |
| 22 | 0.638361714335635 | 0.72327657132873 | 0.361638285664365 |
| 23 | 0.707692095161882 | 0.584615809676235 | 0.292307904838118 |
| 24 | 0.7549358463591 | 0.490128307281799 | 0.2450641536409 |
| 25 | 0.733575991078241 | 0.532848017843518 | 0.266424008921759 |
| 26 | 0.688653868498352 | 0.622692263003295 | 0.311346131501648 |
| 27 | 0.670008127075593 | 0.659983745848814 | 0.329991872924407 |
| 28 | 0.667517591431091 | 0.664964817137817 | 0.332482408568909 |
| 29 | 0.714972869035652 | 0.570054261928696 | 0.285027130964348 |
| 30 | 0.728461984305578 | 0.543076031388844 | 0.271538015694422 |
| 31 | 0.844850399443219 | 0.310299201113562 | 0.155149600556781 |
| 32 | 0.882604220533922 | 0.234791558932155 | 0.117395779466078 |
| 33 | 0.91329212132412 | 0.17341575735176 | 0.0867078786758799 |
| 34 | 0.917219183508256 | 0.165561632983488 | 0.082780816491744 |
| 35 | 0.920636212916922 | 0.158727574166156 | 0.079363787083078 |
| 36 | 0.920588042555395 | 0.15882391488921 | 0.079411957444605 |
| 37 | 0.924344340111655 | 0.151311319776689 | 0.0756556598883447 |
| 38 | 0.97301008124754 | 0.0539798375049199 | 0.02698991875246 |
| 39 | 0.973584807313748 | 0.052830385372505 | 0.0264151926862525 |
| 40 | 0.957376100416444 | 0.0852477991671121 | 0.0426238995835561 |
| 41 | 0.939112395996322 | 0.121775208007357 | 0.0608876040036784 |
| 42 | 0.927644238636874 | 0.144711522726252 | 0.0723557613631259 |
| 43 | 0.93807976771121 | 0.123840464577581 | 0.0619202322887903 |
| 44 | 0.95604903864347 | 0.0879019227130585 | 0.0439509613565293 |
| 45 | 0.993338774043398 | 0.013322451913205 | 0.0066612259566025 |
| 46 | 0.994677701789067 | 0.0106445964218662 | 0.00532229821093311 |
| 47 | 0.98995730695727 | 0.0200853860854595 | 0.0100426930427298 |
| 48 | 0.996017277479552 | 0.00796544504089602 | 0.00398272252044801 |
| 49 | 0.989917319809213 | 0.0201653603815734 | 0.0100826801907867 |
| 50 | 0.975696300619862 | 0.0486073987602753 | 0.0243036993801377 |
| 51 | 0.986045775902909 | 0.0279084481941823 | 0.0139542240970912 |
| 52 | 0.975611890751469 | 0.0487762184970625 | 0.0243881092485312 |
| 53 | 0.995049825888176 | 0.00990034822364847 | 0.00495017411182423 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 2 | 0.0425531914893617 | NOK |
| 5% type I error level | 9 | 0.191489361702128 | NOK |
| 10% type I error level | 13 | 0.276595744680851 | NOK |
