| Multiple Linear Regression - Estimated Regression Equation |
| Cons[t] = + 11.7472992244928 -2.59759973978495e-06Inc[t] -1.10910450405552Price[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) | 11.7472992244928 | 0.976676 | 12.0278 | 0 | 0 |
| Inc | -2.59759973978495e-06 | 1e-06 | -2.0657 | 0.044644 | 0.022322 |
| Price | -1.10910450405552 | 0.346701 | -3.199 | 0.002527 | 0.001264 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.548131167864913 |
| R-squared | 0.300447777184954 |
| Adjusted R-squared | 0.269356567282063 |
| F-TEST (value) | 9.66343150116579 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 45 |
| p-value | 0.000322443161042463 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.13399795049866 |
| Sum Squared Residuals | 441.987441917842 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 8.4173881125865 | -2.11738811258649 |
| 2 | 2.1 | 0.69479467103849 | 1.40520532896151 |
| 3 | 9.1 | 7.28347653101603 | 1.81652346898397 |
| 4 | 15.8 | 10.6381946684853 | 5.16180533151467 |
| 5 | 5.2 | 6.89526524990517 | -1.69526524990517 |
| 6 | 10.9 | 10.629622641296 | 0.270377358703963 |
| 7 | 8.3 | 10.5027039180101 | -2.20270391801014 |
| 8 | 11 | 7.31088009130288 | 3.68911990869712 |
| 9 | 3.2 | 4.99389282521524 | -1.79389282521524 |
| 10 | 7.6 | 9.52908878770195 | -1.92908878770195 |
| 11 | 6.3 | 10.6381945126293 | -4.33819451262935 |
| 12 | 8.6 | 9.52129741716245 | -0.921297417162453 |
| 13 | 6.6 | 9.52908816427801 | -2.92908816427801 |
| 14 | 9.5 | 9.52908969686186 | -0.0290896968618593 |
| 15 | 4.8 | 10.6345321048042 | -5.83453210480423 |
| 16 | 12 | 10.4823387360502 | 1.51766126394977 |
| 17 | 3.3 | 6.12992709541279 | -2.82992709541279 |
| 18 | 11 | 9.52908990466984 | 1.47091009533016 |
| 19 | 4.7 | 10.4173987425556 | -5.71739874255561 |
| 20 | 10.4 | 8.41998545256631 | 1.98001454743369 |
| 21 | 7.4 | 7.30817970454139 | 0.0918202954586114 |
| 22 | 2.1 | 4.84842723978728 | -2.74842723978728 |
| 23 | 7.7 | 7.31088118229477 | 0.389118817705232 |
| 24 | 17.9 | 10.6381946944613 | 7.26180530553867 |
| 25 | 6.1 | 10.4771435365707 | -4.37714353657066 |
| 26 | 8.2 | 10.6381944087254 | -2.43819440872536 |
| 27 | 8.4 | 8.41647895267758 | -0.0164789526775763 |
| 28 | 11.9 | 8.4199856603743 | 3.48001433962571 |
| 29 | 10.8 | 8.4199855824463 | 2.3800144175537 |
| 30 | 13.8 | 10.6337788008797 | 3.16622119912031 |
| 31 | 14.3 | 10.6291031213481 | 3.67089687865192 |
| 32 | 15.2 | 9.52908896953393 | 5.67091103046607 |
| 33 | 10 | 7.28490521087292 | 2.71509478912708 |
| 34 | 11.9 | 9.52488210480336 | 2.37511789519664 |
| 35 | 6.5 | 6.81214205823205 | -0.312142058232054 |
| 36 | 7.5 | 6.19528270486578 | 1.30471729513422 |
| 37 | 10.6 | 8.41998498499836 | 2.18001501500164 |
| 38 | 7.4 | 10.6271938855393 | -3.22719388553934 |
| 39 | 8.4 | 9.51142653815127 | -1.11142653815127 |
| 40 | 5.7 | 9.529088268182 | -3.829088268182 |
| 41 | 4.9 | 8.41063435326306 | -3.51063435326306 |
| 42 | 3.2 | 6.05760991865718 | -2.85760991865718 |
| 43 | 8.1 | 9.52909006052582 | -1.42909006052582 |
| 44 | 11 | 9.52908787854204 | 1.47091212145796 |
| 45 | 4.9 | 8.41479051284672 | -3.51479051284672 |
| 46 | 13.2 | 9.52908995662183 | 3.67091004337817 |
| 47 | 9.7 | 7.29999726536107 | 2.40000273463893 |
| 48 | 12.8 | 10.6291031213481 | 2.17089687865192 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.548065966241032 | 0.903868067517935 | 0.451934033758968 |
| 7 | 0.589946205394782 | 0.820107589210435 | 0.410053794605218 |
| 8 | 0.611078169250891 | 0.777843661498217 | 0.388921830749109 |
| 9 | 0.528331376951531 | 0.943337246096937 | 0.471668623048469 |
| 10 | 0.470308422936735 | 0.94061684587347 | 0.529691577063265 |
| 11 | 0.563137743247323 | 0.873724513505353 | 0.436862256752677 |
| 12 | 0.455885911883235 | 0.91177182376647 | 0.544114088116765 |
| 13 | 0.420006906664814 | 0.840013813329628 | 0.579993093335186 |
| 14 | 0.323855286905817 | 0.647710573811634 | 0.676144713094183 |
| 15 | 0.491848540880776 | 0.98369708176155 | 0.508151459119224 |
| 16 | 0.457398231509379 | 0.914796463018757 | 0.542601768490621 |
| 17 | 0.439748814108082 | 0.879497628216164 | 0.560251185891918 |
| 18 | 0.385390961321994 | 0.770781922643988 | 0.614609038678006 |
| 19 | 0.535389114144826 | 0.929221771710348 | 0.464610885855174 |
| 20 | 0.492693628071461 | 0.985387256142923 | 0.507306371928539 |
| 21 | 0.405355520892928 | 0.810711041785857 | 0.594644479107072 |
| 22 | 0.373264304434698 | 0.746528608869396 | 0.626735695565302 |
| 23 | 0.297262701393048 | 0.594525402786095 | 0.702737298606952 |
| 24 | 0.672481232413992 | 0.655037535172017 | 0.327518767586008 |
| 25 | 0.715408050377561 | 0.569183899244878 | 0.284591949622439 |
| 26 | 0.702034308320413 | 0.595931383359174 | 0.297965691679587 |
| 27 | 0.624675505068031 | 0.750648989863937 | 0.375324494931969 |
| 28 | 0.629976525721377 | 0.740046948557247 | 0.370023474278623 |
| 29 | 0.582595670279091 | 0.834808659441817 | 0.417404329720909 |
| 30 | 0.56052318683067 | 0.878953626338659 | 0.43947681316933 |
| 31 | 0.569578251962044 | 0.860843496075911 | 0.430421748037956 |
| 32 | 0.74875943617238 | 0.502481127655242 | 0.251240563827621 |
| 33 | 0.726420802507983 | 0.547158394984033 | 0.273579197492017 |
| 34 | 0.699265586873751 | 0.601468826252498 | 0.300734413126249 |
| 35 | 0.682675809009839 | 0.634648381980322 | 0.317324190990161 |
| 36 | 0.5843510113201 | 0.8312979773598 | 0.4156489886799 |
| 37 | 0.532819137508318 | 0.934361724983364 | 0.467180862491682 |
| 38 | 0.514020150373789 | 0.971959699252422 | 0.485979849626211 |
| 39 | 0.398911663561878 | 0.797823327123756 | 0.601088336438122 |
| 40 | 0.464090383536003 | 0.928180767072006 | 0.535909616463997 |
| 41 | 0.488989597149079 | 0.977979194298158 | 0.511010402850921 |
| 42 | 0.356848162792289 | 0.713696325584578 | 0.643151837207711 |
| 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 |
