| Multiple Linear Regression - Estimated Regression Equation |
| Bakmeel[t] = + 0.79 -0.117948717948718Dummy[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) | 0.79 | 0.025485 | 30.9984 | 0 | 0 |
| Dummy | -0.117948717948718 | 0.030539 | -3.8623 | 0.000303 | 0.000151 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.465243113003899 |
| R-squared | 0.216451154197559 |
| Adjusted R-squared | 0.201940990386403 |
| F-TEST (value) | 14.9172095514965 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 54 |
| p-value | 0.000302820508684798 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.105078092426881 |
| Sum Squared Residuals | 0.596235897435897 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.81 | 0.789999999999997 | 0.0200000000000032 |
| 2 | 0.81 | 0.79 | 0.0200000000000002 |
| 3 | 0.81 | 0.79 | 0.0199999999999998 |
| 4 | 0.79 | 0.79 | -1.92987986702420e-16 |
| 5 | 0.78 | 0.79 | -0.0100000000000002 |
| 6 | 0.78 | 0.79 | -0.0100000000000002 |
| 7 | 0.77 | 0.79 | -0.0200000000000002 |
| 8 | 0.78 | 0.79 | -0.0100000000000002 |
| 9 | 0.77 | 0.79 | -0.0200000000000002 |
| 10 | 0.78 | 0.79 | -0.0100000000000002 |
| 11 | 0.79 | 0.79 | -1.92987986702420e-16 |
| 12 | 0.79 | 0.79 | -1.92987986702420e-16 |
| 13 | 0.79 | 0.79 | -1.92987986702420e-16 |
| 14 | 0.79 | 0.79 | -1.92987986702420e-16 |
| 15 | 0.79 | 0.79 | -1.92987986702420e-16 |
| 16 | 0.8 | 0.79 | 0.00999999999999982 |
| 17 | 0.8 | 0.79 | 0.00999999999999982 |
| 18 | 0.8 | 0.672051282051282 | 0.127948717948718 |
| 19 | 0.8 | 0.672051282051282 | 0.127948717948718 |
| 20 | 0.81 | 0.672051282051282 | 0.137948717948718 |
| 21 | 0.8 | 0.672051282051282 | 0.127948717948718 |
| 22 | 0.82 | 0.672051282051282 | 0.147948717948718 |
| 23 | 0.85 | 0.672051282051282 | 0.177948717948718 |
| 24 | 0.85 | 0.672051282051282 | 0.177948717948718 |
| 25 | 0.86 | 0.672051282051282 | 0.187948717948718 |
| 26 | 0.85 | 0.672051282051282 | 0.177948717948718 |
| 27 | 0.83 | 0.672051282051282 | 0.157948717948718 |
| 28 | 0.81 | 0.672051282051282 | 0.137948717948718 |
| 29 | 0.82 | 0.672051282051282 | 0.147948717948718 |
| 30 | 0.82 | 0.672051282051282 | 0.147948717948718 |
| 31 | 0.78 | 0.672051282051282 | 0.107948717948718 |
| 32 | 0.78 | 0.672051282051282 | 0.107948717948718 |
| 33 | 0.73 | 0.672051282051282 | 0.057948717948718 |
| 34 | 0.68 | 0.672051282051282 | 0.007948717948718 |
| 35 | 0.65 | 0.672051282051282 | -0.022051282051282 |
| 36 | 0.62 | 0.672051282051282 | -0.052051282051282 |
| 37 | 0.6 | 0.672051282051282 | -0.072051282051282 |
| 38 | 0.6 | 0.672051282051282 | -0.072051282051282 |
| 39 | 0.59 | 0.672051282051282 | -0.082051282051282 |
| 40 | 0.6 | 0.672051282051282 | -0.072051282051282 |
| 41 | 0.6 | 0.672051282051282 | -0.072051282051282 |
| 42 | 0.6 | 0.672051282051282 | -0.072051282051282 |
| 43 | 0.59 | 0.672051282051282 | -0.082051282051282 |
| 44 | 0.58 | 0.672051282051282 | -0.092051282051282 |
| 45 | 0.56 | 0.672051282051282 | -0.112051282051282 |
| 46 | 0.55 | 0.672051282051282 | -0.122051282051282 |
| 47 | 0.54 | 0.672051282051282 | -0.132051282051282 |
| 48 | 0.55 | 0.672051282051282 | -0.122051282051282 |
| 49 | 0.55 | 0.672051282051282 | -0.122051282051282 |
| 50 | 0.54 | 0.672051282051282 | -0.132051282051282 |
| 51 | 0.54 | 0.672051282051282 | -0.132051282051282 |
| 52 | 0.54 | 0.672051282051282 | -0.132051282051282 |
| 53 | 0.53 | 0.672051282051282 | -0.142051282051282 |
| 54 | 0.53 | 0.672051282051282 | -0.142051282051282 |
| 55 | 0.53 | 0.672051282051282 | -0.142051282051282 |
| 56 | 0.53 | 0.672051282051282 | -0.142051282051282 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.00447443566161274 | 0.00894887132322547 | 0.995525564338387 |
| 6 | 0.00105426173467979 | 0.00210852346935958 | 0.99894573826532 |
| 7 | 0.000383883155670059 | 0.000767766311340117 | 0.99961611684433 |
| 8 | 6.9264576888387e-05 | 0.000138529153776774 | 0.999930735423112 |
| 9 | 1.84000619519919e-05 | 3.68001239039839e-05 | 0.999981599938048 |
| 10 | 2.90708507595718e-06 | 5.81417015191435e-06 | 0.999997092914924 |
| 11 | 3.89324200533243e-07 | 7.78648401066485e-07 | 0.9999996106758 |
| 12 | 4.90443940600859e-08 | 9.80887881201719e-08 | 0.999999950955606 |
| 13 | 5.8356376105415e-09 | 1.1671275221083e-08 | 0.999999994164362 |
| 14 | 6.5812652985639e-10 | 1.31625305971278e-09 | 0.999999999341873 |
| 15 | 7.0563313117603e-11 | 1.41126626235206e-10 | 0.999999999929437 |
| 16 | 1.00880529033183e-11 | 2.01761058066366e-11 | 0.999999999989912 |
| 17 | 1.36502465444163e-12 | 2.73004930888327e-12 | 0.999999999998635 |
| 18 | 1.66079394666091e-13 | 3.32158789332181e-13 | 0.999999999999834 |
| 19 | 2.03226391866192e-14 | 4.06452783732384e-14 | 0.99999999999998 |
| 20 | 3.31055582998039e-15 | 6.62111165996079e-15 | 0.999999999999997 |
| 21 | 4.40786177709557e-16 | 8.81572355419114e-16 | 1 |
| 22 | 1.59105115829066e-16 | 3.18210231658131e-16 | 1 |
| 23 | 3.30391269058085e-15 | 6.60782538116169e-15 | 0.999999999999997 |
| 24 | 1.25348590772437e-14 | 2.50697181544874e-14 | 0.999999999999987 |
| 25 | 9.4000316054504e-14 | 1.88000632109008e-13 | 0.999999999999906 |
| 26 | 1.93322149493597e-13 | 3.86644298987194e-13 | 0.999999999999807 |
| 27 | 1.89676349400537e-13 | 3.79352698801073e-13 | 0.99999999999981 |
| 28 | 3.15300315193383e-13 | 6.30600630386765e-13 | 0.999999999999685 |
| 29 | 9.28810079180568e-13 | 1.85762015836114e-12 | 0.999999999999071 |
| 30 | 9.47836438616303e-12 | 1.89567287723261e-11 | 0.999999999990522 |
| 31 | 1.34097873739727e-09 | 2.68195747479454e-09 | 0.999999998659021 |
| 32 | 7.55063942517344e-07 | 1.51012788503469e-06 | 0.999999244936058 |
| 33 | 0.00344906727085516 | 0.00689813454171032 | 0.996550932729145 |
| 34 | 0.354195194876153 | 0.708390389752306 | 0.645804805123847 |
| 35 | 0.910193164219652 | 0.179613671560696 | 0.0898068357803481 |
| 36 | 0.991879120166003 | 0.0162417596679936 | 0.00812087983399681 |
| 37 | 0.998632954083706 | 0.0027340918325887 | 0.00136704591629435 |
| 38 | 0.999631929471067 | 0.00073614105786587 | 0.000368070528932935 |
| 39 | 0.999827660362415 | 0.000344679275169829 | 0.000172339637584915 |
| 40 | 0.999931340201606 | 0.000137319596787945 | 6.86597983939726e-05 |
| 41 | 0.999977138617614 | 4.57227647730971e-05 | 2.28613823865485e-05 |
| 42 | 0.999996107305467 | 7.78538906536215e-06 | 3.89269453268107e-06 |
| 43 | 0.999999491106645 | 1.01778670965964e-06 | 5.08893354829818e-07 |
| 44 | 0.999999966909665 | 6.61806702058055e-08 | 3.30903351029027e-08 |
| 45 | 0.999999975827422 | 4.83451567389779e-08 | 2.41725783694889e-08 |
| 46 | 0.999999923353619 | 1.53292763022764e-07 | 7.66463815113821e-08 |
| 47 | 0.999999378096975 | 1.24380604977586e-06 | 6.21903024887929e-07 |
| 48 | 0.999998096987506 | 3.80602498870734e-06 | 1.90301249435367e-06 |
| 49 | 0.999997322483486 | 5.3550330285618e-06 | 2.6775165142809e-06 |
| 50 | 0.999974883857939 | 5.02322841224189e-05 | 2.51161420612095e-05 |
| 51 | 0.999803495143708 | 0.000393009712584695 | 0.000196504856292348 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 44 | 0.936170212765957 | NOK |
| 5% type I error level | 45 | 0.957446808510638 | NOK |
| 10% type I error level | 45 | 0.957446808510638 | NOK |
