| Multiple Linear Regression - Estimated Regression Equation |
| Bakmeel[t] = + 0.875422587883321 + 0.147810444354947Dummy[t] -0.00949139865370232t + 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) | 0.875422587883321 | 0.012639 | 69.2655 | 0 | 0 |
| Dummy | 0.147810444354947 | 0.022338 | 6.6171 | 0 | 0 |
| t | -0.00949139865370232 | 0.000635 | -14.9366 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.921732716307749 |
| R-squared | 0.849591200312061 |
| Adjusted R-squared | 0.843915396550252 |
| F-TEST (value) | 149.686500091624 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 53 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0464702180492685 |
| Sum Squared Residuals | 0.114452501773968 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.81 | 0.865931189229618 | -0.0559311892296181 |
| 2 | 0.81 | 0.856439790575916 | -0.0464397905759161 |
| 3 | 0.81 | 0.846948391922214 | -0.0369483919222141 |
| 4 | 0.79 | 0.837456993268512 | -0.0474569932685116 |
| 5 | 0.78 | 0.82796559461481 | -0.0479655946148093 |
| 6 | 0.78 | 0.818474195961107 | -0.038474195961107 |
| 7 | 0.77 | 0.808982797307405 | -0.0389827973074047 |
| 8 | 0.78 | 0.799491398653702 | -0.0194913986537024 |
| 9 | 0.77 | 0.79 | -0.0200000000000001 |
| 10 | 0.78 | 0.780508601346298 | -0.000508601346297723 |
| 11 | 0.79 | 0.771017202692595 | 0.0189827973074046 |
| 12 | 0.79 | 0.761525804038893 | 0.0284741959611069 |
| 13 | 0.79 | 0.752034405385191 | 0.0379655946148093 |
| 14 | 0.79 | 0.742543006731488 | 0.0474569932685116 |
| 15 | 0.79 | 0.733051608077786 | 0.0569483919222139 |
| 16 | 0.8 | 0.723560209424084 | 0.0764397905759162 |
| 17 | 0.8 | 0.714068810770382 | 0.0859311892296185 |
| 18 | 0.8 | 0.852387856471626 | -0.0523878564716261 |
| 19 | 0.8 | 0.842896457817924 | -0.0428964578179237 |
| 20 | 0.81 | 0.833405059164221 | -0.0234050591642214 |
| 21 | 0.8 | 0.823913660510519 | -0.0239136605105191 |
| 22 | 0.82 | 0.814422261856817 | 0.0055777381431831 |
| 23 | 0.85 | 0.804930863203114 | 0.0450691367968855 |
| 24 | 0.85 | 0.795439464549412 | 0.0545605354505878 |
| 25 | 0.86 | 0.78594806589571 | 0.0740519341042901 |
| 26 | 0.85 | 0.776456667242008 | 0.0735433327579924 |
| 27 | 0.83 | 0.766965268588305 | 0.0630347314116947 |
| 28 | 0.81 | 0.757473869934603 | 0.0525261300653971 |
| 29 | 0.82 | 0.7479824712809 | 0.0720175287190993 |
| 30 | 0.82 | 0.738491072627198 | 0.0815089273728017 |
| 31 | 0.78 | 0.728999673973496 | 0.051000326026504 |
| 32 | 0.78 | 0.719508275319794 | 0.0604917246802064 |
| 33 | 0.73 | 0.710016876666091 | 0.0199831233339086 |
| 34 | 0.68 | 0.700525478012389 | -0.0205254780123890 |
| 35 | 0.65 | 0.691034079358687 | -0.0410340793586867 |
| 36 | 0.62 | 0.681542680704984 | -0.0615426807049844 |
| 37 | 0.6 | 0.672051282051282 | -0.072051282051282 |
| 38 | 0.6 | 0.66255988339758 | -0.0625598833975798 |
| 39 | 0.59 | 0.653068484743877 | -0.0630684847438775 |
| 40 | 0.6 | 0.643577086090175 | -0.0435770860901751 |
| 41 | 0.6 | 0.634085687436473 | -0.0340856874364728 |
| 42 | 0.6 | 0.62459428878277 | -0.0245942887827705 |
| 43 | 0.59 | 0.615102890129068 | -0.0251028901290682 |
| 44 | 0.58 | 0.605611491475366 | -0.0256114914753659 |
| 45 | 0.56 | 0.596120092821663 | -0.0361200928216635 |
| 46 | 0.55 | 0.586628694167961 | -0.0366286941679611 |
| 47 | 0.54 | 0.577137295514259 | -0.0371372955142588 |
| 48 | 0.55 | 0.567645896860557 | -0.0176458968605565 |
| 49 | 0.55 | 0.558154498206854 | -0.0081544982068542 |
| 50 | 0.54 | 0.548663099553152 | -0.00866309955315188 |
| 51 | 0.54 | 0.53917170089945 | 0.000828299100550444 |
| 52 | 0.54 | 0.529680302245747 | 0.0103196977542528 |
| 53 | 0.53 | 0.520188903592045 | 0.00981109640795506 |
| 54 | 0.53 | 0.510697504938343 | 0.0193024950616574 |
| 55 | 0.53 | 0.50120610628464 | 0.0287938937153597 |
| 56 | 0.53 | 0.491714707630938 | 0.038285292369062 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.00639467779682049 | 0.0127893555936410 | 0.99360532220318 |
| 7 | 0.0009506019875654 | 0.0019012039751308 | 0.999049398012435 |
| 8 | 0.000716329753314422 | 0.00143265950662884 | 0.999283670246686 |
| 9 | 0.000161057455358602 | 0.000322114910717204 | 0.999838942544641 |
| 10 | 0.000164461840316053 | 0.000328923680632106 | 0.999835538159684 |
| 11 | 0.000337101788609343 | 0.000674203577218685 | 0.99966289821139 |
| 12 | 0.000264795322813 | 0.000529590645626 | 0.999735204677187 |
| 13 | 0.000145615622098233 | 0.000291231244196466 | 0.999854384377902 |
| 14 | 6.5496825549555e-05 | 0.00013099365109911 | 0.99993450317445 |
| 15 | 2.57018899336713e-05 | 5.14037798673426e-05 | 0.999974298110066 |
| 16 | 1.70810375859961e-05 | 3.41620751719922e-05 | 0.999982918962414 |
| 17 | 8.26073273770503e-06 | 1.65214654754101e-05 | 0.999991739267262 |
| 18 | 3.55081820988040e-06 | 7.10163641976079e-06 | 0.99999644918179 |
| 19 | 1.53283265674441e-06 | 3.06566531348883e-06 | 0.999998467167343 |
| 20 | 7.05074307438655e-07 | 1.41014861487731e-06 | 0.999999294925693 |
| 21 | 2.92479389780655e-07 | 5.84958779561311e-07 | 0.99999970752061 |
| 22 | 2.01250553888857e-07 | 4.02501107777714e-07 | 0.999999798749446 |
| 23 | 2.7149047043545e-06 | 5.429809408709e-06 | 0.999997285095296 |
| 24 | 6.40092640895212e-06 | 1.28018528179042e-05 | 0.999993599073591 |
| 25 | 2.10491279024306e-05 | 4.20982558048612e-05 | 0.999978950872098 |
| 26 | 2.30515458713542e-05 | 4.61030917427083e-05 | 0.999976948454129 |
| 27 | 1.44182358789223e-05 | 2.88364717578446e-05 | 0.999985581764121 |
| 28 | 1.40755785414124e-05 | 2.81511570828249e-05 | 0.999985924421459 |
| 29 | 2.26118918771623e-05 | 4.52237837543247e-05 | 0.999977388108123 |
| 30 | 0.000145136134554070 | 0.000290272269108140 | 0.999854863865446 |
| 31 | 0.0034775535232771 | 0.0069551070465542 | 0.996522446476723 |
| 32 | 0.195221412608771 | 0.390442825217541 | 0.80477858739123 |
| 33 | 0.973981516008373 | 0.052036967983253 | 0.0260184839916265 |
| 34 | 0.999973478153309 | 5.3043693382687e-05 | 2.65218466913435e-05 |
| 35 | 0.999999867634102 | 2.64731796093493e-07 | 1.32365898046747e-07 |
| 36 | 0.999999969310868 | 6.13782633581155e-08 | 3.06891316790578e-08 |
| 37 | 0.999999979595787 | 4.08084261136822e-08 | 2.04042130568411e-08 |
| 38 | 0.999999961865054 | 7.62698913935566e-08 | 3.81349456967783e-08 |
| 39 | 0.999999929216408 | 1.41567183292240e-07 | 7.07835916461202e-08 |
| 40 | 0.999999747263958 | 5.05472083963048e-07 | 2.52736041981524e-07 |
| 41 | 0.999999348820544 | 1.30235891137182e-06 | 6.51179455685912e-07 |
| 42 | 0.999999512919313 | 9.74161373466197e-07 | 4.87080686733099e-07 |
| 43 | 0.999999791909809 | 4.16180382807849e-07 | 2.08090191403924e-07 |
| 44 | 0.999999986052743 | 2.78945140028506e-08 | 1.39472570014253e-08 |
| 45 | 0.999999941000039 | 1.17999922820675e-07 | 5.89999614103373e-08 |
| 46 | 0.999999338856225 | 1.32228754943821e-06 | 6.61143774719103e-07 |
| 47 | 0.999999389330982 | 1.2213380358605e-06 | 6.1066901793025e-07 |
| 48 | 0.999991274252273 | 1.74514954538561e-05 | 8.72574772692803e-06 |
| 49 | 0.999958190276937 | 8.3619446125992e-05 | 4.1809723062996e-05 |
| 50 | 0.999354492761303 | 0.00129101447739486 | 0.000645507238697432 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 42 | 0.933333333333333 | NOK |
| 5% type I error level | 43 | 0.955555555555556 | NOK |
| 10% type I error level | 44 | 0.977777777777778 | NOK |
