| Multiple Linear Regression - Estimated Regression Equation |
| a[t] = + 11.0993680337852 -1.36670460234400d[t] -0.799355917712502c[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) | 11.0993680337852 | 0.771044 | 14.3952 | 0 | 0 |
| d | -1.36670460234400 | 0.286257 | -4.7744 | 1.3e-05 | 6e-06 |
| c | -0.799355917712502 | 0.279091 | -2.8641 | 0.005843 | 0.002922 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.680046885325777 |
| R-squared | 0.462463766241290 |
| Adjusted R-squared | 0.443602845758529 |
| F-TEST (value) | 24.5196816700419 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 57 |
| p-value | 2.07310217881229e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.72841235785912 |
| Sum Squared Residuals | 424.321337687545 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6.3 | 8.70130028064773 | -2.40130028064773 |
| 2 | 2.1 | 3.24690892813658 | -1.14690892813658 |
| 3 | 9.1 | 6.50346051699402 | 2.59653948300598 |
| 4 | 15.8 | 12.5390462224796 | 3.26095377752045 |
| 5 | 5.2 | 4.88956343852101 | 0.310436561478993 |
| 6 | 10.9 | 9.5913567280621 | 1.3086432719379 |
| 7 | 8.3 | 7.95291893798572 | 0.347081062014285 |
| 8 | 11 | 8.40982692251745 | 2.59017307748255 |
| 9 | 3.2 | 3.45696821797194 | -0.256968217971941 |
| 10 | 7.6 | 9.85550370556867 | -2.25550370556867 |
| 11 | 6.3 | 11.8374710647503 | -5.53747106475034 |
| 12 | 8.6 | 8.84857238365873 | -0.248572383658729 |
| 13 | 6.6 | 9.6443383223325 | -3.04433832233250 |
| 14 | 9.5 | 10.4559417201867 | -0.955941720186674 |
| 15 | 4.8 | 10.0960736680489 | -5.29607366804894 |
| 16 | 12 | 7.86980461850968 | 4.13019538149032 |
| 17 | 3.3 | 5.13200244069366 | -1.83200244069366 |
| 18 | 11 | 10.7591434273116 | 0.240856572688385 |
| 19 | 4.7 | 7.6630663904494 | -2.9630663904494 |
| 20 | 10.4 | 10.0620988415545 | 0.337901158445455 |
| 21 | 7.4 | 7.8786648197223 | -0.478664819722298 |
| 22 | 2.1 | 3.38947382496748 | -1.28947382496748 |
| 23 | 7.7 | 11.0467726481408 | -3.34677264814078 |
| 24 | 17.9 | 13.0334213207607 | 4.86657867923927 |
| 25 | 6.1 | 7.85034214483234 | -1.75034214483234 |
| 26 | 8.2 | 11.5486883403759 | -3.3486883403759 |
| 27 | 8.4 | 8.52317251940476 | -0.123172519404762 |
| 28 | 11.9 | 10.9403343870546 | 0.95966561294545 |
| 29 | 10.8 | 10.503653950908 | 0.296346049092014 |
| 30 | 13.8 | 9.98505651461984 | 3.81494348538016 |
| 31 | 14.3 | 9.5564318158709 | 4.7435681841291 |
| 32 | 15.2 | 9.9363052662765 | 5.26369473372351 |
| 33 | 10 | 6.53523976059123 | 3.46476023940877 |
| 34 | 11.9 | 9.21431106372465 | 2.68568893627535 |
| 35 | 6.5 | 4.78134606512838 | 1.71865393487162 |
| 36 | 7.5 | 6.55872200391384 | 0.941277996086162 |
| 37 | 10.6 | 9.45687194358123 | 1.14312805641877 |
| 38 | 7.4 | 9.44328866925266 | -2.04328866925266 |
| 39 | 8.4 | 8.36286243587221 | 0.0371375641277857 |
| 40 | 5.7 | 9.67141054469384 | -3.97141054469384 |
| 41 | 4.9 | 7.9409990925536 | -3.04099909255360 |
| 42 | 3.2 | 4.71865519735262 | -1.51865519735262 |
| 43 | 8.1 | 11.1705625078292 | -3.07056250782917 |
| 44 | 11 | 9.56319317130122 | 1.43680682869878 |
| 45 | 4.9 | 8.28988120013017 | -3.38988120013017 |
| 46 | 13.2 | 10.8440812574913 | 2.3559187425087 |
| 47 | 9.7 | 7.05156159410421 | 2.64843840589579 |
| 48 | 12.8 | 9.5564318158709 | 3.24356818412909 |
| 49 | 6.3 | 8.70130028064773 | -2.40130028064773 |
| 50 | 2.1 | 3.24690892813659 | -1.14690892813659 |
| 51 | 9.1 | 6.50346051699402 | 2.59653948300598 |
| 52 | 15.8 | 12.5390462224796 | 3.26095377752045 |
| 53 | 5.2 | 4.88956343852101 | 0.310436561478993 |
| 54 | 10.9 | 9.5913567280621 | 1.3086432719379 |
| 55 | 8.3 | 7.95291893798572 | 0.347081062014285 |
| 56 | 11 | 8.40982692251745 | 2.59017307748255 |
| 57 | 3.2 | 3.45696821797194 | -0.256968217971941 |
| 58 | 7.6 | 9.85550370556867 | -2.25550370556867 |
| 59 | 6.3 | 11.8374710647503 | -5.53747106475034 |
| 60 | 8.6 | 8.84857238365873 | -0.248572383658729 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.492518089379036 | 0.985036178758071 | 0.507481910620964 |
| 7 | 0.321597751180789 | 0.643195502361579 | 0.67840224881921 |
| 8 | 0.222111506555021 | 0.444223013110042 | 0.777888493444979 |
| 9 | 0.127774050568543 | 0.255548101137086 | 0.872225949431457 |
| 10 | 0.212277877167884 | 0.424555754335767 | 0.787722122832116 |
| 11 | 0.601617882457214 | 0.796764235085571 | 0.398382117542786 |
| 12 | 0.493996175374081 | 0.987992350748163 | 0.506003824625919 |
| 13 | 0.489169779636304 | 0.978339559272607 | 0.510830220363696 |
| 14 | 0.394677994739084 | 0.789355989478168 | 0.605322005260916 |
| 15 | 0.535989105922567 | 0.928021788154865 | 0.464010894077433 |
| 16 | 0.708359992720583 | 0.583280014558834 | 0.291640007279417 |
| 17 | 0.66040527336712 | 0.67918945326576 | 0.33959472663288 |
| 18 | 0.587806950528967 | 0.824386098942067 | 0.412193049471033 |
| 19 | 0.585809772957431 | 0.828380454085138 | 0.414190227042569 |
| 20 | 0.50745604554766 | 0.98508790890468 | 0.49254395445234 |
| 21 | 0.425490377218784 | 0.850980754437569 | 0.574509622781216 |
| 22 | 0.363176921550753 | 0.726353843101507 | 0.636823078449247 |
| 23 | 0.376234705887278 | 0.752469411774557 | 0.623765294112722 |
| 24 | 0.576751793973335 | 0.84649641205333 | 0.423248206026665 |
| 25 | 0.52640124503341 | 0.94719750993318 | 0.47359875496659 |
| 26 | 0.554128741502553 | 0.891742516994893 | 0.445871258497447 |
| 27 | 0.478275331423737 | 0.956550662847474 | 0.521724668576263 |
| 28 | 0.414010911061727 | 0.828021822123453 | 0.585989088938273 |
| 29 | 0.341969056862355 | 0.68393811372471 | 0.658030943137645 |
| 30 | 0.410676742770202 | 0.821353485540404 | 0.589323257229798 |
| 31 | 0.55530387453944 | 0.88939225092112 | 0.44469612546056 |
| 32 | 0.738350851327407 | 0.523298297345185 | 0.261649148672593 |
| 33 | 0.769435695974747 | 0.461128608050507 | 0.230564304025253 |
| 34 | 0.770779194640022 | 0.458441610719955 | 0.229220805359978 |
| 35 | 0.731982932879 | 0.536034134242 | 0.268017067121 |
| 36 | 0.669081601247107 | 0.661836797505785 | 0.330918398752892 |
| 37 | 0.609867248308208 | 0.780265503383584 | 0.390132751691792 |
| 38 | 0.566985773301491 | 0.866028453397018 | 0.433014226698509 |
| 39 | 0.485400023820038 | 0.970800047640076 | 0.514599976179962 |
| 40 | 0.556050138823183 | 0.887899722353633 | 0.443949861176817 |
| 41 | 0.567223304686135 | 0.86555339062773 | 0.432776695313865 |
| 42 | 0.509844643019706 | 0.980310713960588 | 0.490155356980294 |
| 43 | 0.536196754592054 | 0.927606490815892 | 0.463803245407946 |
| 44 | 0.463959673971035 | 0.927919347942071 | 0.536040326028965 |
| 45 | 0.533832022487078 | 0.932335955025843 | 0.466167977512922 |
| 46 | 0.484746938746335 | 0.96949387749267 | 0.515253061253665 |
| 47 | 0.450628857729868 | 0.901257715459735 | 0.549371142270132 |
| 48 | 0.50600382462592 | 0.98799235074816 | 0.49399617537408 |
| 49 | 0.495917461454193 | 0.991834922908386 | 0.504082538545807 |
| 50 | 0.405384111326961 | 0.810768222653922 | 0.594615888673039 |
| 51 | 0.345210889945505 | 0.69042177989101 | 0.654789110054495 |
| 52 | 0.509413161146966 | 0.981173677706068 | 0.490586838853034 |
| 53 | 0.371660196562596 | 0.743320393125192 | 0.628339803437404 |
| 54 | 0.349185953069378 | 0.698371906138755 | 0.650814046930622 |
| 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 |
