| Multiple Linear Regression - Estimated Regression Equation |
| IndVertr[t] = -10.0503710198234 + 0.241911340162094EcoSit[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) | -10.0503710198234 | 1.260419 | -7.9738 | 0 | 0 |
| EcoSit | 0.241911340162094 | 0.087511 | 2.7643 | 0.009145 | 0.004573 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.428379363436822 |
| R-squared | 0.183508879018537 |
| Adjusted R-squared | 0.159494434283788 |
| F-TEST (value) | 7.64160408643551 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 34 |
| p-value | 0.00914528835836348 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 6.30803201145727 |
| Sum Squared Residuals | 1352.90310715737 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -6 | -14.4047751427411 | 8.40477514274106 |
| 2 | -3 | -13.4371297820927 | 10.4371297820927 |
| 3 | -3 | -12.9533071017685 | 9.9533071017685 |
| 4 | -7 | -14.162863802579 | 7.16286380257896 |
| 5 | -9 | -15.6143318435515 | 6.61433184355153 |
| 6 | -11 | -16.823888544362 | 5.82388854436199 |
| 7 | -13 | -17.5496225648483 | 4.54962256484828 |
| 8 | -11 | -15.1305091632273 | 4.13050916322734 |
| 9 | -9 | -14.6466864829031 | 5.64668648290315 |
| 10 | -17 | -15.3724205033894 | -1.62757949661057 |
| 11 | -22 | -15.3724205033894 | -6.62757949661057 |
| 12 | -25 | -16.0981545238757 | -8.90184547612429 |
| 13 | -20 | -13.9209524624169 | -6.07904753758313 |
| 14 | -24 | -15.3724205033894 | -8.62757949661057 |
| 15 | -24 | -15.1305091632273 | -8.86949083677266 |
| 16 | -22 | -12.4694844214443 | -9.5305155785557 |
| 17 | -19 | -11.743750400958 | -7.25624959904198 |
| 18 | -18 | -11.2599277206338 | -6.74007227936617 |
| 19 | -17 | -11.0180163804717 | -5.98198361952826 |
| 20 | -11 | -8.3569916386887 | -2.64300836131129 |
| 21 | -11 | -8.5989029788508 | -2.4010970211492 |
| 22 | -12 | -9.32463699933708 | -2.67536300066292 |
| 23 | -10 | -7.63125761820242 | -2.36874238179758 |
| 24 | -15 | -10.0503710198234 | -4.94962898017664 |
| 25 | -15 | -10.5341937001476 | -4.46580629985245 |
| 26 | -15 | -10.2922823599855 | -4.70771764001454 |
| 27 | -13 | -9.56654833949918 | -3.43345166050082 |
| 28 | -8 | -8.11508029852661 | 0.115080298526612 |
| 29 | -13 | -11.5018390607959 | -1.49816093920407 |
| 30 | -9 | -11.0180163804717 | 2.01801638047174 |
| 31 | -7 | -9.08272565917499 | 2.08272565917499 |
| 32 | -4 | -8.3569916386887 | 4.35699163868871 |
| 33 | -4 | -9.32463699933708 | 5.32463699933708 |
| 34 | -2 | -9.32463699933708 | 7.32463699933708 |
| 35 | 0 | -8.11508029852661 | 8.11508029852661 |
| 36 | -2 | -9.32463699933708 | 7.32463699933708 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.00719986460022255 | 0.0143997292004451 | 0.992800135399777 |
| 6 | 0.00168151445689702 | 0.00336302891379403 | 0.998318485543103 |
| 7 | 0.000343368116499242 | 0.000686736232998485 | 0.9996566318835 |
| 8 | 0.0036131358010417 | 0.00722627160208341 | 0.996386864198958 |
| 9 | 0.00490765952060462 | 0.00981531904120925 | 0.995092340479395 |
| 10 | 0.216535282566763 | 0.433070565133527 | 0.783464717433237 |
| 11 | 0.762575621078387 | 0.474848757843226 | 0.237424378921613 |
| 12 | 0.915185532922736 | 0.169628934154529 | 0.0848144670772643 |
| 13 | 0.962000363439087 | 0.0759992731218255 | 0.0379996365609127 |
| 14 | 0.975449389051587 | 0.0491012218968262 | 0.0245506109484131 |
| 15 | 0.981813602879863 | 0.0363727942402746 | 0.0181863971201373 |
| 16 | 0.989101026453265 | 0.0217979470934709 | 0.0108989735467354 |
| 17 | 0.985902801066695 | 0.0281943978666093 | 0.0140971989333046 |
| 18 | 0.98018700913306 | 0.0396259817338781 | 0.019812990866939 |
| 19 | 0.97175877913703 | 0.05648244172594 | 0.02824122086297 |
| 20 | 0.961767073980603 | 0.0764658520387944 | 0.0382329260193972 |
| 21 | 0.947862398922174 | 0.104275202155653 | 0.0521376010778264 |
| 22 | 0.925961542461116 | 0.148076915077768 | 0.074038457538884 |
| 23 | 0.940923682793125 | 0.118152634413751 | 0.0590763172068754 |
| 24 | 0.936690261730911 | 0.126619476538178 | 0.063309738269089 |
| 25 | 0.921686380006881 | 0.156627239986238 | 0.0783136199931188 |
| 26 | 0.932323425732802 | 0.135353148534395 | 0.0676765742671976 |
| 27 | 0.961979401408704 | 0.0760411971825914 | 0.0380205985912957 |
| 28 | 0.98832487278587 | 0.0233502544282609 | 0.0116751272141304 |
| 29 | 0.97829799582745 | 0.0434040083451016 | 0.0217020041725508 |
| 30 | 0.948093382078035 | 0.10381323584393 | 0.0519066179219648 |
| 31 | 0.96386519248735 | 0.0722696150253017 | 0.0361348075126509 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 4 | 0.148148148148148 | NOK |
| 5% type I error level | 12 | 0.444444444444444 | NOK |
| 10% type I error level | 17 | 0.62962962962963 | NOK |
