| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 628.524752475248 + 93.8323903818953X1[t] + 99.3095238095238X2[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) | 628.524752475248 | 14.07734 | 44.648 | 0 | 0 |
| X1 | 93.8323903818953 | 40.346465 | 2.3257 | 0.021622 | 0.010811 |
| X2 | 99.3095238095238 | 52.573953 | 1.8889 | 0.061179 | 0.03059 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.420632001624795 |
| R-squared | 0.176931280790882 |
| Adjusted R-squared | 0.163969568677353 |
| F-TEST (value) | 13.6503016917187 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 127 |
| p-value | 4.26768281913681e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 141.475512912452 |
| Sum Squared Residuals | 2541945.73573786 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 621 | 628.524752475242 | -7.52475247524237 |
| 2 | 587 | 628.524752475247 | -41.5247524752473 |
| 3 | 655 | 628.524752475248 | 26.4752475247524 |
| 4 | 517 | 628.524752475248 | -111.524752475248 |
| 5 | 646 | 628.524752475248 | 17.4752475247524 |
| 6 | 657 | 628.524752475248 | 28.4752475247524 |
| 7 | 382 | 628.524752475248 | -246.524752475248 |
| 8 | 345 | 628.524752475248 | -283.524752475248 |
| 9 | 625 | 628.524752475248 | -3.52475247524757 |
| 10 | 654 | 628.524752475248 | 25.4752475247524 |
| 11 | 606 | 628.524752475248 | -22.5247524752476 |
| 12 | 510 | 628.524752475248 | -118.524752475248 |
| 13 | 614 | 628.524752475248 | -14.5247524752476 |
| 14 | 647 | 628.524752475248 | 18.4752475247524 |
| 15 | 580 | 628.524752475248 | -48.5247524752476 |
| 16 | 614 | 628.524752475248 | -14.5247524752476 |
| 17 | 636 | 628.524752475248 | 7.47524752475243 |
| 18 | 388 | 628.524752475248 | -240.524752475248 |
| 19 | 356 | 628.524752475248 | -272.524752475248 |
| 20 | 639 | 628.524752475248 | 10.4752475247524 |
| 21 | 753 | 628.524752475248 | 124.475247524752 |
| 22 | 611 | 628.524752475248 | -17.5247524752476 |
| 23 | 639 | 628.524752475248 | 10.4752475247524 |
| 24 | 630 | 628.524752475248 | 1.47524752475243 |
| 25 | 586 | 628.524752475248 | -42.5247524752476 |
| 26 | 695 | 628.524752475248 | 66.4752475247524 |
| 27 | 552 | 628.524752475248 | -76.5247524752476 |
| 28 | 619 | 628.524752475248 | -9.52475247524757 |
| 29 | 681 | 628.524752475248 | 52.4752475247524 |
| 30 | 421 | 628.524752475248 | -207.524752475248 |
| 31 | 307 | 628.524752475248 | -321.524752475248 |
| 32 | 754 | 628.524752475248 | 125.475247524752 |
| 33 | 690 | 628.524752475248 | 61.4752475247524 |
| 34 | 644 | 628.524752475248 | 15.4752475247524 |
| 35 | 643 | 628.524752475248 | 14.4752475247524 |
| 36 | 608 | 628.524752475248 | -20.5247524752476 |
| 37 | 651 | 628.524752475248 | 22.4752475247524 |
| 38 | 691 | 628.524752475248 | 62.4752475247524 |
| 39 | 627 | 628.524752475248 | -1.52475247524757 |
| 40 | 634 | 628.524752475248 | 5.47524752475243 |
| 41 | 731 | 628.524752475248 | 102.475247524752 |
| 42 | 475 | 628.524752475248 | -153.524752475248 |
| 43 | 337 | 628.524752475248 | -291.524752475248 |
| 44 | 803 | 628.524752475248 | 174.475247524752 |
| 45 | 722 | 628.524752475248 | 93.4752475247524 |
| 46 | 590 | 628.524752475248 | -38.5247524752476 |
| 47 | 724 | 628.524752475248 | 95.4752475247524 |
| 48 | 627 | 628.524752475248 | -1.52475247524757 |
| 49 | 696 | 628.524752475248 | 67.4752475247524 |
| 50 | 825 | 628.524752475248 | 196.475247524752 |
| 51 | 677 | 628.524752475248 | 48.4752475247524 |
| 52 | 656 | 628.524752475248 | 27.4752475247524 |
| 53 | 785 | 628.524752475248 | 156.475247524752 |
| 54 | 412 | 628.524752475248 | -216.524752475248 |
| 55 | 352 | 628.524752475248 | -276.524752475248 |
| 56 | 839 | 628.524752475248 | 210.475247524752 |
| 57 | 729 | 628.524752475248 | 100.475247524752 |
| 58 | 696 | 628.524752475248 | 67.4752475247524 |
| 59 | 641 | 628.524752475248 | 12.4752475247524 |
| 60 | 695 | 628.524752475248 | 66.4752475247524 |
| 61 | 638 | 628.524752475248 | 9.47524752475243 |
| 62 | 762 | 628.524752475248 | 133.475247524752 |
| 63 | 635 | 628.524752475248 | 6.47524752475243 |
| 64 | 721 | 628.524752475248 | 92.4752475247524 |
| 65 | 854 | 628.524752475248 | 225.475247524752 |
| 66 | 418 | 628.524752475248 | -210.524752475248 |
| 67 | 367 | 628.524752475248 | -261.524752475248 |
| 68 | 824 | 628.524752475248 | 195.475247524752 |
| 69 | 687 | 628.524752475248 | 58.4752475247524 |
| 70 | 601 | 628.524752475248 | -27.5247524752476 |
| 71 | 676 | 628.524752475248 | 47.4752475247524 |
| 72 | 740 | 628.524752475248 | 111.475247524752 |
| 73 | 691 | 628.524752475248 | 62.4752475247524 |
| 74 | 683 | 628.524752475248 | 54.4752475247524 |
| 75 | 594 | 628.524752475248 | -34.5247524752476 |
| 76 | 729 | 628.524752475248 | 100.475247524752 |
| 77 | 731 | 628.524752475248 | 102.475247524752 |
| 78 | 386 | 628.524752475248 | -242.524752475248 |
| 79 | 331 | 628.524752475248 | -297.524752475248 |
| 80 | 706 | 628.524752475248 | 77.4752475247524 |
| 81 | 715 | 628.524752475248 | 86.4752475247524 |
| 82 | 657 | 628.524752475248 | 28.4752475247524 |
| 83 | 653 | 628.524752475248 | 24.4752475247524 |
| 84 | 642 | 628.524752475248 | 13.4752475247524 |
| 85 | 643 | 628.524752475248 | 14.4752475247524 |
| 86 | 718 | 628.524752475248 | 89.4752475247524 |
| 87 | 654 | 628.524752475248 | 25.4752475247524 |
| 88 | 632 | 628.524752475248 | 3.47524752475243 |
| 89 | 731 | 628.524752475248 | 102.475247524752 |
| 90 | 392 | 628.524752475248 | -236.524752475248 |
| 91 | 344 | 628.524752475248 | -284.524752475248 |
| 92 | 792 | 628.524752475248 | 163.475247524752 |
| 93 | 852 | 628.524752475248 | 223.475247524752 |
| 94 | 649 | 628.524752475248 | 20.4752475247524 |
| 95 | 629 | 628.524752475248 | 0.47524752475243 |
| 96 | 685 | 628.524752475248 | 56.4752475247524 |
| 97 | 617 | 628.524752475248 | -11.5247524752476 |
| 98 | 715 | 628.524752475248 | 86.4752475247524 |
| 99 | 715 | 628.524752475248 | 86.4752475247524 |
| 100 | 629 | 628.524752475248 | 0.47524752475243 |
| 101 | 916 | 628.524752475248 | 287.475247524752 |
| 102 | 531 | 722.357142857143 | -191.357142857143 |
| 103 | 357 | 722.357142857143 | -365.357142857143 |
| 104 | 917 | 722.357142857143 | 194.642857142857 |
| 105 | 828 | 722.357142857143 | 105.642857142857 |
| 106 | 708 | 722.357142857143 | -14.3571428571429 |
| 107 | 858 | 722.357142857143 | 135.642857142857 |
| 108 | 775 | 722.357142857143 | 52.6428571428571 |
| 109 | 785 | 722.357142857143 | 62.6428571428571 |
| 110 | 1006 | 722.357142857143 | 283.642857142857 |
| 111 | 789 | 722.357142857143 | 66.6428571428571 |
| 112 | 734 | 722.357142857143 | 11.6428571428571 |
| 113 | 906 | 722.357142857143 | 183.642857142857 |
| 114 | 532 | 722.357142857143 | -190.357142857143 |
| 115 | 387 | 722.357142857143 | -335.357142857143 |
| 116 | 991 | 821.666666666667 | 169.333333333333 |
| 117 | 841 | 821.666666666667 | 19.3333333333333 |
| 118 | 892 | 821.666666666667 | 70.3333333333333 |
| 119 | 782 | 821.666666666667 | -39.6666666666667 |
| 120 | 813 | 821.666666666667 | -8.66666666666666 |
| 121 | 793 | 821.666666666667 | -28.6666666666667 |
| 122 | 978 | 821.666666666667 | 156.333333333333 |
| 123 | 775 | 821.666666666667 | -46.6666666666667 |
| 124 | 797 | 821.666666666667 | -24.6666666666667 |
| 125 | 946 | 821.666666666667 | 124.333333333333 |
| 126 | 594 | 821.666666666667 | -227.666666666667 |
| 127 | 438 | 821.666666666667 | -383.666666666667 |
| 128 | 1022 | 821.666666666667 | 200.333333333333 |
| 129 | 868 | 821.666666666667 | 46.3333333333333 |
| 130 | 795 | 821.666666666667 | -26.6666666666667 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.128445242038449 | 0.256890484076897 | 0.871554757961551 |
| 7 | 0.433745738881041 | 0.867491477762081 | 0.566254261118959 |
| 8 | 0.63260442623209 | 0.73479114753582 | 0.36739557376791 |
| 9 | 0.533506434016585 | 0.932987131966829 | 0.466493565983415 |
| 10 | 0.45869676197915 | 0.9173935239583 | 0.54130323802085 |
| 11 | 0.355327419048959 | 0.710654838097919 | 0.644672580951041 |
| 12 | 0.280825171747814 | 0.561650343495628 | 0.719174828252186 |
| 13 | 0.208477013003656 | 0.416954026007311 | 0.791522986996344 |
| 14 | 0.162296334101193 | 0.324592668202387 | 0.837703665898807 |
| 15 | 0.110324064412485 | 0.220648128824970 | 0.889675935587515 |
| 16 | 0.0748426229387198 | 0.149685245877440 | 0.92515737706128 |
| 17 | 0.052122565517573 | 0.104245131035146 | 0.947877434482427 |
| 18 | 0.0957861538374302 | 0.191572307674860 | 0.90421384616257 |
| 19 | 0.179033838216698 | 0.358067676433396 | 0.820966161783302 |
| 20 | 0.145591906689222 | 0.291183813378443 | 0.854408093310778 |
| 21 | 0.187093661417943 | 0.374187322835886 | 0.812906338582057 |
| 22 | 0.14373789592405 | 0.2874757918481 | 0.85626210407595 |
| 23 | 0.112873114366506 | 0.225746228733013 | 0.887126885633494 |
| 24 | 0.0855396993218817 | 0.171079398643763 | 0.914460300678118 |
| 25 | 0.0611659175581432 | 0.122331835116286 | 0.938834082441857 |
| 26 | 0.0552568836560181 | 0.110513767312036 | 0.944743116343982 |
| 27 | 0.0399978416482404 | 0.0799956832964809 | 0.96000215835176 |
| 28 | 0.0280236452317653 | 0.0560472904635306 | 0.971976354768235 |
| 29 | 0.0231202667987072 | 0.0462405335974145 | 0.976879733201293 |
| 30 | 0.0324181559806722 | 0.0648363119613444 | 0.967581844019328 |
| 31 | 0.109023600700924 | 0.218047201401849 | 0.890976399299076 |
| 32 | 0.127973207772816 | 0.255946415545632 | 0.872026792227184 |
| 33 | 0.114514284247623 | 0.229028568495245 | 0.885485715752377 |
| 34 | 0.0916551894310482 | 0.183310378862096 | 0.908344810568952 |
| 35 | 0.0722268348184431 | 0.144453669636886 | 0.927773165181557 |
| 36 | 0.0542749300961385 | 0.108549860192277 | 0.945725069903862 |
| 37 | 0.0421562421095561 | 0.0843124842191122 | 0.957843757890444 |
| 38 | 0.0359520385734665 | 0.071904077146933 | 0.964047961426533 |
| 39 | 0.0263183341317739 | 0.0526366682635478 | 0.973681665868226 |
| 40 | 0.0191233155489172 | 0.0382466310978345 | 0.980876684451083 |
| 41 | 0.018868020632179 | 0.037736041264358 | 0.98113197936782 |
| 42 | 0.0191379688828721 | 0.0382759377657441 | 0.980862031117128 |
| 43 | 0.052690304099798 | 0.105380608199596 | 0.947309695900202 |
| 44 | 0.0737790831671842 | 0.147558166334368 | 0.926220916832816 |
| 45 | 0.0688422830508 | 0.1376845661016 | 0.9311577169492 |
| 46 | 0.0532282451577711 | 0.106456490315542 | 0.946771754842229 |
| 47 | 0.0493697315553027 | 0.0987394631106054 | 0.950630268444697 |
| 48 | 0.0374026892224644 | 0.0748053784449287 | 0.962597310777536 |
| 49 | 0.0312511919034090 | 0.0625023838068179 | 0.96874880809659 |
| 50 | 0.047142797439941 | 0.094285594879882 | 0.952857202560059 |
| 51 | 0.0375513698251226 | 0.0751027396502452 | 0.962448630174877 |
| 52 | 0.0286353131221008 | 0.0572706262442017 | 0.9713646868779 |
| 53 | 0.0329758105693446 | 0.0659516211386892 | 0.967024189430655 |
| 54 | 0.0484546448322974 | 0.0969092896645948 | 0.951545355167703 |
| 55 | 0.0992953935248132 | 0.198590787049626 | 0.900704606475187 |
| 56 | 0.136316482768868 | 0.272632965537736 | 0.863683517231132 |
| 57 | 0.124762884282088 | 0.249525768564176 | 0.875237115717912 |
| 58 | 0.106459869409371 | 0.212919738818741 | 0.89354013059063 |
| 59 | 0.085196535974282 | 0.170393071948564 | 0.914803464025718 |
| 60 | 0.0712009014206415 | 0.142401802841283 | 0.928799098579358 |
| 61 | 0.0555957504608759 | 0.111191500921752 | 0.944404249539124 |
| 62 | 0.0546445141662437 | 0.109289028332487 | 0.945355485833756 |
| 63 | 0.0419921719112153 | 0.0839843438224307 | 0.958007828088785 |
| 64 | 0.0359786021573772 | 0.0719572043147544 | 0.964021397842623 |
| 65 | 0.0547123897927708 | 0.109424779585542 | 0.94528761020723 |
| 66 | 0.0747883503704704 | 0.149576700740941 | 0.92521164962953 |
| 67 | 0.131076991559043 | 0.262153983118085 | 0.868923008440957 |
| 68 | 0.154455776489055 | 0.30891155297811 | 0.845544223510945 |
| 69 | 0.130186128271966 | 0.260372256543933 | 0.869813871728034 |
| 70 | 0.106578203111826 | 0.213156406223651 | 0.893421796888174 |
| 71 | 0.0869021309109954 | 0.173804261821991 | 0.913097869089005 |
| 72 | 0.0783280343117673 | 0.156656068623535 | 0.921671965688233 |
| 73 | 0.063883763732837 | 0.127767527465674 | 0.936116236267163 |
| 74 | 0.0510156826791751 | 0.102031365358350 | 0.948984317320825 |
| 75 | 0.0398311231221342 | 0.0796622462442685 | 0.960168876877866 |
| 76 | 0.0340577596646461 | 0.0681155193292922 | 0.965942240335354 |
| 77 | 0.0291654843526436 | 0.0583309687052871 | 0.970834515647356 |
| 78 | 0.050653436807857 | 0.101306873615714 | 0.949346563192143 |
| 79 | 0.121162216548365 | 0.242324433096729 | 0.878837783451635 |
| 80 | 0.101672132748360 | 0.203344265496720 | 0.89832786725164 |
| 81 | 0.0856596592670118 | 0.171319318534024 | 0.914340340732988 |
| 82 | 0.067468418322295 | 0.13493683664459 | 0.932531581677705 |
| 83 | 0.052313461627083 | 0.104626923254166 | 0.947686538372917 |
| 84 | 0.0399321010635484 | 0.0798642021270967 | 0.960067898936452 |
| 85 | 0.0300273624997596 | 0.0600547249995191 | 0.96997263750024 |
| 86 | 0.0239868781366593 | 0.0479737562733186 | 0.97601312186334 |
| 87 | 0.0175355337345934 | 0.0350710674691868 | 0.982464466265407 |
| 88 | 0.0126414564206427 | 0.0252829128412855 | 0.987358543579357 |
| 89 | 0.0100631508836236 | 0.0201263017672472 | 0.989936849116376 |
| 90 | 0.0206697163733947 | 0.0413394327467894 | 0.979330283626605 |
| 91 | 0.067487300934888 | 0.134974601869776 | 0.932512699065112 |
| 92 | 0.0621013164432492 | 0.124202632886498 | 0.937898683556751 |
| 93 | 0.0718218576996432 | 0.143643715399286 | 0.928178142300357 |
| 94 | 0.0557676165333717 | 0.111535233066743 | 0.944232383466628 |
| 95 | 0.0438562300451685 | 0.087712460090337 | 0.956143769954832 |
| 96 | 0.0330942405442547 | 0.0661884810885094 | 0.966905759455745 |
| 97 | 0.0269846275819114 | 0.0539692551638228 | 0.973015372418089 |
| 98 | 0.0202755868272539 | 0.0405511736545078 | 0.979724413172746 |
| 99 | 0.0151474694750862 | 0.0302949389501725 | 0.984852530524914 |
| 100 | 0.0161922733460518 | 0.0323845466921037 | 0.983807726653948 |
| 101 | 0.0174268668740188 | 0.0348537337480375 | 0.982573133125981 |
| 102 | 0.0183183605483528 | 0.0366367210967057 | 0.981681639451647 |
| 103 | 0.0721762044820118 | 0.144352408964024 | 0.927823795517988 |
| 104 | 0.112156665318327 | 0.224313330636653 | 0.887843334681673 |
| 105 | 0.100521487456934 | 0.201042974913869 | 0.899478512543066 |
| 106 | 0.0765759628711882 | 0.153151925742376 | 0.923424037128812 |
| 107 | 0.0698542506512763 | 0.139708501302553 | 0.930145749348724 |
| 108 | 0.0516786067934658 | 0.103357213586932 | 0.948321393206534 |
| 109 | 0.0379517603397906 | 0.0759035206795812 | 0.96204823966021 |
| 110 | 0.0960094186993362 | 0.192018837398672 | 0.903990581300664 |
| 111 | 0.0846208578266544 | 0.169241715653309 | 0.915379142173346 |
| 112 | 0.0687785145628532 | 0.137557029125706 | 0.931221485437147 |
| 113 | 0.236375210145297 | 0.472750420290594 | 0.763624789854703 |
| 114 | 0.219983501200701 | 0.439967002401403 | 0.780016498799299 |
| 115 | 0.201073052767731 | 0.402146105535462 | 0.798926947232269 |
| 116 | 0.210015822198575 | 0.42003164439715 | 0.789984177801425 |
| 117 | 0.156508047667036 | 0.313016095334071 | 0.843491952332964 |
| 118 | 0.119868952807705 | 0.239737905615410 | 0.880131047192295 |
| 119 | 0.0806547225430924 | 0.161309445086185 | 0.919345277456908 |
| 120 | 0.0498213721610169 | 0.0996427443220338 | 0.950178627838983 |
| 121 | 0.028434673828391 | 0.056869347656782 | 0.97156532617161 |
| 122 | 0.0294808187239754 | 0.0589616374479507 | 0.970519181276025 |
| 123 | 0.0144324008005118 | 0.0288648016010236 | 0.985567599199488 |
| 124 | 0.00599815760403521 | 0.0119963152080704 | 0.994001842395965 |
| 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 | 16 | 0.134453781512605 | NOK |
| 10% type I error level | 44 | 0.369747899159664 | NOK |
