Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 628.524752475248 + 145.199385455787X1[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 | 14.217859 | 44.2067 | 0 | 0 |
X1 | 145.199385455787 | 30.102799 | 4.8235 | 4e-06 | 2e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.392182037649388 |
R-squared | 0.153806750654826 |
Adjusted R-squared | 0.147195865894317 |
F-TEST (value) | 23.2656832219505 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 128 |
p-value | 3.93801559650520e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 142.887712175676 |
Sum Squared Residuals | 2613362.98122226 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 621 | 628.524752475246 | -7.52475247524569 |
2 | 587 | 628.524752475247 | -41.5247524752474 |
3 | 655 | 628.524752475248 | 26.4752475247525 |
4 | 517 | 628.524752475248 | -111.524752475248 |
5 | 646 | 628.524752475248 | 17.4752475247525 |
6 | 657 | 628.524752475248 | 28.4752475247525 |
7 | 382 | 628.524752475248 | -246.524752475248 |
8 | 345 | 628.524752475248 | -283.524752475248 |
9 | 625 | 628.524752475248 | -3.52475247524755 |
10 | 654 | 628.524752475248 | 25.4752475247525 |
11 | 606 | 628.524752475248 | -22.5247524752475 |
12 | 510 | 628.524752475248 | -118.524752475248 |
13 | 614 | 628.524752475248 | -14.5247524752475 |
14 | 647 | 628.524752475248 | 18.4752475247525 |
15 | 580 | 628.524752475248 | -48.5247524752476 |
16 | 614 | 628.524752475248 | -14.5247524752475 |
17 | 636 | 628.524752475248 | 7.47524752475245 |
18 | 388 | 628.524752475248 | -240.524752475248 |
19 | 356 | 628.524752475248 | -272.524752475248 |
20 | 639 | 628.524752475248 | 10.4752475247525 |
21 | 753 | 628.524752475248 | 124.475247524752 |
22 | 611 | 628.524752475248 | -17.5247524752475 |
23 | 639 | 628.524752475248 | 10.4752475247525 |
24 | 630 | 628.524752475248 | 1.47524752475245 |
25 | 586 | 628.524752475248 | -42.5247524752476 |
26 | 695 | 628.524752475248 | 66.4752475247525 |
27 | 552 | 628.524752475248 | -76.5247524752475 |
28 | 619 | 628.524752475248 | -9.52475247524755 |
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 | 15.4752475247525 |
35 | 643 | 628.524752475248 | 14.4752475247525 |
36 | 608 | 628.524752475248 | -20.5247524752475 |
37 | 651 | 628.524752475248 | 22.4752475247525 |
38 | 691 | 628.524752475248 | 62.4752475247525 |
39 | 627 | 628.524752475248 | -1.52475247524755 |
40 | 634 | 628.524752475248 | 5.47524752475245 |
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 | 93.4752475247525 |
46 | 590 | 628.524752475248 | -38.5247524752476 |
47 | 724 | 628.524752475248 | 95.4752475247525 |
48 | 627 | 628.524752475248 | -1.52475247524755 |
49 | 696 | 628.524752475248 | 67.4752475247525 |
50 | 825 | 628.524752475248 | 196.475247524752 |
51 | 677 | 628.524752475248 | 48.4752475247524 |
52 | 656 | 628.524752475248 | 27.4752475247525 |
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 | 67.4752475247525 |
59 | 641 | 628.524752475248 | 12.4752475247525 |
60 | 695 | 628.524752475248 | 66.4752475247525 |
61 | 638 | 628.524752475248 | 9.47524752475245 |
62 | 762 | 628.524752475248 | 133.475247524752 |
63 | 635 | 628.524752475248 | 6.47524752475245 |
64 | 721 | 628.524752475248 | 92.4752475247525 |
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 | -27.5247524752475 |
71 | 676 | 628.524752475248 | 47.4752475247524 |
72 | 740 | 628.524752475248 | 111.475247524752 |
73 | 691 | 628.524752475248 | 62.4752475247525 |
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 | 77.4752475247525 |
81 | 715 | 628.524752475248 | 86.4752475247525 |
82 | 657 | 628.524752475248 | 28.4752475247525 |
83 | 653 | 628.524752475248 | 24.4752475247525 |
84 | 642 | 628.524752475248 | 13.4752475247525 |
85 | 643 | 628.524752475248 | 14.4752475247525 |
86 | 718 | 628.524752475248 | 89.4752475247525 |
87 | 654 | 628.524752475248 | 25.4752475247525 |
88 | 632 | 628.524752475248 | 3.47524752475245 |
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 | 20.4752475247525 |
95 | 629 | 628.524752475248 | 0.47524752475245 |
96 | 685 | 628.524752475248 | 56.4752475247524 |
97 | 617 | 628.524752475248 | -11.5247524752475 |
98 | 715 | 628.524752475248 | 86.4752475247525 |
99 | 715 | 628.524752475248 | 86.4752475247525 |
100 | 629 | 628.524752475248 | 0.47524752475245 |
101 | 916 | 628.524752475248 | 287.475247524752 |
102 | 531 | 773.724137931034 | -242.724137931034 |
103 | 357 | 773.724137931034 | -416.724137931034 |
104 | 917 | 773.724137931034 | 143.275862068966 |
105 | 828 | 773.724137931035 | 54.2758620689655 |
106 | 708 | 773.724137931034 | -65.7241379310345 |
107 | 858 | 773.724137931035 | 84.2758620689655 |
108 | 775 | 773.724137931035 | 1.27586206896552 |
109 | 785 | 773.724137931035 | 11.2758620689655 |
110 | 1006 | 773.724137931034 | 232.275862068966 |
111 | 789 | 773.724137931035 | 15.2758620689655 |
112 | 734 | 773.724137931035 | -39.7241379310345 |
113 | 906 | 773.724137931034 | 132.275862068966 |
114 | 532 | 773.724137931034 | -241.724137931034 |
115 | 387 | 773.724137931034 | -386.724137931034 |
116 | 991 | 773.724137931034 | 217.275862068966 |
117 | 841 | 773.724137931035 | 67.2758620689655 |
118 | 892 | 773.724137931035 | 118.275862068966 |
119 | 782 | 773.724137931035 | 8.27586206896552 |
120 | 813 | 773.724137931035 | 39.2758620689655 |
121 | 793 | 773.724137931035 | 19.2758620689655 |
122 | 978 | 773.724137931034 | 204.275862068966 |
123 | 775 | 773.724137931035 | 1.27586206896552 |
124 | 797 | 773.724137931035 | 23.2758620689655 |
125 | 946 | 773.724137931034 | 172.275862068966 |
126 | 594 | 773.724137931034 | -179.724137931034 |
127 | 438 | 773.724137931035 | -335.724137931035 |
128 | 1022 | 773.724137931034 | 248.275862068966 |
129 | 868 | 773.724137931035 | 94.2758620689655 |
130 | 795 | 773.724137931035 | 21.2758620689655 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.101967259796059 | 0.203934519592119 | 0.89803274020394 |
6 | 0.0481904091862635 | 0.096380818372527 | 0.951809590813737 |
7 | 0.285090922642108 | 0.570181845284215 | 0.714909077357892 |
8 | 0.497218641072876 | 0.994437282145752 | 0.502781358927124 |
9 | 0.40476542933056 | 0.80953085866112 | 0.59523457066944 |
10 | 0.340355818911244 | 0.680711637822487 | 0.659644181088756 |
11 | 0.252599571758748 | 0.505199143517495 | 0.747400428241252 |
12 | 0.193556460409365 | 0.38711292081873 | 0.806443539590635 |
13 | 0.138503420339819 | 0.277006840679638 | 0.86149657966018 |
14 | 0.105325037307872 | 0.210650074615744 | 0.894674962692128 |
15 | 0.0687785688913393 | 0.137557137782679 | 0.93122143110866 |
16 | 0.0450701565299002 | 0.0901403130598005 | 0.9549298434701 |
17 | 0.0305470819674404 | 0.0610941639348807 | 0.96945291803256 |
18 | 0.0610832640737716 | 0.122166528147543 | 0.938916735926228 |
19 | 0.124589446757307 | 0.249178893514613 | 0.875410553242693 |
20 | 0.099434362567026 | 0.198868725134052 | 0.900565637432974 |
21 | 0.132943886492660 | 0.265887772985320 | 0.86705611350734 |
22 | 0.0994670696266012 | 0.198934139253202 | 0.900532930373399 |
23 | 0.0764557155862519 | 0.152911431172504 | 0.923544284413748 |
24 | 0.0566009894565718 | 0.113201978913144 | 0.943399010543428 |
25 | 0.0393761488839641 | 0.0787522977679282 | 0.960623851116036 |
26 | 0.0354626984796741 | 0.0709253969593483 | 0.964537301520326 |
27 | 0.0250633889469848 | 0.0501267778939697 | 0.974936611053015 |
28 | 0.0171389626894795 | 0.034277925378959 | 0.98286103731052 |
29 | 0.014008979825059 | 0.028017959650118 | 0.985991020174941 |
30 | 0.0202232243806782 | 0.0404464487613564 | 0.979776775619322 |
31 | 0.0755915344328923 | 0.151183068865785 | 0.924408465567108 |
32 | 0.090489619384448 | 0.180979238768896 | 0.909510380615552 |
33 | 0.0803228938609034 | 0.160645787721807 | 0.919677106139097 |
34 | 0.0631086030879065 | 0.126217206175813 | 0.936891396912093 |
35 | 0.0488056224822818 | 0.0976112449645636 | 0.951194377517718 |
36 | 0.0358769803956430 | 0.0717539607912859 | 0.964123019604357 |
37 | 0.0273799303503834 | 0.0547598607007668 | 0.972620069649617 |
38 | 0.0231344512556504 | 0.0462689025113008 | 0.97686554874435 |
39 | 0.0165890037982222 | 0.0331780075964445 | 0.983410996201778 |
40 | 0.0118157527766461 | 0.0236315055532921 | 0.988184247223354 |
41 | 0.0116836588925859 | 0.0233673177851718 | 0.988316341107414 |
42 | 0.0118539030901095 | 0.0237078061802189 | 0.98814609690989 |
43 | 0.0349241558644654 | 0.0698483117289309 | 0.965075844135535 |
44 | 0.0503693043470406 | 0.100738608694081 | 0.94963069565296 |
45 | 0.0468160933763461 | 0.0936321867526921 | 0.953183906623654 |
46 | 0.0354806948663376 | 0.0709613897326752 | 0.964519305133662 |
47 | 0.0327776244908352 | 0.0655552489816704 | 0.967222375509165 |
48 | 0.0243494488790097 | 0.0486988977580193 | 0.97565055112099 |
49 | 0.0201192155366323 | 0.0402384310732646 | 0.979880784463368 |
50 | 0.0313018759823402 | 0.0626037519646803 | 0.96869812401766 |
51 | 0.0245530571519995 | 0.0491061143039989 | 0.975446942848 |
52 | 0.0183928495970397 | 0.0367856991940794 | 0.98160715040296 |
53 | 0.0214084000914462 | 0.0428168001828923 | 0.978591599908554 |
54 | 0.0321955829671425 | 0.064391165934285 | 0.967804417032857 |
55 | 0.0693499281267011 | 0.138699856253402 | 0.930650071873299 |
56 | 0.0979863984677395 | 0.195972796935479 | 0.90201360153226 |
57 | 0.0890023676137902 | 0.178004735227580 | 0.91099763238621 |
58 | 0.0749155632877815 | 0.149831126575563 | 0.925084436712219 |
59 | 0.0588384391468559 | 0.117676878293712 | 0.941161560853144 |
60 | 0.0484879631698764 | 0.0969759263397528 | 0.951512036830124 |
61 | 0.0371499260657483 | 0.0742998521314967 | 0.962850073934252 |
62 | 0.0364788483401324 | 0.0729576966802647 | 0.963521151659868 |
63 | 0.0275029658082947 | 0.0550059316165894 | 0.972497034191705 |
64 | 0.023320835788123 | 0.046641671576246 | 0.976679164211877 |
65 | 0.0364808015909070 | 0.0729616031818141 | 0.963519198409093 |
66 | 0.0508261183796412 | 0.101652236759282 | 0.949173881620359 |
67 | 0.0927298056914554 | 0.185459611382911 | 0.907270194308545 |
68 | 0.110894992812626 | 0.221789985625252 | 0.889105007187374 |
69 | 0.0919561860646452 | 0.183912372129290 | 0.908043813935355 |
70 | 0.0738756411582807 | 0.147751282316561 | 0.92612435884172 |
71 | 0.0591895699246266 | 0.118379139849253 | 0.940810430075373 |
72 | 0.052883502987658 | 0.105767005975316 | 0.947116497012342 |
73 | 0.0424351033637309 | 0.0848702067274618 | 0.95756489663627 |
74 | 0.0333123017866179 | 0.0666246035732358 | 0.966687698213382 |
75 | 0.0255284901015169 | 0.0510569802030338 | 0.974471509898483 |
76 | 0.0215869691760692 | 0.0431739383521383 | 0.97841303082393 |
77 | 0.0182861351781461 | 0.0365722703562923 | 0.981713864821854 |
78 | 0.0327167757014804 | 0.0654335514029607 | 0.96728322429852 |
79 | 0.0829135739718866 | 0.165827147943773 | 0.917086426028113 |
80 | 0.0684641705537883 | 0.136928341107577 | 0.931535829446212 |
81 | 0.0568225643628162 | 0.113645128725632 | 0.943177435637184 |
82 | 0.0438599401464551 | 0.0877198802929101 | 0.956140059853545 |
83 | 0.0333234273467227 | 0.0666468546934455 | 0.966676572653277 |
84 | 0.0249195869389600 | 0.0498391738779199 | 0.97508041306104 |
85 | 0.0183595459820243 | 0.0367190919640486 | 0.981640454017976 |
86 | 0.0144536324889842 | 0.0289072649779684 | 0.985546367511016 |
87 | 0.0103574020199093 | 0.0207148040398186 | 0.98964259798009 |
88 | 0.00731777775852073 | 0.0146355555170415 | 0.99268222224148 |
89 | 0.00575293002711743 | 0.0115058600542349 | 0.994247069972883 |
90 | 0.0121248860851501 | 0.0242497721703002 | 0.98787511391485 |
91 | 0.0418728150570935 | 0.083745630114187 | 0.958127184942906 |
92 | 0.0383532100349159 | 0.0767064200698317 | 0.961646789965084 |
93 | 0.0449372049591846 | 0.0898744099183693 | 0.955062795040815 |
94 | 0.0341207668393071 | 0.0682415336786142 | 0.965879233160693 |
95 | 0.026258800886467 | 0.052517601772934 | 0.973741199113533 |
96 | 0.0194050765201820 | 0.0388101530403641 | 0.980594923479818 |
97 | 0.0155101814116762 | 0.0310203628233524 | 0.984489818588324 |
98 | 0.0114448048370667 | 0.0228896096741333 | 0.988555195162933 |
99 | 0.00840066000170275 | 0.0168013200034055 | 0.991599339998297 |
100 | 0.00884720297452181 | 0.0176944059490436 | 0.991152797025478 |
101 | 0.00975062871119724 | 0.0195012574223945 | 0.990249371288803 |
102 | 0.0127874601430448 | 0.0255749202860896 | 0.987212539856955 |
103 | 0.0701954259288513 | 0.140390851857703 | 0.929804574071149 |
104 | 0.101520109710646 | 0.203040219421293 | 0.898479890289353 |
105 | 0.0874667892575287 | 0.174933578515057 | 0.912533210742471 |
106 | 0.0702053230403538 | 0.140410646080708 | 0.929794676959646 |
107 | 0.0589142952679325 | 0.117828590535865 | 0.941085704732068 |
108 | 0.0429103424695152 | 0.0858206849390305 | 0.957089657530485 |
109 | 0.0303712804017107 | 0.0607425608034214 | 0.96962871959829 |
110 | 0.0462834041467522 | 0.0925668082935044 | 0.953716595853248 |
111 | 0.0319480517602288 | 0.0638961035204576 | 0.968051948239771 |
112 | 0.0219848400703313 | 0.0439696801406626 | 0.978015159929669 |
113 | 0.0187491886843999 | 0.0374983773687998 | 0.9812508113156 |
114 | 0.0336780987736985 | 0.067356197547397 | 0.966321901226302 |
115 | 0.249661765337511 | 0.499323530675023 | 0.750338234662489 |
116 | 0.287547499153111 | 0.575094998306223 | 0.712452500846888 |
117 | 0.223954366465432 | 0.447908732930863 | 0.776045633534568 |
118 | 0.184600311178405 | 0.36920062235681 | 0.815399688821595 |
119 | 0.129977718902003 | 0.259955437804006 | 0.870022281097997 |
120 | 0.0864303368962711 | 0.172860673792542 | 0.913569663103729 |
121 | 0.0534545073456529 | 0.106909014691306 | 0.946545492654347 |
122 | 0.0606872603070071 | 0.121374520614014 | 0.939312739692993 |
123 | 0.0333489217738492 | 0.0666978435476984 | 0.96665107822615 |
124 | 0.0163510985933275 | 0.032702197186655 | 0.983648901406672 |
125 | 0.0151742483555465 | 0.030348496711093 | 0.984825751644454 |
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 | 34 | 0.28099173553719 | NOK |
10% type I error level | 71 | 0.586776859504132 | NOK |