| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 639.947826086957 + 181.71884057971X2[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) | 639.947826086957 | 13.417934 | 47.6935 | 0 | 0 |
| X2 | 181.71884057971 | 39.50133 | 4.6003 | 1e-05 | 5e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.376667146038657 |
| R-squared | 0.141878138904907 |
| Adjusted R-squared | 0.135174061865102 |
| F-TEST (value) | 21.1629636805345 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 128 |
| p-value | 1.00085251950599e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 143.891316958371 |
| Sum Squared Residuals | 2650203.02028986 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 621 | 639.947826086955 | -18.9478260869546 |
| 2 | 587 | 639.947826086956 | -52.9478260869563 |
| 3 | 655 | 639.947826086957 | 15.0521739130435 |
| 4 | 517 | 639.947826086957 | -122.947826086957 |
| 5 | 646 | 639.947826086957 | 6.05217391304346 |
| 6 | 657 | 639.947826086957 | 17.0521739130435 |
| 7 | 382 | 639.947826086957 | -257.947826086957 |
| 8 | 345 | 639.947826086957 | -294.947826086957 |
| 9 | 625 | 639.947826086957 | -14.9478260869565 |
| 10 | 654 | 639.947826086957 | 14.0521739130435 |
| 11 | 606 | 639.947826086957 | -33.9478260869565 |
| 12 | 510 | 639.947826086957 | -129.947826086957 |
| 13 | 614 | 639.947826086957 | -25.9478260869565 |
| 14 | 647 | 639.947826086957 | 7.05217391304346 |
| 15 | 580 | 639.947826086957 | -59.9478260869565 |
| 16 | 614 | 639.947826086957 | -25.9478260869565 |
| 17 | 636 | 639.947826086957 | -3.94782608695654 |
| 18 | 388 | 639.947826086957 | -251.947826086957 |
| 19 | 356 | 639.947826086957 | -283.947826086957 |
| 20 | 639 | 639.947826086957 | -0.947826086956538 |
| 21 | 753 | 639.947826086957 | 113.052173913043 |
| 22 | 611 | 639.947826086957 | -28.9478260869565 |
| 23 | 639 | 639.947826086957 | -0.947826086956538 |
| 24 | 630 | 639.947826086957 | -9.94782608695654 |
| 25 | 586 | 639.947826086957 | -53.9478260869565 |
| 26 | 695 | 639.947826086957 | 55.0521739130435 |
| 27 | 552 | 639.947826086957 | -87.9478260869565 |
| 28 | 619 | 639.947826086957 | -20.9478260869565 |
| 29 | 681 | 639.947826086957 | 41.0521739130435 |
| 30 | 421 | 639.947826086957 | -218.947826086957 |
| 31 | 307 | 639.947826086957 | -332.947826086957 |
| 32 | 754 | 639.947826086957 | 114.052173913043 |
| 33 | 690 | 639.947826086957 | 50.0521739130435 |
| 34 | 644 | 639.947826086957 | 4.05217391304346 |
| 35 | 643 | 639.947826086957 | 3.05217391304346 |
| 36 | 608 | 639.947826086957 | -31.9478260869565 |
| 37 | 651 | 639.947826086957 | 11.0521739130435 |
| 38 | 691 | 639.947826086957 | 51.0521739130435 |
| 39 | 627 | 639.947826086957 | -12.9478260869565 |
| 40 | 634 | 639.947826086957 | -5.94782608695654 |
| 41 | 731 | 639.947826086957 | 91.0521739130435 |
| 42 | 475 | 639.947826086957 | -164.947826086957 |
| 43 | 337 | 639.947826086957 | -302.947826086957 |
| 44 | 803 | 639.947826086957 | 163.052173913043 |
| 45 | 722 | 639.947826086957 | 82.0521739130435 |
| 46 | 590 | 639.947826086957 | -49.9478260869565 |
| 47 | 724 | 639.947826086957 | 84.0521739130435 |
| 48 | 627 | 639.947826086957 | -12.9478260869565 |
| 49 | 696 | 639.947826086957 | 56.0521739130435 |
| 50 | 825 | 639.947826086957 | 185.052173913043 |
| 51 | 677 | 639.947826086957 | 37.0521739130435 |
| 52 | 656 | 639.947826086957 | 16.0521739130435 |
| 53 | 785 | 639.947826086957 | 145.052173913043 |
| 54 | 412 | 639.947826086957 | -227.947826086957 |
| 55 | 352 | 639.947826086957 | -287.947826086957 |
| 56 | 839 | 639.947826086957 | 199.052173913043 |
| 57 | 729 | 639.947826086957 | 89.0521739130435 |
| 58 | 696 | 639.947826086957 | 56.0521739130435 |
| 59 | 641 | 639.947826086957 | 1.05217391304346 |
| 60 | 695 | 639.947826086957 | 55.0521739130435 |
| 61 | 638 | 639.947826086957 | -1.94782608695654 |
| 62 | 762 | 639.947826086957 | 122.052173913043 |
| 63 | 635 | 639.947826086957 | -4.94782608695654 |
| 64 | 721 | 639.947826086957 | 81.0521739130435 |
| 65 | 854 | 639.947826086957 | 214.052173913043 |
| 66 | 418 | 639.947826086957 | -221.947826086957 |
| 67 | 367 | 639.947826086957 | -272.947826086957 |
| 68 | 824 | 639.947826086957 | 184.052173913043 |
| 69 | 687 | 639.947826086957 | 47.0521739130435 |
| 70 | 601 | 639.947826086957 | -38.9478260869565 |
| 71 | 676 | 639.947826086957 | 36.0521739130435 |
| 72 | 740 | 639.947826086957 | 100.052173913043 |
| 73 | 691 | 639.947826086957 | 51.0521739130435 |
| 74 | 683 | 639.947826086957 | 43.0521739130435 |
| 75 | 594 | 639.947826086957 | -45.9478260869565 |
| 76 | 729 | 639.947826086957 | 89.0521739130435 |
| 77 | 731 | 639.947826086957 | 91.0521739130435 |
| 78 | 386 | 639.947826086957 | -253.947826086957 |
| 79 | 331 | 639.947826086957 | -308.947826086957 |
| 80 | 706 | 639.947826086957 | 66.0521739130435 |
| 81 | 715 | 639.947826086957 | 75.0521739130435 |
| 82 | 657 | 639.947826086957 | 17.0521739130435 |
| 83 | 653 | 639.947826086957 | 13.0521739130435 |
| 84 | 642 | 639.947826086957 | 2.05217391304346 |
| 85 | 643 | 639.947826086957 | 3.05217391304346 |
| 86 | 718 | 639.947826086957 | 78.0521739130435 |
| 87 | 654 | 639.947826086957 | 14.0521739130435 |
| 88 | 632 | 639.947826086957 | -7.94782608695654 |
| 89 | 731 | 639.947826086957 | 91.0521739130435 |
| 90 | 392 | 639.947826086957 | -247.947826086957 |
| 91 | 344 | 639.947826086957 | -295.947826086957 |
| 92 | 792 | 639.947826086957 | 152.052173913043 |
| 93 | 852 | 639.947826086957 | 212.052173913043 |
| 94 | 649 | 639.947826086957 | 9.05217391304346 |
| 95 | 629 | 639.947826086957 | -10.9478260869565 |
| 96 | 685 | 639.947826086957 | 45.0521739130435 |
| 97 | 617 | 639.947826086957 | -22.9478260869565 |
| 98 | 715 | 639.947826086957 | 75.0521739130435 |
| 99 | 715 | 639.947826086957 | 75.0521739130435 |
| 100 | 629 | 639.947826086957 | -10.9478260869565 |
| 101 | 916 | 639.947826086957 | 276.052173913043 |
| 102 | 531 | 639.947826086957 | -108.947826086957 |
| 103 | 357 | 639.947826086957 | -282.947826086957 |
| 104 | 917 | 639.947826086957 | 277.052173913043 |
| 105 | 828 | 639.947826086957 | 188.052173913043 |
| 106 | 708 | 639.947826086957 | 68.0521739130435 |
| 107 | 858 | 639.947826086957 | 218.052173913043 |
| 108 | 775 | 639.947826086957 | 135.052173913043 |
| 109 | 785 | 639.947826086957 | 145.052173913043 |
| 110 | 1006 | 639.947826086957 | 366.052173913043 |
| 111 | 789 | 639.947826086957 | 149.052173913043 |
| 112 | 734 | 639.947826086957 | 94.0521739130435 |
| 113 | 906 | 639.947826086957 | 266.052173913043 |
| 114 | 532 | 639.947826086957 | -107.947826086957 |
| 115 | 387 | 639.947826086957 | -252.947826086957 |
| 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 | -8.66666666666667 |
| 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 |
| 5 | 0.100255007850212 | 0.200510015700424 | 0.899744992149788 |
| 6 | 0.0470961231849996 | 0.0941922463699992 | 0.952903876815 |
| 7 | 0.280284213652512 | 0.560568427305023 | 0.719715786347488 |
| 8 | 0.491711926663738 | 0.983423853327476 | 0.508288073336262 |
| 9 | 0.399303046435818 | 0.798606092871635 | 0.600696953564182 |
| 10 | 0.334887527466663 | 0.669775054933327 | 0.665112472533337 |
| 11 | 0.247911145280041 | 0.495822290560083 | 0.752088854719959 |
| 12 | 0.19001875612265 | 0.3800375122453 | 0.80998124387735 |
| 13 | 0.135707926161937 | 0.271415852323875 | 0.864292073838063 |
| 14 | 0.102944216957302 | 0.205888433914604 | 0.897055783042698 |
| 15 | 0.0671782417677335 | 0.134356483535467 | 0.932821758232267 |
| 16 | 0.0439592261900637 | 0.0879184523801274 | 0.956040773809936 |
| 17 | 0.0297346021567667 | 0.0594692043135334 | 0.970265397843233 |
| 18 | 0.0601848674706255 | 0.120369734941251 | 0.939815132529375 |
| 19 | 0.124320787645638 | 0.248641575291275 | 0.875679212354362 |
| 20 | 0.0992491540410588 | 0.198498308082118 | 0.900750845958941 |
| 21 | 0.132128987825773 | 0.264257975651547 | 0.867871012174226 |
| 22 | 0.0989748588540176 | 0.197949717708035 | 0.901025141145982 |
| 23 | 0.0760875047236394 | 0.152175009447279 | 0.923912495276361 |
| 24 | 0.0563683213282901 | 0.11273664265658 | 0.94363167867171 |
| 25 | 0.0393541750218919 | 0.0787083500437838 | 0.960645824978108 |
| 26 | 0.0353408770247964 | 0.0706817540495928 | 0.964659122975204 |
| 27 | 0.0251420846741688 | 0.0502841693483377 | 0.97485791532583 |
| 28 | 0.017237844821409 | 0.034475689642818 | 0.98276215517859 |
| 29 | 0.014060749792796 | 0.0281214995855921 | 0.985939250207204 |
| 30 | 0.0206674256398474 | 0.0413348512796947 | 0.979332574360153 |
| 31 | 0.0788178835149424 | 0.157635767029885 | 0.921182116485058 |
| 32 | 0.0937109435103784 | 0.187421887020757 | 0.906289056489622 |
| 33 | 0.083119839846298 | 0.166239679692596 | 0.916880160153702 |
| 34 | 0.0655130033481307 | 0.131026006696261 | 0.93448699665187 |
| 35 | 0.0508397526054029 | 0.101679505210806 | 0.949160247394597 |
| 36 | 0.0376312513890815 | 0.075262502778163 | 0.962368748610918 |
| 37 | 0.028811482882591 | 0.057622965765182 | 0.971188517117409 |
| 38 | 0.0243139529158949 | 0.0486279058317898 | 0.975686047084105 |
| 39 | 0.0175387521601749 | 0.0350775043203497 | 0.982461247839825 |
| 40 | 0.0125619098707421 | 0.0251238197414843 | 0.987438090129258 |
| 41 | 0.012332524428739 | 0.024665048857478 | 0.98766747557126 |
| 42 | 0.01279578200018 | 0.0255915640003599 | 0.98720421799982 |
| 43 | 0.0387142421457459 | 0.0774284842914918 | 0.961285757854254 |
| 44 | 0.0548645586644382 | 0.109729117328876 | 0.945135441335562 |
| 45 | 0.050791869901505 | 0.10158373980301 | 0.949208130098495 |
| 46 | 0.0389896667980929 | 0.0779793335961859 | 0.961010333201907 |
| 47 | 0.0358481342494114 | 0.0716962684988228 | 0.964151865750589 |
| 48 | 0.0268774918275489 | 0.0537549836550977 | 0.97312250817245 |
| 49 | 0.0221907904022031 | 0.0443815808044063 | 0.977809209597797 |
| 50 | 0.0336622030238113 | 0.0673244060476227 | 0.96633779697619 |
| 51 | 0.0264243751240183 | 0.0528487502480365 | 0.973575624875982 |
| 52 | 0.019874026318733 | 0.039748052637466 | 0.980125973681267 |
| 53 | 0.0226702580765792 | 0.0453405161531584 | 0.97732974192342 |
| 54 | 0.0353470511563347 | 0.0706941023126694 | 0.964652948843665 |
| 55 | 0.0786751699000962 | 0.157350339800192 | 0.921324830099904 |
| 56 | 0.10806258364299 | 0.216125167285981 | 0.89193741635701 |
| 57 | 0.0975996129715923 | 0.195199225943185 | 0.902400387028408 |
| 58 | 0.0821022301254246 | 0.164204460250849 | 0.917897769874575 |
| 59 | 0.0650393906811291 | 0.130078781362258 | 0.934960609318871 |
| 60 | 0.0535363832389117 | 0.107072766477823 | 0.946463616761088 |
| 61 | 0.0414147381369132 | 0.0828294762738264 | 0.958585261863087 |
| 62 | 0.0399502447573963 | 0.0799004895147927 | 0.960049755242604 |
| 63 | 0.0304191968542745 | 0.0608383937085489 | 0.969580803145726 |
| 64 | 0.0255280215882194 | 0.0510560431764388 | 0.97447197841178 |
| 65 | 0.0380315432626363 | 0.0760630865252726 | 0.961968456737364 |
| 66 | 0.0558448617808764 | 0.111689723561753 | 0.944155138219124 |
| 67 | 0.106998033775805 | 0.213996067551611 | 0.893001966224195 |
| 68 | 0.12378966706074 | 0.24757933412148 | 0.87621033293926 |
| 69 | 0.102738886705838 | 0.205477773411676 | 0.897261113294162 |
| 70 | 0.0842321000267899 | 0.16846420005358 | 0.91576789997321 |
| 71 | 0.0677533475833701 | 0.13550669516674 | 0.93224665241663 |
| 72 | 0.0595754726449011 | 0.119150945289802 | 0.940424527355099 |
| 73 | 0.0476561235172378 | 0.0953122470344756 | 0.952343876482762 |
| 74 | 0.0373432261909669 | 0.0746864523819337 | 0.962656773809033 |
| 75 | 0.0294233675617908 | 0.0588467351235815 | 0.97057663243821 |
| 76 | 0.0243889243813326 | 0.0487778487626652 | 0.975611075618667 |
| 77 | 0.0201478685612842 | 0.0402957371225683 | 0.979852131438716 |
| 78 | 0.039718272571176 | 0.0794365451423521 | 0.960281727428824 |
| 79 | 0.1082405462247 | 0.2164810924494 | 0.8917594537753 |
| 80 | 0.0898537798701289 | 0.179707559740258 | 0.910146220129871 |
| 81 | 0.0746108401231106 | 0.149221680246221 | 0.925389159876889 |
| 82 | 0.0588063399657983 | 0.117612679931597 | 0.941193660034202 |
| 83 | 0.0457475660464342 | 0.0914951320928685 | 0.954252433953566 |
| 84 | 0.0352348236632926 | 0.0704696473265852 | 0.964765176336707 |
| 85 | 0.0267842272079635 | 0.053568454415927 | 0.973215772792037 |
| 86 | 0.0210176418464884 | 0.0420352836929768 | 0.978982358153512 |
| 87 | 0.0154987424911578 | 0.0309974849823157 | 0.984501257508842 |
| 88 | 0.0114222035776411 | 0.0228444071552822 | 0.98857779642236 |
| 89 | 0.00884502544774458 | 0.0176900508954892 | 0.991154974552255 |
| 90 | 0.0210907933881007 | 0.0421815867762013 | 0.9789092066119 |
| 91 | 0.0736366079564381 | 0.147273215912876 | 0.926363392043562 |
| 92 | 0.067868372925812 | 0.135736745851624 | 0.932131627074188 |
| 93 | 0.0767277921308624 | 0.153455584261725 | 0.923272207869138 |
| 94 | 0.06089873301786 | 0.12179746603572 | 0.93910126698214 |
| 95 | 0.0490188498504858 | 0.0980376997009716 | 0.950981150149514 |
| 96 | 0.0374596018627573 | 0.0749192037255146 | 0.962540398137243 |
| 97 | 0.0304327766704681 | 0.0608655533409363 | 0.969567223329532 |
| 98 | 0.0228854931672481 | 0.0457709863344961 | 0.977114506832752 |
| 99 | 0.016917669171659 | 0.033835338343318 | 0.98308233082834 |
| 100 | 0.0131245702125683 | 0.0262491404251367 | 0.986875429787432 |
| 101 | 0.0206551460488982 | 0.0413102920977963 | 0.979344853951102 |
| 102 | 0.0229124161662875 | 0.0458248323325749 | 0.977087583833713 |
| 103 | 0.106112336121117 | 0.212224672242234 | 0.893887663878883 |
| 104 | 0.131132762818706 | 0.262265525637411 | 0.868867237181294 |
| 105 | 0.119221036197808 | 0.238442072395616 | 0.880778963802192 |
| 106 | 0.0935527708291201 | 0.18710554165824 | 0.90644722917088 |
| 107 | 0.0919189633896814 | 0.183837926779363 | 0.908081036610319 |
| 108 | 0.0729951375812658 | 0.145990275162532 | 0.927004862418734 |
| 109 | 0.058275652356827 | 0.116551304713654 | 0.941724347643173 |
| 110 | 0.15709731800858 | 0.314194636017161 | 0.84290268199142 |
| 111 | 0.147865744639035 | 0.295731489278071 | 0.852134255360965 |
| 112 | 0.126576315373223 | 0.253152630746446 | 0.873423684626777 |
| 113 | 0.374011003320634 | 0.748022006641268 | 0.625988996679366 |
| 114 | 0.336304553083842 | 0.672609106167684 | 0.663695446916158 |
| 115 | 0.28940717658677 | 0.57881435317354 | 0.71059282341323 |
| 116 | 0.302378142705396 | 0.604756285410791 | 0.697621857294604 |
| 117 | 0.237323786362135 | 0.474647572724271 | 0.762676213637865 |
| 118 | 0.190852202991735 | 0.38170440598347 | 0.809147797008265 |
| 119 | 0.137276511697068 | 0.274553023394136 | 0.862723488302932 |
| 120 | 0.0918261635160826 | 0.183652327032165 | 0.908173836483917 |
| 121 | 0.057464079952317 | 0.114928159904634 | 0.942535920047683 |
| 122 | 0.0613821954413412 | 0.122764390882682 | 0.938617804558659 |
| 123 | 0.0342797972534725 | 0.068559594506945 | 0.965720202746527 |
| 124 | 0.016944140378733 | 0.033888280757466 | 0.983055859621267 |
| 125 | 0.0150711707693408 | 0.0301423415386816 | 0.98492882923066 |
| 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 | 25 | 0.206611570247934 | NOK |
| 10% type I error level | 56 | 0.462809917355372 | NOK |
