Multiple Linear Regression - Estimated Regression Equation
gold[t] = -76.8068007205395 + 1.46304272967199t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-76.806800720539516.178496-4.74754e-062e-06
t1.463042729671990.12751811.473300


Multiple Linear Regression - Regression Statistics
Multiple R0.614470321452838
R-squared0.377573775946354
Adjusted R-squared0.374705452333204
F-TEST (value)131.635696270563
F-TEST (DF numerator)1
F-TEST (DF denominator)217
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation119.300206245272
Sum Squared Residuals3088461.0086057


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
119.39-75.343757990867994.733757990868
219.39-73.880715261195893.2707152611958
319.39-72.417672531523691.8076725315236
419.39-70.954629801851690.3446298018516
519.39-69.491587072179688.8815870721796
619.39-68.028544342507687.4185443425076
719.39-66.565501612835685.9555016128356
819.39-65.102458883163684.4924588831636
919.39-63.639416153491783.0294161534917
1019.39-62.176373423819781.5663734238197
1119.39-60.713330694147780.1033306941477
1219.39-59.250287964475778.6402879644757
1319.39-57.787245234803777.1772452348037
1419.39-56.324202505131775.7142025051317
1519.39-54.861159775459774.2511597754597
1619.39-53.398117045787772.7881170457877
1719.39-51.935074316115871.3250743161158
1819.39-50.472031586443769.8620315864437
1919.39-49.008988856771868.3989888567718
2019.39-47.545946127099866.9359461270998
2119.39-46.082903397427865.4729033974278
2219.39-44.619860667755864.0098606677558
2319.39-43.156817938083862.5468179380838
2420.1-41.693775208411961.7937752084119
2521.64-40.230732478739961.8707324787399
2620.95-38.767689749067959.7176897490679
2719.46-37.304647019395956.7646470193959
2819.39-35.841604289723955.2316042897239
2919.39-34.378561560051953.7685615600519
3019.39-32.915518830379952.3055188303799
3119.39-31.452476100707950.8424761007079
3219.39-29.989433371036049.379433371036
3319.39-28.526390641364047.916390641364
3419.39-27.063347911692046.453347911692
3519.39-25.6003051820244.99030518202
3619.39-24.13726245234843.527262452348
3719.39-22.67421972267642.064219722676
3819.39-21.211176993004040.601176993004
3919.39-19.748134263332039.138134263332
4019.39-18.285091533660137.6750915336601
4119.39-16.822048803988136.2120488039881
4219.39-15.359006074316134.7490060743161
4319.39-13.895963344644133.2859633446441
4419.94-12.432920614972132.3729206149721
4520.69-10.969877885300131.6598778853001
4620.69-9.5068351556281330.1968351556281
4721.64-8.0437924259561529.6837924259561
4820.86-6.5807496962841727.4407496962842
4920.67-5.1177069666121825.7877069666122
5020.67-3.6546642369401924.3246642369402
5120.67-2.1916215072682122.8616215072682
5220.67-0.72857877759622621.3985787775962
5320.670.73446395207575719.9355360479242
5420.672.1975066817477618.4724933182522
5520.673.6605494114197417.0094505885803
5620.675.1235921410917315.5464078589083
5720.676.5866348707637214.0833651292363
5820.678.049677600435712.6203223995643
5920.679.512720330107711.1572796698923
6020.6710.97576305977979.69423694022032
6120.6712.43880578945178.23119421054834
6220.6713.90184851912366.76815148087636
6320.6715.36489124879565.30510875120438
6420.6716.82793397846763.84206602153238
6520.6718.29097670813962.3790232918604
6620.6719.75401943781160.915980562188413
6720.721.2170621674836-0.517062167483578
6820.6722.6801048971556-2.01010489715556
6920.6724.1431476268275-3.47314762682755
7020.6725.6061903564995-4.93619035649954
7120.6727.0692330861715-6.39923308617153
7223.4228.5322758158435-5.11227581584351
7330.0229.99531854551550.0246814544844973
7442.0331.458361275187510.5716387248125
7532.5232.9214040048595-0.401404004859467
7629.1334.3844467345315-5.25444673453146
7728.5735.8474894642034-7.27748946420345
7828.8837.3105321938754-8.43053219387544
7927.4938.7735749235474-11.2835749235474
8023.7540.2366176532194-16.4866176532194
8123.0941.6996603828914-18.6096603828914
8223.2443.1627031125634-19.9227031125634
8323.5244.6257458422354-21.1057458422354
8422.9946.0887885719074-23.0987885719074
8523.7547.5518313015793-23.8018313015793
8623.0549.0148740312513-25.9648740312513
8721.6650.4779167609233-28.8179167609233
8820.8451.9409594905953-31.1009594905953
8920.6753.4040022202673-32.7340022202673
9020.6754.8670449499393-34.1970449499393
9120.6756.3300876796113-35.6600876796113
9220.6757.7931304092832-37.1231304092832
9320.6759.2561731389552-38.5861731389552
9420.6760.7192158686272-40.0492158686272
9520.6762.1822585982992-41.5122585982992
9620.6763.6453013279712-42.9753013279712
9720.6765.1083440576432-44.4383440576432
9820.6766.5713867873152-45.9013867873152
9920.6768.0344295169872-47.3644295169872
10020.6769.4974722466591-48.8274722466591
10120.6770.9605149763311-50.2905149763311
10220.6772.4235577060031-51.7535577060031
10320.6773.886600435675-53.2166004356751
10420.6775.349643165347-54.6796431653471
10520.6776.812685895019-56.1426858950191
10620.6778.275728624691-57.605728624691
10720.6779.738771354363-59.0687713543630
10820.6781.201814084035-60.531814084035
10920.6782.664856813707-61.994856813707
11020.6784.127899543379-63.457899543379
11120.6785.590942273051-64.920942273051
11220.6787.053985002723-66.383985002723
11320.6788.517027732395-67.847027732395
11420.6789.9800704620669-69.310070462067
11520.6791.4431131917389-70.773113191739
11620.6792.906155921411-72.2361559214109
11720.6794.369198651083-73.6991986510829
11820.6795.832241380755-75.1622413807549
11920.6797.2952841104269-76.6252841104269
12020.6798.7583268400989-78.0883268400989
12120.67100.221369569771-79.5513695697708
12220.67101.684412299443-81.0144122994428
12320.67103.147455029115-82.4774550291148
12420.67104.610497758787-83.9404977587868
12520.67106.073540488459-85.4035404884588
12620.67107.536583218131-86.8665832181308
12720.67108.999625947803-88.3296259478028
12820.67110.462668677475-89.7926686774748
12920.67111.925711407147-91.2557114071467
13020.67113.388754136819-92.7187541368187
13120.67114.851796866491-94.1817968664907
13220.67116.314839596163-95.6448395961627
13320.67117.777882325835-97.1078823258347
13420.67119.240925055507-98.5709250555067
13520.67120.703967785179-100.033967785179
13620.67122.167010514851-101.497010514851
13720.67123.630053244523-102.960053244523
13820.67125.093095974195-104.423095974195
13920.67126.556138703867-105.886138703867
14020.67128.019181433539-107.349181433539
14120.67129.482224163211-108.812224163211
14220.67130.945266892883-110.275266892883
14324.44132.408309622555-107.968309622555
14434.94133.871352352227-98.9313523522265
14535135.334395081899-100.334395081899
14635136.797437811570-101.797437811571
14735138.260480541242-103.260480541243
14835139.723523270914-104.723523270914
14935141.186566000586-106.186566000586
15035142.649608730258-107.649608730258
15135144.112651459930-109.112651459930
15235145.575694189602-110.575694189602
15335147.038736919274-112.038736919274
15435148.501779648946-113.501779648946
15535149.964822378618-114.964822378618
15635151.427865108290-116.427865108290
15735152.890907837962-117.890907837962
15835154.353950567634-119.353950567634
15935155.816993297306-120.816993297306
16035157.280036026978-122.280036026978
16135158.743078756650-123.743078756650
16235160.206121486322-125.206121486322
16335161.669164215994-126.669164215994
16435163.132206945666-128.132206945666
16535164.595249675338-129.595249675338
16635166.058292405010-131.058292405010
16735167.521335134682-132.521335134682
16835168.984377864354-133.984377864354
16935170.447420594026-135.447420594026
17035171.910463323698-136.910463323698
17135173.373506053370-138.373506053370
17235174.836548783042-139.836548783042
17335176.299591512714-141.299591512714
17435177.762634242386-142.762634242386
17535179.225676972058-144.225676972058
17635180.68871970173-145.68871970173
17735182.151762431402-147.151762431402
17839.26183.614805161074-144.354805161074
17941.51185.077847890746-143.567847890746
18036.41186.540890620418-150.130890620418
18141.25188.00393335009-146.75393335009
18258.6189.466976079762-130.866976079762
18397.81190.930018809434-93.120018809434
184159.74192.393061539106-32.653061539106
185161.49193.856104268778-32.366104268778
186125.32195.31914699845-69.99914699845
187148.31196.782189728122-48.472189728122
188193.55198.245232457794-4.69523245779394
189307.5199.708275187466107.791724812534
190612.56201.171317917138411.388682082862
191459.64202.63436064681257.00563935319
192375.91204.097403376482171.812596623518
193424205.560446106154218.439553893846
194360.66207.023488835826153.636511164174
195317.66208.486531565498109.173468434502
196368.24209.94957429517158.29042570483
197447.95211.412617024842236.537382975158
198438.31212.875659754514225.434340245486
199382.58214.338702484186168.241297515814
200384.93215.801745213858169.128254786142
201363.29217.264787943530146.025212056470
202344.97218.727830673202126.242169326798
203360.91220.190873402874140.719126597126
204385.42221.653916132546163.766083867454
205385.5223.116958862218162.383041137782
206389.09224.580001591890164.509998408110
207332.39226.043044321562106.346955678438
208295.24227.50608705123467.7339129487663
209279.91228.96912978090650.9408702190943
210280.1230.43217251057849.6678274894223
211272.22231.89521524025040.3247847597504
212311.33233.35825796992277.9717420300783
213364.8234.821300699594129.978699300406
214410.52236.284343429266174.235656570734
215446237.747386158938208.252613841062
216606239.210428888610366.789571111390
217699240.673471618282458.326528381718
218768242.136514347953525.863485652047
219950243.599557077625706.400442922375


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
5001
67.94307372402033e-671.58861474480407e-661
71.07378625186384e-812.14757250372768e-811
81.46083949873990e-992.92167899747980e-991
9001
102.93320227361358e-1325.86640454722716e-1321
111.34071071073911e-1482.68142142147822e-1481
123.65368161545774e-1607.30736323091548e-1601
132.87840542263395e-1815.75681084526789e-1811
147.16395917548236e-1921.43279183509647e-1911
155.20168931272452e-2101.04033786254490e-2091
164.92532748525464e-2269.85065497050928e-2261
171.42969475090773e-2462.85938950181545e-2461
184.47438292975791e-2588.94876585951583e-2581
195.62234655765431e-2691.12446931153086e-2681
20001
212.08825728827862e-3004.17651457655724e-3001
224.04366985360256e-3168.08733970720511e-3161
23001
242.35788978381558e-614.71577956763115e-611
259.38086561483643e-531.87617312296729e-521
264.38281192858469e-548.76562385716939e-541
273.41630816453004e-566.83261632906007e-561
282.78785479588461e-585.57570959176922e-581
292.01862321780490e-604.03724643560981e-601
301.32931204981663e-622.65862409963327e-621
318.10196051452053e-651.62039210290411e-641
324.62960473609915e-679.2592094721983e-671
332.50458703960758e-695.00917407921517e-691
341.29262049092815e-712.58524098185631e-711
356.40285925965416e-741.28057185193083e-731
363.05892610449485e-766.1178522089897e-761
371.41514830224163e-782.83029660448326e-781
386.3610335985438e-811.27220671970876e-801
392.78595027413768e-835.57190054827536e-831
401.19175061164687e-852.38350122329375e-851
414.98958889781785e-889.9791777956357e-881
422.04830281256278e-904.09660562512556e-901
438.25769609089292e-931.65153921817858e-921
444.56780654748666e-959.13561309497332e-951
453.2376900533725e-966.475380106745e-961
461.17103225863959e-972.34206451727919e-971
472.89787216890264e-975.79574433780528e-971
485.19725641044411e-991.03945128208882e-981
494.7047034906465e-1019.409406981293e-1011
503.76742724155249e-1037.53485448310498e-1031
512.72762475389983e-1055.45524950779966e-1051
521.81655783424249e-1073.63311566848499e-1071
531.12851106146305e-1092.2570221229261e-1091
546.61541774994584e-1121.32308354998917e-1111
553.69484014523849e-1147.38968029047698e-1141
561.98235644255310e-1163.96471288510620e-1161
571.02890419242363e-1182.05780838484725e-1181
585.197911960529e-1211.0395823921058e-1201
592.56958777997769e-1235.13917555995539e-1231
601.24887523369036e-1252.49775046738073e-1251
615.99237843411578e-1281.19847568682316e-1271
622.84907426775598e-1305.69814853551197e-1301
631.34665137164379e-1322.69330274328757e-1321
646.34629347983586e-1351.26925869596717e-1341
652.98969728602075e-1375.97939457204149e-1371
661.41117691744304e-1392.82235383488608e-1391
676.63037506251309e-1421.32607501250262e-1411
683.16271130669209e-1446.32542261338417e-1441
691.52011532296895e-1463.04023064593791e-1461
707.37232508880023e-1491.47446501776005e-1481
713.61230296653759e-1517.22460593307519e-1511
722.88841679689671e-1485.77683359379342e-1481
734.42362875730958e-1278.84725751461916e-1271
741.15887060894111e-1032.31774121788223e-1031
751.57711323992404e-1023.15422647984807e-1021
763.48406684256920e-1036.96813368513839e-1031
774.20660348033401e-1048.41320696066802e-1041
784.98473118807686e-1059.96946237615373e-1051
792.76520786504097e-1065.53041573008195e-1061
809.08399269655253e-1081.81679853931051e-1071
813.26807738285846e-1096.53615476571692e-1091
821.15691731044950e-1102.31383462089901e-1101
833.97398523048057e-1127.94797046096113e-1121
841.49598584837956e-1132.99197169675912e-1131
855.08318460376591e-1151.01663692075318e-1141
861.93296277849184e-1163.86592555698368e-1161
871.07929506669149e-1172.15859013338298e-1171
888.20034927852724e-1191.64006985570545e-1181
896.48034244264552e-1201.29606848852910e-1191
904.93759869595277e-1219.87519739190554e-1211
913.64113280296899e-1227.28226560593799e-1221
922.60754234461164e-1235.21508468922328e-1231
931.81894243261601e-1243.63788486523203e-1241
941.23933098815211e-1252.47866197630422e-1251
958.26822168141277e-1271.65364433628255e-1261
965.41342150944042e-1281.08268430188808e-1271
973.48546294077596e-1296.97092588155192e-1291
982.21104763589439e-1304.42209527178877e-1301
991.38433117070588e-1312.76866234141176e-1311
1008.5680938584084e-1331.71361877168168e-1321
1015.25022696136096e-1341.05004539227219e-1331
1023.18950817732669e-1356.37901635465339e-1351
1031.92345842932879e-1363.84691685865759e-1361
1041.15287057504703e-1372.30574115009406e-1371
1056.87557767479095e-1391.37511553495819e-1381
1064.08442445804958e-1408.16884891609916e-1401
1072.41924660149433e-1414.83849320298866e-1411
1081.43009887435659e-1422.86019774871318e-1421
1098.4445000249409e-1441.68890000498818e-1431
1104.98501805311564e-1459.97003610623127e-1451
1112.94432825695881e-1465.88865651391763e-1461
1121.74122098871624e-1473.48244197743249e-1471
1131.03174305270335e-1482.0634861054067e-1481
1146.1294538480335e-1501.2258907696067e-1491
1153.65315499317448e-1517.30630998634897e-1511
1162.18552097776271e-1524.37104195552542e-1521
1171.31312968109809e-1532.62625936219617e-1531
1187.92741365571861e-1551.58548273114372e-1541
1194.81074001116577e-1569.62148002233153e-1561
1202.93570756005342e-1575.87141512010685e-1571
1211.80208868252682e-1583.60417736505364e-1581
1221.11306502235746e-1592.22613004471492e-1591
1236.91894118236607e-1611.38378823647321e-1601
1244.32913069994193e-1628.65826139988386e-1621
1252.72673266772872e-1635.45346533545744e-1631
1261.72891473923231e-1643.45782947846461e-1641
1271.10349210597605e-1652.20698421195211e-1651
1287.08874813557053e-1671.41774962711411e-1661
1294.58222311482505e-1689.1644462296501e-1681
1302.97954248844649e-1695.95908497689297e-1691
1311.94807257115766e-1703.89614514231532e-1701
1321.28000024656630e-1712.56000049313261e-1711
1338.4465496229854e-1731.68930992459708e-1721
1345.59334669813574e-1741.11866933962715e-1731
1353.71351797619331e-1757.42703595238662e-1751
1362.46918761913359e-1764.93837523826718e-1761
1371.64225796048393e-1773.28451592096786e-1771
1381.09103158948202e-1782.18206317896404e-1781
1397.22858486189079e-1801.44571697237816e-1791
1404.76779452917776e-1819.53558905835552e-1811
1413.12443170976967e-1826.24886341953934e-1821
1422.02984833938328e-1834.05969667876655e-1831
1431.93616021017041e-1843.87232042034081e-1841
1445.74224708867509e-1811.14844941773502e-1801
1453.27651413588166e-1786.55302827176331e-1781
1465.16049646099306e-1761.03209929219861e-1751
1473.03978341485870e-1746.07956682971741e-1741
1488.23572968163484e-1731.64714593632697e-1721
1491.18835139662419e-1712.37670279324838e-1711
1501.0164952314158e-1702.0329904628316e-1701
1515.58467565972441e-1701.11693513194488e-1691
1522.09476088574392e-1694.18952177148784e-1691
1535.62296316471885e-1691.12459263294377e-1681
1541.12047088276537e-1682.24094176553074e-1681
1551.70559124709871e-1683.41118249419742e-1681
1562.02821158208546e-1684.05642316417092e-1681
1571.91733507537183e-1683.83467015074365e-1681
1581.46050214810154e-1682.92100429620307e-1681
1599.05795986878755e-1691.81159197375751e-1681
1604.60996990841776e-1699.21993981683552e-1691
1611.93673484403352e-1693.87346968806703e-1691
1626.74642913405956e-1701.34928582681191e-1691
1631.95523409061956e-1703.91046818123912e-1701
1644.72814545960167e-1719.45629091920333e-1711
1659.56646851898256e-1721.91329370379651e-1711
1661.62459786157114e-1723.24919572314228e-1721
1672.32501226507300e-1734.65002453014601e-1731
1682.81951656511834e-1745.63903313023669e-1741
1692.91935983133117e-1755.83871966266233e-1751
1702.60783569698113e-1765.21567139396226e-1761
1712.03823973318748e-1774.07647946637497e-1771
1721.42014968321987e-1782.84029936643974e-1781
1739.04026137834055e-1801.80805227566811e-1791
1745.42821154037666e-1811.08564230807533e-1801
1753.20375289870714e-1826.40750579741429e-1821
1761.95990408782139e-1833.91980817564278e-1831
1771.33077065400658e-1842.66154130801316e-1841
1783.81521823388088e-1857.63043646776176e-1851
1793.43422560023310e-1856.86845120046621e-1851
1807.32096044692349e-1861.46419208938470e-1851
1811.29708117188660e-1852.59416234377319e-1851
1821.54230431288581e-1793.08460862577162e-1791
1831.93753172240275e-1543.87506344480551e-1541
1848.72958089831859e-1161.74591617966372e-1151
1855.07077577685355e-981.01415515537071e-971
1861.19898293770635e-912.39796587541271e-911
1871.58096313860934e-833.16192627721867e-831
1884.84274396816798e-729.68548793633596e-721
1891.79368202111941e-523.58736404223883e-521
1901.26619188007081e-192.53238376014162e-191
1914.86447640412002e-149.72895280824004e-140.999999999999951
1923.92194180402568e-127.84388360805135e-120.999999999996078
1936.8099521748333e-101.36199043496666e-090.999999999319005
1945.00494812937687e-091.00098962587537e-080.999999994995052
1951.02535173317201e-082.05070346634401e-080.999999989746483
1964.51334909389837e-089.02669818779674e-080.999999954866509
1971.24006020918289e-062.48012041836578e-060.99999875993979
1981.77756314132509e-053.55512628265019e-050.999982224368587
1995.95960090478073e-050.0001191920180956150.999940403990952
2000.0002016744635058930.0004033489270117870.999798325536494
2010.0004616717374260410.0009233434748520820.999538328262574
2020.0007934166830344740.001586833366068950.999206583316966
2030.001770512918494270.003541025836988540.998229487081506
2040.006580322374590.013160644749180.99341967762541
2050.02870053434098250.0574010686819650.971299465659017
2060.1565340161216620.3130680322433250.843465983878338
2070.3869379314421220.7738758628842440.613062068557878
2080.6173817884192040.7652364231615920.382618211580796
2090.7947018237837320.4105963524325360.205298176216268
2100.9098299410923250.1803401178153490.0901700589076746
2110.9304779961258040.1390440077483920.0695220038741959
2120.9405429688995430.1189140622009140.0594570311004572
2130.9556251690301870.08874966193962620.0443748309698131
2140.9412866409681670.1174267180636650.0587133590318326


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1990.947619047619048NOK
5% type I error level2000.952380952380952NOK
10% type I error level2020.961904761904762NOK