Multiple Linear Regression - Estimated Regression Equation
CPI[t] = -24.554660466675 + 0.53082900133673t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-24.5546604666754.92058-4.99021e-061e-06
t0.530829001336730.03878413.686900


Multiple Linear Regression - Regression Statistics
Multiple R0.680670751128544
R-squared0.463312671441896
Adjusted R-squared0.460839457946237
F-TEST (value)187.332259125635
F-TEST (DF numerator)1
F-TEST (DF denominator)217
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation36.2843525858861
Sum Squared Residuals285692.270639187


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
19.1-24.023831465338333.1238314653383
29.27-23.493002464001732.7630024640017
39.59-22.962173462664832.5521734626648
410.64-22.431344461328133.0713444613281
512.17-21.900515459991434.0705154599914
612.81-21.369686458654734.1796864586547
712.33-20.838857457317933.1688574573179
811.92-20.308028455981232.2280284559812
911.92-19.777199454644531.6971994546445
1012.17-19.246370453307731.4163704533077
1112.33-18.71554145197131.045541451971
1210.39-18.184712450634328.5747124506343
1310.96-17.653883449297528.6138834492975
1411.44-17.123054447960828.5630544479608
1511.36-16.592225446624127.9522254466241
1611.84-16.061396445287427.9013964452874
1711.2-15.530567443950626.7305674439506
1812.17-14.999738442613927.1697384426139
1911.92-14.468909441277226.3889094412772
2011.92-13.938080439940425.8580804399404
2112.73-13.407251438603726.1372514386037
2212.89-12.87642243726725.766422437267
2315.47-12.345593435930227.8155934359302
2417-11.814764434593528.8147644345935
2514.91-11.283935433256826.1939354332568
2613.62-10.753106431920124.3731064319201
2712.89-10.222277430583323.1122774305833
2812.33-9.691448429246622.0214484292466
2912.33-9.1606194279098621.4906194279099
3011.36-8.6297904265731319.9897904265731
3110.96-8.098961425236419.0589614252364
3211.36-7.5681324238996718.9281324238997
3310.15-7.0373034225629417.1873034225629
349.35-6.5064744212262115.8564744212262
359.59-5.9756454198894815.5656454198895
369.59-5.4448164185527515.0348164185527
379.67-4.9139874172160214.583987417216
389.19-4.3831584158792913.5731584158793
399.02-3.8523294145425612.8723294145426
408.94-3.3215004132058312.2615004132058
418.38-2.790671411869111.1706714118691
428.3-2.2598424105323710.5598424105324
438.14-1.729013409195649.86901340919564
448.3-1.198184407858919.4981844078589
458.54-0.667355406522189.20735540652218
469.02-0.136526405185459.15652640518545
479.270.3943025961512838.87569740384872
489.020.9251315974880138.09486840251199
499.021.455960598824747.56403940117526
508.381.986789600161476.39321039983853
518.462.51761860149825.9423813985018
527.93.048447602834934.85155239716507
537.173.579276604171663.59072339582834
547.254.11010560550843.1398943944916
557.334.640934606845122.68906539315488
567.415.171763608181862.23823639181814
577.985.702592609518592.27740739048141
587.656.233421610855321.41657838914468
597.416.764250612192050.645749387807951
607.577.295079613528780.274920386471221
617.417.8259086148655-0.415908614865506
627.498.35673761620224-0.866737616202236
637.498.88756661753897-1.39756661753897
648.149.4183956188757-1.2783956188757
658.389.94922462021243-1.56922462021243
668.2210.4800536215492-2.26005362154916
678.4611.0108826228859-2.55088262288589
687.9811.5417116242226-3.56171162422262
698.0612.0725406255593-4.01254062555935
708.0612.6033696268961-4.54336962689608
718.5413.1341986282328-4.59419862823281
729.7513.6650276295695-3.91502762956954
7312.1714.1958566309063-2.02585663090627
7415.2314.7266856322430.503314367756996
7515.7915.25751463357970.532485366420265
7615.3915.7883436349165-0.398343634916465
7714.3416.3191726362532-1.9791726362532
7813.7816.8500016375899-3.07000163758993
7913.2117.3808306389267-4.17083063892666
8012.6517.9116596402634-5.26165964026339
8111.8418.4424886416001-6.60248864160012
8211.8418.9733176429368-7.13331764293685
8311.619.5041466442736-7.90414664427358
8411.0420.0349756456103-8.99497564561031
8510.6420.565804646947-9.92580464694704
8610.3921.0966336482838-10.7066336482838
8710.1521.6274626496205-11.4774626496205
889.6722.1582916509572-12.4882916509572
899.6722.689120652294-13.019120652294
909.9123.2199496536307-13.3099496536307
919.9123.7507786549674-13.8407786549674
929.9124.2816076563041-14.3716076563041
939.7124.8124366576409-15.1024366576409
949.5125.3432656589776-15.8332656589776
959.3225.8740946603143-16.5540946603143
969.1226.4049236616511-17.2849236616511
979.2226.9357526629878-17.7157526629878
989.2227.4665816643245-18.2465816643245
998.9227.9974106656613-19.0774106656613
1008.8228.528239666998-19.708239666998
1018.8229.0590686683347-20.2390686683347
1028.8229.5898976696715-20.7698976696715
1038.7230.1207266710082-21.4007266710082
1048.3430.6515556723449-22.3115556723449
1058.1431.1823846736816-23.0423846736816
1068.1431.7132136750184-23.5732136750184
1078.0432.2440426763551-24.2040426763551
1088.0432.7748716776918-24.7348716776918
1098.0433.3057006790286-25.2657006790286
1108.1433.8365296803653-25.6965296803653
1118.2434.367358681702-26.127358681702
1128.3434.8981876830388-26.5581876830388
1138.5335.4290166843755-26.8990166843755
1148.6335.9598456857122-27.3298456857122
1158.5336.4906746870489-27.9606746870489
1168.7237.0215036883857-28.3015036883857
1179.1137.5523326897224-28.4423326897224
1188.9238.0831616910591-29.1631616910591
1198.8238.6139906923959-29.7939906923959
1209.2139.1448196937326-29.9348196937326
1219.2139.6756486950693-30.4656486950693
1229.440.2064776964061-30.8064776964061
1239.640.7373066977428-31.1373066977428
1249.6941.2681356990795-31.5781356990795
1259.7441.7989647004163-32.0589647004163
12610.6442.329793701753-31.689793701753
12712.8242.8606227030897-30.0406227030897
12815.0643.3914517044264-28.3314517044264
12917.343.9222807057632-26.6222807057632
13020.0444.4531097070999-24.4131097070999
13117.944.9839387084366-27.0839387084366
13216.7745.5147677097734-28.7447677097734
13317.0746.0455967111101-28.9755967111101
13417.146.5764257124468-29.4764257124468
13517.5347.1072547137836-29.5772547137836
13617.747.6380837151203-29.9380837151203
13717.3748.168912716457-30.798912716457
13817.1348.6997417177937-31.5697417177938
13917.1349.2305707191305-32.1005707191305
14016.749.7613997204672-33.0613997204672
14115.2350.2922287218039-35.0622287218039
14213.6650.8230577231407-37.1630577231407
14312.9651.3538867244774-38.3938867244774
14413.3951.8847157258141-38.4947157258141
14513.7352.4155447271509-38.6855447271509
14613.8652.9463737284876-39.0863737284876
14714.3653.4772027298243-39.1172027298243
14814.0954.0080317311611-39.9180317311611
14913.8954.5388607324978-40.6488607324978
15014.0355.0696897338345-41.0396897338345
15114.7355.6005187351712-40.8705187351712
15216.356.131347736508-39.831347736508
15317.356.6621767378447-39.3621767378447
15417.657.1930057391814-39.5930057391814
1551857.7238347405182-39.7238347405182
15619.5458.2546637418549-38.7146637418549
15722.3458.7854927431916-36.4454927431916
15824.0859.3163217445284-35.2363217445284
15923.8559.8471507458651-35.9971507458651
16024.0860.3779797472018-36.2979797472018
16125.9860.9088087485385-34.9288087485385
16226.5561.4396377498753-34.8896377498753
16326.7561.970466751212-35.220466751212
16426.8862.5012957525487-35.6212957525487
16526.7863.0321247538855-36.2521247538855
16627.1863.5629537552222-36.3829537552222
16728.1564.093782756559-35.9437827565589
16828.9264.6246117578957-35.7046117578957
16929.1665.1554407592324-35.9954407592324
17029.6265.6862697605691-36.0662697605691
17129.9266.2170987619058-36.2970987619059
17230.2666.7479277632426-36.4879277632426
17330.6267.2787567645793-36.6587567645793
17431.0367.809585765916-36.779585765916
17531.5668.3404147672528-36.7804147672528
17632.4668.8712437685895-36.4112437685895
17733.469.4020727699262-36.0020727699262
17834.869.932901771263-35.132901771263
17936.6770.4637307725997-33.7937307725997
18038.8470.9945597739364-32.1545597739364
18140.5171.5253887752732-31.0153887752732
18241.8572.0562177766099-30.2062177766099
18344.4572.5870467779466-28.1370467779466
18449.3373.1178757792833-23.7878757792833
18553.8473.6487047806201-19.8087047806201
18656.9474.1795337819568-17.2395337819568
18760.6174.7103627832935-14.1003627832935
18865.2275.2411917846303-10.0211917846303
18972.5775.772020785967-3.20202078596701
19082.3876.30284978730376.07715021269627
19190.9376.833678788640514.0963212113595
19296.577.364507789977219.1354922100228
19399.677.895336791313921.7046632086861
194103.978.426165792650725.4738342073494
195107.678.956994793987428.6430052060126
196109.679.487823795324130.1121762046759
197113.680.018652796660833.5813472033391
198118.380.549481797997637.7505182020024
19912481.080310799334342.9196892006657
200130.781.61113980067149.088860199329
201136.282.141968802007854.0580311979922
202140.382.672797803344557.6272021966555
203144.583.203626804681261.2963731953188
204148.283.73445580601864.465544193982
205152.484.265284807354768.1347151926453
206156.984.796113808691472.1038861913086
207160.585.326942810028175.1730571899719
20816385.857771811364977.1422281886351
209166.686.388600812701680.2113991872984
210172.286.919429814038385.2805701859617
211177.187.45025881537589.649741184625
212179.987.981087816711891.9189121832882
21318488.511916818048595.4880831819515
214188.989.042745819385399.8572541806147
215195.389.573574820722105.726425179278
216201.690.1044038220587111.495596177941
217207.3490.6352328233955116.704767176605
218215.391.1660618247322124.133938175268
219214.5491.696890826069122.843109173931


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
54.52628455008668e-069.05256910017336e-060.99999547371545
66.52250070844266e-081.30450014168853e-070.999999934774993
72.74454518785229e-095.48909037570458e-090.999999997255455
83.22700789838124e-106.45401579676248e-100.9999999996773
92.17944815267814e-114.35889630535628e-110.999999999978206
108.94602245291003e-131.78920449058201e-120.999999999999105
113.17279360102503e-146.34558720205005e-140.999999999999968
122.09606140631428e-144.19212281262856e-140.999999999999979
131.49971696394281e-152.99943392788562e-150.999999999999998
146.0010165657138e-171.20020331314276e-161
152.37797753560865e-184.7559550712173e-181
167.38932348842038e-201.47786469768408e-191
173.10826568662836e-216.21653137325671e-211
189.03570755110429e-231.80714151022086e-221
192.63532303965625e-245.2706460793125e-241
207.60172292306722e-261.52034458461344e-251
212.28391943199755e-274.56783886399511e-271
226.75448592211151e-291.3508971844223e-281
235.97676325267237e-291.19535265053447e-281
241.64656148590804e-283.29312297181608e-281
257.79522711566532e-301.55904542313306e-291
263.24329007710896e-316.48658015421791e-311
272.15019211256678e-324.30038422513356e-321
282.29795599511658e-334.59591199023317e-331
292.15119220297338e-344.30238440594675e-341
305.16805180386084e-351.03361036077217e-341
311.38140533334599e-352.76281066669197e-351
321.69618329247345e-363.3923665849469e-361
336.1071965274835e-371.2214393054967e-361
343.42383735504876e-376.84767471009752e-371
358.28735965037528e-381.65747193007506e-371
361.44619192419245e-382.89238384838489e-381
371.8790680438657e-393.75813608773141e-391
382.89188909951191e-405.78377819902382e-401
394.08811804904971e-418.17623609809942e-411
405.07160412734582e-421.01432082546916e-411
417.77855135611991e-431.55571027122398e-421
421.03121942076647e-432.06243884153294e-431
431.27635460876444e-442.55270921752888e-441
441.24920247865487e-452.49840495730974e-451
459.95867472553276e-471.99173494510655e-461
466.48910562745338e-481.29782112549068e-471
473.95595031061159e-497.91190062122318e-491
482.45452146693087e-504.90904293386174e-501
491.49327812935611e-512.98655625871222e-511
501.01753041074589e-522.03506082149178e-521
516.53121650533147e-541.30624330106629e-531
524.77146173289152e-559.54292346578304e-551
534.52811564391857e-569.05623128783714e-561
543.74146666236463e-577.48293332472925e-571
552.77525784200585e-585.5505156840117e-581
561.8943701771971e-593.7887403543942e-591
571.12416342352756e-602.24832684705512e-601
586.8353464679969e-621.36706929359938e-611
594.2403346957808e-638.4806693915616e-631
602.51399063301607e-645.02798126603213e-641
611.49641323587867e-652.99282647175734e-651
628.73101337290869e-671.74620267458174e-661
635.06087487475436e-681.01217497495087e-671
643.17123266070836e-696.34246532141672e-691
652.16764180344428e-704.33528360688857e-701
661.42468529029868e-712.84937058059736e-711
671.03812887855038e-722.07625775710075e-721
686.5349315308197e-741.30698630616394e-731
694.26547682569495e-758.5309536513899e-751
702.82651440620545e-765.6530288124109e-761
712.33363006244349e-774.66726012488698e-771
724.85863490456462e-789.71726980912924e-781
732.41586288211107e-774.83172576422214e-771
741.74152060045605e-743.4830412009121e-741
753.5757050003736e-727.1514100007472e-721
767.5239142846882e-711.50478285693764e-701
771.8632682687428e-703.7265365374856e-701
781.84052691123819e-703.68105382247638e-701
799.33128006064174e-711.86625601212835e-701
802.91499128371683e-715.82998256743366e-711
815.66911754700003e-721.13382350940001e-711
821.08110734768839e-722.16221469537677e-721
831.84741391174941e-733.69482782349881e-731
842.63193968996148e-745.26387937992297e-741
853.44440392292407e-756.88880784584814e-751
864.36891293412343e-768.73782586824686e-761
875.4469420009025e-771.0893884001805e-761
886.67874240499201e-781.3357484809984e-771
898.30131097249663e-791.66026219449933e-781
901.0597254145896e-792.1194508291792e-791
911.3744621841195e-802.748924368239e-801
921.81237764466841e-813.62475528933681e-811
932.40112145448157e-824.80224290896315e-821
943.21781807198827e-836.43563614397653e-831
954.38798289747815e-848.7759657949563e-841
966.12265874237536e-851.22453174847507e-841
978.6341465705272e-861.72682931410544e-851
981.23767740655232e-862.47535481310463e-861
991.83009258791646e-873.66018517583293e-871
1002.76716769957265e-885.5343353991453e-881
1014.24306530231122e-898.48613060462243e-891
1026.60389434645242e-901.32077886929048e-891
1031.05192199080495e-902.1038439816099e-901
1041.77762997376425e-913.55525994752849e-911
1053.13552069888504e-926.27104139777007e-921
1065.56860679236363e-931.11372135847273e-921
1071.01432809148111e-932.02865618296222e-931
1081.86059130556321e-943.72118261112642e-941
1093.44055710978527e-956.88111421957055e-951
1106.33298539582839e-961.26659707916568e-951
1111.16741799765824e-962.33483599531647e-961
1122.16738069185145e-974.33476138370289e-971
1134.06771898664823e-988.13543797329646e-981
1147.79219732278627e-991.55843946455725e-981
1151.5206937101896e-993.04138742037919e-991
1163.04824672829494e-1006.09649345658989e-1001
1176.52515945457095e-1011.30503189091419e-1001
1181.39343408681494e-1012.78686817362988e-1011
1193.01058233321626e-1026.02116466643251e-1021
1207.05514165712766e-1031.41102833142553e-1021
1211.69278911202151e-1033.38557822404302e-1031
1224.34171080612836e-1048.68342161225672e-1041
1231.20484796224706e-1042.40969592449413e-1041
1243.51655474064226e-1057.03310948128452e-1051
1251.0656644793427e-1052.1313289586854e-1051
1264.9483472180302e-1069.8966944360604e-1061
1271.37951213898964e-1052.75902427797927e-1051
1285.94999538741301e-1041.1899990774826e-1031
1295.84694495517705e-1011.16938899103541e-1001
1302.80563305691224e-965.61126611382448e-961
1317.67224137036087e-941.53444827407217e-931
1322.94223487305914e-925.88446974611829e-921
1331.20468904064704e-902.40937808129407e-901
1344.00237072487002e-898.00474144974004e-891
1351.70223858798312e-873.40447717596624e-871
1367.11950549330147e-861.42390109866029e-851
1371.88451002813953e-843.76902005627906e-841
1383.74835263397928e-837.49670526795856e-831
1397.20622318472414e-821.44124463694483e-811
1409.91005105008333e-811.98201021001667e-801
1415.52033478164925e-801.10406695632985e-791
1421.60336716067626e-793.20673432135253e-791
1433.95412075593274e-797.90824151186548e-791
1441.17675384531467e-782.35350769062933e-781
1454.16495709144785e-788.3299141828957e-781
1461.62680941829483e-773.25361883658966e-771
1478.16051557016461e-771.63210311403292e-761
1483.78634834816575e-767.57269669633149e-761
1491.65979456200311e-753.31958912400623e-751
1507.72485083253197e-751.54497016650639e-741
1514.83391224682147e-749.66782449364293e-741
1527.19737473543427e-731.43947494708685e-721
1532.08776737824994e-714.17553475649988e-711
1547.15463534249409e-701.43092706849882e-691
1553.0812941954319e-686.1625883908638e-681
1564.4907548200055e-668.981509640011e-661
1571.0446677198475e-622.08933543969501e-621
1581.37996198154147e-582.75992396308294e-581
1598.62159625462425e-551.72431925092485e-541
1604.76892394136601e-519.53784788273202e-511
1611.60727025638042e-463.21454051276084e-461
1626.43557338191022e-421.28711467638204e-411
1631.99678727764012e-373.99357455528024e-371
1644.4927800569885e-338.98556011397699e-331
1655.68200467039929e-291.13640093407986e-281
1666.30132759105293e-251.26026551821059e-241
1679.42480506271278e-211.88496101254256e-201
1681.31015532817346e-162.62031065634693e-161
1698.4097538796208e-131.68195077592416e-120.99999999999916
1702.39110941642208e-094.78221883284416e-090.99999999760889
1712.04234596519949e-064.08469193039897e-060.999997957654035
1720.0004275799533708150.000855159906741630.99957242004663
1730.01914405913592010.03828811827184020.98085594086408
1740.1925284037140660.3850568074281310.807471596285934
1750.5867766094445830.8264467811108330.413223390555417
1760.8787675641964570.2424648716070850.121232435803543
1770.9717015574573140.05659688508537170.0282984425426859
1780.992685799255430.01462840148913890.00731420074456945
1790.9975229125923210.004954174815358250.00247708740767913
1800.9988476386681370.00230472266372640.0011523613318632
1810.9991989327211850.001602134557630980.000801067278815488
1820.9993895849456280.001220830108743970.000610415054371984
1830.9996718948704250.000656210259149680.00032810512957484
1840.999867617920080.0002647641598409340.000132382079920467
1850.9999615134959737.69730080545719e-053.8486504027286e-05
1860.9999949236441121.01527117762575e-055.07635588812877e-06
1870.999999823048213.53903580537135e-071.76951790268567e-07
1880.9999999991744891.65102273909894e-098.2551136954947e-10
1890.9999999999956778.64642767427558e-124.32321383713779e-12
1900.9999999999992741.45230005191207e-127.26150025956036e-13
1910.9999999999997784.44285538144746e-132.22142769072373e-13
1920.9999999999999461.07995764597739e-135.39978822988697e-14
1930.9999999999999686.31051578131035e-143.15525789065517e-14
1940.9999999999999764.78112776961672e-142.39056388480836e-14
1950.9999999999999725.58358296699219e-142.79179148349609e-14
1960.9999999999999588.44670906946494e-144.22335453473247e-14
1970.999999999999941.19643217179409e-135.98216085897044e-14
1980.9999999999999071.85231377730667e-139.26156888653334e-14
1990.9999999999997824.36777375040752e-132.18388687520376e-13
2000.999999999999391.21880993888677e-126.09404969443383e-13
2010.9999999999986962.60788834978727e-121.30394417489363e-12
2020.9999999999969726.0554541736182e-123.0277270868091e-12
2030.9999999999930151.3970720111929e-116.9853600559645e-12
2040.9999999999798874.02254870623415e-112.01127435311707e-11
2050.9999999999442111.11577364060151e-105.57886820300753e-11
2060.9999999998947392.1052196633354e-101.0526098316677e-10
2070.9999999997834544.33091012216569e-102.16545506108284e-10
2080.9999999986609172.67816644147441e-091.3390832207372e-09
2090.9999999874806462.50387084795256e-081.25193542397628e-08
2100.9999999138818671.72236265250785e-078.61181326253926e-08
2110.999999566955478.66089059637518e-074.33044529818759e-07
2120.9999948447115021.03105769966116e-055.15528849830582e-06
2130.999932432878390.0001351342432191546.7567121609577e-05
2140.999276651901220.00144669619756150.000723348098780751


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level2040.971428571428571NOK
5% type I error level2060.980952380952381NOK
10% type I error level2070.985714285714286NOK