| Multiple Linear Regression - Estimated Regression Equation |
| NWWZ [t] = + 186373.429232739 + 147.663133228274t + 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) | 186373.429232739 | 4318.351284 | 43.1585 | 0 | 0 |
| t | 147.663133228274 | 52.032105 | 2.8379 | 0.005211 | 0.002606 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.232449780503641 |
| R-squared | 0.054032900456191 |
| Adjusted R-squared | 0.0473239139346038 |
| F-TEST (value) | 8.05380965997339 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 141 |
| p-value | 0.00521133953200625 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 25684.683150577 |
| Sum Squared Residuals | 93018115744.9204 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 206010 | 186521.092365967 | 19488.9076340328 |
| 2 | 198112 | 186668.755499196 | 11443.2445008044 |
| 3 | 194519 | 186816.418632424 | 7702.58136757608 |
| 4 | 185705 | 186964.081765652 | -1259.08176565219 |
| 5 | 180173 | 187111.744898880 | -6938.74489888047 |
| 6 | 176142 | 187259.408032109 | -11117.4080321087 |
| 7 | 203401 | 187407.071165337 | 15993.928834663 |
| 8 | 221902 | 187554.734298565 | 34347.2657014347 |
| 9 | 197378 | 187702.397431794 | 9675.60256820644 |
| 10 | 185001 | 187850.060565022 | -2849.06056502184 |
| 11 | 176356 | 187997.72369825 | -11641.7236982501 |
| 12 | 180449 | 188145.386831478 | -7696.38683147839 |
| 13 | 180144 | 188293.049964707 | -8149.04996470666 |
| 14 | 173666 | 188440.713097935 | -14774.7130979349 |
| 15 | 165688 | 188588.376231163 | -22900.3762311632 |
| 16 | 161570 | 188736.039364391 | -27166.0393643915 |
| 17 | 156145 | 188883.702497620 | -32738.7024976198 |
| 18 | 153730 | 189031.365630848 | -35301.365630848 |
| 19 | 182698 | 189179.028764076 | -6481.0287640763 |
| 20 | 200765 | 189326.691897305 | 11438.3081026954 |
| 21 | 176512 | 189474.355030533 | -12962.3550305329 |
| 22 | 166618 | 189622.018163761 | -23004.0181637611 |
| 23 | 158644 | 189769.681296989 | -31125.6812969894 |
| 24 | 159585 | 189917.344430218 | -30332.3444302177 |
| 25 | 163095 | 190065.007563446 | -26970.0075634459 |
| 26 | 159044 | 190212.670696674 | -31168.6706966742 |
| 27 | 155511 | 190360.333829902 | -34849.3338299025 |
| 28 | 153745 | 190507.996963131 | -36762.9969631308 |
| 29 | 150569 | 190655.660096359 | -40086.6600963590 |
| 30 | 150605 | 190803.323229587 | -40198.3232295873 |
| 31 | 179612 | 190950.986362816 | -11338.9863628156 |
| 32 | 194690 | 191098.649496044 | 3591.35050395613 |
| 33 | 189917 | 191246.312629272 | -1329.31262927214 |
| 34 | 184128 | 191393.975762500 | -7265.97576250041 |
| 35 | 175335 | 191541.638895729 | -16206.6388957287 |
| 36 | 179566 | 191689.302028957 | -12123.3020289570 |
| 37 | 181140 | 191836.965162185 | -10696.9651621852 |
| 38 | 177876 | 191984.628295414 | -14108.6282954135 |
| 39 | 175041 | 192132.291428642 | -17091.2914286418 |
| 40 | 169292 | 192279.95456187 | -22987.9545618701 |
| 41 | 166070 | 192427.617695098 | -26357.6176950983 |
| 42 | 166972 | 192575.280828327 | -25603.2808283266 |
| 43 | 206348 | 192722.943961555 | 13625.0560384451 |
| 44 | 215706 | 192870.607094783 | 22835.3929052168 |
| 45 | 202108 | 193018.270228011 | 9089.72977198857 |
| 46 | 195411 | 193165.933361240 | 2245.0666387603 |
| 47 | 193111 | 193313.596494468 | -202.596494467975 |
| 48 | 195198 | 193461.259627696 | 1736.74037230375 |
| 49 | 198770 | 193608.922760925 | 5161.07723907548 |
| 50 | 194163 | 193756.585894153 | 406.414105847203 |
| 51 | 190420 | 193904.249027381 | -3484.24902738107 |
| 52 | 189733 | 194051.912160609 | -4318.91216060935 |
| 53 | 186029 | 194199.575293838 | -8170.57529383762 |
| 54 | 191531 | 194347.238427066 | -2816.23842706589 |
| 55 | 232571 | 194494.901560294 | 38076.0984397058 |
| 56 | 243477 | 194642.564693522 | 48834.4353064776 |
| 57 | 227247 | 194790.227826751 | 32456.7721732493 |
| 58 | 217859 | 194937.890959979 | 22921.109040021 |
| 59 | 208679 | 195085.554093207 | 13593.4459067927 |
| 60 | 213188 | 195233.217226436 | 17954.7827735645 |
| 61 | 216234 | 195380.880359664 | 20853.1196403362 |
| 62 | 213586 | 195528.543492892 | 18057.4565071079 |
| 63 | 209465 | 195676.206626120 | 13788.7933738796 |
| 64 | 204045 | 195823.869759349 | 8221.13024065137 |
| 65 | 200237 | 195971.532892577 | 4265.46710742309 |
| 66 | 203666 | 196119.196025805 | 7546.80397419482 |
| 67 | 241476 | 196266.859159033 | 45209.1408409665 |
| 68 | 260307 | 196414.522292262 | 63892.4777077383 |
| 69 | 243324 | 196562.18542549 | 46761.81457451 |
| 70 | 244460 | 196709.848558718 | 47750.1514412817 |
| 71 | 233575 | 196857.511691947 | 36717.4883080534 |
| 72 | 237217 | 197005.174825175 | 40211.8251748252 |
| 73 | 235243 | 197152.837958403 | 38090.1620415969 |
| 74 | 230354 | 197300.501091631 | 33053.4989083686 |
| 75 | 227184 | 197448.164224860 | 29735.8357751403 |
| 76 | 221678 | 197595.827358088 | 24082.1726419121 |
| 77 | 217142 | 197743.490491316 | 19398.5095086838 |
| 78 | 219452 | 197891.153624544 | 21560.8463754555 |
| 79 | 256446 | 198038.816757773 | 58407.1832422273 |
| 80 | 265845 | 198186.479891001 | 67658.520108999 |
| 81 | 248624 | 198334.143024229 | 50289.8569757707 |
| 82 | 241114 | 198481.806157458 | 42632.1938425424 |
| 83 | 229245 | 198629.469290686 | 30615.5307093142 |
| 84 | 231805 | 198777.132423914 | 33027.8675760859 |
| 85 | 219277 | 198924.795557142 | 20352.2044428576 |
| 86 | 219313 | 199072.458690371 | 20240.5413096293 |
| 87 | 212610 | 199220.121823599 | 13389.8781764011 |
| 88 | 214771 | 199367.784956827 | 15403.2150431728 |
| 89 | 211142 | 199515.448090055 | 11626.5519099445 |
| 90 | 211457 | 199663.111223284 | 11793.8887767162 |
| 91 | 240048 | 199810.774356512 | 40237.225643488 |
| 92 | 240636 | 199958.437489740 | 40677.5625102597 |
| 93 | 230580 | 200106.100622969 | 30473.8993770314 |
| 94 | 208795 | 200253.763756197 | 8541.23624380315 |
| 95 | 197922 | 200401.426889425 | -2479.42688942513 |
| 96 | 194596 | 200549.090022653 | -5953.0900226534 |
| 97 | 194581 | 200696.753155882 | -6115.75315588168 |
| 98 | 185686 | 200844.41628911 | -15158.4162891099 |
| 99 | 178106 | 200992.079422338 | -22886.0794223382 |
| 100 | 172608 | 201139.742555567 | -28531.7425555665 |
| 101 | 167302 | 201287.405688795 | -33985.4056887948 |
| 102 | 168053 | 201435.068822023 | -33382.0688220231 |
| 103 | 202300 | 201582.731955251 | 717.268044748679 |
| 104 | 202388 | 201730.395088480 | 657.604911520405 |
| 105 | 182516 | 201878.058221708 | -19362.0582217079 |
| 106 | 173476 | 202025.721354936 | -28549.7213549361 |
| 107 | 166444 | 202173.384488164 | -35729.3844881644 |
| 108 | 171297 | 202321.047621393 | -31024.0476213927 |
| 109 | 169701 | 202468.710754621 | -32767.7107546210 |
| 110 | 164182 | 202616.373887849 | -38434.3738878492 |
| 111 | 161914 | 202764.037021078 | -40850.0370210775 |
| 112 | 159612 | 202911.700154306 | -43299.7001543058 |
| 113 | 151001 | 203059.363287534 | -52058.3632875341 |
| 114 | 158114 | 203207.026420762 | -45093.0264207623 |
| 115 | 186530 | 203354.689553991 | -16824.6895539906 |
| 116 | 187069 | 203502.352687219 | -16433.3526872189 |
| 117 | 174330 | 203650.015820447 | -29320.0158204472 |
| 118 | 169362 | 203797.678953675 | -34435.6789536754 |
| 119 | 166827 | 203945.342086904 | -37118.3420869037 |
| 120 | 178037 | 204093.005220132 | -26056.005220132 |
| 121 | 186413 | 204240.668353360 | -17827.6683533603 |
| 122 | 189226 | 204388.331486589 | -15162.3314865885 |
| 123 | 191563 | 204535.994619817 | -12972.9946198168 |
| 124 | 188906 | 204683.657753045 | -15777.6577530451 |
| 125 | 186005 | 204831.320886273 | -18826.3208862733 |
| 126 | 195309 | 204978.984019502 | -9669.98401950162 |
| 127 | 223532 | 205126.64715273 | 18405.3528472701 |
| 128 | 226899 | 205274.310285958 | 21624.6897140418 |
| 129 | 214126 | 205421.973419186 | 8704.02658081355 |
| 130 | 206903 | 205569.636552415 | 1333.36344758528 |
| 131 | 204442 | 205717.299685643 | -1275.29968564299 |
| 132 | 220375 | 205864.962818871 | 14510.0371811287 |
| 133 | 214320 | 206012.625952100 | 8307.37404790046 |
| 134 | 212588 | 206160.289085328 | 6427.71091467218 |
| 135 | 205816 | 206307.952218556 | -491.952218556088 |
| 136 | 202196 | 206455.615351784 | -4259.61535178436 |
| 137 | 195722 | 206603.278485013 | -10881.2784850126 |
| 138 | 198563 | 206750.941618241 | -8187.94161824091 |
| 139 | 229139 | 206898.604751469 | 22240.3952485308 |
| 140 | 229527 | 207046.267884697 | 22480.7321153025 |
| 141 | 211868 | 207193.931017926 | 4674.06898207427 |
| 142 | 203555 | 207341.594151154 | -3786.59415115401 |
| 143 | 195770 | 207489.257284382 | -11719.2572843823 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.000156825104176463 | 0.000313650208352927 | 0.999843174895824 |
| 6 | 1.58451001642138e-05 | 3.16902003284275e-05 | 0.999984154899836 |
| 7 | 0.0332434588980502 | 0.0664869177961005 | 0.96675654110195 |
| 8 | 0.108199472481400 | 0.216398944962801 | 0.8918005275186 |
| 9 | 0.057589687405774 | 0.115179374811548 | 0.942410312594226 |
| 10 | 0.0374018737555103 | 0.0748037475110207 | 0.96259812624449 |
| 11 | 0.0283394087015169 | 0.0566788174030338 | 0.971660591298483 |
| 12 | 0.0152149699400760 | 0.0304299398801520 | 0.984785030059924 |
| 13 | 0.00752835002876515 | 0.0150567000575303 | 0.992471649971235 |
| 14 | 0.00396062709217453 | 0.00792125418434906 | 0.996039372907826 |
| 15 | 0.00246853038539526 | 0.00493706077079051 | 0.997531469614605 |
| 16 | 0.00151523458085046 | 0.00303046916170092 | 0.99848476541915 |
| 17 | 0.000989392520920073 | 0.00197878504184015 | 0.99901060747908 |
| 18 | 0.000591472201356868 | 0.00118294440271374 | 0.999408527798643 |
| 19 | 0.00080791053029475 | 0.0016158210605895 | 0.999192089469705 |
| 20 | 0.00408764783898785 | 0.0081752956779757 | 0.995912352161012 |
| 21 | 0.00248940956129273 | 0.00497881912258546 | 0.997510590438707 |
| 22 | 0.00138122596841356 | 0.00276245193682711 | 0.998618774031586 |
| 23 | 0.000851306516411584 | 0.00170261303282317 | 0.999148693483588 |
| 24 | 0.000494538768530007 | 0.000989077537060014 | 0.99950546123147 |
| 25 | 0.000277800653838729 | 0.000555601307677458 | 0.999722199346161 |
| 26 | 0.000160044482833617 | 0.000320088965667233 | 0.999839955517166 |
| 27 | 9.74894948378204e-05 | 0.000194978989675641 | 0.999902510505162 |
| 28 | 6.197379394433e-05 | 0.00012394758788866 | 0.999938026206056 |
| 29 | 4.32402884095748e-05 | 8.64805768191497e-05 | 0.99995675971159 |
| 30 | 3.11349484509468e-05 | 6.22698969018936e-05 | 0.99996886505155 |
| 31 | 8.97113314477981e-05 | 0.000179422662895596 | 0.999910288668552 |
| 32 | 0.000709508712441845 | 0.00141901742488369 | 0.999290491287558 |
| 33 | 0.00160067783145424 | 0.00320135566290847 | 0.998399322168546 |
| 34 | 0.00198413592559480 | 0.00396827185118961 | 0.998015864074405 |
| 35 | 0.00172525608103220 | 0.00345051216206440 | 0.998274743918968 |
| 36 | 0.00164535178339813 | 0.00329070356679627 | 0.998354648216602 |
| 37 | 0.00159331184088087 | 0.00318662368176175 | 0.99840668815912 |
| 38 | 0.00140366607167431 | 0.00280733214334862 | 0.998596333928326 |
| 39 | 0.00119817056233341 | 0.00239634112466683 | 0.998801829437667 |
| 40 | 0.00104487208143263 | 0.00208974416286525 | 0.998955127918567 |
| 41 | 0.000992975976423137 | 0.00198595195284627 | 0.999007024023577 |
| 42 | 0.00099319770303946 | 0.00198639540607892 | 0.99900680229696 |
| 43 | 0.0034830560027257 | 0.0069661120054514 | 0.996516943997274 |
| 44 | 0.0127341744722211 | 0.0254683489444422 | 0.987265825527779 |
| 45 | 0.0165291326635167 | 0.0330582653270334 | 0.983470867336483 |
| 46 | 0.0168147552777236 | 0.0336295105554471 | 0.983185244722276 |
| 47 | 0.0160872287799885 | 0.0321744575599770 | 0.983912771220012 |
| 48 | 0.0154894418298713 | 0.0309788836597426 | 0.984510558170129 |
| 49 | 0.0152813299368064 | 0.0305626598736129 | 0.984718670063194 |
| 50 | 0.0140503510560771 | 0.0281007021121542 | 0.985949648943923 |
| 51 | 0.0128105291304501 | 0.0256210582609003 | 0.98718947086955 |
| 52 | 0.0118559452902765 | 0.0237118905805530 | 0.988144054709724 |
| 53 | 0.0115612225531729 | 0.0231224451063458 | 0.988438777446827 |
| 54 | 0.0111005055097053 | 0.0222010110194105 | 0.988899494490295 |
| 55 | 0.0281949019090087 | 0.0563898038180174 | 0.971805098090991 |
| 56 | 0.0776876569974808 | 0.155375313994962 | 0.92231234300252 |
| 57 | 0.0922300982580652 | 0.184460196516130 | 0.907769901741935 |
| 58 | 0.0875685756795718 | 0.175137151359144 | 0.912431424320428 |
| 59 | 0.0759469137598854 | 0.151893827519771 | 0.924053086240115 |
| 60 | 0.066187830941879 | 0.132375661883758 | 0.933812169058121 |
| 61 | 0.057790782371522 | 0.115581564743044 | 0.942209217628478 |
| 62 | 0.0486304837763513 | 0.0972609675527027 | 0.951369516223649 |
| 63 | 0.0400139566802517 | 0.0800279133605034 | 0.959986043319748 |
| 64 | 0.0334575503364964 | 0.0669151006729928 | 0.966542449663504 |
| 65 | 0.0291982964900850 | 0.0583965929801701 | 0.970801703509915 |
| 66 | 0.0246700755068034 | 0.0493401510136068 | 0.975329924493197 |
| 67 | 0.0322009229273760 | 0.0644018458547519 | 0.967799077072624 |
| 68 | 0.0754904255846087 | 0.150980851169217 | 0.924509574415391 |
| 69 | 0.0853288976688805 | 0.170657795337761 | 0.91467110233112 |
| 70 | 0.0954887737709108 | 0.190977547541822 | 0.90451122622909 |
| 71 | 0.085726833041803 | 0.171453666083606 | 0.914273166958197 |
| 72 | 0.0804694982195403 | 0.160938996439081 | 0.91953050178046 |
| 73 | 0.0727198097829156 | 0.145439619565831 | 0.927280190217084 |
| 74 | 0.0614333253507155 | 0.122866650701431 | 0.938566674649285 |
| 75 | 0.050121803461046 | 0.100243606922092 | 0.949878196538954 |
| 76 | 0.039440502319326 | 0.078881004638652 | 0.960559497680674 |
| 77 | 0.0307246852838258 | 0.0614493705676516 | 0.969275314716174 |
| 78 | 0.023721255461094 | 0.047442510922188 | 0.976278744538906 |
| 79 | 0.0401557166289327 | 0.0803114332578655 | 0.959844283371067 |
| 80 | 0.0993252905870897 | 0.198650581174179 | 0.90067470941291 |
| 81 | 0.134164780565647 | 0.268329561131295 | 0.865835219434353 |
| 82 | 0.159506014795634 | 0.319012029591269 | 0.840493985204366 |
| 83 | 0.163833591295395 | 0.32766718259079 | 0.836166408704605 |
| 84 | 0.181279104131322 | 0.362558208262643 | 0.818720895868678 |
| 85 | 0.182701358669821 | 0.365402717339642 | 0.817298641330179 |
| 86 | 0.188711184859529 | 0.377422369719057 | 0.811288815140471 |
| 87 | 0.192632485034569 | 0.385264970069138 | 0.807367514965431 |
| 88 | 0.201771274439934 | 0.403542548879867 | 0.798228725560066 |
| 89 | 0.211784982538783 | 0.423569965077567 | 0.788215017461217 |
| 90 | 0.226312113347532 | 0.452624226695065 | 0.773687886652468 |
| 91 | 0.391334695393922 | 0.782669390787844 | 0.608665304606078 |
| 92 | 0.662440897149998 | 0.675118205700004 | 0.337559102850002 |
| 93 | 0.864014902214022 | 0.271970195571956 | 0.135985097785978 |
| 94 | 0.928147926194484 | 0.143704147611032 | 0.0718520738055161 |
| 95 | 0.958437417853986 | 0.0831251642920271 | 0.0415625821460136 |
| 96 | 0.97675316817565 | 0.0464936636487013 | 0.0232468318243507 |
| 97 | 0.98843432069422 | 0.0231313586115609 | 0.0115656793057805 |
| 98 | 0.993275956875397 | 0.0134480862492050 | 0.00672404312460248 |
| 99 | 0.995568505506898 | 0.00886298898620361 | 0.00443149449310181 |
| 100 | 0.996826748255746 | 0.00634650348850764 | 0.00317325174425382 |
| 101 | 0.997635460758308 | 0.00472907848338446 | 0.00236453924169223 |
| 102 | 0.998022563799407 | 0.00395487240118684 | 0.00197743620059342 |
| 103 | 0.999436391422168 | 0.00112721715566405 | 0.000563608577832027 |
| 104 | 0.999921770409711 | 0.000156459180577779 | 7.82295902888896e-05 |
| 105 | 0.999955848893535 | 8.83022129302834e-05 | 4.41511064651417e-05 |
| 106 | 0.99996112101767 | 7.77579646611731e-05 | 3.88789823305866e-05 |
| 107 | 0.999958551155626 | 8.28976887484428e-05 | 4.14488443742214e-05 |
| 108 | 0.99995335472527 | 9.32905494604139e-05 | 4.66452747302069e-05 |
| 109 | 0.999942328324607 | 0.000115343350786266 | 5.7671675393133e-05 |
| 110 | 0.999926564373588 | 0.000146871252824267 | 7.34356264121335e-05 |
| 111 | 0.999909460003344 | 0.000181079993311995 | 9.05399966559974e-05 |
| 112 | 0.999900898165418 | 0.000198203669163461 | 9.91018345817305e-05 |
| 113 | 0.999952678712574 | 9.46425748528777e-05 | 4.73212874264389e-05 |
| 114 | 0.999968273487871 | 6.34530242570905e-05 | 3.17265121285453e-05 |
| 115 | 0.999941556002515 | 0.000116887994970618 | 5.84439974853089e-05 |
| 116 | 0.999892851138677 | 0.000214297722646731 | 0.000107148861323366 |
| 117 | 0.99982740373157 | 0.000345192536860043 | 0.000172596268430021 |
| 118 | 0.999815328097929 | 0.00036934380414239 | 0.000184671902071195 |
| 119 | 0.99989015066228 | 0.000219698675441481 | 0.000109849337720741 |
| 120 | 0.999877060732127 | 0.000245878535745362 | 0.000122939267872681 |
| 121 | 0.99980314338786 | 0.000393713224279005 | 0.000196856612139502 |
| 122 | 0.999681374322649 | 0.000637251354702108 | 0.000318625677351054 |
| 123 | 0.999492514199533 | 0.00101497160093468 | 0.00050748580046734 |
| 124 | 0.999454685331567 | 0.00109062933686501 | 0.000545314668432503 |
| 125 | 0.999757948167308 | 0.000484103665384173 | 0.000242051832692087 |
| 126 | 0.999840269185505 | 0.000319461628991011 | 0.000159730814495506 |
| 127 | 0.999664693619323 | 0.000670612761354744 | 0.000335306380677372 |
| 128 | 0.999552885669145 | 0.00089422866170984 | 0.00044711433085492 |
| 129 | 0.998913105103281 | 0.00217378979343743 | 0.00108689489671872 |
| 130 | 0.99747642041538 | 0.00504715916923981 | 0.00252357958461991 |
| 131 | 0.995019705381825 | 0.00996058923635034 | 0.00498029461817517 |
| 132 | 0.990611718721732 | 0.0187765625565362 | 0.0093882812782681 |
| 133 | 0.98040545444214 | 0.039189091115721 | 0.0195945455578605 |
| 134 | 0.96083048654713 | 0.0783390269057393 | 0.0391695134528697 |
| 135 | 0.920701158842176 | 0.158597682315648 | 0.0792988411578238 |
| 136 | 0.857118534086779 | 0.285762931826443 | 0.142881465913221 |
| 137 | 0.845000065470255 | 0.30999986905949 | 0.154999934529745 |
| 138 | 0.993649900297682 | 0.0127001994046352 | 0.0063500997023176 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 65 | 0.485074626865672 | NOK |
| 5% type I error level | 86 | 0.64179104477612 | NOK |
| 10% type I error level | 100 | 0.746268656716418 | NOK |
