Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 23.5437058823530 -2.99995588235294X[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) | 23.5437058823530 | 0.681147 | 34.5648 | 0 | 0 |
X | -2.99995588235294 | 1.560704 | -1.9222 | 0.058056 | 0.029028 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.207642873485771 |
R-squared | 0.0431155629094279 |
Adjusted R-squared | 0.0314462405058843 |
F-TEST (value) | 3.69477861853703 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 82 |
p-value | 0.0580559022521918 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.61688408882437 |
Sum Squared Residuals | 2587.04972311765 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 31.514 | 23.5437058823528 | 7.97029411764718 |
2 | 27.071 | 23.5437058823529 | 3.52729411764706 |
3 | 29.462 | 23.5437058823529 | 5.91829411764706 |
4 | 26.105 | 23.5437058823529 | 2.56129411764706 |
5 | 22.397 | 23.5437058823529 | -1.14670588235294 |
6 | 23.843 | 23.5437058823529 | 0.299294117647057 |
7 | 21.705 | 23.5437058823529 | -1.83870588235294 |
8 | 18.089 | 23.5437058823529 | -5.45470588235294 |
9 | 20.764 | 23.5437058823529 | -2.77970588235294 |
10 | 25.316 | 23.5437058823529 | 1.77229411764706 |
11 | 17.704 | 23.5437058823529 | -5.83970588235294 |
12 | 15.548 | 23.5437058823529 | -7.99570588235294 |
13 | 28.029 | 23.5437058823529 | 4.48529411764706 |
14 | 29.383 | 23.5437058823529 | 5.83929411764706 |
15 | 36.438 | 23.5437058823529 | 12.8942941176471 |
16 | 32.034 | 23.5437058823529 | 8.49029411764706 |
17 | 22.679 | 23.5437058823529 | -0.864705882352944 |
18 | 24.319 | 23.5437058823529 | 0.775294117647056 |
19 | 18.004 | 23.5437058823529 | -5.53970588235294 |
20 | 17.537 | 23.5437058823529 | -6.00670588235294 |
21 | 20.366 | 23.5437058823529 | -3.17770588235294 |
22 | 22.782 | 23.5437058823529 | -0.761705882352943 |
23 | 19.169 | 23.5437058823529 | -4.37470588235294 |
24 | 13.807 | 23.5437058823529 | -9.73670588235294 |
25 | 29.743 | 23.5437058823529 | 6.19929411764706 |
26 | 25.591 | 23.5437058823529 | 2.04729411764706 |
27 | 29.096 | 23.5437058823529 | 5.55229411764706 |
28 | 26.482 | 23.5437058823529 | 2.93829411764706 |
29 | 22.405 | 23.5437058823529 | -1.13870588235294 |
30 | 27.044 | 23.5437058823529 | 3.50029411764706 |
31 | 17.97 | 23.5437058823529 | -5.57370588235294 |
32 | 18.73 | 23.5437058823529 | -4.81370588235294 |
33 | 19.684 | 23.5437058823529 | -3.85970588235294 |
34 | 19.785 | 23.5437058823529 | -3.75870588235294 |
35 | 18.479 | 23.5437058823529 | -5.06470588235294 |
36 | 10.698 | 23.5437058823529 | -12.8457058823529 |
37 | 31.956 | 23.5437058823529 | 8.41229411764706 |
38 | 29.506 | 23.5437058823529 | 5.96229411764706 |
39 | 34.506 | 23.5437058823529 | 10.9622941176471 |
40 | 27.165 | 23.5437058823529 | 3.62129411764706 |
41 | 26.736 | 23.5437058823529 | 3.19229411764706 |
42 | 23.691 | 23.5437058823529 | 0.147294117647056 |
43 | 18.157 | 23.5437058823529 | -5.38670588235294 |
44 | 17.328 | 23.5437058823529 | -6.21570588235294 |
45 | 18.205 | 23.5437058823529 | -5.33870588235294 |
46 | 20.995 | 23.5437058823529 | -2.54870588235294 |
47 | 17.382 | 23.5437058823529 | -6.16170588235294 |
48 | 9.367 | 23.5437058823529 | -14.1767058823529 |
49 | 31.124 | 23.5437058823529 | 7.58029411764706 |
50 | 26.551 | 23.5437058823529 | 3.00729411764706 |
51 | 30.651 | 23.5437058823529 | 7.10729411764706 |
52 | 25.859 | 23.5437058823529 | 2.31529411764706 |
53 | 25.1 | 23.5437058823529 | 1.55629411764706 |
54 | 25.778 | 23.5437058823529 | 2.23429411764706 |
55 | 20.418 | 23.5437058823529 | -3.12570588235294 |
56 | 18.688 | 23.5437058823529 | -4.85570588235294 |
57 | 20.424 | 23.5437058823529 | -3.11970588235294 |
58 | 24.776 | 23.5437058823529 | 1.23229411764706 |
59 | 19.814 | 23.5437058823529 | -3.72970588235294 |
60 | 12.738 | 23.5437058823529 | -10.8057058823529 |
61 | 31.566 | 23.5437058823529 | 8.02229411764706 |
62 | 30.111 | 23.5437058823529 | 6.56729411764706 |
63 | 30.019 | 23.5437058823529 | 6.47529411764706 |
64 | 31.934 | 23.5437058823529 | 8.39029411764706 |
65 | 25.826 | 23.5437058823529 | 2.28229411764706 |
66 | 26.835 | 23.5437058823529 | 3.29129411764706 |
67 | 20.205 | 23.5437058823529 | -3.33870588235294 |
68 | 17.789 | 23.5437058823529 | -5.75470588235294 |
69 | 20.52 | 20.54375 | -0.0237500000000008 |
70 | 22.518 | 20.54375 | 1.97425 |
71 | 15.572 | 20.54375 | -4.97175 |
72 | 11.509 | 20.54375 | -9.03475 |
73 | 25.447 | 20.54375 | 4.90325 |
74 | 24.09 | 20.54375 | 3.54625 |
75 | 27.786 | 20.54375 | 7.24225 |
76 | 26.195 | 20.54375 | 5.65125 |
77 | 20.516 | 20.54375 | -0.0277500000000022 |
78 | 22.759 | 20.54375 | 2.21525 |
79 | 19.028 | 20.54375 | -1.51575000000000 |
80 | 16.971 | 20.54375 | -3.57275 |
81 | 20.036 | 20.54375 | -0.507749999999999 |
82 | 22.485 | 20.54375 | 1.94125 |
83 | 18.73 | 20.54375 | -1.81375 |
84 | 14.538 | 20.54375 | -6.00575 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.316465950319503 | 0.632931900639006 | 0.683534049680497 |
6 | 0.225980328083517 | 0.451960656167034 | 0.774019671916483 |
7 | 0.214001705868096 | 0.428003411736191 | 0.785998294131904 |
8 | 0.335630796905101 | 0.671261593810201 | 0.6643692030949 |
9 | 0.285103602556388 | 0.570207205112775 | 0.714896397443612 |
10 | 0.194550097437982 | 0.389100194875965 | 0.805449902562018 |
11 | 0.243522383725041 | 0.487044767450083 | 0.756477616274959 |
12 | 0.355435788736874 | 0.710871577473749 | 0.644564211263126 |
13 | 0.326343136114084 | 0.652686272228168 | 0.673656863885916 |
14 | 0.328382303932969 | 0.656764607865938 | 0.671617696067031 |
15 | 0.638262438659628 | 0.723475122680744 | 0.361737561340372 |
16 | 0.683558965297967 | 0.632882069404067 | 0.316441034702033 |
17 | 0.619348154540359 | 0.761303690919283 | 0.380651845459641 |
18 | 0.542452355573999 | 0.915095288852003 | 0.457547644426001 |
19 | 0.567739107167206 | 0.864521785665589 | 0.432260892832794 |
20 | 0.595407958806546 | 0.809184082386909 | 0.404592041193454 |
21 | 0.551686738664579 | 0.896626522670842 | 0.448313261335421 |
22 | 0.480633110458337 | 0.961266220916675 | 0.519366889541663 |
23 | 0.456923839561802 | 0.913847679123604 | 0.543076160438198 |
24 | 0.595179237269841 | 0.809641525460318 | 0.404820762730159 |
25 | 0.604146484175375 | 0.79170703164925 | 0.395853515824625 |
26 | 0.543160679905578 | 0.913678640188843 | 0.456839320094422 |
27 | 0.534548922471459 | 0.930902155057082 | 0.465451077528541 |
28 | 0.481584442783591 | 0.963168885567181 | 0.518415557216409 |
29 | 0.418471002795738 | 0.836942005591476 | 0.581528997204262 |
30 | 0.375203485698424 | 0.750406971396848 | 0.624796514301576 |
31 | 0.377994494174038 | 0.755988988348076 | 0.622005505825962 |
32 | 0.362658853174319 | 0.725317706348637 | 0.637341146825682 |
33 | 0.330710836636444 | 0.661421673272887 | 0.669289163363556 |
34 | 0.298187198010110 | 0.596374396020221 | 0.70181280198989 |
35 | 0.286500108371781 | 0.573000216743562 | 0.713499891628219 |
36 | 0.536933103971952 | 0.926133792056097 | 0.463066896028048 |
37 | 0.61059138240106 | 0.77881723519788 | 0.38940861759894 |
38 | 0.615333336174099 | 0.769333327651802 | 0.384666663825901 |
39 | 0.763718856052012 | 0.472562287895976 | 0.236281143947988 |
40 | 0.733962339782932 | 0.532075320434136 | 0.266037660217068 |
41 | 0.697983640084214 | 0.604032719831573 | 0.302016359915786 |
42 | 0.640626674612861 | 0.718746650774278 | 0.359373325387139 |
43 | 0.631863922824383 | 0.736272154351235 | 0.368136077175617 |
44 | 0.641215353359515 | 0.71756929328097 | 0.358784646640485 |
45 | 0.633465210532058 | 0.733069578935885 | 0.366534789467942 |
46 | 0.584675470054068 | 0.830649059891863 | 0.415324529945932 |
47 | 0.598440608006575 | 0.80311878398685 | 0.401559391993425 |
48 | 0.881060306085034 | 0.237879387829933 | 0.118939693914966 |
49 | 0.899828247236866 | 0.200343505526267 | 0.100171752763134 |
50 | 0.875106900814361 | 0.249786198371278 | 0.124893099185639 |
51 | 0.890950111264848 | 0.218099777470304 | 0.109049888735152 |
52 | 0.861658715488957 | 0.276682569022086 | 0.138341284511043 |
53 | 0.823718268571836 | 0.352563462856328 | 0.176281731428164 |
54 | 0.783625333052624 | 0.432749333894752 | 0.216374666947376 |
55 | 0.749270677954901 | 0.501458644090198 | 0.250729322045099 |
56 | 0.74248104057964 | 0.51503791884072 | 0.25751895942036 |
57 | 0.71139026011083 | 0.577219479778339 | 0.288609739889170 |
58 | 0.649781067045673 | 0.700437865908655 | 0.350218932954327 |
59 | 0.63080590136016 | 0.73838819727968 | 0.36919409863984 |
60 | 0.870415755835855 | 0.25916848832829 | 0.129584244164145 |
61 | 0.879141802160159 | 0.241716395679683 | 0.120858197839841 |
62 | 0.872704602450884 | 0.254590795098233 | 0.127295397549116 |
63 | 0.872577987360858 | 0.254844025278283 | 0.127422012639142 |
64 | 0.925055319169922 | 0.149889361660156 | 0.0749446808300779 |
65 | 0.907838073813788 | 0.184323852372424 | 0.092161926186212 |
66 | 0.921365892960567 | 0.157268214078867 | 0.0786341070394334 |
67 | 0.89064981244481 | 0.218700375110381 | 0.109350187555191 |
68 | 0.850750317956986 | 0.298499364086028 | 0.149249682043014 |
69 | 0.791776428147686 | 0.416447143704628 | 0.208223571852314 |
70 | 0.729555143830259 | 0.540889712339482 | 0.270444856169741 |
71 | 0.717546963783496 | 0.564906072433007 | 0.282453036216504 |
72 | 0.877846568969724 | 0.244306862060552 | 0.122153431030276 |
73 | 0.863923911611507 | 0.272152176776986 | 0.136076088388493 |
74 | 0.821946653179879 | 0.356106693640242 | 0.178053346820121 |
75 | 0.903598221386774 | 0.192803557226453 | 0.0964017786132263 |
76 | 0.954484754696879 | 0.0910304906062428 | 0.0455152453031214 |
77 | 0.90850512869406 | 0.182989742611881 | 0.0914948713059405 |
78 | 0.892801479827481 | 0.214397040345038 | 0.107198520172519 |
79 | 0.775151531215729 | 0.449696937568542 | 0.224848468784271 |
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 | 0 | 0 | OK |
10% type I error level | 1 | 0.0133333333333333 | OK |