Multiple Linear Regression - Estimated Regression Equation |
CorrectAnalysis[t] = + 0.097519247219846 -0.0253610426206411T20[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) | 0.097519247219846 | 0.028345 | 3.4404 | 0.00075 | 0.000375 |
T20 | -0.0253610426206411 | 0.023662 | -1.0718 | 0.285501 | 0.14275 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0866091995758853 |
R-squared | 0.00750115345117552 |
Adjusted R-squared | 0.000971555776512201 |
F-TEST (value) | 1.14879259411068 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 152 |
p-value | 0.285500871611207 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.268792809186371 |
Sum Squared Residuals | 10.9819352890857 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.0975192472198461 | -0.0975192472198461 |
2 | 0 | 0.097519247219846 | -0.097519247219846 |
3 | 0 | 0.097519247219846 | -0.097519247219846 |
4 | 0 | 0.097519247219846 | -0.097519247219846 |
5 | 0 | 0.097519247219846 | -0.097519247219846 |
6 | 0 | 0.097519247219846 | -0.097519247219846 |
7 | 0 | 0.097519247219846 | -0.097519247219846 |
8 | 0 | 0.097519247219846 | -0.097519247219846 |
9 | 0 | 0.097519247219846 | -0.097519247219846 |
10 | 0 | 0.097519247219846 | -0.097519247219846 |
11 | 0 | 0.097519247219846 | -0.097519247219846 |
12 | 0 | 0.097519247219846 | -0.097519247219846 |
13 | 0 | 0.097519247219846 | -0.097519247219846 |
14 | 0 | 0.097519247219846 | -0.097519247219846 |
15 | 0 | 0.097519247219846 | -0.097519247219846 |
16 | 0 | 0.097519247219846 | -0.097519247219846 |
17 | 1 | 0.097519247219846 | 0.902480752780154 |
18 | 0 | 0.097519247219846 | -0.097519247219846 |
19 | 0 | 0.097519247219846 | -0.097519247219846 |
20 | 1 | 0.097519247219846 | 0.902480752780154 |
21 | 0 | 0.097519247219846 | -0.097519247219846 |
22 | 0 | 0.097519247219846 | -0.097519247219846 |
23 | 0 | 0.097519247219846 | -0.097519247219846 |
24 | 0 | 0.097519247219846 | -0.097519247219846 |
25 | 0 | 0.097519247219846 | -0.097519247219846 |
26 | 0 | 0.097519247219846 | -0.097519247219846 |
27 | 0 | 0.097519247219846 | -0.097519247219846 |
28 | 0 | 0.097519247219846 | -0.097519247219846 |
29 | 0 | 0.097519247219846 | -0.097519247219846 |
30 | 0 | 0.097519247219846 | -0.097519247219846 |
31 | 0 | 0.097519247219846 | -0.097519247219846 |
32 | 0 | 0.097519247219846 | -0.097519247219846 |
33 | 0 | 0.097519247219846 | -0.097519247219846 |
34 | 0 | 0.097519247219846 | -0.097519247219846 |
35 | 0 | 0.097519247219846 | -0.097519247219846 |
36 | 0 | 0.097519247219846 | -0.097519247219846 |
37 | 0 | 0.097519247219846 | -0.097519247219846 |
38 | 0 | 0.097519247219846 | -0.097519247219846 |
39 | 0 | 0.097519247219846 | -0.097519247219846 |
40 | 0 | 0.097519247219846 | -0.097519247219846 |
41 | 1 | 0.097519247219846 | 0.902480752780154 |
42 | 0 | 0.097519247219846 | -0.097519247219846 |
43 | 0 | 0.097519247219846 | -0.097519247219846 |
44 | 0 | 0.097519247219846 | -0.097519247219846 |
45 | 0 | 0.097519247219846 | -0.097519247219846 |
46 | 0 | 0.097519247219846 | -0.097519247219846 |
47 | 0 | 0.097519247219846 | -0.097519247219846 |
48 | 0 | 0.097519247219846 | -0.097519247219846 |
49 | 0 | 0.097519247219846 | -0.097519247219846 |
50 | 0 | 0.097519247219846 | -0.097519247219846 |
51 | 0 | 0.097519247219846 | -0.097519247219846 |
52 | 1 | 0.097519247219846 | 0.902480752780154 |
53 | 0 | 0.097519247219846 | -0.097519247219846 |
54 | 1 | 0.097519247219846 | 0.902480752780154 |
55 | 0 | 0.097519247219846 | -0.097519247219846 |
56 | 0 | 0.097519247219846 | -0.097519247219846 |
57 | 0 | 0.097519247219846 | -0.097519247219846 |
58 | 0 | 0.097519247219846 | -0.097519247219846 |
59 | 0 | 0.097519247219846 | -0.097519247219846 |
60 | 1 | 0.097519247219846 | 0.902480752780154 |
61 | 0 | 0.097519247219846 | -0.097519247219846 |
62 | 0 | 0.097519247219846 | -0.097519247219846 |
63 | 0 | 0.097519247219846 | -0.097519247219846 |
64 | 0 | 0.097519247219846 | -0.097519247219846 |
65 | 0 | 0.097519247219846 | -0.097519247219846 |
66 | 0 | 0.097519247219846 | -0.097519247219846 |
67 | 1 | 0.097519247219846 | 0.902480752780154 |
68 | 0 | 0.097519247219846 | -0.097519247219846 |
69 | 0 | 0.097519247219846 | -0.097519247219846 |
70 | 0 | 0.097519247219846 | -0.097519247219846 |
71 | 0 | 0.097519247219846 | -0.097519247219846 |
72 | 0 | 0.097519247219846 | -0.097519247219846 |
73 | 0 | 0.097519247219846 | -0.097519247219846 |
74 | 0 | 0.097519247219846 | -0.097519247219846 |
75 | 0 | 0.097519247219846 | -0.097519247219846 |
76 | 0 | 0.097519247219846 | -0.097519247219846 |
77 | 0 | 0.097519247219846 | -0.097519247219846 |
78 | 0 | 0.097519247219846 | -0.097519247219846 |
79 | 1 | 0.097519247219846 | 0.902480752780154 |
80 | 0 | 0.097519247219846 | -0.097519247219846 |
81 | 0 | 0.097519247219846 | -0.097519247219846 |
82 | 0 | 0.097519247219846 | -0.097519247219846 |
83 | 0 | 0.097519247219846 | -0.097519247219846 |
84 | 1 | 0.097519247219846 | 0.902480752780154 |
85 | 0 | 0.097519247219846 | -0.097519247219846 |
86 | 0 | 0.097519247219846 | -0.097519247219846 |
87 | 0 | 0.0467971619785639 | -0.0467971619785639 |
88 | 0 | 0.072158204599205 | -0.072158204599205 |
89 | 0 | 0.0467971619785639 | -0.0467971619785639 |
90 | 0 | 0.0467971619785639 | -0.0467971619785639 |
91 | 0 | 0.0467971619785639 | -0.0467971619785639 |
92 | 0 | 0.072158204599205 | -0.072158204599205 |
93 | 0 | 0.0467971619785639 | -0.0467971619785639 |
94 | 0 | 0.0467971619785639 | -0.0467971619785639 |
95 | 0 | 0.072158204599205 | -0.072158204599205 |
96 | 0 | 0.0467971619785639 | -0.0467971619785639 |
97 | 0 | 0.072158204599205 | -0.072158204599205 |
98 | 0 | 0.0467971619785639 | -0.0467971619785639 |
99 | 0 | 0.0467971619785639 | -0.0467971619785639 |
100 | 0 | 0.0467971619785639 | -0.0467971619785639 |
101 | 0 | 0.0467971619785639 | -0.0467971619785639 |
102 | 0 | 0.0467971619785639 | -0.0467971619785639 |
103 | 0 | 0.0467971619785639 | -0.0467971619785639 |
104 | 0 | 0.0467971619785639 | -0.0467971619785639 |
105 | 0 | 0.072158204599205 | -0.072158204599205 |
106 | 0 | 0.0467971619785639 | -0.0467971619785639 |
107 | 0 | 0.0467971619785639 | -0.0467971619785639 |
108 | 0 | 0.072158204599205 | -0.072158204599205 |
109 | 0 | 0.0467971619785639 | -0.0467971619785639 |
110 | 0 | 0.0467971619785639 | -0.0467971619785639 |
111 | 0 | 0.072158204599205 | -0.072158204599205 |
112 | 0 | 0.072158204599205 | -0.072158204599205 |
113 | 0 | 0.0467971619785639 | -0.0467971619785639 |
114 | 0 | 0.072158204599205 | -0.072158204599205 |
115 | 0 | 0.0467971619785639 | -0.0467971619785639 |
116 | 0 | 0.0467971619785639 | -0.0467971619785639 |
117 | 0 | 0.0467971619785639 | -0.0467971619785639 |
118 | 0 | 0.0467971619785639 | -0.0467971619785639 |
119 | 0 | 0.0467971619785639 | -0.0467971619785639 |
120 | 0 | 0.0467971619785639 | -0.0467971619785639 |
121 | 0 | 0.0467971619785639 | -0.0467971619785639 |
122 | 0 | 0.0467971619785639 | -0.0467971619785639 |
123 | 0 | 0.072158204599205 | -0.072158204599205 |
124 | 0 | 0.0467971619785639 | -0.0467971619785639 |
125 | 0 | 0.0467971619785639 | -0.0467971619785639 |
126 | 0 | 0.072158204599205 | -0.072158204599205 |
127 | 0 | 0.0467971619785639 | -0.0467971619785639 |
128 | 0 | 0.0467971619785639 | -0.0467971619785639 |
129 | 0 | 0.0467971619785639 | -0.0467971619785639 |
130 | 0 | 0.0467971619785639 | -0.0467971619785639 |
131 | 0 | 0.0467971619785639 | -0.0467971619785639 |
132 | 0 | 0.0467971619785639 | -0.0467971619785639 |
133 | 0 | 0.0467971619785639 | -0.0467971619785639 |
134 | 0 | 0.0467971619785639 | -0.0467971619785639 |
135 | 0 | 0.0467971619785639 | -0.0467971619785639 |
136 | 0 | 0.0467971619785639 | -0.0467971619785639 |
137 | 0 | 0.0467971619785639 | -0.0467971619785639 |
138 | 0 | 0.072158204599205 | -0.072158204599205 |
139 | 0 | 0.072158204599205 | -0.072158204599205 |
140 | 0 | 0.0467971619785639 | -0.0467971619785639 |
141 | 1 | 0.0467971619785639 | 0.953202838021436 |
142 | 0 | 0.072158204599205 | -0.072158204599205 |
143 | 0 | 0.0467971619785639 | -0.0467971619785639 |
144 | 0 | 0.0467971619785639 | -0.0467971619785639 |
145 | 0 | 0.0467971619785639 | -0.0467971619785639 |
146 | 0 | 0.072158204599205 | -0.072158204599205 |
147 | 0 | 0.072158204599205 | -0.072158204599205 |
148 | 0 | 0.072158204599205 | -0.072158204599205 |
149 | 0 | 0.0467971619785639 | -0.0467971619785639 |
150 | 0 | 0.0467971619785639 | -0.0467971619785639 |
151 | 0 | 0.0467971619785639 | -0.0467971619785639 |
152 | 1 | 0.0467971619785639 | 0.953202838021436 |
153 | 1 | 0.0467971619785639 | 0.953202838021436 |
154 | 0 | 0.0467971619785639 | -0.0467971619785639 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0 | 0 | 1 |
6 | 0 | 0 | 1 |
7 | 0 | 0 | 1 |
8 | 0 | 0 | 1 |
9 | 0 | 0 | 1 |
10 | 0 | 0 | 1 |
11 | 0 | 0 | 1 |
12 | 0 | 0 | 1 |
13 | 0 | 0 | 1 |
14 | 0 | 0 | 1 |
15 | 0 | 0 | 1 |
16 | 0 | 0 | 1 |
17 | 0.375009542487584 | 0.750019084975168 | 0.624990457512416 |
18 | 0.306596786592132 | 0.613193573184264 | 0.693403213407868 |
19 | 0.245374308633705 | 0.490748617267409 | 0.754625691366295 |
20 | 0.875740426754179 | 0.248519146491642 | 0.124259573245821 |
21 | 0.84192343500395 | 0.316153129992099 | 0.15807656499605 |
22 | 0.802953282587564 | 0.394093434824872 | 0.197046717412436 |
23 | 0.759103346318529 | 0.481793307362943 | 0.240896653681471 |
24 | 0.710893034211193 | 0.578213931577614 | 0.289106965788807 |
25 | 0.659069214604347 | 0.681861570791306 | 0.340930785395653 |
26 | 0.60456737241512 | 0.79086525516976 | 0.39543262758488 |
27 | 0.548456338513434 | 0.903087322973133 | 0.451543661486566 |
28 | 0.491872405761367 | 0.983744811522734 | 0.508127594238633 |
29 | 0.435949728250412 | 0.871899456500824 | 0.564050271749588 |
30 | 0.381753981494052 | 0.763507962988104 | 0.618246018505948 |
31 | 0.33022540455524 | 0.66045080911048 | 0.66977459544476 |
32 | 0.282135765186462 | 0.564271530372924 | 0.717864234813538 |
33 | 0.238061795506697 | 0.476123591013394 | 0.761938204493303 |
34 | 0.198375575089 | 0.396751150178 | 0.801624424911 |
35 | 0.163250491483951 | 0.326500982967902 | 0.836749508516049 |
36 | 0.132680004511651 | 0.265360009023301 | 0.867319995488349 |
37 | 0.106505595120271 | 0.213011190240542 | 0.893494404879729 |
38 | 0.0844500032653139 | 0.168900006530628 | 0.915549996734686 |
39 | 0.0661520779733258 | 0.132304155946652 | 0.933847922026674 |
40 | 0.0512001468945039 | 0.102400293789008 | 0.948799853105496 |
41 | 0.471303111963318 | 0.942606223926637 | 0.528696888036681 |
42 | 0.424293738669117 | 0.848587477338234 | 0.575706261330883 |
43 | 0.378629483549074 | 0.757258967098147 | 0.621370516450926 |
44 | 0.334883910697111 | 0.669767821394221 | 0.665116089302889 |
45 | 0.293543916352126 | 0.587087832704252 | 0.706456083647874 |
46 | 0.254996180481705 | 0.509992360963409 | 0.745003819518295 |
47 | 0.219520208917454 | 0.439040417834907 | 0.780479791082546 |
48 | 0.187287770155863 | 0.374575540311727 | 0.812712229844137 |
49 | 0.158368045822959 | 0.316736091645917 | 0.841631954177041 |
50 | 0.132737451734572 | 0.265474903469145 | 0.867262548265428 |
51 | 0.110292868083098 | 0.220585736166196 | 0.889707131916902 |
52 | 0.543529010947341 | 0.912941978105318 | 0.456470989052659 |
53 | 0.500795904725728 | 0.998408190548544 | 0.499204095274272 |
54 | 0.885567558868668 | 0.228864882262664 | 0.114432441131332 |
55 | 0.863935576915744 | 0.272128846168513 | 0.136064423084256 |
56 | 0.839783618364258 | 0.320432763271484 | 0.160216381635742 |
57 | 0.813137516000405 | 0.37372496799919 | 0.186862483999595 |
58 | 0.784085799582661 | 0.431828400834679 | 0.215914200417339 |
59 | 0.752781861003815 | 0.49443627799237 | 0.247218138996185 |
60 | 0.967211067940828 | 0.0655778641183444 | 0.0327889320591722 |
61 | 0.958918248628371 | 0.0821635027432589 | 0.0410817513716294 |
62 | 0.94904611803801 | 0.10190776392398 | 0.0509538819619902 |
63 | 0.937432580274105 | 0.12513483945179 | 0.0625674197258948 |
64 | 0.923932219740986 | 0.152135560518028 | 0.076067780259014 |
65 | 0.9084251129592 | 0.183149774081599 | 0.0915748870407997 |
66 | 0.890825975708552 | 0.218348048582896 | 0.109174024291448 |
67 | 0.991876486225301 | 0.0162470275493974 | 0.00812351377469868 |
68 | 0.989274620468106 | 0.0214507590637879 | 0.010725379531894 |
69 | 0.985988912928724 | 0.0280221741425516 | 0.0140110870712758 |
70 | 0.981890619437839 | 0.0362187611243229 | 0.0181093805621615 |
71 | 0.976842800741664 | 0.0463143985166725 | 0.0231571992583363 |
72 | 0.970705161345747 | 0.0585896773085065 | 0.0292948386542533 |
73 | 0.963340889673915 | 0.0733182206521708 | 0.0366591103260854 |
74 | 0.954625823428973 | 0.0907483531420543 | 0.0453741765710272 |
75 | 0.944460313412411 | 0.111079373175178 | 0.0555396865875892 |
76 | 0.932784286113938 | 0.134431427772125 | 0.0672157138860624 |
77 | 0.91959629143297 | 0.16080741713406 | 0.0804037085670302 |
78 | 0.904977916849992 | 0.190044166300015 | 0.0950220831500077 |
79 | 0.994029413936401 | 0.0119411721271973 | 0.00597058606359867 |
80 | 0.991991225574576 | 0.0160175488508481 | 0.00800877442542407 |
81 | 0.989395132123685 | 0.0212097357526305 | 0.0106048678763152 |
82 | 0.986150892677152 | 0.0276982146456966 | 0.0138491073228483 |
83 | 0.98219018661231 | 0.0356196267753801 | 0.0178098133876901 |
84 | 0.999825653129323 | 0.000348693741354544 | 0.000174346870677272 |
85 | 0.999734305751393 | 0.00053138849721395 | 0.000265694248606975 |
86 | 0.999601172925409 | 0.000797654149183007 | 0.000398827074591503 |
87 | 0.999398426209451 | 0.0012031475810976 | 0.0006015737905488 |
88 | 0.999091079506262 | 0.00181784098747625 | 0.000908920493738125 |
89 | 0.998662436998375 | 0.0026751260032493 | 0.00133756300162465 |
90 | 0.998055076257175 | 0.00388984748565062 | 0.00194492374282531 |
91 | 0.997206020240809 | 0.00558795951838296 | 0.00279397975919148 |
92 | 0.995978313283347 | 0.00804337343330541 | 0.00402168671665271 |
93 | 0.994360546473674 | 0.0112789070526518 | 0.00563945352632588 |
94 | 0.992186796983109 | 0.0156264060337821 | 0.00781320301689107 |
95 | 0.989152937190293 | 0.0216941256194132 | 0.0108470628097066 |
96 | 0.985327703232392 | 0.0293445935352162 | 0.0146722967676081 |
97 | 0.980117044738318 | 0.0397659105233651 | 0.0198829552616825 |
98 | 0.973738518596732 | 0.0525229628065369 | 0.0262614814032684 |
99 | 0.965722790286998 | 0.0685544194260031 | 0.0342772097130015 |
100 | 0.955785991671746 | 0.0884280166565086 | 0.0442140083282543 |
101 | 0.943635192322534 | 0.112729615354933 | 0.0563648076774664 |
102 | 0.928980031748349 | 0.142039936503301 | 0.0710199682516506 |
103 | 0.911546911567272 | 0.176906176865455 | 0.0884530884327275 |
104 | 0.891095224931466 | 0.217809550137069 | 0.108904775068534 |
105 | 0.86563241809785 | 0.268735163804299 | 0.13436758190215 |
106 | 0.838273860398607 | 0.323452279202786 | 0.161726139601393 |
107 | 0.807503215826564 | 0.384993568346872 | 0.192496784173436 |
108 | 0.770514738069253 | 0.458970523861494 | 0.229485261930747 |
109 | 0.732766985697686 | 0.534466028604628 | 0.267233014302314 |
110 | 0.692102342125223 | 0.615795315749554 | 0.307897657874777 |
111 | 0.644905065428471 | 0.710189869143059 | 0.355094934571529 |
112 | 0.595084080510426 | 0.809831838979148 | 0.404915919489574 |
113 | 0.547660215109219 | 0.904679569781561 | 0.452339784890781 |
114 | 0.494906462573996 | 0.989812925147993 | 0.505093537426004 |
115 | 0.446488751423062 | 0.892977502846123 | 0.553511248576938 |
116 | 0.398838214315494 | 0.797676428630989 | 0.601161785684506 |
117 | 0.352650157322 | 0.705300314644 | 0.647349842678 |
118 | 0.308558080970685 | 0.617116161941369 | 0.691441919029315 |
119 | 0.267106952625374 | 0.534213905250749 | 0.732893047374626 |
120 | 0.228732706321773 | 0.457465412643546 | 0.771267293678227 |
121 | 0.19374929370961 | 0.387498587419219 | 0.806250706290391 |
122 | 0.162343875559864 | 0.324687751119727 | 0.837656124440136 |
123 | 0.129968358158137 | 0.259936716316274 | 0.870031641841863 |
124 | 0.106018852388621 | 0.212037704777242 | 0.893981147611379 |
125 | 0.0855407972685251 | 0.17108159453705 | 0.914459202731475 |
126 | 0.0649489839984656 | 0.129897967996931 | 0.935051016001534 |
127 | 0.0509294786971997 | 0.101858957394399 | 0.9490705213028 |
128 | 0.0395249329393002 | 0.0790498658786004 | 0.9604750670607 |
129 | 0.0303881464314575 | 0.0607762928629149 | 0.969611853568543 |
130 | 0.0231770085084939 | 0.0463540170169878 | 0.976822991491506 |
131 | 0.0175685063390061 | 0.0351370126780123 | 0.982431493660994 |
132 | 0.0132687315545511 | 0.0265374631091023 | 0.986731268445449 |
133 | 0.0100190597644917 | 0.0200381195289835 | 0.989980940235508 |
134 | 0.00759902546474527 | 0.0151980509294905 | 0.992400974535255 |
135 | 0.00582668373977125 | 0.0116533674795425 | 0.994173316260229 |
136 | 0.00455749704645211 | 0.00911499409290423 | 0.995442502953548 |
137 | 0.00368318295934324 | 0.00736636591868648 | 0.996316817040657 |
138 | 0.00215272153791947 | 0.00430544307583895 | 0.997847278462081 |
139 | 0.00120860127255992 | 0.00241720254511984 | 0.99879139872744 |
140 | 0.000978624948434321 | 0.00195724989686864 | 0.999021375051566 |
141 | 0.0196602313823077 | 0.0393204627646154 | 0.980339768617692 |
142 | 0.0117298179809234 | 0.0234596359618468 | 0.988270182019077 |
143 | 0.00866208529679222 | 0.0173241705935844 | 0.991337914703208 |
144 | 0.00671959531927797 | 0.0134391906385559 | 0.993280404680722 |
145 | 0.00575221356570205 | 0.0115044271314041 | 0.994247786434298 |
146 | 0.00279218418272511 | 0.00558436836545022 | 0.997207815817275 |
147 | 0.00122662940646205 | 0.0024532588129241 | 0.998773370593538 |
148 | 0.000475832910289977 | 0.000951665820579955 | 0.99952416708971 |
149 | 0.000385477149938291 | 0.000770954299876581 | 0.999614522850062 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 30 | 0.206896551724138 | NOK |
5% type I error level | 56 | 0.386206896551724 | NOK |
10% type I error level | 66 | 0.455172413793103 | NOK |