Multiple Linear Regression - Estimated Regression Equation
CorrectAnalysis[t] = + 0.097519247219846 -0.0253610426206411T20[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.0975192472198460.0283453.44040.000750.000375
T20-0.02536104262064110.023662-1.07180.2855010.14275


Multiple Linear Regression - Regression Statistics
Multiple R0.0866091995758853
R-squared0.00750115345117552
Adjusted R-squared0.000971555776512201
F-TEST (value)1.14879259411068
F-TEST (DF numerator)1
F-TEST (DF denominator)152
p-value0.285500871611207
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.268792809186371
Sum Squared Residuals10.9819352890857


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
100.0975192472198461-0.0975192472198461
200.097519247219846-0.097519247219846
300.097519247219846-0.097519247219846
400.097519247219846-0.097519247219846
500.097519247219846-0.097519247219846
600.097519247219846-0.097519247219846
700.097519247219846-0.097519247219846
800.097519247219846-0.097519247219846
900.097519247219846-0.097519247219846
1000.097519247219846-0.097519247219846
1100.097519247219846-0.097519247219846
1200.097519247219846-0.097519247219846
1300.097519247219846-0.097519247219846
1400.097519247219846-0.097519247219846
1500.097519247219846-0.097519247219846
1600.097519247219846-0.097519247219846
1710.0975192472198460.902480752780154
1800.097519247219846-0.097519247219846
1900.097519247219846-0.097519247219846
2010.0975192472198460.902480752780154
2100.097519247219846-0.097519247219846
2200.097519247219846-0.097519247219846
2300.097519247219846-0.097519247219846
2400.097519247219846-0.097519247219846
2500.097519247219846-0.097519247219846
2600.097519247219846-0.097519247219846
2700.097519247219846-0.097519247219846
2800.097519247219846-0.097519247219846
2900.097519247219846-0.097519247219846
3000.097519247219846-0.097519247219846
3100.097519247219846-0.097519247219846
3200.097519247219846-0.097519247219846
3300.097519247219846-0.097519247219846
3400.097519247219846-0.097519247219846
3500.097519247219846-0.097519247219846
3600.097519247219846-0.097519247219846
3700.097519247219846-0.097519247219846
3800.097519247219846-0.097519247219846
3900.097519247219846-0.097519247219846
4000.097519247219846-0.097519247219846
4110.0975192472198460.902480752780154
4200.097519247219846-0.097519247219846
4300.097519247219846-0.097519247219846
4400.097519247219846-0.097519247219846
4500.097519247219846-0.097519247219846
4600.097519247219846-0.097519247219846
4700.097519247219846-0.097519247219846
4800.097519247219846-0.097519247219846
4900.097519247219846-0.097519247219846
5000.097519247219846-0.097519247219846
5100.097519247219846-0.097519247219846
5210.0975192472198460.902480752780154
5300.097519247219846-0.097519247219846
5410.0975192472198460.902480752780154
5500.097519247219846-0.097519247219846
5600.097519247219846-0.097519247219846
5700.097519247219846-0.097519247219846
5800.097519247219846-0.097519247219846
5900.097519247219846-0.097519247219846
6010.0975192472198460.902480752780154
6100.097519247219846-0.097519247219846
6200.097519247219846-0.097519247219846
6300.097519247219846-0.097519247219846
6400.097519247219846-0.097519247219846
6500.097519247219846-0.097519247219846
6600.097519247219846-0.097519247219846
6710.0975192472198460.902480752780154
6800.097519247219846-0.097519247219846
6900.097519247219846-0.097519247219846
7000.097519247219846-0.097519247219846
7100.097519247219846-0.097519247219846
7200.097519247219846-0.097519247219846
7300.097519247219846-0.097519247219846
7400.097519247219846-0.097519247219846
7500.097519247219846-0.097519247219846
7600.097519247219846-0.097519247219846
7700.097519247219846-0.097519247219846
7800.097519247219846-0.097519247219846
7910.0975192472198460.902480752780154
8000.097519247219846-0.097519247219846
8100.097519247219846-0.097519247219846
8200.097519247219846-0.097519247219846
8300.097519247219846-0.097519247219846
8410.0975192472198460.902480752780154
8500.097519247219846-0.097519247219846
8600.097519247219846-0.097519247219846
8700.0467971619785639-0.0467971619785639
8800.072158204599205-0.072158204599205
8900.0467971619785639-0.0467971619785639
9000.0467971619785639-0.0467971619785639
9100.0467971619785639-0.0467971619785639
9200.072158204599205-0.072158204599205
9300.0467971619785639-0.0467971619785639
9400.0467971619785639-0.0467971619785639
9500.072158204599205-0.072158204599205
9600.0467971619785639-0.0467971619785639
9700.072158204599205-0.072158204599205
9800.0467971619785639-0.0467971619785639
9900.0467971619785639-0.0467971619785639
10000.0467971619785639-0.0467971619785639
10100.0467971619785639-0.0467971619785639
10200.0467971619785639-0.0467971619785639
10300.0467971619785639-0.0467971619785639
10400.0467971619785639-0.0467971619785639
10500.072158204599205-0.072158204599205
10600.0467971619785639-0.0467971619785639
10700.0467971619785639-0.0467971619785639
10800.072158204599205-0.072158204599205
10900.0467971619785639-0.0467971619785639
11000.0467971619785639-0.0467971619785639
11100.072158204599205-0.072158204599205
11200.072158204599205-0.072158204599205
11300.0467971619785639-0.0467971619785639
11400.072158204599205-0.072158204599205
11500.0467971619785639-0.0467971619785639
11600.0467971619785639-0.0467971619785639
11700.0467971619785639-0.0467971619785639
11800.0467971619785639-0.0467971619785639
11900.0467971619785639-0.0467971619785639
12000.0467971619785639-0.0467971619785639
12100.0467971619785639-0.0467971619785639
12200.0467971619785639-0.0467971619785639
12300.072158204599205-0.072158204599205
12400.0467971619785639-0.0467971619785639
12500.0467971619785639-0.0467971619785639
12600.072158204599205-0.072158204599205
12700.0467971619785639-0.0467971619785639
12800.0467971619785639-0.0467971619785639
12900.0467971619785639-0.0467971619785639
13000.0467971619785639-0.0467971619785639
13100.0467971619785639-0.0467971619785639
13200.0467971619785639-0.0467971619785639
13300.0467971619785639-0.0467971619785639
13400.0467971619785639-0.0467971619785639
13500.0467971619785639-0.0467971619785639
13600.0467971619785639-0.0467971619785639
13700.0467971619785639-0.0467971619785639
13800.072158204599205-0.072158204599205
13900.072158204599205-0.072158204599205
14000.0467971619785639-0.0467971619785639
14110.04679716197856390.953202838021436
14200.072158204599205-0.072158204599205
14300.0467971619785639-0.0467971619785639
14400.0467971619785639-0.0467971619785639
14500.0467971619785639-0.0467971619785639
14600.072158204599205-0.072158204599205
14700.072158204599205-0.072158204599205
14800.072158204599205-0.072158204599205
14900.0467971619785639-0.0467971619785639
15000.0467971619785639-0.0467971619785639
15100.0467971619785639-0.0467971619785639
15210.04679716197856390.953202838021436
15310.04679716197856390.953202838021436
15400.0467971619785639-0.0467971619785639


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
5001
6001
7001
8001
9001
10001
11001
12001
13001
14001
15001
16001
170.3750095424875840.7500190849751680.624990457512416
180.3065967865921320.6131935731842640.693403213407868
190.2453743086337050.4907486172674090.754625691366295
200.8757404267541790.2485191464916420.124259573245821
210.841923435003950.3161531299920990.15807656499605
220.8029532825875640.3940934348248720.197046717412436
230.7591033463185290.4817933073629430.240896653681471
240.7108930342111930.5782139315776140.289106965788807
250.6590692146043470.6818615707913060.340930785395653
260.604567372415120.790865255169760.39543262758488
270.5484563385134340.9030873229731330.451543661486566
280.4918724057613670.9837448115227340.508127594238633
290.4359497282504120.8718994565008240.564050271749588
300.3817539814940520.7635079629881040.618246018505948
310.330225404555240.660450809110480.66977459544476
320.2821357651864620.5642715303729240.717864234813538
330.2380617955066970.4761235910133940.761938204493303
340.1983755750890.3967511501780.801624424911
350.1632504914839510.3265009829679020.836749508516049
360.1326800045116510.2653600090233010.867319995488349
370.1065055951202710.2130111902405420.893494404879729
380.08445000326531390.1689000065306280.915549996734686
390.06615207797332580.1323041559466520.933847922026674
400.05120014689450390.1024002937890080.948799853105496
410.4713031119633180.9426062239266370.528696888036681
420.4242937386691170.8485874773382340.575706261330883
430.3786294835490740.7572589670981470.621370516450926
440.3348839106971110.6697678213942210.665116089302889
450.2935439163521260.5870878327042520.706456083647874
460.2549961804817050.5099923609634090.745003819518295
470.2195202089174540.4390404178349070.780479791082546
480.1872877701558630.3745755403117270.812712229844137
490.1583680458229590.3167360916459170.841631954177041
500.1327374517345720.2654749034691450.867262548265428
510.1102928680830980.2205857361661960.889707131916902
520.5435290109473410.9129419781053180.456470989052659
530.5007959047257280.9984081905485440.499204095274272
540.8855675588686680.2288648822626640.114432441131332
550.8639355769157440.2721288461685130.136064423084256
560.8397836183642580.3204327632714840.160216381635742
570.8131375160004050.373724967999190.186862483999595
580.7840857995826610.4318284008346790.215914200417339
590.7527818610038150.494436277992370.247218138996185
600.9672110679408280.06557786411834440.0327889320591722
610.9589182486283710.08216350274325890.0410817513716294
620.949046118038010.101907763923980.0509538819619902
630.9374325802741050.125134839451790.0625674197258948
640.9239322197409860.1521355605180280.076067780259014
650.90842511295920.1831497740815990.0915748870407997
660.8908259757085520.2183480485828960.109174024291448
670.9918764862253010.01624702754939740.00812351377469868
680.9892746204681060.02145075906378790.010725379531894
690.9859889129287240.02802217414255160.0140110870712758
700.9818906194378390.03621876112432290.0181093805621615
710.9768428007416640.04631439851667250.0231571992583363
720.9707051613457470.05858967730850650.0292948386542533
730.9633408896739150.07331822065217080.0366591103260854
740.9546258234289730.09074835314205430.0453741765710272
750.9444603134124110.1110793731751780.0555396865875892
760.9327842861139380.1344314277721250.0672157138860624
770.919596291432970.160807417134060.0804037085670302
780.9049779168499920.1900441663000150.0950220831500077
790.9940294139364010.01194117212719730.00597058606359867
800.9919912255745760.01601754885084810.00800877442542407
810.9893951321236850.02120973575263050.0106048678763152
820.9861508926771520.02769821464569660.0138491073228483
830.982190186612310.03561962677538010.0178098133876901
840.9998256531293230.0003486937413545440.000174346870677272
850.9997343057513930.000531388497213950.000265694248606975
860.9996011729254090.0007976541491830070.000398827074591503
870.9993984262094510.00120314758109760.0006015737905488
880.9990910795062620.001817840987476250.000908920493738125
890.9986624369983750.00267512600324930.00133756300162465
900.9980550762571750.003889847485650620.00194492374282531
910.9972060202408090.005587959518382960.00279397975919148
920.9959783132833470.008043373433305410.00402168671665271
930.9943605464736740.01127890705265180.00563945352632588
940.9921867969831090.01562640603378210.00781320301689107
950.9891529371902930.02169412561941320.0108470628097066
960.9853277032323920.02934459353521620.0146722967676081
970.9801170447383180.03976591052336510.0198829552616825
980.9737385185967320.05252296280653690.0262614814032684
990.9657227902869980.06855441942600310.0342772097130015
1000.9557859916717460.08842801665650860.0442140083282543
1010.9436351923225340.1127296153549330.0563648076774664
1020.9289800317483490.1420399365033010.0710199682516506
1030.9115469115672720.1769061768654550.0884530884327275
1040.8910952249314660.2178095501370690.108904775068534
1050.865632418097850.2687351638042990.13436758190215
1060.8382738603986070.3234522792027860.161726139601393
1070.8075032158265640.3849935683468720.192496784173436
1080.7705147380692530.4589705238614940.229485261930747
1090.7327669856976860.5344660286046280.267233014302314
1100.6921023421252230.6157953157495540.307897657874777
1110.6449050654284710.7101898691430590.355094934571529
1120.5950840805104260.8098318389791480.404915919489574
1130.5476602151092190.9046795697815610.452339784890781
1140.4949064625739960.9898129251479930.505093537426004
1150.4464887514230620.8929775028461230.553511248576938
1160.3988382143154940.7976764286309890.601161785684506
1170.3526501573220.7053003146440.647349842678
1180.3085580809706850.6171161619413690.691441919029315
1190.2671069526253740.5342139052507490.732893047374626
1200.2287327063217730.4574654126435460.771267293678227
1210.193749293709610.3874985874192190.806250706290391
1220.1623438755598640.3246877511197270.837656124440136
1230.1299683581581370.2599367163162740.870031641841863
1240.1060188523886210.2120377047772420.893981147611379
1250.08554079726852510.171081594537050.914459202731475
1260.06494898399846560.1298979679969310.935051016001534
1270.05092947869719970.1018589573943990.9490705213028
1280.03952493293930020.07904986587860040.9604750670607
1290.03038814643145750.06077629286291490.969611853568543
1300.02317700850849390.04635401701698780.976822991491506
1310.01756850633900610.03513701267801230.982431493660994
1320.01326873155455110.02653746310910230.986731268445449
1330.01001905976449170.02003811952898350.989980940235508
1340.007599025464745270.01519805092949050.992400974535255
1350.005826683739771250.01165336747954250.994173316260229
1360.004557497046452110.009114994092904230.995442502953548
1370.003683182959343240.007366365918686480.996316817040657
1380.002152721537919470.004305443075838950.997847278462081
1390.001208601272559920.002417202545119840.99879139872744
1400.0009786249484343210.001957249896868640.999021375051566
1410.01966023138230770.03932046276461540.980339768617692
1420.01172981798092340.02345963596184680.988270182019077
1430.008662085296792220.01732417059358440.991337914703208
1440.006719595319277970.01343919063855590.993280404680722
1450.005752213565702050.01150442713140410.994247786434298
1460.002792184182725110.005584368365450220.997207815817275
1470.001226629406462050.00245325881292410.998773370593538
1480.0004758329102899770.0009516658205799550.99952416708971
1490.0003854771499382910.0007709542998765810.999614522850062


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level300.206896551724138NOK
5% type I error level560.386206896551724NOK
10% type I error level660.455172413793103NOK