Multiple Linear Regression - Estimated Regression Equation |
CorrectAnlysis[t] = + 0.0750409449600476 + 0.00297781527619237T40[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) | 0.0750409449600476 | 0.031519 | 2.3808 | 0.018512 | 0.009256 |
T40 | 0.00297781527619237 | 0.023586 | 0.1263 | 0.8997 | 0.44985 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0102397583257689 |
R-squared | 0.000104852650570154 |
Adjusted R-squared | -0.00647340489778125 |
F-TEST (value) | 0.0159392741618074 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 152 |
p-value | 0.899700215159793 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.269792499178403 |
Sum Squared Residuals | 11.0637748771651 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.07801876023624 | -0.07801876023624 |
2 | 0 | 0.0809965755124324 | -0.0809965755124324 |
3 | 0 | 0.0809965755124324 | -0.0809965755124324 |
4 | 0 | 0.0809965755124324 | -0.0809965755124324 |
5 | 0 | 0.0809965755124324 | -0.0809965755124324 |
6 | 0 | 0.0809965755124324 | -0.0809965755124324 |
7 | 0 | 0.0809965755124324 | -0.0809965755124324 |
8 | 0 | 0.07801876023624 | -0.07801876023624 |
9 | 0 | 0.0809965755124324 | -0.0809965755124324 |
10 | 0 | 0.0809965755124324 | -0.0809965755124324 |
11 | 0 | 0.07801876023624 | -0.07801876023624 |
12 | 0 | 0.0809965755124324 | -0.0809965755124324 |
13 | 0 | 0.0809965755124324 | -0.0809965755124324 |
14 | 0 | 0.07801876023624 | -0.07801876023624 |
15 | 0 | 0.0809965755124324 | -0.0809965755124324 |
16 | 0 | 0.07801876023624 | -0.07801876023624 |
17 | 1 | 0.07801876023624 | 0.92198123976376 |
18 | 0 | 0.07801876023624 | -0.07801876023624 |
19 | 0 | 0.0809965755124324 | -0.0809965755124324 |
20 | 1 | 0.07801876023624 | 0.92198123976376 |
21 | 0 | 0.0809965755124324 | -0.0809965755124324 |
22 | 0 | 0.0809965755124324 | -0.0809965755124324 |
23 | 0 | 0.0809965755124324 | -0.0809965755124324 |
24 | 0 | 0.0809965755124324 | -0.0809965755124324 |
25 | 0 | 0.07801876023624 | -0.07801876023624 |
26 | 0 | 0.0809965755124324 | -0.0809965755124324 |
27 | 0 | 0.0809965755124324 | -0.0809965755124324 |
28 | 0 | 0.0809965755124324 | -0.0809965755124324 |
29 | 0 | 0.0809965755124324 | -0.0809965755124324 |
30 | 0 | 0.0809965755124324 | -0.0809965755124324 |
31 | 0 | 0.0809965755124324 | -0.0809965755124324 |
32 | 0 | 0.0809965755124324 | -0.0809965755124324 |
33 | 0 | 0.0809965755124324 | -0.0809965755124324 |
34 | 0 | 0.07801876023624 | -0.07801876023624 |
35 | 0 | 0.0809965755124324 | -0.0809965755124324 |
36 | 0 | 0.0809965755124324 | -0.0809965755124324 |
37 | 0 | 0.07801876023624 | -0.07801876023624 |
38 | 0 | 0.0809965755124324 | -0.0809965755124324 |
39 | 0 | 0.0809965755124324 | -0.0809965755124324 |
40 | 0 | 0.07801876023624 | -0.07801876023624 |
41 | 1 | 0.0809965755124323 | 0.919003424487568 |
42 | 0 | 0.0809965755124324 | -0.0809965755124324 |
43 | 0 | 0.0809965755124324 | -0.0809965755124324 |
44 | 0 | 0.07801876023624 | -0.07801876023624 |
45 | 0 | 0.0809965755124324 | -0.0809965755124324 |
46 | 0 | 0.0809965755124324 | -0.0809965755124324 |
47 | 0 | 0.0809965755124324 | -0.0809965755124324 |
48 | 0 | 0.0809965755124324 | -0.0809965755124324 |
49 | 0 | 0.0809965755124324 | -0.0809965755124324 |
50 | 0 | 0.0809965755124324 | -0.0809965755124324 |
51 | 0 | 0.07801876023624 | -0.07801876023624 |
52 | 1 | 0.07801876023624 | 0.92198123976376 |
53 | 0 | 0.0809965755124324 | -0.0809965755124324 |
54 | 1 | 0.0809965755124323 | 0.919003424487568 |
55 | 0 | 0.0809965755124324 | -0.0809965755124324 |
56 | 0 | 0.07801876023624 | -0.07801876023624 |
57 | 0 | 0.0809965755124324 | -0.0809965755124324 |
58 | 0 | 0.0809965755124324 | -0.0809965755124324 |
59 | 0 | 0.0809965755124324 | -0.0809965755124324 |
60 | 1 | 0.07801876023624 | 0.92198123976376 |
61 | 0 | 0.07801876023624 | -0.07801876023624 |
62 | 0 | 0.0809965755124324 | -0.0809965755124324 |
63 | 0 | 0.0809965755124324 | -0.0809965755124324 |
64 | 0 | 0.07801876023624 | -0.07801876023624 |
65 | 0 | 0.0809965755124324 | -0.0809965755124324 |
66 | 0 | 0.0809965755124324 | -0.0809965755124324 |
67 | 1 | 0.07801876023624 | 0.92198123976376 |
68 | 0 | 0.0809965755124324 | -0.0809965755124324 |
69 | 0 | 0.0809965755124324 | -0.0809965755124324 |
70 | 0 | 0.0809965755124324 | -0.0809965755124324 |
71 | 0 | 0.0809965755124324 | -0.0809965755124324 |
72 | 0 | 0.0809965755124324 | -0.0809965755124324 |
73 | 0 | 0.0809965755124324 | -0.0809965755124324 |
74 | 0 | 0.0809965755124324 | -0.0809965755124324 |
75 | 0 | 0.0809965755124324 | -0.0809965755124324 |
76 | 0 | 0.07801876023624 | -0.07801876023624 |
77 | 0 | 0.0809965755124324 | -0.0809965755124324 |
78 | 0 | 0.0809965755124324 | -0.0809965755124324 |
79 | 1 | 0.07801876023624 | 0.92198123976376 |
80 | 0 | 0.07801876023624 | -0.07801876023624 |
81 | 0 | 0.0809965755124324 | -0.0809965755124324 |
82 | 0 | 0.0809965755124324 | -0.0809965755124324 |
83 | 0 | 0.0809965755124324 | -0.0809965755124324 |
84 | 1 | 0.0809965755124323 | 0.919003424487568 |
85 | 0 | 0.0809965755124324 | -0.0809965755124324 |
86 | 0 | 0.0809965755124324 | -0.0809965755124324 |
87 | 0 | 0.0750409449600476 | -0.0750409449600476 |
88 | 0 | 0.0750409449600476 | -0.0750409449600476 |
89 | 0 | 0.0750409449600476 | -0.0750409449600476 |
90 | 0 | 0.0750409449600476 | -0.0750409449600476 |
91 | 0 | 0.0750409449600476 | -0.0750409449600476 |
92 | 0 | 0.0750409449600476 | -0.0750409449600476 |
93 | 0 | 0.0750409449600476 | -0.0750409449600476 |
94 | 0 | 0.0750409449600476 | -0.0750409449600476 |
95 | 0 | 0.0750409449600476 | -0.0750409449600476 |
96 | 0 | 0.0750409449600476 | -0.0750409449600476 |
97 | 0 | 0.0750409449600476 | -0.0750409449600476 |
98 | 0 | 0.0750409449600476 | -0.0750409449600476 |
99 | 0 | 0.0750409449600476 | -0.0750409449600476 |
100 | 0 | 0.0750409449600476 | -0.0750409449600476 |
101 | 0 | 0.0750409449600476 | -0.0750409449600476 |
102 | 0 | 0.0750409449600476 | -0.0750409449600476 |
103 | 0 | 0.0750409449600476 | -0.0750409449600476 |
104 | 0 | 0.0750409449600476 | -0.0750409449600476 |
105 | 0 | 0.0750409449600476 | -0.0750409449600476 |
106 | 0 | 0.0750409449600476 | -0.0750409449600476 |
107 | 0 | 0.0750409449600476 | -0.0750409449600476 |
108 | 0 | 0.0750409449600476 | -0.0750409449600476 |
109 | 0 | 0.0750409449600476 | -0.0750409449600476 |
110 | 0 | 0.0750409449600476 | -0.0750409449600476 |
111 | 0 | 0.0750409449600476 | -0.0750409449600476 |
112 | 0 | 0.0750409449600476 | -0.0750409449600476 |
113 | 0 | 0.0750409449600476 | -0.0750409449600476 |
114 | 0 | 0.0750409449600476 | -0.0750409449600476 |
115 | 0 | 0.0750409449600476 | -0.0750409449600476 |
116 | 0 | 0.0750409449600476 | -0.0750409449600476 |
117 | 0 | 0.0750409449600476 | -0.0750409449600476 |
118 | 0 | 0.0750409449600476 | -0.0750409449600476 |
119 | 0 | 0.0750409449600476 | -0.0750409449600476 |
120 | 0 | 0.0750409449600476 | -0.0750409449600476 |
121 | 0 | 0.0750409449600476 | -0.0750409449600476 |
122 | 0 | 0.0750409449600476 | -0.0750409449600476 |
123 | 0 | 0.0750409449600476 | -0.0750409449600476 |
124 | 0 | 0.0750409449600476 | -0.0750409449600476 |
125 | 0 | 0.0750409449600476 | -0.0750409449600476 |
126 | 0 | 0.0750409449600476 | -0.0750409449600476 |
127 | 0 | 0.0750409449600476 | -0.0750409449600476 |
128 | 0 | 0.0750409449600476 | -0.0750409449600476 |
129 | 0 | 0.0750409449600476 | -0.0750409449600476 |
130 | 0 | 0.0750409449600476 | -0.0750409449600476 |
131 | 0 | 0.0750409449600476 | -0.0750409449600476 |
132 | 0 | 0.0750409449600476 | -0.0750409449600476 |
133 | 0 | 0.0750409449600476 | -0.0750409449600476 |
134 | 0 | 0.0750409449600476 | -0.0750409449600476 |
135 | 0 | 0.0750409449600476 | -0.0750409449600476 |
136 | 0 | 0.0750409449600476 | -0.0750409449600476 |
137 | 0 | 0.0750409449600476 | -0.0750409449600476 |
138 | 0 | 0.0750409449600476 | -0.0750409449600476 |
139 | 0 | 0.0750409449600476 | -0.0750409449600476 |
140 | 0 | 0.0750409449600476 | -0.0750409449600476 |
141 | 1 | 0.0750409449600477 | 0.924959055039952 |
142 | 0 | 0.0750409449600476 | -0.0750409449600476 |
143 | 0 | 0.0750409449600476 | -0.0750409449600476 |
144 | 0 | 0.0750409449600476 | -0.0750409449600476 |
145 | 0 | 0.0750409449600476 | -0.0750409449600476 |
146 | 0 | 0.0750409449600476 | -0.0750409449600476 |
147 | 0 | 0.0750409449600476 | -0.0750409449600476 |
148 | 0 | 0.0750409449600476 | -0.0750409449600476 |
149 | 0 | 0.0750409449600476 | -0.0750409449600476 |
150 | 0 | 0.0750409449600476 | -0.0750409449600476 |
151 | 0 | 0.0750409449600476 | -0.0750409449600476 |
152 | 1 | 0.0750409449600477 | 0.924959055039952 |
153 | 1 | 0.0750409449600477 | 0.924959055039952 |
154 | 0 | 0.0750409449600476 | -0.0750409449600476 |
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 | 0.26218842669131 | 0.52437685338262 | 0.73781157330869 |
18 | 0.221040853600703 | 0.442081707201406 | 0.778959146399297 |
19 | 0.167615345397091 | 0.335230690794182 | 0.832384654602909 |
20 | 0.722164005733289 | 0.555671988533421 | 0.277835994266711 |
21 | 0.661518138407331 | 0.676963723185338 | 0.338481861592669 |
22 | 0.597454873738457 | 0.805090252523086 | 0.402545126261543 |
23 | 0.531709622523958 | 0.936580754952085 | 0.468290377476042 |
24 | 0.466075889276824 | 0.932151778553648 | 0.533924110723176 |
25 | 0.445250976417572 | 0.890501952835144 | 0.554749023582428 |
26 | 0.383168751477339 | 0.766337502954678 | 0.616831248522661 |
27 | 0.32470663815959 | 0.649413276319181 | 0.675293361840409 |
28 | 0.270933176961016 | 0.541866353922033 | 0.729066823038984 |
29 | 0.222581314327983 | 0.445162628655966 | 0.777418685672017 |
30 | 0.180045880087226 | 0.360091760174452 | 0.819954119912774 |
31 | 0.143410550519193 | 0.286821101038386 | 0.856589449480807 |
32 | 0.112496119106112 | 0.224992238212223 | 0.887503880893888 |
33 | 0.0869209538141095 | 0.173841907628219 | 0.913079046185891 |
34 | 0.0784058401334068 | 0.156811680266814 | 0.921594159866593 |
35 | 0.0594920654530408 | 0.118984130906082 | 0.940507934546959 |
36 | 0.0444959260785253 | 0.0889918521570506 | 0.955504073921475 |
37 | 0.0384294178540425 | 0.0768588357080851 | 0.961570582145957 |
38 | 0.0282043517798353 | 0.0564087035596706 | 0.971795648220165 |
39 | 0.02042091443695 | 0.0408418288738999 | 0.97957908556305 |
40 | 0.0169083050205932 | 0.0338166100411864 | 0.983091694979407 |
41 | 0.374293946033203 | 0.748587892066406 | 0.625706053966797 |
42 | 0.327378789756345 | 0.65475757951269 | 0.672621210243655 |
43 | 0.283375161169159 | 0.566750322338317 | 0.716624838830841 |
44 | 0.253145158107364 | 0.506290316214728 | 0.746854841892636 |
45 | 0.215240286256219 | 0.430480572512438 | 0.784759713743781 |
46 | 0.181113073478348 | 0.362226146956696 | 0.818886926521652 |
47 | 0.150827457360106 | 0.301654914720211 | 0.849172542639894 |
48 | 0.124327377289118 | 0.248654754578236 | 0.875672622710882 |
49 | 0.101456602255078 | 0.202913204510156 | 0.898543397744922 |
50 | 0.0819810963336984 | 0.163962192667397 | 0.918018903666302 |
51 | 0.0690619233426118 | 0.138123846685224 | 0.930938076657388 |
52 | 0.384160182027186 | 0.768320364054373 | 0.615839817972814 |
53 | 0.341276492181696 | 0.682552984363392 | 0.658723507818304 |
54 | 0.826772176184745 | 0.34645564763051 | 0.173227823815255 |
55 | 0.796435056349283 | 0.407129887301433 | 0.203564943650717 |
56 | 0.773116384849454 | 0.453767230301092 | 0.226883615150546 |
57 | 0.738222734428982 | 0.523554531142035 | 0.261777265571018 |
58 | 0.701031401083101 | 0.597937197833797 | 0.298968598916899 |
59 | 0.661918300993614 | 0.676163398012772 | 0.338081699006386 |
60 | 0.928909581259578 | 0.142180837480843 | 0.0710904187404216 |
61 | 0.919062011699767 | 0.161875976600465 | 0.0809379883002326 |
62 | 0.901399398729188 | 0.197201202541624 | 0.0986006012708121 |
63 | 0.881229948940894 | 0.237540102118213 | 0.118770051059106 |
64 | 0.866167611205382 | 0.267664777589237 | 0.133832388794618 |
65 | 0.841706222894395 | 0.316587554211211 | 0.158293777105605 |
66 | 0.814778137443244 | 0.370443725113511 | 0.185221862556756 |
67 | 0.975760681406238 | 0.0484786371875245 | 0.0242393185937622 |
68 | 0.968944240197522 | 0.0621115196049554 | 0.0310557598024777 |
69 | 0.960702108691898 | 0.0785957826162035 | 0.0392978913081017 |
70 | 0.950890373743555 | 0.0982192525128904 | 0.0491096262564452 |
71 | 0.939400324855577 | 0.121199350288845 | 0.0605996751444226 |
72 | 0.926180166156629 | 0.147639667686742 | 0.0738198338433709 |
73 | 0.911263639151743 | 0.177472721696513 | 0.0887363608482565 |
74 | 0.894809155653446 | 0.210381688693109 | 0.105190844346554 |
75 | 0.877156704030826 | 0.245686591938348 | 0.122843295969174 |
76 | 0.864541083433986 | 0.270917833132029 | 0.135458916566014 |
77 | 0.845655961914722 | 0.308688076170556 | 0.154344038085278 |
78 | 0.827725695100665 | 0.344548609798671 | 0.172274304899335 |
79 | 0.978933213664717 | 0.0421335726705661 | 0.021066786335283 |
80 | 0.975861842777997 | 0.0482763144440054 | 0.0241381572220027 |
81 | 0.971075426011035 | 0.0578491479779294 | 0.0289245739889647 |
82 | 0.96698808110346 | 0.0660238377930805 | 0.0330119188965402 |
83 | 0.965596407514908 | 0.0688071849701845 | 0.0344035924850923 |
84 | 0.999111021254162 | 0.00177795749167521 | 0.000888978745837605 |
85 | 0.998680680447342 | 0.00263863910531532 | 0.00131931955265766 |
86 | 0.998065632327343 | 0.00386873534531463 | 0.00193436767265731 |
87 | 0.997980474384693 | 0.00403905123061349 | 0.00201952561530674 |
88 | 0.997678605885145 | 0.00464278822971063 | 0.00232139411485532 |
89 | 0.997175955088507 | 0.00564808982298626 | 0.00282404491149313 |
90 | 0.996444724037465 | 0.00711055192506998 | 0.00355527596253499 |
91 | 0.995431034770482 | 0.00913793045903547 | 0.00456896522951774 |
92 | 0.99405864780769 | 0.0118827043846204 | 0.00594135219231022 |
93 | 0.992228444093393 | 0.0155431118132138 | 0.00777155590660691 |
94 | 0.989816485004946 | 0.0203670299901077 | 0.0101835149950539 |
95 | 0.986671775304773 | 0.0266564493904549 | 0.0133282246952274 |
96 | 0.982614391706932 | 0.0347712165861367 | 0.0173856082930683 |
97 | 0.977434520532345 | 0.0451309589353092 | 0.0225654794676546 |
98 | 0.970892925260189 | 0.0582141494796219 | 0.0291070747398109 |
99 | 0.962723352089234 | 0.0745532958215311 | 0.0372766479107655 |
100 | 0.952637339221673 | 0.0947253215566534 | 0.0473626607783267 |
101 | 0.940331800950662 | 0.119336398098676 | 0.059668199049338 |
102 | 0.925499598045419 | 0.149000803909162 | 0.0745004019545809 |
103 | 0.907843077823602 | 0.184313844352796 | 0.0921569221763982 |
104 | 0.887090277554637 | 0.225819444890725 | 0.112909722445363 |
105 | 0.863013151977562 | 0.273973696044875 | 0.136986848022438 |
106 | 0.83544684001895 | 0.3291063199621 | 0.16455315998105 |
107 | 0.804308667585933 | 0.391382664828133 | 0.195691332414067 |
108 | 0.769615339143705 | 0.46076932171259 | 0.230384660856295 |
109 | 0.731496647608823 | 0.537006704782355 | 0.268503352391177 |
110 | 0.690204069904339 | 0.619591860191322 | 0.309795930095661 |
111 | 0.646112839608944 | 0.707774320782113 | 0.353887160391057 |
112 | 0.599716502139982 | 0.800566995720036 | 0.400283497860018 |
113 | 0.551613539323235 | 0.89677292135353 | 0.448386460676765 |
114 | 0.502486349477535 | 0.99502730104493 | 0.497513650522465 |
115 | 0.453073613343634 | 0.906147226687268 | 0.546926386656366 |
116 | 0.404137777176267 | 0.808275554352534 | 0.595862222823733 |
117 | 0.356429950650574 | 0.712859901301148 | 0.643570049349426 |
118 | 0.310654868034598 | 0.621309736069196 | 0.689345131965402 |
119 | 0.267438639557856 | 0.534877279115711 | 0.732561360442144 |
120 | 0.227301803955457 | 0.454603607910915 | 0.772698196044543 |
121 | 0.190639700830091 | 0.381279401660181 | 0.809360299169909 |
122 | 0.157711469887116 | 0.315422939774233 | 0.842288530112884 |
123 | 0.128638141745626 | 0.257276283491251 | 0.871361858254374 |
124 | 0.103409418455667 | 0.206818836911334 | 0.896590581544333 |
125 | 0.0818979591521202 | 0.16379591830424 | 0.91810204084788 |
126 | 0.0638793803647193 | 0.127758760729439 | 0.936120619635281 |
127 | 0.0490558152756445 | 0.0981116305512891 | 0.950944184724355 |
128 | 0.0370807780829454 | 0.0741615561658908 | 0.962919221917055 |
129 | 0.027583235822169 | 0.0551664716443379 | 0.972416764177831 |
130 | 0.0201891536226911 | 0.0403783072453823 | 0.979810846377309 |
131 | 0.0145392798354032 | 0.0290785596708065 | 0.985460720164597 |
132 | 0.010302493939926 | 0.0206049878798519 | 0.989697506060074 |
133 | 0.00718457529595896 | 0.0143691505919179 | 0.992815424704041 |
134 | 0.00493270224596363 | 0.00986540449192726 | 0.995067297754036 |
135 | 0.00333631864053034 | 0.00667263728106069 | 0.99666368135947 |
136 | 0.00222519302281277 | 0.00445038604562554 | 0.997774806977187 |
137 | 0.00146555142295278 | 0.00293110284590556 | 0.998534448577047 |
138 | 0.000955111818662986 | 0.00191022363732597 | 0.999044888181337 |
139 | 0.000617720233735579 | 0.00123544046747116 | 0.999382279766264 |
140 | 0.000398120832702838 | 0.000796241665405675 | 0.999601879167297 |
141 | 0.012574614552336 | 0.0251492291046719 | 0.987425385447664 |
142 | 0.00820840346194673 | 0.0164168069238935 | 0.991791596538053 |
143 | 0.00524936427284851 | 0.010498728545697 | 0.994750635727151 |
144 | 0.00330247134306711 | 0.00660494268613422 | 0.996697528656933 |
145 | 0.00205892812476337 | 0.00411785624952673 | 0.997941071875237 |
146 | 0.00128859003528603 | 0.00257718007057205 | 0.998711409964714 |
147 | 0.000828491427440651 | 0.0016569828548813 | 0.999171508572559 |
148 | 0.000571264564693526 | 0.00114252912938705 | 0.999428735435307 |
149 | 0.000460106666732978 | 0.000920213333465956 | 0.999539893333267 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 33 | 0.227586206896552 | NOK |
5% type I error level | 51 | 0.351724137931034 | NOK |
10% type I error level | 66 | 0.455172413793103 | NOK |