Multiple Linear Regression - Estimated Regression Equation
B[t] = + 1.02830814409858 + 0.0842475032129699A[t] + 0.207213675242005C[t] + 0.38652210968685D[t] -0.134026305664133E[t] + 0.00410101084894533F[t] + 0.279829847242846G[t] -0.0684096369345052H[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.028308144098580.4785982.14860.033340.01667
A0.08424750321296990.0649631.29680.1967580.098379
C0.2072136752420050.074492.78180.0061310.003065
D0.386522109686850.0904064.27543.5e-051.7e-05
E-0.1340263056641330.071517-1.87410.0629490.031474
F0.004101010848945330.0788350.0520.9585850.479292
G0.2798298472428460.0794933.52020.0005780.000289
H-0.06840963693450520.062201-1.09980.2732510.136626


Multiple Linear Regression - Regression Statistics
Multiple R0.571118664491289
R-squared0.326176528930313
Adjusted R-squared0.29342122130887
F-TEST (value)9.95797483265836
F-TEST (DF numerator)7
F-TEST (DF denominator)144
p-value4.14612011390147e-10
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.604931442781952
Sum Squared Residuals52.6956552671406


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
144.06622095863849-0.0662209586384934
233.93219465297436-0.932194652974361
354.223655831429340.776344168570664
443.441445782462070.55855421753793
523.22317197358497-1.22317197358497
643.943825984186490.0561740158135089
733.7822901005467-0.782290100546703
823.11647971114096-1.11647971114096
943.878710502495760.121289497504242
1023.1222609250938-1.1222609250938
1144.06211994778955-0.0621199477895486
1222.98177668368241-0.981776683682408
1354.435076041737680.564923958262323
1433.69804259733373-0.698042597333733
1544.134630595573-0.134630595572999
1644.2734346338805-0.273434633880499
1733.23833311806901-0.23833311806901
1843.928093642125420.0719063578745841
1922.75925595925391-0.75925595925391
2034.0580189369406-1.0580189369406
2143.591350334889730.408649665110272
2223.77475978018352-1.77475978018352
2344.06622095863849-0.0662209586384939
2444.06622095863849-0.0662209586384939
2544.06622095863849-0.0662209586384939
2633.54157153243857-0.541571532438565
2744.01644215618733-0.016442156187331
2843.507102831676760.492897168323241
2944.06622095863849-0.0662209586384939
3043.579177436153640.420822563846357
3144.72079567965361-0.72079567965361
3244.02765124702774-0.0276512470277416
3344.12705989472475-0.127059894724754
3454.066220958638490.933779041361506
3544.06622095863849-0.0662209586384939
3644.13183762736812-0.131837627368121
3753.725376640553861.27462335944614
3844.06622095863849-0.0662209586384939
3943.977872444576580.0221275554234213
4043.624749703538470.375250296461529
4133.77475978018352-0.774759780183519
4244.11879272929453-0.118792729294534
4333.32440978159118-0.324409781591183
4453.463319344116071.53668065588393
4554.334273569966760.66572643003324
4643.269656620792360.730343379207642
4754.553264481123350.446735518876655
4844.20024726430263-0.200247264302627
4944.2953081955345-0.295308195534502
5043.997811321703990.00218867829601128
5144.52115270525985-0.52115270525985
5243.907478043203580.0925219567964164
5343.805276427301690.194723572698306
5444.20024726430263-0.200247264302627
5543.32947460033580.670525399664197
5643.827331550839560.172668449160441
5742.942770928765091.05722907123491
5844.20024726430263-0.200247264302627
5944.33427356996676-0.334273569966759
6043.931913594001440.0680864059985557
6144.25281903495867-0.252819034958667
6243.349667958885920.650332041114084
6343.997811321703990.00218867829601128
6444.55230067322767-0.55230067322767
6544.23852988981213-0.238529889812126
6655.02813510487211-0.0281351048721104
6744.3184357036883-0.318435703688295
6843.586572602246360.413427397753639
6933.61322389654373-0.613223896543731
7043.961493010774160.0385069892258415
7143.750043170412740.249956829587259
7223.18759050772217-1.18759050772217
7343.11787282814360.8821271718564
7454.384333431390840.615666568609161
7544.21608513058109-0.216085130581091
7654.93978659081020.0602134091898047
7733.40668694309615-0.406686943096148
7844.50348567867218-0.503485678672182
7944.48668400449804-0.486684004498042
8033.72059890791049-0.720598907910494
8143.602410468524830.397589531475174
8243.977872444576580.0221275554234213
8344.35265769883391-0.35265769883391
8444.03871138066284-0.0387113806628387
8543.984726043145340.015273956854659
8643.727311325080450.272688674919546
8754.100161894811190.899838105188808
8844.37521400941067-0.37521400941067
8943.624960751973250.37503924802675
9044.05038309236003-0.0503830923600292
9143.74782139978490.252178600215104
9254.02355023617880.976449763821204
9344.06144322599513-0.0614432259951265
9443.693264864690370.306735135309634
9533.031119442827-0.0311194428270049
9643.188554315617850.811445684382152
9743.931517931179940.068482068820061
9843.299212434640330.700787565359669
9954.303380083421640.696619916578358
10054.20304023250750.796959767492496
10143.904685074998710.095314925001294
10243.743149191358920.256850808641082
10354.200247264302630.799752735697373
10454.300085928177870.69991407182213
10544.3691722869068-0.369172286906796
10654.484854844188840.51514515581116
10744.11599976108966-0.115999761089657
10843.859007283396490.140992716603511
10944.18440939802416-0.184409398024162
11044.25281903495867-0.252819034958667
11123.76577551247382-1.76577551247382
11243.743149191358920.256850808641082
11354.628281011010420.37171898898958
11443.804599705507270.195400294492729
11544.02765124702774-0.0276512470277416
11643.242434128917960.757565871082044
11743.904685074998710.095314925001294
11844.18918713066753-0.18918713066753
11933.48662238702539-0.486622387025393
12043.68641126612160.313588733878396
12144.10729655235287-0.107296552352871
12234.02765124702774-1.02765124702774
12343.836169913846810.163830086153189
12454.245925055904840.754074944095156
12554.20304023250750.796959767492496
12634.03938810245726-1.03938810245726
12754.043489113306210.956510886693794
12844.18440939802416-0.184409398024162
12943.597632735881460.402367264118542
13034.341844270815-1.341844270815
13133.69804259733373-0.698042597333733
13243.854800748330150.145199251669846
13354.527480507196360.472519492803644
13423.46752587918241-1.46752587918241
13544.20024726430263-0.200247264302627
13644.2030402325075-0.203040232507504
13743.591350334889730.408649665110272
13854.050383092360030.94961690763997
13943.22895318753780.771046812462197
14044.04218107066214-0.0421810706621386
14143.966135589147060.0338644108529407
14243.713203741817780.286796258182224
14344.06622095863849-0.0662209586384939
14444.20024726430263-0.200247264302627
14554.118792729294530.881207270705465
14633.66392612640551-0.663926126405508
14744.06622095863849-0.0662209586384939
14843.754384859749540.245615140250457
14944.134630595573-0.134630595572999
15044.18030838717522-0.180308387175217
15143.487930429669460.51206957033054
15254.894108799207980.105891200792022


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.4438858518421480.8877717036842960.556114148157852
120.2945416903563560.5890833807127130.705458309643644
130.2236507074052150.447301414810430.776349292594785
140.1359277994820640.2718555989641270.864072200517936
150.101649544567630.2032990891352590.89835045543237
160.2061075498216150.4122150996432290.793892450178385
170.1371487967287270.2742975934574540.862851203271273
180.1820074928062440.3640149856124890.817992507193756
190.1431358609890470.2862717219780950.856864139010953
200.2806062192196720.5612124384393430.719393780780328
210.355212332212590.710424664425180.64478766778741
220.5134872802859140.9730254394281710.486512719714086
230.4365142857328020.8730285714656050.563485714267198
240.3628665391675810.7257330783351620.637133460832419
250.2949514858233670.5899029716467340.705048514176633
260.2705564734090920.5411129468181840.729443526590908
270.2144614417647970.4289228835295950.785538558235203
280.4790368251019910.9580736502039830.520963174898009
290.4118442967437710.8236885934875430.588155703256228
300.5163266361011250.967346727797750.483673363898875
310.5505074104910340.8989851790179310.449492589508966
320.5860767745924140.8278464508151710.413923225407586
330.5244050701473380.9511898597053240.475594929852662
340.6464587501050730.7070824997898540.353541249894927
350.5890093154181370.8219813691637270.410990684581863
360.57328273447980.85343453104040.4267172655202
370.7519537664061580.4960924671876840.248046233593842
380.7044259943840840.5911480112318310.295574005615916
390.6900987597564990.6198024804870010.309901240243501
400.6857285672124560.6285428655750890.314271432787544
410.6702078939359980.6595842121280030.329792106064002
420.632380488536720.735239022926560.36761951146328
430.6587227381961270.6825545236077470.341277261803873
440.9611307023580030.07773859528399390.0388692976419969
450.9596918285307010.08061634293859720.0403081714692986
460.9594748332312290.08105033353754270.0405251667687714
470.9513620184103350.097275963179330.048637981589665
480.9416177011081190.1167645977837630.0583822988918815
490.9267045423424970.1465909153150060.073295457657503
500.9080406566134970.1839186867730050.0919593433865027
510.8922947907927890.2154104184144220.107705209207211
520.8999872644928450.2000254710143110.100012735507155
530.881858001723330.2362839965533410.118141998276671
540.8605314009061350.2789371981877310.139468599093865
550.895553127925350.2088937441493020.104446872074651
560.8841943809931160.2316112380137670.115805619006884
570.9317582471852540.1364835056294920.068241752814746
580.9167124928319020.1665750143361960.083287507168098
590.9052351409863060.1895297180273890.0947648590136945
600.8826816046402190.2346367907195610.117318395359781
610.8593820926363870.2812358147272250.140617907363613
620.854808621413580.2903827571728410.145191378586421
630.8252048496444850.349590300711030.174795150355515
640.8198648013468320.3602703973063360.180135198653168
650.7923832756277820.4152334487444360.207616724372218
660.7557647981760170.4884704036479660.244235201823983
670.7226123291527960.5547753416944090.277387670847204
680.698550336265130.602899327469740.30144966373487
690.6988284330054120.6023431339891750.301171566994588
700.6578745877389910.6842508245220170.342125412261009
710.6292055663548530.7415888672902940.370794433645147
720.7380544853526640.5238910292946730.261945514647336
730.7818470643321360.4363058713357270.218152935667864
740.7849720439050730.4300559121898540.215027956094927
750.7519651614913390.4960696770173230.248034838508661
760.7130043925547240.5739912148905530.286995607445276
770.7014702173309040.5970595653381920.298529782669096
780.7023857535415480.5952284929169040.297614246458452
790.6759793822578630.6480412354842750.324020617742137
800.6956362767323230.6087274465353550.304363723267677
810.6649780930517510.6700438138964980.335021906948249
820.6213662621488560.7572674757022880.378633737851144
830.5887261214072630.8225477571854740.411273878592737
840.5405781428556790.9188437142886420.459421857144321
850.4923584884451760.9847169768903520.507641511554824
860.4550755449451980.9101510898903970.544924455054802
870.5156865102686090.9686269794627830.484313489731391
880.4807632906780080.9615265813560170.519236709321992
890.444894135117520.889788270235040.55510586488248
900.4021237289738010.8042474579476020.597876271026199
910.3643029110802580.7286058221605160.635697088919742
920.4400528076351760.8801056152703520.559947192364824
930.3947440674136770.7894881348273530.605255932586323
940.3628606548428030.7257213096856050.637139345157197
950.3209934220277290.6419868440554590.67900657797227
960.3357344181334920.6714688362669840.664265581866508
970.3052793857624840.6105587715249680.694720614237516
980.2990063216634150.5980126433268310.700993678336585
990.3191537231798320.6383074463596650.680846276820168
1000.3378751659429020.6757503318858050.662124834057098
1010.2925502958930070.5851005917860130.707449704106993
1020.266172001843450.53234400368690.73382799815655
1030.2924897459786320.5849794919572640.707510254021368
1040.3051690228169390.6103380456338770.694830977183061
1050.2732461724739230.5464923449478460.726753827526077
1060.2538781724729720.5077563449459440.746121827527028
1070.2133495806664940.4266991613329870.786650419333507
1080.1772101215824690.3544202431649390.82278987841753
1090.1456831860075890.2913663720151780.85431681399241
1100.1205839266000660.2411678532001330.879416073399934
1110.5282290355946710.9435419288106580.471770964405329
1120.4938392072985490.9876784145970990.506160792701451
1130.4525184743626080.9050369487252160.547481525637392
1140.4014294517521570.8028589035043150.598570548247843
1150.3529744106087090.7059488212174190.647025589391291
1160.3534853838577790.7069707677155590.64651461614222
1170.3054713544861980.6109427089723960.694528645513802
1180.2560082050161130.5120164100322270.743991794983887
1190.258505495817930.5170109916358590.74149450418207
1200.245195000048980.4903900000979590.75480499995102
1210.2154225532299230.4308451064598470.784577446770077
1220.2580644390054160.5161288780108320.741935560994584
1230.2086843443629540.4173686887259090.791315655637046
1240.2914103681097510.5828207362195020.708589631890249
1250.2844668693457190.5689337386914370.715533130654281
1260.2953655572957750.590731114591550.704634442704225
1270.5842298549141780.8315402901716440.415770145085822
1280.5093767279165940.9812465441668130.490623272083406
1290.5021888117431180.9956223765137630.497811188256882
1300.8905896418694670.2188207162610670.109410358130533
1310.9748859472890660.05022810542186880.0251140527109344
1320.976096088619650.04780782276070020.0239039113803501
1330.9611108539030490.07777829219390280.0388891460969514
1340.9742326805883130.05153463882337490.0257673194116874
1350.9520226673451280.09595466530974310.0479773326548716
1360.9455540631748350.1088918736503310.0544459368251654
1370.9209129000164720.1581741999670570.0790870999835285
1380.9730348915438530.05393021691229370.0269651084561469
1390.9512107366611530.09757852667769470.0487892633388474
1400.8884867480208830.2230265039582330.111513251979117
1410.8573047848086740.2853904303826520.142695215191326


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.00763358778625954OK
10% type I error level110.083969465648855OK