Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 7.49421672000384 + 0.328566099942966CM[t] -0.367928837189673D[t] + 0.183960797094827PE[t] + 0.0231775389634428PC[t] + 0.400279254796218O[t] + 0.000246245385480168Time[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.494216720003842.2563153.32140.0011220.000561
CM0.3285660999429660.0557125.897500
D-0.3679288371896730.108331-3.39630.0008720.000436
PE0.1839607970948270.1016681.80940.0723610.03618
PC0.02317753896344280.1289860.17970.8576350.428817
O0.4002792547962180.0720265.557400
Time0.0002462453854801680.0006640.37070.71140.3557


Multiple Linear Regression - Regression Statistics
Multiple R0.60633034651225
R-squared0.367636489101665
Adjusted R-squared0.342674771566204
F-TEST (value)14.728012548792
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value3.17190718135407e-13
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.4189243604304
Sum Squared Residuals1776.73465491636


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12422.99626420693121.00373579306882
22522.38112544276172.61887455723832
33024.26052311533045.73947688466962
41920.2789742488144-1.27897424881439
52220.54894728021111.45105271978886
62223.153848562909-1.15384856290904
72522.54322680519412.45677319480592
82319.42377813895593.57622186104408
91718.7441947478246-1.74419474782463
102121.6473957180592-0.647395718059238
111922.782068518612-3.78206851861198
121923.3708343007121-4.3708343007121
131523.2086573942195-8.20865739421955
141617.0740571207245-1.07405712072445
152319.4335400798473.566459920153
162724.0632930414572.93670695854302
172220.99025685841561.00974314158442
181416.5316300716229-2.53163007162287
192224.0564220145432-2.05642201454321
202323.9781140043529-0.978114004352875
212321.54849385896021.45150614103982
222124.3886861147034-3.38868611470337
231922.4026230187959-3.40262301879589
241823.8283281616084-5.8283281616084
252023.1529104528613-3.1529104528613
262322.42715009059620.572849909403776
272523.31867851033981.6813214896602
281923.3497551673766-4.3497551673766
292423.83132480131510.168675198684945
302221.55055401185120.449445988148773
312525.1797431201842-0.179743120184167
322623.17977182624752.82022817375252
332922.67864763911826.32135236088176
343225.18147637206246.81852362793758
352521.60693459875723.3930654012428
362924.58875178123154.41124821876851
372824.95167339526633.0483266047337
381717.1455292201308-0.145529220130813
392826.16897488794061.83102511205941
402922.94364387079696.05635612920314
412627.4788173843796-1.47881738437958
422523.45473044464881.54526955535121
431419.5175237491656-5.51752374916558
442522.08812098935032.91187901064969
452621.67015643570494.32984356429514
462020.3197264124031-0.319726412403089
471821.3671547222272-3.36715472222716
483224.6433670747057.35663292529504
492525.0016361320139-0.00163613201390608
502521.72035859933363.27964140066644
512320.80603467009932.19396532990071
522122.1492356754625-1.14923567546245
532024.0299933640438-4.02999336404385
541516.5442987740029-1.54429877400293
553026.71379188668513.2862081133149
562425.3300162522617-1.33001625226169
572624.30949546719931.69050453280074
582421.74609013569222.25390986430777
592221.53866219162410.461337808375948
601415.6507000971806-1.65070009718056
612422.24004165082481.7599583491752
622422.91935135228981.08064864771015
632423.31323904012730.68676095987275
642419.98476460168554.01523539831449
651918.53627066911390.463729330886069
663126.81208872941924.18791127058078
672226.6055871493741-4.60558714937407
682721.47297753474935.5270224652507
691917.69556735717011.30443264282986
702522.29842115268272.70157884731732
712025.0122922063225-5.01229220632251
722121.5762342604157-0.576234260415737
732727.4556169963108-0.455616996310772
742324.3037504827979-1.30375048279792
752525.6728958132087-0.672895813208659
762022.2299078147637-2.2299078147637
772119.19819605838151.80180394161847
782222.417505141978-0.417505141978007
792323.0204165951386-0.0204165951386168
802524.05331550721950.946684492780452
812523.41893326480421.58106673519578
821723.8763795816059-6.8763795816059
831921.4424520620989-2.44245206209886
842523.96533888186381.03466111813623
851922.3636478391902-3.36364783919022
862023.1563781126177-3.1563781126177
872622.51901161480123.48098838519878
882320.77692591894032.22307408105969
892724.3922224164582.60777758354202
901720.8995279474386-3.89952794743858
911723.3043464837684-6.30434648376844
921920.2150781936552-1.21507819365519
931719.7149683814551-2.71496838145506
942222.06731290046-0.0673129004599782
952123.5448525940642-2.54485259406416
963228.58727191874463.41272808125542
972125.0868789369244-4.08687893692439
982124.2853818863904-3.28538188639035
991821.2932588686096-3.29325886860963
1001821.282026438249-3.28202643824897
1012322.81804158956340.18195841043657
1021920.6573878892702-1.65738788927018
1032020.8995953382737-0.899595338273686
1042122.3335305420844-1.33353054208437
1052023.8127345742175-3.81273457421754
1061718.7686083422305-1.76860834223047
1071820.3002417700377-2.30024177003772
1081920.7495092255928-1.74950922559285
1092222.0366239387346-0.0366239387345734
1101518.7407712497276-3.74077124972764
1111418.8355296791659-4.83552967916586
1121826.6291025639715-8.62910256397148
1132421.55055098987112.44944901012894
1143523.563397205429111.4366027945709
1152919.20395350194279.79604649805726
1162121.967868257756-0.967868257756
1172520.50218382607214.49781617392795
1182018.48127935475941.51872064524063
1192223.1946468951034-1.19464689510339
1201316.8291807695812-3.82918076958117
1212623.23449531669092.76550468330912
1221716.8733506318130.12664936818703
1232520.07201136968274.92798863031729
1242020.7767361587495-0.776736158749502
1251918.06017623365380.939823766346184
1262122.5959450671439-1.59594506714386
1272221.06897851130940.931021488690564
1282422.69059844180581.30940155819417
1292122.982097229875-1.982097229875
1302625.51780914063030.482190859369658
1312420.57037826375553.42962173624446
1321620.3122802923847-4.31228029238474
1332322.36295036953230.637049630467728
1341820.8149317488686-2.81493174886861
1351622.3642469310098-6.36424693100983
1362624.03023216203411.96976783796592
1371919.0871712491341-0.0871712491341471
1382116.85829015901414.14170984098589
1392122.2021942974782-1.20219429747818
1402218.49325882738283.50674117261723
1412319.7298333834013.27016661659905
1422924.79206785389494.20793214610507
1432119.171870811091.82812918891002
1442119.92851903166391.07148096833607
1452323.0163143430536-0.0163143430536237
1462722.93932068912514.06067931087485
1472525.3596759096072-0.359675909607165
1482120.99180765325540.00819234674459343
1491017.1263926997398-7.12639269973983
1502022.6678186162857-2.6678186162857
1512622.57377369274363.42622630725645
1522423.59956330313970.400436696860332
1532931.612147522841-2.61214752284098
1541918.9708868931160.0291131068840264
1552422.04945356791281.95054643208716
1561920.7482599647819-1.74825996478193
1572423.4198376379520.580162362047991
1582221.79485375133730.205146248662671
1591723.6833853837874-6.68338538378743


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.1118265543096610.2236531086193210.88817344569034
110.3120232187595790.6240464375191590.68797678124042
120.1923394000521520.3846788001043040.807660599947848
130.9042190245490640.1915619509018720.095780975450936
140.8496414888577880.3007170222844240.150358511142212
150.7996046324074370.4007907351851260.200395367592563
160.7546545521194640.4906908957610710.245345447880536
170.6790083241365730.6419833517268550.320991675863427
180.6443809538760670.7112380922478660.355619046123933
190.585643133009940.8287137339801190.414356866990059
200.5817575702651310.8364848594697380.418242429734869
210.5625016629460440.8749966741079110.437498337053956
220.4930904726623420.9861809453246830.506909527337658
230.4446212397534540.8892424795069080.555378760246546
240.4890291537756730.9780583075513450.510970846224328
250.5020879692916930.9958240614166150.497912030708307
260.4312469730082190.8624939460164370.568753026991781
270.3774570637289120.7549141274578240.622542936271088
280.3914594142099540.7829188284199080.608540585790046
290.3344150855450630.6688301710901260.665584914454937
300.2766487025102330.5532974050204660.723351297489767
310.2252560857633670.4505121715267340.774743914236633
320.2452150531045340.4904301062090670.754784946895466
330.3960158681068010.7920317362136020.603984131893199
340.6326698655076020.7346602689847970.367330134492399
350.606699863572420.786600272855160.39330013642758
360.5736235220297540.8527529559404920.426376477970246
370.5804434264133750.839113147173250.419556573586625
380.5508049493403720.8983901013192550.449195050659628
390.4967644787467240.9935289574934470.503235521253276
400.5895948936110270.8208102127779460.410405106388973
410.5434386445409490.9131227109181020.456561355459051
420.4966788048514870.9933576097029750.503321195148513
430.582244605510520.835510788978960.41775539448948
440.5533394655351860.8933210689296280.446660534464814
450.5810971089094030.8378057821811940.418902891090597
460.5328016972466970.9343966055066060.467198302753303
470.5108411404079330.9783177191841340.489158859592067
480.6577899577212590.6844200845574830.342210042278741
490.6137698472753310.7724603054493380.386230152724669
500.5934679870990170.8130640258019650.406532012900982
510.5555605757719040.8888788484561920.444439424228096
520.513690878860960.972618242278080.48630912113904
530.5412054055864840.9175891888270320.458794594413516
540.5126091924760760.9747816150478480.487390807523924
550.5453389762064780.9093220475870450.454661023793523
560.5099118307719030.9801763384561930.490088169228097
570.4688934162400980.9377868324801960.531106583759902
580.4340916565423640.8681833130847280.565908343457636
590.3906025027229270.7812050054458540.609397497277073
600.3526812882574970.7053625765149940.647318711742503
610.3227185106832270.6454370213664550.677281489316773
620.2853578924044440.5707157848088880.714642107595556
630.2483395926526230.4966791853052450.751660407347377
640.2747606585566740.5495213171133480.725239341443326
650.2374246721416760.4748493442833520.762575327858324
660.2523121544074020.5046243088148050.747687845592598
670.312207352044850.62441470408970.68779264795515
680.3819404060729170.7638808121458350.618059593927083
690.348595030426420.697190060852840.65140496957358
700.3328681858028450.665736371605690.667131814197155
710.4147713477561370.8295426955122750.585228652243863
720.3780891833166720.7561783666333450.621910816683328
730.335980786754890.671961573509780.66401921324511
740.296978946437730.593957892875460.70302105356227
750.2637217222895760.5274434445791510.736278277710424
760.2417568506567230.4835137013134470.758243149343277
770.2224534934292530.4449069868585070.777546506570747
780.189300274558610.3786005491172190.81069972544139
790.1604596009549630.3209192019099270.839540399045037
800.1369658012325480.2739316024650950.863034198767452
810.1181440838347760.2362881676695520.881855916165224
820.2055046746321480.4110093492642950.794495325367852
830.1910268973084070.3820537946168130.808973102691593
840.1643280168254730.3286560336509470.835671983174527
850.1647122344132980.3294244688265950.835287765586702
860.1659875311644260.3319750623288510.834012468835574
870.1734306398895460.3468612797790920.826569360110454
880.1625311170179030.3250622340358050.837468882982097
890.1542605559763730.3085211119527460.845739444023627
900.1595090188288850.3190180376577690.840490981171115
910.224440767519750.44888153503950.77555923248025
920.193283392430420.386566784860840.80671660756958
930.1745489839872570.3490979679745130.825451016012743
940.1483206518110330.2966413036220660.851679348188967
950.135191003260830.270382006521660.86480899673917
960.1411121825856880.2822243651713750.858887817414312
970.1654208701152830.3308417402305660.834579129884717
980.1607739677507280.3215479355014560.839226032249272
990.1534550198963380.3069100397926750.846544980103663
1000.1480154035898840.2960308071797690.851984596410116
1010.1218280683812850.2436561367625690.878171931618715
1020.101817176876280.203634353752560.89818282312372
1030.0821250421475220.1642500842950440.917874957852478
1040.06661620319036190.1332324063807240.933383796809638
1050.07072440220496590.1414488044099320.929275597795034
1060.05815629972721350.1163125994544270.941843700272786
1070.05126356239759830.1025271247951970.948736437602402
1080.04476470034184930.08952940068369860.95523529965815
1090.03429281271549530.06858562543099060.965707187284505
1100.03355394143709950.06710788287419890.9664460585629
1110.04190476388217920.08380952776435840.95809523611782
1120.1690063851730030.3380127703460060.830993614826997
1130.1530049242617230.3060098485234470.846995075738276
1140.5734498547002730.8531002905994540.426550145299727
1150.8613694088206110.2772611823587770.138630591179389
1160.8295206926376990.3409586147246030.170479307362301
1170.8821646806982670.2356706386034670.117835319301733
1180.8583760339088550.283247932182290.141623966091145
1190.830373065457950.3392538690840990.169626934542049
1200.8633286981447130.2733426037105750.136671301855287
1210.839931247079090.3201375058418180.160068752920909
1220.8009762236584720.3980475526830570.199023776341528
1230.8323956054794530.3352087890410940.167604394520547
1240.7914859572809830.4170280854380330.208514042719017
1250.7515141640472190.4969716719055620.248485835952781
1260.7031183107999590.5937633784000820.296881689200041
1270.6675575837709670.6648848324580660.332442416229033
1280.6270702661960980.7458594676078050.372929733803903
1290.5684526420629590.8630947158740820.431547357937041
1300.5060144629536060.9879710740927890.493985537046394
1310.5046200664181340.9907598671637320.495379933581866
1320.5011892299580310.9976215400839380.498810770041969
1330.453010776390330.906021552780660.54698922360967
1340.4032680596949270.8065361193898540.596731940305073
1350.5477570748369760.904485850326050.452242925163025
1360.5137336948489210.9725326103021580.486266305151079
1370.4387944967839660.8775889935679320.561205503216034
1380.452806976840060.905613953680120.54719302315994
1390.3780813483297380.7561626966594760.621918651670262
1400.3419750510858560.6839501021717110.658024948914144
1410.2979493564488690.5958987128977390.70205064355113
1420.3461744816708790.6923489633417590.65382551832912
1430.5055587733040850.988882453391830.494441226695915
1440.4247513497319960.8495026994639930.575248650268004
1450.3650445884051980.7300891768103960.634955411594802
1460.3239180237963090.6478360475926180.676081976203691
1470.2766210332356190.5532420664712390.72337896676438
1480.1763203932839490.3526407865678990.82367960671605
1490.3124208588028920.6248417176057840.687579141197108


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level40.0285714285714286OK