Multiple Linear Regression - Estimated Regression Equation
O[t] = + 16.1634772168084 -0.0705105327835321CM[t] + 0.215960321376022D[t] -0.149741441133530PE[t] -0.254410995984344PC[t] + 0.422488248372724PS[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)16.16347721680842.001698.074900
CM-0.07051053278353210.063068-1.1180.2653160.132658
D0.2159603213760220.1129961.91120.0578460.028923
PE-0.1497414411335300.10427-1.43610.1530170.076509
PC-0.2544109959843440.130432-1.95050.052940.02647
PS0.4224882483727240.0756595.584100


Multiple Linear Regression - Regression Statistics
Multiple R0.471036638254722
R-squared0.221875514578309
Adjusted R-squared0.196446609825966
F-TEST (value)8.7253272108728
F-TEST (DF numerator)5
F-TEST (DF denominator)153
p-value2.66656803971088e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.50047733459247
Sum Squared Residuals1874.76126020933


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12622.93429908593233.06570091406769
22324.2550055858650-1.25500558586496
32524.35431507178140.645684928218576
42321.98038582308881.01961417691122
51921.8301154044514-2.83011540445145
62922.91187910473926.08812089526076
72524.81027614780990.189723852190149
82122.6824251316841-1.68242513168414
92221.95417872556470.0458212744353085
102522.48509920382552.51490079617452
112420.22718373207563.77281626792437
121819.7269887909165-1.72698879091651
132218.41547544707393.58452455292609
141520.7129210779706-5.7129210779706
152223.5161686524207-1.51616865242071
162824.32460921403333.6753907859667
172022.2837684508775-2.28376845087746
181219.0658934529381-7.06589345293813
192421.44920912518542.55079087481458
202021.3741994572581-1.37419945725805
212123.2794725485381-2.27947254853807
222020.5998705637805-0.599870563780519
232119.24995251615431.75004748384573
242321.07318129128221.92681870871783
252821.96666177616846.03333822383159
262421.94440039499062.05559960500936
272423.4865280699310.513471930068981
282420.41733794122523.58266205877483
292322.01004432690470.98995567309533
302322.73007780543050.269922194569497
312924.31889490697414.6811050930259
322422.07485162077421.92514837922579
331824.9905251820565-6.99052518205652
342526.0702461506627-1.07024615066265
352122.6353437980615-1.63534379806152
362626.7405255664529-0.74052556645287
372225.1677251784165-3.16772517841650
382222.8155533814510-0.81555338145104
392222.5800570864682-0.580057086468219
402325.6666226910486-2.66662269104857
413022.88735482279417.1126451772059
422322.73201545754450.267984542455546
431718.6873167328054-1.68731673280545
442323.8027292231324-0.802729223132428
452324.3648618533787-1.36486185337873
462522.46466422867862.53533577132144
472420.74100939539823.25899060460179
482427.5055591360355-3.50555913603547
492323.0082959276872-0.00829592768715773
502123.8009042002091-2.80090420020913
512425.7364470294205-1.73644702942053
522421.87799847343912.12200152656091
532821.53044948087536.46955051912468
541621.1048543792980-5.10485437929796
552019.90949781416780.0905021858322282
562923.44522024179315.5547797582069
572723.92435790554463.07564209445539
582223.2093525396664-1.2093525396664
592824.0579804653663.94201953463401
601620.3486433530868-4.34864335308675
612522.96156275535652.03843724464355
622423.50897249241780.491027507582154
632823.67776176361914.32223823638092
642424.3538592726111-0.353859272611130
652322.72604098942450.273959010575518
663026.97164305065313.02835694934685
672421.31763091538342.68236908461659
682124.1926759897584-3.19267598975837
692523.33976293148531.66023706851473
702524.00859248524850.991407514751502
712220.78885557183941.21114442816063
722322.51112326004050.488876739959506
732622.86316625088813.13683374911188
742321.58143940306761.41856059693240
752523.06346487322981.93653512677017
762121.3189178825247-0.318917882524728
772523.6694332950721.33056670492798
782422.18294220933791.81705779066212
792923.59982828379615.40017171620387
802223.6538473326819-1.65384733268187
812723.63663697679023.36336302320978
822619.68990595695376.31009404304634
832221.31962990133760.680370098662418
842422.10318232348411.89681767651591
852723.12246967214323.87753032785675
862421.33134450091802.66865549908196
872424.9078428674147-0.907842867414699
882924.46353249881584.53646750118416
892222.230271859528-0.230271859527996
902120.58790626452500.412093735474972
912420.4042799422933.59572005770701
922421.84105270996062.15894729003938
932321.97344449962091.02655550037908
942022.2940025806218-2.29400258062181
952721.44840738982045.5515926101796
962623.459375646592.54062435340999
972521.91918991863393.08081008136608
982120.05013126758580.949868732414232
992120.79443419152170.205565808478270
1001920.3947104774293-1.39471047742928
1012121.6283363122736-0.628336312273621
1022121.3214549242609-0.321454924260881
1031619.7574770795959-3.7574770795959
1042220.70399183669381.29600816330621
1052921.82367861719377.17632138280634
1061521.6872477864301-6.68724778643014
1071720.7369356868457-3.73693568684570
1081519.9513953468902-4.95139534689023
1092121.6742572878536-0.674257287853578
1102121.0022031148351-0.00220311483507549
1111919.311584073356-0.311584073356003
1122418.07285833063815.92714166936192
1132022.4039626342782-2.40396263427820
1141725.2056579436662-8.20565794366625
1152325.0803510679257-2.08035106792569
1162422.41655076444961.58344923555037
1171422.1008527643507-8.10085276435074
1181922.9159877159712-3.91598771597122
1192422.18307927982231.81692072017773
1201320.4056018121138-7.40560181211377
1212225.4130956870409-3.41309568704093
1221621.1564192498187-5.15641924981871
1231923.3029950724559-4.30299507245588
1242522.85835214081082.14164785918919
1252524.19145173956480.808548260435182
1262321.42019084495641.57980915504358
1272423.61318486499080.386815135009175
1282623.58610423687582.41389576312423
1292621.54006491656374.45993508343629
1302524.16232477156340.837675228436627
1311822.3823673010886-4.38236730108862
1322119.90657829714251.09342170285747
1332623.70645993205462.29354006794537
1342322.00246277984990.997537220150073
1352319.76998595460093.23001404539910
1362222.5834432175016-0.583443217501612
1372022.4056852541664-2.40568525416642
1381322.1217270004493-9.12172700044928
1392421.47813768886232.52186231113774
1401521.6102308962601-6.61023089626005
1411423.1514635110785-9.15146351107851
1422224.1016127157773-2.10161271577729
1431017.6849076382035-7.68490763820351
1442424.4741689969653-0.474168996965311
1452221.86334446371730.136655536282654
1462425.8075977857910-1.80759778579096
1471921.8641566604681-2.86415666046810
1482022.1411298449899-2.1411298449899
1491317.1172378109218-4.11723781092184
1502020.1492028983205-0.149202898320468
1512223.3128284521328-1.31282845213279
1522423.35311437582000.646885624180025
1532923.18635247328495.81364752671514
1541220.9603189552611-8.96031895526114
1552020.9663762867523-0.966376286752279
1562121.4626130603123-0.462613060312331
1572423.66990093873560.330099061264416
1582221.92423956081250.0757604391875047
1592017.69965274758502.30034725241503


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.7250546197274170.5498907605451670.274945380272583
100.5983211515274140.8033576969451730.401678848472586
110.4889758515914550.977951703182910.511024148408545
120.4444781506100600.8889563012201210.55552184938994
130.4525075653294310.9050151306588620.547492434670569
140.6929444559919450.614111088016110.307055544008055
150.6243615457210430.7512769085579150.375638454278958
160.5723402567468110.8553194865063790.427659743253190
170.50631350032050.9873729993590.4936864996795
180.6364415497010620.7271169005978770.363558450298938
190.5613816721662460.8772366556675070.438618327833754
200.5664626046276280.8670747907447440.433537395372372
210.5185950532263360.9628098935473280.481404946773664
220.4494415367472060.8988830734944110.550558463252794
230.390420051333630.780840102667260.60957994866637
240.3910517958698870.7821035917397740.608948204130113
250.534775205525780.930449588948440.46522479447422
260.4721501751875190.9443003503750370.527849824812481
270.4085982285293190.8171964570586370.591401771470681
280.4018470309174980.8036940618349970.598152969082502
290.3409597097342040.6819194194684080.659040290265796
300.2843071286873570.5686142573747130.715692871312643
310.3084428496475910.6168856992951830.691557150352409
320.2599404531522630.5198809063045260.740059546847737
330.4840137868471290.9680275736942580.515986213152871
340.4376276599054080.8752553198108160.562372340094592
350.4028581380417940.8057162760835870.597141861958206
360.3472142427217310.6944284854434620.652785757278269
370.32458617553920.64917235107840.6754138244608
380.2753145167336950.550629033467390.724685483266305
390.2305687692343330.4611375384686650.769431230765667
400.2072899234436260.4145798468872520.792710076556374
410.3586287338126530.7172574676253050.641371266187347
420.3085677126975640.6171354253951280.691432287302436
430.2768518642837890.5537037285675770.723148135716211
440.2350417544422390.4700835088844790.76495824555776
450.2025140492208100.4050280984416210.79748595077919
460.1816911056237280.3633822112474570.818308894376272
470.1694559119710350.338911823942070.830544088028965
480.1564961590686870.3129923181373740.843503840931313
490.1275166971444590.2550333942889180.87248330285554
500.1180337131141590.2360674262283170.881966286885841
510.0972687247136770.1945374494273540.902731275286323
520.08229374251997910.1645874850399580.91770625748002
530.1379848383213360.2759696766426710.862015161678664
540.1694904958964170.3389809917928340.830509504103583
550.1617231475347240.3234462950694480.838276852465276
560.2169496055916710.4338992111833410.783050394408329
570.2078838301295890.4157676602591790.79211616987041
580.1782230506204150.3564461012408300.821776949379585
590.1885709178683610.3771418357367210.81142908213164
600.2166605370097450.433321074019490.783339462990255
610.1906814734097470.3813629468194940.809318526590253
620.1599505767664520.3199011535329050.840049423233548
630.1746892302016900.3493784604033790.82531076979831
640.1471646672551420.2943293345102850.852835332744858
650.1212970653164330.2425941306328670.878702934683567
660.1175769645471550.2351539290943100.882423035452845
670.1074040809100050.2148081618200100.892595919089995
680.1076369596621990.2152739193243970.892363040337801
690.09135832499629850.1827166499925970.908641675003701
700.07449324816409680.1489864963281940.925506751835903
710.06053489779151520.1210697955830300.939465102208485
720.04779966987502260.09559933975004510.952200330124978
730.04491372640886620.08982745281773240.955086273591134
740.03602618064826910.07205236129653830.96397381935173
750.03000495366528530.06000990733057050.969995046334715
760.02304144198044310.04608288396088630.976958558019557
770.01809139801209810.03618279602419610.981908601987902
780.01448559866104610.02897119732209210.985514401338954
790.02173187891360610.04346375782721210.978268121086394
800.01733867505701450.03467735011402900.982661324942986
810.01697906419104240.03395812838208470.983020935808958
820.03048884921974710.06097769843949420.969511150780253
830.02353342492941420.04706684985882840.976466575070586
840.01966223598637070.03932447197274150.98033776401363
850.02164065783472160.04328131566944330.978359342165278
860.01925300538690490.03850601077380990.980746994613095
870.01466625086028320.02933250172056640.985333749139717
880.01923395113793640.03846790227587290.980766048862064
890.01516962433969340.03033924867938680.984830375660307
900.01137322160903040.02274644321806090.98862677839097
910.01150218550291340.02300437100582690.988497814497087
920.01006405361517090.02012810723034180.989935946384829
930.007739522137911920.01547904427582380.992260477862088
940.006416189151653860.01283237830330770.993583810848346
950.01180441131206270.02360882262412550.988195588687937
960.01074517249690540.02149034499381070.989254827503095
970.01028277181843030.02056554363686050.98971722818157
980.00790205465807950.0158041093161590.99209794534192
990.005851695570890540.01170339114178110.99414830442911
1000.004498389756186170.008996779512372330.995501610243814
1010.003338835904068710.006677671808137420.996661164095931
1020.002385971957730790.004771943915461580.99761402804227
1030.002564315834368910.005128631668737830.997435684165631
1040.002018107722473730.004036215444947460.997981892277526
1050.008616270214017950.01723254042803590.991383729785982
1060.01931697035677460.03863394071354920.980683029643225
1070.01926721998229730.03853443996459470.980732780017703
1080.02439562348408130.04879124696816250.975604376515919
1090.01893882080128130.03787764160256270.981061179198719
1100.01392423734887960.02784847469775920.98607576265112
1110.01014594022793620.02029188045587240.989854059772064
1120.02483239929358400.04966479858716810.975167600706416
1130.02264637835850910.04529275671701820.97735362164149
1140.0626716384088070.1253432768176140.937328361591193
1150.05368992347668660.1073798469533730.946310076523313
1160.04382517165112120.08765034330224230.956174828348879
1170.1277122543417880.2554245086835760.872287745658212
1180.1231836196862420.2463672393724830.876816380313758
1190.1101636027578710.2203272055157410.88983639724213
1200.1901734664656130.3803469329312260.809826533534387
1210.1823944832674260.3647889665348510.817605516732574
1220.2167799140759190.4335598281518380.783220085924081
1230.2103592564071940.4207185128143880.789640743592806
1240.2093044638920270.4186089277840550.790695536107973
1250.1932618506961990.3865237013923980.806738149303801
1260.1593942791558690.3187885583117380.84060572084413
1270.1264017615489470.2528035230978940.873598238451053
1280.1309108249394670.2618216498789340.869089175060533
1290.1857870540186670.3715741080373350.814212945981333
1300.1619916746549770.3239833493099540.838008325345023
1310.1435731709570190.2871463419140390.85642682904298
1320.1257698701755050.251539740351010.874230129824495
1330.1165069419603480.2330138839206950.883493058039652
1340.09649256813999660.1929851362799930.903507431860003
1350.1303460545228160.2606921090456330.869653945477184
1360.09873581569794370.1974716313958870.901264184302056
1370.07372838655426850.1474567731085370.926271613445732
1380.1802871766915920.3605743533831830.819712823308408
1390.250321998512360.500643997024720.74967800148764
1400.2316913300487490.4633826600974980.768308669951251
1410.4706241312241830.9412482624483670.529375868775817
1420.4224008468781560.8448016937563120.577599153121844
1430.7285334582525040.5429330834949910.271466541747496
1440.6792494928620610.6415010142758780.320750507137939
1450.5793430239226040.8413139521547930.420656976077396
1460.5083023925863530.9833952148272940.491697607413647
1470.5584068184567270.8831863630865450.441593181543273
1480.4311105109723130.8622210219446260.568889489027687
1490.3382061481767930.6764122963535850.661793851823207
1500.2420958923218360.4841917846436720.757904107678164


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level50.0352112676056338NOK
5% type I error level370.26056338028169NOK
10% type I error level430.302816901408451NOK