Multiple Linear Regression - Estimated Regression Equation
O[t] = + 28.2113145628772 -1.21076082808973M[t] -0.0662441512071262CM[t] + 0.219982378476393D[t] -0.138042493202292PE[t] -0.267683206546857PC[t] + 0.415179865256042`PS `[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)28.211314562877214.9457561.88760.0609880.030494
M-1.210760828089731.484819-0.81540.4161040.208052
CM-0.06624415120712620.063225-1.04780.2964150.148207
D0.2199823784763930.1127691.95070.0529270.026464
PE-0.1380424932022920.105255-1.31150.1916670.095833
PC-0.2676832065468570.1315-2.03560.0435260.021763
`PS `0.4151798652560420.0762655.443900


Multiple Linear Regression - Regression Statistics
Multiple R0.475107146524304
R-squared0.225726800678466
Adjusted R-squared0.195163384915774
F-TEST (value)7.38552269259134
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value6.01600129157553e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.50327124217684
Sum Squared Residuals1865.48222823202


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12624.03801164212561.96198835787441
22325.3499030197419-2.34990301974193
32525.4754187312743-0.475418731274265
42323.1283877855251-0.12838778552508
51922.9502296744362-3.95022967443619
62924.05804914689694.94195085310305
72524.76894342258970.231056577410299
82122.5497602295545-1.54976022955451
92221.95879496097110.0412050390288902
102522.44780418761812.55219581238185
112420.18348578087953.81651421912049
121819.7590757706424-1.75907577064237
132218.3723483201743.62765167982603
141520.6720873616672-5.67208736166723
152223.4458223210569-1.4458223210569
162824.25719211909133.74280788090873
172022.1748462508084-2.17484625080835
181219.0224880776687-7.02248807766866
192421.45213449101452.54786550898554
202021.387790137663-1.38779013766304
212123.2363704932754-2.23637049327541
222020.6606202172801-0.660620217280076
232119.16836136284131.83163863715866
242321.08123788343951.91876211656055
252821.90853779980566.09146220019442
262421.87300953440992.12699046559012
272423.46142465821040.538575341789576
282420.37713668223113.62286331776894
292321.97266437769731.02733562230273
302322.69070250246830.309297497531739
312924.24468539107214.75531460892794
322421.99430087169012.00569912830987
331825.0181996958846-7.0181996958846
342525.9629248535507-0.962924853550713
352122.5810225057866-1.58102250578665
362626.6953459132976-0.695345913297579
372225.1140100044524-3.11401000445245
382222.8253821301005-0.825382130100455
392222.5517548560342-0.551754856034193
402325.5973147716882-2.59731477168816
413022.895458749197.10454125081001
422322.66392922935790.336070770642108
431718.7115504081909-1.71155040819089
442323.7897978251764-0.789797825176368
452324.2514329548606-1.2514329548606
462522.39349678311052.60650321688952
472420.7223871608153.27761283918504
482427.4346766009058-3.43467660090579
492322.96397074233580.0360292576641573
502123.8188359040196-2.81883590401957
512425.689268014907-1.68926801490697
522421.81195456611372.18804543388633
532821.48426877691986.51573122308023
541621.0236250829993-5.02362508299931
552019.79744106588060.202558934119401
562923.40747046613045.59252953386964
572723.84285966604183.15714033395823
582223.1630373613017-1.16303736130166
592823.94557987385864.05442012614143
601620.3525238918059-4.35252389180595
612522.85605510654212.14394489345794
622423.47606800662820.523931993371767
632823.64279536624614.35720463375388
642424.2219104420497-0.221910442049678
652322.67262253657790.327377463422147
663026.89220941159593.10779058840406
672421.2840205804032.71597941959703
682124.0987471132405-3.0987471132405
692523.26917310986961.73082689013041
702523.91819297487871.08180702512134
712220.78203401685681.21796598314317
722322.42752110106030.572478898939722
732622.82629325701073.17370674298933
742321.60221832535141.3977816746486
752523.06395975096771.93604024903233
762121.2855363232984-0.28553632329839
772523.64041113442271.35958886557731
782422.14458092022611.85541907977393
792923.51210226725245.48789773274761
802223.6475211919108-1.64752119191078
812723.56795625718823.43204374281184
822619.62933046286266.37066953713738
832221.30476702420710.695232975792906
842422.03266696034431.96733303965569
852723.10550556439773.89449443560234
862421.35352023792672.64647976207328
872424.8501959300918-0.850195930091758
882924.3550861222364.64491387776403
892222.1422701689175-0.142270168917526
902120.57265653890560.427343461094374
912420.44510880140993.55489119859013
922421.71915491725592.28084508274409
932321.9408652637041.05913473629601
942022.3033791385044-2.30337913850444
952721.34838649501515.65161350498488
962623.42462623170582.57537376829418
972521.94688905680433.05311094319566
982120.06421063133970.935789368660329
992120.76785402568530.232145974314724
1001920.3833782507911-1.38337825079114
1012121.5815820263659-0.581582026365925
1022121.2757289453639-0.275728945363894
1031619.7626225329336-3.76262253293362
1042220.64247829493671.35752170506331
1052921.76814191731257.23185808268746
1061521.7285300518644-6.72853005186445
1071720.6914683311992-3.69146833119922
1081519.9107210220628-4.91072102206282
1092121.6461601660543-0.646160166054345
1102121.0223978312602-0.0223978312602242
1111919.2846170934275-0.284617093427472
1122418.06108828080135.93891171919871
1132022.2498571897503-2.24985718975033
1141725.0894942854413-8.08949428544126
1152324.8187640667656-1.81876406676556
1162422.38946761648981.61053238351019
1171422.0562702744901-8.05627027449007
1181922.8524775017181-3.85247750171813
1192422.18152657914811.81847342085194
1201320.4208948976005-7.42089489760047
1212225.3600782782672-3.36007827826717
1221621.1238596734176-5.12385967341765
1231923.2284747086461-4.22847470864614
1242522.73914614831012.26085385168992
1252524.15501002699080.844989973009194
1262321.42921855464071.57078144535926
1272423.55270231910670.447297680893288
1282623.50301310962262.49698689037738
1292621.48816875163864.51183124836138
1302524.13214600987120.867853990128757
1311822.2913902011632-4.29139020116321
1322119.86854354224771.13145645775229
1332623.64965056067572.35034943932426
1342321.96378120007771.03621879992229
1352319.75730516468853.24269483531153
1362222.5981238379304-0.59812383793039
1372022.3968907626009-2.39689076260087
1381322.0661760017937-9.0661760017937
1392421.39053313229752.60946686770245
1401521.5036713077125-6.50367130771249
1411423.0937406475822-9.09374064758223
1422224.0489169164051-2.04891691640508
1431017.6456931542631-7.64569315426308
1442424.4263784690027-0.426378469002681
1452221.83024927125790.169750728742086
1462425.7876336500023-1.78763365000229
1471921.6536043888869-2.65360438888688
1482022.0851919634486-2.08519196344857
1491317.1097811441646-4.10978114416461
1502020.1003643180544-0.100364318054432
1512223.1857601196823-1.18576011968228
1522423.38275932633610.617240673663885
1532923.27377598869855.72622401130151
1541220.9758996574622-8.97589965746221
1552020.9222146380677-0.922214638067705
1562121.4451629067001-0.445162906700136
1572423.63300703539480.36699296460521
1582221.89259344774620.107406552253813
1592017.72217468394072.27782531605929


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.5270113394415090.9459773211169830.472988660558491
110.5620507582690630.8758984834618730.437949241730937
120.4887970480408740.9775940960817480.511202951959126
130.5403126089106890.9193747821786220.459687391089311
140.7416063012671050.5167873974657910.258393698732895
150.6549753164256380.6900493671487250.345024683574362
160.624349814096280.7513003718074390.37565018590372
170.5386871065367860.9226257869264270.461312893463214
180.6765238499578490.6469523000843020.323476150042151
190.6017877142567010.7964245714865980.398212285743299
200.589009299802560.821981400394880.41099070019744
210.5250276261210650.949944747757870.474972373878935
220.4556446102758760.9112892205517520.544355389724124
230.4048025144985250.8096050289970490.595197485501475
240.4092926959496130.8185853918992260.590707304050387
250.5718371575252930.8563256849494140.428162842474707
260.5105762121293710.9788475757412590.489423787870629
270.4435195626866020.8870391253732040.556480437313398
280.4379320352942180.8758640705884370.562067964705782
290.3737718316251960.7475436632503910.626228168374804
300.3133360257589170.6266720515178330.686663974241083
310.3472632973775550.6945265947551110.652736702622445
320.2961631536981890.5923263073963770.703836846301811
330.5219273653580150.956145269283970.478072634641985
340.4708129217879090.9416258435758180.529187078212091
350.4328628993345440.8657257986690890.567137100665456
360.3755462363391710.7510924726783430.624453763660829
370.3489102873234240.6978205746468480.651089712676576
380.2972724968701430.5945449937402860.702727503129857
390.2499040285422910.4998080570845820.750095971457709
400.2225608253369390.4451216506738780.777439174663061
410.3752039313679040.7504078627358090.624796068632096
420.3234194853661950.646838970732390.676580514633805
430.2913721848914370.5827443697828750.708627815108563
440.2477868890165750.495573778033150.752213110983425
450.2113939048447750.4227878096895510.788606095155225
460.1919870179778910.3839740359557820.80801298202211
470.1795478822850880.3590957645701760.820452117714912
480.1644598925383510.3289197850767020.83554010746165
490.1343692400060660.2687384800121320.865630759993934
500.124728456293020.249456912586040.87527154370698
510.1029544401586430.2059088803172870.897045559841357
520.08783297010282040.1756659402056410.91216702989718
530.1473927475819370.2947854951638740.852607252418063
540.1767598662292670.3535197324585350.823240133770733
550.1653140667463530.3306281334927060.834685933253647
560.2227463280511840.4454926561023690.777253671948816
570.2151843248901590.4303686497803180.78481567510984
580.1841954106317130.3683908212634250.815804589368287
590.1973960359864410.3947920719728810.80260396401356
600.2251276343909590.4502552687819180.774872365609041
610.1989056339765730.3978112679531460.801094366023427
620.1671440635645960.3342881271291930.832855936435404
630.182384014069960.3647680281399210.81761598593004
640.1532974835765050.3065949671530110.846702516423495
650.1264764446759090.2529528893518190.87352355532409
660.1229283101839720.2458566203679440.877071689816028
670.1122909241959020.2245818483918030.887709075804098
680.1113897087490070.2227794174980140.888610291250993
690.09479785054730570.1895957010946110.905202149452694
700.0773954034562740.1547908069125480.922604596543726
710.06289922008769060.1257984401753810.93710077991231
720.04968201329844750.0993640265968950.950317986701553
730.04664004627491780.09328009254983570.953359953725082
740.03736217520759840.07472435041519680.962637824792402
750.03105173302005080.06210346604010160.96894826697995
760.02381720173285790.04763440346571590.976182798267142
770.01870023051216350.0374004610243270.981299769487836
780.01496894036217080.02993788072434160.98503105963783
790.02249240070487030.04498480140974060.97750759929513
800.0179314270308470.03586285406169390.982068572969153
810.01753389421050280.03506778842100560.982466105789497
820.03136148030692810.06272296061385620.968638519693072
830.02418621221566320.04837242443132640.975813787784337
840.02017989864544880.04035979729089760.97982010135455
850.02210208039269870.04420416078539750.977897919607301
860.01958969636059260.03917939272118510.980410303639407
870.01489208240969650.02978416481939310.985107917590303
880.01944328733149350.0388865746629870.980556712668507
890.01529083099031760.03058166198063530.984709169009682
900.01144189070491450.02288378140982890.988558109295086
910.01150151838410460.02300303676820920.988498481615895
920.01005566057448920.02011132114897830.98994433942551
930.007711865229676070.01542373045935210.992288134770324
940.006374596726677290.01274919345335460.993625403273323
950.01167998736334030.02335997472668060.98832001263666
960.01057812008116420.02115624016232830.989421879918836
970.01006125627655040.02012251255310080.98993874372345
980.00769911304184280.01539822608368560.992300886958157
990.005680824815820920.01136164963164180.99431917518418
1000.004348978568172290.008697957136344580.995651021431828
1010.003213483084356860.006426966168713720.996786516915643
1020.002286472255777910.004572944511555820.997713527744222
1030.002444720233493730.004889440466987460.997555279766506
1040.001915245177990580.003830490355981170.99808475482201
1050.008114481359318260.01622896271863650.991885518640682
1060.01816187192056140.03632374384112280.981838128079439
1070.01802450373780910.03604900747561830.98197549626219
1080.02271794819215920.04543589638431840.97728205180784
1090.01752772183889990.03505544367779980.9824722781611
1100.01280204888416140.02560409776832280.987197951115839
1110.009268614016901180.01853722803380240.9907313859831
1120.02272837335947690.04545674671895380.977271626640523
1130.02059718112020970.04119436224041940.97940281887979
1140.0572002938414690.1144005876829380.942799706158531
1150.04846270489123670.09692540978247340.951537295108763
1160.03927643678381870.07855287356763730.960723563216181
1170.1157314667644120.2314629335288250.884268533235588
1180.1108871133418230.2217742266836460.889112886658177
1190.0983127910559470.1966255821118940.901687208944053
1200.1718339306144410.3436678612288810.82816606938556
1210.1637124934368240.3274249868736480.836287506563176
1220.1950669671064050.390133934212810.804933032893595
1230.1880540532034090.3761081064068180.811945946796591
1240.1872354249148740.3744708498297480.812764575085126
1250.1700024472393310.3400048944786610.82999755276067
1260.1383413988774320.2766827977548630.861658601122568
1270.108178568043680.216357136087360.89182143195632
1280.1116304649352950.223260929870590.888369535064705
1290.1601335009212970.3202670018425950.839866499078703
1300.1379518520969660.2759037041939320.862048147903034
1310.1204231043296330.2408462086592670.879576895670367
1320.1042990079808010.2085980159616020.8957009920192
1330.09567417585490740.1913483517098150.904325824145093
1340.07810059259818740.1562011851963750.921899407401813
1350.106580435245780.213160870491560.89341956475422
1360.07902873211884720.1580574642376940.920971267881153
1370.05763579825094780.1152715965018960.942364201749052
1380.1468708337537460.2937416675074920.853129166246254
1390.208134149949640.4162682998992810.79186585005036
1400.1885344897264470.3770689794528940.811465510273553
1410.4060558457058970.8121116914117950.593944154294103
1420.3564043402773850.7128086805547690.643595659722615
1430.6660369756336890.6679260487326220.333963024366311
1440.6048309234602910.7903381530794170.395169076539709
1450.4942065231289870.9884130462579730.505793476871013
1460.4233169578654720.8466339157309450.576683042134528
1470.4336110339575330.8672220679150660.566388966042467
1480.303307218142270.606614436284540.69669278185773
1490.2114213023067070.4228426046134140.788578697693293


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level50.0357142857142857NOK
5% type I error level370.264285714285714NOK
10% type I error level440.314285714285714NOK