Multiple Linear Regression - Estimated Regression Equation
O[t] = + 6.67822358754374 + 1.09089428266750maand[t] -0.0608903034875092CM[t] + 0.214416815593605D[t] -0.142213186036547PE[t] -0.240815534408649PC[t] + 0.399817197705633`PS `[t] -0.016068024633864t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)6.6782235875437416.6400620.40130.6887420.344371
maand1.090894282667501.6695450.65340.5144870.257243
CM-0.06089030348750920.062235-0.97840.3294440.164722
D0.2144168155936050.111071.93050.0554230.027711
PE-0.1422131860365470.103898-1.36880.1731020.086551
PC-0.2408155344086490.129923-1.85350.0657590.03288
`PS `0.3998171977056330.0755515.29200
t-0.0160680246338640.006317-2.54380.0119710.005986


Multiple Linear Regression - Regression Statistics
Multiple R0.504343958942387
R-squared0.254362828921680
Adjusted R-squared0.219796867348513
F-TEST (value)7.35876617762421
F-TEST (DF numerator)7
F-TEST (DF denominator)151
p-value1.34744991164837e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.44924263771775
Sum Squared Residuals1796.48849085136


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12623.16215352715712.83784647284293
22324.3738768317412-1.37387683174123
32524.34980128520210.650198714797901
42322.15684697813620.843153021863775
51921.9573213777631-2.9573213777631
62924.06439294277634.93560705722375
72525.8688750865718-0.868875086571769
82123.8254419552097-2.82544195520972
92223.1818231669331-1.18182316693311
102523.61161697260471.38838302739528
112421.51311550474202.48688449525805
121821.0536032368461-3.05360323684612
132219.71789721361062.2821027863894
141521.8876094213482-6.88760942134818
152224.4963026894861-2.49630268948613
162825.15566605047052.84433394952951
172023.3137848280649-3.31378482806495
181220.206493389453-8.20649338945302
192422.47204784721601.52795215278396
202022.5092424378522-2.50924243785224
212124.2860626277986-3.28606262779861
222021.7814215278614-1.78142152786138
232120.34359701932750.656402980672472
242322.16382325627040.8361767437296
252822.89260963608065.10739036391945
262422.80574538969051.19425461030954
272424.2826139653374-0.282613965337378
282421.36873221982942.63126778017065
292322.86422032212650.135779677873497
302323.5020555808545-0.502055580854508
312925.04247658466483.95752341533522
322422.96376232939531.03623767060475
331825.6631423949179-7.66314239491789
342526.6358138675096-1.63581386750961
352123.3298677034300-2.32986770342995
362627.3607837179795-1.36078371797955
372225.8119241141845-3.81192411418451
382223.5019330388059-1.50193303880590
392223.3302833032171-1.33028330321708
402326.1976213889639-3.19762138896394
413023.59164846900516.40835153099488
422323.339579571665-0.339579571664999
431719.4821027501849-2.48210275018491
442324.2907308053963-1.29073080539632
452324.8370583965925-1.83705839659250
462523.01315914831301.98684085168695
472421.41356821509062.58643178490936
482427.8776950808154-3.87769508081536
492323.5405299968907-0.540529996890735
502124.2772206597823-3.27722065978226
512426.1366857961263-2.13668579612633
522422.34843365493561.65156634506439
532822.02518464121475.9748153587853
541621.5169173509197-5.51691735091971
552020.4789198645737-0.47891986457366
562923.85415798399145.1458420160086
572724.23803512193802.76196487806198
582223.4951552848874-1.49515528488743
592824.24661093775943.75338906224063
601620.8090179954004-4.80901799540038
612523.22334779542661.77665220457341
622423.75836878962570.241631210374305
632823.90988628270894.09011371729114
642424.5407734245581-0.540773424558101
652322.90611397204030.0938860279597174
663027.02977974127802.97022025872196
672421.64345290823862.3565470917614
682124.2871449575035-3.28714495750353
692523.44738027540111.55261972459895
702524.10774421259730.892255787402672
712221.06081967312650.939180326873492
722322.63363795128910.366362048710892
732623.01176958948992.98823041051014
742321.83555334415571.16444665584433
752523.14600696198681.85399303801315
762121.4729491641733-0.472949164173297
772523.66268651727531.33731348272467
782422.26581984199731.73418015800268
792923.58101790059895.41898209940105
802223.6571462351028-1.65714623510282
812723.62551803705273.37448196294728
822619.76608686435296.23391313564712
832221.36905684615630.630943153843703
842422.04684442194241.95315557805762
852723.07748635450943.92251364549055
862421.32042913066572.67957086933426
872424.6815444756721-0.681544475672106
882924.25101371006804.74898628993203
892222.1734213910241-0.173421391024079
902120.5329219745410.467078025459013
912420.42304718138723.57695281861276
922421.58601725265892.41398274734108
932321.79007625362251.20992374637753
942022.0992409303702-2.09924093037018
952721.25720040941125.74279959058881
962623.21909180412.78090819589998
972521.80947440374763.1905255962524
982119.98063719193581.01936280806420
992120.57371013494820.426289865051762
1001920.2063592950003-1.20635929500026
1012121.3624295145167-0.362429514516657
1022120.98086637592380.0191336240762448
1031619.5302432228548-3.53024322285476
1042220.39020893145411.60979106854587
1052921.52522582938497.47477417061509
1061521.3920032767024-6.39200327670237
1071720.3933948873818-3.3933948873818
1081519.6598038042491-4.65980380424906
1092121.3291392407309-0.329139240730866
1102120.63219049021050.36780950978947
1111918.93255005385080.0674499461492126
1122417.82946585153746.17053414846262
1132021.8748409742144-1.87484097421436
1141724.5188654204699-7.5188654204699
1152324.2858541101743-1.28585411017425
1162421.80767728693912.19232271306088
1171421.4880741641059-7.48807416410592
1181922.2861213929966-3.28612139299661
1192421.65009006320952.34990993679048
1201319.8964383041808-6.89643830418077
1212224.6721943043691-2.6721943043691
1221620.5376135192885-4.53761351928849
1231922.6285225854727-3.62852258547275
1242522.09488296349732.90511703650273
1252523.48319640784931.51680359215074
1262320.75538692605912.24461307394087
1272422.75909160967811.24090839032195
1282622.77598158612763.22401841387242
1292620.80037066723995.19962933276006
1302523.39515643371431.60484356628568
1311821.5991239299519-3.59912392995193
1322119.18568630267331.81431369732666
1332622.77210814775393.22789185224611
1342321.12866952896751.87133047103249
1352319.04744752692783.95255247307219
1362221.74901385158390.250986148416131
1372021.5223154968376-1.52231549683762
1381321.2268052627589-8.22680526275892
1392420.55617346527473.44382653472530
1401520.7442930612423-5.74429306124235
1411422.2452383177519-8.24523831775189
1422223.1051451975367-1.10514519753668
1431016.9966410249546-6.9966410249546
1442423.40751790512790.592482094872091
1452220.89522557790071.10477442209927
1462424.6919111512327-0.691911151232673
1471920.6777846956121-1.67778469561205
1482021.0671514035548-1.06715140355484
1491316.2728111632552-3.2728111632552
1502019.14991457267730.850085427322734
1512222.1075686181769-0.107568618176907
1522422.26424471480011.73575528519994
1532922.09602517007726.90397482992284
1541219.8635042296644-7.86350422966438
1552019.85814857464110.141851425358916
1562120.27803288387070.721967116129256
1572422.46613689062631.53386310937373
1582220.75087566294911.24912433705090
1592016.81721341458223.18278658541778


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.3549197886053460.7098395772106910.645080211394655
120.4719164566980030.9438329133960060.528083543301997
130.407737227362210.815474454724420.59226277263779
140.3036743406512440.6073486813024880.696325659348756
150.5008357235950750.9983285528098510.499164276404925
160.6004402485757070.7991195028485870.399559751424293
170.5061895913117730.9876208173764540.493810408688227
180.5955634918273260.8088730163453480.404436508172674
190.5904047334324850.819190533135030.409595266567515
200.509164409381670.981671181236660.49083559061833
210.4500813580152660.9001627160305330.549918641984734
220.3747471741177480.7494943482354960.625252825882252
230.3870389998471780.7740779996943570.612961000152822
240.4872748084027240.9745496168054470.512725191597276
250.7001726677181120.5996546645637750.299827332281888
260.6390331318615220.7219337362769550.360966868138478
270.573639752876310.852720494247380.42636024712369
280.5579572989444630.8840854021110740.442042701055537
290.4918517531149040.9837035062298080.508148246885096
300.4270967743950210.8541935487900430.572903225604979
310.4263684220418650.852736844083730.573631577958135
320.363574902249910.727149804499820.63642509775009
330.6185367063515690.7629265872968610.381463293648431
340.5813919770519420.8372160458961160.418608022948058
350.5447268223119730.9105463553760540.455273177688027
360.4887008817200230.9774017634400460.511299118279977
370.473974073410280.947948146820560.52602592658972
380.422661113659190.845322227318380.57733888634081
390.3725386062146320.7450772124292640.627461393785368
400.3477060646928820.6954121293857640.652293935307118
410.5244968408658710.9510063182682590.475503159134129
420.4698436569480260.9396873138960520.530156343051974
430.4360078912459130.8720157824918250.563992108754087
440.3877830544118900.7755661088237790.61221694558811
450.3472617260356180.6945234520712370.652738273964382
460.3230958270943190.6461916541886380.676904172905681
470.3014481512429850.6028963024859690.698551848757015
480.2968788140391390.5937576280782790.70312118596086
490.2590555129926810.5181110259853620.740944487007319
500.2566240339058390.5132480678116780.74337596609416
510.2361128904272410.4722257808544830.763887109572759
520.2063917062403480.4127834124806970.793608293759652
530.2777687684555590.5555375369111190.72223123154444
540.3559677413940770.7119354827881540.644032258605923
550.3394362076862960.6788724153725920.660563792313704
560.4016344482217160.8032688964434310.598365551778284
570.3779713644651740.7559427289303480.622028635534826
580.3465549066634640.6931098133269280.653445093336536
590.3461664627694200.6923329255388390.65383353723058
600.4234398175223220.8468796350446430.576560182477678
610.3791917105059460.7583834210118920.620808289494054
620.3369521344662710.6739042689325430.663047865533729
630.3394454175331230.6788908350662450.660554582466877
640.3052883105343780.6105766210687570.694711689465622
650.2659873424675390.5319746849350780.734012657532461
660.2495279946974880.4990559893949750.750472005302512
670.2213893676464310.4427787352928620.778610632353569
680.2436382092156170.4872764184312330.756361790784383
690.2101557679612610.4203115359225220.789844232038739
700.1774716906975830.3549433813951650.822528309302417
710.1487769011467710.2975538022935410.851223098853229
720.1236831082826130.2473662165652260.876316891717387
730.1076579889894920.2153159779789840.892342011010508
740.08754289046573250.1750857809314650.912457109534268
750.07124854544520750.1424970908904150.928751454554793
760.05951155317531680.1190231063506340.940488446824683
770.04714125077915470.09428250155830940.952858749220845
780.03673011863325460.07346023726650910.963269881366746
790.04174200201368210.08348400402736430.958257997986318
800.03824101181685740.07648202363371490.961758988183143
810.03201733480635160.06403466961270320.967982665193648
820.04223284033593990.08446568067187980.95776715966406
830.03295245186569720.06590490373139440.967047548134303
840.02575891058130410.05151782116260830.974241089418696
850.02356509472913460.04713018945826930.976434905270865
860.01859405663974450.0371881132794890.981405943360256
870.01512109980718310.03024219961436620.984878900192817
880.01548032701830740.03096065403661480.984519672981693
890.01298788197001410.02597576394002820.987012118029986
900.00980225192331650.0196045038466330.990197748076683
910.008332817191194030.01666563438238810.991667182808806
920.006784351260456410.01356870252091280.993215648739544
930.004985706996958560.009971413993917120.995014293003041
940.004735011343198830.009470022686397650.995264988656801
950.007017622301945670.01403524460389130.992982377698054
960.005705680702299040.01141136140459810.994294319297701
970.00485829763138750.0097165952627750.995141702368612
980.003709824064891810.007419648129783630.996290175935108
990.002792435160482570.005584870320965140.997207564839517
1000.002312291502123110.004624583004246230.997687708497877
1010.001812016914379980.003624033828759960.99818798308562
1020.001325473903971480.002650947807942960.998674526096029
1030.001611385652426020.003222771304852040.998388614347574
1040.001252669475850960.002505338951701920.998747330524149
1050.005495307817376450.01099061563475290.994504692182623
1060.01312153206325560.02624306412651120.986878467936744
1070.01374202532511030.02748405065022060.98625797467489
1080.01857356976407320.03714713952814640.981426430235927
1090.01438446893145960.02876893786291930.98561553106854
1100.01039184141641690.02078368283283380.989608158583583
1110.007474239515151090.01494847903030220.992525760484849
1120.02186030425490180.04372060850980360.978139695745098
1130.02195896014113760.04391792028227530.978041039858862
1140.05467608497893030.1093521699578610.94532391502107
1150.04688926585099580.09377853170199160.953110734149004
1160.03935805691945920.07871611383891830.96064194308054
1170.1025239485141640.2050478970283280.897476051485836
1180.09632814567136930.1926562913427390.90367185432863
1190.08602058769620380.1720411753924080.913979412303796
1200.1491044011898830.2982088023797660.850895598810117
1210.1460654492191760.2921308984383510.853934550780824
1220.1850908034884050.3701816069768110.814909196511595
1230.1841339221542560.3682678443085130.815866077845744
1240.1744011046192430.3488022092384850.825598895380757
1250.1509588145727630.3019176291455260.849041185427237
1260.1211508876999490.2423017753998980.878849112300051
1270.09477429155194830.1895485831038970.905225708448052
1280.09242629017886720.1848525803577340.907573709821133
1290.1302268451496480.2604536902992950.869773154850352
1300.1126165170909610.2252330341819220.887383482909039
1310.09419782492921260.1883956498584250.905802175070787
1320.08361878192875520.1672375638575100.916381218071245
1330.08194509887316380.1638901977463280.918054901126836
1340.07295335024788090.1459067004957620.92704664975212
1350.1715120388681570.3430240777363140.828487961131843
1360.1366285669904160.2732571339808310.863371433009585
1370.1142398417889610.2284796835779230.885760158211039
1380.1609553139341120.3219106278682240.839044686065888
1390.3919544582184370.7839089164368750.608045541781563
1400.3377506037674270.6755012075348550.662249396232573
1410.481408140548730.962816281097460.51859185945127
1420.3902832131320210.7805664262640420.609716786867979
1430.5534319600366770.8931360799266450.446568039963323
1440.4997416852793480.9994833705586960.500258314720652
1450.4030767509351590.8061535018703190.596923249064841
1460.2986133808187440.5972267616374870.701386619181256
1470.2901804484839530.5803608969679050.709819551516047
1480.1729023858608610.3458047717217210.82709761413914


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level100.072463768115942NOK
5% type I error level290.210144927536232NOK
10% type I error level390.282608695652174NOK