Multiple Linear Regression - Estimated Regression Equation
D[t] = + 6.91356251488984 + 0.242424597613749CM[t] + 0.0780615601222883PC[t] -0.207313323580618PS[t] + 0.120695024728114`O `[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)6.913562514889841.5387734.49291.4e-057e-06
CM0.2424245976137490.039926.072700
PC0.07806156012228830.0794870.98210.327610.163805
PS-0.2073133235806180.055965-3.70430.0002950.000147
`O `0.1206950247281140.0563182.14310.0336750.016837


Multiple Linear Regression - Regression Statistics
Multiple R0.478897605353962
R-squared0.229342916413759
Adjusted R-squared0.209325849307623
F-TEST (value)11.4573686143788
F-TEST (DF numerator)4
F-TEST (DF denominator)154
p-value3.62416721078063e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.49022072596553
Sum Squared Residuals954.98468666036


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11411.83104245608322.16895754391678
21111.1918224154430-0.191822415443036
368.45724906608619-2.45724906608619
41210.73873017363051.26126982636949
589.71207166409848-1.71207166409848
61010.2780495959075-0.278049595907548
7109.908843236341370.0911567636586304
8119.417422314991171.58257768500883
91610.95460023594135.04539976405866
101110.24500741818950.754992581810542
111312.38379442691650.616205573083486
121213.2004733415995-1.20047334159949
13812.8155345515382-4.81553455153818
141210.39510994654741.60489005345256
15119.061508061738671.93849193826133
1647.91690488245449-3.91690488245449
17910.5600404816678-1.56004048166784
1889.7203777266831-1.72037772668309
19810.6442728627220-2.64427286272197
201412.93309625446931.06690374553071
211511.92796976849783.07203023150217
221614.07499669447181.92500330552823
23911.6149217176270-2.61492171762696
241414.0975632661899-0.0975632661898556
251111.3773165713042-0.377316571304204
2689.62338426893094-1.62338426893094
2799.94427133185783-0.944271331857832
28911.6647605513221-2.66476055132215
29910.7499235063047-1.74992350630470
3099.71824248503032-0.718242485030324
311011.5174448459534-1.51744484595340
321611.72969659756884.27030340243116
33119.767333914726881.23266608527312
3489.90395763971265-1.90395763971265
3599.0890971451991-0.0890971451991075
361612.26550325835663.73449674164342
371112.2324610806385-1.23246108063849
38169.586354127628016.41364587237199
391212.4584058437585-0.458405843758467
401210.28450756099831.71549243900172
411412.95519577565881.04480422434121
42910.5426101827241-1.54261018272408
431011.0511266431649-1.05112664316491
4499.01824095416618-0.0182409541661830
45109.772386103793680.227613896206323
461210.04553310666491.95446689333513
471411.70771083741132.29228916258869
481411.64459783577222.35540216422776
491012.1615208058980-2.16152080589803
501410.38752161063703.61247838936298
511611.65732244445704.34267755554302
52910.4447985511974-1.44479855119738
531011.6197411689180-1.61974116891795
5468.71389987107078-2.71389987107078
55811.4571832376643-3.45718323766431
561312.36573048500610.63426951499391
571010.7400153979336-0.740015397933631
5889.18292081314097-1.18292081314097
5978.95347150035757-1.95347150035757
60159.96073322798185.0392667720182
6199.77919056769218-0.779190567692182
621010.3940092530522-0.394009253052199
631210.47000171685941.52999828314055
64139.900920140577823.09907985942218
65108.565148712353651.43485128764635
661111.5283213571443-0.528321357144263
67813.3890049965955-5.3890049965955
6899.08125813314308-0.0812581331430818
69138.642175724318414.35782427568159
701110.22108947683050.778910523169477
71812.7569062413370-4.75690624133697
72910.4884665639607-1.48846656396073
73912.4294653906572-3.42946539065718
741512.81033213342612.18966786657387
75911.5195139422684-2.51951394226844
761011.5021497886624-1.5021497886624
77149.197247467612184.80275253238783
781211.04282058058030.957179419419702
791210.87607162529051.12392837470953
801111.6422780633116-0.642278063311595
811411.34587643937262.65412356062743
82611.5154418949761-5.51544189497608
831211.34530894174360.654691058256365
84810.2565175723470-2.25651757234699
851412.19944858024481.80055141975516
861111.3013241074970-0.301324107496957
87109.901321045768680.098678954231325
88149.906373234835474.09362676516453
891211.85214389712870.147856102871335
901011.0763298088270-1.07632980882697
911413.21344862642980.786551373570157
9258.76390529720405-3.76390529720405
931110.43432294519740.565677054802625
941010.5682803989147-0.568280398914726
95911.2054313432400-2.20543134324005
961011.8695080507347-1.86950805073470
971613.79507490502652.20492509497348
981313.0616302912534-0.0616302912534297
99910.8690164852464-1.86901648524635
1001011.4329617887537-1.43296178875366
1011011.0363329381651-1.03633293816512
10279.61394321108845-2.61394321108845
103910.3275239924252-1.32752399242516
104810.3595316219857-2.35953162198573
1051412.62383310673191.37616689326811
1061411.65058412589622.3494158741038
107810.8710855815614-2.87108558156139
108911.3838406817327-2.38384068173266
1091411.80655701709552.19344298290447
1101410.92804570063843.07195429936158
111810.0023321444301-2.0023321444301
112813.8032307385659-5.80323073856588
113810.3015369547512-2.30153695475118
11478.62870371163504-1.62870371163504
11566.71796023966745-0.71796023966745
11689.72576467560302-1.72576467560302
11768.65101960720752-2.65101960720752
118119.65008903327911.34991096672090
1191412.01251897103531.98748102896471
1201110.94826282257140.0517371774285888
1211111.5212662171002-0.52126621710015
122119.260731697117651.73926830288235
1231410.21595320405623.7840467959438
12489.88940998642029-1.88940998642029
1252011.14448326057828.85551673942181
1261110.80895272169680.191047278303235
12789.19796519428636-1.19796519428636
1281110.54909782513930.450902174860745
1291010.7642501607759-0.764250160775898
1301413.16529592222860.83470407777136
1311110.30257150290870.697428497091296
132910.6344308996886-1.63443089968863
13399.79495267551176-0.79495267551176
134810.1489480614945-2.14894806149447
1351012.0879439372136-2.08794393721360
1361311.26236178499261.73763821500737
1371310.22052197920162.77947802079842
138129.195214839310412.80478516068959
139810.2804355137059-2.28043551370592
1401310.51123619613022.48876380386983
1411411.81037838824232.18962161175772
1421211.61012020470580.389879795294225
1431411.14635451215372.85364548784626
1441510.93788766367184.06211233632824
1451310.75024032778802.24975967221197
1461611.71146606322034.28853393677966
147912.2416514623354-3.24165146233536
148910.3688060873901-1.36880608739013
149910.9908122034697-1.99081220346971
150811.2951532865651-3.29515328656511
15179.72975263918785-2.72975263918785
1521612.24710455659303.75289544340698
1531114.1601974783457-3.1601974783457
154910.2246601718317-1.22466017183167
1551110.21523547738200.78476452261799
156910.0987924063159-1.09879240631595
1571412.24710455659301.75289544340698
1581311.12191668886011.87808331113989
1591614.56728399656441.43271600343556


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.2355895060331710.4711790120663410.76441049396683
90.3428188181182870.6856376362365740.657181181881713
100.2167896273806730.4335792547613470.783210372619327
110.2239374672062840.4478749344125680.776062532793716
120.2208085471032930.4416170942065870.779191452896707
130.737734102530370.5245317949392600.262265897469630
140.6654035062018610.6691929875962780.334596493798139
150.592932974715460.814134050569080.40706702528454
160.7034342621519170.5931314756961650.296565737848083
170.6513765179862460.6972469640275080.348623482013754
180.6393940340480310.7212119319039380.360605965951969
190.6183234373988960.7633531252022080.381676562601104
200.5708766151925120.8582467696149750.429123384807488
210.6142113033420060.7715773933159880.385788696657994
220.5577114270845380.8845771458309250.442288572915462
230.5800378472993710.8399243054012580.419962152700629
240.5167031100987720.9665937798024570.483296889901228
250.447247610822930.894495221645860.55275238917707
260.3948952644107140.7897905288214290.605104735589286
270.3355955084349190.6711910168698380.664404491565081
280.3356129642968460.6712259285936920.664387035703154
290.3001676132699130.6003352265398270.699832386730087
300.2473779704345170.4947559408690330.752622029565483
310.2097049211762450.4194098423524910.790295078823755
320.2648437723571650.529687544714330.735156227642835
330.2274871348819080.4549742697638170.772512865118092
340.2135654048800030.4271308097600060.786434595119997
350.1723897380747430.3447794761494870.827610261925257
360.2159666292764130.4319332585528250.784033370723587
370.1988616635723920.3977233271447840.801138336427608
380.5721425547596670.8557148904806660.427857445240333
390.5218223656773270.9563552686453460.478177634322673
400.4931441379560840.9862882759121680.506855862043916
410.4466190021852380.8932380043704750.553380997814762
420.4132887658505450.826577531701090.586711234149455
430.3717596754229210.7435193508458430.628240324577078
440.3228425502218530.6456851004437070.677157449778147
450.2771569906536310.5543139813072620.72284300934637
460.2645844404082130.5291688808164250.735415559591787
470.2540717890371730.5081435780743470.745928210962827
480.2441867530784030.4883735061568070.755813246921597
490.2420943859418280.4841887718836550.757905614058172
500.285154946972610.570309893945220.71484505302739
510.3600615354839960.7201230709679920.639938464516004
520.3298222711019350.659644542203870.670177728898065
530.3052382073883610.6104764147767220.694761792611639
540.3096376403902060.6192752807804110.690362359609794
550.3353460188100810.6706920376201610.66465398118992
560.2930354517899500.5860709035798990.70696454821005
570.2558246413823920.5116492827647840.744175358617608
580.2248324809440340.4496649618880680.775167519055966
590.2090400744108510.4180801488217020.790959925589149
600.3335713475034980.6671426950069960.666428652496502
610.2939635410957960.5879270821915930.706036458904204
620.2552903418674350.510580683734870.744709658132565
630.2331084315012740.4662168630025470.766891568498726
640.2596423316389940.5192846632779880.740357668361006
650.2345422044968600.4690844089937210.76545779550314
660.2021866097942190.4043732195884380.797813390205781
670.3631711188345180.7263422376690350.636828881165482
680.3197975905597640.6395951811195270.680202409440236
690.4048600375247730.8097200750495460.595139962475227
700.3643292947971180.7286585895942360.635670705202882
710.4881080328478220.9762160656956440.511891967152178
720.4584782332595450.9169564665190890.541521766740455
730.4963754593793120.9927509187586230.503624540620688
740.4856452662935970.9712905325871940.514354733706403
750.486535819895660.973071639791320.51346418010434
760.4573233892896630.9146467785793260.542676610710337
770.5797747008351590.8404505983296820.420225299164841
780.5405159000064160.9189681999871680.459484099993584
790.5041474569360670.9917050861278670.495852543063933
800.4618633085145210.9237266170290410.538136691485479
810.468184064201570.936368128403140.53181593579843
820.6385074821495690.7229850357008630.361492517850431
830.5970499535181760.8059000929636480.402950046481824
840.5871882936097860.8256234127804280.412811706390214
850.5643133545704280.8713732908591440.435686645429572
860.5186133332688960.9627733334622070.481386666731104
870.47221706534160.94443413068320.5277829346584
880.5606703214606080.8786593570787830.439329678539392
890.515071359258270.969857281483460.48492864074173
900.4760700447535910.9521400895071830.523929955246409
910.433663984033970.867327968067940.56633601596603
920.4796352315256020.9592704630512040.520364768474398
930.4369300124250280.8738600248500560.563069987574972
940.3928384077109170.7856768154218350.607161592289083
950.3788067888463620.7576135776927240.621193211153638
960.3639884682166530.7279769364333050.636011531783347
970.3488510258261010.6977020516522010.6511489741739
980.3068036579062480.6136073158124960.693196342093752
990.2861866931144040.5723733862288070.713813306885596
1000.2589173057421330.5178346114842660.741082694257867
1010.2281380033042780.4562760066085570.771861996695722
1020.2262904720033730.4525809440067460.773709527996627
1030.2004089917966870.4008179835933730.799591008203313
1040.1955386893760720.3910773787521440.804461310623928
1050.1704824496935940.3409648993871890.829517550306406
1060.1661186423362690.3322372846725370.833881357663731
1070.1728733952278150.3457467904556300.827126604772185
1080.1717126294523450.3434252589046910.828287370547655
1090.1607553395832480.3215106791664970.839244660416752
1100.1761603380631480.3523206761262970.823839661936852
1110.1610298262265950.322059652453190.838970173773405
1120.3676260603652530.7352521207305050.632373939634747
1130.3696108739049050.739221747809810.630389126095095
1140.3456905595589310.6913811191178630.654309440441069
1150.3055000100374030.6110000200748070.694499989962597
1160.2800313437510010.5600626875020030.719968656248999
1170.3024166553243190.6048333106486380.697583344675681
1180.2677561331989540.5355122663979080.732243866801046
1190.2441865564294970.4883731128589950.755813443570503
1200.2049271815463150.4098543630926310.795072818453685
1210.1709336794383130.3418673588766250.829066320561687
1220.1527674400452060.3055348800904110.847232559954794
1230.1701942834194010.3403885668388030.829805716580599
1240.1532605258429030.3065210516858060.846739474157097
1250.7770186555696780.4459626888606440.222981344430322
1260.73020317909980.5395936418004010.269796820900201
1270.6837836454464390.6324327091071230.316216354553561
1280.6286030780237670.7427938439524650.371396921976233
1290.5699523023503970.8600953952992070.430047697649604
1300.5098595555057730.9802808889884540.490140444494227
1310.4497681590319130.8995363180638250.550231840968087
1320.3972683962522250.794536792504450.602731603747775
1330.3385023157332560.6770046314665130.661497684266744
1340.3019437630091440.6038875260182880.698056236990856
1350.2681618952351830.5363237904703670.731838104764817
1360.2233332515377060.4466665030754130.776666748462294
1370.2322252266455930.4644504532911850.767774773354407
1380.2248736556943680.4497473113887370.775126344305632
1390.2205871229870820.4411742459741640.779412877012918
1400.1928966072916970.3857932145833930.807103392708303
1410.1959307846571980.3918615693143970.804069215342802
1420.1447394363436380.2894788726872760.855260563656362
1430.1799164877931640.3598329755863290.820083512206836
1440.2059774988526050.411954997705210.794022501147395
1450.1740920862562510.3481841725125030.825907913743749
1460.3657797090032720.7315594180065440.634220290996728
1470.3332678385207320.6665356770414630.666732161479268
1480.2395129937052930.4790259874105870.760487006294707
1490.1860354289811690.3720708579623390.81396457101883
1500.2625335626562820.5250671253125640.737466437343718
1510.2525249530195490.5050499060390970.747475046980451


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 level00OK