Multiple Linear Regression - Estimated Regression Equation
O[t] = + 28.2103187556997 -1.21064258019503Month[t] -0.0662911074151968CM[t] + 0.220046465031066D[t] -0.137980253016112PE[t] -0.267847267331188PC[t] + 0.415218299040598PS[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)28.210318755699714.9452051.88760.0609880.030494
Month-1.210642580195031.484765-0.81540.4161330.208066
CM-0.06629110741519680.06322-1.04860.2960390.148019
D0.2200464650310660.1127691.95130.0528590.02643
PE-0.1379802530161120.105245-1.3110.1918230.095912
PC-0.2678472673311880.131479-2.03720.0433660.021683
PS0.4152182990405980.0762625.444700


Multiple Linear Regression - Regression Statistics
Multiple R0.475140658091823
R-squared0.225758644971930
Adjusted R-squared0.195196486220822
F-TEST (value)7.3868684084283
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value5.99882120422279e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.50319920019948
Sum Squared Residuals1865.40550471430


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12624.03748865223741.96251134776263
22325.3495865301589-2.34958653015892
32525.4759720293670-0.47597202936704
42323.1284201938044-0.128420193804447
51922.9500814574386-3.95008145743856
62924.05845113699354.94154886300653
72524.76982107926910.23017892073088
82122.5496645045615-1.54966450456147
92221.95941363695150.0405863630485405
102522.44836536235762.55163463764240
112420.18305846017533.81694153982470
121819.758708271868-1.75870827186801
132218.37158823256833.6284117674317
141520.6721227164876-5.67212271648763
152223.4194974139702-1.41949741397023
162824.25838673442113.74161326557895
172022.1745527790774-2.17455277907735
181219.0223933275116-7.02239332751165
192421.45264993199502.54735006800504
202021.3875557703300-1.38755577033004
212123.2363427177809-2.23634271778094
222020.6603585270493-0.660358527049277
232119.16760754755021.83239245244975
242321.08086784823341.91913215176660
252821.90867808718766.09132191281235
262421.87329863206622.12670136793380
272423.46215906751120.537840932488764
282420.37697686989113.62302313010889
292321.97283649863061.02716350136943
302322.69133799866730.308662001332743
312924.24492262097824.75507737902181
322421.99383365233312.00616634766691
331825.0192850575274-7.01928505752743
342525.9632786504055-0.963278650405518
352122.5815300817310-1.58153008173104
362626.6957457480054-0.695745748005403
372225.1140040163943-3.11400401639428
382222.8265637086898-0.82656370868982
392222.5514357077084-0.551435707708401
402325.597809613408-2.59780961340799
413022.89565989659737.1043401034027
422322.66401530370340.335984696296611
431718.7116919232637-1.71169192326374
442323.7908994040719-0.790899404071903
452324.2516305620011-1.25163056200108
462522.39388898187952.6061110181205
472420.72245448307373.27754551692626
482427.4350166076499-3.43501660764987
492322.96383179019150.0361682098085093
502123.8197102970576-2.81971029705757
512425.6897981449798-1.68979814497982
522421.81211431056522.18788568943480
532821.48436026172536.51563973827473
541621.0239734605562-5.02397346055621
552019.79619121857990.203808781420062
562923.40762620848975.59237379151032
572723.84308784113853.15691215886153
582223.1637478787013-1.16374787870127
592823.94627665844024.05372334155984
601620.3530491841121-4.35304918411208
612522.8562130477712.143786952229
622423.47665663211870.523343367881268
632823.64350425666404.35649574333604
642424.2220288125445-0.222028812544515
652322.67357509184630.326424908153681
663026.89267061050803.10732938949196
672421.28348200119332.71651799880672
682124.0991527443775-3.09915274437747
692523.27013858003961.72986141996036
702523.91847847497541.08152152502456
712220.78178573967281.21821426032725
722322.42761122952950.572388770470475
732622.82614278944693.1738572105531
742321.60220419717541.39779580282461
752523.06441242302011.93558757697994
762121.2854869394797-0.285486939479683
772523.64151645444281.35848354555722
782422.144790909091.85520909091001
792923.51235970235665.48764029764338
802223.647883644284-1.64788364428402
812723.56808950712843.43191049287155
822619.62908197232576.37091802767428
832221.30496353231550.695036467684501
842422.03274328013931.96725671986070
852723.10591731462143.89408268537864
862421.35404187460792.64595812539212
872424.8509010035633-0.85090100356334
882924.35559731509574.64440268490435
892222.1416478096984-0.141647809698437
902120.57284373934990.427156260650136
912420.44518407420433.55481592579566
922421.71943625840812.28056374159187
932321.94139882033721.05860117966277
942022.3039684205901-2.30396842059012
952721.34810892150375.65189107849627
962623.42456632217552.57543367782448
972521.94684739602173.05315260397831
982120.06382740170090.936172598299126
992120.76801557335940.231984426640604
1001920.3833611957976-1.38336119579757
1012121.5815065428908-0.581506542890763
1022121.2761526393298-0.276152639329836
1031619.7627574909190-3.76275749091905
1042220.64243255182341.35756744817658
1052921.76795851795777.23204148204232
1061521.7289577426614-6.72895774266144
1071720.6913473995302-3.69134739953016
1081519.9102562803143-4.91025628031433
1092121.6460446218128-0.646044621812849
1102121.0230224835545-0.0230224835545169
1111919.2848425566571-0.284842556657119
1122418.06019179287125.93980820712883
1132022.2492483774651-2.24924837746510
1141725.0896164950748-8.08961649507482
1152324.8187204846044-1.81872048460443
1162422.3902116093421.60978839065802
1171422.0566557391386-8.05665573913863
1181922.8529153427126-3.85291534271264
1192422.18173915647521.81826084352477
1201320.4211887148614-7.42118871486136
1212225.3603868886685-3.36038688866847
1221621.1243457414569-5.12434574145691
1231923.2285530941963-4.22855309419634
1242522.73929892149822.26070107850183
1252524.15566599980620.844334000193828
1262321.42972376071641.57027623928362
1272423.55350904217730.446490957822704
1282623.50326017593482.49673982406516
1292621.48835300223284.51164699776715
1302524.13205177271170.86794822728832
1311822.2911756530787-4.29117565307866
1322119.86860503019261.13139496980740
1332623.65036407107132.34963592892873
1342321.96432499161581.03567500838418
1352319.75719595814773.24280404185232
1362222.5985262477796-0.598526247779605
1372022.3975581072706-2.39755810727064
1381322.0664261853111-9.0664261853111
1392421.39051168561812.60948831438186
1401521.5031177034133-6.50311770341333
1411423.0933834365365-9.09338343653651
1422224.0488715152901-2.04887151529010
1431017.6446697470617-7.64466974706174
1442424.4269628455801-0.42696284558013
1452221.83042037945090.169579620549057
1462425.7882219661376-1.78822196613757
1471921.6534545779183-2.65345457791828
1482022.0853596160821-2.08535961608210
1491317.1094479686178-4.10944796861783
1502020.1000300761381-0.100030076138146
1512223.1856636465606-1.18566364656058
1522423.38326237668800.616737623311959
1532923.27415647483445.72584352516564
1541220.9762473114534-8.97624731145337
1552020.9222015621339-0.922201562133892
1562121.4456831015455-0.445683101545463
1572423.63307071170650.366929288293533
1582221.89271874635860.107281253641439
1592017.72114206346042.27885793653958


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.5270283643144650.945943271371070.472971635685535
110.5620721769234440.8758556461531130.437927823076556
120.4888201218553440.9776402437106880.511179878144656
130.540340997121710.919318005756580.45965900287829
140.7416341416927360.5167317166145270.258365858307264
150.6547677799223590.6904644401552820.345232220077641
160.6238402036212980.7523195927574040.376159796378702
170.5381604118785770.9236791762428460.461839588121423
180.676102822720440.6477943545591190.323897177279559
190.6013206563170240.7973586873659520.398679343682976
200.5885070534294230.8229858931411550.411492946570577
210.5246008119634860.9507983760730290.475399188036514
220.4551930008433730.9103860016867460.544806999156627
230.4045132330494310.8090264660988620.595486766950569
240.4089286325352480.8178572650704950.591071367464752
250.5713124779890450.857375044021910.428687522010955
260.510036637596390.979926724807220.48996336240361
270.4430170306403400.8860340612806810.55698296935966
280.4374636088203230.8749272176406460.562536391179677
290.3733175255846280.7466350511692550.626682474415373
300.3129254693000450.6258509386000890.687074530699955
310.3467053025993480.6934106051986960.653294697400652
320.2956848691865100.5913697383730210.70431513081349
330.5218562366792980.9562875266414050.478143763320702
340.4707206954930720.9414413909861440.529279304506928
350.4327585476229680.8655170952459370.567241452377032
360.3754389188255470.7508778376510950.624561081174453
370.3488126340243320.6976252680486640.651187365975668
380.2972001395534950.5944002791069910.702799860446505
390.2498292770490700.4996585540981390.75017072295093
400.2224962417419930.4449924834839860.777503758258007
410.3751097500675780.7502195001351560.624890249932422
420.3233293513738100.6466587027476190.67667064862619
430.2913097444098280.5826194888196550.708690255590172
440.2477411429354410.4954822858708820.752258857064559
450.2113446507543240.4226893015086480.788655349245676
460.1919434164478600.3838868328957200.80805658355214
470.1795112931879290.3590225863758580.820488706812071
480.1644349986815210.3288699973630430.835565001318479
490.1343471198614540.2686942397229090.865652880138546
500.1247300837685840.2494601675371690.875269916231415
510.1029539738582300.2059079477164600.89704602614177
520.08783550096624450.1756710019324890.912164499033756
530.1473975884524600.2947951769049200.85260241154754
540.176789105538170.353578211076340.82321089446183
550.1652671865387720.3305343730775440.834732813461228
560.2226869754661200.4453739509322410.77731302453388
570.2151319088197600.4302638176395190.78486809118024
580.1841536430785530.3683072861571060.815846356921447
590.1973511380899140.3947022761798280.802648861910086
600.2250919989972290.4501839979944580.774908001002771
610.1988802369784360.3977604739568710.801119763021564
620.1671182584235650.3342365168471300.832881741576435
630.1823448707505040.3646897415010090.817655129249496
640.1532548126361260.3065096252722520.846745187363874
650.1264389685164600.2528779370329210.87356103148354
660.1228832953083450.245766590616690.877116704691655
670.1122482173709430.2244964347418850.887751782629058
680.1113449234101170.2226898468202340.888655076589883
690.09475658474965190.1895131694993040.905243415250348
700.07736051432496710.1547210286499340.922639485675033
710.0628681336664160.1257362673328320.937131866333584
720.04965621586309260.09931243172618510.950343784136907
730.04661542310497250.0932308462099450.953384576895028
740.0373413642259390.0746827284518780.96265863577406
750.03103143747197540.06206287494395080.968968562528025
760.02380097559040180.04760195118080350.976199024409598
770.01868590141621320.03737180283242640.981314098583787
780.01495714068057460.02991428136114930.985042859319425
790.02247810815643580.04495621631287170.977521891843564
800.01792120620812370.03584241241624740.982078793791876
810.01752536410636600.03505072821273210.982474635893634
820.03135058596689540.06270117193379080.968649414033105
830.02417738786077950.04835477572155910.97582261213922
840.02017265224147270.04034530448294550.979827347758527
850.02209130363799680.04418260727599360.977908696362003
860.01957790681058910.03915581362117830.98042209318941
870.01488339564409600.02976679128819210.985116604355904
880.01943484492832480.03886968985664960.980565155071675
890.01528193402292590.03056386804585170.984718065977074
900.01143503976743200.02287007953486390.988564960232568
910.01149360150002350.0229872030000470.988506398499976
920.01004879652614640.02009759305229280.989951203473854
930.007706348891424210.01541269778284840.992293651108576
940.006370954451671760.01274190890334350.993629045548328
950.01167643040904610.02335286081809220.988323569590954
960.01057507286336610.02115014572673230.989424927136634
970.01005793173773190.02011586347546380.989942068262268
980.00769645881097110.01539291762194220.992303541189029
990.005678852227648470.01135770445529690.994321147772351
1000.004347520484855510.008695040969711020.995652479515144
1010.003212265659623610.006424531319247220.996787734340376
1020.002285633287830200.004571266575660400.99771436671217
1030.002443964708573920.004887929417147840.997556035291426
1040.001914651603452040.003829303206904080.998085348396548
1050.008114129825284910.01622825965056980.991885870174715
1060.01816718460084600.03633436920169190.981832815399154
1070.01802955125972420.03605910251944850.981970448740276
1080.02272115350154470.04544230700308940.977278846498455
1090.01752965006428280.03505930012856560.982470349935717
1100.01280354570534050.02560709141068100.98719645429466
1110.009269762016710840.01853952403342170.99073023798329
1120.02273309451267340.04546618902534670.977266905487327
1130.02059644815267280.04119289630534570.979403551847327
1140.05719326271489970.1143865254297990.9428067372851
1150.04845018371725440.09690036743450880.951549816282746
1160.039264729060880.078529458121760.96073527093912
1170.1157125762394330.2314251524788660.884287423760567
1180.1108706235566050.2217412471132090.889129376443395
1190.09829755436003970.1965951087200790.90170244563996
1200.1718239045700470.3436478091400940.828176095429953
1210.1637067916363790.3274135832727580.83629320836362
1220.1950620238804540.3901240477609090.804937976119546
1230.1880429805116190.3760859610232380.811957019488381
1240.1872256420395590.3744512840791190.81277435796044
1250.1699933065863640.3399866131727280.830006693413636
1260.1383323830819520.2766647661639030.861667616918048
1270.1081702103029710.2163404206059430.891829789697029
1280.1116225072733080.2232450145466150.888377492726692
1290.1601248309655510.3202496619311030.839875169034449
1300.1379440028202490.2758880056404980.862055997179751
1310.1204113511155700.2408227022311390.87958864888443
1320.1042886228655730.2085772457311460.895711377134427
1330.09566304356770120.1913260871354020.904336956432299
1340.07809052629471880.1561810525894380.921909473705281
1350.1065685015349170.2131370030698340.893431498465083
1360.07901952437298270.1580390487459650.920980475627017
1370.05762954179662790.1152590835932560.942370458203372
1380.1468580666087150.293716133217430.853141933391285
1390.2081200446700520.4162400893401040.791879955329948
1400.1885131002139580.3770262004279150.811486899786042
1410.4060256499171640.8120512998343270.593974350082836
1420.3563760407383630.7127520814767260.643623959261637
1430.6660043732679610.6679912534640770.333995626732039
1440.604797946544660.790404106910680.39520205345534
1450.494173129371250.98834625874250.50582687062875
1460.4232865036024230.8465730072048450.576713496397577
1470.4335832749889490.8671665499778970.566416725011051
1480.3032838121562240.6065676243124490.696716187843776
1490.2114026001644030.4228052003288050.788597399835597


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