Multiple Linear Regression - Estimated Regression Equation
O[t] = + 18.2651799335288 -0.080823679576423Month[t] -0.0591540614026575CM[t] + 0.216924456733212D[t] -0.132556183679637PE[t] -0.254001352868106PC[t] + 0.39567410079133PS[t] -0.0147661337424250t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)18.265179933528815.3497621.18990.235940.11797
Month-0.0808236795764231.54324-0.05240.9583010.47915
CM-0.05915406140265750.06241-0.94780.3447320.172366
D0.2169244567332120.1111961.95080.0529290.026464
PE-0.1325561836796370.103796-1.27710.2035340.101767
PC-0.2540013528681060.129774-1.95730.052160.02608
PS0.395674100791330.0756655.22931e-060
t-0.01476613374242500.006382-2.31380.022030.011015


Multiple Linear Regression - Regression Statistics
Multiple R0.502263051134702
R-squared0.252268172535140
Adjusted R-squared0.217605107685776
F-TEST (value)7.27772266045789
F-TEST (DF numerator)7
F-TEST (DF denominator)151
p-value1.63300429067981e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.45408407493565
Sum Squared Residuals1801.53521630534


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12624.13028976829841.86971023170157
22325.347500449936-2.34750044993602
32525.3741531909091-0.374153190909075
42323.1772579132161-0.177257913216094
51922.9627025346874-3.96270253468743
62924.00809614295304.99190385704704
72525.7574726286814-0.757472628681422
82123.6268895256234-2.62688952562344
92223.0878421757866-1.08784217578657
102523.49774803926641.50225196073358
112421.36799530097162.63200469902835
121820.9651166190543-2.96511661905435
132219.57681560343052.42318439656946
141521.7617505938414-6.76175059384143
152224.3446847094334-2.34468470943344
162825.05738664268572.94261335731430
172023.1418160737661-3.14181607376606
181220.0885460308846-8.08854603088456
192422.40206664724981.59793335275023
202022.4178212677963-2.41782126779629
212124.1599356442117-3.15993564421174
222021.7207713443076-1.72077134430760
232120.18741063906690.81258936093309
242322.07028357323170.929716426768283
252822.77338482402465.22661517597543
262422.68810371907781.31189628092218
272424.2069980566450-0.206998056644952
282421.26214156550682.73785843449316
292322.76892332327950.231076676720498
302323.4182519046109-0.418251904610932
312924.92357883487574.07642116512435
322422.81386029912341.18613970087661
331825.6363550042354-7.6363550042354
342526.5043262604116-1.50432626041159
352123.2392147449499-2.23921474494993
362627.2607588185069-1.26075881850686
372225.7065422389044-3.70654223890439
382223.4633973100057-1.46339731000574
392223.2360747192300-1.23607471923004
402326.0964049825159-3.0964049825159
413023.53450805357316.46549194642686
422323.2377500527786-0.237750052778580
431719.4455546818638-2.44555468186384
442324.2548811364202-1.25488113642017
452324.7085844194678-1.70858441946782
462522.91683671777752.08316328222252
472421.34312973213042.65687026786958
482427.7775845411027-3.77758454110267
492323.4563468637236-0.456346863723594
502124.2554233597999-3.25542335979988
512426.0583740164932-2.05837401649321
522422.2631222780271.73687772197298
532821.95129837742126.04870162257884
541621.4341929789634-5.4341929789634
552020.332735274589-0.332735274589016
562923.78554538114295.2144546188571
572724.14797032439412.85202967560587
582223.4466677209928-1.44666772099284
592824.15529522744153.8447047725585
601620.7808813048786-4.78088130487857
612523.12240208525371.87759791474626
622423.71739203755860.282607962441427
632823.86822540354014.13177459645985
642424.4168721842752-0.416872184275199
652322.86453152803130.135468471968741
663026.95596426122683.04403573877321
672421.58393330139382.41606669860615
682124.2091984978139-3.20919849781390
692523.39394925547541.60605074452461
702524.02812524816940.971874751830566
712221.03242791823790.96757208176207
722322.56031544568290.439684554317123
732622.96555943344523.03444056655483
742321.82312644156421.17687355843577
752523.14329926859261.85670073140740
762121.4342151171374-0.434215117137412
772523.64980804720231.35019195279768
782422.22907436727961.77092563272042
792923.51251654472055.48748345527954
802223.6501217579009-1.65012175790086
812723.56589388989893.43410611010106
822619.71922467606896.28077532393105
832221.35477893274120.64522106725879
842421.99984238144152.00015761855855
852723.06557243292003.93442756708003
862421.34556297740122.65443702259875
872424.658700615808-0.658700615807987
882924.18264268379534.81735731620468
892222.0958198385512-0.0958198385511527
902120.53108454084820.468915459151793
912420.45082408399273.54917591600735
922421.52489083149052.47510916850947
932321.78684403733721.21315596266276
942022.1292611274564-2.12926112745638
952721.19357794364355.80642205635649
962623.20473809597452.79526190402554
972521.82900093828843.17099906171155
982119.98954076382881.01045923617116
992120.57693898122450.4230610187755
1001920.2150775834596-1.21507758345957
1012121.3464128191757-0.346412819175655
1022120.98508336580090.0149166341991343
1031619.5601712420730-3.56017124207303
1042220.37268760991261.62731239008742
1052921.49824854348347.50175145651664
1061521.4481587489022-6.44815874890216
1071720.3886896991058-3.38868969910585
1081519.6493873290368-4.64938732903676
1092121.3279979997044-0.327997999704353
1102120.68442096702330.315579032976684
1111918.95504888483280.0449511151671882
1122417.83543673415686.16456326584323
1132021.7906882736065-1.79068827360649
1141724.4817908931081-7.48179089310812
1152324.1480825171234-1.14808251712339
1162421.84892125950862.1510787404914
1171421.5133116379342-7.51331163793424
1181922.2915575818798-3.29155758187984
1192421.68833936801632.31166063198369
1201319.9554033140636-6.95540331406356
1212224.6845701216641-2.68457012166414
1221620.5712630248371-4.57126302483711
1231922.618312797572-3.618312797572
1242522.06816408306992.93183591693012
1252523.50508736349671.49491263650334
1262320.82318825335052.17681174664951
1272422.79299185444291.20700814555707
1282622.77601539031753.22398460968255
1292620.82394071636615.17605928363388
1302523.41960189638031.58039810361965
1311821.5862924403213-3.58629244032127
1322119.22176919748171.77823080251832
1332622.81212795015993.18787204984014
1342321.18033463735761.81966536264239
1352319.09862494597433.90137505402567
1362221.82715070815820.172849291841752
1372021.5923532410073-1.59235324100729
1381321.2574506098304-8.25745060983036
1392420.56669689423743.43330310576262
1401520.7204514264666-5.72045142646664
1411422.2587253215388-8.25872532153882
1422223.1348164241320-1.13481642413203
1431017.0104115841435-7.01041158414355
1442423.45350750691770.546492493082284
1452220.94667070728651.05332929271347
1462424.7574857221061-0.757485722106147
1471920.7572509061611-1.75725090616112
1482021.1138228524966-1.11382285249664
1491316.3426989662444-3.34269896624437
1502019.19371129503870.806288704961293
1512222.1060433360234-0.106043336023381
1522422.37023705454591.62976294545413
1532922.24889896153746.75110103846262
1541219.9719025274833-7.97190252748331
1552019.91431736181470.0856826381852847
1562120.37069675069140.629303249308614
1572422.52533839076551.4746616092345
1582220.81899652666841.18100347333161
1592016.89001385461793.10998614538215


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.3888119205789610.7776238411579210.611188079421039
120.3271609506186010.6543219012372010.6728390493814
130.6054959526754510.7890080946490980.394504047324549
140.7989457399692450.402108520061510.201054260030755
150.7358930750394970.5282138499210070.264106924960503
160.728799730088470.5424005398230610.271200269911530
170.6462548381272970.7074903237454050.353745161872703
180.7705510485505740.4588979028988520.229448951449426
190.7125536777042190.5748926445915620.287446322295781
200.6585370735619940.6829258528760110.341462926438006
210.5902127871100680.8195744257798630.409787212889932
220.5146036738187420.9707926523625160.485396326181258
230.5019114708571610.9961770582856770.498088529142838
240.5416610351044230.9166779297911540.458338964895577
250.6751287524351910.6497424951296170.324871247564809
260.6082066760991970.7835866478016050.391793323900803
270.5496778760248110.9006442479503790.450322123975189
280.5132061612499260.9735876775001470.486793838750074
290.4510428306991770.9020856613983540.548957169300823
300.3949216529740880.7898433059481770.605078347025912
310.3911365887191230.7822731774382460.608863411280877
320.3303106556751820.6606213113503630.669689344324818
330.6219342241277710.7561315517444580.378065775872229
340.5776768708595080.8446462582809840.422323129140492
350.5532223680028010.8935552639943970.446777631997199
360.4970716997907750.994143399581550.502928300209225
370.4830148942217290.9660297884434580.516985105778271
380.4319044530522550.8638089061045090.568095546947746
390.3825548415100710.7651096830201410.617445158489929
400.3595262734836120.7190525469672250.640473726516388
410.5097023993446710.9805952013106580.490297600655329
420.4559547596677280.9119095193354560.544045240332272
430.4370202503257670.8740405006515340.562979749674233
440.3904145028563250.780829005712650.609585497143675
450.3509042471563120.7018084943126240.649095752843688
460.3201695611115520.6403391222231050.679830438888448
470.2906118007357910.5812236014715810.70938819926421
480.2871705649557140.5743411299114280.712829435044286
490.2487347569393170.4974695138786330.751265243060683
500.2528324072449220.5056648144898430.747167592755078
510.232068094904510.464136189809020.76793190509549
520.1997209588839830.3994419177679670.800279041116017
530.2581902658740290.5163805317480580.741809734125971
540.3448581922029290.6897163844058590.655141807797071
550.3309725494094380.6619450988188770.669027450590562
560.3834857686921660.7669715373843330.616514231307834
570.3579419193720670.7158838387441350.642058080627933
580.3295963100279610.6591926200559220.670403689972039
590.3280651805548340.6561303611096680.671934819445166
600.4179175113748410.8358350227496810.58208248862516
610.3733737209164060.7467474418328120.626626279083594
620.3306895682581540.6613791365163080.669310431741846
630.3284689447310440.6569378894620880.671531055268956
640.2945056332805390.5890112665610780.705494366719461
650.25621623896950.5124324779390.7437837610305
660.2383317882999480.4766635765998970.761668211700052
670.2078796577639050.4157593155278110.792120342236095
680.2316081701556430.4632163403112870.768391829844357
690.1985057940658820.3970115881317640.801494205934118
700.1669370510447580.3338741020895160.833062948955242
710.1389054926604540.2778109853209080.861094507339546
720.1151865074430960.2303730148861920.884813492556904
730.09865357425565190.1973071485113040.901346425744348
740.07964463577530870.1592892715506170.920355364224691
750.06393846797183670.1278769359436730.936061532028163
760.05377455811341860.1075491162268370.946225441886581
770.04218418428591540.08436836857183080.957815815714085
780.03257149363446620.06514298726893230.967428506365534
790.03677726196256660.07355452392513310.963222738037433
800.03435947671592290.06871895343184590.965640523284077
810.02847976954018120.05695953908036240.971520230459819
820.03699074989941220.07398149979882430.963009250100588
830.02891479061725950.0578295812345190.97108520938274
840.02252112476736510.04504224953473020.977478875232635
850.0201725007939450.040345001587890.979827499206055
860.01567046335932510.03134092671865020.984329536640675
870.01281653732293350.02563307464586700.987183462677066
880.01311180702030990.02622361404061990.98688819297969
890.01109681059684290.02219362119368580.988903189403157
900.008435632673667630.01687126534733530.991564367326332
910.00700988231187460.01401976462374920.992990117688125
920.005684285655983080.01136857131196620.994315714344017
930.00417238572498480.00834477144996960.995827614275015
940.004107159012126430.008214318024252860.995892840987874
950.006095032815710970.01219006563142190.993904967184289
960.004923540792483950.00984708158496790.995076459207516
970.004132592073915360.008265184147830720.995867407926085
980.003183519546736010.006367039093472010.996816480453264
990.002416002782183490.004832005564366980.997583997217817
1000.002045476543347750.004090953086695510.997954523456652
1010.001621383270851680.003242766541703360.998378616729148
1020.001194824776916680.002389649553833350.998805175223083
1030.001514341498144390.003028682996288780.998485658501856
1040.001178049046612260.002356098093224510.998821950953388
1050.005144787914121130.01028957582824230.994855212085879
1060.01297522783279870.02595045566559750.987024772167201
1070.01376218603548960.02752437207097910.98623781396451
1080.01884532676345060.03769065352690120.98115467323655
1090.01468696022822900.02937392045645810.98531303977177
1100.01063908807700780.02127817615401560.989360911922992
1110.007680369153452350.01536073830690470.992319630846548
1120.02212775385329210.04425550770658420.977872246146708
1130.02211825922263250.0442365184452650.977881740777368
1140.05532848596498740.1106569719299750.944671514035013
1150.04713639170565710.09427278341131410.952863608294343
1160.03942747995681470.07885495991362940.960572520043185
1170.1037658932952080.2075317865904160.896234106704792
1180.09792479941189480.1958495988237900.902075200588105
1190.08724583162094070.1744916632418810.91275416837906
1200.1523436132538380.3046872265076750.847656386746162
1210.1495101123288110.2990202246576210.85048988767119
1220.1898212314671350.3796424629342700.810178768532865
1230.1892017623483850.378403524696770.810798237651615
1240.1791726969149500.3583453938299010.82082730308505
1250.1551863820878940.3103727641757880.844813617912106
1260.1243628190448060.2487256380896110.875637180955194
1270.09731904476253530.1946380895250710.902680955237465
1280.0947404360505060.1894808721010120.905259563949494
1290.1326337608533910.2652675217067810.86736623914661
1300.1146561010108540.2293122020217070.885343898989146
1310.09610701241889350.1922140248377870.903892987581106
1320.08526733619917370.1705346723983470.914732663800826
1330.0833249937689010.1666499875378020.916675006231099
1340.07409555307210090.1481911061442020.9259044469279
1350.1731010135385920.3462020270771840.826898986461408
1360.1380309681349260.2760619362698510.861969031865074
1370.1156667783362390.2313335566724780.88433322166376
1380.1631717686233590.3263435372467190.83682823137664
1390.3949034503525630.7898069007051250.605096549647437
1400.3404830589815730.6809661179631450.659516941018427
1410.4844937380520170.9689874761040340.515506261947983
1420.3932680680070850.7865361360141710.606731931992915
1430.5564286642972330.8871426714055350.443571335702767
1440.5025856130784580.9948287738430850.497414386921542
1450.4056433860077290.8112867720154580.594356613992271
1460.3008476352833820.6016952705667650.699152364716618
1470.2922620800867700.5845241601735410.70773791991323
1480.1744211088474490.3488422176948970.825578891152551


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level110.0797101449275362NOK
5% type I error level300.217391304347826NOK
10% type I error level390.282608695652174NOK