Multiple Linear Regression - Estimated Regression Equation
O[t] = + 29.5494632738198 -15.2181794105889B[t] -0.380081606319416CM[t] + 0.317358735332185CM_B[t] + 0.0209368771515474D[t] + 0.207544690798781D_B[t] -0.541638217696423PE[t] + 0.410737731232436PE_B[t] + 0.275927135451116PC[t] -0.509480209169096PC_B[t] + 0.251134847979600PS[t] + 0.221717890089259PS_B[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)29.54946327381986.4114444.60899e-064e-06
B-15.21817941058896.7603-2.25110.0258620.012931
CM-0.3800816063194160.283486-1.34070.1820720.091036
CM_B0.3173587353321850.2907921.09140.27690.13845
D0.02093687715154740.4221670.04960.9605130.480257
D_B0.2075446907987810.4380690.47380.6363650.318183
PE-0.5416382176964230.625067-0.86650.3876130.193806
PE_B0.4107377312324360.633940.64790.5180520.259026
PC0.2759271354511160.7447980.37050.7115640.355782
PC_B-0.5094802091690960.756683-0.67330.5018090.250904
PS0.2511348479796000.2897650.86670.3875270.193763
PS_B0.2217178900892590.3011740.73620.4627950.231397


Multiple Linear Regression - Regression Statistics
Multiple R0.508836076808853
R-squared0.258914153062225
Adjusted R-squared0.203458749549874
F-TEST (value)4.66887150148609
F-TEST (DF numerator)11
F-TEST (DF denominator)147
p-value4.20709262227703e-06
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.48517056052898
Sum Squared Residuals1785.52283388875


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12623.13060038877492.86939961122509
22324.3130997927334-1.31309979273343
32523.74731005145671.25268994854331
42321.75082356978931.24917643021074
51921.7601014655486-2.76010146554857
62924.63432433557654.3656756644235
72524.80884292873520.191157071264768
82122.7076389884709-1.7076389884709
92221.69079646624290.309203533757135
102522.37162196328992.6283780367101
112420.20787654207563.79212345792443
121819.7456400517226-1.74564005172261
132218.03386535687643.96613464312358
141520.3322653555827-5.33226535558269
152223.4710210806121-1.47102108061207
162824.36184001921293.63815998078713
172022.1931158799292-2.19311587992917
181218.5299017341414-6.52990173414137
192421.44725943869012.55274056130986
202021.6668377087295-1.66683770872951
212123.3987198268486-2.39871982684864
222020.8590262690668-0.85902626906677
232119.18584293853071.81415706146926
242320.91953664478712.08046335521293
252821.80157138245666.19842861754342
262421.96569848619992.03430151380007
272423.5896532674930.410346732507007
282420.25095571986663.74904428013335
292322.15979507983170.840204920168254
302322.62106463917610.378935360823917
312924.35264627027834.64735372972168
322422.62003042970621.37996957029377
331825.4025417440717-7.40254174407172
342526.5166748967625-1.51667489676250
352122.8153616863728-1.81536168637277
362627.1131636623579-1.11316366235788
372225.4351802135502-3.43518021355015
382222.471516968615-0.471516968614977
392218.23150784772363.76849215227642
402326.0120429543572-3.01204295435724
413023.31349425216456.68650574783546
422322.89444879082860.105551209171422
431718.2750943112244-1.27509431122438
442323.8804744677087-0.880474467708677
452324.4783838583962-1.47838385839615
462522.28094443435582.71905556564417
472420.61878013235473.38121986764531
482428.0120358696766-4.01203586967657
492323.1792243085142-0.179224308514248
502124.048538447637-3.04853844763699
512425.64309255316-1.64309255316002
522421.7492833691482.25071663085198
532821.37946645705506.62053354294497
541620.3853975474503-4.38539754745034
552020.7758050117615-0.775805011761506
562923.57998488725815.42001511274193
572724.09113714349372.90886285650628
582223.2073880608995-1.20738806089948
592823.73022492443154.26977507556854
601619.9301946078529-3.93019460785292
612522.99701138062382.00298861937616
622423.54436019931520.455639800684793
632822.95494653148775.0450534685123
642424.3718167272939-0.371816727293876
652322.36540213647640.634597863523598
663027.33818298542362.66181701457637
672421.30915770289652.69084229710346
682124.3927764401100-3.39277644010995
692523.01091712406061.98908287593938
702524.70590468453670.294095315463281
712220.65427342697451.34572657302549
722322.31281503127070.687184968729269
732623.20747081260452.79252918739554
742321.88986453219031.11013546780969
752523.21331604156961.78668395843039
762121.1912978440933-0.191297844093338
772523.54151122480781.45848877519221
782422.22405815146021.77594184853978
792923.57951165107755.42048834892254
802223.8066344084238-1.80663440842378
812723.8714811723393.128518827661
822623.3523047275812.64769527241898
832221.16995349743560.83004650256439
842422.29605891820681.70394108179324
852722.91879465589144.08120534410856
862421.25517628188022.74482371811984
872424.9854197220989-0.985419722098878
882924.41826675739104.58173324260897
892222.719695403376-0.719695403376022
902122.2384052767203-1.23840527672025
912420.23669631579843.76330368420159
922421.38214268239872.61785731760126
932324.4726473550171-1.47264735501708
942022.2741308792623-2.27413087926229
952721.35035483718885.64964516281118
962624.2514310599741.74856894002601
972522.03790297532042.96209702467963
982120.25364284643400.746357153566045
992120.50155535767220.498444642327805
1001920.1774147524789-1.17741475247886
1012121.750048451472-0.750048451471991
1022121.0018895175073-0.00188951750729945
1031619.7675753364208-3.76757533642083
1042220.66099419436981.33900580563023
1052921.76901845492277.23098154507732
1061520.0314470942041-5.03144709420414
1071720.4094290206754-3.40942902067538
1081519.8292340331870-4.82923403318697
1092121.832123169512-0.832123169512005
1102122.3041191665550-1.30411916655496
1111918.75800006336980.241999936630185
1122418.01720063639095.98279936360905
1132022.4432336406806-2.44323364068060
1141722.2694115066078-5.26941150660783
1152325.234109133435-2.23410913343498
1162422.21600627786211.78399372213789
1171422.2380243142653-8.2380243142653
1181922.6559242447950-3.65592424479497
1192422.29922931694801.70077068305203
1201319.7557930992512-6.75579309925122
1212225.4692733417253-3.46927334172529
1221620.7992801104401-4.79928011044015
1231923.2114188566166-4.21141885661661
1242522.48862674231042.51137325768959
1252524.01130728905060.988692710949389
1262321.42629833075431.57370166924572
1272425.2280272166323-1.22802721663232
1282623.63025946374482.36974053625522
1292621.48241089045244.51758910954761
1302524.44601232089950.553987679100515
1311822.5423535276884-4.5423535276884
1322119.51046542077821.48953457922181
1332623.58927142389092.41072857610911
1342321.55460308322951.44539691677054
1352319.42533263379243.57466736620763
1362223.0113803242479-1.01138032424793
1372022.1846103122476-2.18461031224758
1381322.0702745128170-9.07027451281704
1392421.34997159846692.65002840153306
1401521.7174055264794-6.71740552647937
1411423.2438706188646-9.2438706188646
1422220.31586629052901.68413370947095
1431018.1419112607927-8.14191126079267
1442424.2871658173622-0.287165817362175
1452222.0655848506515-0.0655848506514833
1462426.0938258262539-2.09382582625388
1471921.9372414925515-2.93724149255154
1482023.3835644028641-3.38356440286411
1491316.4397959186471-3.43979591864706
1502020.0681504588160-0.0681504588159777
1512223.4284855943632-1.42848559436320
1522423.61638190327860.383618096721359
1532923.79005968539705.20994031460296
1541220.7579915835694-8.75799158356937
1552021.284389716979-1.28438971697899
1562121.2025064249695-0.202506424969507
1572423.81392119969790.18607880030208
1582222.0253632882413-0.0253632882413480
1592017.85711807469912.14288192530086


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
150.9109524040856740.1780951918286520.0890475959143262
160.8719804734681240.2560390530637530.128019526531876
170.8042686710876440.3914626578247120.195731328912356
180.8337641647236940.3324716705526120.166235835276306
190.7571437697566810.4857124604866380.242856230243319
200.78164833640170.43670332719660.2183516635983
210.7238612434730090.5522775130539820.276138756526991
220.6521619823985760.6956760352028480.347838017601424
230.5726633092117920.8546733815764160.427336690788208
240.5861428002619190.8277143994761620.413857199738081
250.7414110631144610.5171778737710780.258588936885539
260.6776374739570320.6447250520859350.322362526042968
270.6080045122562410.7839909754875180.391995487743759
280.5969709657651540.8060580684696910.403029034234846
290.5258358474491890.9483283051016220.474164152550811
300.452699709821360.905399419642720.54730029017864
310.4773982292800140.9547964585600280.522601770719986
320.4102706692918170.8205413385836350.589729330708183
330.6621384343692210.6757231312615580.337861565630779
340.6166384385416650.766723122916670.383361561458335
350.5740599940717170.8518800118565660.425940005928283
360.511436431145240.977127137709520.48856356885476
370.4883474166299380.9766948332598770.511652583370062
380.4261913826403010.8523827652806010.573808617359699
390.3855031682210570.7710063364421150.614496831778943
400.3536248979175970.7072497958351950.646375102082403
410.5166385960749120.9667228078501760.483361403925088
420.4575796031155130.9151592062310270.542420396884487
430.4136920446428170.8273840892856330.586307955357183
440.3599765236402110.7199530472804220.640023476359789
450.3152131684641650.6304263369283290.684786831535835
460.2930933098299780.5861866196599550.706906690170022
470.2785221319620180.5570442639240360.721477868037982
480.2670623403419890.5341246806839780.732937659658011
490.2238589094868000.4477178189736010.7761410905132
500.2110857055083550.4221714110167110.788914294491645
510.1790316183604830.3580632367209660.820968381639517
520.1562195235576440.3124390471152880.843780476442356
530.2486740899148110.4973481798296210.75132591008519
540.2719148542992990.5438297085985980.728085145700701
550.2648381020810660.5296762041621320.735161897918934
560.3342043325474870.6684086650949740.665795667452513
570.3207773305820860.6415546611641730.679222669417914
580.2806323654992110.5612647309984230.719367634500789
590.3033344799169190.6066689598338370.696665520083081
600.3268883740737800.6537767481475610.67311162592622
610.2927484786399510.5854969572799020.707251521360049
620.2513900772540970.5027801545081940.748609922745903
630.2882737382349710.5765474764699420.711726261765029
640.2480017952436860.4960035904873720.751998204756314
650.2106103631473370.4212207262946740.789389636852663
660.2011944712306380.4023889424612770.798805528769362
670.184919449142740.369838898285480.81508055085726
680.1870771404848330.3741542809696650.812922859515167
690.1654304776853140.3308609553706280.834569522314686
700.1363734214530630.2727468429061250.863626578546937
710.1140236170500860.2280472341001710.885976382949914
720.09259549199204330.1851909839840870.907404508007957
730.08491273501998730.1698254700399750.915087264980013
740.06870950797279030.1374190159455810.93129049202721
750.05731665265320190.1146333053064040.942683347346798
760.04490676782865960.08981353565731930.95509323217134
770.03628120722604390.07256241445208770.963718792773956
780.02936422974454230.05872845948908460.970635770255458
790.04347561031746970.08695122063493940.95652438968253
800.03573889967440.07147779934880.9642611003256
810.03393192810525310.06786385621050630.966068071894747
820.02770323002897060.05540646005794110.97229676997103
830.02111574117537750.0422314823507550.978884258824622
840.01684322487924830.03368644975849670.983156775120752
850.01390753370936260.02781506741872530.986092466290637
860.01235201998375550.02470403996751110.987647980016244
870.009121197971890250.01824239594378050.99087880202811
880.01231613227091920.02463226454183830.98768386772908
890.009442540977979470.01888508195595890.99055745902202
900.01118855215509410.02237710431018820.988811447844906
910.01174991982444350.0234998396488870.988250080175556
920.01055593996455690.02111187992911380.989444060035443
930.009030362130111780.01806072426022360.990969637869888
940.007431582921171220.01486316584234240.992568417078829
950.01377391799745190.02754783599490370.986226082002548
960.01101159043989840.02202318087979680.988988409560102
970.01018047399534050.02036094799068100.98981952600466
980.007571799888453590.01514359977690720.992428200111546
990.005485987026258840.01097197405251770.994514012973741
1000.004059026516962490.008118053033924970.995940973483038
1010.002908874290788300.005817748581576590.997091125709212
1020.002003864287638060.004007728575276130.997996135712362
1030.002154030274295810.004308060548591610.997845969725704
1040.001622749237575320.003245498475150630.998377250762425
1050.007481117524037380.01496223504807480.992518882475963
1060.01173297792077500.02346595584155010.988267022079225
1070.01114822851969030.02229645703938060.98885177148031
1080.01412479682610940.02824959365221880.98587520317389
1090.01053075645804420.02106151291608830.989469243541956
1100.007509778497235330.01501955699447070.992490221502765
1110.005305572843806240.01061114568761250.994694427156194
1120.01481731582583020.02963463165166030.98518268417417
1130.01244794147535740.02489588295071480.987552058524643
1140.01571316257928820.03142632515857650.984286837420712
1150.01245017887720140.02490035775440290.987549821122799
1160.009549473778547510.01909894755709500.990450526221452
1170.03903279479461470.07806558958922950.960967205205385
1180.03631025902865530.07262051805731050.963689740971345
1190.030152752268360.060305504536720.96984724773164
1200.05553186020893270.1110637204178650.944468139791067
1210.05242840845979290.1048568169195860.947571591540207
1220.06442661819303720.1288532363860740.935573381806963
1230.05881392343198080.1176278468639620.94118607656802
1240.05620024421682590.1124004884336520.943799755783174
1250.04854355667029810.09708711334059630.951456443329702
1260.03568177831539740.07136355663079490.964318221684603
1270.025476865288390.050953730576780.97452313471161
1280.02497964481874720.04995928963749450.975020355181253
1290.03880289398237630.07760578796475270.961197106017624
1300.02996200454405250.0599240090881050.970037995455947
1310.02456926250371480.04913852500742970.975430737496285
1320.01929227276532760.03858454553065510.980707727234672
1330.01617175476651610.03234350953303210.983828245233484
1340.01167618931648460.02335237863296930.988323810683515
1350.01712543606056190.03425087212112380.982874563939438
1360.01068470145416430.02136940290832870.989315298545836
1370.006361122659351530.01272224531870310.993638877340648
1380.02147609255685490.04295218511370990.978523907443145
1390.03253666467815460.06507332935630910.967463335321845
1400.02564654773474360.05129309546948730.974353452265256
1410.08979870892414620.1795974178482920.910201291075854
1420.05186324427502840.1037264885500570.948136755724972
1430.1572617930210360.3145235860420720.842738206978964
1440.1003605200639170.2007210401278350.899639479936083


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level50.0384615384615385NOK
5% type I error level430.330769230769231NOK
10% type I error level600.461538461538462NOK