Multiple Linear Regression - Estimated Regression Equation

PS[t] = + 16.7814871438007 + 0.361040957079362CM[t] -0.331410467693096D[t] + 0.152692331465191PE[t] -0.0951446605742276PC[t] + e[t]

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.D.	T-STAT H0: parameter = 0	2-tail p-value	1-tail p-value
(Intercept)	16.7814871438007	1.649635	10.1728	0	0
CM	0.361040957079362	0.060414	5.9761	0	0
D	-0.331410467693096	0.11701	-2.8323	0.005239	0.00262
PE	0.152692331465191	0.110431	1.3827	0.168762	0.084381
PC	-0.0951446605742276	0.138765	-0.6857	0.493964	0.246982

Multiple Linear Regression - Regression Statistics
Multiple R	0.487604702873295
R-squared	0.237758346264154
Adjusted R-squared	0.217959861751535
F-TEST (value)	12.0089164457315
F-TEST (DF numerator)	4
F-TEST (DF denominator)	154
p-value	1.61012581045838e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	3.72918444517006
Sum Squared Residuals	2141.64976041915

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	24	21.3446032852283	2.65539671477173
2	25	22.4696849618232	2.5303150381768
3	30	22.7653329583057	7.23466704169429
4	19	20.0690647889702	-1.06906478897016
5	22	21.6049466620987	0.395053337901304
6	22	20.4103331337022	1.58966686629777
7	25	21.9872386122772	3.01276138772283
8	23	19.5456516922470	3.45434830775297
9	17	19.1439522417024	-2.14395224170238
10	21	20.5926559545537	0.407344045446312
11	19	21.7730497902377	-2.77304979023772
12	19	25.1274209415652	-6.12742094156519
13	15	23.1623144554561	-8.16231445545609
14	16	20.0690647889702	-4.06906478897015
15	23	19.4700447168904	3.52995528310965
16	27	21.6981430876616	5.30185691233838
17	22	21.8985820712481	0.101417928751890
18	14	20.4642761199696	-6.46427611996964
19	22	23.2807795547318	-1.28077955473183
20	23	24.8831886341493	-1.88318863414932
21	23	22.3817496704961	0.618250329503914
22	21	25.4561829014664	-4.45618290146640
23	19	22.2814650862772	-3.28146508627715
24	18	24.0997762956157	-6.09977629561567
25	20	20.9142085452078	-0.914208545207802
26	23	21.3409417423355	1.65905825766446
27	25	22.7391290846826	2.26087091531742
28	19	22.5093513971089	-3.50935139710887
29	24	23.3284693485838	0.671530651416192
30	22	21.3506215505141	0.649378449485892
31	25	22.9357284565158	2.06427154348422
32	26	21.731090984881	4.26890901511899
33	29	24.7957755467424	4.20422445325765
34	32	24.3225226828027	7.67747731719732
35	25	21.6759568946522	3.32404310534781
36	29	23.8355933069921	5.1644066930079
37	28	25.8536866025369	2.14631339746306
38	17	17.5290367774540	-0.529036777454021
39	28	25.9645981975058	2.03540180249416
40	29	22.9968808120303	6.0031191879697
41	26	24.408943712030	1.59105628796999
42	25	23.0230846856534	1.97691531434657
43	14	21.4953473816823	-7.4953473816823
44	25	21.9038432054839	3.09615679451609
45	26	21.4539676385151	4.54603236148493
46	20	19.1386342491973	0.861365750802742
47	18	20.548805772455	-2.54880577245499
48	32	24.8594551994577	7.14054480054234
49	25	25.0087209151597	-0.00872091515971016
50	25	22.3754396198113	2.62456038018867
51	23	21.2488675598036	1.75113244019638
52	21	21.3686808549798	-0.368680854979824
53	20	21.7593523014455	-1.75935230144545
54	15	19.3000502120093	-4.30005021200934
55	30	26.0010729441581	3.9989270558419
56	24	22.9313666408423	1.06863335915767
57	26	22.4814342156042	3.51856578439582
58	24	21.8347243496724	2.16527565032760
59	22	19.4823730328608	2.5176269671392
60	14	18.088746551969	-4.08874655196899
61	24	20.9124952373262	3.08750476267377
62	24	22.4633749111385	1.53662508886154
63	24	21.1360197324845	2.86398026751549
64	24	19.3371249977724	4.66287500222755
65	19	18.2816843809093	0.718315619090677
66	31	24.5046674347937	6.49533256520628
67	22	26.2409314332394	-4.24093143323944
68	27	21.8824141435244	5.11758585647562
69	19	16.6785750287113	2.32142497128875
70	25	21.2752495022872	3.72475049771284
71	20	25.4056455540408	-5.40564555404077
72	21	21.3667894782378	-0.366789478237841
73	27	26.0641046737535	0.935895326246486
74	23	23.9823885837627	-0.98238858376269
75	25	24.9053748271587	0.094625172841252
76	20	22.8424751726835	-2.84247517268354
77	21	18.2494053837312	2.75059461626882
78	22	21.6678123254948	0.332187674505225
79	23	20.4301057460495	2.56989425395049
80	25	24.6592511430009	0.340748856999103
81	25	21.4792363122279	3.52076368777211
82	17	22.2102199265939	-5.21021992659392
83	19	21.6102646546038	-2.61026465460381
84	25	22.8426532415440	2.15734675845605
85	19	21.1914979577731	-2.19149795777307
86	20	22.4948967772667	-2.49489677726671
87	26	22.2531349087823	3.74686509121769
88	23	18.1704286508807	4.82957134911932
89	27	24.0247603851096	2.97523961489045
90	17	21.4934560049403	-4.49345600494032
91	17	22.9053408360796	-5.90534083607962
92	19	19.385515064405	-0.385515064405005
93	17	19.811134992762	-2.81113499276202
94	22	23.1298005311482	-1.12980053114820
95	21	21.3867401594455	-0.38674015944554
96	32	26.7244551702082	5.27554482979176
97	21	23.952580025516	-2.95258002551601
98	21	24.5500648585747	-3.55006485857466
99	18	21.8248664726334	-3.82486647263341
100	18	22.6341265470694	-4.63412654706937
101	23	23.1102628459307	-0.110262845930655
102	19	21.1386682402764	-2.13866824027639
103	20	22.9693197682464	-2.96931976824643
104	21	21.9678789959200	-0.967878995920038
105	20	21.1738516492975	-1.17385164929751
106	17	22.3716568663274	-5.37165686632737
107	18	22.5729741915549	-4.57297419155485
108	19	23.4973296077727	-4.49732960777273
109	22	22.4115582287428	-0.411558228742766
110	15	19.5408768805834	-4.54087688058343
111	14	19.9900311978503	-5.99003119785034
112	18	25.5406915770304	-7.5406915770304
113	24	22.0397032177928	1.96029678220725
114	35	25.18950849699	9.81049150300998
115	29	18.2173403367614	10.7826596632386
116	21	21.4161357217021	-0.41613572170207
117	25	23.4874148724644	1.51258512753557
118	20	20.0770312892672	-0.0770312892671516
119	22	22.6018475498912	-0.601847549891221
120	13	21.1977511501885	-8.1977511501885
121	26	24.2944274324376	1.70557256756243
122	17	19.3568407518504	-2.35684075185041
123	25	21.1757430260395	3.82425697396051
124	20	19.8911037837921	0.108896216207855
125	19	17.5685820021486	1.43141799785141
126	21	22.1914034910783	-1.19140349107831
127	22	20.6921624308014	1.30783756919864
128	24	21.2752495022872	2.72475049771284
129	21	21.2475103896429	-0.247510389642882
130	26	24.9745505412396	1.02544945876042
131	24	22.0172820976536	1.98271790234641
132	16	20.6465989408211	-4.6465989408211
133	23	21.1403815481580	1.85961845184205
134	18	20.9005110564155	-2.90051105641553
135	16	22.1203932585248	-6.12039325852481
136	26	23.9626159714154	2.03738402858459
137	19	20.2333283053559	-1.23332830535589
138	21	20.4319971227915	0.568002877208502
139	21	21.2439057050193	-0.243905705019331
140	22	21.0114795096537	0.988520490346251
141	23	23.4908983464969	-0.490898346496886
142	29	24.9747286101	4.0252713899
143	21	22.5684463096821	-1.56844630968207
144	21	19.9853132444561	1.01468675554394
145	23	21.6041895310488	1.39581046895120
146	27	23.0578550986844	3.94214490131560
147	25	26.7305302937633	-1.73053029376326
148	21	22.0332150982476	-1.03321509824759
149	10	20.5514542802469	-10.5514542802469
150	20	23.2593504927723	-3.25935049277230
151	26	22.5057467124853	3.49425328751468
152	24	23.2699864777825	0.730013522217467
153	29	29.3960547049418	-0.396054704941817
154	19	23.3085186673761	-4.30851866737611
155	24	22.1737571826027	1.82624281739725
156	19	21.3506215505141	-2.35062155051411
157	24	23.1693457558428	0.830654244157229
158	22	21.754990485772	0.245009514227996
159	17	24.0500290588224	-7.05002905882237

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
8	0.275441261197073	0.550882522394146	0.724558738802927
9	0.167885047016958	0.335770094033915	0.832114952983042
10	0.0917864556637122	0.183572911327424	0.908213544336288
11	0.198715480347544	0.397430960695088	0.801284519652456
12	0.262816787288933	0.525633574577865	0.737183212711067
13	0.778217356105258	0.443565287789485	0.221782643894742
14	0.803783803894903	0.392432392210194	0.196216196105097
15	0.747840013773307	0.504319972453385	0.252159986226693
16	0.687242253481719	0.625515493036563	0.312757746518281
17	0.606076313835612	0.787847372328776	0.393923686164388
18	0.841792245364849	0.316415509270303	0.158207754635151
19	0.801448990308278	0.397102019383444	0.198551009691722
20	0.758304903384561	0.483390193230879	0.241695096615439
21	0.726149834695106	0.547700330609789	0.273850165304894
22	0.678493622133082	0.643012755733836	0.321506377866918
23	0.628153528786932	0.743692942426136	0.371846471213068
24	0.626593209637993	0.746813580724013	0.373406790362007
25	0.563327249595646	0.873345500808708	0.436672750404354
26	0.500188852265284	0.999622295469433	0.499811147734716
27	0.44756441279041	0.89512882558082	0.55243558720959
28	0.423852618369006	0.847705236738013	0.576147381630994
29	0.3677059630596	0.7354119261192	0.6322940369404
30	0.312035229145453	0.624070458290906	0.687964770854547
31	0.294447322209546	0.588894644419091	0.705552677790454
32	0.388346072317424	0.776692144634848	0.611653927682576
33	0.398270409343616	0.796540818687232	0.601729590656384
34	0.646005059678999	0.707989880642002	0.353994940321001
35	0.611260062761475	0.77747987447705	0.388739937238525
36	0.698848599259737	0.602302801480526	0.301151400740263
37	0.669996751413746	0.660006497172508	0.330003248586254
38	0.635586221314849	0.728827557370303	0.364413778685151
39	0.605084040624764	0.789831918750471	0.394915959375236
40	0.664375278266519	0.671249443466962	0.335624721733481
41	0.61966193291391	0.76067613417218	0.38033806708609
42	0.577046242520197	0.845907514959606	0.422953757479803
43	0.750546489529458	0.498907020941083	0.249453510470542
44	0.726548557200373	0.546902885599255	0.273451442799627
45	0.740281182625302	0.519437634749395	0.259718817374698
46	0.69838791365095	0.6032241726981	0.30161208634905
47	0.66958999588127	0.660820008237460	0.330410004118730
48	0.746055214168608	0.507889571662784	0.253944785831392
49	0.707653242128953	0.584693515742095	0.292346757871047
50	0.679801539648594	0.640396920702812	0.320198460351406
51	0.63841186434782	0.723176271304359	0.361588135652180
52	0.592685823345909	0.814628353308183	0.407314176654091
53	0.559602329788992	0.880795340422015	0.440397670211007
54	0.598174835562952	0.803650328874096	0.401825164437048
55	0.625224968294607	0.749550063410787	0.374775031705393
56	0.580502754348768	0.838994491302464	0.419497245651232
57	0.569036881884801	0.861926236230398	0.430963118115199
58	0.534469603005607	0.931060793988785	0.465530396994393
59	0.506775770025468	0.986448459949063	0.493224229974532
60	0.505943177386198	0.988113645227604	0.494056822613802
61	0.491651474847936	0.983302949695872	0.508348525152064
62	0.452395390662483	0.904790781324966	0.547604609337517
63	0.431616127144229	0.863232254288458	0.568383872855771
64	0.473794868965236	0.947589737930471	0.526205131034764
65	0.429684350994259	0.859368701988518	0.570315649005741
66	0.507992162575337	0.984015674849325	0.492007837424663
67	0.553378994908333	0.893242010183335	0.446621005091668
68	0.592219381630387	0.815561236739226	0.407780618369613
69	0.566995157239773	0.866009685520454	0.433004842760227
70	0.566944766010946	0.866110467978108	0.433055233989054
71	0.637909769776444	0.724180460447113	0.362090230223556
72	0.594954529426399	0.810090941147202	0.405045470573601
73	0.553953769290983	0.892092461418033	0.446046230709017
74	0.51321374515888	0.97357250968224	0.48678625484112
75	0.476886326325576	0.953772652651152	0.523113673674424
76	0.460773269511319	0.921546539022638	0.539226730488681
77	0.446852468859923	0.893704937719847	0.553147531140077
78	0.403072197761031	0.806144395522063	0.596927802238969
79	0.381078125225718	0.762156250451436	0.618921874774282
80	0.343744482567191	0.687488965134383	0.656255517432809
81	0.340738292745476	0.681476585490952	0.659261707254524
82	0.384310557023628	0.768621114047255	0.615689442976372
83	0.363667587726375	0.727335175452750	0.636332412273625
84	0.337581318089245	0.67516263617849	0.662418681910755
85	0.312596530038129	0.625193060076258	0.687403469961871
86	0.294142915070660	0.588285830141321	0.70585708492934
87	0.306025289718595	0.61205057943719	0.693974710281405
88	0.344884659721588	0.689769319443175	0.655115340278412
89	0.32686642327144	0.65373284654288	0.67313357672856
90	0.342807301539907	0.685614603079814	0.657192698460093
91	0.40462072611797	0.80924145223594	0.59537927388203
92	0.361280312192969	0.722560624385938	0.638719687807031
93	0.338514904711895	0.67702980942379	0.661485095288105
94	0.302704396471844	0.605408792943688	0.697295603528156
95	0.263039719702253	0.526079439404507	0.736960280297747
96	0.309513757811717	0.619027515623434	0.690486242188283
97	0.291886641657221	0.583773283314442	0.708113358342779
98	0.285690953668172	0.571381907336343	0.714309046331828
99	0.280912009482282	0.561824018964563	0.719087990517718
100	0.295270979459725	0.590541958919449	0.704729020540275
101	0.255536246776235	0.51107249355247	0.744463753223765
102	0.226681819685379	0.453363639370758	0.773318180314621
103	0.207622264891015	0.415244529782029	0.792377735108985
104	0.175742459968953	0.351484919937906	0.824257540031047
105	0.148645499158014	0.297290998316028	0.851354500841986
106	0.169872366856523	0.339744733713046	0.830127633143477
107	0.180577068463133	0.361154136926267	0.819422931536867
108	0.194978649597026	0.389957299194052	0.805021350402974
109	0.16268754260881	0.32537508521762	0.83731245739119
110	0.165619789638499	0.331239579276998	0.834380210361501
111	0.205106692346030	0.410213384692059	0.79489330765397
112	0.346994694559925	0.69398938911985	0.653005305440075
113	0.307741661935481	0.615483323870962	0.692258338064519
114	0.593722213662134	0.812555572675732	0.406277786337866
115	0.912773517322604	0.174452965354793	0.0872264826773963
116	0.890416699018795	0.219166601962410	0.109583300981205
117	0.88535492981686	0.229290140366279	0.114645070183140
118	0.856957112349121	0.286085775301758	0.143042887650879
119	0.824060433727061	0.351879132545877	0.175939566272939
120	0.937356764063886	0.125286471872227	0.0626432359361137
121	0.919592521555085	0.160814956889830	0.0804074784449148
122	0.902024645941713	0.195950708116573	0.0979753540582866
123	0.90841898732261	0.183162025354780	0.0915810126773901
124	0.884194579195529	0.231610841608943	0.115805420804471
125	0.853881313581813	0.292237372836374	0.146118686418187
126	0.817323941957247	0.365352116085506	0.182676058042753
127	0.792392094284788	0.415215811430424	0.207607905715212
128	0.78791475494656	0.424170490106881	0.212085245053440
129	0.74465396367805	0.5106920726439	0.25534603632195
130	0.690993731665014	0.618012536669972	0.309006268334986
131	0.677735948372697	0.644528103254605	0.322264051627303
132	0.661957166491105	0.67608566701779	0.338042833508895
133	0.642110932678119	0.715778134643761	0.357889067321881
134	0.587562579877123	0.824874840245755	0.412437420122877
135	0.653021174498156	0.693957651003688	0.346978825501844
136	0.616141694991803	0.767716610016393	0.383858305008197
137	0.550415670346104	0.899168659307792	0.449584329653896
138	0.484647340502401	0.969294681004802	0.515352659497599
139	0.423112214395295	0.846224428790589	0.576887785604705
140	0.370425192629626	0.740850385259253	0.629574807370374
141	0.301378550810284	0.602757101620569	0.698621449189716
142	0.329950922886958	0.659901845773917	0.670049077113042
143	0.276289656748082	0.552579313496165	0.723710343251918
144	0.207395547590653	0.414791095181305	0.792604452409347
145	0.183284724632027	0.366569449264054	0.816715275367973
146	0.160697616498246	0.321395232996492	0.839302383501754
147	0.1076820192251	0.2153640384502	0.8923179807749
148	0.0670292662369072	0.134058532473814	0.932970733763093
149	0.324259393837284	0.648518787674567	0.675740606162716
150	0.259745772735067	0.519491545470135	0.740254227264933
151	0.333331829101967	0.666663658203934	0.666668170898033

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	0	0	OK
5% type I error level	0	0	OK
10% type I error level	0	0	OK