Multiple Linear Regression - Estimated Regression Equation

Dep[t] = + 9.24355550579304 + 0.493286378792208M[t] -0.00260207016403216Expe[t] -0.0557478262810441Crit[t] -0.214965647664329Conc[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)	9.24355550579304	3.305874	2.7961	0.005832	0.002916
M	0.493286378792208	0.30908	1.596	0.112542	0.056271
Expe	-0.00260207016403216	0.183669	-0.0142	0.988715	0.494357
Crit	-0.0557478262810441	0.232612	-0.2397	0.810912	0.405456
Conc	-0.214965647664329	0.210983	-1.0189	0.30986	0.15493

Multiple Linear Regression - Regression Statistics
Multiple R	0.161389265252687
R-squared	0.0260464949388022
Adjusted R-squared	0.000749001300848984
F-TEST (value)	1.02960772761003
F-TEST (DF numerator)	4
F-TEST (DF denominator)	154
p-value	0.393886977846912
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	3.1442247281482
Sum Squared Residuals	1522.46696772919

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	12	12.1885676692836	-0.18856766928365
2	11	12.2558253632109	-1.25582536321095
3	14	12.6254538652333	1.37454613476670
4	12	12.5872686683213	-0.587268668321265
5	21	12.5567926850167	8.44320731498328
6	12	12.7071253962701	-0.70712539627006
7	22	12.6028784008290	9.39712159917097
8	11	12.59693077879	-1.59693077878999
9	10	12.6125405112978	-2.61254051129776
10	13	12.6585319187019	0.341468081298109
11	10	12.2319570065237	-2.23195700652371
12	8	11.9497563522844	-3.94975635228437
13	15	12.2916079380508	2.7083920619492
14	14	12.5872686683213	1.41273133167873
15	10	12.7299946171743	-2.72999461717435
16	14	12.9781634568668	1.02183654313317
17	14	12.4166688063277	1.58333119367234
18	11	12.7299946171744	-1.72999461717435
19	10	12.5114504509154	-2.51145045091537
20	13	11.8732889615757	1.12671103842433
21	7	12.1281624247701	-5.12816242477007
22	14	11.7279609425586	2.27203905744144
23	12	12.2986679783555	-0.298667978355490
24	14	11.9660179465714	2.03398205342865
25	11	12.5386751907531	-1.53867519075310
26	9	12.6474744647430	-3.64747446474297
27	11	12.5419264342199	-1.54192643421992
28	15	12.4114646659996	2.58853533400041
29	14	12.3602691182674	1.63973088173261
30	13	12.6864058318424	0.313594168157587
31	9	12.3584132182908	-3.35841321829077
32	15	12.0185226721846	2.98147732781539
33	10	12.2778432742442	-2.27784327424420
34	11	12.2771941009414	-1.27719410094140
35	13	12.5975799520928	0.402420047907217
36	8	11.9757743654483	-3.97577436544826
37	20	11.9284819229621	8.0715180770379
38	12	12.9069002064862	-0.906900206486205
39	10	11.796821570867	-1.79682157086698
40	10	12.2771941009414	-2.2771941009414
41	9	11.9965963810831	-2.99659638108313
42	14	12.3628711884314	1.63712881156857
43	8	12.5807634929112	-4.58076349291119
44	14	12.7103766397369	1.28962336026311
45	11	12.4926837833490	-1.49268378334896
46	13	12.7299946171744	0.270005382825651
47	9	12.4317318167399	-3.43173181673985
48	11	11.9284819229621	-0.928481922962108
49	15	12.0601504178563	2.93984958214373
50	11	12.3674234669803	-1.36742346698027
51	10	12.3226306434509	-2.32263064345093
52	14	12.5846665981572	1.41533340184277
53	18	12.4900817131849	5.50991828681507
54	14	13.5326012503600	0.467398749640019
55	11	12.2506298604642	-1.25062986046417
56	12	12.6953141241069	-0.695314124106936
57	13	12.8866335505282	0.113366449471811
58	9	13.1783911755526	-4.17839117555261
59	10	13.4818581163152	-3.48185811631517
60	15	13.2679713682887	1.73202863171132
61	20	13.0973715062951	6.90262849370493
62	12	12.9883727842134	-0.98837278421337
63	12	13.0559323774398	-1.05593237743978
64	14	13.0552832041370	0.944716795863015
65	13	13.5455146042955	-0.545514604295531
66	11	12.6409616413161	-1.64096164131609
67	17	12.4580032902815	4.54199670971845
68	12	13.0293594993813	-1.02935949938127
69	13	13.5662341687232	-0.566234168723177
70	14	12.9846691270592	1.01533087294085
71	13	12.6286031522752	0.371396847724847
72	15	13.0624375528499	1.93756244715014
73	13	12.4722176792991	0.527782320700887
74	10	12.4620088467348	-2.46200884673482
75	11	12.7471588451419	-1.74715884514193
76	19	12.8393411080420	6.16065889195796
77	13	13.3710116370559	-0.371011637055876
78	17	12.9034500097098	4.09654999029021
79	13	13.0332626046273	-0.0332626046273221
80	9	12.6551760303337	-3.65517603033366
81	11	12.7822922466790	-1.78229224667898
82	10	13.0792540120315	-3.07925401203146
83	9	12.9326249579323	-3.93262495793233
84	12	12.9224161253680	-0.922416125368029
85	12	12.9281669877917	-0.928166987791667
86	13	12.9565957658268	0.0434042341732008
87	13	13.0188487675179	-0.0188487675179238
88	12	13.2258830661306	-1.22588306613059
89	15	12.4282816199634	2.57171838003657
90	22	13.0585344476038	8.94146555239619
91	13	12.6927120539429	0.307287946057096
92	15	13.5215437964011	1.47845620359894
93	13	13.2600627065894	-0.260062706589362
94	15	12.9384782715632	2.06152172843682
95	10	12.9762137432643	-2.97621374326426
96	11	12.3334972868993	-1.33349728689930
97	16	12.4262262718950	3.57377372810502
98	11	12.4341349335943	-1.43413493359429
99	11	13.0585344476038	-2.05853444760381
100	10	12.8853325154462	-2.88533251544617
101	10	12.7796901765149	-2.77969017651494
102	16	13.2777277871656	2.72227221283441
103	12	12.9185130201220	-0.91851302012198
104	11	13.0183020454224	-2.01830204542235
105	16	12.784894316843	3.21510568315699
106	19	12.8275293410967	6.17247065890333
107	11	12.9644019763189	-1.96440197631890
108	16	12.7349998041928	3.26500019580718
109	15	13.1483681007177	1.85163189928232
110	24	13.6742796245088	10.3257203754912
111	14	13.8377251377896	0.162274862210421
112	15	12.9773158250367	2.02268417496331
113	11	13.3474937376310	-2.34749373763103
114	15	13.1444649954716	1.85553500452836
115	12	13.9227530519768	-1.92275305197681
116	10	13.7481449450535	-3.74814494505351
117	14	13.5174417378454	0.482558262154581
118	13	13.6781827297549	-0.678182729754897
119	9	13.2041159269987	-4.20411592699873
120	15	13.5933542636595	1.4066457363405
121	15	13.1647240034129	1.83527599658714
122	14	13.7904326953034	0.209567304696573
123	11	13.2936961197348	-2.2936961197348
124	8	13.7788203764499	-5.77882037644989
125	11	13.5570249667241	-2.55702496672409
126	11	13.4701492953593	-2.47014929535927
127	8	13.8293640624029	-5.82936406240287
128	10	13.4779555058514	-3.47795550585136
129	11	13.5407633724371	-2.5407633724371
130	13	12.8567047841015	0.143295215898549
131	11	13.2949971548168	-2.29499715481682
132	20	13.6658242407140	6.33417575928604
133	10	13.7034545727314	-3.70345457273139
134	15	13.7812229985221	1.21877700147791
135	12	13.4272123718066	-1.42721237180655
136	14	13.1224443959620	0.877555604038027
137	23	13.6269871820227	9.3730128179773
138	14	13.5420644075191	0.457935592480886
139	16	13.5906578850873	2.40934211491272
140	11	13.2405503636178	-2.24055036361779
141	12	12.9733102685834	-0.973310268583418
142	10	12.9376301449508	-2.9376301449508
143	14	12.9352356656776	1.06476433432236
144	12	13.5173392866382	-1.51733928663820
145	12	13.3370854569749	-1.33708545697490
146	11	13.1037720368037	-2.10377203680375
147	12	12.9156095454411	-0.915609545441137
148	13	13.5058294189919	-0.505829418991885
149	11	13.6379503275734	-2.63795032757343
150	19	13.3215700328753	5.67842996712468
151	12	13.4500815927108	-1.45008159271084
152	17	13.0888114775988	3.91118852240122
153	9	12.6329564775144	-3.63295647751441
154	12	13.4330656854374	-1.43306568543741
155	19	13.3268766244106	5.67312337558939
156	18	13.6729785894268	4.32702141057317
157	15	13.0953166530089	1.90468334699114
158	14	13.3202689977933	0.679731002206694
159	11	12.7178900832935	-1.71789008329345

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
8	0.980771638345918	0.038456723308165	0.0192283616540825
9	0.987695177828852	0.0246096443422955	0.0123048221711478
10	0.977801610586647	0.0443967788267053	0.0221983894133526
11	0.963569994217362	0.0728600115652753	0.0364300057826377
12	0.959984339774789	0.0800313204504223	0.0400156602252111
13	0.954570021246807	0.0908599575063869	0.0454299787531934
14	0.928252451758952	0.143495096482095	0.0717475482410476
15	0.935662134448091	0.128675731103818	0.0643378655519088
16	0.915130911819663	0.169738176360673	0.0848690881803367
17	0.88139965530035	0.237200689399300	0.118600344699650
18	0.858228433835611	0.283543132328778	0.141771566164389
19	0.839059811245035	0.321880377509929	0.160940188754965
20	0.814140152849397	0.371719694301207	0.185859847150603
21	0.885371119833343	0.229257760333313	0.114628880166657
22	0.879051358789928	0.241897282420145	0.120948641210072
23	0.847587888176407	0.304824223647186	0.152412111823593
24	0.808767107634988	0.382465784730024	0.191232892365012
25	0.775853044839256	0.448293910321487	0.224146955160744
26	0.771037761993227	0.457924476013546	0.228962238006773
27	0.744105546995203	0.511788906009594	0.255894453004797
28	0.727251280167363	0.545497439665274	0.272748719832637
29	0.690239729564482	0.619520540871036	0.309760270435518
30	0.634353435874214	0.731293128251572	0.365646564125786
31	0.67944895967099	0.64110208065802	0.32055104032901
32	0.693070766984523	0.613858466030953	0.306929233015477
33	0.673004362116431	0.653991275767138	0.326995637883569
34	0.626587212002159	0.746825575995682	0.373412787997841
35	0.570813731911615	0.85837253617677	0.429186268088385
36	0.580083053146592	0.839833893706816	0.419916946853408
37	0.826786108696957	0.346427782606087	0.173213891303043
38	0.791459918639452	0.417080162721095	0.208540081360548
39	0.763164664940106	0.473670670119788	0.236835335059894
40	0.743317049199077	0.513365901601845	0.256682950800923
41	0.731840176988317	0.536319646023366	0.268159823011683
42	0.698858865101052	0.602282269797896	0.301141134898948
43	0.737177112766546	0.525645774466908	0.262822887233454
44	0.702369600046357	0.595260799907285	0.297630399953643
45	0.667659718987026	0.664680562025948	0.332340281012974
46	0.61960488966229	0.76079022067542	0.38039511033771
47	0.624159126521769	0.751681746956462	0.375840873478231
48	0.583152949339276	0.833694101321448	0.416847050660724
49	0.570332855874994	0.859334288250012	0.429667144125006
50	0.53002577210026	0.93994845579948	0.46997422789974
51	0.518482020182186	0.963035959635627	0.481517979817814
52	0.477777714088026	0.955555428176051	0.522222285911974
53	0.568772511374605	0.86245497725079	0.431227488625395
54	0.519815921878009	0.960368156243982	0.480184078121991
55	0.476257049193073	0.952514098386147	0.523742950806926
56	0.429154480891606	0.858308961783212	0.570845519108394
57	0.381969605085021	0.763939210170042	0.618030394914979
58	0.402060965903614	0.804121931807228	0.597939034096386
59	0.394794813902536	0.789589627805071	0.605205186097464
60	0.379235908113109	0.758471816226218	0.620764091886891
61	0.567247407767014	0.865505184465972	0.432752592232986
62	0.524134130812682	0.951731738374636	0.475865869187318
63	0.481502933096219	0.963005866192437	0.518497066903781
64	0.437448269115526	0.874896538231052	0.562551730884474
65	0.393025237691985	0.78605047538397	0.606974762308015
66	0.358229675674672	0.716459351349344	0.641770324325328
67	0.406385840789508	0.812771681579015	0.593614159210492
68	0.366827622486174	0.733655244972349	0.633172377513826
69	0.325903183990047	0.651806367980093	0.674096816009953
70	0.287865490109079	0.575730980218159	0.71213450989092
71	0.249472451953720	0.498944903907441	0.75052754804628
72	0.224687385756475	0.449374771512950	0.775312614243525
73	0.191793431476296	0.383586862952593	0.808206568523704
74	0.179748942396754	0.359497884793509	0.820251057603246
75	0.159742107043392	0.319484214086784	0.840257892956608
76	0.246507428746144	0.493014857492288	0.753492571253856
77	0.213007585438419	0.426015170876838	0.786992414561581
78	0.231202194491193	0.462404388982386	0.768797805508807
79	0.198186095309900	0.396372190619801	0.8018139046901
80	0.211056380801244	0.422112761602488	0.788943619198756
81	0.190508430453557	0.381016860907114	0.809491569546443
82	0.192085188790508	0.384170377581017	0.807914811209492
83	0.213701414557844	0.427402829115688	0.786298585442156
84	0.186152173712902	0.372304347425803	0.813847826287098
85	0.159814833234888	0.319629666469776	0.840185166765112
86	0.135654047758287	0.271308095516574	0.864345952241713
87	0.112755933804864	0.225511867609727	0.887244066195136
88	0.0964927396980597	0.192985479396119	0.90350726030194
89	0.0886449380455545	0.177289876091109	0.911355061954445
90	0.27519074321418	0.55038148642836	0.72480925678582
91	0.237585228859786	0.475170457719572	0.762414771140214
92	0.208264111920329	0.416528223840658	0.791735888079671
93	0.176661622964873	0.353323245929745	0.823338377035127
94	0.157288963577692	0.314577927155383	0.842711036422308
95	0.154476600174886	0.308953200349773	0.845523399825114
96	0.134995301627934	0.269990603255869	0.865004698372066
97	0.139556121224431	0.279112242448862	0.860443878775569
98	0.120414015638086	0.240828031276172	0.879585984361914
99	0.109629705281964	0.219259410563928	0.890370294718036
100	0.11115865813807	0.22231731627614	0.88884134186193
101	0.115794764870286	0.231589529740572	0.884205235129714
102	0.102018043363988	0.204036086727975	0.897981956636013
103	0.0955648932696385	0.191129786539277	0.904435106730362
104	0.107462801011949	0.214925602023898	0.892537198988051
105	0.0941334797198085	0.188266959439617	0.905866520280192
106	0.128170935062321	0.256341870124641	0.87182906493768
107	0.127408540751861	0.254817081503721	0.87259145924814
108	0.110836560233572	0.221673120467144	0.889163439766428
109	0.095701034192265	0.19140206838453	0.904298965807735
110	0.416982750530948	0.833965501061896	0.583017249469052
111	0.369424630178137	0.738849260356275	0.630575369821863
112	0.340767655411976	0.681535310823953	0.659232344588024
113	0.318431028157304	0.636862056314607	0.681568971842696
114	0.283484521505919	0.566969043011839	0.71651547849408
115	0.255802707585252	0.511605415170505	0.744197292414748
116	0.284471943373689	0.568943886747379	0.71552805662631
117	0.241456159701519	0.482912319403038	0.758543840298481
118	0.204149716024803	0.408299432049606	0.795850283975197
119	0.232114698683129	0.464229397366258	0.767885301316871
120	0.205218556241390	0.410437112482781	0.79478144375861
121	0.210339272145149	0.420678544290298	0.78966072785485
122	0.172732564431027	0.345465128862054	0.827267435568973
123	0.154521300318496	0.309042600636992	0.845478699681504
124	0.214814867089528	0.429629734179056	0.785185132910472
125	0.19269944491365	0.3853988898273	0.80730055508635
126	0.192351875161353	0.384703750322707	0.807648124838647
127	0.350040814255519	0.700081628511038	0.649959185744481
128	0.370598971592270	0.741197943184541	0.62940102840773
129	0.396829366284867	0.793658732569733	0.603170633715133
130	0.378359717576874	0.756719435153747	0.621640282423126
131	0.351585209243346	0.703170418486693	0.648414790756654
132	0.439121550227745	0.87824310045549	0.560878449772255
133	0.56341002323029	0.873179953539421	0.436589976769711
134	0.503483738048521	0.993032523902959	0.496516261951479
135	0.468468029222388	0.936936058444776	0.531531970777612
136	0.402658586872526	0.805317173745052	0.597341413127474
137	0.76845811952334	0.46308376095332	0.23154188047666
138	0.709730843463606	0.580538313072787	0.290269156536394
139	0.653101299836226	0.693797400327547	0.346898700163773
140	0.610071883792312	0.779856232415376	0.389928116207688
141	0.546308465474531	0.907383069050938	0.453691534525469
142	0.492027083953054	0.984054167906108	0.507972916046946
143	0.418132524161946	0.836265048323891	0.581867475838054
144	0.337276773541877	0.674553547083753	0.662723226458123
145	0.330352711222166	0.660705422444332	0.669647288777834
146	0.248397216102347	0.496794432204693	0.751602783897653
147	0.175015640006478	0.350031280012955	0.824984359993522
148	0.120747282010672	0.241494564021345	0.879252717989327
149	0.225327650624310	0.450655301248619	0.77467234937569
150	0.250821764923187	0.501643529846374	0.749178235076813
151	0.257020965074454	0.514041930148907	0.742979034925546

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	3	0.0208333333333333	OK
10% type I error level	6	0.0416666666666667	OK