Multiple Linear Regression - Estimated Regression Equation
YT[t] = + 8.33389075361305 -0.707921514339938T1[t] + 0.0765528746818012X1[t] + 0.247513466468539X2[t] + 0.36568320992491X3[t] -0.115580997002372X4[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)8.333890753613053.5874742.32310.0215110.010756
T1-0.7079215143399380.35828-1.97590.049990.024995
X10.07655287468180120.0730271.04830.2961860.148093
X20.2475134664685390.0818683.02330.0029380.001469
X30.365683209924910.0717685.09531e-061e-06
X4-0.1155809970023720.088948-1.29940.1957820.097891


Multiple Linear Regression - Regression Statistics
Multiple R0.478227147881944
R-squared0.228701204971298
Adjusted R-squared0.203161509771673
F-TEST (value)8.9547350970206
F-TEST (DF numerator)5
F-TEST (DF denominator)151
p-value1.80539287630843e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.858434433593512
Sum Squared Residuals111.273361193631


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
144.46926005495242-0.469260054952424
243.971644375561350.0283556244386497
353.759066915000041.24093308499996
433.60596116563644-0.605961165636439
543.187487107381160.812512892618836
634.00658038146858-1.00658038146858
743.587789202371750.412210797628248
833.09017352298067-0.0901735229806749
922.36139584958485-0.361395849584854
1042.89803965129651.10196034870350
1123.05114540066010-1.05114540066010
1222.72707905950976-0.727079059509764
1312.72707905950976-1.72707905950976
1443.051145400660100.948854599339896
1543.048556654206100.951443345793895
1622.9745925259783-0.974592525978303
1722.5951465900436-0.595146590043597
1833.34027573590321-0.340275735903213
1933.78251182050992-0.782511820509925
2033.62940607114632-0.629406071146322
2143.627902701186980.372097298813019
2233.78251182050992-0.782511820509925
2323.39824407714158-1.39824407714158
2423.22210599244684-1.22210599244684
2543.051145400660100.948854599339896
2643.782511820509920.217488179490076
2732.97459252597830.0254074740216973
2843.416828610585010.583171389414986
2923.05114540066010-1.05114540066010
3043.552853196464520.447146803535479
3143.301247613582640.698752386417358
3253.364037762254651.63596223774535
3352.89803965129652.1019603487035
3443.051145400660100.948854599339896
3543.837891415294290.162108584705710
3644.01144075353503-0.0114407535350267
3723.16672639766248-1.16672639766248
3843.611551228723190.388448771276813
3943.666930823507550.333069176492448
4044.280127499901-0.280127499901001
4133.41682861058501-0.416828610585014
4222.9745925259783-0.974592525978303
4333.66434207705355-0.664342077053553
4442.89803965129651.10196034870350
4532.779869907840130.22013009215987
4623.05114540066010-1.05114540066010
4743.398244077141580.601755922858422
4843.551349826505180.44865017349482
4933.53499835404139-0.534998354041386
5043.437272199462150.562727800537851
5133.05114540066010-0.0511454006601039
5242.89803965129651.10196034870350
5322.07635763075508-0.0763576307550847
5443.419417357039010.580582642960986
5542.990943998442101.00905600155790
5643.629406071146320.370593928853678
5743.051145400660100.948854599339896
5833.33768698944921-0.337686989449214
5912.28484297490305-1.28484297490305
6033.14555311776504-0.14555311776504
6132.97459252597830.0254074740216973
6243.145553117765040.85444688223496
6322.8214867766147-0.8214867766147
6432.724490313055760.275509686944235
6554.242602747539770.757397252460229
6643.224694738900840.77530526109916
6742.974592525978301.02540747402170
6832.972003779524300.0279962204756967
6942.89803965129651.10196034870350
7023.22728348535484-1.22728348535484
7132.89803965129650.101960348703499
7244.280127499901-0.280127499901001
7333.79886329297372-0.798863292973719
7443.664342077053550.335657922946447
7542.666877657291761.33312234270824
7633.09017352298067-0.0901735229806749
7733.29865886712864-0.298658867128643
7823.22210599244684-1.22210599244684
7943.551349826505180.44865017349482
8033.02997212076267-0.0299721207626679
8122.72707905950976-0.727079059509764
8223.70595894582812-1.70595894582812
8333.78251182050992-0.782511820509925
8422.78245865429413-0.78245865429413
8523.05114540066010-1.05114540066010
8643.263722861221410.736277138778588
8743.261134114767410.738865885232587
8843.782511820509920.217488179490076
8922.9745925259783-0.974592525978303
9023.55134982650518-1.55134982650518
9142.89545090484251.10454909515750
9222.65052618482796-0.650526184827963
9333.09276226943467-0.0927622694346742
9433.22210599244684-0.222105992446841
9553.875416167655521.12458383234448
9632.666877657291760.333122342708243
9743.224694738900840.77530526109916
9833.05114540066010-0.0511454006601039
9922.85901152897593-0.85901152897593
10043.051145400660100.948854599339896
10133.09017352298067-0.0901735229806749
10232.97459252597830.0254074740216973
10332.89803965129650.101960348703499
10443.587789202371750.412210797628248
10512.17185072435468-1.17185072435468
10632.97459252597830.0254074740216973
10723.01879814120687-1.01879814120687
10833.30124761358264-0.301247613582642
10923.14555311776504-1.14555311776504
11022.55352972126903-0.553529721269027
11122.81998340665536-0.81998340665536
11242.573973310146161.42602668985384
11354.224747905116640.775252094883364
11452.647937438373962.35206256162604
11532.97459252597830.0254074740216973
11642.556118467723031.44388153227697
11742.078946377209081.92105362279092
11833.01211727833953-0.0121172783395329
11922.84266005651214-0.842660056512136
12043.956061158750660.0439388412493387
12122.72707905950976-0.727079059509764
12232.611498062507390.388501937492608
12323.26113411476741-1.26113411476741
12422.8980396512965-0.898039651296502
12522.68805093718919-0.688050937189193
12643.166726397662480.833273602337524
12743.340275735903210.659724264096787
12842.974592525978301.02540747402170
12943.590377948825750.409622051174249
13033.53499835404139-0.534998354041386
13122.9745925259783-0.974592525978303
13243.782511820509920.217488179490076
13333.78251182050992-0.782511820509925
13422.8980396512965-0.898039651296502
13543.782511820509920.217488179490076
13632.90062839775050.0993716022494993
13733.05114540066010-0.0511454006601039
13832.97459252597830.0254074740216973
13932.729667805963760.270332194036237
14033.13437913820924-0.134379138209244
14143.629406071146320.370593928853678
14253.845301969181931.15469803081807
14323.01362064829887-1.01362064829887
14443.109113741898470.890886258101531
14533.70854769228212-0.708547692282123
14632.363984596038850.636015403961147
14712.47956559304123-1.47956559304123
14823.05114540066010-1.05114540066010
14942.803631934191571.19636806580843
15042.819983406655361.18001659334464
15154.032614033432460.967385966567537
15222.80622068064556-0.806220680645565
15343.375211741810440.624788258189556
15432.97459252597830.0254074740216973
15523.34027573590321-1.34027573590321
15643.301247613582640.698752386417358
15722.45688894318445-0.456888943184449


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.4785168085295340.9570336170590670.521483191470466
100.6995720518047810.6008558963904370.300427948195219
110.7805608935647020.4388782128705950.219439106435298
120.7682443346515710.4635113306968570.231755665348429
130.8752719626610180.2494560746779640.124728037338982
140.909776371747670.180447256504660.09022362825233
150.888346165263250.2233076694735010.111653834736751
160.8704928033754960.2590143932490070.129507196624504
170.8395166895817510.3209666208364980.160483310418249
180.7832543064188670.4334913871622670.216745693581134
190.7266564084857540.5466871830284930.273343591514246
200.6602118482109790.6795763035780420.339788151789021
210.6608475882702240.6783048234595520.339152411729776
220.6064812423148240.7870375153703530.393518757685176
230.5901152782907670.8197694434184660.409884721709233
240.6199493181798810.7601013636402390.380050681820119
250.6421921633292360.7156156733415270.357807836670764
260.5949396067649860.8101207864700270.405060393235014
270.5352354649131790.9295290701736420.464764535086821
280.5062163728457690.9875672543084620.493783627154231
290.5370691538893780.9258616922212440.462930846110622
300.5735105106800050.852978978639990.426489489319995
310.5806905754856960.8386188490286080.419309424514304
320.6579805656958030.6840388686083930.342019434304197
330.9086508619588640.1826982760822710.0913491380411355
340.9082660765304640.1834678469390730.0917339234695364
350.8867807279167990.2264385441664020.113219272083201
360.8626414238523920.2747171522952150.137358576147608
370.8868429048533280.2263141902933430.113157095146672
380.8604365248694580.2791269502610840.139563475130542
390.8307400364784420.3385199270431150.169259963521558
400.797717614157090.4045647716858190.202282385842909
410.7670014479842250.4659971040315510.232998552015775
420.7668809127043160.4662381745913670.233119087295684
430.743261163513560.5134776729728810.256738836486440
440.7811640774439320.4376718451121360.218835922556068
450.7479048510603340.5041902978793330.252095148939666
460.7626611501390350.474677699721930.237338849860965
470.739085139073840.521829721852320.26091486092616
480.7026323629573810.5947352740852380.297367637042619
490.6748121739056530.6503756521886940.325187826094347
500.6467772484940020.7064455030119950.353222751505998
510.5984837450678760.8030325098642470.401516254932124
520.6253914590579250.749217081884150.374608540942075
530.5798303289448670.8403393421102650.420169671055133
540.5456694628914950.908661074217010.454330537108505
550.5422123356753890.9155753286492230.457787664324611
560.505987687540510.988024624918980.49401231245949
570.512256373948260.975487252103480.48774362605174
580.4668370749672940.9336741499345890.533162925032705
590.5419740971303150.916051805739370.458025902869685
600.4939720160164170.9879440320328350.506027983983583
610.4454776878597660.8909553757195320.554522312140234
620.4476188436462860.8952376872925710.552381156353714
630.4408310377344510.8816620754689020.559168962265549
640.4008822152536980.8017644305073970.599117784746302
650.3975590418660310.7951180837320620.602440958133969
660.3834591543892340.7669183087784680.616540845610766
670.3992511968848780.7985023937697560.600748803115122
680.3544643820149670.7089287640299340.645535617985033
690.379850194668840.759700389337680.62014980533116
700.4379051998232530.8758103996465070.562094800176747
710.3922993209402430.7845986418804860.607700679059757
720.3522939675696520.7045879351393030.647706032430349
730.347125138708280.694250277416560.65287486129172
740.3107815801302040.6215631602604070.689218419869796
750.3623784456845240.7247568913690490.637621554315476
760.3193568084471070.6387136168942140.680643191552893
770.2833004052888260.5666008105776510.716699594711174
780.3218514237517790.6437028475035580.678148576248221
790.2910597794507060.5821195589014110.708940220549295
800.2532750244002890.5065500488005790.74672497559971
810.2443517343309510.4887034686619020.755648265669049
820.3512241318111360.7024482636222730.648775868188864
830.3416376454164350.6832752908328690.658362354583565
840.3357011502013240.6714023004026480.664298849798676
850.3581147433507720.7162294867015440.641885256649228
860.3472114919025110.6944229838050230.652788508097489
870.3370732407680940.6741464815361880.662926759231906
880.2981666865227280.5963333730454570.701833313477272
890.308525269033450.61705053806690.69147473096655
900.4031367341606160.8062734683212320.596863265839384
910.4363044032862270.8726088065724550.563695596713773
920.4122388972171480.8244777944342950.587761102782853
930.3671138062446870.7342276124893740.632886193755313
940.3252543689962990.6505087379925980.674745631003701
950.3495588247382670.6991176494765340.650441175261733
960.3179279592819610.6358559185639220.682072040718039
970.3131062202151920.6262124404303830.686893779784808
980.2717191767083630.5434383534167260.728280823291637
990.2656336914726070.5312673829452150.734366308527393
1000.2700027411312790.5400054822625590.72999725886872
1010.2314439316501960.4628878633003920.768556068349804
1020.1956784674079450.3913569348158900.804321532592055
1030.1646523917644190.3293047835288380.835347608235581
1040.1441299216531280.2882598433062550.855870078346872
1050.1625736367339190.3251472734678380.837426363266081
1060.1337918834181280.2675837668362560.866208116581872
1070.1485995680305540.2971991360611080.851400431969446
1080.1236578032607590.2473156065215170.876342196739241
1090.1341106645323460.2682213290646930.865889335467654
1100.1199958578365270.2399917156730540.880004142163473
1110.1161617240731330.2323234481462670.883838275926867
1120.1644947766122780.3289895532245560.835505223387722
1130.1530063337267710.3060126674535410.84699366627323
1140.4904043988975130.9808087977950250.509595601102487
1150.4393814822374350.878762964474870.560618517762565
1160.5133236136508730.9733527726982530.486676386349127
1170.838863886463530.322272227072940.16113611353647
1180.81280530205160.3743893958968010.187194697948401
1190.7868191617171920.4263616765656160.213180838282808
1200.7445503752056650.510899249588670.255449624794335
1210.7115090734425430.5769818531149140.288490926557457
1220.6810536780829170.6378926438341670.318946321917083
1230.684366803406940.6312663931861210.315633196593061
1240.654955413133430.6900891737331390.345044586866569
1250.6443108363960740.7113783272078530.355689163603926
1260.6513800117866890.6972399764266230.348619988213311
1270.6382897986384370.7234204027231250.361710201361563
1280.7166841755360150.566631648927970.283315824463985
1290.6643178215107820.6713643569784350.335682178489218
1300.642266389266560.7154672214668790.357733610733440
1310.6210888699345630.7578222601308750.378911130065437
1320.5531763441188750.893647311762250.446823655881125
1330.5971495507474230.8057008985051550.402850449252577
1340.54457558075650.9108488384870.4554244192435
1350.4743167211883730.9486334423767470.525683278811627
1360.4153465160102570.8306930320205140.584653483989743
1370.3422745818213340.6845491636426670.657725418178666
1380.2773471936065450.5546943872130890.722652806393455
1390.2284883274687490.4569766549374990.77151167253125
1400.1848619086838870.3697238173677740.815138091316113
1410.1769745194046510.3539490388093020.82302548059535
1420.1825972274419290.3651944548838570.817402772558071
1430.1315443708162650.2630887416325300.868455629183735
1440.1099431672229180.2198863344458360.890056832777082
1450.07419428992001130.1483885798400230.925805710079989
1460.1235529618095270.2471059236190540.876447038190473
1470.07764914811552550.1552982962310510.922350851884474
1480.09882863518400170.1976572703680030.901171364815998


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK