Multiple Linear Regression - Estimated Regression Equation
YT[t] = + 8.56713904540317 -0.735371589104438T1[t] + 0.0759378528567064X1[t] + 0.251758435553541X2[t] + 0.366360559218664X3[t] -0.117608217425018X4[t] + 0.000361144076985856t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)8.567139045403173.755632.28110.0239480.011974
T1-0.7353715891044380.380985-1.93020.0554710.027735
X10.07593785285670640.0733141.03580.3019650.150982
X20.2517584355535410.084422.98220.0033410.001671
X30.3663605592186640.0720635.08391e-061e-06
X4-0.1176082174250180.089717-1.31090.1919020.095951
t0.0003611440769858560.0016630.21720.8283350.414167


Multiple Linear Regression - Regression Statistics
Multiple R0.478480661179188
R-squared0.228943743122473
Adjusted R-squared0.198101492847372
F-TEST (value)7.42305574594532
F-TEST (DF numerator)6
F-TEST (DF denominator)150
p-value5.69652836457379e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.861155699499398
Sum Squared Residuals111.238370817045


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
144.47244135562101-0.472441355621013
243.972291722350760.0277082776492371
353.758168012922481.24183198707752
433.60665345128606-0.606653451286056
543.179435577112670.820564422887334
634.01100988070698-1.01100988070698
743.566422142041480.433577857958518
833.06627250877128-0.0662725087712795
922.33090644065104-0.330906440651041
1042.873448726643531.12655127335647
1123.02568557643392-1.02568557643392
1222.69835043210066-0.698350432100663
1312.69871157617765-1.69871157617765
1443.026769008664880.973230991335118
1543.030136246501760.969863753498236
1622.95155344396215-0.951553443962148
1722.56600593435707-0.566005934357069
1833.31863629133478-0.318636291334784
1933.76129584748714-0.76129584748714
2033.60978128585071-0.609781285850714
2143.602739553647780.397260446352219
2233.7623792797181-0.762379279718098
2323.37564828323163-1.37564828323163
2423.20620103213158-1.20620103213158
2543.030741593511730.969258406488273
2643.763823856026040.236176143973959
2732.955526028808990.0444739711910075
2843.398185584961350.601814415038651
2923.03218616981967-1.03218616981967
3043.537454873763870.462545126236133
3143.281660799767290.718339200232712
3253.338411702237581.66158829776242
3352.88175504041422.1182449595858
3443.03399189020460.9660081097954
3543.825286517990730.174713482009269
3643.998462151004660.00153784899534324
3723.15268353986058-1.15268353986058
3843.592337002253040.407662997746964
3943.650910511601840.349089488398161
4044.26939065045103-0.269390650451030
4133.40288045796216-0.402880457962165
4222.96094318996378-0.96094318996378
4333.65536118166968-0.655361181669678
4442.885727625261051.11427237473895
4532.771486645672910.228513354327091
4623.03832561912843-1.03832561912843
4743.384315741079300.615684258920705
4843.536552590869690.463447409130307
4933.52037173424317-0.520371734243174
5043.427069537878570.572930462121435
5133.04013133951336-0.040131339513359
5242.888616777876931.11138322212307
5322.06077085619648-0.0607708561964836
5443.404569237203090.595430762796915
5542.98218006366811.01781993633190
5643.622782472622200.377217527377796
5743.042298203975270.957701796024726
5833.33608814817411-0.336088148174114
5912.27302579164363-1.27302579164363
6033.14326436604636-0.143264366046361
6132.967804927426510.0321950725734884
6243.143986654200330.856013345799667
6322.81665150986707-0.816651509867071
6432.720136017863820.279863982136177
6554.244151764087280.755848235912717
6643.218362989605090.781637010394913
6742.969971791888431.03002820811157
6832.973339029725310.0266609702746920
6942.894756227185691.10524377281431
7023.21680147215313-1.21680147215313
7132.895478515339660.104521484660336
7244.28094726091458-0.280947260914578
7333.79733962834788-0.797339628347881
7443.666556648056240.333443351943761
7542.661706656797571.33829334320243
7633.09083030600632-0.0908303060063177
7733.30127952106853-0.301279521068533
7823.22570281228881-1.22570281228881
7943.547748057256250.452251942743745
8033.03287903016106-0.0328790301610601
8122.72326937341269-0.723269373412687
8223.70811007148054-1.70811007148054
8333.78440906841423-0.784409068414235
8422.78256517091546-0.782565170915462
8523.05241023813088-1.05241023813088
8643.267256235713120.732743764286884
8743.270623473550.729376526450002
8843.786214788799160.213785211200836
8922.97791696158212-0.977916961582115
9023.5517206421031-1.5517206421031
9142.905707490639281.09429250936072
9222.65130410540283-0.651304105402826
9333.09396366155518-0.0939636615551816
9433.23148111752059-0.231481117520586
9553.881222650898281.11877734910172
9632.669290682414270.330709317585726
9743.229558455991650.770441544008352
9833.05710511113169-0.0571051111316942
9922.86392018492696-0.863920184926956
10043.057827399285670.942172600714334
10133.09985890793096-0.099858907930964
10232.982611834582930.0173881654170684
10332.907035125803210.0929648741967886
10443.601453117509110.398546882490891
10512.16902410800006-1.16902410800006
10632.984056410890870.0159435891091249
10723.02007573201638-1.02007573201638
10833.3094688936952-0.309468893695199
10923.16096042581867-1.16096042581867
11022.56092806270834-0.560928062708337
11122.82658354928247-0.826583549282474
11242.582589134085841.41741086591416
11354.237541802799180.76245819720082
11452.662255368856412.33774463114359
11532.987306707583750.0126932924162523
11642.560088833410361.43991116658964
11742.080877983363681.91912201663632
11833.0226576281031-0.0226576281030992
11922.85460106576317-0.854601065763168
12043.970585888199650.0294141118003487
12122.73771513649212-0.737715136492121
12232.620468063144090.379531936855911
12323.28362466032149-1.28362466032149
12422.91461915141991-0.914619151419914
12522.69748934823175-0.697489348231753
12643.184825362712320.815174637287684
12743.358000995726240.641999004273758
12842.992001580584561.00799841941544
12943.607475625673860.39252437432614
13033.54962440447903-0.549624404479028
13122.99308501281552-0.993085012815521
13243.802105128186540.197894871813458
13333.80246627226353-0.802466272263528
13422.91823059218977-0.918230592189773
13543.80318856041750.196811439582501
13632.915946786583850.0840532134161509
13733.07118973013414-0.0711897301341425
13832.995613021354420.0043869786455776
13932.741209636117970.258790363882029
14033.14960170398193-0.149601703981933
14143.6534797191660.346520280833998
14253.862106327349711.13789367265029
14323.03908910630766-1.03908910630766
14443.128924010184970.871075989815035
14533.72785605457076-0.727856054570756
14632.377377085438210.622622914561792
14712.49534644694021-1.49534644694021
14823.07516231498099-1.07516231498099
14942.823765023504431.17623497649557
15042.840668168284921.15933183171508
15154.057719207442920.942280792557081
15222.82184236197549-0.821842361975493
15343.404664323776160.595335676223836
15433.00139132658620-0.00139132658619608
15523.36811302988185-1.36811302988185
15643.326803809390520.67319619060948
15722.47382952384526-0.473829523845264


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.8149006286561090.3701987426877820.185099371343891
110.8327424513566170.3345150972867660.167257548643383
120.7535535132377820.4928929735244370.246446486762218
130.7317873541446620.5364252917106750.268212645855338
140.9213849593841120.1572300812317760.0786150406158878
150.9181432590849630.1637134818300740.0818567409150371
160.8862712013359230.2274575973281530.113728798664077
170.8396108627536650.3207782744926690.160389137246335
180.7995668784925770.4008662430148470.200433121507423
190.7400151476328630.5199697047342740.259984852367137
200.68161900395140.6367619920971990.318380996048600
210.6990695174049970.6018609651900050.300930482595003
220.6418027593556970.7163944812886060.358197240644303
230.602429266403450.79514146719310.39757073359655
240.5603936276907970.8792127446184060.439606372309203
250.6662591280425660.6674817439148680.333740871957434
260.6314044939702820.7371910120594360.368595506029718
270.5841685859164010.8316628281671970.415831414083599
280.5586152202643880.8827695594712240.441384779735612
290.5767518498510590.8464963002978820.423248150148941
300.623919658930790.752160682138420.37608034106921
310.619969599354790.760060801290420.38003040064521
320.6770857442536640.6458285114926720.322914255746336
330.855053469007730.2898930619845390.144946530992269
340.8313337672316540.3373324655366930.168666232768346
350.791761673755630.4164766524887390.208238326244370
360.748281876488570.503436247022860.25171812351143
370.8603121127342530.2793757745314940.139687887265747
380.8297501139997460.3404997720005090.170249886000254
390.7934523612699350.4130952774601310.206547638730065
400.7606999591565690.4786000816868630.239300040843432
410.7451072465608740.5097855068782530.254892753439126
420.7722557680686970.4554884638626060.227744231931303
430.7559484803106720.4881030393786570.244051519689328
440.7685043550055260.4629912899889480.231495644994474
450.7264018666329190.5471962667341620.273598133367081
460.7646005507246950.470798898550610.235399449275305
470.733664099383860.5326718012322810.266335900616140
480.6932008991844370.6135982016311270.306799100815563
490.677406912956420.6451861740871610.322593087043580
500.6414428029383960.7171143941232080.358557197061604
510.5949581679236720.8100836641526560.405041832076328
520.5987863860370360.8024272279259290.401213613962964
530.5632795667820590.8734408664358820.436720433217941
540.5228839423360940.9542321153278110.477116057663906
550.5097302330955370.9805395338089260.490269766904463
560.4652253065388930.9304506130777870.534774693461107
570.4521152476848870.9042304953697750.547884752315113
580.4144119208658860.8288238417317720.585588079134114
590.521495145987710.957009708024580.47850485401229
600.4754005689395240.9508011378790480.524599431060476
610.4279091845541660.8558183691083320.572090815445834
620.4176843139874740.8353686279749480.582315686012526
630.4221432139336840.8442864278673690.577856786066316
640.37752807520330.75505615040660.6224719247967
650.3629324745313700.7258649490627390.63706752546863
660.3421473916189360.6842947832378730.657852608381064
670.3443062721121530.6886125442243070.655693727887847
680.3020593151145740.6041186302291480.697940684885426
690.3155236371899890.6310472743799780.684476362810011
700.4001643104302210.8003286208604410.59983568956978
710.3574939390455120.7149878780910240.642506060954488
720.3269586034417120.6539172068834230.673041396558288
730.3313252884068380.6626505768136760.668674711593162
740.2945334415514530.5890668831029060.705466558448547
750.3445992806042970.6891985612085930.655400719395703
760.3052358458113620.6104716916227250.694764154188638
770.2738669070822560.5477338141645120.726133092917744
780.3182437551624150.6364875103248310.681756244837584
790.2904381173014760.5808762346029520.709561882698524
800.2545228224025850.509045644805170.745477177597415
810.247114366232420.494228732464840.75288563376758
820.3522912163916470.7045824327832930.647708783608353
830.3402364366609590.6804728733219180.659763563339041
840.3326164751101680.6652329502203360.667383524889832
850.3527527882149580.7055055764299160.647247211785042
860.3426133237671720.6852266475343450.657386676232828
870.3328126887984890.6656253775969780.66718731120151
880.2939704873670530.5879409747341060.706029512632947
890.3038405832222970.6076811664445930.696159416777703
900.4034848173079440.8069696346158890.596515182692056
910.4344221126693420.8688442253386840.565577887330658
920.4123185453153960.8246370906307910.587681454684604
930.3697369852852030.7394739705704060.630263014714797
940.328309195412670.656618390825340.67169080458733
950.3455316794027320.6910633588054640.654468320597268
960.3112056984743190.6224113969486370.688794301525681
970.3035951000139910.6071902000279820.696404899986009
980.2627921539221910.5255843078443810.73720784607781
990.2580932734912880.5161865469825770.741906726508712
1000.2597455933822930.5194911867645850.740254406617707
1010.2219319277103610.4438638554207230.778068072289639
1020.1867245307263870.3734490614527750.813275469273613
1030.1561575343187040.3123150686374090.843842465681296
1040.1358506666875280.2717013333750570.864149333312472
1050.1545218078269800.3090436156539590.84547819217302
1060.1263895780565950.252779156113190.873610421943405
1070.1471161713180160.2942323426360320.852883828681984
1080.1254660065429880.2509320130859760.874533993457012
1090.1423880974809750.2847761949619500.857611902519025
1100.1342492747705450.2684985495410890.865750725229455
1110.1565676200391720.3131352400783430.843432379960828
1120.1969276784060440.3938553568120880.803072321593956
1130.1747790159099730.3495580318199470.825220984090027
1140.4946030954116470.9892061908232940.505396904588353
1150.4399370682659670.8798741365319330.560062931734034
1160.4895328709616810.9790657419233620.510467129038319
1170.8124842605040270.3750314789919450.187515739495973
1180.783303973962030.4333920520759390.216696026037970
1190.7583890214975870.4832219570048260.241610978502413
1200.7148363690872960.5703272618254080.285163630912704
1210.6859252205416330.6281495589167340.314074779458367
1220.6456339698328810.7087320603342380.354366030167119
1230.6532553838374430.6934892323251140.346744616162557
1240.6282174518679370.7435650962641260.371782548132063
1250.6538231628527430.6923536742945130.346176837147257
1260.6355667671381240.7288664657237520.364433232861876
1270.6062399504230340.7875200991539310.393760049576966
1280.6730624080816640.6538751838366710.326937591918336
1290.6172737659194480.7654524681611040.382726234080552
1300.5929810999613490.8140378000773030.407018900038651
1310.5799068612674790.8401862774650420.420093138732521
1320.5117010666093480.9765978667813030.488298933390652
1330.6148941345112240.7702117309775530.385105865488776
1340.5860843250505440.8278313498989120.413915674949456
1350.5629468293782290.8741063412435420.437053170621771
1360.4831440396325160.9662880792650320.516855960367484
1370.4874873251353990.9749746502707980.512512674864601
1380.4369389334938370.8738778669876750.563061066506163
1390.3555419908373270.7110839816746530.644458009162673
1400.2887960390995820.5775920781991640.711203960900418
1410.2404078817040330.4808157634080660.759592118295967
1420.1957946588509560.3915893177019120.804205341149044
1430.1441316299856420.2882632599712830.855868370014358
1440.09471648933896750.1894329786779350.905283510661033
1450.0847266641485860.1694533282971720.915273335851414
1460.08570808306785130.1714161661357030.914291916932149
1470.05281654414789150.1056330882957830.947183455852109


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