Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 15.4323237613405 + 0.364294694129429CM[t] -0.321728388550003D[t] + 0.142655035713217PE[t] -0.0849617358950159PC[t] + 1.18753715676232M1[t] + 0.582940513559847M2[t] + 1.4142918417762M3[t] + 1.37572882776538M4[t] + 1.13169308310493M5[t] + 1.21435808901099M6[t] + 1.63067391786142M7[t] + 2.61302398862814M8[t] + 2.20955916043914M9[t] + 1.17050255859489M10[t] + 0.130689993576573M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)15.43232376134052.0466277.540400
CM0.3642946941294290.0648015.621700
D-0.3217283885500030.126426-2.54480.0119950.005997
PE0.1426550357132170.1162331.22730.2217190.110859
PC-0.08496173589501590.148896-0.57060.5691590.28458
M11.187537156762321.4675470.80920.4197450.209873
M20.5829405135598471.4928040.39050.6967480.348374
M31.41429184177621.477710.95710.340140.17007
M41.375728827765381.5108990.91050.3640720.182036
M51.131693083104931.5182840.74540.4572680.228634
M61.214358089010991.528340.79460.4281860.214093
M71.630673917861421.5321721.06430.2889920.144496
M82.613023988628141.5114231.72890.0859940.042997
M92.209559160439141.4982841.47470.1424840.071242
M101.170502558594891.4950980.78290.4349840.217492
M110.1306899935765731.5449460.08460.9327040.466352


Multiple Linear Regression - Regression Statistics
Multiple R0.516397323766253
R-squared0.266666195992948
Adjusted R-squared0.189743069698502
F-TEST (value)3.46665832291065
F-TEST (DF numerator)15
F-TEST (DF denominator)143
p-value4.76876238936219e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.79586465897246
Sum Squared Residuals2060.42815682077


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12421.40840069961432.59159930038574
22521.90251071691843.0974892830816
33022.85469679198157.1453032080185
41920.2514728908076-1.25147289080757
52221.49469903587860.505300964121442
62220.37524134821581.62475865178422
72522.36096612555582.63903387444424
82320.96967687998962.03032312001035
91720.1686614766028-3.16866147660277
102120.51660715909230.483392840907681
111920.7369523379887-1.73695233798871
121923.9332871350846-4.93328713508462
131523.1443998085749-8.14439980857486
141619.458684576602-3.45868457660204
152319.66153524669333.33846475330668
162721.69265395657725.30734604342283
172221.83788962257720.162110377422807
181420.4267866595781-6.42678665957812
192223.60546790925-1.60546790925002
202326.3248423405604-3.32484234056038
212323.4564636048144-0.456463604814387
222125.4744032515286-4.47440325152863
231921.2103147680349-2.21031476803485
241822.9681183096248-4.96811830962476
252020.8919593381972-0.891959338197159
262320.64532218521432.35467781478574
272522.86700910908342.13299089091662
281922.6525455100905-3.65254551009051
292423.20076956669910.79923043330086
302221.28888120250340.711118797496557
312523.3629113588571.63708864114299
322623.21346375492192.78653624507807
332925.71751465845763.28248534154245
343224.25349484206467.74650515793545
352520.52094804223684.47905195776315
362922.7162246627316.28377533726899
372825.87669845637282.12330154362723
381716.89049283086640.109507169133642
392826.19155496475611.80844503524392
402923.1718075570355.82819244296497
412624.34253881838651.65746118161345
422522.99812450117882.00187549882124
431421.8631499365697-7.8631499365697
442523.20047394515531.79952605484474
452622.45734938884023.5426506111598
462019.0960175749620.903982425037993
471819.4922633388405-1.49226333884045
483223.72397613396048.27602386603956
492524.99928970375470.00071029624532456
502521.72024825603673.27975174396329
512321.54405166866781.45594833133221
522121.501968127884-0.501968127884017
532021.6647933829324-1.66479338293243
541519.2396364251744-4.23963642517439
553026.41390814564283.58609185435724
562424.3667072875822-0.3667072875822
572623.47124884852552.52875115147451
582421.70940909635062.29059090364944
592218.34118967103263.65881032896738
601416.8813452280141-2.88134522801411
612420.86452002685653.13547997314349
622421.792914015022.20708598497998
632421.30991247769572.6900875223043
642419.55947269493614.44052730506388
651918.134076613610.86592338639004
663124.53130234799876.46869765200126
672226.6718175944994-4.67181759449943
682723.24621301858943.75378698141058
691917.65484605955651.34515394044351
702521.23921943415923.76078056584084
712024.3065663594345-4.30656635943452
722120.14753062300340.85246937699657
732726.02831615767870.971683842321257
742323.3870961243964-0.387096124396441
752525.05277727386-0.0527772738599558
762023.0017132099812-3.00171320998116
772118.14039547732972.85960452267035
782221.66864464139930.33135535860068
792320.8707126750332.12928732496696
802526.0513319604443-1.05133196044432
812522.52136155237812.47863844762191
821722.1192719886503-5.11927198865032
831920.5272832461467-1.5272832461467
842521.57725374799033.42274625200966
851921.2108730496103-2.21087304961026
862021.8141889977146-1.81418899771465
872622.4239170077053.57608299229505
882318.37247699560614.62752300439394
892723.99654388635063.00345611364937
901721.4681254306041-4.46812543060407
911723.3479388996919-6.3479388996919
921920.7111226188485-1.71112261884852
931720.7906723957443-3.79067239574431
942223.0300808256109-1.03008082561092
952120.30864548032140.69135451967861
963225.48439031309016.5156096869099
972123.9978570962449-2.99785709624493
982123.9455911656014-2.94559116560143
991821.9897875719193-3.98978757191928
1001822.7800735515649-4.78007355156495
1012323.0157191006703-0.0157191006703341
1021921.0610935556314-2.06109355563137
1032023.3141643844414-3.3141643844414
1042123.3190333126464-2.3190333126464
1052022.2360514809517-2.23605148095166
1061722.3503929468413-5.35039294684134
1071821.4711934291021-3.47119342910208
1081922.2847390288184-3.2847390288184
1092222.4282772724915-0.428277272491546
1101518.9061666485891-3.90616664858907
1111420.1257477956927-6.12574779569271
1121825.6974166570011-7.69741665700112
1132421.98969453933722.01030546066284
1143525.13516203172999.8648379682701
1152918.617940785927310.3820592140727
1162122.7299425324362-1.72994253243619
1172524.37855349890330.6214465010967
1182020.0309487521345-0.0309487521344678
1192221.54135358109580.458646418904167
1201319.9805987120047-6.98059871200469
1212624.30413308021871.69586691978135
1221718.6935059959558-1.69350599595577
1232521.41949283940393.58050716059607
1242020.0448056915565-0.0448056915564629
1251917.59755639634511.40244360365489
1262122.1390051788546-1.13900517885456
1272221.04029439629540.959705603704602
1282422.68174086419241.31825913580759
1292122.2144184075392-1.21441840753919
1302625.00986529219170.990134707808268
1312420.95842112114113.04157887885891
1321619.3976499118598-3.39764991185978
1332321.06171193472341.93828806527665
1341820.21420065041-2.21420065041004
1351622.3116868357331-6.31168683573312
1362624.10072894063511.89927105936486
1371920.1409423008136-1.14094230081359
1382120.43310552329780.566894476702186
1392121.6293851765056-0.629385176505612
1402222.4847198315894-0.484719831589402
1412324.5857660043262-1.58576600432624
1422924.96113465796634.03886534203371
1432121.5263751135402-0.526375113540181
1442118.83036308032592.16963691967413
1452321.57813695595031.42186304404974
1462722.4915911653294.508408834671
1472526.9046756082485-1.90467560824849
1482122.1728642163247-1.17286421632468
1491020.4443812590697-10.4443812590697
1502023.2348911538338-3.23489115383375
1512622.90134261173073.09865738826931
1522424.7007316530439-0.700731653043916
1532930.3470926233603-1.34709262336033
1541923.2091541784477-4.20915417844771
1552421.05849351108472.94150648891528
1561920.0745231134925-1.07452311349246
1572423.2054264197120.794573580287986
1582221.13748667134580.862513328654194
1591724.3431548085598-7.34315480855979


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
190.6086084383836020.7827831232327950.391391561616398
200.959346335177930.081307329644140.04065366482207
210.9463857700889660.1072284598220690.0536142299110343
220.9143318353859030.1713363292281950.0856681646140974
230.8653233323755980.2693533352488050.134676667624402
240.8214060397954680.3571879204090630.178593960204532
250.7500971721920680.4998056556158650.249902827807932
260.6971559903827830.6056880192344350.302844009617217
270.6564182166444540.6871635667110920.343581783355546
280.6226969068641190.7546061862717620.377303093135881
290.5418777421320090.9162445157359810.458122257867991
300.4810206707071980.9620413414143950.518979329292802
310.4176530228651850.8353060457303690.582346977134815
320.4221321575684330.8442643151368660.577867842431567
330.4169220548097420.8338441096194840.583077945190258
340.5930280325506880.8139439348986240.406971967449312
350.585692581023030.8286148379539410.41430741897697
360.7508273699871060.4983452600257880.249172630012894
370.6975477420237850.604904515952430.302452257976215
380.6556382082924240.6887235834151520.344361791707576
390.606750134037920.7864997319241610.393249865962081
400.6566252803095140.6867494393809710.343374719690486
410.6095939225624350.780812154875130.390406077437565
420.6000411223261020.7999177553477960.399958877673898
430.6758213095672450.648357380865510.324178690432755
440.6723552168808230.6552895662383530.327644783119177
450.661296231333330.677407537333340.33870376866667
460.6065828404392080.7868343191215840.393417159560792
470.5613719560462010.8772560879075970.438628043953799
480.686902853405540.626194293188920.31309714659446
490.6345000730074180.7309998539851640.365499926992582
500.6153282238922460.7693435522155070.384671776107754
510.6366461617168620.7267076765662760.363353838283138
520.5868463810245570.8263072379508870.413153618975443
530.551872445966430.8962551080671410.448127554033571
540.5895291491707560.8209417016584880.410470850829244
550.6768214014324720.6463571971350560.323178598567528
560.634708013587380.730583972825240.36529198641262
570.5964196465681220.8071607068637550.403580353431878
580.5566816718088550.886636656382290.443318328191145
590.537175676442930.9256486471141410.46282432355707
600.4996978259454020.9993956518908050.500302174054598
610.498001479735070.996002959470140.501998520264929
620.4625417501207470.9250835002414930.537458249879253
630.4401340072092940.8802680144185870.559865992790706
640.4703028752998260.9406057505996520.529697124700174
650.4261795438136030.8523590876272050.573820456186397
660.5161802911801410.9676394176397170.483819708819859
670.5603952706868640.8792094586262730.439604729313136
680.5484804625030330.9030390749939350.451519537496967
690.5089717034412870.9820565931174250.491028296558713
700.502644060161460.9947118796770810.49735593983854
710.5489634570609480.9020730858781040.451036542939052
720.5002926040810470.9994147918379070.499707395918953
730.451237623740890.902475247481780.54876237625911
740.4035076955233490.8070153910466980.596492304476651
750.4004470733823020.8008941467646030.599552926617698
760.3930130857888490.7860261715776990.606986914211151
770.390192276767270.7803845535345410.60980772323273
780.3442847474931760.6885694949863510.655715252506824
790.3200799519747760.6401599039495510.679920048025224
800.2898455598319880.5796911196639770.710154440168012
810.2660922605639390.5321845211278790.733907739436061
820.3162564408858890.6325128817717780.683743559114111
830.2770609935556660.5541219871113320.722939006444334
840.2680755948601850.5361511897203690.731924405139815
850.2409239096433060.4818478192866110.759076090356694
860.2147809382067910.4295618764135830.785219061793209
870.2595894899845240.5191789799690490.740410510015476
880.3062719858786590.6125439717573170.693728014121341
890.2857269054967250.5714538109934510.714273094503275
900.3028983013767230.6057966027534470.697101698623277
910.4121505374969990.8243010749939980.587849462503001
920.375022109392850.75004421878570.62497789060715
930.3674173835386720.7348347670773440.632582616461328
940.3265175793643970.6530351587287940.673482420635603
950.2831096470064840.5662192940129670.716890352993516
960.4072355728564450.814471145712890.592764427143555
970.4057246414829210.8114492829658410.59427535851708
980.3894956482193710.7789912964387410.610504351780629
990.3941870942063990.7883741884127980.6058129057936
1000.4068782016695730.8137564033391460.593121798330427
1010.3701894152392930.7403788304785850.629810584760708
1020.339600198207610.679200396415220.66039980179239
1030.3626112538435390.7252225076870780.637388746156461
1040.3247477677641760.6494955355283510.675252232235824
1050.2970576872410270.5941153744820540.702942312758973
1060.3426094005195430.6852188010390860.657390599480457
1070.3427119203990370.6854238407980750.657288079600963
1080.3173565148245330.6347130296490660.682643485175467
1090.2782765293847820.5565530587695650.721723470615218
1100.2804275131519550.560855026303910.719572486848045
1110.2954879558547420.5909759117094840.704512044145258
1120.440337139522870.880674279045740.55966286047713
1130.4477858383804250.895571676760850.552214161619575
1140.8489129485226070.3021741029547860.151087051477393
1150.9734137678177840.05317246436443240.0265862321822162
1160.9623523639860020.07529527202799590.037647636013998
1170.9649046835145430.07019063297091430.0350953164854572
1180.9504456999654740.09910860006905270.0495543000345263
1190.9506926140084570.09861477198308530.0493073859915426
1200.981779937986440.03644012402712080.0182200620135604
1210.9729409389811770.05411812203764530.0270590610188226
1220.963120946961730.07375810607654010.0368790530382701
1230.9893429273909550.0213141452180910.0106570726090455
1240.9825457186359040.03490856272819160.0174542813640958
1250.9774269037145530.04514619257089410.0225730962854471
1260.9647402991454360.07051940170912770.0352597008545638
1270.9520954371054970.0958091257890050.0479045628945025
1280.9408560170160320.1182879659679350.0591439829839676
1290.9392123042277330.1215753915445350.0607876957722674
1300.9146382567359960.1707234865280080.085361743264004
1310.8747312810395740.2505374379208520.125268718960426
1320.8249443031452450.350111393709510.175055696854755
1330.7819606628630330.4360786742739350.218039337136967
1340.7133497658583210.5733004682833580.286650234141679
1350.63781995108140.7243600978371990.362180048918599
1360.549473688945260.901052622109480.45052631105474
1370.6641386909098550.671722618180290.335861309090145
1380.714450606654740.571098786690520.28554939334526
1390.583998470124260.832003059751480.41600152987574
1400.4150036068445830.8300072136891650.584996393155417


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level40.0327868852459016OK
10% type I error level140.114754098360656NOK