Multiple Linear Regression - Estimated Regression Equation
PC*G[t] = + 0.700252046803038 -0.0109124492968397O[t] -0.0516695053867902V3[t] + 0.0581981686246427CM[t] -0.0421340858848831`CM*G`[t] + 0.108753069765088`DD*G`[t] -0.310228907326838PE[t] + 0.455614011397569`PE*G`[t] + 0.672755253118154PC[t] -0.0147000530323097PS[t] -0.00625948555780075`PS*G`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.7002520468030380.6996931.00080.3185690.159284
O-0.01091244929683970.02454-0.44470.657210.328605
V3-0.05166950538679020.026807-1.92740.0558520.027926
CM0.05819816862464270.0339981.71180.089040.04452
`CM*G`-0.04213408588488310.050508-0.83420.4055140.202757
`DD*G`0.1087530697650880.0639711.70.091240.04562
PE-0.3102289073268380.040721-7.618400
`PE*G`0.4556140113975690.0480669.478800
PC0.6727552531181540.03880717.335800
PS-0.01470005303230970.033146-0.44350.6580560.329028
`PS*G`-0.006259485557800750.031774-0.1970.8441010.422051


Multiple Linear Regression - Regression Statistics
Multiple R0.97811998971189
R-squared0.956718714273986
Adjusted R-squared0.953774409122557
F-TEST (value)324.938708818778
F-TEST (DF numerator)10
F-TEST (DF denominator)147
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.01754439005521
Sum Squared Residuals152.203298102727


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
102.88675160999014-2.88675160999014
287.241134583878420.75886541612158
388.21318007561747-0.213180075617467
400.99890711451599-0.99890711451599
598.51183326529560.488166734704393
677.0769080144429-0.0769080144429
744.99047261043904-0.99047261043904
8119.845926766149031.15407323385097
977.6909582608148-0.690958260814807
1077.39019136928897-0.39019136928897
1102.13383083183011-2.13383083183011
121010.1646457155524-0.164645715552365
13109.085355259839840.91464474016016
1487.96409658969830.0359034103017086
1500.85687106507936-0.85687106507936
160-2.756968574727272.75696857472727
1798.140923388087070.859076611912933
1801.22848589672866-1.22848589672866
190-1.82769055804691.8276905580469
201111.0369838293719-0.0369838293719321
2198.838707491049920.161292508950077
220-0.4376315539691770.437631553969177
231311.57064773021371.42935226978626
2400.253847822014793-0.253847822014793
2500.594730073228859-0.594730073228859
2698.81922110878470.180778891215296
2766.87186408766818-0.871864087668178
2800.697669334115602-0.697669334115602
290-0.324549086703590.32454908670359
3066.61520477629379-0.615204776293788
310-0.4157983589193490.415798358919349
321614.52363568511581.47636431488423
3356.88978152830304-1.88978152830304
3476.977141677215210.0228583227847926
3599.22419268122088-0.224192681220877
360-1.08150855541341.0815085554134
370-0.8527949699496960.852794969949696
380-1.513480324471741.51348032447174
391211.63193355837380.368066441626159
400-0.7651169839317670.765116983931767
410-0.9693338851909070.969333885190907
4298.778761608017720.221238391982277
430-0.3252066856703740.325206685670374
4456.34586748749731-1.34586748749731
4500.903449130434302-0.903449130434302
4600.803374167988067-0.803374167988067
47109.826982060548960.173017939451035
480-1.052247130856321.05224713085632
4987.927555773303280.0724442266967194
5078.2509490738127-1.25094907381271
510-0.7812115981759560.781211598175956
5200.468326605890978-0.468326605890978
5387.818562357696250.181437642303746
5444.23607352570328-0.236073525703285
5504.30466995586143-4.30466995586143
5687.992981952986510.0070180470134854
5787.787104526981030.212895473018969
580-1.407175365553231.40717536555323
590-0.346977327283020.34697732728302
6088.57485956060326-0.574859560603258
6101.14531396347309-1.14531396347309
620-1.417292757607941.41729275760794
6377.51963682005476-0.519636820054762
6402.18072379688643-2.18072379688643
650-0.8319633373012180.831963337301218
660-1.469209973669691.46920997366969
6700.138073579777585-0.138073579777585
6800.0850536564932406-0.0850536564932406
6900.0468879648112955-0.0468879648112955
7087.748112606791860.251887393208139
7177.19055567426117-0.190555674261172
7276.730389388901560.269610611098437
7398.891672503627260.108327496372736
741111.1730519750768-0.173051975076832
7566.89007652850518-0.890076528505182
7687.984865117540580.0151348824594153
7798.98386770572090.0161322942791057
7800.815387493747986-0.815387493747986
7966.80848023037017-0.808480230370166
80109.561917185343580.438082814656417
8187.468300416699740.53169958330026
820-0.07208807059258160.0720880705925816
83109.641651220331320.35834877966868
840-0.800316741017750.80031674101775
850-1.673708515167831.67370851516783
8655.67980361608832-0.679803616088318
8701.24802625085222-1.24802625085222
881412.67147165281411.32852834718588
890-0.2104822822145620.210482282214562
900-0.7325078840940770.732507884094077
9165.587880487054750.412119512945245
920-0.5418317422594880.541831742259488
9367.06811590027505-1.06811590027505
9402.0282963549704-2.0282963549704
951211.800834288040.19916571196003
960-0.4607181798993090.460718179899309
971211.77631323620850.223686763791523
980-0.1792606456265190.179260645626519
9988.18746553414736-0.187465534147363
100109.733793588098570.266206411901434
1010-0.5719821547245850.571982154724585
1021010.3666640716288-0.3666640716288
103109.568777664152460.431222335847536
10401.59246024723105-1.59246024723105
10556.2592420955431-1.2592420955431
10676.980707414998980.0192925850010247
107109.552340088042770.447659911957226
1081110.69699455251010.303005447489916
1090-0.9266099695049890.926609969504989
11077.22097903724475-0.220979037244755
1111211.11577817754830.884221822451674
11203.33046752118918-3.33046752118918
1131110.60879329106240.39120670893763
114118.92358211890962.07641788109041
11555.85925478676431-0.859254786764306
11688.51135457306859-0.511354573068585
11700.105316869710594-0.105316869710594
1180-0.372874279400170.37287427940017
1190-0.920385782087510.92038578208751
12044.58627531365048-0.586275313650485
12177.45750592000303-0.457505920003035
1221110.54120518801550.458794811984503
12365.497738558856220.50226144114378
12400.52846737752104-0.52846737752104
1250-1.255725060254251.25572506025425
12644.73290310889927-0.732903108899266
12787.738065517498590.261934482501409
12898.800037120363550.199962879636453
12988.02192973122772-0.0219297312277175
1301110.22783512019110.772164879808897
13187.916195288182770.0838047118172289
1320-1.239265745408151.23926574540815
13344.65865600384386-0.658656003843858
13400.340446303362231-0.340446303362231
1350-1.275048673540851.27504867354085
13666.83844023464258-0.83844023464258
13799.06036398572466-0.0603639857246612
13801.23488545028081-1.23488545028081
1391311.64590200448111.3540979955189
14098.647621058872590.352378941127413
141109.82629796415280.173702035847205
1422018.29519647776031.70480352223974
1430-0.4066076482989650.406607648298965
1441110.8631591359330.136840864067018
14566.79358962909368-0.793589629093681
14699.35751304373103-0.357513043731032
14777.09056687605121-0.090566876051208
14898.822101545802850.177898454197153
149109.50233873951020.497661260489797
15098.206358090862690.793641909137313
15188.89223434033631-0.89223434033631
15278.51923638111456-1.51923638111456
15367.05652546893551-1.05652546893551
1541312.53606495126660.463935048733397
15566.68986120136453-0.689861201364527
15600.0184526820349789-0.0184526820349789
157109.917074787208060.0829252127919429
1581614.89024296664561.10975703335439


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
146.72771258930935e-451.34554251786187e-441
155.07053229616914e-571.01410645923383e-561
160.02142850763301170.04285701526602340.978571492366988
170.007335447153127880.01467089430625580.992664552846872
180.002909969380947280.005819938761894550.997090030619053
190.1489688780269610.2979377560539220.851031121973039
200.09205887238978990.184117744779580.90794112761021
210.05440819325850710.1088163865170140.945591806741493
220.4400032537387120.8800065074774240.559996746261288
230.4193216100578120.8386432201156230.580678389942188
240.4162495332293380.8324990664586770.583750466770662
250.3440920847262910.6881841694525820.655907915273709
260.2722897703700850.5445795407401690.727710229629915
270.2330679305855930.4661358611711850.766932069414407
280.3925933222799920.7851866445599850.607406677720007
290.3857795229934340.7715590459868680.614220477006566
300.3307756584400720.6615513168801440.669224341559928
310.2739983890331560.5479967780663130.726001610966844
320.2732372429924280.5464744859848560.726762757007572
330.2920718278389810.5841436556779610.70792817216102
340.2382387630974090.4764775261948170.761761236902591
350.1905849449425590.3811698898851180.809415055057441
360.5018219148495540.9963561703008910.498178085150446
370.5063800118388380.9872399763223240.493619988161162
380.9556758031111060.08864839377778860.0443241968888943
390.9412267482555220.1175465034889570.0587732517444784
400.9297292511265220.1405414977469570.0702707488734783
410.9176544203029610.1646911593940780.0823455796970388
420.8945228455376120.2109543089247760.105477154462388
430.8692379521364350.261524095727130.130762047863565
440.8724750330455060.2550499339089880.127524966954494
450.8661956537627750.267608692474450.133804346237225
460.8445848446900560.3108303106198880.155415155309944
470.8107648728958480.3784702542083030.189235127104152
480.8141329166638480.3717341666723040.185867083336152
490.7797267315011650.440546536997670.220273268498835
500.7859099572466150.4281800855067690.214090042753385
510.812556736710510.3748865265789780.187443263289489
520.785505337371690.4289893252566210.214494662628311
530.7457614815693520.5084770368612960.254238518430648
540.7036486562760960.5927026874478080.296351343723904
550.9967691724350490.00646165512990250.00323082756495125
560.9956610436265440.008677912746912020.00433895637345601
570.9937961075296350.01240778494072950.00620389247036477
580.9949465980037270.01010680399254520.00505340199627258
590.9958106152497720.008378769500455440.00418938475022772
600.9943068866786630.01138622664267480.00569311332133738
610.994843696200930.01031260759814050.00515630379907026
620.9962630802849080.007473839430183180.00373691971509159
630.995198738927540.009602522144917980.00480126107245899
640.9986597114244240.002680577151151730.00134028857557587
650.9986947584211460.002610483157708090.00130524157885405
660.9998923448397820.0002153103204353110.000107655160217656
670.9999063841079230.0001872317841544489.3615892077224e-05
680.999855599043690.0002888019126182130.000144400956309106
690.999789105543610.0004217889127820880.000210894456391044
700.9996732711454750.0006534577090501130.000326728854525057
710.999557801166060.0008843976678810750.000442198833940537
720.9993240608241440.001351878351711030.000675939175855516
730.9989846722850380.002030655429924070.00101532771496204
740.9984837819684130.00303243606317330.00151621803158665
750.9983945515045020.003210896990996080.00160544849549804
760.997630847638410.004738304723180840.00236915236159042
770.9965618565878550.006876286824290710.00343814341214536
780.9956849288424030.008630142315194620.00431507115759731
790.9953540996523280.009291800695343430.00464590034767171
800.9936919852989510.01261602940209730.00630801470104866
810.9916021746810040.0167956506379920.00839782531899599
820.9890974741504170.02180505169916590.010902525849583
830.986528909710850.02694218057830180.0134710902891509
840.9968514464284790.006297107143042680.00314855357152134
850.998036917917070.003926164165860410.0019630820829302
860.9975652971319020.004869405736195790.00243470286809789
870.9977687132100360.004462573579927120.00223128678996356
880.998370684048620.003258631902759720.00162931595137986
890.9975909465907930.004818106818413150.00240905340920657
900.9970973643608790.005805271278242620.00290263563912131
910.9958981829267120.008203634146575660.00410181707328783
920.9965833566662320.006833286667536620.00341664333376831
930.996119403048970.007761193902060480.00388059695103024
940.9980472657255460.003905468548907270.00195273427445363
950.9972204121469960.005559175706008570.00277958785300429
960.9968048072313320.006390385537335680.00319519276866784
970.9954200425561750.009159914887650910.00457995744382545
980.9936786300303340.01264273993933250.00632136996966625
990.9909603067858460.01807938642830860.00903969321415432
1000.987578918381230.02484216323754130.0124210816187706
1010.9862826213866620.02743475722667590.013717378613338
1020.981354405871840.03729118825631830.0186455941281591
1030.9758138861356160.04837222772876750.0241861138643837
1040.9819148171918770.03617036561624590.018085182808123
1050.9814915058066880.03701698838662470.0185084941933124
1060.9742533122745680.05149337545086320.0257466877254316
1070.9664479939036980.06710401219260380.0335520060963019
1080.9557684969190730.08846300616185380.0442315030809269
1090.944429428116270.111141143767460.0555705718837299
1100.9274151425062210.1451697149875570.0725848574937785
1110.9140206606455870.1719586787088260.0859793393544128
1120.9999743442231255.13115537494156e-052.56557768747078e-05
1130.9999569161647158.61676705702418e-054.30838352851209e-05
1140.9999662882459056.74235081892048e-053.37117540946024e-05
1150.9999435785810160.0001128428379687915.64214189843956e-05
1160.9999027904906840.0001944190186327659.72095093163823e-05
1170.9998398482440230.0003203035119531240.000160151755976562
1180.9997358666969960.0005282666060082730.000264133303004136
1190.9998273655127850.0003452689744298080.000172634487214904
1200.9997021665996280.0005956668007449690.000297833400372485
1210.9994548120089530.001090375982094770.000545187991047384
1220.9990553417089370.001889316582125420.00094465829106271
1230.998405006304260.003189987391481330.00159499369574067
1240.9998735390143080.0002529219713844810.00012646098569224
1250.9997798883869140.0004402232261713350.000220111613085668
1260.9995820841093270.0008358317813450610.000417915890672531
1270.999160914569860.001678170860282210.000839085430141107
1280.9983678068809560.003264386238087520.00163219311904376
1290.9969211104527050.006157779094590140.00307888954729507
1300.9946241872959040.01075162540819270.00537581270409633
1310.9904547980367110.01909040392657730.00954520196328866
1320.9999999999986652.67006109169343e-121.33503054584671e-12
1330.9999999999886592.26829424722677e-111.13414712361338e-11
13414.30113899590495e-1932.15056949795247e-193
13511.46449083331459e-1787.32245416657297e-179
13611.87944993590069e-1619.39724967950347e-162
13716.14313952627578e-1473.07156976313789e-147
13811.4210477403347e-1347.10523870167352e-135
13911.34193348599487e-1196.70966742997433e-120
14017.8798949844811e-1023.93994749224055e-102
14111.07569641336251e-895.37848206681254e-90
14217.90043950069918e-753.95021975034959e-75
14311.08029785622219e-605.40148928111097e-61
14412.84270121330809e-451.42135060665405e-45


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level690.526717557251908NOK
5% type I error level890.6793893129771NOK
10% type I error level930.709923664122137NOK