Multiple Linear Regression - Estimated Regression Equation
O[t] = + 17.4684655763519 -0.0593663461768212CM[t] + 0.216789584253541D[t] -0.133176572068144PE[t] -0.253140065700683PC[t] + 0.395987020465247PS[t] -0.0148718920049206t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)17.46846557635192.0422618.553500
CM-0.05936634617682120.062074-0.95640.3403970.170199
D0.2167895842535410.1108011.95660.0522310.026115
PE-0.1331765720681440.102779-1.29580.1970250.098512
PC-0.2531400657006830.128304-1.9730.0503130.025157
PS0.3959870204652470.0751815.267100
t-0.01487189200492060.006034-2.46460.0148290.007414


Multiple Linear Regression - Regression Statistics
Multiple R0.502249529664989
R-squared0.252254590048702
Adjusted R-squared0.222738323866414
F-TEST (value)8.5462906619291
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value5.24699077519841e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.44273447491298
Sum Squared Residuals1801.56794104266


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12624.06492096566101.93507903433904
22325.2815675462592-2.28156754625919
32525.3058478840459-0.305847884045923
42323.1087259307447-0.108725930744718
51922.8951635532844-3.8951635532844
62923.93888365354165.06111634645841
72525.7671042073953-0.767104207395304
82123.6425327835159-2.64253278351593
92223.0963376883682-1.09633768836818
102523.50765573106521.49234426893478
112421.37931398900442.6206860109956
121820.9720150767733-2.97201507677327
132219.58748404947172.41251595052834
141521.7720459492998-6.77204594929977
152224.3572160827604-2.35721608276036
162825.06671819590232.93328180409774
172023.1549211111529-3.15492111115286
181220.0983484697977-8.09834846979775
192422.40862164392251.59137835607748
202022.4248842071563-2.42488420715633
212124.1696068479225-3.16960684792246
222021.7254699401245-1.72546994012447
232120.19928557458410.80071442541585
242322.07711773838950.922882261610536
252822.78307071660815.21692928339187
262422.69804381779551.30195618220447
272424.2138903633694-0.213890363369408
282421.27066294943042.72933705056958
292322.77683009737050.223169902629515
302323.4257658086257-0.425765808625656
312924.93278642730484.06721357269515
322422.82528290948951.17471709051053
331825.6395985341433-7.63959853414328
342526.5144645979578-1.51446459795780
352123.2472409246222-2.24724092462217
362627.2681817852479-1.26818178524791
372225.7140086053332-3.71400860533321
382223.4681646825110-1.46816468251095
392223.2429912089363-1.24299120893634
402326.1044305215467-3.10443052154669
413023.53923172243496.46076827756508
422323.2458356659081-0.245835665908052
431719.4493250113788-2.44932501137878
442324.2591307314488-1.25913073144876
452324.718575640939-1.71857564093898
462522.92501595346562.07498404653438
472421.34910761054742.65089238945262
482427.7847346279007-3.78473462790070
492323.4624507927264-0.462450792726371
502124.2581925201565-3.25819252015651
512426.0643657791175-2.06436577911748
522422.27012725854211.72987274145789
532821.95732523797186.04267476202816
541621.4412767174295-5.44127671742951
552020.3431420674669-0.343142067466904
562923.79082831951785.20917168048223
572724.155027100392.84497289961
582223.4513607170967-1.45136071709669
592824.16307306667023.83692693332979
601620.7842692974064-4.7842692974064
612523.13046757236971.86953242763029
622423.72116350494490.278836495055052
632823.87228683603194.12771316396808
642424.4263501754649-0.426350175464863
652322.86913574438600.130864255614046
663026.96129024899423.03870975100577
672421.58766038644952.41233961355052
682124.2155561910099-3.2155561910099
692523.39941978167121.60058021832882
702524.03440433253610.965595667463886
712221.03426130966230.965738690337696
722322.5659928541720.434007145828006
732622.96867371320333.03132628679671
742321.82414774342971.17585225657035
752523.14384147007231.85615852992771
762121.4371726833282-0.437172683328206
772523.65221316990411.34778683009587
782422.23222159127261.76777840872739
792923.51791576605985.48208423394016
802223.6506816303374-1.65068163033742
812723.57044995917453.42955004082551
822619.72283023584106.27716976415897
832221.35621770762110.643782292378905
842422.00366609996451.99633390003548
852723.06662345720753.93337654279254
862421.34440981731432.65559018268571
872424.6608334555894-0.660833455589397
882924.18828986329814.81171013670193
892222.1009479856673-0.100947985667272
902120.53161058427150.468389415728456
912420.44883939620613.55116060379393
922421.53003638948912.46996361051086
932321.78769337864661.21230662135342
942022.1275694295439-2.12756942954389
952721.19816599682055.80183400317952
962623.20549890798222.79450109201783
972521.82716349795983.17283650204017
982119.98852906017331.01147093982670
992120.57696099243900.423039007561035
1001920.2144630083883-1.21446300838829
1012121.3475265969951-0.347526596995136
1022120.98535861879030.0146413812096640
1031619.5584249175939-3.5584249175939
1042220.37418944242691.62581055757310
1052921.49994259286657.50005740713355
1061521.4440772756156-6.44407727561556
1071720.3888167239287-3.38881672392871
1081519.6496724848056-4.64967248480563
1092121.3278500194504-0.327850019450363
1102120.68122979831110.318770201688874
1111918.95395869932630.0460413006736854
1122417.83413307975416.16586692024592
1132021.7961238039561-1.79612380395608
1141724.4842650194948-7.48426501949476
1152324.1583086799554-1.15830867995539
1162421.84651290336122.1534870966388
1171421.5117844008051-7.5117844008051
1181922.2913507280418-3.29135072804181
1192421.68541123080252.31458876919748
1201319.9510554657143-6.95105546571428
1212224.6828942962343-2.68289429623433
1221620.5693313552517-4.56933135525173
1231922.6188802033758-3.61888020337582
1242522.07001303180972.92998696819027
1252523.50367053583781.49632946416220
1262320.81857086599072.18142913400929
1272422.79094523985431.20905476014574
1282622.77584757578553.22415242421453
1292620.82228794857985.1777120514202
1302523.41668408516811.58331591483193
1311821.5867258661787-3.58672586617873
1322119.21917348817591.78082651182413
1332622.80944116242113.19055883757895
1342321.17670413985011.82329586014985
1352319.09451566553053.90548433446946
1362221.82135829210810.178641707891903
1372021.5874808656089-1.58748086560890
1381321.2551966611107-8.25519666111074
1392420.56570935033663.43429064966338
1401520.7213804063778-5.72138040637781
1411422.2564443286843-8.25644432868428
1422223.1317158928542-1.13171589285421
1431017.0087352770752-7.0087352770752
1442423.44985471852300.550145281477033
1452220.94277158405591.05722841594408
1462424.7520455181703-0.752045518170321
1471920.7504601735956-1.75046017359557
1482021.1100095714849-1.11000957148492
1491316.3372891356001-3.33728913560005
1502019.18980657709620.810193422903832
1512222.1054696978879-0.105469697887947
1522422.36205645917981.63794354082021
1532922.23676549182526.76323450817484
1541219.9636818356675-7.96368183566751
1552019.91001701453590.0899829854640915
1562120.36394635460990.63605364539008
1572422.52000069098881.47999930901117
1582220.81357683118691.18642316881314
1592016.88329479154833.11670520845174


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.6804502239025810.6390995521948380.319549776097419
110.6359845469964390.7280309060071220.364015453003561
120.5773228279576070.8453543440847850.422677172042393
130.5810684053236670.8378631893526660.418931594676333
140.733906275182730.5321874496345410.266093724817270
150.6530798437767330.6938403124465340.346920156223267
160.6521921436071140.6956157127857710.347807856392886
170.5662070335618450.867585932876310.433792966438155
180.7101504908974650.579699018205070.289849509102535
190.6481914631670730.7036170736658540.351808536832927
200.5945304762171810.8109390475656370.405469523782818
210.5250896662042770.9498206675914460.474910333795723
220.4515235697875980.9030471395751950.548476430212402
230.4402156067594480.8804312135188950.559784393240552
240.4900986527266990.9801973054533980.509901347273301
250.6606311602823580.6787376794352840.339368839717642
260.5963980430771340.8072039138457310.403601956922866
270.5329678721165310.9340642557669380.467032127883469
280.5126520826509820.9746958346980370.487347917349018
290.4483144602000590.8966289204001180.551685539799941
300.3872217486997510.7744434973995010.612778251300249
310.3878114895475050.775622979095010.612188510452495
320.3278855329750050.6557710659500090.672114467024995
330.5978659080943530.8042681838112930.402134091905647
340.5567158145458840.8865683709082310.443284185454116
350.526900675558120.946198648883760.47309932444188
360.4715891415402040.9431782830804090.528410858459796
370.4576603193029050.9153206386058090.542339680697095
380.4060765840963740.8121531681927480.593923415903626
390.3577383449375550.715476689875110.642261655062445
400.3352454936230210.6704909872460410.66475450637698
410.4995362704088990.9990725408177990.500463729591101
420.4457672721413890.8915345442827770.554232727858611
430.4181992280897670.8363984561795340.581800771910233
440.3718402798165760.7436805596331520.628159720183424
450.3330373451354030.6660746902708070.666962654864597
460.3065409991508900.6130819983017790.69345900084911
470.2827636255501940.5655272511003870.717236374449806
480.2792870119279520.5585740238559050.720712988072048
490.2426668848939630.4853337697879250.757333115106037
500.2433026211488800.4866052422977610.75669737885112
510.2237179986766640.4474359973533270.776282001323336
520.1941482242719290.3882964485438580.80585177572807
530.2612842700944990.5225685401889980.738715729905501
540.3412991503500410.6825983007000830.658700849649959
550.3258444337044210.6516888674088420.674155566295579
560.3859336818903160.7718673637806310.614066318109684
570.3627597123779660.7255194247559310.637240287622034
580.3326722507384280.6653445014768560.667327749261572
590.3326737070879130.6653474141758260.667326292912087
600.4139420831919780.8278841663839560.586057916808022
610.3702021789942060.7404043579884120.629797821005794
620.3284034420652210.6568068841304430.671596557934778
630.3298858217698780.6597716435397550.670114178230122
640.2964275365194090.5928550730388190.70357246348059
650.2580870371891340.5161740743782670.741912962810866
660.2419390080926380.4838780161852760.758060991907362
670.2140437762634570.4280875525269130.785956223736543
680.2368802300568610.4737604601137230.763119769943139
690.2040719147096410.4081438294192810.79592808529036
700.1722071065926520.3444142131853040.827792893407348
710.1441737298473980.2883474596947950.855826270152602
720.1198343477874190.2396686955748380.880165652212581
730.1042005502491530.2084011004983050.895799449750847
740.084677170651680.1693543413033600.91532282934832
750.06887227522000150.1377445504400030.931127724779999
760.05760255258594770.1152051051718950.942397447414052
770.04561983679789520.09123967359579040.954380163202105
780.03554720378930120.07109440757860250.964452796210699
790.04059782692434970.08119565384869940.95940217307565
800.03731986826958480.07463973653916970.962680131730415
810.0312864294062720.0625728588125440.968713570593728
820.04152705267152830.08305410534305660.958472947328472
830.03243673017945630.06487346035891270.967563269820544
840.02539268363400810.05078536726801630.974607316365992
850.02331818975169050.0466363795033810.97668181024831
860.01845570837262840.03691141674525670.981544291627372
870.01503378454415620.03006756908831240.984966215455844
880.01546107106068400.03092214212136800.984538928939316
890.01300566474350190.02601132948700380.986994335256498
900.00983515067279130.01967030134558260.990164849327209
910.008402143395415430.01680428679083090.991597856604585
920.00686449231056660.01372898462113320.993135507689433
930.005058387650097560.01011677530019510.994941612349902
940.004820755449273880.009641510898547760.995179244550726
950.007192716380490160.01438543276098030.99280728361951
960.005871846263454150.01174369252690830.994128153736546
970.005023763093092380.01004752618618480.994976236906908
980.003851196784266960.007702393568533920.996148803215733
990.002911770444099860.005823540888199730.9970882295559
1000.002425581687420710.004851163374841420.99757441831258
1010.001912568333834190.003825136667668380.998087431666166
1020.001408128273150780.002816256546301550.99859187172685
1030.001735412085738810.003470824171477630.998264587914261
1040.001357701594012310.002715403188024620.998642298405988
1050.005962919851494480.01192583970298900.994037080148505
1060.01447366928777800.02894733857555610.985526330712222
1070.01530064899359650.03060129798719290.984699351006403
1080.02084117505882950.0416823501176590.97915882494117
1090.01631170216579540.03262340433159080.983688297834205
1100.01189681279474480.02379362558948960.988103187205255
1110.008646927914932930.01729385582986590.991353072085067
1120.02493434159919370.04986868319838740.975065658400806
1130.02507739235758050.05015478471516090.97492260764242
1140.06195122205291080.1239024441058220.938048777947089
1150.05330245910814070.1066049182162810.94669754089186
1160.04501058892531990.09002117785063970.95498941107468
1170.1160999017866240.2321998035732470.883900098213376
1180.1100225462523990.2200450925047990.8899774537476
1190.09882388731907080.1976477746381420.901176112680929
1200.1702983093600650.340596618720130.829701690639935
1210.1678873785131350.335774757026270.832112621486865
1220.2123224307058740.4246448614117480.787677569294126
1230.2125495016621850.4250990033243710.787450498337815
1240.2025957436443620.4051914872887240.797404256355638
1250.1772626885288180.3545253770576360.822737311471182
1260.1439701944702380.2879403889404770.856029805529762
1270.1143083954034210.2286167908068420.885691604596579
1280.1121201606485000.2242403212970010.8878798393515
1290.1560469377507490.3120938755014970.843953062249251
1300.1366434140822420.2732868281644840.863356585917758
1310.1161721983223270.2323443966446540.883827801677673
1320.1044256611782440.2088513223564880.895574338821756
1330.1030839063850610.2061678127701220.896916093614939
1340.09302892207644660.1860578441528930.906971077923553
1350.2102191741486180.4204383482972350.789780825851382
1360.1714376967481810.3428753934963620.828562303251819
1370.1466139592307180.2932279184614360.853386040769282
1380.2046025977773900.4092051955547790.79539740222261
1390.4642828774942640.9285657549885280.535717122505736
1400.4103980470633140.8207960941266290.589601952936686
1410.5654613320190320.8690773359619370.434538667980968
1420.4768371488295740.9536742976591490.523162851170426
1430.6484408287010840.7031183425978330.351559171298916
1440.603518416498860.7929631670022790.396481583501139
1450.5137474154065660.9725051691868690.486252584593434
1460.4098380138521340.8196760277042680.590161986147866
1470.4153038536241720.8306077072483450.584696146375828
1480.2855480842012730.5710961684025460.714451915798727
1490.1989602590167670.3979205180335340.801039740983233


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level80.0571428571428571NOK
5% type I error level280.2NOK
10% type I error level380.271428571428571NOK