Multiple Linear Regression - Estimated Regression Equation
O[t] = + 7.32684596059117 + 0.356979436989242CM[t] -0.0592285666748474`CM*G`[t] -0.483865613410507D[t] + 0.175232812441502`D*G`[t] -0.0310127872102974PE[t] + 0.323284473674036`PE*G`[t] + 0.0927245043282856PC[t] -0.123099907387686`PC*G`[t] + 0.509759645731013PS[t] -0.132008906567604`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)7.326845960591172.2792843.21450.0016060.000803
CM0.3569794369892420.0862824.13745.9e-052.9e-05
`CM*G`-0.05922856667484740.115217-0.51410.6079810.303991
D-0.4838656134105070.16529-2.92740.0039630.001981
`D*G`0.1752328124415020.2164790.80950.4195530.209777
PE-0.03101278721029740.161508-0.1920.8479920.423996
`PE*G`0.3232844736740360.2031791.59110.1137280.056864
PC0.09272450432828560.2272940.40790.6839040.341952
`PC*G`-0.1230999073876860.276833-0.44470.657210.328605
PS0.5097596457310130.1031614.94142e-061e-06
`PS*G`-0.1320089065676040.106177-1.24330.215740.10787


Multiple Linear Regression - Regression Statistics
Multiple R0.623397994765618
R-squared0.388625059877793
Adjusted R-squared0.347034927896691
F-TEST (value)9.34416510277905
F-TEST (DF numerator)10
F-TEST (DF denominator)147
p-value6.79212242005178e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.41759903161865
Sum Squared Residuals1716.95752171535


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12423.14553804221850.854461957781518
22521.86682248932133.13317751067866
33024.70619787461545.29380212538459
41920.1022284798081-1.10222847980808
52220.62844487263331.37155512736673
62223.2539357278194-1.25393572781936
72522.73279077513782.26720922486223
82319.50952371484173.49047628515826
91719.3533854884903-2.35338548849026
102122.0243225269749-1.02432252697485
111922.1598665655467-3.15986656554673
121923.7278847161621-4.72788471616212
131522.9278043521723-7.92780435217232
141617.3287427422355-1.32874274223554
152318.97438334930954.02561665069047
162723.85411304044713.14588695955289
172220.71400036237961.28599963762036
181415.3283837322309-1.32838373223092
192222.9515954383592-0.95159543835922
202324.4257677462697-1.42576774626966
212321.61100289054291.38899710945714
222122.3792292961033-1.37922929610334
231922.4316079216241-3.43160792162414
241823.7752299338472-5.77522993384719
252023.4608589716526-3.46085897165258
262322.79851188721270.201488112787262
272523.77200877667951.22799122332049
281923.1342094194357-4.13420941943571
292422.88839084906311.11160915093695
302221.91646205364540.0835379463545565
312526.1159579815043-1.11595798150433
322623.67339455026572.32660544973434
332923.5819344240985.41806557590197
343225.03995620593336.96004379406672
352522.23892111199542.76107888800462
362924.53932085976224.46067914023782
372825.27658978087992.72341021912010
381715.53191010808341.46808989191663
392826.35818198025321.64181801974678
402922.44633445998396.55366554001613
412626.56693529096-0.566935290959991
422523.60636188250301.39363811749705
431417.8563378961915-3.85633789619151
442522.82365251609612.17634748390394
452621.78391858060764.21608141939244
462020.0197966730921-0.0197966730920678
471821.8150714731331-3.81507147313315
483224.84451223211047.15548776788959
492524.82781720386660.172182796133373
502522.54301313515552.45698686484448
512321.31652708654931.68347291345067
522122.00155939135-1.00155939135
532024.0368130668541-4.03681306685412
541516.4264490613949-1.42644906139486
553024.75672139714475.24327860285527
562425.2751706249969-1.27517062499689
572624.25456406831951.74543593168049
582420.86145169323213.13854830676792
592222.6506184978980-0.650618497897962
601416.4664066566256-2.46640665662557
612422.24706410442011.75293589557994
622422.37217029304041.62782970695965
632423.73671537058860.2632846294114
642420.28287259087743.71712740912255
651917.904937910521.09506208948001
663127.83402469444283.16597530555724
672227.1571704728309-5.15717047283094
682720.79824710393596.2017528960641
691917.23961821629981.76038178370016
702522.30265636193122.69734363806884
712024.7999565993862-4.79995659938623
722121.3125016453599-0.312501645359875
732727.4138927489721-0.413892748972068
742324.9471571086258-1.94715710862584
752525.9362647377293-0.936264737729285
762022.2858105036534-2.28581050365345
772222.7604633484450-0.760463348444953
782323.5177657911834-0.517765791183384
792524.19670528600240.80329471399764
802523.54930461510281.45069538489718
811723.6280693653108-6.6280693653108
821920.5703687834139-1.57036878341388
832524.25141165187470.748588348125348
841922.7422850822930-3.74228508229305
852021.8879908223272-1.88799082232724
862622.62241550322933.37758449677065
872321.15312960361571.84687039638430
882724.52188431994942.47811568005063
891720.2526697734074-3.25266977340741
901722.3760412457908-5.3760412457908
911919.9831294721654-0.983129472165419
921719.6249744934655-2.62497449346553
932222.5478747596857-0.54787475968566
942124.1042795613991-3.10427956139915
953229.06551472792172.93448527207831
962123.7956913539753-2.79569135397530
972124.7785458291776-3.77854582917763
981820.7365353868179-2.73653538681792
991821.5248298414760-3.52482984147597
1002323.1018747569259-0.101874756925861
1011920.1836243613537-1.18362436135368
1022021.7975879969896-1.79758799698959
1032122.6081367464553-1.60813674645531
1042024.1323885337656-4.13238853376561
1051719.1791311281402-2.17913112814022
1061820.2424034384410-2.24240343844095
1071920.8572106203013-1.85721062030133
1082222.4324698906192-0.43246989061923
1091517.5105239414586-2.51052394145862
1101419.2004413271801-5.2004413271801
1111826.572667808271-8.572667808271
1122421.88853660741992.11146339258007
1133523.958711600139811.0412883998602
1142918.847118046421610.1528819535784
1152122.3354701265229-1.33547012652286
1162521.14644148444673.85355851555328
1172018.0356398518591.964360148141
1182222.0807735259196-0.0807735259195528
1191315.8935840669944-2.89358406699437
1202622.80157684365313.19842315634688
1211717.4390415770972-0.439041577097251
1222520.49144411488554.50855588511451
1232020.3391927870663-0.339192787066306
1241917.57710337106761.42289662893241
1252121.0829634567250-0.0829634567249715
1262221.19127959987670.808720400123346
1272422.68040710109461.31959289890544
1282123.2399778177666-2.23997781776660
1292625.24751927311130.752480726888736
1302420.74732009216543.25267990783464
1311620.5101872124217-4.51018721242169
1322322.41693852004820.583061479951772
1331820.8190080445639-2.8190080445639
1341622.0788724431762-6.0788724431762
1352621.83975985313414.16024014686593
1361919.5541578161299-0.554157816129855
1372117.41968092024053.58031907975947
1382122.2211700720996-1.22117007209955
1392218.64377978015463.35622021984542
1402319.58408975538373.41591024461629
1412924.9466159863524.05338401364798
1422120.33652744014640.663472559853618
1432120.04619444492130.953805555078684
1442322.51239332242150.487606677578455
1452723.12225025687113.87774974312893
1462525.6519318180701-0.651931818070076
1472121.0615436711115-0.0615436711115204
1481017.4578058960550-7.45780589605502
1492022.7513670629223-2.75136706292233
1502622.37355994525753.62644005474245
1512424.2251070127566-0.225107012756570
1522932.1262672519407-3.12626725194067
1531919.5422299608837-0.542229960883653
1542422.89247082899081.10752917100924
1551921.1609605753186-2.16096057531862
1562423.18303848140020.81696151859982
1572222.2559762228679-0.255976222867863
1581724.2411685019621-7.24116850196213


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
140.9735634859758580.05287302804828460.0264365140241423
150.9455744315490520.1088511369018970.0544255684509485
160.9035338384119310.1929323231761380.0964661615880688
170.8474225921095320.3051548157809370.152577407890468
180.7733501550761460.4532996898477080.226649844923854
190.7938385536594890.4123228926810220.206161446340511
200.7608726143158120.4782547713683760.239127385684188
210.7425996778345740.5148006443308520.257400322165426
220.7076721162836520.5846557674326960.292327883716348
230.6643096335636260.6713807328727470.335690366436374
240.6555445059779780.6889109880440440.344455494022022
250.6442597690537140.7114804618925710.355740230946286
260.5682026588479860.8635946823040280.431797341152014
270.4945763640017450.989152728003490.505423635998255
280.4416392864603240.8832785729206470.558360713539676
290.4100660486581410.8201320973162830.589933951341859
300.3436475986349960.6872951972699910.656352401365004
310.3153217517159430.6306435034318860.684678248284057
320.3106333334258460.6212666668516920.689366666574154
330.400563252989660.801126505979320.59943674701034
340.5466588165776250.906682366844750.453341183422375
350.5084821565198240.9830356869603520.491517843480176
360.564293879884450.87141224023110.43570612011555
370.6184214318917030.7631571362165940.381578568108297
380.5816259816523180.8367480366953640.418374018347682
390.5305438244955990.9389123510088030.469456175504401
400.6523682098279930.6952635803440150.347631790172007
410.5983594174135050.803281165172990.401640582586495
420.5447325271948890.9105349456102220.455267472805111
430.5453382361682030.9093235276635950.454661763831797
440.5046489129565510.9907021740868980.495351087043449
450.5436714639969910.9126570720060190.456328536003009
460.4880714354488530.9761428708977050.511928564551148
470.4917515019958670.9835030039917350.508248498004133
480.6003264532235060.7993470935529880.399673546776494
490.5496507669871070.9006984660257850.450349233012893
500.5188812952754540.962237409449090.481118704724546
510.5093311384253580.9813377231492830.490668861574642
520.4595875864231060.9191751728462130.540412413576894
530.4919380010218540.9838760020437070.508061998978147
540.4561417927010010.9122835854020020.543858207298999
550.6185270995401890.7629458009196230.381472900459811
560.5755107353730650.848978529253870.424489264626935
570.5355498462079160.9289003075841690.464450153792084
580.5195855313840920.9608289372318160.480414468615908
590.4717392410606110.9434784821212220.528260758939389
600.4359640218174840.8719280436349680.564035978182516
610.3981574827270490.7963149654540980.601842517272951
620.3623657095105870.7247314190211750.637634290489413
630.317853579835260.635707159670520.68214642016474
640.3266479621709270.6532959243418540.673352037829073
650.2860117960680720.5720235921361440.713988203931928
660.3264786302283360.6529572604566730.673521369771664
670.3857437699770700.7714875399541410.61425623002293
680.4990263875300350.998052775060070.500973612469965
690.451545364878520.903090729757040.54845463512148
700.4360221613942650.872044322788530.563977838605735
710.5105016422196560.9789967155606880.489498357780344
720.4623603290781220.9247206581562440.537639670921878
730.41750624656480.83501249312960.5824937534352
740.3840469850040670.7680939700081330.615953014995933
750.3496293139267970.6992586278535950.650370686073203
760.3248141810752460.6496283621504930.675185818924754
770.2836908203962310.5673816407924620.716309179603769
780.2493707048458170.4987414096916330.750629295154183
790.2145199058510150.4290398117020310.785480094148985
800.1892744401198740.3785488802397480.810725559880126
810.3000387047432110.6000774094864230.699961295256789
820.2710835706479630.5421671412959250.728916429352037
830.2342848305491410.4685696610982830.765715169450859
840.2326053809486090.4652107618972180.767394619051391
850.2081258566275940.4162517132551890.791874143372406
860.2076259006572620.4152518013145230.792374099342738
870.1839739323444880.3679478646889770.816026067655512
880.1713032226199380.3426064452398760.828696777380062
890.1640569014126490.3281138028252990.83594309858735
900.1995838368330280.3991676736660560.800416163166972
910.1698731530501960.3397463061003920.830126846949804
920.1511803368886090.3023606737772170.848819663111391
930.1273550901845680.2547101803691360.872644909815432
940.1172709580655420.2345419161310850.882729041934458
950.1138121052844650.2276242105689310.886187894715535
960.1020335092590480.2040670185180960.897966490740952
970.1040427029230850.2080854058461700.895957297076915
980.09253416721773320.1850683344354660.907465832782267
990.09146912481511880.1829382496302380.908530875184881
1000.07243667932974730.1448733586594950.927563320670253
1010.05723829503347350.1144765900669470.942761704966527
1020.04632572532386120.09265145064772250.953674274676139
1030.0368349835854440.0736699671708880.963165016414556
1040.0389300929345070.0778601858690140.961069907065493
1050.03194431543909780.06388863087819550.968055684560902
1060.02760401680589540.05520803361179080.972395983194105
1070.02354690392575230.04709380785150450.976453096074248
1080.01735871295398820.03471742590797640.982641287046012
1090.01590832805488110.03181665610976210.984091671945119
1100.02190827843321250.04381655686642510.978091721566787
1110.1157082289444000.2314164578888010.8842917710556
1120.1062591126995600.2125182253991210.89374088730044
1130.4570947327532970.9141894655065930.542905267246703
1140.7856502963521160.4286994072957670.214349703647884
1150.7443418695194730.5113162609610540.255658130480527
1160.8219565434877910.3560869130244170.178043456512209
1170.799922502786950.40015499442610.20007749721305
1180.7551673350943040.4896653298113910.244832664905696
1190.764233893069380.4715322138612420.235766106930621
1200.735721300832810.5285573983343810.264278699167190
1210.681943379315360.6361132413692810.318056620684641
1220.7026859069316840.5946281861366330.297314093068316
1230.6476136839698240.7047726320603520.352386316030176
1240.5883769984607260.8232460030785480.411623001539274
1250.547545669816720.904908660366560.45245433018328
1260.5007400884780520.9985198230438960.499259911521948
1270.4447796631440270.8895593262880540.555220336855973
1280.3843992775395220.7687985550790450.615600722460478
1290.3286866656599670.6573733313199340.671313334340033
1300.3096518361904700.6193036723809410.69034816380953
1310.3131151280606020.6262302561212030.686884871939399
1320.3821631470583390.7643262941166780.617836852941661
1330.352283373971770.704566747943540.64771662602823
1340.3022388934269280.6044777868538560.697761106573072
1350.2438292185900090.4876584371800170.756170781409991
1360.1862251455357200.3724502910714390.81377485446428
1370.1797805220026770.3595610440053530.820219477997324
1380.1261461965906670.2522923931813340.873853803409333
1390.09699337880382160.1939867576076430.903006621196178
1400.0729144525093620.1458289050187240.927085547490638
1410.08441511266564360.1688302253312870.915584887334356
1420.1434369215272090.2868738430544190.85656307847279
1430.08226356211768830.1645271242353770.917736437882312
1440.04441999580495240.08883999160990470.955580004195048


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level40.0305343511450382OK
10% type I error level110.083969465648855OK