Multiple Linear Regression - Estimated Regression Equation
Variable[t] = + 16.1634772168084 -0.0705105327835315Parameter[t] + 0.215960321376021S.D.[t] -0.149741441133531`T-Stat`[t] -0.254410995984344`2-tail`[t] + 0.422488248372724`1-tail`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)16.16347721680842.001698.074900
Parameter-0.07051053278353150.063068-1.1180.2653160.132658
S.D.0.2159603213760210.1129961.91120.0578460.028923
`T-Stat`-0.1497414411335310.10427-1.43610.1530170.076509
`2-tail`-0.2544109959843440.130432-1.95050.052940.02647
`1-tail`0.4224882483727240.0756595.584100


Multiple Linear Regression - Regression Statistics
Multiple R0.471036638254722
R-squared0.221875514578309
Adjusted R-squared0.196446609825966
F-TEST (value)8.7253272108728
F-TEST (DF numerator)5
F-TEST (DF denominator)153
p-value2.66656804082110e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.50047733459247
Sum Squared Residuals1874.76126020933


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12622.93429908593233.06570091406767
22324.2550055858650-1.25500558586496
32524.35431507178140.645684928218581
42321.98038582308881.01961417691123
51921.8301154044514-2.83011540445145
62922.91187910473926.08812089526076
72524.81027614780990.189723852190148
82122.6824251316841-1.68242513168414
92221.95417872556470.0458212744353119
102522.48509920382552.51490079617452
112420.22718373207563.77281626792437
121819.7269887909165-1.72698879091652
132218.41547544707393.58452455292609
141520.7129210779706-5.7129210779706
152223.5161686524207-1.51616865242071
162824.32460921403333.6753907859667
172022.2837684508775-2.28376845087747
181219.0658934529381-7.06589345293813
192421.44920912518542.55079087481458
202021.3741994572580-1.37419945725805
212123.2794725485381-2.27947254853807
222020.5998705637805-0.599870563780518
232119.24995251615431.75004748384574
242321.07318129128221.92681870871782
252821.96666177616846.03333822383159
262421.94440039499062.05559960500936
272423.4865280699310.51347193006898
282420.41733794122523.58266205877483
292322.01004432690470.989955673095331
302322.73007780543050.269922194569496
312924.31889490697414.6811050930259
322422.07485162077421.9251483792258
331824.9905251820565-6.99052518205652
342526.0702461506627-1.07024615066266
352122.6353437980615-1.63534379806152
362626.7405255664529-0.74052556645287
372225.1677251784165-3.16772517841651
382222.8155533814510-0.815553381451035
392222.5800570864682-0.580057086468219
402325.6666226910486-2.66662269104857
413022.88735482279417.1126451772059
422322.73201545754450.267984542455546
431718.6873167328055-1.68731673280545
442323.8027292231324-0.802729223132429
452324.3648618533787-1.36486185337873
462522.46466422867862.53533577132144
472420.74100939539823.25899060460179
482427.5055591360355-3.50555913603547
492323.0082959276872-0.00829592768716035
502123.8009042002091-2.80090420020913
512425.7364470294205-1.73644702942053
522421.87799847343912.12200152656091
532821.53044948087536.46955051912468
541621.1048543792980-5.10485437929796
552019.90949781416780.0905021858322328
562923.44522024179315.5547797582069
572723.92435790554463.07564209445539
582223.2093525396664-1.2093525396664
592824.0579804653663.94201953463401
601620.3486433530867-4.34864335308675
612522.96156275535652.03843724464355
622423.50897249241780.491027507582153
632823.67776176361914.32223823638092
642424.3538592726111-0.353859272611125
652322.72604098942450.27395901057552
663026.97164305065313.02835694934685
672421.31763091538342.68236908461659
682124.1926759897584-3.19267598975837
692523.33976293148531.66023706851474
702524.00859248524850.991407514751505
712220.78885557183941.21114442816063
722322.51112326004050.488876739959505
732622.86316625088813.13683374911188
742321.58143940306761.41856059693240
752523.06346487322981.93653512677017
762121.3189178825247-0.31891788252473
772523.6694332950721.33056670492799
782422.18294220933791.81705779066212
792923.59982828379615.40017171620387
802223.6538473326819-1.65384733268187
812723.63663697679023.36336302320978
822619.68990595695376.31009404304634
832221.31962990133760.680370098662419
842422.10318232348411.89681767651591
852723.12246967214323.87753032785675
862421.33134450091802.66865549908196
872424.9078428674147-0.9078428674147
882924.46353249881584.53646750118417
892222.230271859528-0.230271859527993
902120.58790626452500.412093735474971
912420.4042799422933.59572005770701
922421.84105270996062.15894729003938
932321.97344449962091.02655550037907
942022.2940025806218-2.29400258062181
952721.44840738982045.5515926101796
962623.459375646592.54062435340999
972521.91918991863393.08081008136608
982120.05013126758580.949868732414233
992120.79443419152170.205565808478268
1001920.3947104774293-1.39471047742928
1012121.6283363122736-0.628336312273621
1022121.3214549242609-0.321454924260883
1031619.7574770795959-3.7574770795959
1042220.70399183669381.29600816330621
1052921.82367861719377.17632138280634
1061521.6872477864301-6.68724778643014
1071720.7369356868457-3.73693568684571
1081519.9513953468902-4.95139534689023
1092121.6742572878536-0.674257287853575
1102121.0022031148351-0.00220311483507387
1111919.311584073356-0.311584073356004
1122418.07285833063815.92714166936192
1132022.4039626342782-2.40396263427820
1141725.2056579436662-8.20565794366624
1152325.0803510679257-2.08035106792569
1162422.41655076444961.58344923555036
1171422.1008527643507-8.10085276435074
1181922.9159877159712-3.91598771597122
1192422.18307927982231.81692072017774
1201320.4056018121138-7.40560181211378
1212225.4130956870409-3.41309568704094
1221621.1564192498187-5.15641924981871
1231923.3029950724559-4.30299507245587
1242522.85835214081082.14164785918919
1252524.19145173956480.808548260435188
1262321.42019084495641.57980915504358
1272423.61318486499080.386815135009174
1282623.58610423687582.41389576312423
1292621.54006491656374.45993508343629
1302524.16232477156340.837675228436626
1311822.3823673010886-4.38236730108861
1322119.90657829714251.09342170285747
1332623.70645993205462.29354006794537
1342322.00246277984990.99753722015007
1352319.76998595460093.2300140453991
1362222.5834432175016-0.583443217501609
1372022.4056852541664-2.40568525416642
1381322.1217270004493-9.12172700044928
1392421.47813768886232.52186231113774
1401521.6102308962601-6.61023089626005
1411423.1514635110785-9.15146351107852
1422224.1016127157773-2.10161271577729
1431017.6849076382035-7.68490763820351
1442424.4741689969653-0.47416899696531
1452221.86334446371730.136655536282658
1462425.8075977857910-1.80759778579096
1471921.8641566604681-2.8641566604681
1482022.1411298449899-2.14112984498990
1491317.1172378109218-4.11723781092184
1502020.1492028983205-0.149202898320468
1512223.3128284521328-1.31282845213279
1522423.35311437582000.646885624180027
1532923.18635247328495.81364752671514
1541220.9603189552611-8.96031895526115
1552020.9663762867523-0.966376286752273
1562121.4626130603123-0.462613060312332
1572423.66990093873560.330099061264416
1582221.92423956081250.0757604391875075
1592017.69965274758502.30034725241504


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.7250546197274160.5498907605451680.274945380272584
100.5983211515274140.8033576969451710.401678848472586
110.4889758515914540.9779517031829090.511024148408546
120.4444781506100610.8889563012201220.555521849389939
130.4525075653294310.9050151306588630.547492434670569
140.6929444559919450.6141110880161110.307055544008055
150.6243615457210410.7512769085579170.375638454278959
160.572340256746810.8553194865063790.427659743253190
170.5063135003205010.9873729993589980.493686499679499
180.6364415497010620.7271169005978770.363558450298938
190.5613816721662460.8772366556675080.438618327833754
200.5664626046276290.8670747907447430.433537395372371
210.5185950532263360.9628098935473280.481404946773664
220.4494415367472040.8988830734944080.550558463252796
230.3904200513336300.7808401026672590.60957994866637
240.3910517958698860.7821035917397730.608948204130114
250.5347752055257790.9304495889484420.465224794474221
260.4721501751875170.9443003503750350.527849824812483
270.4085982285293190.8171964570586370.591401771470681
280.4018470309174990.8036940618349990.5981529690825
290.3409597097342070.6819194194684140.659040290265793
300.2843071286873560.5686142573747120.715692871312644
310.3084428496475930.6168856992951860.691557150352407
320.2599404531522620.5198809063045250.740059546847738
330.4840137868471290.9680275736942580.515986213152871
340.4376276599054060.8752553198108130.562372340094594
350.4028581380417940.8057162760835880.597141861958206
360.3472142427217310.6944284854434620.652785757278269
370.32458617553920.64917235107840.6754138244608
380.2753145167336950.550629033467390.724685483266305
390.2305687692343320.4611375384686630.769431230765668
400.2072899234436250.414579846887250.792710076556375
410.3586287338126520.7172574676253040.641371266187348
420.3085677126975640.6171354253951280.691432287302436
430.2768518642837890.5537037285675780.723148135716211
440.2350417544422390.4700835088844770.764958245557761
450.202514049220810.405028098441620.79748595077919
460.1816911056237280.3633822112474560.818308894376272
470.1694559119710350.3389118239420690.830544088028965
480.1564961590686870.3129923181373740.843503840931313
490.1275166971444600.2550333942889200.87248330285554
500.1180337131141590.2360674262283190.88196628688584
510.09726872471367640.1945374494273530.902731275286324
520.08229374251997950.1645874850399590.91770625748002
530.1379848383213380.2759696766426760.862015161678662
540.1694904958964170.3389809917928350.830509504103582
550.1617231475347250.3234462950694500.838276852465275
560.2169496055916710.4338992111833410.78305039440833
570.2078838301295890.4157676602591780.792116169870411
580.1782230506204150.356446101240830.821776949379585
590.188570917868360.377141835736720.81142908213164
600.2166605370097460.4333210740194920.783339462990254
610.1906814734097460.3813629468194930.809318526590254
620.1599505767664540.3199011535329070.840049423233546
630.174689230201690.349378460403380.82531076979831
640.1471646672551420.2943293345102850.852835332744858
650.1212970653164340.2425941306328680.878702934683566
660.1175769645471540.2351539290943090.882423035452846
670.1074040809100050.2148081618200100.892595919089995
680.1076369596621990.2152739193243970.892363040337801
690.09135832499629820.1827166499925960.908641675003702
700.07449324816409630.1489864963281930.925506751835904
710.06053489779151520.1210697955830300.939465102208485
720.04779966987502250.0955993397500450.952200330124978
730.04491372640886560.08982745281773120.955086273591134
740.0360261806482690.0720523612965380.963973819351731
750.03000495366528540.06000990733057090.969995046334715
760.02304144198044310.04608288396088630.976958558019557
770.01809139801209790.03618279602419580.981908601987902
780.01448559866104630.02897119732209260.985514401338954
790.02173187891360610.04346375782721210.978268121086394
800.01733867505701440.03467735011402870.982661324942986
810.01697906419104220.03395812838208440.983020935808958
820.03048884921974680.06097769843949360.969511150780253
830.02353342492941420.04706684985882840.976466575070586
840.01966223598637070.03932447197274140.98033776401363
850.02164065783472160.04328131566944310.978359342165278
860.01925300538690490.03850601077380990.980746994613095
870.01466625086028320.02933250172056640.985333749139717
880.01923395113793660.03846790227587310.980766048862063
890.01516962433969340.03033924867938680.984830375660307
900.01137322160903050.0227464432180610.98862677839097
910.01150218550291340.02300437100582690.988497814497087
920.01006405361517080.02012810723034170.98993594638483
930.007739522137911820.01547904427582360.992260477862088
940.006416189151653930.01283237830330790.993583810848346
950.01180441131206260.02360882262412520.988195588687937
960.01074517249690530.02149034499381050.989254827503095
970.01028277181843010.02056554363686020.98971722818157
980.007902054658079490.01580410931615900.99209794534192
990.00585169557089050.0117033911417810.99414830442911
1000.004498389756186160.008996779512372310.995501610243814
1010.00333883590406870.00667767180813740.996661164095931
1020.002385971957730790.004771943915461590.99761402804227
1030.002564315834368900.005128631668737790.997435684165631
1040.002018107722473750.004036215444947500.997981892277526
1050.0086162702140180.0172325404280360.991383729785982
1060.01931697035677450.0386339407135490.980683029643226
1070.01926721998229720.03853443996459440.980732780017703
1080.02439562348408140.04879124696816270.975604376515919
1090.01893882080128140.03787764160256290.981061179198719
1100.01392423734887950.02784847469775910.98607576265112
1110.01014594022793620.02029188045587240.989854059772064
1120.02483239929358410.04966479858716830.975167600706416
1130.02264637835850920.04529275671701830.97735362164149
1140.06267163840880680.1253432768176140.937328361591193
1150.05368992347668680.1073798469533740.946310076523313
1160.04382517165112120.08765034330224240.956174828348879
1170.1277122543417880.2554245086835760.872287745658212
1180.1231836196862420.2463672393724830.876816380313758
1190.1101636027578690.2203272055157390.88983639724213
1200.1901734664656130.3803469329312250.809826533534387
1210.1823944832674250.3647889665348500.817605516732575
1220.2167799140759190.4335598281518390.78322008592408
1230.2103592564071960.4207185128143920.789640743592804
1240.2093044638920270.4186089277840540.790695536107973
1250.1932618506961990.3865237013923970.806738149303801
1260.1593942791558690.3187885583117370.840605720844131
1270.1264017615489480.2528035230978950.873598238451052
1280.1309108249394660.2618216498789330.869089175060534
1290.1857870540186680.3715741080373370.814212945981332
1300.1619916746549770.3239833493099550.838008325345023
1310.1435731709570200.2871463419140390.85642682904298
1320.1257698701755060.2515397403510120.874230129824494
1330.1165069419603480.2330138839206950.883493058039653
1340.09649256813999640.1929851362799930.903507431860004
1350.1303460545228170.2606921090456340.869653945477183
1360.09873581569794370.1974716313958870.901264184302056
1370.07372838655426850.1474567731085370.926271613445732
1380.1802871766915900.3605743533831810.81971282330841
1390.2503219985123610.5006439970247220.749678001487639
1400.2316913300487480.4633826600974970.768308669951252
1410.4706241312241840.9412482624483680.529375868775816
1420.4224008468781560.8448016937563120.577599153121844
1430.7285334582525040.5429330834949920.271466541747496
1440.6792494928620610.6415010142758780.320750507137939
1450.5793430239226050.841313952154790.420656976077395
1460.5083023925863520.9833952148272950.491697607413648
1470.5584068184567280.8831863630865440.441593181543272
1480.4311105109723150.862221021944630.568889489027685
1490.3382061481767930.6764122963535860.661793851823207
1500.2420958923218360.4841917846436730.757904107678164


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level50.0352112676056338NOK
5% type I error level370.26056338028169NOK
10% type I error level430.302816901408451NOK