Multiple Linear Regression - Estimated Regression Equation
O[t] = + 18.2651799335285 -0.080823679576389Months[t] -0.0591540614026579CM[t] + 0.216924456733213D[t] -0.132556183679637PE[t] -0.254001352868105PC[t] + 0.395674100791331PS[t] -0.0147661337424251t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)18.265179933528515.3497621.18990.235940.11797
Months-0.0808236795763891.54324-0.05240.9583010.47915
CM-0.05915406140265790.06241-0.94780.3447320.172366
D0.2169244567332130.1111961.95080.0529290.026464
PE-0.1325561836796370.103796-1.27710.2035340.101767
PC-0.2540013528681050.129774-1.95730.052160.02608
PS0.3956741007913310.0756655.22931e-060
t-0.01476613374242510.006382-2.31380.022030.011015


Multiple Linear Regression - Regression Statistics
Multiple R0.502263051134702
R-squared0.252268172535141
Adjusted R-squared0.217605107685776
F-TEST (value)7.2777226604579
F-TEST (DF numerator)7
F-TEST (DF denominator)151
p-value1.63300429179003e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.45408407493565
Sum Squared Residuals1801.53521630534


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12624.13028976829841.86971023170162
22325.347500449936-2.34750044993599
32525.3741531909091-0.374153190909052
42323.1772579132161-0.177257913216066
51922.9627025346874-3.9627025346874
62924.00809614295294.99190385704707
72525.7574726286814-0.75747262868142
82123.6268895256234-2.62688952562345
92223.0878421757866-1.08784217578657
102523.49774803926641.50225196073357
112421.36799530097172.63200469902834
121820.9651166190543-2.96511661905435
132219.57681560343052.42318439656946
141521.7617505938414-6.76175059384144
152224.3446847094334-2.34468470943345
162825.05738664268572.9426133573143
172023.1418160737661-3.14181607376606
181220.0885460308846-8.08854603088456
192422.40206664724981.59793335275023
202022.4178212677963-2.41782126779630
212124.1599356442117-3.15993564421175
222021.7207713443076-1.7207713443076
232120.18741063906690.812589360933083
242322.07028357323170.929716426768281
252822.77338482402465.22661517597543
262422.68810371907781.31189628092218
272424.2069980566450-0.206998056644954
282421.26214156550682.73785843449315
292322.76892332327950.231076676720495
302323.4182519046109-0.418251904610935
312924.92357883487574.07642116512434
322422.81386029912341.18613970087660
331825.6363550042354-7.6363550042354
342526.5043262604116-1.50432626041160
352123.2392147449499-2.23921474494994
362627.2607588185069-1.26075881850687
372225.7065422389044-3.70654223890439
382223.4633973100057-1.46339731000574
392223.2360747192300-1.23607471923005
402326.0964049825159-3.09640498251590
413023.53450805357316.46549194642686
422323.2377500527786-0.237750052778584
431719.4455546818638-2.44555468186384
442324.2548811364202-1.25488113642017
452324.7085844194678-1.70858441946782
462522.91683671777752.08316328222251
472421.34312973213042.65687026786958
482427.7775845411027-3.77758454110267
492323.4563468637236-0.456346863723595
502124.2554233597999-3.25542335979989
512426.0583740164932-2.05837401649321
522422.26312227802701.73687772197298
532821.95129837742126.04870162257884
541621.4341929789634-5.4341929789634
552020.3327352745890-0.332735274589025
562923.78554538114295.2144546188571
572724.14797032439412.85202967560587
582223.4466677209928-1.44666772099284
592824.15529522744153.84470477255850
601620.7808813048786-4.78088130487858
612523.12240208525371.87759791474626
622423.71739203755860.282607962441426
632823.86822540354014.13177459645985
642424.4168721842752-0.416872184275207
652322.86453152803130.135468471968737
663026.95596426122683.04403573877321
672421.58393330139382.41606669860615
682124.2091984978139-3.20919849781391
692523.39394925547541.60605074452461
702524.02812524816940.97187475183056
712221.03242791823790.967572081762072
722322.56031544568290.439684554317121
732622.96555943344523.03444056655483
742321.82312644156421.17687355843577
752523.14329926859261.85670073140740
762121.4342151171374-0.434215117137413
772523.64980804720231.35019195279768
782422.22907436727961.77092563272041
792923.51251654472055.48748345527954
802223.6501217579009-1.65012175790086
812723.56589388989893.43410611010106
822619.71922467606896.28077532393105
832221.35477893274120.64522106725879
842421.99984238144152.00015761855855
852723.06557243292003.93442756708003
862421.34556297740122.65443702259875
872424.658700615808-0.658700615807986
882924.18264268379534.81735731620467
892222.0958198385512-0.0958198385511574
902120.53108454084820.468915459151794
912420.45082408399263.54917591600735
922421.52489083149052.47510916850947
932321.78684403733721.21315596266276
942022.1292611274564-2.12926112745638
952721.19357794364355.80642205635649
962623.20473809597452.79526190402554
972521.82900093828843.17099906171155
982119.98954076382881.01045923617116
992120.57693898122450.423061018775502
1001920.2150775834596-1.21507758345957
1012121.3464128191757-0.346412819175655
1022120.98508336580090.0149166341991357
1031619.5601712420730-3.56017124207303
1042220.37268760991261.62731239008742
1052921.49824854348347.50175145651664
1061521.4481587489022-6.44815874890216
1071720.3886896991058-3.38868969910584
1081519.6493873290368-4.64938732903676
1092121.3279979997044-0.327997999704354
1102120.68442096702330.315579032976685
1111918.95504888483280.04495111516719
1122417.83543673415686.16456326584324
1132021.7906882736065-1.79068827360649
1141724.4817908931081-7.48179089310812
1152324.1480825171234-1.14808251712340
1162421.84892125950862.15107874049140
1171421.5133116379342-7.51331163793423
1181922.2915575818798-3.29155758187984
1192421.68833936801632.31166063198369
1201319.9554033140635-6.95540331406355
1212224.6845701216641-2.68457012166414
1221620.5712630248371-4.57126302483710
1231922.618312797572-3.61831279757200
1242522.06816408306992.93183591693012
1252523.50508736349671.49491263650334
1262320.82318825335052.17681174664951
1272422.79299185444291.20700814555708
1282622.77601539031753.22398460968255
1292620.82394071636615.17605928363388
1302523.41960189638031.58039810361965
1311821.5862924403213-3.58629244032127
1322119.22176919748171.77823080251832
1332622.81212795015993.18787204984014
1342321.18033463735761.81966536264239
1352319.09862494597433.90137505402567
1362221.82715070815820.172849291841754
1372021.5923532410073-1.59235324100729
1381321.2574506098304-8.25745060983036
1392420.56669689423743.43330310576262
1401520.7204514264666-5.72045142646664
1411422.2587253215388-8.25872532153883
1422223.1348164241320-1.13481642413203
1431017.0104115841435-7.01041158414355
1442423.45350750691770.546492493082285
1452220.94667070728651.05332929271347
1462424.7574857221061-0.757485722106145
1471920.7572509061611-1.75725090616112
1482021.1138228524966-1.11382285249664
1491316.3426989662444-3.34269896624436
1502019.19371129503870.806288704961296
1512222.1060433360234-0.106043336023380
1522422.37023705454591.62976294545413
1532922.24889896153746.75110103846263
1541219.9719025274833-7.9719025274833
1552019.91431736181470.085682638185284
1562120.37069675069140.629303249308619
1572422.52533839076551.4746616092345
1582220.81899652666841.18100347333161
1592016.89001385461793.10998614538215


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.3888119205789580.7776238411579160.611188079421042
120.3271609506185950.654321901237190.672839049381405
130.6054959526754520.7890080946490960.394504047324548
140.7989457399692450.402108520061510.201054260030755
150.7358930750394960.5282138499210080.264106924960504
160.7287997300884690.5424005398230610.271200269911531
170.6462548381272970.7074903237454050.353745161872703
180.7705510485505740.4588979028988530.229448951449426
190.7125536777042180.5748926445915630.287446322295782
200.6585370735619950.6829258528760110.341462926438005
210.5902127871100680.8195744257798630.409787212889932
220.5146036738187430.9707926523625140.485396326181257
230.5019114708571620.9961770582856770.498088529142838
240.5416610351044230.9166779297911540.458338964895577
250.6751287524351910.6497424951296180.324871247564809
260.6082066760991980.7835866478016030.391793323900802
270.5496778760248140.9006442479503710.450322123975186
280.5132061612499260.9735876775001480.486793838750074
290.4510428306991730.9020856613983470.548957169300827
300.394921652974090.789843305948180.60507834702591
310.3911365887191210.7822731774382430.608863411280879
320.3303106556751820.6606213113503640.669689344324818
330.6219342241277720.7561315517444560.378065775872228
340.5776768708595110.8446462582809780.422323129140489
350.55322236800280.89355526399440.4467776319972
360.4970716997907720.9941433995815440.502928300209228
370.4830148942217290.9660297884434570.516985105778272
380.4319044530522560.8638089061045120.568095546947744
390.3825548415100720.7651096830201440.617445158489928
400.3595262734836140.7190525469672270.640473726516386
410.5097023993446720.9805952013106560.490297600655328
420.4559547596677270.9119095193354530.544045240332273
430.4370202503257670.8740405006515330.562979749674233
440.3904145028563260.7808290057126520.609585497143674
450.3509042471563130.7018084943126260.649095752843687
460.3201695611115520.6403391222231050.679830438888448
470.2906118007357920.5812236014715850.709388199264208
480.2871705649557130.5743411299114260.712829435044287
490.2487347569393150.497469513878630.751265243060685
500.252832407244920.505664814489840.74716759275508
510.2320680949045100.4641361898090210.76793190509549
520.1997209588839840.3994419177679670.800279041116016
530.2581902658740270.5163805317480530.741809734125973
540.3448581922029280.6897163844058560.655141807797072
550.3309725494094380.6619450988188760.669027450590562
560.3834857686921670.7669715373843350.616514231307833
570.3579419193720680.7158838387441360.642058080627932
580.3295963100279610.6591926200559220.670403689972039
590.3280651805548360.6561303611096720.671934819445164
600.4179175113748390.8358350227496770.582082488625161
610.3733737209164060.7467474418328120.626626279083594
620.3306895682581530.6613791365163050.669310431741847
630.3284689447310430.6569378894620870.671531055268957
640.2945056332805400.5890112665610790.70549436671946
650.2562162389695010.5124324779390020.743783761030499
660.2383317882999490.4766635765998980.761668211700051
670.2078796577639050.415759315527810.792120342236095
680.2316081701556450.463216340311290.768391829844355
690.1985057940658820.3970115881317640.801494205934118
700.1669370510447580.3338741020895160.833062948955242
710.1389054926604550.2778109853209090.861094507339545
720.1151865074430960.2303730148861920.884813492556904
730.0986535742556520.1973071485113040.901346425744348
740.07964463577530870.1592892715506170.920355364224691
750.06393846797183660.1278769359436730.936061532028163
760.05377455811341810.1075491162268360.946225441886582
770.04218418428591640.08436836857183280.957815815714084
780.03257149363446550.0651429872689310.967428506365535
790.03677726196256640.07355452392513270.963222738037434
800.03435947671592320.06871895343184640.965640523284077
810.02847976954018190.05695953908036390.971520230459818
820.03699074989941210.07398149979882420.963009250100588
830.02891479061725920.05782958123451840.97108520938274
840.02252112476736540.04504224953473080.977478875232635
850.02017250079394490.04034500158788970.979827499206055
860.0156704633593250.031340926718650.984329536640675
870.01281653732293350.02563307464586710.987183462677066
880.01311180702030990.02622361404061970.98688819297969
890.01109681059684280.02219362119368560.988903189403157
900.008435632673667810.01687126534733560.991564367326332
910.007009882311874630.01401976462374930.992990117688125
920.005684285655983080.01136857131196620.994315714344017
930.004172385724984800.008344771449969610.995827614275015
940.004107159012126370.008214318024252740.995892840987874
950.006095032815711120.01219006563142220.993904967184289
960.0049235407924840.0098470815849680.995076459207516
970.004132592073915490.008265184147830980.995867407926085
980.003183519546736040.006367039093472080.996816480453264
990.002416002782183520.004832005564367040.997583997217816
1000.002045476543347740.004090953086695490.997954523456652
1010.001621383270851660.003242766541703320.998378616729148
1020.001194824776916670.002389649553833340.998805175223083
1030.001514341498144370.003028682996288740.998485658501856
1040.001178049046612250.002356098093224490.998821950953388
1050.005144787914121130.01028957582824230.994855212085879
1060.01297522783279850.02595045566559690.987024772167202
1070.01376218603548950.02752437207097910.98623781396451
1080.01884532676345050.03769065352690110.98115467323655
1090.01468696022822920.02937392045645840.98531303977177
1100.01063908807700780.02127817615401560.989360911922992
1110.007680369153452230.01536073830690450.992319630846548
1120.02212775385329220.04425550770658440.977872246146708
1130.02211825922263240.04423651844526480.977881740777368
1140.05532848596498740.1106569719299750.944671514035013
1150.04713639170565680.09427278341131360.952863608294343
1160.03942747995681460.07885495991362920.960572520043185
1170.1037658932952070.2075317865904140.896234106704793
1180.0979247994118950.195849598823790.902075200588105
1190.08724583162094140.1744916632418830.912754168379059
1200.1523436132538380.3046872265076760.847656386746162
1210.1495101123288110.2990202246576220.850489887671189
1220.1898212314671350.3796424629342710.810178768532865
1230.1892017623483830.3784035246967670.810798237651617
1240.179172696914950.35834539382990.82082730308505
1250.1551863820878950.3103727641757900.844813617912105
1260.1243628190448060.2487256380896110.875637180955194
1270.09731904476253530.1946380895250710.902680955237465
1280.09474043605050620.1894808721010120.905259563949494
1290.132633760853390.265267521706780.86736623914661
1300.1146561010108530.2293122020217070.885343898989147
1310.09610701241889340.1922140248377870.903892987581107
1320.08526733619917320.1705346723983460.914732663800827
1330.08332499376890050.1666499875378010.9166750062311
1340.07409555307210050.1481911061442010.9259044469279
1350.1731010135385920.3462020270771850.826898986461408
1360.1380309681349250.2760619362698500.861969031865075
1370.1156667783362390.2313335566724780.884333221663761
1380.163171768623360.326343537246720.83682823137664
1390.3949034503525630.7898069007051260.605096549647437
1400.3404830589815740.6809661179631480.659516941018426
1410.4844937380520160.9689874761040310.515506261947984
1420.3932680680070860.7865361360141710.606731931992914
1430.5564286642972340.8871426714055310.443571335702766
1440.5025856130784580.9948287738430850.497414386921542
1450.4056433860077280.8112867720154570.594356613992272
1460.3008476352833820.6016952705667640.699152364716618
1470.292262080086770.584524160173540.70773791991323
1480.1744211088474480.3488422176948960.825578891152552


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level110.0797101449275362NOK
5% type I error level300.217391304347826NOK
10% type I error level390.282608695652174NOK