Multiple Linear Regression - Estimated Regression Equation
Q1_2[t] = + 1.40959032447186 + 0.214052726496256Q1_3[t] -0.221309515615679Q1_5[t] + 0.139321285447932Q1_7[t] -0.170063333558011Q1_8[t] + 0.0973404013927267Q1_12[t] + 0.533060442743739Q1_16[t] + 0.000288089514899795Q1_22[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.409590324471860.7439981.89460.0600180.030009
Q1_30.2140527264962560.0801172.67180.0083570.004179
Q1_5-0.2213095156156790.116417-1.9010.0591690.029584
Q1_70.1393212854479320.0734521.89680.059730.029865
Q1_8-0.1700633335580110.114261-1.48840.1386950.069348
Q1_120.09734040139272670.0979460.99380.3218730.160937
Q1_160.5330604427437390.0861516.187500
Q1_220.0002880895148997950.0998060.00290.9977010.49885


Multiple Linear Regression - Regression Statistics
Multiple R0.589668535792311
R-squared0.347708982103448
Adjusted R-squared0.318059390380877
F-TEST (value)11.7272772373036
F-TEST (DF numerator)7
F-TEST (DF denominator)154
p-value6.46072084720117e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.987559040203053
Sum Squared Residuals150.192020114564


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
176.302235684762630.69776431523737
255.08296998996925-0.0829699899692469
364.158536698051821.84146330194818
444.57517290520693-0.575172905206927
554.789225631703180.210774368296816
666.1093019091349-0.109301909134906
776.301947595247730.698052404752275
865.127535561937290.872464438062708
965.842290944363620.157709055636378
1065.052516031374070.947483968625932
1154.060896177042640.939103822957362
1255.4158012300747-0.415801230074696
1344.3798462136675-0.379846213667498
1465.381665344270270.618334655729733
1566.08818295826637-0.0881829582663672
1655.41962647583965-0.419626475839649
1734.06089617704264-1.06089617704264
1875.769175242018881.23082475798112
1935.76917524201888-2.76917524201888
2055.29154402633684-0.291544026336844
2133.90746327822184-0.90746327822184
2256.13070273930874-1.13070273930874
2321.939238575576900.060761424423105
2468.11940247417162-2.11940247417162
2532.510556943554580.489443056445417
2665.510556943554580.489443056445417
2765.634840264545170.365159735454828
2854.977784590325740.0222154096742560
2952.913194745926142.08680525407386
3076.724897759565740.275102240434261
3166.40226579573163-0.402265795731630
3254.816612306149750.183387693850248
3355.28872397395144-0.288723973951436
3445.18850115875027-1.18850115875027
3542.928258827636221.07174117236378
3666.02206207277889-0.0220620727788895
3754.956896049349480.0431039506505178
3854.302235684762620.697764315237376
3977.40589004331826-0.405890043318256
4055.09679351382721-0.0967935138272135
4154.734520856807280.265479143192721
4266.06786820259905-0.0678682025990474
4355.3550105141873-0.355010514187305
4464.113481628187051.88651837181295
4575.614487803217731.38551219678227
4654.123812603116040.876187396883964
4754.879078834084210.120921165915790
4853.789225631703181.21077436829682
4968.00440171474859-2.00440171474859
5022.25587709944454-0.255877099444545
5145.12333513532087-1.12333513532087
5242.800752557163211.19924744283679
5367.6446652607054-1.64466526070540
5432.629565867056050.370434132943947
5565.180598480876870.819401519123126
5665.912906656411240.0870933435887634
5754.768887152503980.231112847496015
58610.1267289730152-4.12672897301521
5910.691654820418180.30834517958182
6052.454635334338452.54536466566155
6177.1817915471502-0.181791547150197
6243.977496500810840.0225034991891557
6353.763155684799691.23684431520031
6466.34806553811466-0.348065538114661
6543.405890043318260.594109956681744
6665.682916875510530.317083124489466
6766.27647994462676-0.276479944626764
6854.882452697816060.117547302183942
6956.84075990327575-1.84075990327575
7032.957472228379280.0425277716207182
7154.41580123007470.584198769925304
7266.68291687551053-0.682916875510534
7354.950032520946370.0499674790536287
7465.866515643411610.133484356588389
7566.35120899195423-0.351208991954231
7643.997834980010040.00216501998995678
7743.333167111152970.666832888847027
7864.769175242018881.23082475798112
7977.66578421157393-0.665784211573933
8045.47143474977593-1.47143474977593
8154.052227941859170.947772058140831
8265.371523747621550.628476252378449
8366.938950486062-0.938950486061995
8457.09861025070913-2.09861025070913
8531.510845033069481.48915496693052
8676.652462916915360.347537083084645
8765.867185255697470.132814744302533
8844.86661147038852-0.866611470388524
8943.928835006666020.0711649933339847
9055.83215565814372-0.832155658143717
9131.764974815402461.23502518459754
9276.82424666984150.175753330158494
9365.629565867056050.370434132943947
9466.5121987995109-0.512198799510906
9544.23611479927515-0.236114799275146
9654.585288384602910.414711615397093
9765.786929033305240.213070966694757
9853.689518922188341.31048107781166
9965.912679572470850.0873204275291543
10067.37181183713645-1.37181183713645
10144.12667129339259-0.126671293392593
10254.108233347950670.891766652049334
10366.58557647411781-0.585576474117807
10455.00823854892092-0.00823854892092293
10555.9816098360907-0.981609836090697
10644.74494814925004-0.744948149250038
10742.765740372712531.23425962728747
10866.88427182841883-0.884271828418827
10954.585576474117810.414423525882193
11067.30223568476262-1.30223568476262
11154.652462916915360.347537083084645
11266.038980597031-0.0389805970310015
11355.2121757960212-0.212175796021199
11443.769175242018880.230824757981116
11566.02905688963615-0.0290568896361497
11642.61791934657221.38208065342780
11755.19824725049979-0.198247250499793
11854.030847509265330.969152490734675
11966.87995180677858-0.879951806778578
12033.71449419065486-0.71449419065486
12154.691597140795560.308402859204443
12242.320301289095761.67969871090424
12354.302235684762620.697764315237376
12455.57860777451328-0.578607774513283
12575.340781699511471.65921830048853
12654.273563574727580.726436425272415
12776.908039457251640.0919605427483604
12854.585576474117810.414423525882193
12943.960124232295440.0398757677045588
13067.07749129984059-1.07749129984059
13143.479803880192580.520196119807415
13244.6683999713198-0.668399971319801
13343.289465807729630.710534192270373
13443.280305190391720.719694809608282
13565.545557539597880.454442460402119
13667.56697010771707-1.56697010771707
13754.629565867056050.370434132943947
13833.29154402633684-0.291544026336844
13966.59285938048997-0.592859380489967
14055.11156950602239-0.111569506022393
14145.73369769340686-1.73369769340686
14255.23220246217362-0.232202462173619
14320.8798942766939281.12010572330607
14455.83817521536291-0.838175215362912
14578.24985123179654-1.24985123179654
14643.429741955235630.570258044764371
14743.222579364932080.777420635067921
14877.15167316964871-0.151673169648707
14965.840759903275750.159240096724248
15055.72719435796368-0.727194357963679
15154.427733446352590.572266553647411
15255.30223568476262-0.302235684762623
15376.799629200614060.200370799385937
15466.0012698493164-0.00126984931639935
15569.46160735989486-3.46160735989486
15654.688988834373780.31101116562622
15721.824246669841510.175753330158494
15844.44596709915498-0.445967099154975
15965.1218040942330.878195905767004
16054.698853929914980.301146070085020
16155.94422488355112-0.944224883551115
16254.966891965212310.0331080347876898
1634NANA
1644NANA


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.03964787849043190.07929575698086370.960352121509568
120.09629101069055590.1925820213811120.903708989309444
130.3114657847002620.6229315694005250.688534215299738
140.2006153153317950.4012306306635890.799384684668205
150.1320270954283620.2640541908567240.867972904571638
160.08967749613844430.1793549922768890.910322503861556
170.1208002831477690.2416005662955390.87919971685223
180.08135411844641320.1627082368928260.918645881553587
190.827155547647750.3456889047044990.172844452352249
200.7761014747174160.4477970505651670.223898525282584
210.730469019701770.539061960596460.26953098029823
220.7207220808050130.5585558383899730.279277919194987
230.6517335699126690.6965328601746620.348266430087331
240.6387256098831420.7225487802337160.361274390116858
250.5958641427675840.8082717144648320.404135857232416
260.5405854991378580.9188290017242850.459414500862142
270.4708768344641280.9417536689282570.529123165535872
280.4071314332091090.8142628664182170.592868566790891
290.603088502627330.7938229947453390.396911497372669
300.5397450741169580.9205098517660840.460254925883042
310.5042307674354020.9915384651291960.495769232564598
320.5123067842484840.9753864315030320.487693215751516
330.465021891548610.930043783097220.53497810845139
340.4389654100440330.8779308200880650.561034589955967
350.4053178942520580.8106357885041160.594682105747942
360.3493770982800120.6987541965600230.650622901719988
370.3337918017704530.6675836035409060.666208198229547
380.2936096839307720.5872193678615440.706390316069228
390.2587526551355720.5175053102711430.741247344864428
400.2142309302197940.4284618604395880.785769069780206
410.1754297625408150.3508595250816310.824570237459185
420.1417576747985270.2835153495970550.858242325201472
430.1124434311144080.2248868622288170.887556568885592
440.2326919073827140.4653838147654280.767308092617286
450.2514708313860390.5029416627720790.74852916861396
460.3093836706724730.6187673413449470.690616329327527
470.2675104615043910.5350209230087810.73248953849561
480.2648868167217330.5297736334434650.735113183278267
490.5427387971186940.9145224057626120.457261202881306
500.5019673965850430.9960652068299140.498032603414957
510.5633403117857770.8733193764284450.436659688214223
520.5574590930779880.8850818138440240.442540906922012
530.6492620633312030.7014758733375940.350737936668797
540.6054416431280890.7891167137438220.394558356871911
550.6142171921673060.7715656156653890.385782807832694
560.5661241425098790.8677517149802410.433875857490121
570.5185808666400260.9628382667199470.481419133359973
580.9691839590891820.06163208182163570.0308160409108179
590.9615945379081430.07681092418371360.0384054620918568
600.9930355494290390.01392890114192210.00696445057096103
610.990935243041240.01812951391752140.00906475695876071
620.9876728453332940.02465430933341160.0123271546667058
630.9898738484882570.02025230302348590.0101261515117430
640.9868598011158510.02628039776829790.0131401988841490
650.9840387456917620.03192250861647660.0159612543082383
660.9793238015566370.04135239688672660.0206761984433633
670.9734552355284150.05308952894316910.0265447644715846
680.9654813311161720.06903733776765520.0345186688838276
690.9803665022868580.03926699542628480.0196334977131424
700.974068385796740.05186322840651990.0259316142032599
710.9688366549280820.06232669014383630.0311633450719182
720.9633592584386160.07328148312276730.0366407415613836
730.9536967018738980.09260659625220450.0463032981261023
740.9416512900135170.1166974199729660.058348709986483
750.9284326563597520.1431346872804960.0715673436402482
760.911032630219820.1779347395603610.0889673697801805
770.9021630129194370.1956739741611250.0978369870805625
780.9124247424647160.1751505150705670.0875752575352835
790.9020590405254850.1958819189490310.0979409594745153
800.9276199676808020.1447600646383950.0723800323191975
810.9262814060152070.1474371879695860.0737185939847931
820.9158944274454660.1682111451090680.0841055725545342
830.9138085335321130.1723829329357740.0861914664678869
840.9645874496479720.07082510070405640.0354125503520282
850.9750835131190370.0498329737619270.0249164868809635
860.9688987239394960.06220255212100820.0311012760605041
870.959603584754410.08079283049117970.0403964152455899
880.9571300333677550.08573993326448960.0428699666322448
890.945161171734850.1096776565302990.0548388282651495
900.945487927725210.1090241445495780.0545120722747892
910.9519554463685760.0960891072628480.048044553631424
920.939431412805020.1211371743899610.0605685871949807
930.9279359812676320.1441280374647370.0720640187323684
940.9152281558433950.1695436883132090.0847718441566046
950.895490752968010.2090184940639790.104509247031989
960.8764646485930790.2470707028138430.123535351406921
970.8504411104601290.2991177790797430.149558889539871
980.8690157445546980.2619685108906040.130984255445302
990.8414885622623860.3170228754752280.158511437737614
1000.8618755660750430.2762488678499140.138124433924957
1010.8333754281504050.333249143699190.166624571849595
1020.8290923343849260.3418153312301480.170907665615074
1030.8058627243260390.3882745513479230.194137275673961
1040.770040845896730.459918308206540.22995915410327
1050.7827094734856190.4345810530287620.217290526514381
1060.7760436992435480.4479126015129040.223956300756452
1070.8060901769729250.3878196460541490.193909823027075
1080.7875843994596350.424831201080730.212415600540365
1090.7569781747830880.4860436504338250.243021825216912
1100.772047173441460.4559056531170810.227952826558540
1110.7400821541680360.5198356916639270.259917845831964
1120.7022540883687390.5954918232625220.297745911631261
1130.6621048736271860.6757902527456280.337895126372814
1140.6217774929165270.7564450141669460.378222507083473
1150.5747124725466410.8505750549067180.425287527453359
1160.680980695694350.6380386086113010.319019304305651
1170.6346509159558120.7306981680883770.365349084044188
1180.6157637302825970.7684725394348060.384236269717403
1190.5782164002960090.8435671994079830.421783599703991
1200.548897624654040.9022047506919190.451102375345960
1210.4978984681211060.9957969362422120.502101531878894
1220.5395967842089660.9208064315820690.460403215791034
1230.5239267467302950.952146506539410.476073253269705
1240.476704761945340.953409523890680.52329523805466
1250.651815744026860.6963685119462810.348184255973141
1260.6269516131769190.7460967736461620.373048386823081
1270.5784737939574250.843052412085150.421526206042575
1280.5392797581090490.9214404837819020.460720241890951
1290.4855566895025070.9711133790050130.514443310497493
1300.4632187235744110.9264374471488220.536781276425589
1310.4094389958367410.8188779916734820.590561004163259
1320.3537084406603840.7074168813207680.646291559339616
1330.3605705098756930.7211410197513870.639429490124306
1340.3185785589931680.6371571179863370.681421441006832
1350.2982587001857220.5965174003714440.701741299814278
1360.357824817665810.715649635331620.64217518233419
1370.3448027021260510.6896054042521030.655197297873949
1380.2814020895533810.5628041791067610.71859791044662
1390.2254659421110320.4509318842220630.774534057888968
1400.1998726654757250.399745330951450.800127334524275
1410.2331175385747130.4662350771494250.766882461425287
1420.1839403016239750.3678806032479510.816059698376025
1430.1721491539619650.3442983079239290.827850846038035
1440.1787074684877890.3574149369755780.821292531512211
1450.1378933159510690.2757866319021390.86210668404893
1460.1198408729954350.239681745990870.880159127004565
1470.09220402526067870.1844080505213570.907795974739321
1480.05626605615473630.1125321123094730.943733943845264
1490.03358637493269290.06717274986538580.966413625067307
1500.01683667750939650.03367335501879300.983163322490604
1510.1204748036126560.2409496072253120.879525196387344
1520.5585513161570830.8828973676858340.441448683842917
1530.4336426259487520.8672852518975050.566357374051248


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level100.06993006993007NOK
10% type I error level250.174825174825175NOK