Multiple Linear Regression - Estimated Regression Equation

Y[t] = -0.216966647663763 + 0.360374452098849X1[t] + 0.139026563992538X2[t] + 0.0835584328678894X3[t] + 0.440407549873858X4[t] -0.0776309220351274X5[t] + e[t]

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.D.	T-STAT H0: parameter = 0	2-tail p-value	1-tail p-value
(Intercept)	-0.216966647663763	0.339069	-0.6399	0.523202	0.261601
X1	0.360374452098849	0.057889	6.2252	0	0
X2	0.139026563992538	0.073702	1.8863	0.061145	0.030572
X3	0.0835584328678894	0.074741	1.118	0.265333	0.132666
X4	0.440407549873858	0.074485	5.9127	0	0
X5	-0.0776309220351274	0.068675	-1.1304	0.260074	0.130037

Multiple Linear Regression - Regression Statistics
Multiple R	0.638298402197689
R-squared	0.407424850248123
Adjusted R-squared	0.388059649275839
F-TEST (value)	21.0390199839005
F-TEST (DF numerator)	5
F-TEST (DF denominator)	153
p-value	5.55111512312578e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.497192288158996
Sum Squared Residuals	37.8216262249311

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	2.67	2.77533367772469	-0.105333677724692
2	2.78	2.41074567258854	0.36925432741146
3	1.89	2.52902965786729	-0.639029657867289
4	2	2.20550473111726	-0.205504731117258
5	2	2.16224216782134	-0.16224216782134
6	1.78	2.17178284685851	-0.391782846858507
7	2.22	2.32192036439803	-0.101920364398025
8	1.78	2.4869398387404	-0.7069398387404
9	2	2.48970703415709	-0.48970703415709
10	1.89	2.27926112424257	-0.389261124242571
11	2.56	2.47718077145792	0.0828192285420817
12	3.33	2.4785494896314	0.851450510368596
13	2.56	1.67610345234838	0.883896547651618
14	2	2.12378268647696	-0.123782686476957
15	1.67	2.41107375734351	-0.741073757343511
16	1.33	1.98148266588964	-0.651482665889637
17	2.33	2.15649889492491	0.173501105075092
18	1.67	1.70231081873076	-0.03231081873076
19	2.22	2.19505585009078	0.0249441499092237
20	3.44	2.93724981135155	0.502750188648446
21	3	2.8055350744053	0.194464925594695
22	3.78	3.01752416073607	0.762475839263932
23	2.33	2.1765113885936	0.153488611406395
24	3.44	2.32403490018434	1.11596509981566
25	2.11	2.14406758886262	-0.0340675888626247
26	1.78	2.24728557340878	-0.467285573408785
27	2.22	2.39802447574726	-0.17802447574726
28	2.33	2.02633218190964	0.303667818090356
29	2.44	2.44003881296032	-3.88129603165992e-05
30	1.89	2.16623586045046	-0.276235860450458
31	2.67	2.25685254669177	0.413147453308229
32	2.78	3.38264884446783	-0.602648844467834
33	2.89	2.96940125743846	-0.0794012574384616
34	2.78	2.67261482567188	0.107385174328116
35	1.89	2.55511938701276	-0.665119387012756
36	3.56	3.08726198928571	0.472738010714292
37	3.67	2.62637327572299	1.04362672427701
38	1.44	2.44792781772315	-1.00792781772315
39	3.56	3.09205235323611	0.467947646763895
40	2.78	2.87000854481692	-0.0900085448169176
41	3.22	2.99949304708145	0.220506952918553
42	2.44	2.44608524434564	-0.00608524434564125
43	2	1.92928563068506	0.0707143693149406
44	1.89	2.41813743707477	-0.528137437074767
45	2.22	2.46572505494169	-0.245725054941691
46	1.67	2.2729766629049	-0.6029766629049
47	2.22	2.46383811106635	-0.243838111066346
48	3.67	3.12206821395363	0.547931786046366
49	3.22	2.45967862355637	0.760321376443634
50	2.56	2.96380823570237	-0.403808235702373
51	2.89	2.58553330853655	0.304466691463455
52	2	2.10535545035758	-0.105355450357583
53	2.22	2.08177928863642	0.13822071136358
54	1.22	1.30918293503971	-0.0891829350397122
55	3.11	3.21973934661944	-0.109739346619443
56	2.89	2.59067148361304	0.299328516386964
57	2.44	2.46932296277517	-0.0293229627751708
58	1.89	2.24408669721329	-0.354086697213292
59	1.33	1.71222756666654	-0.382227566666535
60	1.56	2.33656401773723	-0.776564017737226
61	1.89	2.30242304827434	-0.412423048274343
62	2.33	2.37085040619262	-0.0408504061926172
63	2.11	2.54771983549399	-0.437719835493987
64	2	2.56477350592513	-0.564773505925133
65	1.11	1.99045399321542	-0.880453993215423
66	3.22	2.69160978764506	0.528390212354943
67	3.44	2.0491135815167	1.3908864184833
68	2.11	2.55072671706517	-0.440726717065172
69	1	2.22742461421608	-1.22742461421608
70	2.22	2.49557241029063	-0.275572410290627
71	3.11	1.95833337640515	1.15166662359485
72	2.11	2.01424716049106	0.0957528395089405
73	3.33	2.56279328559	0.767206714409996
74	3.22	3.01633327615721	0.20366672384279
75	2.89	2.38482721900129	0.505172780998712
76	2.56	2.17260746741752	0.387392532582481
77	1.44	2.52865235509974	-1.08865235509974
78	2.33	2.51379358022805	-0.183793580228048
79	2.11	2.38331018800897	-0.273310188008968
80	3.11	2.54821928047126	0.561780719528738
81	2.56	2.83762488712413	-0.277624887124132
82	2	1.53061879078525	0.469381209214753
83	2.33	2.3013416170384	0.0286583829615991
84	2.22	2.41929460838894	-0.199294608388945
85	2.56	2.21539978915521	0.344600210844785
86	2.33	2.31421726240173	0.0157827375982743
87	2.33	2.41766428634331	-0.0876642863433097
88	1.67	2.53569210125988	-0.865692101259885
89	3.11	3.01656388709069	0.093436112909305
90	2.11	1.96234261275479	0.147657387245212
91	2.89	2.36040183765006	0.529598162349939
92	1.11	1.46426234116734	-0.354262341167339
93	1.78	1.90162286667844	-0.12162286667844
94	2.44	2.35075556008975	0.0892444399102509
95	2.11	2.08051389297546	0.0294861070245435
96	3.44	3.19507696046712	0.244923039532881
97	3.44	2.79931371859859	0.640686281401414
98	3.22	2.75493567313293	0.465064326867069
99	2.11	1.93390605671242	0.176093943287585
100	2.44	2.0983127950242	0.3416872049758
101	2.56	2.48717786869275	0.0728221313072546
102	1.67	1.79448627942836	-0.124486279428358
103	2.22	2.38336392570546	-0.16336392570546
104	2	2.16607519643393	-0.16607519643393
105	2.56	2.44370669684509	0.116293303154914
106	2.78	2.33076345765631	0.449236542343687
107	2.33	1.84021453585422	0.489785464145777
108	2.67	2.16366817317931	0.506331826820692
109	2.78	2.80238079652749	-0.022380796527489
110	1.89	2.17410926717325	-0.284109267173246
111	1.44	1.6183983445312	-0.178398344531196
112	3.11	2.02066627494903	1.08933372505097
113	2.33	2.23590268779756	0.094097312202441
114	2.78	3.12631220427894	-0.346312204278936
115	1	2.3017840483425	-1.3017840483425
116	1.78	1.98039832548046	-0.200398325480461
117	2.11	2.35477711850275	-0.244777118502746
118	1.89	2.16312412988436	-0.273124129884356
119	2.78	2.72178611907598	0.0582138809240194
120	2.22	1.73076297281317	0.489237027186827
121	3.22	2.40126524422861	0.818734755771389
122	1.56	2.11686989106866	-0.556869891068656
123	2.44	2.98956893444633	-0.549568934446332
124	1.67	1.73179643037957	-0.0617964303795683
125	2.11	2.82335888800903	-0.713358888009026
126	2.22	2.43776649714552	-0.217766497145517
127	1.67	1.93774983585031	-0.267749835850306
128	2.22	2.42149440578267	-0.201494405782667
129	2	2.24633109292469	-0.246331092924691
130	3.67	2.8275103063471	0.842489693652895
131	2.44	2.64302298233732	-0.203022982337319
132	1.78	1.83148155096471	-0.0514815509647076
133	1.89	2.11698129809999	-0.226981298099985
134	1.78	1.67210947636967	0.107890523630329
135	2.33	1.89595695971783	0.434043040282172
136	2.89	3.06825918596047	-0.178259185960469
137	2	2.3482452143226	-0.348245214322604
138	2	2.56639579777148	-0.566395797771483
139	1.89	2.03615144554984	-0.146151445549843
140	2.44	2.74828138357633	-0.308281383576326
141	3.33	2.75065901456468	0.579340985435324
142	3.33	3.02851425538898	0.301485744611022
143	2.67	3.32104261600875	-0.651042616008752
144	2.33	2.4442217398624	-0.114221739862402
145	2.33	2.8207616848349	-0.490761684834899
146	3.22	3.04517670518964	0.174823294810365
147	3.44	2.58073759128435	0.859262408715652
148	2.22	2.10867324710564	0.111326752894362
149	1.78	1.57686979259688	0.203130207403119
150	2.44	2.10300734014503	0.336992659854974
151	2.22	2.25656008440865	-0.0365600844086538
152	3.11	3.03660723917036	0.0733927608296406
153	4.22	2.95253182494365	1.26746817505635
154	2.44	2.14673051412749	0.29326948587251
155	2.22	2.85382118408923	-0.633821184089225
156	1.89	2.00247881827629	-0.112478818276291
157	3.11	2.7173934491284	0.392606550871604
158	2.44	2.67820031853983	-0.238200318539832
159	3.44	2.89874521119134	0.541254788808662

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
9	0.213914533504365	0.42782906700873	0.786085466495635
10	0.103674339229257	0.207348678458515	0.896325660770743
11	0.23040843780071	0.46081687560142	0.76959156219929
12	0.652406760115806	0.695186479768388	0.347593239884194
13	0.666813009586893	0.666373980826214	0.333186990413107
14	0.641707144109755	0.716585711780489	0.358292855890244
15	0.645932871197808	0.708134257604385	0.354067128802192
16	0.581013347277822	0.837973305444357	0.418986652722178
17	0.495952354345927	0.991904708691854	0.504047645654073
18	0.4651119891909	0.9302239783818	0.5348880108091
19	0.401169778327927	0.802339556655854	0.598830221672073
20	0.435009261113867	0.870018522227733	0.564990738886133
21	0.394813697998086	0.789627395996173	0.605186302001914
22	0.400009069203689	0.800018138407378	0.599990930796311
23	0.338659943227518	0.677319886455036	0.661340056772482
24	0.600113845928922	0.799772308142156	0.399886154071078
25	0.530211989085808	0.939576021828384	0.469788010914192
26	0.499958693214714	0.999917386429427	0.500041306785286
27	0.438206384653251	0.876412769306502	0.561793615346749
28	0.391236757217297	0.782473514434595	0.608763242782703
29	0.331086324099912	0.662172648199825	0.668913675900088
30	0.279169872896638	0.558339745793275	0.720830127103362
31	0.340635398513716	0.681270797027432	0.659364601486284
32	0.400734364523601	0.801468729047203	0.599265635476399
33	0.357466852591406	0.714933705182812	0.642533147408594
34	0.368888955661906	0.737777911323812	0.631111044338094
35	0.383166828367579	0.766333656735158	0.616833171632421
36	0.374960486994901	0.749920973989802	0.625039513005099
37	0.555846272861847	0.888307454276306	0.444153727138153
38	0.761225769445785	0.47754846110843	0.238774230554215
39	0.75816710415581	0.48366579168838	0.24183289584419
40	0.71645993342239	0.567080133155221	0.28354006657761
41	0.691674408127364	0.616651183745272	0.308325591872636
42	0.642449688217542	0.715100623564917	0.357550311782458
43	0.59400650507189	0.81198698985622	0.40599349492811
44	0.580411555337072	0.839176889325856	0.419588444662928
45	0.546217164137437	0.907565671725126	0.453782835862563
46	0.567801386790791	0.864397226418419	0.432198613209209
47	0.527004721977711	0.945990556044577	0.472995278022289
48	0.518098066250446	0.96380386749911	0.481901933749554
49	0.582287685374829	0.835424629250342	0.417712314625171
50	0.560658852357121	0.878682295285758	0.439341147642879
51	0.525244088579245	0.94951182284151	0.474755911420755
52	0.475927593756266	0.951855187512532	0.524072406243734
53	0.437525139155515	0.87505027831103	0.562474860844485
54	0.390688518579317	0.781377037158635	0.609311481420683
55	0.347979786712239	0.695959573424478	0.652020213287761
56	0.320809086790988	0.641618173581976	0.679190913209012
57	0.277701480864341	0.555402961728682	0.722298519135659
58	0.253853814070854	0.507707628141709	0.746146185929146
59	0.234246442377129	0.468492884754257	0.765753557622871
60	0.292391587801294	0.584783175602588	0.707608412198706
61	0.280581578759664	0.561163157519327	0.719418421240337
62	0.243157332006569	0.486314664013138	0.756842667993431
63	0.230670207601977	0.461340415203953	0.769329792398023
64	0.265075174520626	0.530150349041253	0.734924825479374
65	0.3416973519365	0.683394703873001	0.6583026480635
66	0.344015714228578	0.688031428457157	0.655984285771422
67	0.676060056971544	0.647879886056912	0.323939943028456
68	0.669284550546907	0.661430898906186	0.330715449453093
69	0.845153476896679	0.309693046206643	0.154846523103321
70	0.82558688510356	0.34882622979288	0.17441311489644
71	0.930938168018634	0.138123663962732	0.0690618319813658
72	0.914700518228473	0.170598963543053	0.0852994817715266
73	0.937471372301013	0.125057255397974	0.062528627698987
74	0.925504607849663	0.148990784300674	0.074495392150337
75	0.927475137402538	0.145049725194924	0.072524862597462
76	0.92135979714713	0.15728040570574	0.07864020285287
77	0.970618219539936	0.0587635609201277	0.0293817804600638
78	0.96339098074384	0.07321803851232	0.03660901925616
79	0.95615491023777	0.0876901795244605	0.0438450897622303
80	0.958809779857824	0.0823804402843522	0.0411902201421761
81	0.951104465668324	0.097791068663353	0.0488955343316765
82	0.95079758933412	0.0984048213317613	0.0492024106658806
83	0.938135175180862	0.123729649638276	0.0618648248191382
84	0.92554708941661	0.14890582116678	0.07445291058339
85	0.91750226940211	0.16499546119578	0.0824977305978902
86	0.902438409340973	0.195123181318053	0.0975615906590265
87	0.8817937473565	0.236412505287001	0.118206252643501
88	0.925132401160953	0.149735197678094	0.0748675988390469
89	0.90941944406885	0.181161111862299	0.0905805559311496
90	0.890345237614264	0.219309524771472	0.109654762385736
91	0.892252183606677	0.215495632786646	0.107747816393323
92	0.881727629569269	0.236544740861463	0.118272370430731
93	0.860680619778083	0.278638760443834	0.139319380221917
94	0.834244650492111	0.331510699015778	0.165755349507889
95	0.80260689869766	0.39478620260468	0.19739310130234
96	0.774138451139077	0.451723097721847	0.225861548860923
97	0.792542146728634	0.414915706542731	0.207457853271366
98	0.787254318354797	0.425491363290406	0.212745681645203
99	0.753472559030936	0.493054881938128	0.246527440969064
100	0.729696231361559	0.540607537276882	0.270303768638441
101	0.68855320386068	0.622893592278641	0.31144679613932
102	0.650582825690919	0.698834348618162	0.349417174309081
103	0.612912206288403	0.774175587423195	0.387087793711597
104	0.571141982573687	0.857716034852626	0.428858017426313
105	0.525841817775981	0.948316364448037	0.474158182224019
106	0.506455371766822	0.987089256466357	0.493544628233179
107	0.502845304274143	0.994309391451715	0.497154695725857
108	0.515722713733246	0.968554572533509	0.484277286266754
109	0.465612427071962	0.931224854143924	0.534387572928038
110	0.44215144117773	0.88430288235546	0.55784855882227
111	0.402862059065549	0.805724118131098	0.597137940934451
112	0.627016416835166	0.745967166329669	0.372983583164835
113	0.618705079529067	0.762589840941866	0.381294920470933
114	0.59019976732862	0.819600465342761	0.40980023267138
115	0.790856394365981	0.418287211268037	0.209143605634019
116	0.768862942412738	0.462274115174523	0.231137057587262
117	0.758178538392075	0.483642923215849	0.241821461607924
118	0.73164739270579	0.536705214588419	0.26835260729421
119	0.68424321436467	0.631513571270661	0.31575678563533
120	0.69262613619288	0.614747727614241	0.307373863807121
121	0.744060439103157	0.511879121793687	0.255939560896843
122	0.748484082697425	0.50303183460515	0.251515917302575
123	0.754800397920494	0.490399204159012	0.245199602079506
124	0.705646412197117	0.588707175605765	0.294353587802883
125	0.748694891327312	0.502610217345377	0.251305108672688
126	0.722183754724737	0.555632490550526	0.277816245275263
127	0.711373217355495	0.57725356528901	0.288626782644505
128	0.677955171177694	0.644089657644612	0.322044828822306
129	0.652646037319432	0.694707925361136	0.347353962680568
130	0.725038745898242	0.549922508203517	0.274961254101758
131	0.672175381238835	0.655649237522329	0.327824618761165
132	0.611605960384688	0.776788079230624	0.388394039615312
133	0.611274215461097	0.777451569077806	0.388725784538903
134	0.552056016063216	0.895887967873568	0.447943983936784
135	0.510957869753659	0.978084260492681	0.489042130246341
136	0.482805571494661	0.965611142989322	0.517194428505339
137	0.488165618959138	0.976331237918277	0.511834381040862
138	0.531794875235959	0.936410249528082	0.468205124764041
139	0.46421279106608	0.92842558213216	0.53578720893392
140	0.3900803480841	0.7801606961682	0.6099196519159
141	0.501502200891913	0.996995598216175	0.498497799108087
142	0.448832931405856	0.897665862811713	0.551167068594144
143	0.37835813076096	0.75671626152192	0.62164186923904
144	0.298580028253468	0.597160056506937	0.701419971746532
145	0.356986235371026	0.713972470742053	0.643013764628974
146	0.264382584575563	0.528765169151126	0.735617415424437
147	0.341586892893946	0.683173785787893	0.658413107106054
148	0.235739310940021	0.471478621880043	0.764260689059979
149	0.146765436085882	0.293530872171764	0.853234563914118
150	0.0921983424101697	0.184396684820339	0.90780165758983

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	0	0	OK
5% type I error level	0	0	OK
10% type I error level	6	0.0422535211267606	OK