Multiple Linear Regression - Estimated Regression Equation
PerStandards[t] = + 18.3823499874315 + 0.313043159644399ParExpectations[t] -0.0318454635433938ParCriticism[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)18.38234998743151.30823814.051200
ParExpectations0.3130431596443990.1180362.65210.0088260.004413
ParCriticism-0.03184546354339380.150234-0.2120.8324050.416202


Multiple Linear Regression - Regression Statistics
Multiple R0.244201249146055
R-squared0.0596342500844937
Adjusted R-squared0.0475782789317307
F-TEST (value)4.94644930125161
F-TEST (DF numerator)2
F-TEST (DF denominator)156
p-value0.00826324483165364
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.11541833268082
Sum Squared Residuals2642.1202162626


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12421.44367918099912.55632081900086
22520.31888839659514.68111160340486
33023.44931999303916.55068000696088
41921.2580178755283-2.25801787552833
52221.85225873127370.147741268726262
62221.91594965836050.0840503416394744
72521.69844288934633.30155711065369
82321.47552464454261.52447535545745
91721.9159496583605-4.91594965836053
102122.2289928180049-1.22899281800492
111922.3828086599324-3.38280865993235
121923.0725859063079-4.07258590630794
131521.5073701080859-6.50737010808595
141621.2580178755283-5.25801787552833
152321.57106103517271.42893896482727
162722.95061552792394.0493844720761
172220.91312925234051.08687074765946
181421.5710610351727-7.57106103517273
192223.4811654565825-1.48116545658252
202323.3537836024089-0.353783602408943
212321.53921557162931.46078442837066
222123.6668267620533-2.66682676205334
231922.3509631963890-3.35096319638896
241821.2580178755283-3.25801787552833
252021.5710610351727-1.57106103517273
262322.79138821020690.208611789793066
272522.88692460083712.11307539916289
281922.1653018909181-3.16530189091814
292423.10443136985130.895568630148668
302222.2608382815483-0.260838281548318
312521.00866564297073.99133435702928
322623.50759944433642.49240055566363
332923.85789954331375.1421004566863
343221.915949658360510.0840503416395
352523.41747452949571.58252547050427
362921.00866564297077.99133435702928
372821.00866564297076.99133435702928
381721.9796405854473-4.97964058544731
392823.63498129850994.36501870149005
402921.91594965836057.08405034163947
412623.69867222559672.30132777440326
422522.47834505056252.52165494943746
431422.8232336737503-8.82323367375033
442523.23181322402491.76818677597509
452621.25801787552834.74198212447167
462021.5710610351727-1.57106103517273
471822.4464995870191-4.44649958701914
483221.008665642970710.9913343570293
492521.88410419481713.11589580518287
502523.48116545658251.51883454341748
512319.82018393147993.17981606852008
522121.8841041948171-0.884104194817132
532021.8841041948171-1.88410419481713
541520.1332270911243-5.13322709112431
553025.25847654802924.74152345197081
562421.88410419481712.11589580518287
572621.88410419481714.11589580518287
582422.57388144119271.42611855880728
592220.44627025076871.55372974923129
601422.1971473544615-8.19714735446153
612421.85225873127372.14774126872626
622422.26083828154831.73916171845168
632422.54203597764931.45796402235068
642420.60008609269613.39991390730386
651921.6665974258029-2.66659742580291
663121.04051110651419.95948889348588
672221.57106103517270.428938964827266
682722.19714735446154.80285264553847
691921.3217088026151-2.32170880261512
702521.57106103517273.42893896482727
712021.9159496583605-1.91594965836053
722120.97682017942730.0231798205726697
732722.79138821020694.20861178979307
742323.6668267620533-0.666826762053342
752522.88692460083712.11307539916289
762021.8841041948171-1.88410419481713
772122.2608382815483-1.26083828154832
782222.4783450505625-0.478345050562535
792321.25801787552831.74198212447166
802522.26083828154832.73916171845168
812522.13345642737472.86654357262526
821721.5710610351727-4.57106103517273
831922.1971473544615-3.19714735446153
842523.07258590630791.92741409369206
851920.7274679468697-1.72746794686972
862023.1681222969381-3.16812229693812
872621.66659742580294.33340257419709
882320.94497471588392.05502528411606
892722.94520405213444.05479594786564
901721.9159496583605-4.91594965836053
911722.5101905141059-5.51019051410593
921920.6956224833263-1.69562248332633
931721.0405111065141-4.04051110651412
942222.8869246008371-0.886924600837115
952121.5073701080859-0.507370108085946
963224.57411077744317.42588922255686
972122.4783450505625-1.47834505056254
982123.6349812985099-2.63498129850995
991821.9159496583605-3.91594965836053
1001822.1971473544615-4.19714735446153
1012322.75954274666350.24045725333646
1021921.9477951219039-2.94779512190392
1032024.0117153852411-4.01171538524113
1042122.7595427466635-1.75954274666354
1052021.5073701080859-1.50737010808595
1061721.6665974258029-4.66659742580291
1071821.2898633390717-3.28986333907173
1081922.1334564273747-3.13345642737474
1092222.7276972831201-0.727697283120146
1101521.9477951219039-6.94779512190392
1111421.9159496583605-7.91594965836053
1121823.0088949792212-5.00889497922115
1132420.84943832525383.15056167474624
1143523.666826762053311.3331732379467
1152920.53639516560948.46360483439064
1162122.2926837450917-1.29268374509171
1172523.44931999303911.55068000696088
1182021.0086656429707-1.00866564297072
1192222.7913882102069-0.791388210206934
1201320.7593134104131-7.75931341041311
1212620.44627025076875.55372974923129
1221721.9159496583605-4.91594965836053
1232522.41465412347572.58534587652425
1242020.0695361640375-0.0695361640375286
1251920.6637770197829-1.66377701978293
1262123.4493199930391-2.44931999303912
1272221.38539972970190.614600270298090
1282421.57106103517272.42893896482727
1292122.4783450505625-1.47834505056254
1302621.57106103517274.42893896482727
1312422.10161096383131.89838903616865
1321621.8841041948171-5.88410419481713
1332321.66659742580291.33340257419709
1341821.0723565700575-3.07235657005751
1351621.8841041948171-5.88410419481713
1362624.32475854488551.67524145511447
1371921.9477951219039-2.94779512190392
1382122.1653018909181-1.16530189091814
1392121.8522587312737-0.852258731273738
1402221.72487687710020.275123122899836
1412320.91312925234052.08687074765946
1422922.75954274666356.24045725333646
1432125.2584765480292-4.25847654802919
1442120.41442478722530.585575212774679
1452323.3537836024089-0.353783602408943
1462721.63475196225955.36524803774048
1472523.41747452949571.58252547050427
1482121.6029064987161-0.602906498716127
1491021.8522587312737-11.8522587312737
1502022.4464995870191-2.44649958701914
1512621.53921557162934.46078442837066
1522423.13627683339470.863723166605274
1532924.73333809516014.26666190483989
1541922.5738814411927-3.57388144119272
1552424.2292221542553-0.229222154255351
1561922.2608382815483-3.26083828154832
1572421.57106103517272.42893896482727
1582222.7595427466635-0.75954274666354
1591723.8206426039808-6.82064260398077


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.5680826324963410.8638347350073170.431917367503659
70.4227398078028730.8454796156057460.577260192197127
80.2816038402750790.5632076805501580.718396159724921
90.5195521125193620.9608957749612760.480447887480638
100.4438823037860130.8877646075720260.556117696213987
110.4579360955863420.9158721911726830.542063904413658
120.4443180941687480.8886361883374950.555681905831252
130.5676268051999360.8647463896001290.432373194800064
140.6083619828562470.7832760342875070.391638017143753
150.5365397018954510.9269205962090980.463460298104549
160.4819019853744830.9638039707489650.518098014625517
170.4141488968483050.828297793696610.585851103151695
180.584351473168920.8312970536621610.415648526831081
190.5216997678621120.9566004642757760.478300232137888
200.4515285538320580.9030571076641160.548471446167942
210.4001409520056030.8002819040112060.599859047994397
220.3409487876121270.6818975752242540.659051212387873
230.2863840020972540.5727680041945080.713615997902746
240.2584247367645970.5168494735291950.741575263235403
250.2098719532097550.4197439064195090.790128046790245
260.1669823780417190.3339647560834380.833017621958281
270.1346943922965940.2693887845931880.865305607703406
280.1143566147216880.2287132294433770.885643385278312
290.08974905146819260.1794981029363850.910250948531807
300.06714961792264340.1342992358452870.932850382077357
310.06621341572564360.1324268314512870.933786584274356
320.08447055689490690.1689411137898140.915529443105093
330.08506183234299930.1701236646859990.914938167657001
340.2785026813761760.5570053627523520.721497318623824
350.2358878041086050.4717756082172090.764112195891395
360.3528763555945250.7057527111890490.647123644405476
370.416340748471290.832681496942580.58365925152871
380.5006992351654760.9986015296690490.499300764834524
390.5236690756152410.9526618487695190.476330924384759
400.5989928850085780.8020142299828430.401007114991422
410.5596320920763710.8807358158472590.440367907923629
420.5220165281336280.9559669437327450.477983471866373
430.723447443427450.5531051131450990.276552556572550
440.6846610159402930.6306779681194140.315338984059707
450.6896459737637870.6207080524724270.310354026236213
460.6539553380122370.6920893239755260.346044661987763
470.658849435892860.6823011282142810.341150564107141
480.8468883579281270.3062232841437460.153111642071873
490.8293931075719880.3412137848560230.170606892428012
500.8003985133032480.3992029733935040.199601486696752
510.775915863306070.4481682733878590.224084136693929
520.7424624436350480.5150751127299040.257537556364952
530.7152849087927070.5694301824145860.284715091207293
540.7727375971059280.4545248057881440.227262402894072
550.8051827546026590.3896344907946820.194817245397341
560.7779243033860320.4441513932279360.222075696613968
570.7730059669568460.4539880660863090.226994033043154
580.7401523449913320.5196953100173360.259847655008668
590.7050854128152070.5898291743695860.294914587184793
600.8193420288875060.3613159422249890.180657971112494
610.7947229109550690.4105541780898630.205277089044931
620.7659089150373570.4681821699252870.234091084962643
630.7333796905276240.5332406189447510.266620309472376
640.7189928862216460.5620142275567070.281007113778354
650.7012963408082720.5974073183834550.298703659191728
660.856859417743160.2862811645136810.143140582256840
670.8299251806837210.3401496386325570.170074819316279
680.8395392255168720.3209215489662560.160460774483128
690.8226899409522320.3546201180955350.177310059047768
700.8133690614209710.3732618771580580.186630938579029
710.7905675622032990.4188648755934030.209432437796701
720.757344164232690.4853116715346190.242655835767309
730.7594463154304480.4811073691391050.240553684569552
740.7239272917417980.5521454165164050.276072708258202
750.6989995026832210.6020009946335570.301000497316779
760.6684744137212430.6630511725575140.331525586278757
770.6334648578459390.7330702843081230.366535142154061
780.5911621085528930.8176757828942130.408837891447107
790.555635879839160.8887282403216790.444364120160839
800.5363004040595190.9273991918809620.463699595940481
810.5142200620080050.971559875983990.485779937991995
820.5263270746637360.9473458506725280.473672925336264
830.5088030336966160.9823939326067680.491196966303384
840.475037766139130.950075532278260.52496223386087
850.4391928458467070.8783856916934140.560807154153293
860.4210967891974130.8421935783948270.578903210802587
870.4378660937856850.875732187571370.562133906214315
880.407029443080290.814058886160580.59297055691971
890.4052834811580340.8105669623160670.594716518841966
900.4211157351187910.8422314702375830.578884264881209
910.4526643815344320.9053287630688640.547335618465568
920.4142389077322860.8284778154645720.585761092267714
930.4071124394695180.8142248789390370.592887560530482
940.3655468196509870.7310936393019750.634453180349013
950.3232882187962770.6465764375925530.676711781203723
960.433200620728730.866401241457460.56679937927127
970.3926697196201150.785339439240230.607330280379885
980.3643247835349990.7286495670699980.635675216465001
990.3541244885243280.7082489770486560.645875511475672
1000.3496038258488760.6992076516977510.650396174151124
1010.3080751206901060.6161502413802110.691924879309894
1020.2833298981697490.5666597963394980.716670101830251
1030.2743853333514480.5487706667028970.725614666648552
1040.2410234155653030.4820468311306060.758976584434697
1050.2089134608384590.4178269216769170.791086539161541
1060.210812152727950.42162430545590.78918784727205
1070.1949389843644580.3898779687289150.805061015635542
1080.1786605895186790.3573211790373580.821339410481321
1090.1490528449030370.2981056898060730.850947155096963
1100.1958856007305390.3917712014610770.804114399269461
1110.2879671390716110.5759342781432220.712032860928389
1120.3043587105220820.6087174210441640.695641289477918
1130.2831137883909370.5662275767818740.716886211609063
1140.6149410788969980.7701178422060040.385058921103002
1150.7805491460926310.4389017078147370.219450853907369
1160.7440173418864150.511965316227170.255982658113585
1170.7075420215450960.5849159569098080.292457978454904
1180.6614693455872120.6770613088255760.338530654412788
1190.611623495577870.776753008844260.38837650442213
1200.7473755374660070.5052489250679850.252624462533993
1210.7801481912346820.4397036175306370.219851808765318
1220.7970638836270580.4058722327458840.202936116372942
1230.7856763616630440.4286472766739120.214323638336956
1240.7415104141775510.5169791716448980.258489585822449
1250.69787412089080.60425175821840.3021258791092
1260.6650480265328120.6699039469343760.334951973467188
1270.6100536481354070.7798927037291850.389946351864593
1280.5802535364843370.8394929270313250.419746463515663
1290.5247498353235430.9505003293529130.475250164676457
1300.5539729683522120.8920540632955760.446027031647788
1310.5320510529010960.9358978941978070.467948947098904
1320.5743608956486560.8512782087026870.425639104351344
1330.5150378181797260.9699243636405490.484962181820274
1340.4962104554921360.9924209109842710.503789544507864
1350.5562478178673340.8875043642653310.443752182132666
1360.4996390237759850.999278047551970.500360976224015
1370.4849936433676190.9699872867352370.515006356632381
1380.4187616868644930.8375233737289860.581238313135507
1390.3514034475296550.7028068950593090.648596552470345
1400.3071353873262620.6142707746525240.692864612673738
1410.2818324286966360.5636648573932720.718167571303364
1420.4123940771512420.8247881543024830.587605922848758
1430.3551635018731820.7103270037463640.644836498126818
1440.2825554019554090.5651108039108180.717444598044591
1450.2194332173343860.4388664346687730.780566782665614
1460.2608638953774650.521727790754930.739136104622535
1470.2038599533141220.4077199066282440.796140046685878
1480.1445681462167940.2891362924335880.855431853783206
1490.5720578144274820.8558843711450360.427942185572518
1500.4714205575112830.9428411150225660.528579442488717
1510.6118784906663380.7762430186673230.388121509333662
1520.4748408706437460.9496817412874920.525159129356254
1530.4846018219355820.9692036438711640.515398178064418


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