Multiple Linear Regression - Estimated Regression Equation
D[t] = + 7.47561072472881 + 0.248860445943252CM[t] -0.105949734415458PE[t] + 0.147529539189439PC[t] -0.192213547252973PS[t] + 0.109733980302453`O `[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.475610724728811.5829114.72275e-063e-06
CM0.2488604459432520.0400376.215700
PE-0.1059497344154580.073943-1.43290.1539410.07697
PC0.1475295391894390.0928761.58850.1142460.057123
PS-0.1922135472529730.056762-3.38639e-040.00045
`O `0.1097339803024530.0566451.93720.054560.02728


Multiple Linear Regression - Regression Statistics
Multiple R0.489435601598432
R-squared0.239547208112019
Adjusted R-squared0.214695809684307
F-TEST (value)9.63918424183727
F-TEST (DF numerator)5
F-TEST (DF denominator)153
p-value5.12764863902504e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.48174999937267
Sum Squared Residuals942.339708086094


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11412.29312717286231.7068728271377
21111.8542529115495-0.85425291154948
368.06227222418893-2.06227222418893
41210.94766187021821.05233812978182
589.86771537760797-1.86771537760797
61010.1722752103671-0.172275210367124
7109.815501548018540.184498451981458
8119.798257711867741.20174228813226
91610.86292597640135.13707402359868
101110.06846354793810.93153645206192
111312.46801729933280.53198270066718
121213.0446779919111-1.04467799191107
13813.0401936526073-5.0401936526073
141210.64643066955751.35356933044252
15119.216542628658631.78345737134137
1647.34559388921211-3.34559388921211
17911.0418798989866-2.04187989898656
1889.84912475091086-1.84912475091086
19810.0892984205506-2.08929842055058
201412.78573201422131.21426798577868
211512.24066353886462.75933646113537
221613.81079071214162.18920928785844
23911.7886240057284-2.7886240057284
241414.3750612147334-0.375061214733429
251111.4470289360053-0.44702893600527
2689.4086016367344-1.40860163673439
2799.57702770843313-0.577027708433134
28911.6336575242935-2.63365752429346
29910.4938670504230-1.49386705042302
3099.50925250089076-0.509252500890762
311011.7568378002112-1.75683780021115
321611.78656257954444.21343742045556
33119.177553570830221.82244642916978
34810.0509478301168-2.05094783011685
3598.731933578433420.268066421566578
361612.64966523783793.35033476216208
371112.6518033098243-1.65180330982433
38169.323564668306196.67643533169381
391212.3345724892786-0.334572489278588
401210.40812051127091.59187948872914
411412.55523100999551.44476899000448
42910.5135529720010-1.51355297200096
431010.7205770525910-0.720577052591042
4498.467233116696030.53276688330397
451010.0998879313339-0.0998879313338787
461210.12238521132491.87761478867509
471411.61859043037722.38140956962284
481412.10241708141731.89758291858266
491012.3199460232452-2.3199460232452
50149.930037175714054.06996282428595
511612.21905574437433.7809442556257
52910.4610692871838-1.46106928718378
531011.5899396475331-1.58993964753306
5469.04003585641422-3.04003585641422
55811.2797735574175-3.27977355741749
561312.42398211448310.576017885516867
571010.8246452755993-0.824645275599276
5888.9091416916669-0.909141691666905
5979.15425950080064-2.15425950080064
60159.82730075734655.1726992426535
6199.8928317189735-0.892831718973498
621010.2300011704603-0.230001170460275
631210.21279600455761.78720399544244
641310.45575712227612.54424287772387
65108.40823995068841.59176004931160
661111.8100631875226-0.810063187522588
67813.6099912716085-5.60999127160853
6899.12149677428637-0.121496774286373
69138.632326738954954.36767326104505
701110.40561970477630.594380295223702
71812.7748897940749-4.77488979407492
72910.7705154168815-1.77051541688151
73912.3432616515329-3.34326165153293
741512.51126332882672.48873667117329
75911.1799243643951-2.17992436439510
761011.5683831232456-1.56838312324565
77148.925492224975635.07450777502436
781210.95106714811911.04893285188092
791211.08607200896430.913927991035738
801111.5603427842052-0.560342784205158
811411.45482861275892.54517138724108
82611.5553411712160-5.55534117121603
831211.26666002449910.733339975500887
84810.0611961307754-2.06119613077543
851412.40021087240691.59978912759315
861110.82853569541520.171464304584769
87109.909944005595810.0900559944041932
881410.19657995960673.80342004039329
891212.0383027999684-0.0383027999683501
901011.0020524420421-1.00205244204212
911413.00890757491080.991092425089237
9258.98335267342666-3.98335267342666
931110.49772918968480.502270810315231
941010.2124533208687-0.212453320868745
95911.4401404868287-2.44014048682872
961011.4379445722869-1.43794457228688
971613.74161913510702.25838086489298
981312.82375200191720.176247998082808
99910.8098388947891-1.80983889478915
1001011.3785320767880-1.37853207678798
1011010.9689523566192-0.968952356619233
10279.47465402457373-2.47465402457373
10399.8265428213743-0.8265428213743
104810.2188112017114-2.21881120171137
1051412.84726377845961.15273622154039
1061411.64770189192352.35229810807650
107811.0805233342968-3.08052333429676
108911.5401625785906-2.54016257859058
1091411.80641633494812.19358366505185
1101410.74122910547213.25877089452788
11189.86606244753663-1.86606244753663
112813.6926336074711-5.69263360747113
113810.9525118828595-2.95251188285949
11478.55085509620331-1.55085509620331
11567.44027047059843-1.44027047059843
11689.4148100433135-1.41481004331350
11768.31398706901332-2.31398706901332
118119.878542611848731.12145738815127
1191411.84055919747662.15944080252337
1201111.1231055546712-0.123105554671159
1211111.9576290110093-0.957629011009308
122119.20908031081361.7909196891864
1231410.36967612917003.63032387082997
124810.3570748050233-2.35707480502332
1252011.48036020640788.51963979359218
1261110.31930752669050.680692473309466
12789.14405571417421-1.14405571417421
1281110.70756723233170.292432767668276
1291010.6161673181472-0.616167318147203
1301413.44859195478560.551408045214404
1311110.5581054305360.441894569463994
132910.5952141906548-1.59521419065478
13399.71061082418663-0.710610824186625
134810.1579861032424-2.15798610324236
1351012.0589843809759-2.05898438097594
1361310.71887836091522.28112163908477
1371310.11150138210102.88849861789897
138129.295575308630782.70442469136922
139810.3597383804300-2.35973838042996
1401311.01433939692891.98566060307107
1411412.43100648340811.56899351659186
1421211.66742817500660.332571824993391
1431410.91691389589673.08308610410328
1441511.29481067952253.70518932047750
1451310.51659551539372.48340448460630
1461611.85614356507834.14385643492171
147911.9965118610340-2.99651186103404
148910.4782744530865-1.47827445308649
149911.0181531709424-2.01815317094243
150811.2929483065479-3.29294830654791
151710.0317337558054-3.03173375580541
1521611.94923416719554.05076583280446
1531113.3481625806087-2.34816258060872
154910.0171718546235-1.0171718546235
155119.833263436725081.16673656327492
15699.86642518204478-0.866425182044775
1571412.47898283927281.52101716072717
1581311.02203943823141.97796056176859
1591614.46476152485541.53523847514457


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.4760910550835970.9521821101671940.523908944916403
100.3201550270949720.6403100541899440.679844972905028
110.3248035770065450.649607154013090.675196422993455
120.2332662135478370.4665324270956750.766733786452163
130.7935649342439490.4128701315121020.206435065756051
140.7182915930166480.5634168139667040.281708406983352
150.6411679409241770.7176641181516470.358832059075823
160.6876981015960450.6246037968079090.312301898403955
170.6671424506926950.665715098614610.332857549307305
180.6450498443546720.7099003112906560.354950155645328
190.576319759185510.847360481628980.42368024081449
200.5750993130201880.8498013739596240.424900686979812
210.5854050607462210.8291898785075580.414594939253779
220.5551267227454320.8897465545091360.444873277254568
230.5580177092238270.8839645815523470.441982290776173
240.5100359875155980.9799280249688030.489964012484402
250.439543343723470.879086687446940.56045665627653
260.3772782191390640.7545564382781270.622721780860936
270.3140968973300820.6281937946601640.685903102669918
280.3066929128411300.6133858256822590.69330708715887
290.2602298920831540.5204597841663080.739770107916846
300.2100381752477290.4200763504954590.78996182475227
310.1928814458251930.3857628916503850.807118554174807
320.2628840279305760.5257680558611510.737115972069424
330.2353967668760130.4707935337520270.764603233123987
340.2350070384630680.4700140769261360.764992961536932
350.191405880321680.382811760643360.80859411967832
360.2123026424518890.4246052849037780.787697357548111
370.2096481166990310.4192962333980620.790351883300969
380.6065409214176030.7869181571647940.393459078582397
390.5541357040779070.8917285918441860.445864295922093
400.5209909649787230.9580180700425550.479009035021278
410.4812581833942130.9625163667884260.518741816605787
420.4465859091935910.8931718183871810.553414090806409
430.3991132253500860.7982264507001730.600886774649914
440.3504186908920970.7008373817841930.649581309107903
450.3018315748208290.6036631496416580.69816842517917
460.285300856623610.570601713247220.71469914337639
470.2768806420432340.5537612840864690.723119357956766
480.2559988860107950.511997772021590.744001113989205
490.2566997297984690.5133994595969370.743300270201531
500.3202450943021860.6404901886043720.679754905697814
510.3708248884582010.7416497769164030.629175111541799
520.3408376593679330.6816753187358670.659162340632067
530.31493367978370.62986735956740.6850663202163
540.331760994229210.663521988458420.66823900577079
550.3516627269695550.7033254539391110.648337273030445
560.3078419809111960.6156839618223930.692158019088804
570.2702389864801310.5404779729602630.729761013519869
580.2356656989729700.4713313979459410.76433430102703
590.2232941948092940.4465883896185880.776705805190706
600.3579269921742770.7158539843485540.642073007825723
610.3174180963853760.6348361927707520.682581903614624
620.2763943664137750.5527887328275490.723605633586225
630.2565355137038470.5130710274076940.743464486296153
640.2678282665258510.5356565330517010.732171733474149
650.2440103072898300.4880206145796590.75598969271017
660.2123243296541300.4246486593082590.78767567034587
670.3900405194804410.7800810389608820.609959480519559
680.3452248333952000.6904496667904010.6547751666048
690.4348223328023870.8696446656047730.565177667197613
700.391410429384710.782820858769420.60858957061529
710.5189491596785230.9621016806429540.481050840321477
720.4964641348828470.9929282697656940.503535865117153
730.531641361916030.936717276167940.46835863808397
740.5317925426496880.9364149147006240.468207457350312
750.5199119996504820.9601760006990360.480088000349518
760.4924269756511760.9848539513023520.507573024348824
770.6444577932175810.7110844135648380.355542206782419
780.6084456071006020.7831087857987960.391554392899398
790.5690317708749190.8619364582501630.430968229125081
800.5262010242553750.947597951489250.473798975744625
810.5276742274230920.9446515451538160.472325772576908
820.6994931577085780.6010136845828440.300506842291422
830.6612887997968870.6774224004062250.338711200203113
840.6442793134014980.7114413731970050.355720686598502
850.6158431184276730.7683137631446540.384156881572327
860.571432471276690.857135057446620.42856752872331
870.525199918237690.9496001635246190.474800081762309
880.5947034542766060.8105930914467870.405296545723394
890.5501320021921650.899735995615670.449867997807835
900.5095759725822580.9808480548354840.490424027417742
910.4695217894787720.9390435789575430.530478210521228
920.5280562790193020.9438874419613960.471943720980698
930.4842672576452030.9685345152904060.515732742354797
940.437200214778860.874400429557720.56279978522114
950.4339313969345890.8678627938691790.566068603065411
960.4041008758601180.8082017517202350.595899124139882
970.3881945294911070.7763890589822140.611805470508893
980.3435949807408430.6871899614816870.656405019259157
990.3201680745847980.6403361491695950.679831925415202
1000.2903850907658410.5807701815316820.709614909234159
1010.2563523177064830.5127046354129670.743647682293517
1020.2485215058385210.4970430116770430.751478494161478
1030.2138548464631060.4277096929262110.786145153536894
1040.2040883099245410.4081766198490810.79591169007546
1050.1751053196910620.3502106393821240.824894680308938
1060.1705582360070890.3411164720141780.829441763992911
1070.1845784174631280.3691568349262550.815421582536872
1080.1892484344544850.3784968689089690.810751565545515
1090.1767211157757230.3534422315514460.823278884224277
1100.2020290859471660.4040581718943320.797970914052834
1110.1813187487825350.362637497565070.818681251217465
1120.4064985654256340.8129971308512680.593501434574366
1130.4654861537006640.9309723074013280.534513846299336
1140.4296490704198640.8592981408397280.570350929580136
1150.4221359960815160.8442719921630320.577864003918484
1160.3797399711744270.7594799423488540.620260028825573
1170.3654728599611790.7309457199223590.634527140038821
1180.3234207292343250.646841458468650.676579270765675
1190.3023314100445040.6046628200890080.697668589955496
1200.2575413582707120.5150827165414240.742458641729288
1210.2292171408644750.458434281728950.770782859135525
1220.2159628943072020.4319257886144040.784037105692798
1230.2278811625212090.4557623250424190.77211883747879
1240.2414529895261970.4829059790523950.758547010473803
1250.7909565384385380.4180869231229240.209043461561462
1260.7545370211290950.4909259577418090.245462978870905
1270.707232254855740.5855354902885210.292767745144261
1280.6506107075469150.6987785849061690.349389292453085
1290.5912115626811260.8175768746377490.408788437318874
1300.529775510485170.940448979029660.47022448951483
1310.4735939314960030.9471878629920050.526406068503997
1320.4183883637591680.8367767275183360.581611636240832
1330.3562589083787210.7125178167574420.643741091621279
1340.3167361894820380.6334723789640760.683263810517962
1350.2853675651239470.5707351302478950.714632434876053
1360.2626906262701630.5253812525403270.737309373729837
1370.2989576152246360.5979152304492730.701042384775364
1380.3079749035670510.6159498071341020.692025096432949
1390.3283313735041990.6566627470083990.671668626495801
1400.2653169781260990.5306339562521970.734683021873901
1410.2082087039308980.4164174078617960.791791296069102
1420.1580485502325650.316097100465130.841951449767435
1430.1844470314786920.3688940629573830.815552968521308
1440.1735916470909880.3471832941819750.826408352909012
1450.156255031298020.312510062596040.84374496870198
1460.2732007710779960.5464015421559910.726799228922004
1470.2397919065037310.4795838130074610.76020809349627
1480.1592210510123050.3184421020246110.840778948987695
1490.1125894178601900.2251788357203800.88741058213981
1500.1609994603014610.3219989206029220.839000539698539


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