Multiple Linear Regression - Estimated Regression Equation
D[t] = + 6.49442505844273 + 0.199709095209500CM[t] -0.152437526053681PE[t] + 0.153754981742715PC[t] + 0.0350480394488463O[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)6.494425058442731.6081824.03848.5e-054.2e-05
CM0.1997090952095000.0385615.17911e-060
PE-0.1524375260536810.075086-2.03020.0440610.022031
PC0.1537549817427150.0959611.60230.1111470.055573
O0.03504803944884630.0539190.650.5166520.258326


Multiple Linear Regression - Regression Statistics
Multiple R0.427261498314918
R-squared0.182552387942309
Adjusted R-squared0.161319982434317
F-TEST (value)8.59781939797614
F-TEST (DF numerator)4
F-TEST (DF denominator)154
p-value2.73614794954469e-06
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.56470383287756
Sum Squared Residuals1012.96668555803


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11412.36693936346281.63306063653715
21112.4562345175697-1.45623451756966
369.40428257425454-3.40428257425454
41210.60095827294211.39904172705789
5810.3096460447821-2.30964604478208
6109.953198285366110.046801714633887
71010.3030150892343-0.303015089234263
81110.44027142279990.559728577200115
91610.10728019964325.89271980035681
10119.860277696726551.13972230327345
111311.63982161119461.36017838880540
121212.2151120253752-0.215112025375229
13811.7195281469725-3.71952814697252
141210.32057395735131.67942604264866
15119.814345421811091.18565457818891
1648.20073634169008-4.20073634169008
17911.4011339480205-2.40113394802047
1889.46386502732262-1.46386502732262
1989.81460683869148-1.81460683869148
201412.48623465517151.51376534482854
211512.32956150661902.67043849338104
221612.93292441474633.06707558525372
23911.2890142841718-2.28901428417177
241413.19717651066560.802823489334384
251110.82347003934220.176529960657836
2689.62815547344627-1.62815547344627
2799.96572690905612-0.965726909056124
28910.9315760016011-1.93157600160113
29910.6389244792007-1.63892447920074
3099.63642663608614-0.636426636086139
311011.8544286434604-1.85442864346044
321612.04450962436973.95549037563026
331110.34262568371630.657374316283711
34811.6103879844562-3.61038798445623
3599.41784539820187-0.417845398201869
361613.34695728678992.65304271321009
371113.4064742242040-2.40647422420402
38168.801224760110267.19877523988974
391212.7573572849677-0.757357284967684
401211.54029190555850.459708094441463
411412.13110435144451.86889564855548
42910.9437995313081-1.94379953130811
43109.628482405980630.371517594019369
4499.02535907618238-0.0253590761823804
451011.0003764633611-1.00037646336111
46129.919489540157622.08051045984238
471410.73318436208073.26681563791933
481413.47657030310170.523429696898287
491012.4928832681393-2.49288326813925
501410.30859000597343.69140999402656
511612.38084677736453.61915322263549
52910.3311312602836-1.33113126028360
531010.8707416084980-0.870741608497983
5468.95238850757755-2.95238850757755
55812.2038395228516-4.20383952285163
561312.10404421920380.89595578079617
571011.2351117594681-1.23511175946814
5889.44894107058361-1.44894107058361
5979.42023655011952-2.42023655011952
60159.099473037801155.90052696219885
61910.3202251862657-1.32022518626566
621010.4703110563730-0.470311056372986
631210.21240247943841.78759752056159
641311.09463634624101.90536365375896
65108.389583039984281.61041696001572
661112.7342671772141-1.73426717721407
67813.0797870240608-5.07978702406078
68910.2732587110929-1.27325871109288
69138.566162531468874.43383746853113
701110.91803501620510.081964983794875
71812.1043711517382-4.10437115173819
72910.7993499124626-1.79934991246258
73912.4941788852770-3.49417888527697
741512.03952305704532.96047694295469
75911.1990295197620-2.19902951976197
761011.2245326179846-1.22453261798456
77148.907686334145835.09231366585417
781210.77913847554751.22086152445255
791211.01095560484470.98904439515531
801111.7981786439418-0.798178643941795
811411.58989329210942.41010670789061
82610.5536648652350-4.55366486523497
831210.70772494096071.29227505903928
84810.4283093099733-2.42830930997330
851411.58330601366422.41669398633578
861110.16675345995470.833246540045342
871010.6214311267376-0.621431126737633
881410.36455675006043.63544324993963
891212.5709059197225-0.570905919722476
901010.2719412554038-0.271941255403843
911411.62392896985222.37607103014776
9259.03569863933689-4.03569863933689
93119.892712663348651.10728733665135
941010.2249529416797-0.224952941679739
95911.0959319633787-2.09593196337875
961012.2405277693925-2.24052776939253
971612.81127746709133.1887225329087
981312.12318195989030.876818040109663
99910.2719412554038-1.27194125540384
1001010.8022899178237-0.802289917823686
1011011.0747300033089-1.07473000330895
10279.31934989282313-2.31934989282313
10399.6906124162215-0.690612416221491
104810.1112325667103-2.11123256671029
1051411.96486442311442.03513557688556
1061411.10483515253602.89516484746398
107810.8360423401348-2.83604234013482
108911.3690259139327-2.36902591393273
1091411.62790317547072.37209682452934
110149.718768083242134.28123191675787
11189.00359060524915-1.00359060524915
112812.3334920351347-4.33349203513474
113811.7086439115059-3.7086439115059
114711.0303984395142-4.03039843951424
11569.56971641339212-3.56971641339212
11689.31801059858277-1.31801059858277
11769.41817233073623-3.41817233073623
1181110.10598458250550.894015417494522
1191411.42553733033182.57446266966823
1201110.33975119400920.660248805990849
1211112.6050029319880-1.60500293198795
122119.098155582112111.90184441788789
1231411.11111733699822.88888266300185
124810.3741672069406-2.3741672069406
1252011.02188351741408.97811648258605
126119.933313780985351.06668621901465
12789.4218590997916-1.42185909979160
1281110.95308305565400.0469169443460286
1291010.2501072688166-0.250107268816644
1301413.51425325392860.485746746071372
1311111.2285068236030-0.228506823602986
13299.82656895151806-0.826568951518058
13399.89269082479732-0.892690824797324
13489.73895768160593-1.73895768160593
1351010.8952105064633-0.895210506463252
1361310.94671769811792.05328230188211
137139.883429139002783.11657086099722
138129.946920282035322.05307971796468
139810.2851771468168-2.28517714681681
1401311.58331019479561.41668980520444
1411412.98822756821291.01177243178710
1421212.5077417092243-0.507741709224296
1431411.05452274752522.94547725247484
1441511.23118123095243.76881876904764
1451310.55923978197412.44076021802585
1461612.37285887015633.62714112984365
147912.1436766522372-3.14367665223718
148910.5890398372182-1.58903983721818
14999.69993961767-0.699939617670003
150810.9924103947043-2.99241039470428
151710.9666458796013-3.9666458796013
1521611.71847210816394.28152789183612
1531112.974860645492-1.97486064549199
154910.0970061521426-1.09700615214265
1551110.13963199319130.860368006808658
15699.56633055718845-0.566330557188446
1571412.48065973843231.51934026156772
1581310.91006894754832.08993105245171
1591612.95013451177773.04986548822233


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.2669434620135040.5338869240270090.733056537986496
90.9019544080636520.1960911838726970.0980455919363483
100.841208729400620.3175825411987610.158791270599381
110.7954734167480.4090531665040010.204526583252000
120.7131607261755160.5736785476489690.286839273824484
130.7930321262806130.4139357474387740.206967873719387
140.730236194729650.53952761054070.26976380527035
150.6491306027866050.7017387944267910.350869397213395
160.7033720684209920.5932558631580150.296627931579008
170.7218337120588240.5563325758823530.278166287941176
180.6751081110102950.649783777979410.324891888989705
190.6050399788550010.7899200422899970.394960021144999
200.5685994992127460.8628010015745080.431400500787254
210.5494090709533110.9011818580933770.450590929046689
220.5298330976599810.9403338046800390.470166902340019
230.5161460912712410.9677078174575190.483853908728759
240.4528915946628620.9057831893257250.547108405337138
250.3858371915935680.7716743831871350.614162808406432
260.3285941225581070.6571882451162150.671405877441893
270.2723303710210310.5446607420420610.727669628978969
280.2451950836752430.4903901673504850.754804916324757
290.2080080614153690.4160161228307370.791991938584631
300.1651979867669820.3303959735339650.834802013233018
310.1542896032668880.3085792065337750.845710396733112
320.1906217805033490.3812435610066980.809378219496651
330.1569679566684020.3139359133368030.843032043331598
340.1955457986526700.3910915973053410.80445420134733
350.1570148379188360.3140296758376720.842985162081164
360.1554459933178610.3108919866357220.844554006682139
370.1680072199597080.3360144399194150.831992780040292
380.617209331802850.7655813363943010.382790668197150
390.573540186823990.852919626352020.42645981317601
400.5211332443082420.9577335113835150.478866755691758
410.4966105871898410.9932211743796810.503389412810159
420.473274636731760.946549273463520.52672536326824
430.4208455071438450.841691014287690.579154492856155
440.3706631727029100.7413263454058190.62933682729709
450.3271924897021580.6543849794043160.672807510297842
460.3173419064417620.6346838128835250.682658093558238
470.3417083727373780.6834167454747570.658291627262622
480.2975835406255260.5951670812510520.702416459374474
490.2964127516206910.5928255032413810.70358724837931
500.3415938042743040.6831876085486070.658406195725696
510.3961996070407960.7923992140815920.603800392959204
520.3609591475731840.7219182951463680.639040852426816
530.3191609301986970.6383218603973940.680839069801303
540.3256007557863370.6512015115726740.674399244213663
550.4096887561455790.8193775122911580.590311243854421
560.3668573946184430.7337147892368850.633142605381557
570.331973804849140.663947609698280.66802619515086
580.3011673775845290.6023347551690590.69883262241547
590.2924356718981580.5848713437963160.707564328101842
600.4855912158979260.9711824317958510.514408784102074
610.448231864555890.896463729111780.55176813544411
620.4027765853855870.8055531707711730.597223414614413
630.3822801562462960.7645603124925910.617719843753704
640.3630370207234860.7260740414469720.636962979276514
650.3357710291414420.6715420582828840.664228970858558
660.3111283553714830.6222567107429670.688871644628517
670.4381829519855380.8763659039710760.561817048014462
680.4040184794695650.808036958939130.595981520530435
690.4910176227348730.9820352454697460.508982377265127
700.4443144808845170.8886289617690350.555685519115483
710.5147664922656630.9704670154686750.485233507734337
720.4919461578256730.9838923156513460.508053842174327
730.5293544357506580.9412911284986840.470645564249342
740.5459893559728110.9080212880543780.454010644027189
750.5328910135641840.9342179728716320.467108986435816
760.4979593621614470.9959187243228940.502040637838553
770.6367510441414210.7264979117171570.363248955858579
780.6025792499394750.794841500121050.397420750060525
790.5636926111287430.8726147777425140.436307388871257
800.5247085893500520.9505828212998950.475291410649948
810.5177227329477980.9645545341044040.482277267052202
820.6139895213347230.7720209573305540.386010478665277
830.5798066820082730.8403866359834550.420193317991727
840.5725900391151870.8548199217696270.427409960884813
850.5628985790873730.8742028418252540.437101420912627
860.522489091285690.955021817428620.47751090871431
870.4787677514735610.9575355029471220.521232248526439
880.5278789044295240.9442421911409510.472121095570476
890.485624558151220.971249116302440.51437544184878
900.4395421973993780.8790843947987550.560457802600622
910.4310677650834820.8621355301669640.568932234916518
920.4884974775383270.9769949550766540.511502522461673
930.4518038372761690.9036076745523380.548196162723831
940.4054943503605680.8109887007211350.594505649639432
950.3895746277703560.7791492555407120.610425372229644
960.3845566247344880.7691132494689750.615443375265512
970.3972333270318460.7944666540636910.602766672968154
980.3556968181434410.7113936362868820.644303181856559
990.3215116730608320.6430233461216640.678488326939168
1000.2837170610805940.5674341221611870.716282938919406
1010.2516148594572860.5032297189145710.748385140542714
1020.2398159878856990.4796319757713990.7601840121143
1030.2055098523706870.4110197047413730.794490147629313
1040.1931254765749190.3862509531498390.80687452342508
1050.1763853501202330.3527707002404660.823614649879767
1060.1825323783977330.3650647567954660.817467621602267
1070.1866757129805150.3733514259610300.813324287019485
1080.1823248036841970.3646496073683950.817675196315803
1090.1727280766762270.3454561533524550.827271923323773
1100.2344217412479150.4688434824958290.765578258752085
1110.2005429760386190.4010859520772390.79945702396138
1120.2890126074978290.5780252149956580.710987392502171
1130.3645710518279080.7291421036558160.635428948172092
1140.4520551831606430.9041103663212850.547944816839357
1150.5434119512200940.9131760975598130.456588048779906
1160.4986325447560840.9972650895121680.501367455243916
1170.5200104962628560.9599790074742890.479989503737144
1180.4713005317717970.9426010635435950.528699468228203
1190.4555951688087770.9111903376175540.544404831191223
1200.4096494165949590.8192988331899180.590350583405041
1210.3817009137364340.7634018274728670.618299086263566
1220.3651317242883280.7302634485766560.634868275711672
1230.3550213483885560.7100426967771120.644978651611444
1240.3714591514183860.7429183028367720.628540848581614
1250.8879528356689090.2240943286621830.112047164331091
1260.8642019267447870.2715961465104260.135798073255213
1270.8315738306449980.3368523387100040.168426169355002
1280.7888014454115460.4223971091769090.211198554588454
1290.740357774068280.5192844518634410.259642225931721
1300.6871873280878750.6256253438242510.312812671912125
1310.6358321339687440.7283357320625130.364167866031256
1320.5780303858964830.8439392282070340.421969614103517
1330.5148787700863790.9702424598272410.485121229913621
1340.4670790209218570.9341580418437140.532920979078143
1350.4163713319240130.8327426638480270.583628668075987
1360.3812882134547730.7625764269095460.618711786545227
1370.430010625865820.860021251731640.56998937413418
1380.4166673195936650.833334639187330.583332680406335
1390.4336839695246890.8673679390493780.566316030475311
1400.3619303852806910.7238607705613820.638069614719309
1410.2913488195244590.5826976390489180.708651180475541
1420.2448634162807560.4897268325615130.755136583719244
1430.2303894797359330.4607789594718670.769610520264067
1440.2435468686517700.4870937373035410.75645313134823
1450.2142421327334540.4284842654669090.785757867266546
1460.2884900704698980.5769801409397960.711509929530102
1470.3205215644794340.6410431289588690.679478435520566
1480.2307917467747150.461583493549430.769208253225285
1490.1495430675617540.2990861351235080.850456932438246
1500.1649302798042870.3298605596085730.835069720195713
1510.4968480048416170.9936960096832350.503151995158383


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