Multiple Linear Regression - Estimated Regression Equation
D[t] = + 7.47325443163413 + 0.246741956415152CM[t] -0.111829096401947PE[t] + 0.144344598465124PC[t] + 0.105802868004161O[t] -0.191710784726768PS[t] + 0.000784212218974911Time[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.473254431634131.574094.74775e-062e-06
CM0.2467419564151520.0398356.194100
PE-0.1118290964019470.073618-1.51910.1308260.065413
PC0.1443445984651240.0923781.56250.120240.06012
O0.1058028680041610.056381.87660.0624880.031244
PS-0.1917107847267680.056446-3.39630.0008720.000436
Time0.0007842122189749110.0004761.64920.1011780.050589


Multiple Linear Regression - Regression Statistics
Multiple R0.502906482662687
R-squared0.252914930304155
Adjusted R-squared0.223424730184582
F-TEST (value)8.57623648800857
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value4.93064412632194e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.46791871367676
Sum Squared Residuals925.774662152028


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11412.23321165410521.76678834589478
21111.7831286943728-0.783128694372844
368.03349367414476-2.03349367414476
41210.91484552966881.08515447033121
589.86354312917617-1.86354312917617
61010.2714153370361-0.271415337036119
7109.715029096545330.284970903454672
8119.703838968705021.29616103129498
91610.8004841512545.199515848746
101110.01580417178350.984195828216502
111312.38238202044430.61761797955569
121212.9655424769816-0.965542476981637
13812.9390061386545-4.93900613865447
141210.63501016347791.36498983652214
15119.154010410696451.84598958930355
1647.24158897138358-3.24158897138358
17910.9658984216116-1.96589842161164
1889.81213057849738-1.81213057849739
1989.9601736662382-1.96017366623820
201412.71145538507831.28854461492166
211512.22026265707372.77973734292628
221613.64929585191062.35070414808939
23911.6637059474469-2.66370594744695
241414.3583168219588-0.358316821958762
251111.3618526589849-0.361852658984872
2689.31473072224958-1.31473072224958
2799.53213907375598-0.53213907375598
28911.5887024539669-2.58870245396692
29910.4400601444275-1.44006014442754
3099.4395977278126-0.439597727812598
311011.7735460248492-1.77354602484916
321611.71428397286604.28571602713402
33119.122821217672611.87717878232739
3489.94729264202712-1.94729264202712
3598.802789517640460.197210482359536
361613.26478579481882.73521420518124
371112.6298061289154-1.62980612891540
38169.566362368155386.43363763184462
391212.6219141405575-0.62191414055751
401210.42050388641821.57949611358175
411412.42641333220571.57358666779426
42910.4443875981524-1.44438759815237
431010.6302760676848-0.630276067684837
4498.412856499510020.587143500489982
451010.0605970475122-0.0605970475122335
461210.21622274037441.78377725962557
471411.49762546267342.50237453732661
481412.05839591742471.94160408257527
491012.2699104652829-2.26991046528291
501410.08380795711603.91619204288402
511612.15371835676633.84628164323374
52910.4080720919727-1.40807209197273
531011.4860241642348-1.48602416423478
5469.04630480316662-3.04630480316662
55811.2012190384819-3.20121903848192
561312.40777062112570.592229378874306
571010.7955707721772-0.79557077217719
5888.97843353799814-0.978433537998137
5979.25669117887252-2.25669117887252
60159.937230973167115.06276902683289
6199.8233367355582-0.823336735558207
621010.2195910413457-0.21959104134575
631210.11375271880501.88624728119504
641310.48800741661832.51199258338166
65108.509228415053821.49077158494619
661111.7558457066626-0.755845706662588
67813.5390973756636-5.53909737566361
6899.1136956908828-0.113695690882795
69138.577000237649824.42299976235018
701110.38926318893480.610736811065243
71812.8169921451353-4.81699214513528
72910.9750928729583-1.97509287295826
73912.2008612179035-3.20086121790354
741512.31495013492602.68504986507395
75911.0627938181380-2.06279381813795
761011.5371291738712-1.53712917387119
77148.859106013917335.14089398608267
781210.86217357587631.13782642412371
791211.06523223219410.934767767805863
801111.5513942484139-0.551394248413907
811411.48181011956822.51818988043184
82611.5198774729132-5.51987747291315
831211.29714456900570.702855430994276
84810.0042506590629-2.00425065906291
851412.40709755134901.59290244865095
861110.89049955816900.109500441831029
87109.886054718501730.113945281498267
881410.16013267510953.83986732489046
891211.89021473647060.109785263529372
901011.0034395261537-1.00343952615374
911412.91979338826951.08020661173051
9258.99164437425524-3.99164437425524
931110.41571589871740.584284101282608
941010.3703698902126-0.370369890212591
95911.3849025088244-2.38490250882442
961011.2438482309453-1.24384823094527
971615.07660936876210.923390631237886
981312.70485082599880.295149174001184
99910.8939000661556-1.89390006615560
1001011.3417193884507-1.3417193884507
1011010.8830217158585-0.883021715858534
10279.46168471635747-2.46168471635747
10399.62973979688686-0.629739796886863
104810.2091805605624-2.20918056056239
1051412.75194907874751.24805092125254
1061411.67664240249192.32335759750806
107811.0316556205765-3.03165562057653
108911.5000012063194-2.50000120631942
1091411.74436944369462.25563055630543
1101410.72759457488173.27240542511827
11189.79765924036386-1.79765924036386
112813.5734367608051-5.57343676080506
113811.3361615474807-3.33616154748065
11478.4950420371341-1.4950420371341
11567.3474157870404-1.34741578704041
11689.34873114203093-1.34873114203093
11768.28221095627665-2.28221095627665
118119.85840824047611.14159175952389
1191411.78436346984902.21563653015099
1201111.1104437069811-0.110443706981125
1211111.9974163414266-0.997416341426569
122119.19606079188431.80393920811569
1231410.34708481919073.65291518080926
124810.3320739391197-2.33207393911968
1252011.40985508226548.59014491773456
1261110.25542953225680.744570467743242
12789.1165046294495-1.11650462944949
1281110.66097469123700.339025308763027
1291010.5694490964196-0.569449096419625
1301413.57021255693390.42978744306611
1311110.47737173936130.522628260638734
132910.6226581695311-1.62265816953110
13399.65307314391648-0.65307314391648
134810.1412980275125-2.14129802751249
1351011.9931543524394-1.99315435243945
1361310.62724213963252.37275786036745
1371310.26151140618832.7384885938117
138129.304699879988872.69530012001113
139810.2751602523702-2.27516025237017
1401310.93492768928832.06507231071165
1411412.43584763704571.56415236295426
1421211.59646018405430.403539815945664
1431410.82655299751643.17344700248358
1441511.24413827196793.75586172803209
1451314.1351354883011-1.13513548830110
1461611.73675165137554.26324834862451
147911.8970837246303-2.89708372463025
148910.4257500610686-1.42575006106859
149911.0490897011570-2.04908970115697
150811.3025504625713-3.30255046257126
15179.96492669641727-2.96492669641727
1521611.86681760396254.13318239603754
1531113.1669923249122-2.16699232491221
15499.96199394897339-0.961993948973386
155119.706373732278551.29362626772145
15699.79759721826525-0.797597218265245
1571412.43940448340541.56059551659457
1581310.96209092588382.0379090741162
1591614.22386209431911.77613790568094


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.1731972597704790.3463945195409580.826802740229521
110.2739078880380190.5478157760760380.726092111961981
120.1581922794378980.3163845588757960.841807720562102
130.8542897937234020.2914204125531970.145710206276598
140.795270669647720.4094586607045620.204729330352281
150.7213120265432440.5573759469135130.278687973456756
160.7662320923426190.4675358153147610.233767907657381
170.743049042463180.5139019150736410.256950957536820
180.7214586208361740.5570827583276530.278541379163826
190.6521737902023450.695652419595310.347826209797655
200.6393268064530780.7213463870938440.360673193546922
210.6268530997239560.7462938005520870.373146900276044
220.6140541254218080.7718917491563830.385945874578192
230.59341096917490.81317806165020.4065890308251
240.558192040568710.883615918862580.44180795943129
250.4854116459022760.9708232918045520.514588354097724
260.4186967095423330.8373934190846650.581303290457667
270.3525528183541990.7051056367083980.647447181645801
280.3500117355344410.7000234710688820.649988264465559
290.3026435429410810.6052870858821610.697356457058919
300.2474412660810390.4948825321620780.752558733918961
310.2350312130101940.4700624260203880.764968786989806
320.3014020511172220.6028041022344440.698597948882778
330.2674650997977210.5349301995954410.732534900202279
340.2520292774159760.5040585548319520.747970722584024
350.2089264290945470.4178528581890950.791073570905453
360.1787733488345030.3575466976690060.821226651165497
370.158705078415150.31741015683030.84129492158485
380.3406789381477610.6813578762955210.659321061852239
390.3702340026685790.7404680053371580.629765997331421
400.3449402871284430.6898805742568870.655059712871557
410.3264627410003820.6529254820007650.673537258999618
420.2906477749721760.5812955499443530.709352225027824
430.2504090670919320.5008181341838650.749590932908068
440.2119427968487880.4238855936975770.788057203151212
450.1749509207062220.3499018414124430.825049079293778
460.1501967763343950.3003935526687890.849803223665605
470.1531762016789140.3063524033578280.846823798321086
480.1562548055043730.3125096110087470.843745194495627
490.1510337426610090.3020674853220190.84896625733899
500.1670335796816650.334067159363330.832966420318335
510.2400208223589680.4800416447179370.759979177641032
520.2146104562890710.4292209125781430.785389543710929
530.189150306477050.37830061295410.81084969352295
540.2099670722152880.4199341444305750.790032927784712
550.231001344244210.462002688488420.76899865575579
560.1953551252426370.3907102504852740.804644874757363
570.165572256113680.331144512227360.83442774388632
580.1444139841101490.2888279682202990.85558601588985
590.1460269999357990.2920539998715980.853973000064201
600.2195586069364110.4391172138728220.780441393063589
610.1870849041201010.3741698082402030.812915095879899
620.1564321412977830.3128642825955660.843567858702217
630.1497788833730450.2995577667460910.850221116626955
640.1545284731069340.3090569462138680.845471526893066
650.1321641811631210.2643283623262430.867835818836879
660.1087588928308930.2175177856617860.891241107169107
670.2335616626036930.4671233252073870.766438337396307
680.1983284789857590.3966569579715180.80167152101424
690.2861830826869030.5723661653738060.713816917313097
700.2493860104025510.4987720208051020.750613989597449
710.3902454517332870.7804909034665730.609754548266713
720.4002703179232340.8005406358464690.599729682076766
730.4192500103047460.8385000206094920.580749989695254
740.4440392151430470.8880784302860940.555960784856953
750.4235685864744440.8471371729488870.576431413525556
760.3961725598059490.7923451196118980.603827440194051
770.5681012866225990.8637974267548020.431898713377401
780.5334061911175020.9331876177649960.466593808882498
790.4928777880345780.9857555760691560.507122211965422
800.4494739903866410.8989479807732820.550526009613359
810.4451060482585160.8902120965170330.554893951741484
820.631942719683470.736114560633060.36805728031653
830.5893913030445690.8212173939108630.410608696955432
840.5703478804495970.8593042391008060.429652119550403
850.5400856321299060.9198287357401890.459914367870094
860.4955030930871760.9910061861743530.504496906912824
870.4488739814469280.8977479628938560.551126018553072
880.5272409423366920.9455181153266150.472759057663308
890.482895481290960.965790962581920.51710451870904
900.4433053565665820.8866107131331650.556694643433418
910.4064753041567250.812950608313450.593524695843275
920.4678210174185600.9356420348371210.53217898258144
930.4263385860350820.8526771720701650.573661413964918
940.3842302318319930.7684604636639860.615769768168007
950.3793629151159780.7587258302319550.620637084884022
960.3447799925395240.6895599850790470.655220007460476
970.3240481434410550.6480962868821110.675951856558945
980.2830983398564330.5661966797128660.716901660143567
990.2650205561584950.530041112316990.734979443841505
1000.2370126394296380.4740252788592760.762987360570362
1010.2053820993997290.4107641987994580.794617900600271
1020.1985051463373490.3970102926746970.801494853662651
1030.1668023712108060.3336047424216110.833197628789194
1040.1590924420304450.3181848840608890.840907557969555
1050.1359274206036580.2718548412073160.864072579396342
1060.1320258579494560.2640517158989130.867974142050544
1070.142860866705680.285721733411360.85713913329432
1080.1466906482970190.2933812965940370.853309351702981
1090.1375319091407980.2750638182815960.862468090859202
1100.1609695006988010.3219390013976030.839030499301199
1110.1418288326316870.2836576652633730.858171167368313
1120.3355267188378840.6710534376757670.664473281162116
1130.4192809001459710.8385618002919410.580719099854029
1140.3827043597812570.7654087195625150.617295640218743
1150.36994742092090.73989484184180.6300525790791
1160.3275368718810420.6550737437620840.672463128118958
1170.3123145936093080.6246291872186160.687685406390692
1180.2734660211753570.5469320423507150.726533978824643
1190.2558232798272510.5116465596545020.744176720172749
1200.2141268135577130.4282536271154260.785873186442287
1210.1901797784078580.3803595568157170.809820221592142
1220.1787697441661250.3575394883322510.821230255833875
1230.1912911434528050.382582286905610.808708856547195
1240.2018492321290820.4036984642581630.798150767870918
1250.7691185737799350.461762852440130.230881426220065
1260.7332938810042250.533412237991550.266706118995775
1270.6822887437372810.6354225125254380.317711256262719
1280.6232155373310730.7535689253378530.376784462668927
1290.560820387121760.878359225756480.43917961287824
1300.4992803354183790.9985606708367580.500719664581621
1310.4406217387547720.8812434775095430.559378261245228
1320.3847523099291390.7695046198582780.615247690070861
1330.3219116707211220.6438233414422450.678088329278878
1340.2806241908308190.5612483816616370.719375809169182
1350.2475317652331580.4950635304663150.752468234766843
1360.2334558871375880.4669117742751750.766544112862412
1370.2672758841504230.5345517683008460.732724115849577
1380.2795016884342650.5590033768685310.720498311565735
1390.2802815386435020.5605630772870030.719718461356498
1400.2214133212840130.4428266425680260.778586678715987
1410.1663865199823440.3327730399646890.833613480017656
1420.1223870600650510.2447741201301020.87761293993495
1430.1555741805006880.3111483610013760.844425819499312
1440.1440268656132600.2880537312265210.85597313438674
1450.1357339665069970.2714679330139940.864266033493003
1460.1919302628412600.3838605256825190.80806973715874
1470.1550857987612120.3101715975224230.844914201238788
1480.09292565942030740.1858513188406150.907074340579693
1490.05636211653002680.1127242330600540.943637883469973


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