Multiple Linear Regression - Estimated Regression Equation
YT[t] = + 18.5439219142398 + 0.0622101960213318G[t] + 0.730621258268541X1[t] -0.0488988052248012X1_G[t] -0.23865725478243X2[t] -0.105245492279363X2_G[t] + 0.247229909963782X3[t] -0.501008474019651X3_G[t] + 0.334674427648451X4[t] + 0.172083243211216X4_G[t] -0.52672682818197X5[t] + 0.133226980233375`X5_G `[t] -0.0211658458013016t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)18.54392191423981.19709115.490800
G0.06221019602133180.0745090.83490.4051210.20256
X10.7306212582685410.1173886.22400
X1_G-0.04889880522480120.121642-0.4020.6882810.34414
X2-0.238657254782430.137157-1.740.0839610.041981
X2_G-0.1052454922793630.166405-0.63250.5280710.264036
X30.2472299099637820.1862111.32770.1863540.093177
X3_G-0.5010084740196510.097517-5.13761e-060
X40.3346744276484510.0893263.74670.0002570.000129
X4_G0.1720832432112160.0865761.98770.048720.02436
X5-0.526726828181970.093813-5.614600
`X5_G `0.1332269802333750.0918531.45040.1490820.074541
t-0.02116584580130160.010826-1.95510.0524820.026241


Multiple Linear Regression - Regression Statistics
Multiple R0.849135511888232
R-squared0.72103111754969
Adjusted R-squared0.6981021683072
F-TEST (value)31.4463218494766
F-TEST (DF numerator)12
F-TEST (DF denominator)146
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.65450296177352
Sum Squared Residuals1949.88721705127


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12423.43027153198820.56972846801179
22523.09780620285041.90219379714961
31717.6568799997603-0.656879999760318
41821.8107814240319-3.81078142403191
51821.2154141122496-3.21541411224959
61619.1302518211615-3.13025182116155
72023.3085968189630-3.30859681896303
81622.7531875278894-6.75318752788943
91823.3777995833619-5.3777995833619
101720.450649864873-3.45064986487299
112321.15210156948121.84789843051883
123022.58890110501077.41109889498928
132316.40840828898166.59159171101837
141823.2268487370287-5.22684873702865
151522.9728624514993-7.97286245149932
161217.4851742981152-5.48517429811525
172121.6651486012932-0.665148601293227
181520.2383769967131-5.23837699671314
192017.73963642409122.26036357590884
203124.17463356454866.82536643545139
212725.29484585760091.70515414239911
223422.838143228686611.1618567713134
232117.50595888204663.49404111795336
243122.24415174323378.75584825676631
251918.87993189321570.120068106784265
261617.5398583170390-1.53985831703897
272020.7138891814829-0.713889181482937
282117.57864711247963.42135288752039
292219.45306122773992.54693877226014
301720.2114239735722-3.21142397357221
312421.40686549394922.59313450605075
322525.2764941967240-0.276494196724022
332623.04707730201562.95292269798441
342523.81573933302871.18426066697133
351720.2759207726271-3.27592077262712
363228.59890121048963.40109878951037
373326.23636482040436.76363517959566
381323.2715471832359-10.2715471832359
393222.25795947395419.74204052604586
402525.682360753714-0.682360753714005
412919.92511569124279.07488430875734
422220.37246839730621.62753160269381
431817.72956552977790.270434470222058
441720.6574454678035-3.65744546780348
452021.075756238427-1.07575623842701
461520.2976711282779-5.29767112827793
472019.48066932549630.519330674503749
483329.28873886326273.71126113673728
492920.17910391800858.8208960819915
502323.8746024789380-0.87460247893803
512624.00610523616011.99389476383986
521818.6818634660854-0.681863466085368
532015.78743425565124.21256574434882
54612.7423353580560-6.74233535805596
5588.95533275311095-0.95533275311095
561311.88269754774051.11730245225953
57109.030597637527660.969402362472339
5889.25079194001516-1.25079194001516
59711.2077571202430-4.20775712024302
601518.6321323173743-3.63213231737432
6199.98827725926862-0.988277259268624
621010.5877077277315-0.587707727731456
631210.33921802421871.66078197578125
641314.2811157957265-1.28111579572652
651011.1648831659835-1.16488316598348
66117.749216649513153.25078335048685
67810.7012600102935-2.70126001029350
6897.02873600713761.9712639928624
691313.2245830565789-0.224583056578933
701111.4248953476096-0.424895347609600
71811.0423808240166-3.04238082401656
72910.4619036874179-1.46190368741792
7398.131365067459480.868634932540524
74159.178585791848675.82141420815133
7598.985862773437720.0141372265622786
761010.6642081481749-0.664208148174871
771412.83938205975831.16061794024171
781212.1813619972361-0.181361997236140
791211.10446361051170.895536389488292
801111.9157682572962-0.915768257296198
811412.57013495207781.42986504792223
8268.23618032037408-2.23618032037408
831211.01581974752920.984180252470836
8488.13754185188919-0.137541851889191
851414.2113340587138-0.211334058713820
861110.75500110991630.244998890083714
871010.1590211922866-0.159021192286559
881412.41392879075901.58607120924102
891212.3964359720643-0.396435972064284
901012.5284532104547-2.52845321045466
911414.3681853126345-0.368185312634538
9257.75153745777384-2.75153745777384
931112.1785421983973-1.1785421983973
941011.1487411707221-1.14874117072209
9599.61231434093077-0.612314340930776
96106.86844243560473.1315575643953
971610.70168835061445.29831164938556
981313.3591147417237-0.359114741723721
99911.0358153509783-2.03581535097827
1001012.9008068217531-2.90080682175314
1011010.9765235052967-0.976523505296659
102710.1944870675154-3.19448706751538
10398.492900886287320.507099113712681
10489.25198395925403-1.25198395925403
1051412.75964983477551.24035016522452
1061417.6169946212989-3.61699462129891
107812.6591641208644-4.65916412086439
108913.6614883179975-4.6614883179975
1091414.2956476082921-0.295647608292068
1101415.0938846105181-1.09388461051811
111811.4577560650174-3.45775606501737
11289.35765991735726-1.35765991735726
11387.411494261030540.588505738969455
11477.33580614820812-0.335806148208119
11564.682746381932161.31725361806784
11688.02947627924661-0.0294762792466125
11768.8905271822193-2.89052718221930
1181113.4729791874093-2.47297918740928
1191412.73608955999801.26391044000205
1201116.9130651429320-5.91306514293199
1211112.3852122537675-1.38521225376751
1221114.0439343478287-3.04393434782866
1231414.3105362698450-0.310536269844989
12489.63127963571698-1.63127963571697
1252010.86842307986889.13157692013115
126119.755667997886261.24433200211374
12789.12008080529924-1.12008080529924
1281110.00896675253460.99103324746545
129108.911077633198371.08892236680163
1301412.98920687624321.01079312375677
1311112.7578794199781-1.75787941997814
132911.0305543045231-2.03055430452308
13397.995645212244911.00435478775509
13489.37714962101867-1.37714962101867
1351011.5059762561231-1.50597625612307
136136.145238960896946.85476103910306
1371313.5433031111217-0.543303111121712
1381215.0797502021508-3.07975020215077
13988.46036575258291-0.460365752582913
1401315.9967530673342-2.99675306733424
1411417.5537031156223-3.55370311562232
142125.008553274239516.99144672576049
1431416.2710673551707-2.27106735517067
1441514.587568744840.412431255160004
1451311.45812536573491.54187463426507
1461613.76729577910492.23270422089512
14799.5627044280725-0.562704428072497
148910.4760595709918-1.47605957099177
149912.0785763545246-3.07857635452458
15088.55535352463767-0.555353524637675
15177.82755793085548-0.827557930855484
1521612.92328118272203.07671881727798
153115.553231151127615.44676884887239
15498.016014638879840.983985361120157
155119.554040993847581.44595900615242
15699.26027996129633-0.260279961296329
1571412.79398973721461.20601026278541
1581311.71141433480721.28858566519280
159169.418584138643346.58141586135666


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.4715656327671650.943131265534330.528434367232835
170.3027195215338640.6054390430677280.697280478466136
180.3386961391482100.6773922782964190.66130386085179
190.5176417205549050.964716558890190.482358279445095
200.4302532663162340.8605065326324690.569746733683766
210.3754245258626440.7508490517252890.624575474137356
220.8168955773792590.3662088452414830.183104422620741
230.7580993897872490.4838012204255020.241900610212751
240.9822875598120340.0354248803759330.0177124401879665
250.9768652767249160.04626944655016860.0231347232750843
260.9713814277781620.05723714444367670.0286185722218384
270.9583061531734980.08338769365300470.0416938468265024
280.9426136080239470.1147727839521050.0573863919760526
290.9203398213201330.1593203573597350.0796601786798673
300.9023034749208010.1953930501583990.0976965250791993
310.9308276085598360.1383447828803280.0691723914401639
320.9443501266944760.1112997466110490.0556498733055245
330.94924346330510.1015130733898010.0507565366949007
340.958061313196710.08387737360658130.0419386868032907
350.9709776525554420.05804469488911660.0290223474445583
360.9682909353959780.06341812920804340.0317090646040217
370.990940882828740.01811823434251970.00905911717125983
380.9996703213501130.0006593572997746130.000329678649887306
390.9999084049558130.0001831900883739859.15950441869923e-05
400.9998626163854290.0002747672291424990.000137383614571249
410.9999317877882080.0001364244235838246.82122117919118e-05
420.9999149997505160.0001700004989683918.50002494841957e-05
430.9998807696481780.0002384607036448890.000119230351822444
440.9998471232100180.0003057535799639210.000152876789981961
450.999810112433730.0003797751325415630.000189887566270782
460.999947139972510.0001057200549784405.28600274892201e-05
470.9999282326415180.0001435347169647637.17673584823816e-05
480.9999352256078090.0001295487843817946.47743921908971e-05
490.9999999484436141.03112771071824e-075.15563855359121e-08
500.9999999100234821.79953035256824e-078.99765176284121e-08
510.999999991212091.75758217465388e-088.7879108732694e-09
520.9999999845907453.08185105395242e-081.54092552697621e-08
5314.13042206721116e-202.06521103360558e-20
5411.61407830244153e-218.07039151220767e-22
5515.41881111997112e-212.70940555998556e-21
5619.0346137332179e-214.51730686660895e-21
5712.93737393785734e-211.46868696892867e-21
5819.41630729015494e-224.70815364507747e-22
5911.84883782631852e-229.24418913159262e-23
6013.73408504858449e-221.86704252429224e-22
6117.98758032810882e-223.99379016405441e-22
6212.39152756674451e-211.19576378337226e-21
6318.0204340155742e-214.0102170077871e-21
6418.08119412246517e-214.04059706123258e-21
6511.68583341087901e-208.42916705439504e-21
6612.37751439084313e-201.18875719542157e-20
6717.75201220833773e-203.87600610416886e-20
6811.06412017355714e-195.3206008677857e-20
6912.53580484305394e-191.26790242152697e-19
7016.34077608395306e-193.17038804197653e-19
7111.99086374697876e-189.95431873489381e-19
7215.85144612171303e-182.92572306085652e-18
7312.15685416246753e-181.07842708123376e-18
7411.11650308536899e-195.58251542684495e-20
7512.18913775673321e-191.09456887836660e-19
7616.40664076159268e-193.20332038079634e-19
7711.52880768868587e-187.64403844342937e-19
7814.72195226910635e-182.36097613455318e-18
7911.47965742767146e-177.39828713835732e-18
8013.47951318368306e-171.73975659184153e-17
8111.07578157052363e-165.37890785261814e-17
8213.28861076059634e-161.64430538029817e-16
8319.34709095341143e-164.67354547670571e-16
840.9999999999999992.70491200723316e-151.35245600361658e-15
850.9999999999999967.95887286825814e-153.97943643412907e-15
860.9999999999999882.32208433615442e-141.16104216807721e-14
870.999999999999976.00192793533862e-143.00096396766931e-14
880.9999999999999321.36875964486213e-136.84379822431067e-14
890.999999999999852.98711975569631e-131.49355987784816e-13
900.9999999999996626.75153401008661e-133.37576700504331e-13
910.9999999999990871.82555563785638e-129.12777818928189e-13
920.999999999998313.38139596094978e-121.69069798047489e-12
930.9999999999956578.6862205832746e-124.3431102916373e-12
940.9999999999895532.08929926882147e-111.04464963441073e-11
950.9999999999726975.4606338191621e-112.73031690958105e-11
960.9999999999340031.31994866958659e-106.59974334793295e-11
970.999999999946841.06318730825807e-105.31593654129034e-11
980.999999999874222.51559896088936e-101.25779948044468e-10
990.9999999997993084.01383144919376e-102.00691572459688e-10
1000.9999999996100577.79885850501357e-103.89942925250678e-10
1010.9999999991689371.66212566333608e-098.31062831668041e-10
1020.9999999991672141.66557246761023e-098.32786233805115e-10
1030.9999999981072683.78546322949954e-091.89273161474977e-09
1040.9999999954230139.15397310637772e-094.57698655318886e-09
1050.999999988924952.21501004832171e-081.10750502416086e-08
1060.9999999823939633.52120739764536e-081.76060369882268e-08
1070.9999999712442195.75115623426902e-082.87557811713451e-08
1080.9999999541060669.17878683520928e-084.58939341760464e-08
1090.9999998925342962.14931407832742e-071.07465703916371e-07
1100.9999997515456864.96908627531213e-072.48454313765607e-07
1110.9999994650968921.06980621522865e-065.34903107614326e-07
1120.999999038572881.92285424098849e-069.61427120494247e-07
1130.999998451184233.09763154039969e-061.54881577019984e-06
1140.9999970523179075.8953641850845e-062.94768209254225e-06
1150.999999611812057.7637590059848e-073.8818795029924e-07
1160.9999990750433831.84991323416342e-069.24956617081712e-07
1170.9999979393989524.12120209575748e-062.06060104787874e-06
1180.9999954878812469.02423750692174e-064.51211875346087e-06
1190.999990002877111.99942457814962e-059.99712289074812e-06
1200.9999840203475493.19593049019695e-051.59796524509847e-05
1210.9999661896667976.7620666406061e-053.38103332030305e-05
1220.9999317446233650.0001365107532696796.82553766348395e-05
1230.999855018031890.0002899639362206840.000144981968110342
1240.999700823584910.0005983528301825490.000299176415091275
1250.9999999999990191.96256737557483e-129.81283687787415e-13
1260.9999999999948561.02872480078326e-115.14362400391629e-12
1270.999999999985812.83778742639275e-111.41889371319637e-11
1280.9999999999196531.60693740333872e-108.03468701669359e-11
1290.9999999995606658.78669633664959e-104.39334816832479e-10
1300.9999999978792714.24145745854309e-092.12072872927154e-09
1310.9999999891320072.17359862647687e-081.08679931323843e-08
1320.9999999457125131.08574974077297e-075.42874870386484e-08
1330.9999997458480785.08303843869452e-072.54151921934726e-07
1340.9999988446894062.31062118806774e-061.15531059403387e-06
1350.999996728707466.54258508140731e-063.27129254070366e-06
1360.999994131585131.17368297411935e-055.86841487059675e-06
1370.9999736878567665.26242864681908e-052.63121432340954e-05
1380.999908417838140.0001831643237200039.15821618600016e-05
1390.9996230560375050.0007538879249894320.000376943962494716
1400.9985619607957810.002876078408437980.00143803920421899
1410.9960098353412790.007980329317442840.00399016465872142
1420.9996219040802450.0007561918395104620.000378095919755231
1430.997652347566480.00469530486703870.00234765243351935


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1060.828125NOK
5% type I error level1090.8515625NOK
10% type I error level1140.890625NOK