Multiple Linear Regression - Estimated Regression Equation
Concernovermistakes[t] = + 23.2383107088989 + 1.26328736622854M1[t] -2.74211735976439M2[t] -1.31895065718594M3[t] -3.5721468074409M4[t] -3.8083207642031M5[t] -4.42911010558068M6[t] -3.12682252388133M7[t] -2.43991955756661M8[t] -1.44532428355956M9[t] -0.989190548014066M10[t] -2.68690296631471M11[t] + 0.00540472599296133t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)23.23831070889891.78663413.006800
M11.263287366228542.1983220.57470.5664060.283203
M2-2.742117359764392.198123-1.24750.2142180.107109
M3-1.318950657185942.197968-0.60010.5493850.274692
M4-3.57214680744092.23949-1.59510.1128590.056429
M5-3.80832076420312.239164-1.70080.0911140.045557
M6-4.429110105580682.238881-1.97830.049780.02489
M7-3.126822523881332.238642-1.39670.1646080.082304
M8-2.439919557566612.238446-1.090.2775060.138753
M9-1.445324283559562.238294-0.64570.519470.259735
M10-0.9891905480140662.238185-0.4420.6591710.329586
M11-2.686902966314712.238119-1.20050.2318820.115941
t0.005404725992961330.0098710.54750.5848490.292424


Multiple Linear Regression - Regression Statistics
Multiple R0.285229909227530
R-squared0.0813561011179448
Adjusted R-squared0.0058511231276388
F-TEST (value)1.07749321016146
F-TEST (DF numerator)12
F-TEST (DF denominator)146
p-value0.383217157247471
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation5.70605193364234
Sum Squared Residuals4753.61818573583


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12424.5070028011206-0.507002801120587
22520.50700280112044.49299719887957
31721.9355742296919-4.93557422969188
41819.6877828054298-1.68778280542985
51819.4570135746607-1.45701357466066
61618.841628959276-2.84162895927602
72020.1493212669683-0.149321266968339
81620.841628959276-4.84162895927602
91821.841628959276-3.84162895927600
101722.3031674208145-5.30316742081448
112320.61085972850682.38914027149322
123023.30316742081456.6968325791855
132324.5718595130360-1.57185951303597
141820.571859513036-2.57185951303599
151522.0004309416074-7.00043094160741
161219.7526395173454-7.7526395173454
172119.52187028657621.47812971342383
181518.9064856711916-3.90648567119155
192020.2141779788839-0.21417797888386
203120.906485671191610.0935143288084
212721.90648567119165.09351432880845
223422.3680241327311.6319758672700
232120.67571644042230.324283559577679
243123.368024132737.63197586727
251924.6367162249515-5.63671622495151
261620.6367162249515-4.63671622495152
272022.0652876535229-2.06528765352294
282119.81749622926091.18250377073907
292219.58672699849172.4132730015083
301718.9713423831071-1.97134238310709
312420.27903469079943.72096530920060
322520.97134238310714.02865761689292
332621.97134238310714.02865761689291
342522.43288084464552.56711915535445
351720.7405731523379-3.74057315233786
363223.43288084464558.56711915535446
373324.70157293686708.29842706313296
381320.7015729368671-7.70157293686706
393222.13014436543859.86985563456152
402519.88235294117655.11764705882353
412919.65158371040729.34841628959276
422219.03619909502262.96380090497738
431820.3438914027149-2.34389140271493
441721.0361990950226-4.03619909502262
452022.0361990950226-2.03619909502262
461522.4977375565611-7.49773755656108
472020.8054298642534-0.805429864253393
483323.49773755656119.50226244343892
492924.76642964878264.23357035121742
502320.76642964878262.23357035121740
512622.1950010773543.80499892264598
521819.947209653092-1.94720965309201
532019.71644042232280.283559577677226
541119.1010558069382-8.10105580693816
552820.40874811463057.59125188536953
562621.10105580693824.89894419306184
572222.1010558069382-0.101055806938159
581722.5625942684766-5.56259426847662
591220.8702865761689-8.87028657616893
601423.5625942684766-9.56259426847661
611724.8312863606981-7.83128636069812
622120.83128636069810.168713639301869
631922.2598577892695-3.25985778926955
641820.0120663650075-2.01206636500754
651019.7812971342383-9.7812971342383
662919.16591251885379.8340874811463
673120.47360482654610.526395173454
681921.1659125188537-2.16591251885369
69922.1659125188537-13.1659125188537
702022.6274509803922-2.62745098039216
712820.93514328808457.06485671191554
721923.6274509803921-4.62745098039214
733024.89614307261375.10385692738635
742920.89614307261378.10385692738634
752622.32471450118513.67528549881491
762320.07692307692312.92307692307692
771319.8461538461538-6.84615384615385
782119.23076923076921.76923076923077
791920.5384615384615-1.53846153846154
802821.23076923076926.76923076923077
812322.23076923076920.769230769230769
821822.6923076923077-4.69230769230769
832121-1.1518563880486e-15
842023.6923076923077-3.69230769230768
852324.9609997845292-1.96099978452919
862120.96099978452920.0390002154707971
872122.3895712131006-1.38957121310062
881520.1417797888386-5.14177978883861
892819.91101055806948.08898944193062
901919.2956259426848-0.295625942684766
912620.60331825037715.39668174962293
921021.2956259426848-11.2956259426848
931622.2956259426848-6.29562594268477
942222.7571644042232-0.757164404223229
951921.0648567119155-2.06485671191554
963123.75716440422327.24283559577678
973125.02585649644475.97414350355528
982921.02585649644477.97414350355526
991922.4544279250162-3.45442792501616
1002220.20663650075421.79336349924585
1012319.97586726998493.02413273001508
1021519.3604826546003-4.3604826546003
1032020.6681749622926-0.668174962292612
1041821.3604826546003-3.3604826546003
1052322.36048265460030.639517345399697
1062522.82202111613882.17797888386124
1072121.1297134238311-0.129713423831073
1082423.82202111613880.177978883861245
1092525.0907132083603-0.090713208360257
1101721.0907132083603-4.09071320836027
1111322.5192846369317-9.5192846369317
1122820.27149321266977.72850678733031
1132120.04072398190050.959276018099546
1142519.42533936651585.57466063348416
115920.7330316742081-11.7330316742081
1161621.4253393665158-5.42533936651584
1171922.4253393665158-3.42533936651584
1181722.8868778280543-5.8868778280543
1192521.19457013574663.80542986425339
1202023.8868778280543-3.88687782805429
1212925.15556992027583.84443007972420
1221421.1555699202758-7.15556992027581
1232222.5841413488472-0.584141348847231
1241520.3363499245852-5.33634992458522
1251920.105580693816-1.10558069381599
1262019.49019607843140.509803921568626
1271520.7978883861237-5.79788838612368
1282021.4901960784314-1.49019607843137
1291822.4901960784314-4.49019607843137
1303322.951734539969810.0482654600302
1312221.25942684766210.740573152337855
1321623.9517345399698-7.95173453996983
1331725.2204266321913-8.22042663219133
1341621.2204266321913-5.22042663219135
1352122.6489980607628-1.64899806076277
1362620.40120663650085.59879336349924
1371820.1704374057315-2.17043740573152
1381819.5550527903469-1.55505279034691
1391720.8627450980392-3.86274509803922
1402221.55505279034690.44494720965309
1413022.55505279034697.4449472096531
1423023.01659125188546.98340874811463
1432421.32428355957772.67571644042232
1442124.0165912518854-3.01659125188536
1452125.2852833441069-4.28528334410686
1462921.28528334410697.71471665589312
1473122.71385477267838.2861452273217
1482020.4660633484163-0.466063348416294
1491620.2352941176471-4.23529411764706
1502219.61990950226242.38009049773755
1512020.9276018099548-0.927601809954756
1522821.61990950226246.38009049773756
1533822.619909502262415.3800904977376
1542223.0814479638009-1.08144796380091
1552021.3891402714932-1.38914027149322
1561724.0814479638009-7.0814479638009
1572825.35014005602242.6498599439776
1582221.35014005602240.649859943977581
1593122.77871148459388.22128851540616


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.05656878917980830.1131375783596170.943431210820192
170.08396590286636240.1679318057327250.916034097133638
180.03675370365560180.07350740731120370.963246296344398
190.01660350692601130.03320701385202260.983396493073989
200.312585351259280.625170702518560.68741464874072
210.3286148626139420.6572297252278830.671385137386058
220.5835695504026580.8328608991946830.416430449597342
230.5125775574487160.9748448851025680.487422442551284
240.4350768539344050.870153707868810.564923146065595
250.4356932326064440.8713864652128880.564306767393556
260.425437450921940.850874901843880.57456254907806
270.3632286031034680.7264572062069350.636771396896532
280.3198454469390400.6396908938780810.68015455306096
290.2534115456451710.5068230912903430.746588454354829
300.1962270708508570.3924541417017130.803772929149143
310.1535474152353070.3070948304706140.846452584764693
320.1154563250446780.2309126500893570.884543674955321
330.08638575701200450.1727715140240090.913614242987995
340.06475200707836260.1295040141567250.935247992921637
350.06553397806891080.1310679561378220.934466021931089
360.05346705863579960.1069341172715990.9465329413642
370.07937975078786760.1587595015757350.920620249212132
380.1154456975070340.2308913950140690.884554302492966
390.2259739251750370.4519478503500740.774026074824963
400.2075484123508790.4150968247017570.792451587649121
410.2157552766096950.4315105532193910.784244723390304
420.1788697102837960.3577394205675930.821130289716204
430.1825569456630540.3651138913261090.817443054336946
440.2333467049759820.4666934099519640.766653295024018
450.2245379529176250.449075905835250.775462047082375
460.3327341107623070.6654682215246140.667265889237693
470.2858862167369890.5717724334739770.714113783263011
480.2988102964962080.5976205929924150.701189703503792
490.2660599457068830.5321198914137650.733940054293117
500.229703268482850.45940653696570.77029673151715
510.2011733528030070.4023467056060130.798826647196993
520.1738607160987470.3477214321974930.826139283901253
530.1576771347227820.3153542694455630.842322865277218
540.1924007412257350.384801482451470.807599258774265
550.207549622091040.415099244182080.79245037790896
560.1897334305611070.3794668611222130.810266569438893
570.1612459585207490.3224919170414990.83875404147925
580.1707444086428890.3414888172857790.82925559135711
590.2242320229088980.4484640458177960.775767977091102
600.460912073956460.921824147912920.53908792604354
610.5014305250866170.9971389498267660.498569474913383
620.45381518799240.90763037598480.5461848120076
630.4152288042606610.8304576085213220.584771195739339
640.3696705552662060.7393411105324110.630329444733794
650.4664845519614280.9329691039228570.533515448038572
660.5954420787678570.8091158424642870.404557921232143
670.7016964649808540.5966070700382920.298303535019146
680.6682458475542270.6635083048915460.331754152445773
690.8183619169538230.3632761660923540.181638083046177
700.7891072173910020.4217855652179970.210892782608998
710.818227264174560.3635454716508810.181772735825440
720.81771225789380.3645754842123980.182287742106199
730.8164666044843360.3670667910313280.183533395515664
740.8545936669320240.2908126661359510.145406333067976
750.8411383969734980.3177232060530040.158861603026502
760.8204185292014790.3591629415970420.179581470798521
770.82789180572460.34421638855080.1721081942754
780.7997329146808290.4005341706383420.200267085319171
790.7767359515332990.4465280969334030.223264048466701
800.8096043185844090.3807913628311820.190395681415591
810.7767377669082990.4465244661834030.223262233091701
820.7593945934975270.4812108130049470.240605406502473
830.7197659700180040.5604680599639930.280234029981996
840.6991786990077670.6016426019844660.300821300992233
850.657209179418880.685581641162240.34279082058112
860.6121663804469440.7756672391061110.387833619553056
870.5646568261454230.8706863477091530.435343173854577
880.5494093168107110.9011813663785770.450590683189288
890.6156106735462390.7687786529075220.384389326453761
900.5673805890841370.8652388218317260.432619410915863
910.6246036865667040.7507926268665920.375396313433296
920.7178463028691090.5643073942617820.282153697130891
930.7285482207796030.5429035584407940.271451779220397
940.6888737952200870.6222524095598260.311126204779913
950.6466870120534260.7066259758931490.353312987946574
960.7431035187634440.5137929624731110.256896481236556
970.777891527307270.4442169453854590.222108472692729
980.8585325361706610.2829349276586770.141467463829339
990.8321005714386380.3357988571227230.167899428561361
1000.8033941028503340.3932117942993320.196605897149666
1010.8049573252774450.390085349445110.195042674722555
1020.7813168608594020.4373662782811970.218683139140598
1030.7907533047618720.4184933904762550.209246695238128
1040.7549716645877160.4900566708245680.245028335412284
1050.7135011138895010.5729977722209970.286498886110499
1060.677881220846350.64423755830730.32211877915365
1070.6299411566294340.7401176867411320.370058843370566
1080.6638938422117420.6722123155765170.336106157788258
1090.6418551965041060.7162896069917880.358144803495894
1100.5995031641378370.8009936717243260.400496835862163
1110.6686974552879730.6626050894240540.331302544712027
1120.7600179129265610.4799641741468790.239982087073439
1130.7599349846009140.4801300307981720.240065015399086
1140.804048531435980.3919029371280390.195951468564020
1150.8263038591849720.3473922816300560.173696140815028
1160.8014280051313530.3971439897372940.198571994868647
1170.7922123556419320.4155752887161370.207787644358068
1180.8166422457415850.366715508516830.183357754258415
1190.8148526024959420.3702947950081160.185147397504058
1200.8088000819304610.3823998361390770.191199918069539
1210.8889959879687980.2220080240624040.111004012031202
1220.8738175262990020.2523649474019960.126182473700998
1230.8373104087836270.3253791824327470.162689591216373
1240.8201259495205160.3597481009589690.179874050479484
1250.7995898587390270.4008202825219450.200410141260973
1260.7605692808524720.4788614382950560.239430719147528
1270.7092241365552390.5815517268895220.290775863444761
1280.6463844365574230.7072311268851540.353615563442577
1290.8203310206480150.359337958703970.179668979351985
1300.8978813961703470.2042372076593060.102118603829653
1310.869181159672490.261637680655020.13081884032751
1320.8299942961866910.3400114076266180.170005703813309
1330.8049245211517050.390150957696590.195075478848295
1340.8204827419050180.3590345161899640.179517258094982
1350.8883964034493210.2232071931013570.111603596550678
1360.8804851765983690.2390296468032620.119514823401631
1370.8268843242758710.3462313514482580.173115675724129
1380.7693506710280980.4612986579438040.230649328971902
1390.6906217191153860.6187565617692280.309378280884614
1400.670097739426810.659804521146380.32990226057319
1410.787931922864370.424136154271260.21206807713563
1420.7617356497866740.4765287004266510.238264350213326
1430.6265153087565560.7469693824868880.373484691243444


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.0078125OK
10% type I error level20.015625OK