Multiple Linear Regression - Estimated Regression Equation
Concernovermistakes[t] = + 21.995337995338 + 1.40151515151515Month[t] + 1.35395854145854M1[t] -2.64955877455878M2[t] -1.22450466200466M3[t] -3.47943722943723M4[t] -3.71372377622378M5[t] -4.33262570762571M6[t] -3.13625957375957M7[t] -2.4474691974692M8[t] -1.45098651348651M9[t] -0.992965367965368M10[t] -2.68879037629038M11[t] + 0.00351731601731602t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)21.9953379953382.8995287.585800
Month1.401515151515152.5711520.54510.5865280.293264
M11.353958541458542.2099020.61270.5410490.270524
M2-2.649558774558782.209966-1.19890.2325170.116259
M3-1.224504662004662.21008-0.55410.5803950.290198
M4-3.479437229437232.251334-1.54550.1244050.062203
M5-3.713723776223782.251272-1.64960.1011870.050594
M6-4.332625707625712.251259-1.92450.0562460.028123
M7-3.136259573759572.244117-1.39750.1643840.082192
M8-2.44746919746922.243896-1.09070.2772040.138602
M9-1.450986513486512.243725-0.64670.5188570.259429
M10-0.9929653679653682.243603-0.44260.6587320.329366
M11-2.688790376290382.243529-1.19850.2326910.116346
t0.003517316017316020.0104830.33550.7377190.36886


Multiple Linear Regression - Regression Statistics
Multiple R0.288504216420314
R-squared0.0832346828922996
Adjusted R-squared0.001041930324023
F-TEST (value)1.01267666906711
F-TEST (DF numerator)13
F-TEST (DF denominator)145
p-value0.442297652472542
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation5.71983678896478
Sum Squared Residuals4743.89726939727


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12423.35281385281380.64718614718616
22519.35281385281395.64718614718614
31720.7813852813853-3.78138528138528
41818.52997002997-0.529970029970031
51818.2992007992008-0.299200799200804
61617.6838161838162-1.68381618381619
72020.2852147852148-0.285214785214788
81620.9775224775225-4.97752247752248
91821.9775224775225-3.97752247752247
101722.4390609390609-5.43906093906094
112320.74675324675322.25324675324675
123023.43906093906096.56093906093906
132324.7965367965368-1.7965367965368
141820.7965367965368-2.7965367965368
151522.2251082251082-7.22510822510823
161219.973692973693-7.97369297369297
172119.74292374292371.25707625707626
181519.1275391275391-4.12753912753913
192020.3274225774226-0.327422577422577
203121.01973026973039.98026973026973
212722.01973026973034.98026973026973
223422.481268731268711.5187312687313
232120.7889610389610.211038961038961
243123.48126873126877.51873126873127
251924.8387445887446-5.83874458874459
261620.8387445887446-4.83874458874459
272022.267316017316-2.26731601731602
282120.01590076590080.984099234099234
292219.78513153513152.21486846486846
301719.1697469197469-2.16974691974692
312420.36963036963043.63036963036963
322521.06193806193813.93806193806194
332622.06193806193813.93806193806194
342522.52347652347652.47652347652348
351720.8311688311688-3.83116883116883
363223.52347652347658.47652347652348
373324.88095238095248.11904761904762
381320.8809523809524-7.88095238095239
393222.30952380952389.69047619047619
402520.05810855810864.94189144189144
412919.82733932733939.17266067266068
422219.21195471195472.78804528804529
431820.4118381618382-2.41183816183816
441721.1041458541459-4.10414585414585
452022.1041458541459-2.10414585414585
461522.5656843156843-7.56568431568432
472020.8733766233766-0.873376623376624
483323.56568431568439.43431568431568
492924.92316017316024.07683982683982
502320.92316017316022.07683982683983
512622.35173160173163.6482683982684
521820.1003163503164-2.10031635031635
532019.86954711954710.13045288045288
541119.2541625041625-8.2541625041625
552820.4540459540467.54595404595405
562621.14635364635364.85364635364635
572222.1463536463536-0.146353646353647
581722.6078921078921-5.60789210789211
591220.9155844155844-8.91558441558442
601423.6078921078921-9.60789210789211
611724.965367965368-7.96536796536797
622120.9653679653680.0346320346320345
631922.3939393939394-3.39393939393939
641820.1425241425241-2.14252414252414
651019.9117549117549-9.9117549117549
662919.29637029637039.7036297036297
673120.496253746253710.5037462537463
681921.1885614385614-2.18856143856144
69922.1885614385614-13.1885614385614
702022.6500999000999-2.6500999000999
712820.95779220779227.0422077922078
721923.6500999000999-4.6500999000999
733025.00757575757584.99242424242424
742921.00757575757587.99242424242424
752622.43614718614723.56385281385281
762320.18473193473192.81526806526806
771319.9539627039627-6.9539627039627
782119.33857808857811.66142191142191
791920.5384615384615-1.53846153846154
802821.23076923076926.76923076923077
812322.23076923076920.769230769230769
821822.6923076923077-4.69230769230769
832121-5.43117525779457e-17
842023.6923076923077-3.69230769230769
852325.0497835497836-2.04978354978355
862121.0497835497835-0.0497835497835497
872122.478354978355-1.47835497835498
881520.2269397269397-5.22693972693973
892819.99617049617058.0038295038295
901919.3807858807859-0.380785880785881
912620.58066933066935.41933066933067
921021.272977022977-11.272977022977
931622.272977022977-6.27297702297702
942222.7345154845155-0.734515484515485
951921.0422077922078-2.04220779220779
963123.73451548451557.26548451548451
973125.09199134199135.90800865800866
982921.09199134199137.90800865800866
991922.5205627705628-3.52056277056277
1002220.26914751914751.73085248085248
1012320.03837828837832.96162171162171
1021519.4229936729937-4.42299367299367
1032020.6228771228771-0.622877122877123
1041821.3151848151848-3.31518481518482
1052322.31518481518480.684815184815185
1062522.77672327672332.22327672327672
1072121.0844155844156-0.0844155844155845
1082423.77672327672330.223276723276723
1092525.1341991341991-0.134199134199135
1101721.1341991341991-4.13419913419913
1111322.5627705627706-9.56277056277056
1122820.31135531135537.68864468864469
1132120.08058608058610.91941391941392
1142519.46520146520155.53479853479854
115920.6650849150849-11.6650849150849
1161621.3573926073926-5.35739260739261
1171922.3573926073926-3.35739260739261
1181722.8189310689311-5.81893106893107
1192521.12662337662343.87337662337663
1202023.8189310689311-3.81893106893107
1212925.17640692640693.82359307359307
1221421.1764069264069-7.17640692640693
1232222.6049783549784-0.604978354978355
1241520.3535631035631-5.3535631035631
1251920.1227938727939-1.12279387279387
1262019.50740925740930.492590742590742
1271520.7072927072927-5.70729270729271
1282021.3996003996004-1.3996003996004
1291822.3996003996004-4.3996003996004
1303322.861138861138910.1388611388611
1312221.16883116883120.831168831168831
1321623.8611388611389-7.86113886113886
1331725.2186147186147-8.21861471861472
1341621.2186147186147-5.21861471861472
1352122.6471861471861-1.64718614718615
1362620.39577089577095.6042291042291
1371820.1650016650017-2.16500166500167
1381819.549617049617-1.54961704961705
1391720.7495004995005-3.7495004995005
1402221.44180819180820.558191808191808
1413022.44180819180827.5581918081918
1423022.90334665334677.09665334665335
1432421.2110389610392.78896103896104
1442123.9033466533467-2.90334665334665
1452125.2608225108225-4.26082251082251
1462921.26082251082257.73917748917749
1473122.68939393939398.31060606060606
1482020.4379786879787-0.437978687978688
1491620.2072094572095-4.20720945720946
1502219.59182484182482.40817515817516
1512020.7917082917083-0.791708291708292
1522821.4840159840166.51598401598402
1533822.48401598401615.515984015984
1542222.9455544455544-0.945554445554446
1552021.2532467532468-1.25324675324675
1561723.9455544455544-6.94555444555444
1572825.30303030303032.6969696969697
1582221.30303030303030.696969696969697
1593122.73160173160178.26839826839827


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.1860182455973830.3720364911947660.813981754402617
180.08719650621020430.1743930124204090.912803493789796
190.03555637948631270.07111275897262550.964443620513687
200.146828135592670.2936562711853410.85317186440733
210.0852108640090950.170421728018190.914789135990905
220.1110053068677160.2220106137354320.888994693132284
230.1988819590775440.3977639181550880.801118040922456
240.1849105387795790.3698210775591570.815089461220421
250.247646620668560.495293241337120.75235337933144
260.2804495158546070.5608990317092130.719550484145393
270.2178213197678510.4356426395357030.782178680232149
280.174944158395840.3498883167916810.82505584160416
290.1259387737157230.2518775474314460.874061226284277
300.08942307228959980.17884614457920.9105769277104
310.06431444726376890.1286288945275380.935685552736231
320.05168321685810260.1033664337162050.948316783141897
330.03572991171932720.07145982343865450.964270088280673
340.03119842620409370.06239685240818740.968801573795906
350.0449192716899920.0898385433799840.955080728310008
360.03628672121165590.07257344242331180.963713278788344
370.05160555943949310.1032111188789860.948394440560507
380.08894689546552440.1778937909310490.911053104534476
390.1767434740068250.353486948013650.823256525993175
400.1565897915021450.313179583004290.843410208497855
410.1587165558855760.3174331117711520.841283444114424
420.1266604983483420.2533209966966850.873339501651658
430.1552360099134090.3104720198268190.84476399008659
440.2308571815271330.4617143630542660.769142818472867
450.2331795349668630.4663590699337250.766820465033137
460.3568371994479410.7136743988958810.643162800552059
470.3092322226901820.6184644453803640.690767777309818
480.3213009144002070.6426018288004130.678699085599793
490.2862926477871650.5725852955743290.713707352212835
500.2474208758257990.4948417516515990.7525791241742
510.2166468781934440.4332937563868880.783353121806556
520.1881357123635960.3762714247271910.811864287636404
530.1712073779209090.3424147558418180.828792622079091
540.2076187426514550.4152374853029110.792381257348544
550.219974393886240.4399487877724810.78002560611376
560.2001201437452620.4002402874905240.799879856254738
570.1715748700316240.3431497400632470.828425129968376
580.1831077672182340.3662155344364680.816892232781766
590.2385360828834870.4770721657669730.761463917116513
600.4722391657212880.9444783314425760.527760834278712
610.5101043458317490.9797913083365030.489895654168251
620.4623789262743080.9247578525486160.537621073725692
630.4226502055637640.8453004111275280.577349794436236
640.3763242872689610.7526485745379210.623675712731039
650.4702699391243610.9405398782487230.529730060875639
660.5998192441681030.8003615116637940.400180755831897
670.7071937871749760.5856124256500480.292806212825024
680.6724724579401780.6550550841196450.327527542059822
690.8164420702325770.3671158595348450.183557929767423
700.7863316373412290.4273367253175420.213668362658771
710.817870524375340.3642589512493210.182129475624661
720.8148040870634870.3703918258730250.185195912936513
730.8137663142539210.3724673714921570.186233685746079
740.8524121647285470.2951756705429060.147587835271453
750.8387788681449730.3224422637100550.161221131855027
760.8178088033262740.3643823933474520.182191196673726
770.8243916332096930.3512167335806140.175608366790307
780.7957521739589790.4084956520820430.204247826041021
790.7708920615650090.4582158768699810.229107938434991
800.8048351251629850.390329749674030.195164874837015
810.7716945443273230.4566109113453540.228305455672677
820.7529267123493960.4941465753012080.247073287650604
830.7125926384627580.5748147230744830.287407361537242
840.6896625019551710.6206749960896580.310337498044829
850.64658742536480.7068251492704010.353412574635201
860.600761836922440.798476326155120.39923816307756
870.5524486083469040.8951027833061930.447551391653096
880.5360912743003610.9278174513992780.463908725699639
890.602519543792020.794960912415960.39748045620798
900.5535563839642990.8928872320714030.446443616035701
910.6109288353347180.7781423293305650.389071164665282
920.7010563762889690.5978872474220630.298943623711031
930.7100593978904880.5798812042190240.289940602109512
940.6693323969609660.6613352060780690.330667603039034
950.6255046034588450.7489907930823110.374495396541155
960.7247729413521920.5504541172956170.275227058647808
970.7605792207378190.4788415585243620.239420779262181
980.8448323401156530.3103353197686930.155167659884347
990.8163009729138630.3673980541722740.183699027086137
1000.7858201898230910.4283596203538180.214179810176909
1010.7869651710184740.4260696579630510.213034828981526
1020.7614152601447250.477169479710550.238584739855275
1030.7699359247388370.4601281505223270.230064075261163
1040.7311247675037070.5377504649925850.268875232496293
1050.6880081616394850.6239836767210290.311991838360515
1060.651409531626030.6971809367479410.348590468373971
1070.601819313727420.796361372545160.39818068627258
1080.6349583721402190.7300832557195620.365041627859781
1090.6114725551332940.7770548897334110.388527444866706
1100.5672338006683740.8655323986632520.432766199331626
1110.6361322693798130.7277354612403740.363867730620187
1120.7307282491341470.5385435017317060.269271750865853
1130.729716589331610.540566821336780.27028341066839
1140.7760218070214490.4479563859571030.223978192978551
1150.7973479173939480.4053041652121040.202652082606052
1160.7686493363549430.4627013272901140.231350663645057
1170.7574974378278410.4850051243443180.242502562172159
1180.7824682068906210.4350635862187570.217531793109379
1190.7803046984847580.4393906030304850.219695301515242
1200.7717865126457490.4564269747085020.228213487354251
1210.861251708851840.2774965822963210.13874829114816
1220.8425818448911560.3148363102176880.157418155108844
1230.7999854681366540.4000290637266910.200014531863345
1240.7792050792486690.4415898415026630.220794920751331
1250.7548037087843040.4903925824313910.245196291215696
1260.7103011716092160.5793976567815690.289698828390784
1270.6521432049501050.6957135900997890.347856795049894
1280.5839591735191730.8320816529616540.416040826480827
1290.7701701774311370.4596596451377250.229829822568863
1300.8611609939063040.2776780121873920.138839006093696
1310.8246182924182210.3507634151635580.175381707581779
1320.7751926196661970.4496147606676070.224807380333803
1330.7429332537993740.5141334924012520.257066746200626
1340.7573880244318140.4852239511363720.242611975568186
1350.8364706664071290.3270586671857420.163529333592871
1360.8227227850658460.3545544298683080.177277214934154
1370.7511275611363960.4977448777272070.248872438863604
1380.6762972197553880.6474055604892250.323702780244612
1390.5791036759291080.8417926481417840.420896324070892
1400.5450791096961020.9098417806077960.454920890303898
1410.6609768054077950.6780463891844090.339023194592205
1420.6050593110316940.7898813779366130.394940688968306


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 level50.0396825396825397OK