Multiple Linear Regression - Estimated Regression Equation
Concernovermistakes[t] = + 23.2383107088989 + 1.26328736622854M1[t] -2.74211735976442M2[t] -1.31895065718595M3[t] -3.57214680744093M4[t] -3.80832076420312M5[t] -4.42911010558069M6[t] -3.12682252388135M7[t] -2.43991955756662M8[t] -1.44532428355958M9[t] -0.989190548014078M10[t] -2.68690296631473M11[t] + 0.00540472599296128t + 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
M2-2.742117359764422.198123-1.24750.2142180.107109
M3-1.318950657185952.197968-0.60010.5493850.274692
M4-3.572146807440932.23949-1.59510.1128590.056429
M5-3.808320764203122.239164-1.70080.0911140.045557
M6-4.429110105580692.238881-1.97830.049780.02489
M7-3.126822523881352.238642-1.39670.1646080.082304
M8-2.439919557566622.238446-1.090.2775060.138753
M9-1.445324283559582.238294-0.64570.519470.259735
M10-0.9891905480140782.238185-0.4420.6591710.329586
M11-2.686902966314732.238119-1.20050.2318820.115941
t0.005404725992961280.0098710.54750.5848490.292424


Multiple Linear Regression - Regression Statistics
Multiple R0.28522990922753
R-squared0.081356101117945
Adjusted R-squared0.00585112312763891
F-TEST (value)1.07749321016146
F-TEST (DF numerator)12
F-TEST (DF denominator)146
p-value0.383217157247469
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
12424.5070028011204-0.507002801120426
22520.50700280112044.49299719887955
31721.9355742296919-4.93557422969187
41819.6877828054299-1.68778280542987
51819.4570135746606-1.45701357466063
61618.841628959276-2.84162895927602
72020.1493212669683-0.149321266968327
81620.841628959276-4.84162895927602
91821.841628959276-3.84162895927602
101722.3031674208145-5.30316742081448
112320.61085972850682.38914027149321
123023.30316742081456.69683257918552
132324.571859513036-1.57185951303598
141820.571859513036-2.57185951303598
151522.0004309416074-7.00043094160741
161219.7526395173454-7.7526395173454
172119.52187028657621.47812971342383
181518.9064856711916-3.90648567119155
192020.2141779788839-0.214177978883861
203120.906485671191610.0935143288084
212721.90648567119165.09351432880845
223422.3680241327311.63197586727
232120.67571644042230.324283559577677
243123.368024132737.63197586726998
251924.6367162249515-5.63671622495152
261620.6367162249515-4.63671622495152
272022.0652876535229-2.06528765352295
282119.81749622926091.18250377073906
292219.58672699849172.4132730015083
301718.9713423831071-1.97134238310709
312420.27903469079943.7209653092006
322520.97134238310714.02865761689291
332621.97134238310714.02865761689291
342522.43288084464562.56711915535445
351720.7405731523379-3.74057315233786
363223.43288084464568.56711915535445
373324.70157293686718.29842706313294
381320.7015729368671-7.70157293686705
393222.13014436543859.86985563456151
402519.88235294117655.11764705882353
412919.65158371040729.34841628959276
422219.03619909502262.96380090497738
431820.3438914027149-2.34389140271493
441721.0361990950226-4.03619909502263
452022.0361990950226-2.03619909502262
461522.4977375565611-7.49773755656109
472020.8054298642534-0.805429864253394
483323.49773755656119.50226244343891
492924.76642964878264.23357035121741
502320.76642964878262.23357035121741
512622.1950010773543.80499892264598
521819.947209653092-1.94720965309201
532019.71644042232280.283559577677225
541119.1010558069382-8.10105580693816
552820.40874811463057.59125188536953
562621.10105580693824.89894419306184
572222.1010558069382-0.101055806938159
581722.5625942684766-5.56259426847662
591220.8702865761689-8.87028657616893
601423.5625942684766-9.56259426847662
611724.8312863606981-7.83128636069813
622120.83128636069810.168713639301874
631922.2598577892696-3.25985778926955
641820.0120663650075-2.01206636500754
651019.7812971342383-9.78129713423831
662919.16591251885379.8340874811463
673120.47360482654610.526395173454
681921.1659125188537-2.16591251885369
69922.1659125188537-13.1659125188537
702022.6274509803922-2.62745098039216
712820.93514328808457.06485671191554
721923.6274509803922-4.62745098039216
733024.89614307261375.10385692738634
742920.89614307261378.10385692738634
752622.32471450118513.67528549881491
762320.07692307692312.92307692307692
771319.8461538461538-6.84615384615385
782119.23076923076921.76923076923077
791920.5384615384615-1.53846153846154
802821.23076923076926.76923076923077
812322.23076923076920.76923076923077
821822.6923076923077-4.69230769230769
8321213.2564351063781e-16
842023.6923076923077-3.69230769230769
852324.9609997845292-1.9609997845292
862120.96099978452920.0390002154708037
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
942222.7571644042232-0.757164404223228
951921.0648567119155-2.06485671191554
963123.75716440422327.24283559577677
973125.02585649644475.97414350355527
982921.02585649644477.97414350355527
991922.4544279250162-3.45442792501616
1002220.20663650075411.79336349924585
1012319.97586726998493.02413273001508
1021519.3604826546003-4.3604826546003
1032020.6681749622926-0.668174962292609
1041821.3604826546003-3.3604826546003
1052322.36048265460030.639517345399699
1062522.82202111613882.17797888386124
1072121.1297134238311-0.129713423831071
1082423.82202111613880.177978883861235
1092525.0907132083603-0.0907132083602677
1101721.0907132083603-4.09071320836027
1111322.5192846369317-9.5192846369317
1122820.27149321266977.72850678733032
1132120.04072398190050.959276018099547
1142519.42533936651585.57466063348416
115920.7330316742081-11.7330316742081
1161621.4253393665158-5.42533936651584
1171922.4253393665158-3.42533936651584
1181722.8868778280543-5.8868778280543
1192521.19457013574663.80542986425339
1202023.8868778280543-3.8868778280543
1212925.15556992027583.8444300797242
1221421.1555699202758-7.1555699202758
1232222.5841413488472-0.58414134884723
1241520.3363499245852-5.33634992458522
1251920.105580693816-1.10558069381599
1262019.49019607843140.509803921568628
1271520.7978883861237-5.79788838612368
1282021.4901960784314-1.49019607843137
1291822.4901960784314-4.49019607843137
1303322.951734539969810.0482654600302
1312221.25942684766210.740573152337858
1321623.9517345399698-7.95173453996983
1331725.2204266321913-8.22042663219134
1341621.2204266321913-5.22042663219134
1352122.6489980607628-1.64899806076277
1362620.40120663650085.59879336349925
1371820.1704374057315-2.17043740573152
1381819.5550527903469-1.55505279034691
1391720.8627450980392-3.86274509803922
1402221.55505279034690.444947209653092
1413022.55505279034697.4449472096531
1423023.01659125188546.98340874811463
1432421.32428355957772.67571644042232
1442124.0165912518854-3.01659125188537
1452125.2852833441069-4.28528334410687
1462921.28528334410697.71471665589313
1473122.71385477267838.2861452273217
1482020.4660633484163-0.466063348416289
1491620.2352941176471-4.23529411764706
1502219.61990950226242.38009049773756
1512020.9276018099548-0.92760180995475
1522821.61990950226246.38009049773756
1533822.619909502262415.3800904977376
1542223.0814479638009-1.08144796380091
1552021.3891402714932-1.38914027149321
1561724.0814479638009-7.0814479638009
1572825.35014005602242.64985994397759
1582221.35014005602240.649859943977591
1593122.77871148459388.22128851540616


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.0565687891798080.1131375783596160.943431210820192
170.08396590286636230.1679318057327250.916034097133638
180.03675370365560190.07350740731120380.963246296344398
190.01660350692601120.03320701385202230.98339649307399
200.312585351259280.625170702518560.68741464874072
210.3286148626139420.6572297252278830.671385137386058
220.5835695504026580.8328608991946830.416430449597342
230.5125775574487160.9748448851025680.487422442551284
240.4350768539344050.8701537078688110.564923146065595
250.4356932326064430.8713864652128860.564306767393557
260.4254374509219410.8508749018438810.574562549078059
270.3632286031034670.7264572062069330.636771396896533
280.3198454469390390.6396908938780790.680154553060961
290.2534115456451710.5068230912903410.746588454354829
300.1962270708508560.3924541417017120.803772929149144
310.1535474152353080.3070948304706160.846452584764692
320.1154563250446780.2309126500893570.884543674955322
330.08638575701200440.1727715140240090.913614242987996
340.06475200707836230.1295040141567250.935247992921638
350.06553397806891050.1310679561378210.93446602193109
360.05346705863579910.1069341172715980.9465329413642
370.07937975078786820.1587595015757360.920620249212132
380.1154456975070340.2308913950140680.884554302492966
390.2259739251750370.4519478503500730.774026074824963
400.2075484123508790.4150968247017580.792451587649121
410.2157552766096960.4315105532193920.784244723390304
420.1788697102837970.3577394205675930.821130289716203
430.1825569456630550.3651138913261090.817443054336945
440.2333467049759810.4666934099519620.766653295024019
450.2245379529176250.449075905835250.775462047082375
460.3327341107623060.6654682215246130.667265889237694
470.2858862167369910.5717724334739830.714113783263009
480.2988102964962080.5976205929924160.701189703503792
490.2660599457068820.5321198914137650.733940054293118
500.229703268482850.45940653696570.77029673151715
510.2011733528030080.4023467056060150.798826647196992
520.1738607160987470.3477214321974940.826139283901253
530.1576771347227830.3153542694455660.842322865277217
540.1924007412257350.384801482451470.807599258774265
550.2075496220910390.4150992441820780.792450377908961
560.1897334305611070.3794668611222130.810266569438894
570.1612459585207490.3224919170414980.838754041479251
580.1707444086428890.3414888172857790.82925559135711
590.2242320229088980.4484640458177950.775767977091102
600.4609120739564590.9218241479129180.539087926043541
610.5014305250866170.9971389498267660.498569474913383
620.45381518799240.90763037598480.5461848120076
630.4152288042606610.8304576085213220.584771195739339
640.3696705552662060.7393411105324120.630329444733794
650.4664845519614290.9329691039228580.533515448038571
660.5954420787678560.8091158424642880.404557921232144
670.7016964649808540.5966070700382920.298303535019146
680.6682458475542260.6635083048915480.331754152445774
690.8183619169538240.3632761660923520.181638083046176
700.7891072173910010.4217855652179980.210892782608999
710.818227264174560.3635454716508810.181772735825441
720.8177122578938030.3645754842123940.182287742106197
730.8164666044843360.3670667910313290.183533395515664
740.8545936669320240.2908126661359520.145406333067976
750.8411383969734970.3177232060530050.158861603026503
760.8204185292014780.3591629415970440.179581470798522
770.82789180572460.34421638855080.1721081942754
780.799732914680830.4005341706383390.200267085319169
790.7767359515332970.4465280969334060.223264048466703
800.809604318584410.3807913628311820.190395681415591
810.7767377669082980.4465244661834050.223262233091702
820.7593945934975280.4812108130049450.240605406502472
830.7197659700180040.5604680599639920.280234029981996
840.6991786990077660.6016426019844680.300821300992234
850.657209179418880.6855816411622410.34279082058112
860.6121663804469440.7756672391061110.387833619553056
870.5646568261454220.8706863477091560.435343173854578
880.5494093168107120.9011813663785770.450590683189288
890.6156106735462390.7687786529075230.384389326453761
900.5673805890841390.8652388218317220.432619410915861
910.6246036865667030.7507926268665940.375396313433297
920.7178463028691080.5643073942617840.282153697130892
930.7285482207796030.5429035584407950.271451779220397
940.6888737952200880.6222524095598240.311126204779912
950.6466870120534250.706625975893150.353312987946575
960.7431035187634440.5137929624731110.256896481236556
970.777891527307270.4442169453854590.22210847269273
980.8585325361706610.2829349276586780.141467463829339
990.8321005714386370.3357988571227250.167899428561363
1000.8033941028503350.3932117942993310.196605897149665
1010.8049573252774460.3900853494451080.195042674722554
1020.7813168608594010.4373662782811980.218683139140599
1030.7907533047618720.4184933904762560.209246695238128
1040.7549716645877160.4900566708245680.245028335412284
1050.7135011138895010.5729977722209980.286498886110499
1060.6778812208463510.6442375583072980.322118779153649
1070.6299411566294330.7401176867411340.370058843370567
1080.6638938422117420.6722123155765150.336106157788258
1090.6418551965041050.7162896069917890.358144803495895
1100.5995031641378370.8009936717243260.400496835862163
1110.6686974552879730.6626050894240550.331302544712027
1120.7600179129265610.4799641741468790.239982087073439
1130.7599349846009130.4801300307981730.240065015399087
1140.804048531435980.3919029371280390.195951468564019
1150.8263038591849720.3473922816300570.173696140815028
1160.8014280051313520.3971439897372960.198571994868648
1170.7922123556419310.4155752887161380.207787644358069
1180.8166422457415840.3667155085168330.183357754258416
1190.8148526024959420.3702947950081160.185147397504058
1200.808800081930460.3823998361390790.191199918069539
1210.8889959879687980.2220080240624040.111004012031202
1220.8738175262990020.2523649474019950.126182473700997
1230.8373104087836270.3253791824327460.162689591216373
1240.8201259495205160.3597481009589680.179874050479484
1250.7995898587390280.4008202825219440.200410141260972
1260.7605692808524710.4788614382950570.239430719147529
1270.7092241365552410.5815517268895190.290775863444759
1280.6463844365574220.7072311268851560.353615563442578
1290.8203310206480160.3593379587039690.179668979351984
1300.8978813961703470.2042372076593060.102118603829653
1310.869181159672490.2616376806550190.13081884032751
1320.8299942961866910.3400114076266180.170005703813309
1330.8049245211517040.3901509576965920.195075478848296
1340.8204827419050180.3590345161899640.179517258094982
1350.8883964034493210.2232071931013570.111603596550679
1360.8804851765983690.2390296468032620.119514823401631
1370.8268843242758710.3462313514482580.173115675724129
1380.7693506710280980.4612986579438050.230649328971902
1390.6906217191153860.6187565617692280.309378280884614
1400.670097739426810.659804521146380.32990226057319
1410.787931922864370.4241361542712610.21206807713563
1420.7617356497866740.4765287004266530.238264350213326
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