Multiple Linear Regression - Estimated Regression Equation
X1[t] = -6621.20686091456 + 18.6792902874244X2[t] + 129.718229755785X3[t] + 96.5728322044372X4[t] -0.307030148761099X5[t] + 0.737535481670461X6[t] -145.873125893583X7[t] + 56.4219266694894X8[t] -1008.86288892542X9[t] + 487.392762192666X10[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-6621.206860914566902.866313-0.95920.3389630.169482
X218.679290287424412.6003411.48240.1402660.070133
X3129.71822975578579.1490261.63890.1032730.051637
X496.572832204437227.3286293.53380.0005410.000271
X5-0.3070301487610990.35517-0.86450.388680.19434
X60.7375354816704610.0825788.931400
X7-145.873125893583727.693613-0.20050.8413860.420693
X856.4219266694894150.3897520.37520.7080490.354025
X9-1008.862888925421036.329162-0.97350.3318330.165917
X10487.392762192666310.842371.5680.118940.05947


Multiple Linear Regression - Regression Statistics
Multiple R0.961291904346723
R-squared0.924082125362549
Adjusted R-squared0.919645366455165
F-TEST (value)208.27864318359
F-TEST (DF numerator)9
F-TEST (DF denominator)154
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation32512.3635923793
Sum Squared Residuals162786283099.913


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1272545246981.36001979325563.6399802069
2179444180427.722185863-983.722185863332
3222373210569.24411634711803.7558836529
4218443275090.521928017-56647.5219280169
5167843149243.93488550718599.0651144934
67084990225.0870277869-19376.0870277869
7506574520973.271635155-14399.2716351552
83318634080.9942684387-894.994268438681
9216660221239.722640759-4579.72264075899
10213274194758.17306355118515.8269364493
11307153286264.37243447520888.6275655248
12237633231497.7086445746135.29135542582
13164292171751.977828388-7459.97782838828
14364402286897.97940883777504.0205911631
15244103227051.60265694517051.3973430554
16384448443556.251697253-59108.2516972526
17325587271409.29468685254177.7053131476
18323652310456.82635641413195.1736435865
19176082178313.03383888-2231.03383888004
20266736262505.3830696274230.61693037346
21278265272306.5102935125958.48970648825
22442703327687.75696088115015.24303912
23180393170003.31369855110389.6863014488
24189897217867.965212247-27970.9652122474
25234247297107.669179762-62860.6691797623
26237452279029.887881729-41577.8878817288
27267268317101.434641015-49833.4346410155
28270787246163.0490970824623.9509029198
29155915156452.88504463-537.885044629872
30342564364674.570287242-22110.5702872417
31282172307251.97262375-25079.9726237502
32216584229592.661680374-13008.6616803738
33318563305767.75084657912795.2491534211
3498672109915.002693819-11243.002693819
35386258357830.4523581828427.54764182
36273950281937.240892453-7987.24089245255
37425120377172.44843265547947.5515673447
38227636209021.04764543718614.9523545633
3911565894090.684981122821567.3150188772
40349863355274.626176781-5411.62617678116
41324178335809.994573646-11631.9945736464
42178083187880.390258584-9797.39025858405
43195153211235.804040916-16082.8040409159
44177694160224.60004128517469.3999587146
45153778228983.775199136-75205.7751991358
46455168407686.25400778547481.7459922147
4778800104591.091285669-25791.0912856685
48208051235518.620734115-27467.6207341146
49348077399505.120136979-51428.1201369785
50175523234982.72346565-59459.7234656501
51224591249001.121259301-24410.1212593012
522418839290.0833765472-15102.0833765472
53372238339285.6543086232952.3456913798
546502968730.0131587009-3701.01315870092
55101097112478.298737029-11381.2987370294
56279012284594.818062011-5582.81806201133
57317644321009.560883594-3365.56088359386
58340471363441.206620576-22970.2066205763
59358958337391.00668426521566.9933157345
60252529213527.41592897539001.5840710252
61370628396670.273882499-26042.2738824994
62304468343578.453050353-39110.4530503532
63265870287374.19404573-21504.1940457296
64264889271054.950723871-6165.95072387126
65228595221190.8543359067404.14566409417
66216027205417.36181947110609.6381805285
67198798219173.639196576-20375.6391965756
68238146279479.02081826-41333.0208182598
69234891241141.742138938-6250.74213893781
70175816181911.936569726-6095.93656972596
71239314248742.57888322-9428.57888321955
727356690630.4757338055-17064.4757338055
73242622239258.5121102643363.48788973588
74187167191050.676129491-3883.67612949122
75209049211330.474428436-2281.47442843567
76360592253058.895893248107533.104106752
77342846311047.78538922131798.2146107794
78207650259869.23402324-52219.2340232395
79206500206703.444630804-203.444630804052
80182357182049.112237271307.887762729431
81153613177117.398268151-23504.3982681515
82456979368302.09152164788676.908478353
83145943165459.168738754-19516.1687387537
84280366225631.3195368354734.6804631701
8580953100896.051623848-19943.0516238477
86150216159986.044285987-9770.04428598738
87167878167087.515805511790.484194489356
88369718355733.68928965713984.3107103428
89322454312513.6292444159940.37075558485
90179797260369.98138238-80572.9813823796
91262883241585.10791082321297.8920891766
92262793219790.71479298743002.2852070132
93189142187225.1080498371916.89195016292
94275997262306.51515723813690.4848427619
95328875276517.86462764252357.1353723582
96189252194237.919291058-4985.91929105784
97222504223948.34551428-1444.34551428028
98287386295840.213065021-8454.2130650211
99389104411477.853075969-22373.8530759685
100397681394051.9732451093629.0267548907
101287748272187.45782397315560.5421760269
102294320303115.620176152-8795.62017615172
103186856206041.105991991-19185.1059919908
1044328757773.4043628349-14486.4043628349
105185468191951.778553158-6483.77855315828
106235352263704.77749001-28352.7774900099
107268077286338.516711824-18261.5167118241
108305195287720.95933035317474.0406696466
109143356216748.03173448-73392.0317344801
110154165270632.908285133-116467.908285133
111307000258811.3843052448188.6156947604
112298039234417.81297559263621.1870244083
1132362320531.42170879283091.57829120717
114195817229610.948890009-33793.9488900086
1156185747621.337658870814235.6623411292
116163766168874.604839511-5108.60483951079
117414506379825.5483154434680.4516845602
1182105421562.9874275997-508.987427599667
119252805240770.75313084112034.246869159
1203196137836.9277675673-5875.92776756732
121317367341530.319163854-24163.3191638538
122240153216151.40295738724001.5970426131
123175083146153.11418727728929.8858127228
124152043183352.866207239-31309.8662072392
1253821451059.9991696589-12845.9991696589
126216299204515.0961946111783.9038053903
127357602314137.73662097643464.263379024
128198104212929.940367908-14825.9403679081
129410803404898.8756054365904.12439456418
130316105344488.798142186-28383.7981421859
131397297407940.172364413-10643.1723644132
132187992191641.118423603-3649.1184236033
133102424134264.223651173-31840.2236511728
134286327283191.3948805633135.6051194365
135407378413921.856083284-6543.85608328389
136143860140965.2948290062894.70517099356
137391854396666.353361697-4812.35336169667
138157429188283.09703442-30854.0970344196
139258751227676.24136583631074.7586341639
140282399256406.31985102125992.6801489787
141217665199795.11749834717869.882501653
142366774358145.7488642278628.25113577327
143236660246332.90958245-9672.90958244952
144173260137169.39837372736090.6016262734
145323545295023.08664463128521.9133553693
146168994207964.688172917-38970.6881729174
147253330276073.227735387-22743.2277353869
148301703290129.20405940911573.7959405914
1491-7896.706413381897897.70641338189
1501468811982.88169205092705.11830794912
15198-6398.09217972166496.0921797216
152455-6212.336079103546667.33607910354
1530-6767.079986808096767.07998680809
1540-6621.206860914516621.20686091451
155246435218941.77727977827493.2227202223
156382374354812.90420433927561.0957956612
1570-6621.206860914516621.20686091451
158203-6027.616780741666230.61678074166
15971996954.4760613738244.523938626199
1604666048061.8316008438-1401.83160084383
161175479331.896516026078215.10348397393
16211667891900.842898916824777.1571010832
163969-5820.070983067626789.07098306762
164206501174276.75076719432224.249232806


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
130.06277624072583350.1255524814516670.937223759274166
140.2181873239908260.4363746479816520.781812676009174
150.1419034206370580.2838068412741160.858096579362942
160.2940377708493190.5880755416986370.705962229150681
170.3495573717516390.6991147435032780.650442628248361
180.6255020535755960.7489958928488070.374497946424404
190.5270490001360220.9459019997279550.472950999863978
200.4295713254008110.8591426508016220.570428674599189
210.3418033929804880.6836067859609750.658196607019512
220.8800509889869310.2398980220261380.119949011013069
230.840924210713720.318151578572560.15907578928628
240.854239156904690.2915216861906210.14576084309531
250.8585552031753370.2828895936493260.141444796824663
260.8293646923093530.3412706153812940.170635307690647
270.8733040075654270.2533919848691470.126695992434573
280.8396077469575540.3207845060848920.160392253042446
290.7952868825072790.4094262349854420.204713117492721
300.8693762806377770.2612474387244460.130623719362223
310.8677421129216920.2645157741566150.132257887078308
320.8594464107865450.2811071784269090.140553589213455
330.8235380489870990.3529239020258020.176461951012901
340.7827482647841480.4345034704317040.217251735215852
350.7695768149409040.4608463701181920.230423185059096
360.7207144839571510.5585710320856970.279285516042849
370.7557943568209760.4884112863580480.244205643179024
380.7671909696534030.4656180606931930.232809030346597
390.7270769577696330.5458460844607340.272923042230367
400.696501063338550.6069978733228990.30349893666145
410.6608991593492880.6782016813014230.339100840650712
420.6269709385039070.7460581229921850.373029061496093
430.7107838904259730.5784322191480540.289216109574027
440.6857449874910070.6285100250179860.314255012508993
450.9103677636937330.1792644726125340.0896322363062668
460.9205130034760880.1589739930478240.0794869965239118
470.9184626509594490.1630746980811030.0815373490405515
480.9122713280938510.1754573438122970.0877286719061486
490.9573219888128010.08535602237439730.0426780111871987
500.9763906675006840.04721866499863230.0236093324993161
510.972578400104940.05484319979011980.0274215998950599
520.9685776894920450.06284462101591020.0314223105079551
530.965524143331310.06895171333737910.0344758566686895
540.9555940086514450.0888119826971110.0444059913485555
550.9459146474068960.1081707051862070.0540853525931036
560.9330725877741830.1338548244516340.066927412225817
570.9154436277061450.1691127445877110.0845563722938553
580.9035741379447850.1928517241104310.0964258620552154
590.8917279839050360.2165440321899280.108272016094964
600.9029708119671660.1940583760656680.0970291880328341
610.8975288801986020.2049422396027960.102471119801398
620.9028503780625850.1942992438748290.0971496219374146
630.8878146425638220.2243707148723570.112185357436178
640.8633326925712610.2733346148574780.136667307428739
650.8383319303315190.3233361393369610.161668069668481
660.8138938400800650.3722123198398690.186106159919935
670.7908716092996610.4182567814006780.209128390700339
680.8059655332058280.3880689335883450.194034466794172
690.7727020579377440.4545958841245110.227297942062256
700.7383647792876470.5232704414247050.261635220712353
710.7031498247827420.5937003504345160.296850175217258
720.6755062826992890.6489874346014210.324493717300711
730.6327794102406470.7344411795187050.367220589759353
740.5972059140570480.8055881718859040.402794085942952
750.5506219729203730.8987560541592550.449378027079627
760.9003647759649330.1992704480701340.0996352240350669
770.9031778703208880.1936442593582240.0968221296791118
780.9316902217624070.1366195564751860.0683097782375928
790.9147989538473780.1704020923052430.0852010461526216
800.8948139986250.210372002750.105186001375
810.8821328670742560.2357342658514870.117867132925744
820.9809132708444030.03817345831119440.0190867291555972
830.978014153858350.04397169228329920.0219858461416496
840.9817227170351030.03655456592979360.0182772829648968
850.9781726456692810.04365470866143880.0218273543307194
860.971807611270670.056384777458660.02819238872933
870.9637306253368230.07253874932635390.036269374663177
880.957226361410550.08554727717889940.0427736385894497
890.9452039984212720.1095920031574560.0547960015787281
900.9869652853769480.02606942924610450.0130347146230523
910.984532938777170.03093412244566090.0154670612228305
920.9870123820622640.02597523587547210.0129876179377361
930.982610621993570.03477875601285980.0173893780064299
940.9798420709866170.04031585802676550.0201579290133828
950.9899453894606180.02010922107876350.0100546105393818
960.9861867926352060.02762641472958790.013813207364794
970.9821281850911450.03574362981770960.0178718149088548
980.9780812394431940.04383752111361140.0219187605568057
990.9745228496680080.05095430066398350.0254771503319917
1000.9691258723659780.06174825526804480.0308741276340224
1010.9612699500310450.077460099937910.038730049968955
1020.9503131962869140.09937360742617180.0496868037130859
1030.9398300253833570.1203399492332850.0601699746166426
1040.9288425822711530.1423148354576950.0711574177288473
1050.9164402204415190.1671195591169620.0835597795584812
1060.9300676356190150.1398647287619690.0699323643809846
1070.9173812447932490.1652375104135020.082618755206751
1080.9036476007911970.1927047984176070.0963523992088035
1090.9817879245706690.03642415085866230.0182120754293311
1100.9998958954302330.000208209139534170.000104104569767085
1110.9999590046986428.19906027161464e-054.09953013580732e-05
1120.9999878370743592.43258512818242e-051.21629256409121e-05
1130.9999775087017614.49825964778065e-052.24912982389032e-05
1140.9999929696414621.40607170760881e-057.03035853804407e-06
1150.9999880015792022.39968415951582e-051.19984207975791e-05
1160.9999827274738743.45450522511714e-051.72725261255857e-05
1170.999994726733221.05465335605906e-055.27326678029528e-06
1180.9999898349678162.03300643684355e-051.01650321842178e-05
1190.9999867298579222.65402841569086e-051.32701420784543e-05
1200.9999767343573114.6531285378864e-052.3265642689432e-05
1210.9999879161916052.41676167899087e-051.20838083949544e-05
1220.9999799225953654.0154809270809e-052.00774046354045e-05
1230.9999807268938353.85462123299292e-051.92731061649646e-05
1240.9999851701911052.96596177895425e-051.48298088947712e-05
1250.9999724766250785.50467498435296e-052.75233749217648e-05
1260.9999439848287410.0001120303425183855.60151712591923e-05
1270.9999933074872051.33850255906132e-056.69251279530658e-06
1280.9999871172963882.57654072233543e-051.28827036116771e-05
1290.9999978452692914.30946141891017e-062.15473070945508e-06
1300.9999952663434829.46731303689551e-064.73365651844775e-06
1310.9999903129237561.93741524874791e-059.68707624373954e-06
1320.9999966832620216.63347595810964e-063.31673797905482e-06
1330.9999962746680757.45066385002322e-063.72533192501161e-06
1340.999999741410445.17179119486438e-072.58589559743219e-07
1350.9999995232999789.53400044809929e-074.76700022404964e-07
1360.9999989200650032.15986999417394e-061.07993499708697e-06
1370.9999997572366084.85526784817392e-072.42763392408696e-07
1380.9999994521435411.09571291828221e-065.47856459141104e-07
1390.9999999997086855.82629926352331e-102.91314963176165e-10
1400.9999999990119091.97618209953892e-099.88091049769462e-10
1410.999999995259439.48114004977495e-094.74057002488748e-09
1420.9999999730154975.39690057493964e-082.69845028746982e-08
1430.9999998577927522.84414495896922e-071.42207247948461e-07
1440.9999993863540551.22729188915719e-066.13645944578594e-07
1450.9999986422767752.7154464490024e-061.3577232245012e-06
1460.999999999987532.49400752434153e-111.24700376217077e-11
1470.9999999996903136.19374800899537e-103.09687400449769e-10
1480.9999999927219781.45560433564566e-087.27802167822831e-09
1490.9999997782405464.43518908773532e-072.21759454386766e-07
1500.9999975813870994.83722580276344e-062.41861290138172e-06
1510.9999221223658040.000155755268391517.7877634195755e-05


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level420.302158273381295NOK
5% type I error level570.410071942446043NOK
10% type I error level690.496402877697842NOK