Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 6115.58568755992 + 715.087147974851X1[t] + 856.154686534896X2[t] + 198.22582540084X3[t] + 0.459192074858798X4[t] + 2.79279819005493X5[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)6115.585687559927508.3201880.81450.4167570.208379
X1715.087147974851124.473065.744900
X2856.154686534896468.8540311.82610.0700030.035002
X3198.2258254008475.046172.64140.0092090.004605
X40.4591920748587980.1789512.5660.0113540.005677
X52.792798190054930.8321693.3560.0010220.000511


Multiple Linear Regression - Regression Statistics
Multiple R0.86406719386569
R-squared0.746612115514928
Adjusted R-squared0.73743139506257
F-TEST (value)81.3239134542205
F-TEST (DF numerator)5
F-TEST (DF denominator)138
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation34805.7767349601
Sum Squared Residuals167179008989.096


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1449290406352.6784710542937.3215289504
2312831210174.171216254102656.828783746
3275326192919.82789171182406.1721082885
4266451179319.54520509987131.454794901
5244190126132.504700903118057.495299097
6233497205092.53246553728404.4675344634
7229437140281.63228403689155.3677159637
8221399230181.798765078-8782.79876507783
9218900301244.136699301-82344.136699301
10215480211203.6632623464276.33673765381
11214975209906.420152765068.57984723967
12204812157597.20543839647214.7945616043
13200652208003.457900403-7351.45790040288
14200609137002.51170270263606.4882972978
15191923129133.36870634362789.6312936565
16191463207957.050260456-16494.050260456
17189007167311.7830769221695.21692308
18186704123040.96071116363663.0392888368
19184024133658.87046483550365.1295351653
20183873168039.11171528715833.8882847126
21182328153823.53241814428504.4675818556
22178613190412.764945678-11799.7649456784
23178228153702.81582536624525.1841746343
24176034127048.90991186548985.0900881346
25174876123562.9924186651313.0075813399
26174181222512.952356736-48331.9523567356
27173779202126.759122944-28347.7591229442
28172071181127.8237015-9056.82370149983
29168465119202.16589895349262.8341010474
30166226159929.2622353046296.73776469637
31164516118763.51383536145752.4861646386
32161553137099.68176515224453.3182348479
33156916130628.10718206826287.8928179323
34155934159371.746796417-3437.74679641721
35154806109372.87977666245433.1202233383
36153278119283.78847382133994.2115261793
37152455136027.98447180216427.0155281979
38151621117098.64832255834522.3516774417
39150416118465.26887677631950.7311232245
40148950117880.6163339731069.3836660297
4114853189117.838753507759413.1612464923
42147766151710.535490323-3944.5354903234
43146552150328.837085743-3776.83708574315
44146020134939.39280240811080.6071975919
45144677137933.8174404186743.18255958247
46144193174637.411051241-30444.4110512414
47143910122291.09633201121618.9036679889
48143546120853.15146357922692.8485364209
49141868123556.64893361418311.3510663862
5014093593866.050596736447068.9494032636
51140303169711.603861433-29408.6038614331
52139901149819.467697954-9918.46769795387
53139780107739.98311508132040.0168849187
54139075164344.777840386-25269.7778403863
55136333171115.620741584-34782.6207415835
56136220113226.96381055222993.0361894485
57134379125022.7809789389356.2190210625
58134153194100.911378332-59947.9113783316
59131263133616.523992446-2353.52399244575
60130414134898.665999024-4484.66599902423
61129419179625.441437799-50206.4414377991
62128907144060.610072711-15153.6100727107
63126905137913.333710213-11008.3337102134
64126602149240.444161632-22638.4441616316
65125760110112.32637190415647.6736280964
66125728137621.715790978-11893.7157909775
67124626118687.6835587075938.31644129293
68124401102583.86455286521817.1354471355
69122294191594.423632718-69300.4236327181
70122259160527.239940012-38268.2399400115
71121593154855.162137596-33262.1621375959
72121391115523.5796452015867.42035479895
73120414160194.348130077-39780.3481300773
74120111124035.830993694-3924.8309936943
7511907099955.176611355219114.8233886448
76115944111844.743991664099.25600834002
77115572132327.216919172-16755.2169191715
78115343135620.881484266-20277.8814842657
79113870126621.289709813-12751.2897098129
80113245100290.32214592512954.6778540753
81111940129982.985136186-18042.9851361859
82111924108690.1699932573233.83000674272
83109807121540.873301169-11733.8733011694
8410868586164.37067047522520.629329525
85106742114159.849250696-7417.84925069588
86104972113948.517866818-8976.51786681784
87102378125974.531091834-23596.5310918338
8810219492385.76208214629808.23791785375
89102141123701.63541268-21560.6354126803
90101560103808.20075725-2248.20075724979
91100798103930.274004462-3132.27400446194
9298629132708.889457318-34079.8894573181
9397181118105.350442274-20924.3504422743
9495704123190.010422038-27486.0104220383
9595276140615.618408613-45339.6184086132
9694982108128.010089754-13146.010089754
9794341106541.127893073-12200.1278930733
9894332117797.901899112-23465.9018991121
999412781369.989324488912757.0106755111
10093107113416.115393032-20309.1153930322
10190385118177.482537727-27792.4825377269
1028992052936.100540042136983.8994599579
1038887482457.51930832836416.48069167167
10486249139622.840278837-53373.8402788368
10585610135934.247817767-50324.2478177671
10684971151955.07416493-66984.0741649305
1078431595880.0896138218-11565.0896138218
10882209136736.301212771-54527.3012127709
1098129399195.6255363624-17902.6255363624
11080420144188.36855618-63768.3685561799
1117290467995.98781692284908.01218307721
1127255991787.6639863725-19228.6639863725
1137192190422.3383848073-18501.3383848073
11471894100097.94192992-28203.9419299204
1156414976807.9084168091-12658.9084168091
1166395258916.13905497695035.86094502312
1176037366274.1289668758-5901.12896687575
1186013879035.2639174511-18897.2639174511
1195828079166.6712190745-20886.6712190745
1205625272465.3050467325-16213.3050467325
1215219777791.2863917276-25594.2863917276
1225120133751.79240917917449.207590821
1235091382254.6165644365-31341.6165644365
1244917693018.4200590576-43842.4200590576
1254818868439.3523747446-20251.3523747446
1264341034334.80753881249075.19246118761
1274024832385.53711774957862.4628822505
1283197048242.1958734775-16272.1958734775
1292791883683.5172164147-55765.5172164147
1302767651381.7423827482-23705.7423827482
1311976429563.9047607044-9799.90476070436
1321934922509.8660397638-3160.86603976378
1331179618624.6475512218-6828.64755122182
1341067413938.9507971394-3264.95079713944
135881224935.4351538551-16123.4351538551
136721521522.8678076353-14307.8678076352
13771318975.9342794593-1844.93427945931
138683610108.1309450236-3272.13094502355
13951188459.0729568853-3341.0729568853
140361610682.1505544384-7066.15055443835
14106830.67283553475-6830.67283553475
14206115.5856875599-6115.5856875599
14306115.5856875599-6115.5856875599
14406115.5856875599-6115.5856875599


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.04939383048983980.09878766097967970.95060616951016
100.1171785371685040.2343570743370080.882821462831496
110.9351494269002830.1297011461994340.0648505730997172
120.9022468878027730.1955062243944540.0977531121972271
130.8476479102498790.3047041795002420.152352089750121
140.8083961811704850.383207637659030.191603818829515
150.7741009508527230.4517980982945540.225899049147277
160.9722946069783360.05541078604332850.0277053930216642
170.9640911638730440.0718176722539120.035908836126956
180.9684723245046320.06305535099073520.0315276754953676
190.965819824274610.06836035145078130.0341801757253907
200.967400085335630.06519982932874110.0325999146643705
210.9934917666364050.01301646672719080.00650823336359542
220.996976789682410.006046420635180440.00302321031759022
230.9966953865115150.006609226976970670.00330461348848534
240.9972666989255980.005466602148804110.00273330107440206
250.9970659850509330.005868029898134650.00293401494906732
260.9988723806409770.002255238718046190.00112761935902309
270.999042468044410.001915063911181260.000957531955590632
280.9985369907867660.002926018426466950.00146300921323347
290.9987072460012470.002585507997505620.00129275399875281
300.9991482358756770.001703528248646750.000851764124323377
310.9992916579734230.001416684053153680.000708342026576838
320.999727666637020.0005446667259611350.000272333362980567
330.9996811629872840.000637674025431520.00031883701271576
340.9995929101170740.000814179765851590.000407089882925795
350.9996767229947330.0006465540105349030.000323277005267451
360.9998322930185030.0003354139629931680.000167706981496584
370.9998261746375180.0003476507249633430.000173825362481671
380.9998370096824720.0003259806350564150.000162990317528207
390.9998324806684250.0003350386631496110.000167519331574805
400.9998552667872090.000289466425582390.000144733212791195
410.9999460140307620.0001079719384769055.39859692384523e-05
420.999928162742440.0001436745151208227.1837257560411e-05
430.999933436601680.0001331267966391916.65633983195957e-05
440.9999171856560.0001656286880004248.28143440002122e-05
450.99996170844827.65831036004955e-053.82915518002477e-05
460.9999922881837631.5423632473727e-057.71181623686348e-06
470.99999387836531.22432693999632e-056.12163469998159e-06
480.9999955211581228.95768375518852e-064.47884187759426e-06
490.9999960994760267.8010479474087e-063.90052397370435e-06
500.9999990264859441.9470281113705e-069.73514055685248e-07
510.9999994890891721.02182165626493e-065.10910828132466e-07
520.999999447889891.10422022118798e-065.52110110593988e-07
530.9999997530493554.93901290727007e-072.46950645363504e-07
540.9999998646792042.70641591743679e-071.3532079587184e-07
550.99999990270141.94597198741146e-079.72985993705732e-08
560.999999948004031.03991940396972e-075.19959701984862e-08
570.999999955738678.85226587350042e-084.42613293675021e-08
580.9999999883559762.32880484461963e-081.16440242230981e-08
590.9999999925294571.49410854102197e-087.47054270510987e-09
600.9999999891444742.1711051737473e-081.08555258687365e-08
610.9999999950394049.92119190633695e-094.96059595316848e-09
620.9999999931399621.37200761105279e-086.86003805526397e-09
630.999999989709152.05816971298635e-081.02908485649317e-08
640.999999983378863.32422779774463e-081.66211389887232e-08
650.999999987462272.50754608267686e-081.25377304133843e-08
660.9999999789621664.20756675572446e-082.10378337786223e-08
670.999999986976842.60463188343318e-081.30231594171659e-08
680.9999999932706491.34587022185736e-086.72935110928682e-09
690.999999998397053.2058975044392e-091.6029487522196e-09
700.9999999982273993.54520232809263e-091.77260116404631e-09
710.9999999978957454.20850922076518e-092.10425461038259e-09
720.9999999972246445.55071236051496e-092.77535618025748e-09
730.9999999980801023.83979594669382e-091.91989797334691e-09
740.9999999973357615.3284777718181e-092.66423888590905e-09
750.9999999987747582.4504835889685e-091.22524179448425e-09
760.9999999986956882.60862416698474e-091.30431208349237e-09
770.9999999980208853.95823077110239e-091.9791153855512e-09
780.9999999974423045.11539204016737e-092.55769602008369e-09
790.999999996393697.21261939996434e-093.60630969998217e-09
800.9999999977322154.53557058216728e-092.26778529108364e-09
810.9999999966917876.61642554454069e-093.30821277227034e-09
820.999999996674736.65054008566215e-093.32527004283107e-09
830.999999995561788.87644099965172e-094.43822049982586e-09
840.99999999827483.45040075127241e-091.7252003756362e-09
850.9999999981479743.70405095790591e-091.85202547895295e-09
860.9999999984415823.11683512940069e-091.55841756470035e-09
870.9999999976734954.65300900801243e-092.32650450400621e-09
880.999999998482783.03444187799141e-091.51722093899571e-09
890.999999997788114.42378165688185e-092.21189082844093e-09
900.9999999977299764.54004785084065e-092.27002392542032e-09
910.9999999977220914.55581701053341e-092.27790850526671e-09
920.9999999962510437.49791401146833e-093.74895700573416e-09
930.999999992325541.53489195680674e-087.67445978403372e-09
940.9999999884833842.30332326993523e-081.15166163496762e-08
950.9999999824045833.51908349646145e-081.75954174823072e-08
960.9999999746743045.06513923044599e-082.532569615223e-08
970.999999964972137.00557383006526e-083.50278691503263e-08
980.9999999553206528.93586961484828e-084.46793480742414e-08
990.9999999872069172.5586166978983e-081.27930834894915e-08
1000.9999999808215813.83568373023657e-081.91784186511829e-08
1010.999999969875236.02495383743203e-083.01247691871601e-08
1020.9999999994235661.15286809565699e-095.76434047828496e-10
1030.9999999999108091.78382414320985e-108.91912071604923e-11
1040.9999999998393693.21261703046093e-101.60630851523046e-10
1050.9999999996983816.03238147063515e-103.01619073531758e-10
1060.9999999997558284.88343539168655e-102.44171769584327e-10
1070.9999999998323953.35209488140964e-101.67604744070482e-10
1080.999999999910251.7949877137707e-108.97493856885348e-11
1090.9999999998621362.75728424675346e-101.37864212337673e-10
1100.9999999999232881.5342406432626e-107.67120321631299e-11
1110.99999999995389.24014189053486e-114.62007094526743e-11
1120.9999999998886272.227462403506e-101.113731201753e-10
1130.9999999995965028.06996229806778e-104.03498114903389e-10
1140.9999999986964462.60710710879634e-091.30355355439817e-09
1150.9999999961022257.7955492415273e-093.89777462076365e-09
1160.9999999970774015.84519797849753e-092.92259898924876e-09
1170.9999999988818172.23636688214627e-091.11818344107314e-09
1180.9999999956697328.66053688002638e-094.33026844001319e-09
1190.9999999950464869.90702741712456e-094.95351370856228e-09
1200.9999999905096391.89807222914835e-089.49036114574177e-09
1210.999999989012182.19756403076599e-081.098782015383e-08
1220.9999999983882193.22356143962774e-091.61178071981387e-09
1230.9999999929007781.41984431920546e-087.0992215960273e-09
1240.9999999673206226.53587555085298e-083.26793777542649e-08
1250.9999999917200221.65599552786832e-088.27997763934162e-09
1260.9999999500411379.9917725621213e-084.99588628106065e-08
1270.9999999992321951.53561003182648e-097.67805015913239e-10
1280.9999999991196481.76070358416347e-098.80351792081736e-10
1290.9999999978261844.34763158414746e-092.17381579207373e-09
1300.999999982471443.50571196447879e-081.75285598223939e-08
1310.9999999805624313.88751373722571e-081.94375686861285e-08
1320.9999999986809562.63808843020681e-091.31904421510341e-09
1330.9999999680884056.38231898538563e-083.19115949269282e-08
1340.9999990735695521.85286089551851e-069.26430447759257e-07
1350.9999621459162137.57081675729881e-053.78540837864941e-05


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1140.89763779527559NOK
5% type I error level1150.905511811023622NOK
10% type I error level1210.95275590551181NOK