Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 8398.81141733913 + 970.366287727172X1[t] + 1864.29189394134X2[t] + 62.0280743892193X3[t] + 0.217221428501754X4[t] + 0.35267239201094X5[t] + 652.93193852556X6[t] -320.660266734664X7[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)8398.8114173391313325.8229020.63030.5294430.264721
X1970.366287727172203.0561964.77884e-062e-06
X21864.29189394134851.8164422.18860.0301120.015056
X362.0280743892193242.9566150.25530.7988240.399412
X40.2172214285017540.1728711.25660.2107940.105397
X50.352672392010940.8138530.43330.6653690.332684
X6652.931938525561328.8040260.49140.6238570.311928
X7-320.6602667346641381.71748-0.23210.8167850.408392


Multiple Linear Regression - Regression Statistics
Multiple R0.864846827254271
R-squared0.74796003461178
Adjusted R-squared0.736650548985385
F-TEST (value)66.1356368733661
F-TEST (DF numerator)7
F-TEST (DF denominator)156
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation63794.8503788315
Sum Squared Residuals634886137837.77


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1279055284629.855281398-5574.85528139756
2209884237986.203451751-28102.2034517505
3233432238196.257149516-4764.25714951578
4222117312942.636651974-90825.6366519738
5179751176907.1965647552843.80343524478
670849123936.685009749-53087.685009749
7568125375934.145971551192190.854028449
83318651354.8235216131-18168.8235216131
9227332258182.546857605-30850.5468576046
10258676231009.58061234527666.4193876548
11341549279842.70529914261706.294700858
12260484310411.315078425-49927.3150784248
13202918182253.352972920664.6470271002
14367799335745.47009592832053.5299040723
15269455232449.67793115537005.3220688447
16394578398701.604596617-4123.60459661667
17335567318645.80541386916921.1945861307
18423110285248.302560288137861.697439712
19182016270635.526223564-88619.5262235639
20267365356927.185162372-89562.1851623719
21279428317084.822466609-37656.8224666086
22506616264529.231126485242086.768873515
23201993181195.47434624120797.5256537589
24200004307352.162926358-107348.162926358
25257139332837.638887518-75698.6388875179
26256931278788.175649155-21857.175649155
27296850282279.20375635814570.7962436424
28307100299770.6107466077329.38925339309
29184160178573.9226244755586.07737552462
30393860328922.01667960464937.9833203957
31309877345614.506344963-35737.5063449631
32252512238814.5310659513697.4689340497
33367819342706.93368236325112.0663176368
34115602169265.521594253-53663.5215942534
35430118347649.9613468182468.0386531898
36273950217959.38795607455990.6120439262
37428028283445.263967017144582.736032983
38251306226104.11517420525201.8848257947
3911565899770.610192805815887.3898071942
40388812333664.9292793155147.0707206904
41343783285213.36538570458569.6346142956
42198635228226.771638264-29591.7716382643
43213258235662.267469373-22404.2674693733
44182398219732.660485662-37334.6604856621
45157164199006.337039412-41842.3370394121
46459440245982.480551827213457.519448173
477880097322.9980885315-18522.9980885315
48217575308125.949086697-90550.949086697
49368086357691.83361853610394.1663814641
50206448297348.701725233-90900.7017252325
51244640276223.546180737-31583.5461807374
522418828621.5744418456-4433.57444184556
53399093296670.468602755102422.531397245
546502981434.512509129-16405.512509129
5510109786536.435619996414560.5643800036
56297973267386.78492228730586.2150777128
57369627404460.698478695-34833.6984786948
58367127353213.63474222213913.3652577781
59374143371230.7511456632912.2488543371
60270099242532.00434365427566.9956563463
61391871369160.64405267122710.3559473291
62315924355662.330878448-39738.3308784481
63291391241467.84750462949923.1524953706
64286417269154.72496767917262.275032321
65270324238529.24787701631794.7521229837
66267432296093.264566384-28661.2645663843
67215924273053.426196821-57129.4261968214
68249232272984.080286397-23752.0802863967
69260919340685.72497789-79766.7249778901
70182961279647.555400197-96686.5554001974
71256967271256.315058741-14289.3150587407
727356691714.788177993-18148.788177993
73272362256725.62747792615636.3725220742
74216802239484.950015584-22682.9500155837
75228835295632.387146852-66797.3871468523
76371391311529.40213528159861.5978647185
77392330344046.49347423248283.5065257675
78220401264176.620863628-43775.6208636279
79225825288693.66948252-62868.6694825197
80217623247970.485654457-30347.4856544574
81199011194022.5541003564988.44589964388
82483074367954.208264636115119.791735364
83145943116555.80693392729387.1930660727
84295224307496.525608947-12272.525608947
8580953107547.928561881-26594.9285618805
86171206138684.31522155432521.6847784462
87179344238849.059646769-59505.0596467688
88415550238599.65667877176950.34332123
89366035336584.9183661929450.0816338101
90180679365842.545975501-185163.545975501
91298696227874.81320423970821.1867957613
92292260367074.172929668-74814.172929668
93199481176370.39968541223110.600314588
94282361282351.9402036579.05979634269109
95329281262324.54235215766956.4576478434
96230588288034.455999799-57446.4559997987
97297995312001.998414151-14006.9984141507
98305984382740.109425278-76756.1094252782
99416463420562.052360287-4099.05236028686
100412530400277.91631887412252.0836811262
101297080318048.613618094-20968.6136180942
102318283366825.237678597-48542.2376785974
103202726199419.3367402363306.66325976389
1044328788802.6150707026-45515.6150707026
105223456211241.04960667112214.9503933287
106258249312937.666681979-54688.6666819791
107299566303291.666583-3725.66658300025
108321797342197.948675459-20400.9486754586
109170299178723.342599672-8424.34259967211
110169545281223.740671763-111678.740671763
111354041259691.51899152194349.4810084794
112303273322495.950974973-19222.9509749728
1132362325900.137811495-2277.13781149501
114195880302478.968719655-106598.968719655
1156185771193.4243797171-9336.42437971711
116207339260288.477604644-52949.4776046442
117431443351259.6428772280183.3571227805
1182105413914.29084528017139.70915471993
119252805209920.46628609742884.5337139025
1203196158769.3428013772-26808.3428013772
121354622283857.85244904470764.1475509557
122251240261873.614302226-10633.6143022257
123187003203176.33173724-16173.3317372398
124172481204837.496164295-32356.4961642951
1253821448029.4725516951-9815.47255169508
126256082240538.13845665815543.8615433424
127358276342842.75523606715433.2447639334
128211775260045.483263222-48270.483263222
129445926360143.83639883585782.1636011649
130348017361267.367347088-13250.3673470878
131441946428112.05761591413833.9423840859
132208962231625.009062959-22663.0090629592
133105332165041.33107313-59709.3310731299
134315219268850.46840303546368.5315969653
135460249340066.974041148120182.025958852
136160740198488.380094994-37748.3800949939
137412099337225.60717701974873.3928229806
138173747197523.187409668-23776.1874096679
139284582293583.422781276-9001.42278127579
140283913278235.7623189655677.23768103473
141234262210614.09549583123647.9045041689
142386740268314.924475869118425.075524131
143246963332317.2579827-85354.2579826997
144173260106887.29341880866372.7065811916
145346748356374.162435006-9626.16243500572
146176654352540.103069011-175886.103069011
147264767306358.199945909-41591.1999459088
148314070401056.347681721-86986.3476817207
14918398.81141733911-8397.81141733911
1501468815978.2280805709-1290.22808057092
151988398.81141733911-8300.81141733911
1524558398.81141733911-7943.81141733911
15308398.81141733911-8398.81141733911
15408398.81141733911-8398.81141733911
155284420250166.7233097634253.2766902403
156410509346606.12244034763902.8775596533
15708398.81141733911-8398.81141733911
1582038398.81141733911-8195.81141733911
159719917738.2033405896-10539.2033405896
1604666036569.506873736610090.4931262634
1611754713298.2451704734248.75482952702
162121550163044.679141646-41494.6791416457
1639698398.81141733911-7429.81141733911
164242258193423.24995337848834.750046622


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.3832138991914840.7664277983829690.616786100808515
120.3049205536733050.6098411073466090.695079446326695
130.4884736099958230.9769472199916450.511526390004177
140.3668778416095830.7337556832191660.633122158390417
150.2828719909055590.5657439818111180.717128009094441
160.2268317190076980.4536634380153960.773168280992302
170.1781606621601860.3563213243203720.821839337839814
180.145135200592290.2902704011845810.85486479940771
190.5071410113870780.9857179772258440.492858988612922
200.598299220451270.803401559097460.40170077954873
210.5175103122840580.9649793754318840.482489687715942
220.9685019441774150.06299611164516930.0314980558225847
230.959761971208830.08047605758234050.0402380287911702
240.9616698232250110.07666035354997780.0383301767749889
250.9646458013316860.07070839733662880.0353541986683144
260.9497474299173330.1005051401653330.0502525700826667
270.947675192974430.1046496140511410.0523248070255704
280.9332988848487290.1334022303025410.0667011151512706
290.9187384388530710.1625231222938580.0812615611469288
300.9045378914571280.1909242170857440.0954621085428722
310.8825467835099650.2349064329800710.117453216490035
320.8729149009038010.2541701981923980.127085099096199
330.8456253085329470.3087493829341070.154374691467053
340.837586163227840.324827673544320.16241383677216
350.9002788971382950.199442205723410.099721102861705
360.8788575546419070.2422848907161870.121142445358093
370.9705958664209470.05880826715810550.0294041335790527
380.9610619723894420.07787605522111560.0389380276105578
390.9486292400770650.102741519845870.0513707599229351
400.9412044541512020.1175910916975950.0587955458487975
410.9294179652580990.1411640694838030.0705820347419014
420.9182951299018090.1634097401963820.0817048700981912
430.8971132859012920.2057734281974170.102886714098708
440.8758413982415420.2483172035169160.124158601758458
450.8564168181470870.2871663637058250.143583181852913
460.9732647500803910.05347049983921760.0267352499196088
470.9648189801465280.07036203970694350.0351810198534717
480.9696127615438270.06077447691234650.0303872384561733
490.9709006869393690.05819862612126230.0290993130606311
500.977201152996650.04559769400669910.0227988470033496
510.9710262401155080.05794751976898310.0289737598844916
520.9650095443207650.06998091135847020.0349904556792351
530.9757485626904490.04850287461910270.0242514373095513
540.9691778258460620.06164434830787620.0308221741539381
550.9602167701466720.07956645970665540.0397832298533277
560.9546352486252440.09072950274951210.0453647513747561
570.9488961510183020.1022076979633950.0511038489816975
580.9355774538615940.1288450922768120.064422546138406
590.9201332667255870.1597334665488250.0798667332744127
600.9051027625190810.1897944749618380.0948972374809188
610.89665789520250.2066842095949990.1033421047975
620.899709398256780.200581203486440.10029060174322
630.8866632435620860.2266735128758280.113336756437914
640.8640281964009650.271943607198070.135971803599035
650.8662683617399560.2674632765200880.133731638260044
660.8723936666027360.2552126667945270.127606333397264
670.8828384991417130.2343230017165750.117161500858287
680.8646822914521570.2706354170956870.135317708547843
690.8979270707011370.2041458585977250.102072929298863
700.9462519724004810.1074960551990370.0537480275995187
710.9329904716428180.1340190567143630.0670095283571817
720.9179619908867170.1640760182265650.0820380091132825
730.9005558768882260.1988882462235470.0994441231117736
740.8816338545702930.2367322908594140.118366145429707
750.8831689040191340.2336621919617320.116831095980866
760.8785797214142130.2428405571715740.121420278585787
770.8686662060455580.2626675879088840.131333793954442
780.872883752947580.254232494104840.12711624705242
790.8740588818524030.2518822362951930.125941118147597
800.8550699152396490.2898601695207010.144930084760351
810.8271479670943620.3457040658112760.172852032905638
820.8938385880393480.2123228239213030.106161411960652
830.875589370579710.2488212588405810.12441062942029
840.8514153287920430.2971693424159150.148584671207957
850.8291607940986750.341678411802650.170839205901325
860.8055862382099060.3888275235801880.194413761790094
870.8036911326904190.3926177346191610.196308867309581
880.9519847639821810.09603047203563760.0480152360178188
890.9454342456685620.1091315086628770.0545657543314383
900.9925090665429570.01498186691408550.00749093345704273
910.9933491185346340.01330176293073260.00665088146536629
920.9939646265288730.0120707469422550.00603537347112749
930.9918334876443490.01633302471130280.0081665123556514
940.9888363932644920.02232721347101510.0111636067355075
950.9888794558532250.02224108829355080.0111205441467754
960.9883926852956090.02321462940878210.011607314704391
970.9844225403485990.03115491930280140.0155774596514007
980.9860137704041640.02797245919167170.0139862295958359
990.9811100803825410.03777983923491810.0188899196174591
1000.975031020482420.04993795903516090.0249689795175804
1010.9680911751727460.06381764965450860.0319088248272543
1020.9646961872864210.07060762542715730.0353038127135787
1030.955198663872940.08960267225412060.0448013361270603
1040.9509318316933940.09813633661321180.0490681683066059
1050.9401672379300810.1196655241398370.0598327620699187
1060.9453237245003710.1093525509992580.0546762754996291
1070.93007742323120.13984515353760.0699225767688
1080.912282525802930.1754349483941390.0877174741970697
1090.8910833709974820.2178332580050370.108916629002518
1100.9165011032608380.1669977934783240.0834988967391618
1110.9368681614993560.1262636770012870.0631318385006436
1120.920180335152980.159639329694040.07981966484702
1130.8988310029256360.2023379941487270.101168997074364
1140.9461730748273280.1076538503453440.0538269251726722
1150.9301917535109030.1396164929781940.0698082464890971
1160.9211756557314690.1576486885370620.0788243442685311
1170.9270237473926480.1459525052147040.0729762526073518
1180.9063796984542750.187240603091450.093620301545725
1190.8962499277382560.2075001445234880.103750072261744
1200.8738213267351910.2523573465296180.126178673264809
1210.8793065397635670.2413869204728670.120693460236433
1220.8500576586327040.2998846827345930.149942341367296
1230.8149257369925430.3701485260149140.185074263007457
1240.7831263633507070.4337472732985870.216873636649293
1250.7385683799202580.5228632401594850.261431620079742
1260.6927369595893610.6145260808212780.307263040410639
1270.6397237871342940.7205524257314120.360276212865706
1280.661072621576880.677854756846240.33892737842312
1290.7076113392685310.5847773214629380.292388660731469
1300.6583465133491010.6833069733017980.341653486650899
1310.5999342307393640.8001315385212720.400065769260636
1320.5572684852118430.8854630295763150.442731514788157
1330.5976331112224620.8047337775550760.402366888777538
1340.550143455099080.8997130898018390.44985654490092
1350.7690394306504460.4619211386991080.230960569349554
1360.7183625661185620.5632748677628770.281637433881438
1370.7724391534758970.4551216930482070.227560846524103
1380.7302793448247020.5394413103505950.269720655175298
1390.6654774120413380.6690451759173250.334522587958662
1400.5942353582894830.8115292834210340.405764641710517
1410.5443473350423270.9113053299153450.455652664957673
1420.9847925618708440.03041487625831190.0152074381291559
1430.9828520900191520.0342958199616970.0171479099808485
1440.9999994056370411.18872591787165e-065.94362958935826e-07
1450.999999942315281.15369439961084e-075.7684719980542e-08
1460.9999997196892635.60621473969574e-072.80310736984787e-07
1470.9999999997851724.29655382798226e-102.14827691399113e-10
1480.9999999999968866.2288352897843e-123.11441764489215e-12
1490.9999999998919542.16092871139552e-101.08046435569776e-10
1500.9999999999998822.35120503674138e-131.17560251837069e-13
1510.9999999999791634.16734790699166e-112.08367395349583e-11
1520.9999999966458856.70822976583939e-093.3541148829197e-09
1530.9999995194745819.61050838102485e-074.80525419051243e-07


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level100.0699300699300699NOK
5% type I error level250.174825174825175NOK
10% type I error level450.314685314685315NOK