Multiple Linear Regression - Estimated Regression Equation
Y1[t] = + 9975.2865695666 + 0.399373740130443X1[t] + 0.829081886969305X2[t] -263.961831618897X3[t] + 351.1105913586X4[t] + 282.1501377318X5[t] -0.0726533526117337X6[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)9975.28656956667338.7104411.35930.1762310.088116
X10.3993737401304430.0934754.27253.5e-051.8e-05
X20.8290818869693050.365922.26570.024990.012495
X3-263.961831618897613.350328-0.43040.667590.333795
X4351.1105913586636.3716290.55170.5820010.291001
X5282.150137731868.4257184.12356.3e-053.2e-05
X6-0.07265335261173370.040572-1.79070.0754850.037743


Multiple Linear Regression - Regression Statistics
Multiple R0.798523959241787
R-squared0.637640513483179
Adjusted R-squared0.622220960865442
F-TEST (value)41.3527246406425
F-TEST (DF numerator)6
F-TEST (DF denominator)141
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation28974.7475546615
Sum Squared Residuals118374575415.747


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1140824141641.102268507-817.102268507171
2110459108196.508836722262.49116327959
310507990217.63691344214861.363086558
4112098119073.037454421-6975.03745442069
54392972231.728853686-28302.728853686
67617360809.036418699415363.9635813006
7187326156829.18332264430496.816677356
82280717997.93055804364809.06944195637
9144408115892.92767017528515.0723298249
106648586012.995366264-19527.995366264
1179089124900.911500947-45811.9115009473
1281625109785.130946324-28160.1309463243
136878871987.0518701783-3199.05187017828
14103297102938.396314613358.603685386712
156944678222.4910504812-8776.49105048116
16114948143818.524754736-28870.5247547364
17167949140247.19054233527701.809457665
1812508188343.315758612136737.6842413879
19125818106306.61689753119511.383102469
20136588130454.9899689826133.01003101796
21112431136631.914743867-24200.9147438666
22103037101470.0111230561566.98887694428
238231782217.477269293399.5227307066657
24118906130278.115212286-11372.1152122855
2583515109568.231105926-26053.2311059255
26104581116046.487456789-11465.4874567887
27103129120347.427050616-17218.4270506156
2883243121231.858146693-37988.8581466928
293711065855.329177109-28745.329177109
30113344142108.744604834-28764.7446048336
31139165161130.537592256-21965.5375922559
328665299430.9626540302-12778.9626540302
33112302156007.134621809-43705.1346218094
346965262358.6827247057293.31727529496
35119442145198.961069617-25756.9610696165
366986777080.4160912034-7213.41609120343
37101629132659.15107857-31030.1510785697
387016886255.1331910242-16087.1331910242
393108151514.8308108997-20433.8308108997
40103925131956.800588094-28031.8005880938
4192622106825.765161477-14203.7651614767
427901180390.2398926568-1379.23989265677
4393487109732.070694231-16245.070694231
446452079792.6901063083-15272.6901063083
459347377289.65974311916183.340256881
4611436061836.072696797352523.9273032027
473303254032.5234294471-21000.5234294471
4896125122987.319094174-26862.3190941744
49151911143287.7499538368623.25004616382
5089256111041.964475959-21785.9644759588
5195676134741.041364414-39065.0413644137
52595019046.7615776129-13096.7615776129
53149695135856.39562983113838.6043701693
543255137302.0768471156-4751.07684711561
553170139940.3327595984-8239.33275959841
56100087114976.478929464-14889.4789294642
57169707177045.952901418-7338.95290141825
58150491158018.306777546-7527.30677754586
59120192151655.799809454-31463.7998094541
609589389586.09268795776306.90731204225
61151715147949.3986192623765.60138073796
62176225158322.62238174317902.3776182571
635990071178.933094198-11278.933094198
64104767110300.441126718-5533.44112671752
65114799131699.320506644-16900.3205066443
6672128103813.345647731-31685.3456477313
67143592112702.09368469330889.906315307
6889626125658.359317489-36032.3593174892
69131072111081.1934043919990.8065956104
7012681787694.902889801239122.0971101988
7181351101019.551311646-19668.5513116456
722261837457.0156402204-14839.0156402204
7388977111202.895619082-22225.8956190821
749205986347.11920772965711.88079227044
758189798802.955668672-16905.955668672
7610814695061.35872589113084.641274109
77126372127514.993474579-1142.993474579
78249771123838.026312793125932.973687207
797115490306.0458569506-19152.0458569506
807157181548.2141417226-9977.21414172256
815591879727.530216048-23809.530216048
82160141129908.65481814130232.3451818594
833869266004.5879785349-27312.5879785349
84102812105042.720481724-2230.72048172411
855662245338.251693481411283.7483065186
861598632060.4861665097-16074.4861665097
87123534119738.5679226623795.43207733847
8810853593393.076734220215141.9232657798
8993879121892.061480648-28013.0614806476
90144551119420.60131387925130.3986861208
915675082253.5981959157-25503.5981959157
92127654104608.31011522623045.6898847735
936559476106.567480747-10512.5674807471
945993882257.2549250543-22319.2549250543
95146975125014.01711905621960.9828809436
96165904129465.56467639736438.4353236028
97169265138933.69631727130331.3036827292
98183500156189.26675715527310.7332428446
99165986174181.583484306-8195.58348430622
100184923167609.23581235217313.7641876479
101140358129289.81440806511068.1855919346
102149959148350.7327576261608.26724237419
1035722457277.1251201434-53.1251201434266
1044375043140.6131564593609.386843540694
1054802961607.6867976128-13578.6867976128
106104978129758.348277069-24780.3482770688
107100046121233.432417949-21187.4324179485
108101047113126.395133896-12079.3951338961
109197426119930.12405841877495.8759415824
11016090292413.75713475268488.242865248
111147172130151.99017477217020.0098252282
11210943298350.260776733111081.7392232669
113116811744.4268822894-10576.4268822894
11483248102316.085699168-19068.0856991677
1152516228666.7372151927-3504.73721519267
1164572469319.6748924629-23595.6748924629
117110529140515.745706648-29986.7457066484
11885511719.1205075774-10864.1205075774
11910138282274.886379674419107.1136203256
1201411622151.5057528272-8035.50575282715
12189506119183.396213403-29677.3962134029
122135356106173.29529749829182.7047025022
12311606654493.449891266861572.5501087332
12414424481303.327750443662940.6722495564
125877321668.1940119069-12895.1940119069
12610215385858.7409961216294.25900388
127117440143495.999554349-26055.9995543491
128104128122452.913446352-18324.9134463522
129134238144362.218623266-10124.2186232664
130134047148606.850430257-14559.8504302568
131279488197507.84043525981980.1595647407
13279756111609.657767436-31853.6577674365
1336608968160.2360002771-2071.23600027706
13410207095442.88176703926627.11823296078
135146760141331.2307995565428.76920044449
13615477150910.4317712199103860.56822878
137165933133913.75159438132019.2484056191
1386459380939.5445837735-16346.5445837735
13992280129641.25424569-37361.2542456898
1406715095623.4779707979-28473.4779707979
14112869272678.113409144256013.8865908558
14212408998304.083129026625784.9168709734
143125386127895.204833847-2509.2048338471
1443723827117.494837725510120.5051622745
145140015131235.663289828779.33671018038
146150047108593.54656419541453.4534358048
147154451122219.02928223432231.9707177663
148156349145439.07982066210909.9201793379


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.5170061253615340.9659877492769320.482993874638466
110.6416380678435220.7167238643129560.358361932156478
120.5669840138290310.8660319723419390.433015986170969
130.4359399886914280.8718799773828570.564060011308572
140.3186865770328640.6373731540657280.681313422967136
150.2223601265820160.4447202531640330.777639873417984
160.1597999463928860.3195998927857720.840200053607114
170.13430851092320.26861702184640.8656914890768
180.1066831537763390.2133663075526770.893316846223661
190.06905568351950190.1381113670390040.930944316480498
200.07710688903925820.1542137780785160.922893110960742
210.07928392060380010.15856784120760.9207160793962
220.05316341799485270.1063268359897050.946836582005147
230.0355141435378130.0710282870756260.964485856462187
240.03173977932202590.06347955864405170.968260220677974
250.04474725177272460.08949450354544930.955252748227275
260.02987786413660070.05975572827320130.970122135863399
270.02056885247121890.04113770494243780.979431147528781
280.02310833671521210.04621667343042420.976891663284788
290.0196495583914090.0392991167828180.980350441608591
300.01338074245856670.02676148491713340.986619257541433
310.00899237120666620.01798474241333240.991007628793334
320.006399524636812010.0127990492736240.993600475363188
330.006970520603893250.01394104120778650.993029479396107
340.01030461042197520.02060922084395040.989695389578025
350.008618846511274770.01723769302254950.991381153488725
360.005540436080687870.01108087216137570.994459563919312
370.004211220000843080.008422440001686160.995788779999157
380.003414050502701650.00682810100540330.996585949497298
390.002888397437535530.005776794875071060.997111602562464
400.002309013322636270.004618026645272530.997690986677364
410.001653746745901160.003307493491802310.998346253254099
420.001008203713644840.002016407427289670.998991796286355
430.0006841293267033820.001368258653406760.999315870673297
440.0004259931058986420.0008519862117972840.999574006894101
450.0005665042653369340.001133008530673870.999433495734663
460.002213195830881580.004426391661763150.997786804169118
470.001622205383374430.003244410766748870.998377794616626
480.001375164874832450.002750329749664910.998624835125168
490.001205574575748010.002411149151496020.998794425424252
500.0009400754180786270.001880150836157250.999059924581921
510.0009880272270975140.001976054454195030.999011972772902
520.0007467316701305870.001493463340261170.999253268329869
530.0007837211516489820.001567442303297960.999216278848351
540.0004942069619124820.0009884139238249640.999505793038088
550.000319810656483170.000639621312966340.999680189343517
560.0002141252883917510.0004282505767835020.999785874711608
570.0002137903877236860.0004275807754473710.999786209612276
580.0001558212120567530.0003116424241135060.999844178787943
590.0001375666749529330.0002751333499058660.999862433325047
608.70379484732806e-050.0001740758969465610.999912962051527
615.5011128354494e-050.0001100222567089880.999944988871646
624.48665804013997e-058.97331608027994e-050.999955133419599
632.93675528450876e-055.87351056901752e-050.999970632447155
641.72849175908789e-053.45698351817579e-050.999982715082409
651.17601441832686e-052.35202883665371e-050.999988239855817
661.40632504300407e-052.81265008600814e-050.99998593674957
672.04175227519586e-054.08350455039172e-050.999979582477248
682.77740332742339e-055.55480665484679e-050.999972225966726
691.87407784216182e-053.74815568432364e-050.999981259221578
706.84894571451229e-050.0001369789142902460.999931510542855
715.39573357435921e-050.0001079146714871840.999946042664256
723.72981643686717e-057.45963287373433e-050.999962701835631
733.2709998602275e-056.54199972045501e-050.999967290001398
741.96140688987218e-053.92281377974437e-050.999980385931101
751.55251325528172e-053.10502651056344e-050.999984474867447
769.97692442096015e-061.99538488419203e-050.999990023075579
775.72280004127928e-061.14456000825586e-050.999994277199959
780.07653980967192020.153079619343840.92346019032808
790.06923742821738090.1384748564347620.930762571782619
800.05684304645991770.1136860929198350.943156953540082
810.05400665065359530.1080133013071910.945993349346405
820.06181600299687130.1236320059937430.938183997003129
830.06554279940182090.1310855988036420.934457200598179
840.05136399761198630.1027279952239730.948636002388014
850.04083333417675350.0816666683535070.959166665823247
860.03348274617845950.06696549235691890.966517253821541
870.0275385785014450.05507715700289010.972461421498555
880.02326593775886110.04653187551772220.976734062241139
890.02291763246520950.04583526493041890.97708236753479
900.02280925792363330.04561851584726660.977190742076367
910.02190866953732470.04381733907464950.978091330462675
920.02018036342412130.04036072684824260.979819636575879
930.01613425997855050.0322685199571010.983865740021449
940.01518871086013150.0303774217202630.984811289139868
950.01331848404072220.02663696808144450.986681515959278
960.01509288278568920.03018576557137840.984907117214311
970.01495892432544520.02991784865089030.985041075674555
980.01405446492292120.02810892984584240.985945535077079
990.01188099234422760.02376198468845530.988119007655772
1000.01228552411251080.02457104822502160.987714475887489
1010.009175356022221190.01835071204444240.990824643977779
1020.006410577342554340.01282115468510870.993589422657446
1030.004404024555479240.008808049110958480.995595975444521
1040.003049053859581260.006098107719162530.996950946140419
1050.002186463625133820.004372927250267630.997813536374866
1060.001857801516388430.003715603032776860.998142198483612
1070.001758049418427040.003516098836854080.998241950581573
1080.001309102151200660.002618204302401320.998690897848799
1090.0102363149980130.0204726299960260.989763685001987
1100.03260424945279230.06520849890558460.967395750547208
1110.02667673266032440.05335346532064880.973323267339676
1120.01943693596467460.03887387192934920.980563064035325
1130.01390167130007780.02780334260015560.986098328699922
1140.01154786101528050.02309572203056110.98845213898472
1150.007831862268431420.01566372453686280.992168137731569
1160.01332928625481520.02665857250963040.986670713745185
1170.01151211342948390.02302422685896790.988487886570516
1180.007891360762621450.01578272152524290.992108639237379
1190.006229865873033760.01245973174606750.993770134126966
1200.004075905443552980.008151810887105970.995924094556447
1210.004579977378136020.009159954756272050.995420022621864
1220.003500640380230690.007001280760461380.996499359619769
1230.005983736983765440.01196747396753090.994016263016235
1240.01758471392728340.03516942785456680.982415286072717
1250.01155738504353040.02311477008706080.98844261495647
1260.007501971188393180.01500394237678640.992498028811607
1270.008117078353933730.01623415670786750.991882921646066
1280.01719684587922530.03439369175845070.982803154120775
1290.0267191562202910.05343831244058190.973280843779709
1300.01834335132858050.0366867026571610.98165664867142
1310.1294749168165880.2589498336331750.870525083183412
1320.110147672267420.2202953445348390.88985232773258
1330.07610075159883420.1522015031976680.923899248401166
1340.1267028425061850.253405685012370.873297157493815
1350.08023134517099420.1604626903419880.919768654829006
1360.6007512181884710.7984975636230590.399248781811529
1370.4586814727890130.9173629455780250.541318527210987
1380.3044213442808160.6088426885616320.695578655719184


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level500.387596899224806NOK
5% type I error level910.705426356589147NOK
10% type I error level1010.782945736434108NOK