Multiple Linear Regression - Estimated Regression Equation
LongPR[t] = + 25.62824579068 + 0.000242010147756041Time[t] + 0.0550932133561758Log[t] + 0.000494098959281912CompChar[t] -0.000181314130243146CompSec[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)25.628245790686.1230554.18554.7e-052.3e-05
Time0.0002420101477560414.9e-054.97742e-061e-06
Log0.05509321335617580.0699690.78740.4322260.216113
CompChar0.0004940989592819128.4e-055.880100
CompSec-0.0001813141302431460.000101-1.78820.0756410.03782


Multiple Linear Regression - Regression Statistics
Multiple R0.797750981210077
R-squared0.63640662802164
Adjusted R-squared0.627259624953002
F-TEST (value)69.5754252235539
F-TEST (DF numerator)4
F-TEST (DF denominator)159
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation33.8277797411359
Sum Squared Residuals181946.670472154


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1130133.02280566554-3.02280566553954
2143115.09946621557627.9005337844242
3118120.645220338387-2.64522033838686
4146121.35572678610624.6442732138938
57378.1041142759512-5.10411427595119
68973.332183227079615.6678167729204
7146226.727836399898-80.7278363998978
82244.7327348376656-22.7327348376656
9132134.476901077766-2.47690107776636
1092105.911539603084-13.9115396030838
11147130.746309973316.2536900267002
12203120.10812213949782.8918778605026
13113102.7082143338210.2917856661798
14171152.17420282288518.8257971771148
1587109.38271556358-22.3827155635802
16208159.31576808624848.6842319137525
17153164.281265607465-11.2812656074647
1897177.166189180337-80.1661891803368
1995114.792746468111-19.7927464681114
20197138.3989259287658.60107407124
21160127.38758560837632.6124143916237
22148178.46341325711-30.4634132571095
2384101.997532384217-17.9975323842166
24227117.391650432418109.608349567582
25154118.90207703973835.0979229602621
26151129.41784610774521.5821538922547
27142133.8966569669368.10334303306389
28148123.76069054468924.239309455311
2911081.847162601769328.1528373982307
30149139.5898379629049.41016203709567
31179145.13179069369333.8682093063068
32149117.46850464512131.5314953548794
33187146.87094891011340.1290510898868
3415388.192697795514664.8073022044854
35163160.0675678746852.93243212531532
36127111.25217920864715.7478207913529
37151152.342515252147-1.34251525214675
38100108.02604791733-8.02604791733028
394661.452647925147-15.452647925147
40156154.5284732293091.47152677069093
41128135.522274877826-7.52227487782576
42111107.1111932827593.88880671724097
43119106.56942783724812.4305721627517
4414895.587280425790352.4127195742097
456592.4382370387161-27.4382370387161
46134187.585451133323-53.5854511333229
476653.004533846123912.9954661538761
48201120.26021335268880.7397866473123
49177161.75213814566715.2478618543329
50156110.3074374995345.6925625004702
51158107.4500744587550.5499255412504
52733.0155168268496-26.0155168268496
53175180.160506864116-5.16050686411574
546153.83330704347297.16669295652709
554160.9756037571017-19.9756037571017
56133130.2311003515232.76889964847728
57228167.32384505110760.6761549488926
58140164.775113750261-24.7751137502606
59155150.1596511309464.84034886905431
60141131.0366798493719.96332015062887
61181170.20119302998210.7988069700183
6275156.943987139115-81.9439871391151
6397115.124063208449-18.1240632084495
64142131.34981995221810.6501800477821
65136126.7951201067659.20487989323477
6687103.48075353341-16.4807535334096
67140136.2419503100143.75804968998592
68169116.69097041817752.3090295818228
69129138.597853153913-9.59785315391305
7092119.484710880301-27.4847108803013
71160113.55818028663646.4418197133642
726752.050849570024114.9491504299759
73179120.40177728364658.5982227163543
7490113.407820340812-23.4078203408117
75144109.2996981938734.7003018061305
76144155.802867751262-11.8028677512623
77144160.201837781702-16.2018377817023
78134175.551865155514-41.5518651555141
79146106.2009545818839.7990454181204
80121104.34733768833416.6526623116657
8111290.903616752149321.0963832478507
82145197.074161228706-52.0741612287056
839971.63579361994327.364206380057
8496129.162625932188-33.162625932188
852764.458016933814-37.458016933814
867785.045598580472-8.04559858047203
87137115.18652914145521.8134708585448
88151170.505008792689-19.5050087926893
89126142.364403894456-16.3644038944562
90159131.80051108905927.199488910941
91101110.894194647-9.89419464699957
92144144.914711031579-0.914711031578596
9310293.23589300264778.76410699735232
94135112.93657599371222.0634240062885
95147158.255065036255-11.2550650362551
96155143.867897136911.1321028631002
97138155.503526247817-17.5035262478174
98113165.813487361007-52.8134873610065
99248182.97069043312465.0293095668761
100116186.561328152702-70.5613281527018
101176153.39509477659422.6049052234063
102140148.413130488346-8.41313048834608
10359106.009400120239-47.0094001202386
1046454.93307713549299.06692286450713
1054095.7017917171352-55.7017917171352
10698124.783668772752-26.7836687727525
107139128.21110596263610.7888940373639
108135134.0362961502560.963703849744247
10997143.05496471142-46.0549647114199
110142134.02058572847.97941427159963
111155155.995709824852-0.995709824851961
112115136.904597296275-21.9045972962749
113031.5904054910913-31.5904054910913
11410399.50423821970683.49576178029316
1153049.9459751024974-19.9459751024974
11613090.398449627752539.6015503722475
117102151.840400276655-49.8404002766549
118030.8268112949504-30.8268112949504
11977116.722726967073-39.7227269670727
120939.1646963428216-30.1646963428216
121150134.8677893081315.1322106918701
122163141.13304911299921.8669508870014
123148129.21714271898518.7828572810146
12494127.862897191274-33.8628971912737
1252138.5490055177296-17.5490055177296
126151132.40991473905718.590085260943
127187146.45354211392240.5464578860776
128171109.72362139203561.2763786079647
129170170.457065331745-0.457065331744609
130145139.6084408817795.3915591182214
131198231.174707100914-33.174707100914
13215297.263026432362454.7369735676377
13311281.244688230692930.7553117693071
134173157.4580848180515.5419151819505
135177186.361358689833-9.3613586898334
136153141.47423225612111.5257677438795
137161189.401931607176-28.4019316071764
13811592.281539122178122.7184608778219
139147118.25789965051328.7421003494873
140124112.23829297543211.7617070245682
14157137.322135888187-80.3221358881868
142144163.871461907912-19.8714619079116
143126128.136938928627-2.13693892862663
1447887.45254814429-9.45254814428998
145153158.248128335135-5.24812833513498
146196132.50937180926463.4906281907357
147130147.799712997572-17.7997129975722
148159154.3774391138554.62256088614519
149025.6284878008277-25.6284878008277
150031.2677897284137-31.2677897284137
151025.7070559985163-25.7070559985163
152025.8485468346213-25.8485468346213
153025.62824579068-25.62824579068
154025.62824579068-25.62824579068
15594124.181705493474-30.1817054934739
156129137.8312413295-8.83124132950048
157025.62824579068-25.62824579068
158025.8977467040992-25.8977467040992
159027.6885631173339-27.6885631173339
1601337.2305486074597-24.2305486074596
161430.699417055312-26.699417055312
1628980.82012066304288.17987933695715
163025.972940050568-25.972940050568
16471124.338360136548-53.3383601365477


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.1415146101369180.2830292202738370.858485389863082
90.05671897914015830.1134379582803170.943281020859842
100.1070080396763650.2140160793527310.892991960323635
110.07302548782028640.1460509756405730.926974512179714
120.1364041992765080.2728083985530160.863595800723492
130.08574773224137660.1714954644827530.914252267758623
140.2127667493352890.4255334986705790.787233250664711
150.2100686549873750.420137309974750.789931345012625
160.1692708726711240.3385417453422470.830729127328876
170.1207188182381510.2414376364763030.879281181761849
180.7145632034778490.5708735930443030.285436796522151
190.6833659093065220.6332681813869560.316634090693478
200.7787411614027310.4425176771945380.221258838597269
210.7814345566182740.4371308867634520.218565443381726
220.7526820070427780.4946359859144450.247317992957222
230.7054557621032640.5890884757934710.294544237896736
240.9607898356226480.07842032875470490.0392101643773524
250.9487649421242380.1024701157515230.0512350578757615
260.933131858339370.1337362833212590.0668681416606296
270.9117393258588240.1765213482823520.0882606741411762
280.9027712053535330.1944575892929340.0972287946464672
290.8862954682513160.2274090634973680.113704531748684
300.8621986763059970.2756026473880050.137801323694003
310.8491453258721250.3017093482557510.150854674127875
320.8335745100971620.3328509798056750.166425489902838
330.840233202643740.319533594712520.15976679735626
340.8857383140485160.2285233719029680.114261685951484
350.8592599894229010.2814800211541980.140740010577099
360.834319673870150.3313606522596990.16568032612985
370.7974694460324930.4050611079350150.202530553967507
380.7750380480674310.4499239038651380.224961951932569
390.7718494043324980.4563011913350040.228150595667502
400.7495919951627550.5008160096744910.250408004837245
410.7058961663354580.5882076673290840.294103833664542
420.6627594487347240.6744811025305520.337240551265276
430.6215776493450130.7568447013099740.378422350654987
440.6537566439467560.6924867121064880.346243356053244
450.7233673683275950.553265263344810.276632631672405
460.7620365983847540.4759268032304930.237963401615246
470.7343216666753290.5313566666493420.265678333324671
480.8685056873972540.2629886252054920.131494312602746
490.8436648848495710.3126702303008580.156335115150429
500.8544046983398420.2911906033203150.145595301660158
510.873825878350430.2523482432991390.12617412164957
520.8918973838455520.2162052323088960.108102616154448
530.88883163916240.2223367216752010.1111683608376
540.8690637314518460.2618725370963080.130936268548154
550.8660478877538690.2679042244922610.133952112246131
560.8384494610624090.3231010778751820.161550538937591
570.8830545077808810.2338909844382380.116945492219119
580.8845997919306540.2308004161386920.115400208069346
590.8622407943172330.2755184113655350.137759205682767
600.8356179051205760.3287641897588480.164382094879424
610.8090712048722270.3818575902555470.190928795127773
620.9462464109047060.1075071781905870.0537535890952937
630.9369001022638460.1261997954723090.0630998977361543
640.9226092333792450.154781533241510.077390766620755
650.9069542358129090.1860915283741830.0930457641870913
660.8929430415808010.2141139168383980.107056958419199
670.8736149015161520.2527701969676960.126385098483848
680.908919412507490.1821611749850210.0910805874925104
690.8929551748984720.2140896502030560.107044825101528
700.893536075055650.2129278498887010.10646392494435
710.9102706627450280.1794586745099440.0897293372549719
720.8958085239044950.208382952191010.104191476095505
730.933685344030350.13262931193930.0663146559696501
740.9284021826069450.143195634786110.071597817393055
750.929607744676640.1407845106467190.0703922553233597
760.9164347418510390.1671305162979210.0835652581489606
770.9015520094478640.1968959811042720.0984479905521362
780.9084888662247410.1830222675505180.091511133775259
790.9159970616569160.1680058766861670.0840029383430837
800.9025588433659920.1948823132680160.0974411566340081
810.8926374813637230.2147250372725540.107362518636277
820.9195833970187970.1608332059624060.080416602981203
830.9204352837288530.1591294325422940.0795647162711471
840.920120258176060.159759483647880.07987974182394
850.9302145280317410.1395709439365190.0697854719682595
860.9167178314907330.1665643370185350.0832821685092673
870.9097025039875350.180594992024930.0902974960124651
880.8975391808461520.2049216383076970.102460819153848
890.8802066760339510.2395866479320970.119793323966049
900.8769741184384010.2460517631231990.123025881561599
910.8552330976963390.2895338046073220.144766902303661
920.8273420192353470.3453159615293060.172657980764653
930.8039520360615930.3920959278768130.196047963938407
940.7832141640511430.4335716718977150.216785835948857
950.7516794655853950.496641068829210.248320534414605
960.7207918697288630.5584162605422740.279208130271137
970.6877852079571420.6244295840857160.312214792042858
980.7286351927989930.5427296144020150.271364807201007
990.850816324057450.29836735188510.14918367594255
1000.9229155099451740.1541689801096520.077084490054826
1010.9164101823584240.1671796352831530.0835898176415763
1020.8966894077393540.2066211845212930.103310592260646
1030.9123541539683090.1752916920633820.087645846031691
1040.9002119639372280.1995760721255450.0997880360627723
1050.9341426416939910.1317147166120190.0658573583060094
1060.9247001319414260.1505997361171480.0752998680585738
1070.9082146506204950.183570698759010.0917853493795048
1080.8862815054196810.2274369891606390.11371849458032
1090.8969187500686890.2061624998626220.103081249931311
1100.8760191239945650.247961752010870.123980876005435
1110.8484137620422610.3031724759154780.151586237957739
1120.8305274432907210.3389451134185590.169472556709279
1130.826058624414070.3478827511718610.17394137558593
1140.7956148051269250.408770389746150.204385194873075
1150.7701366054429820.4597267891140370.229863394557018
1160.8007501115967850.398499776806430.199249888403215
1170.8419012084558880.3161975830882240.158098791544112
1180.8305447335684610.3389105328630770.169455266431539
1190.8437376722081680.3125246555836650.156262327791832
1200.8294620895623120.3410758208753770.170537910437688
1210.8009144711186040.3981710577627910.199085528881396
1220.7819272204456640.4361455591086710.218072779554336
1230.7685685831673080.4628628336653830.231431416832692
1240.7626154519543480.4747690960913040.237384548045652
1250.724835053014660.5503298939706810.27516494698534
1260.7026133871096090.5947732257807830.297386612890391
1270.7359207424443690.5281585151112610.264079257555631
1280.8558443647805320.2883112704389360.144155635219468
1290.8201683867729410.3596632264541190.179831613227059
1300.7799437343289450.440112531342110.220056265671055
1310.8336216330440750.332756733911850.166378366955925
1320.9147815773301470.1704368453397050.0852184226698526
1330.9323204070511270.1353591858977460.0676795929488732
1340.9553606906599520.08927861868009550.0446393093400478
1350.9421222617995330.1157554764009340.057877738200467
1360.9308556348575440.1382887302849130.0691443651424564
1370.9235766738187690.1528466523624610.0764233261812306
1380.9652131394073020.06957372118539550.0347868605926977
1390.9496957035302720.1006085929394560.0503042964697282
1400.9517892508318740.0964214983362510.0482107491681255
1410.9997422717929040.0005154564141914220.000257728207095711
1420.9994554158978540.001089168204291470.000544584102145733
1430.9989458250121170.002108349975765590.0010541749878828
1440.997808197019740.004383605960520510.00219180298026026
1450.9986927090304210.002614581939157560.00130729096957878
1460.9999783569943414.32860113189575e-052.16430056594787e-05
1470.9999834528785243.30942429521107e-051.65471214760554e-05
1480.9999999999999559.01512714058322e-144.50756357029161e-14
1490.9999999999989952.00907461289555e-121.00453730644778e-12
1500.9999999999997994.0177235678007e-132.00886178390035e-13
1510.9999999999930821.38361206604566e-116.91806033022829e-12
1520.9999999998166233.66753923645398e-101.83376961822699e-10
1530.999999994209271.15814596211211e-085.79072981056057e-09
1540.9999998291328353.41734329812025e-071.70867164906012e-07
1550.9999963239813577.35203728514026e-063.67601864257013e-06
1560.9999456337088040.0001087325823930255.43662911965126e-05


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level160.10738255033557NOK
5% type I error level160.10738255033557NOK
10% type I error level200.134228187919463NOK