Multiple Linear Regression - Estimated Regression Equation
Yt[t] = + 4.53590960309704 -0.154715454905959X1[t] + 0.0389411628516891X2[t] -0.445906236249898X3[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)4.535909603097040.5059468.965200
X1-0.1547154549059590.095581-1.61870.1075110.053755
X20.03894116285168910.1089350.35750.7212150.360607
X3-0.4459062362498980.07767-5.74100


Multiple Linear Regression - Regression Statistics
Multiple R0.448709882256569
R-squared0.201340558434704
Adjusted R-squared0.186176138658148
F-TEST (value)13.2771686224336
F-TEST (DF numerator)3
F-TEST (DF denominator)158
p-value8.95882394935654e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.0423543518072
Sum Squared Residuals171.667409967563


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
133.58796503577839-0.587965035778386
243.626906198630060.373093801369938
342.6193194340761.380680565924
443.451489709340390.548510290659605
542.541437108372621.45856289162738
633.29677425443443-0.296774254434435
752.928750343887922.07124965611208
842.987343344622521.01265665537748
933.33571541728612-0.335715417286124
1033.33571541728612-0.335715417286124
1143.665847361481750.334152638518248
1243.626906198630060.373093801369938
1342.735093726130271.26490627386973
1442.889809181036231.11019081896377
1543.026284507474210.973715492525795
1642.696152563278581.30384743672142
1743.665847361481750.334152638518248
1853.665847361481751.33415263851825
1943.219941125231850.780058874768146
2043.626906198630060.373093801369938
2142.289187489880371.71081251011963
2241.765398927927092.23460107207291
2342.211305164176991.78869483582301
2442.211305164176991.78869483582301
2552.753333854598252.24666614540175
2653.044524635942191.95547536405781
2742.152712163442391.84728783655761
2832.443902944786330.556097055213671
2942.443902944786331.55609705521367
3042.753333854598251.24666614540175
3143.451489709340390.548510290659605
3233.19924009084815-0.199240090848145
3332.753333854598250.246666145401752
3442.714392691746561.28560730825344
3543.451489709340390.548510290659605
3622.67545152889487-0.67545152889487
3722.44390294478633-0.443902944786329
3822.28918748988037-0.289187489880369
3922.25024632702868-0.25024632702868
4012.28918748988037-1.28918748988037
4112.28918748988037-1.28918748988037
4231.72750696157621.2724930384238
4312.69615256327858-1.69615256327858
4422.73509372613027-0.735093726130267
4523.18099996238016-1.18099996238017
4612.44390294478633-1.44390294478633
4712.28918748988037-1.28918748988037
4822.28918748988037-0.289187489880369
4932.443902944786330.556097055213671
5012.32812865273206-1.32812865273206
5112.40496178193464-1.40496178193464
5232.889809181036230.110190818963774
5332.580378271224310.419621728775692
5423.37360738363702-1.37360738363702
5532.657211400426890.342788599573111
5622.28918748988037-0.289187489880369
5722.28918748988037-0.289187489880369
5812.85086801818454-1.85086801818454
5912.25024632702868-1.25024632702868
6032.366020619082950.633979380917049
6132.289187489880370.710812510119631
6222.32812865273206-0.328128652732059
6312.73509372613027-1.73509372613027
6422.28918748988037-0.289187489880369
6521.843281253630470.156718746369528
6612.1734131978261-1.1734131978261
6722.13447203497441-0.13447203497441
6812.88980918103623-1.88980918103623
6922.28918748988037-0.289187489880369
7022.85086801818454-0.850868018184538
7122.28918748988037-0.289187489880369
7242.17341319782611.8265868021739
7332.17341319782610.826586802173901
7412.28918748988037-1.28918748988037
7522.21130516417699-0.211305164176991
7632.289187489880370.710812510119631
7722.28918748988037-0.289187489880369
7822.28918748988037-0.289187489880369
7922.28918748988037-0.289187489880369
8021.843281253630470.156718746369528
8111.68856579872451-0.688565798724512
8212.28918748988037-1.28918748988037
8312.28918748988037-1.28918748988037
8442.289187489880371.71081251011963
8522.28918748988037-0.289187489880369
8622.69615256327858-0.696152563278578
8732.289187489880370.710812510119631
8822.28918748988037-0.289187489880369
8932.289187489880370.710812510119631
9042.850868018184541.14913198181546
9112.32812865273206-1.32812865273206
9232.289187489880370.710812510119631
9312.73509372613027-1.73509372613027
9423.18099996238016-1.18099996238017
9512.28918748988037-1.28918748988037
9612.28918748988037-1.28918748988037
9732.250246327028680.74975367297132
9822.28918748988037-0.289187489880369
9922.28918748988037-0.289187489880369
10022.32812865273206-0.328128652732059
10122.13447203497441-0.13447203497441
10221.72750696157620.272493038423799
10322.28918748988037-0.289187489880369
10412.28918748988037-1.28918748988037
10522.88980918103623-0.889809181036227
10631.843281253630471.15671874636953
10722.28918748988037-0.289187489880369
10821.804340090778780.195659909221217
10912.59861839969229-1.59861839969229
11042.289187489880371.71081251011963
11122.32812865273206-0.328128652732059
11222.28918748988037-0.289187489880369
11312.85086801818454-1.85086801818454
11422.28918748988037-0.289187489880369
11522.28918748988037-0.289187489880369
11632.928750343887920.0712496561120844
11722.21130516417699-0.211305164176991
11842.735093726130271.26490627386973
11922.28918748988037-0.289187489880369
12042.289187489880371.71081251011963
12112.28918748988037-1.28918748988037
12222.73509372613027-0.735093726130267
12322.32812865273206-0.328128652732059
12412.28918748988037-1.28918748988037
12512.32812865273206-1.32812865273206
12612.25024632702868-1.25024632702868
12711.84328125363047-0.843281253630472
12812.25024632702868-1.25024632702868
12922.88980918103623-0.889809181036227
13021.843281253630470.156718746369528
13112.88980918103623-1.88980918103623
13232.211305164176990.788694835823009
13323.33571541728612-1.33571541728612
13422.44390294478633-0.443902944786329
13532.443902944786330.556097055213671
13633.14205879952848-0.142058799528476
13722.73509372613027-0.735093726130267
13823.18099996238016-1.18099996238017
13922.69615256327858-0.696152563278578
14023.29677425443444-1.29677425443444
14143.936337108441980.0636628915580188
14243.626906198630060.373093801369938
14352.580378271224312.41962172877569
14443.180999962380160.819000037619835
14533.10311763667679-0.103117636676786
14642.735093726130271.26490627386973
14732.696152563278580.303847436721422
14843.626906198630060.373093801369938
14942.889809181036231.11019081896377
15033.41254854648871-0.412548546488705
15143.587965035778370.412034964221627
15243.936337108441980.0636628915580188
15343.490430872192080.509569127807917
15443.296774254434430.703225745565565
15532.811926855332850.188073144667152
15642.580378271224311.41962172877569
15733.93633710844198-0.936337108441981
15843.335715417286120.664284582713876
15943.180999962380160.819000037619835
16033.0055834730905-0.0055834730904968
16142.404961781934641.59503821806536
16233.58796503577837-0.587965035778373


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.1920188210277460.3840376420554910.807981178972255
80.1344211019147940.2688422038295890.865578898085206
90.1586635614056220.3173271228112440.841336438594378
100.1391514664938630.2783029329877250.860848533506138
110.08323983657529380.1664796731505880.916760163424706
120.0530012647561320.1060025295122640.946998735243868
130.02867202037480090.05734404074960180.971327979625199
140.01479873877322590.02959747754645180.985201261226774
150.007393875545266370.01478775109053270.992606124454734
160.003891904857619860.007783809715239720.99610809514238
170.001794126114017570.003588252228035150.998205873885982
180.003576425653716750.00715285130743350.996423574346283
190.002015901596536590.004031803193073180.997984098403463
200.001046507302612630.002093014605225260.998953492697387
210.0005750506369260190.001150101273852040.999424949363074
220.0003910210670031690.0007820421340063380.999608978932997
230.0002624945972248210.0005249891944496420.999737505402775
240.0001701603667017090.0003403207334034180.999829839633298
250.0002925506639839980.0005851013279679970.999707449336016
260.0004234144516978130.0008468289033956260.999576585548302
270.0005099394920030130.001019878984006030.999490060507997
280.001914463795490470.003828927590980950.99808553620451
290.001387341947029250.00277468389405850.998612658052971
300.0009957738556526370.001991547711305270.999004226144347
310.0006262851049817620.001252570209963520.999373714895018
320.001086717799785350.002173435599570690.998913282200215
330.00161059715761620.00322119431523240.998389402842384
340.00146510903637010.002930218072740190.99853489096363
350.001096749983304910.002193499966609830.998903250016695
360.003787510639783190.007575021279566380.996212489360217
370.02425107143310240.04850214286620480.975748928566898
380.07155931167701170.1431186233540230.928440688322988
390.1129629590199050.2259259180398090.887037040980096
400.3494169557156850.698833911431370.650583044284315
410.5701559824740610.8596880350518780.429844017525939
420.5409270319059180.9181459361881640.459072968094082
430.7420659408000790.5158681183998430.257934059199921
440.7667386847036830.4665226305926350.233261315296317
450.8133269464054680.3733461071890630.186673053594532
460.8902555515356510.2194888969286980.109744448464349
470.9283316850991360.1433366298017280.0716683149008641
480.9193896037688720.1612207924622560.0806103962311278
490.9076361409771160.1847277180457670.0923638590228837
500.9340315586049070.1319368827901850.0659684413950927
510.9548865239129240.09022695217415280.0451134760870764
520.9443047320098560.1113905359802880.0556952679901442
530.9297301477690030.1405397044619940.0702698522309971
540.9416913278143670.1166173443712650.0583086721856327
550.9271168643032440.1457662713935130.0728831356967565
560.9151779097801870.1696441804396260.0848220902198129
570.9013440808332180.1973118383335630.0986559191667815
580.9418577587864790.1162844824270420.058142241213521
590.9514150249182140.09716995016357280.0485849750817864
600.9443156956568110.1113686086863780.0556843043431888
610.9357896264870710.1284207470258590.0642103735129293
620.9253483227816330.1493033544367330.0746516772183667
630.954815956940090.09036808611981970.0451840430599098
640.9448431989665590.1103136020668820.0551568010334409
650.9319954185630880.1360091628738240.0680045814369121
660.9416150557802620.1167698884394760.0583849442197379
670.9280754771511740.1438490456976520.0719245228488262
680.9572121974777250.085575605044550.042787802522275
690.9470045122841310.1059909754317390.0529954877158695
700.9421142487801610.1157715024396780.057885751219839
710.9291324792072450.141735041585510.0708675207927552
720.9521090660742060.09578186785158730.0478909339257936
730.9461417718092030.1077164563815930.0538582281907966
740.9532867836265640.09342643274687210.0467132163734361
750.9417626011467360.1164747977065280.0582373988532641
760.9348112272968590.1303775454062810.0651887727031407
770.920740616406060.1585187671878810.0792593835939403
780.9044031032225140.1911937935549720.0955968967774858
790.8856268892615750.2287462214768510.114373110738426
800.8639627437325010.2720745125349980.136037256267499
810.8513669120283270.2972661759433450.148633087971672
820.8647653770938260.2704692458123470.135234622906174
830.8770996125376640.2458007749246720.122900387462336
840.9152788773688670.1694422452622660.0847211226311332
850.8975030601210370.2049938797579270.102496939878963
860.8871362200711210.2257275598577580.112863779928879
870.8767723020745070.2464553958509860.123227697925493
880.8535490017764260.2929019964471490.146450998223574
890.8415657554227290.3168684891545420.158434244577271
900.8552589482797620.2894821034404750.144741051720238
910.8682583704250670.2634832591498650.131741629574933
920.8575392700631850.284921459873630.142460729936815
930.9011760155728250.1976479688543510.0988239844271754
940.911434810365190.1771303792696190.0885651896348097
950.9202913939139580.1594172121720830.0797086060860417
960.9289041079471950.1421917841056110.0710958920528053
970.9220014825906730.1559970348186530.0779985174093266
980.904411400587050.1911771988258990.0955885994129495
990.8840123978833060.2319752042333880.115987602116694
1000.8611950396292760.2776099207414470.138804960370724
1010.8363799559603360.3272400880793290.163620044039664
1020.8061661644162750.3876676711674510.193833835583725
1030.773762576029690.452474847940620.22623742397031
1040.7931029362795990.4137941274408010.206897063720401
1050.7771223845481980.4457552309036030.222877615451802
1060.7944706081085490.4110587837829020.205529391891451
1070.7602083575295960.4795832849408080.239791642470404
1080.7247035457003480.5505929085993040.275296454299652
1090.7416002569518940.5167994860962120.258399743048106
1100.8136962065383090.3726075869233810.186303793461691
1110.780529010812360.4389419783752810.21947098918764
1120.7433022476746050.513395504650790.256697752325395
1130.8096281489541260.3807437020917480.190371851045874
1140.7748279772342380.4503440455315240.225172022765762
1150.7365791000742090.5268417998515820.263420899925791
1160.695576032334830.608847935330340.30442396766517
1170.6506542087061510.6986915825876990.349345791293849
1180.6724737700797610.6550524598404790.327526229920239
1190.6254976382864440.7490047234271120.374502361713556
1200.7267080057948640.5465839884102720.273291994205136
1210.7390638123948130.5218723752103740.260936187605187
1220.7163769156813790.5672461686372430.283623084318622
1230.6700464419363760.6599071161272470.329953558063624
1240.6933624100447790.6132751799104410.306637589955221
1250.7357955462575290.5284089074849410.264204453742471
1260.7706891616576480.4586216766847040.229310838342352
1270.78260915071630.4347816985674010.2173908492837
1280.8435176125705040.3129647748589920.156482387429496
1290.8438819171455750.312236165708850.156118082854425
1300.8223657675239250.355268464952150.177634232476075
1310.9399068200281180.1201863599437650.0600931799718824
1320.9222159216052040.1555681567895910.0777840783947956
1330.9530042180439140.0939915639121720.046995781956086
1340.9660455104056310.0679089791887380.033954489594369
1350.9567810406984120.0864379186031760.043218959301588
1360.939843077496870.1203138450062610.0601569225031304
1370.9790654989146050.04186900217078910.0209345010853945
1380.9976289414320850.004742117135829220.00237105856791461
1390.9997026040204970.0005947919590061490.000297395979503074
1400.9999861142452142.77715095718472e-051.38857547859236e-05
1410.9999701459978175.9708004365929e-052.98540021829645e-05
1420.999922384716350.0001552305673008787.76152836504389e-05
1430.9999675708118096.48583763811697e-053.24291881905848e-05
1440.9999109288874920.0001781422250153848.90711125076918e-05
1450.999759035250840.0004819294983198930.000240964749159946
1460.9993944006484120.001211198703175040.000605599351587521
1470.9994369348911420.001126130217715890.000563065108857947
1480.9984992943500780.003001411299843930.00150070564992197
1490.9961967100990970.007606579801805040.00380328990090252
1500.9905697940292660.01886041194146730.00943020597073365
1510.9895820629704570.0208358740590860.010417937029543
1520.9835254748749690.03294905025006130.0164745251250307
1530.9682523592948430.06349528141031410.0317476407051571
1540.9843294591589120.03134108168217510.0156705408410876
1550.9455683102107780.1088633795784450.0544316897892224


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level330.221476510067114NOK
5% type I error level410.275167785234899NOK
10% type I error level520.348993288590604NOK