Multiple Linear Regression - Estimated Regression Equation
Y_t[t] = -0.187358145378251 + 0.000331876523507789X_1t[t] + 0.00144758264854112X_2t[t] + 0.456273556485971X_3t[t] + 0.000383387024625746X_4t[t] -0.00015911681280923X_5t[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-0.1873581453782510.433319-0.43240.6693260.334663
X_1t0.0003318765235077890.0005190.63960.5285140.264257
X_2t0.001447582648541120.0019370.74730.4621530.231076
X_3t0.4562735564859710.003896117.123300
X_4t0.0003833870246257460.0008130.47130.6416780.320839
X_5t-0.000159116812809230.000173-0.920.3667190.183359


Multiple Linear Regression - Regression Statistics
Multiple R0.999257578304255
R-squared0.998515707798483
Adjusted R-squared0.9982064802565
F-TEST (value)3229.06459559325
F-TEST (DF numerator)5
F-TEST (DF denominator)24
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.283271046221723
Sum Squared Residuals1.9258196550612


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
13433.73671178396980.263288216030209
23636.0683992538277-0.068399253827721
33736.49280203711230.507197962887703
41716.91892725613210.0810727438678629
52525.1233731631316-0.123373163131633
62121.054217116964-0.0542171169640256
72121.0626316719109-0.0626316719108542
82928.75242875866060.247571241339359
93635.71692206690530.283077933094736
102424.2288441730085-0.228844173008505
112222.0086589365306-0.00865893653059613
122120.67377857950720.326221420492843
133030.0498993170141-0.0498993170141071
142221.92013143624830.0798685637517401
153737.0347860082792-0.0347860082792011
163130.93312208679450.0668779132054991
171919.2624196935567-0.262419693556652
183131.4654031534266-0.465403153426588
191818.4036971469088-0.403697146908821
203029.99860889066360.00139110933643514
212121.0691046884935-0.0691046884934589
221716.59177211731030.408227882689664
233838.4348360356437-0.434836035643678
243029.72790703783230.272092962167685
253535.2242556596721-0.224255659672146
262626.1508811633847-0.150881163384722
272929.1959251894967-0.195925189496733
282322.89681990129850.103180098701535
293231.56480552834360.435194471656432
303434.2379301479723-0.237930147972263


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.3184647900451390.6369295800902780.681535209954861
100.4631516579287090.9263033158574170.536848342071291
110.3030274899209490.6060549798418980.696972510079051
120.4217273861615450.843454772323090.578272613838455
130.3082490176921380.6164980353842750.691750982307862
140.2349609411722820.4699218823445630.765039058827718
150.1888010917815260.3776021835630520.811198908218474
160.1115311567165330.2230623134330670.888468843283467
170.09612355588407940.1922471117681590.90387644411592
180.2031308561582110.4062617123164230.796869143841789
190.6398396834860580.7203206330278840.360160316513942
200.6478968745450440.7042062509099130.352103125454957
210.8903501761071030.2192996477857940.109649823892897


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK