Multiple Linear Regression - Estimated Regression Equation
D[t] = + 7.47561072472881 + 0.248860445943252CM[t] -0.105949734415458PE[t] + 0.147529539189438PC[t] -0.192213547252973PS[t] + 0.109733980302452`O `[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.475610724728811.5829114.72275e-063e-06
CM0.2488604459432520.0400376.215700
PE-0.1059497344154580.073943-1.43290.1539410.07697
PC0.1475295391894380.0928761.58850.1142460.057123
PS-0.1922135472529730.056762-3.38639e-040.00045
`O `0.1097339803024520.0566451.93720.054560.02728


Multiple Linear Regression - Regression Statistics
Multiple R0.489435601598432
R-squared0.239547208112019
Adjusted R-squared0.214695809684307
F-TEST (value)9.63918424183728
F-TEST (DF numerator)5
F-TEST (DF denominator)153
p-value5.12764863902504e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.48174999937267
Sum Squared Residuals942.339708086093


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11412.29312717286251.7068728271375
21111.8542529115495-0.854252911549478
368.06227222418893-2.06227222418893
41210.94766187021821.05233812978182
589.86771537760798-1.86771537760798
61010.1722752103671-0.172275210367121
7109.815501548018540.184498451981456
8119.798257711867741.20174228813226
91610.86292597640135.13707402359868
101110.06846354793810.931536452061921
111312.46801729933280.531982700667187
121213.0446779919111-1.04467799191107
13813.0401936526073-5.0401936526073
141210.64643066955751.35356933044252
15119.216542628658621.78345737134138
1647.34559388921211-3.34559388921211
17911.0418798989866-2.04187989898656
1889.84912475091086-1.84912475091086
19810.0892984205506-2.08929842055058
201412.78573201422131.21426798577869
211512.24066353886462.75933646113537
221613.81079071214162.18920928785844
23911.7886240057284-2.78862400572839
241414.3750612147334-0.375061214733427
251111.4470289360053-0.447028936005265
2689.40860163673439-1.40860163673439
2799.57702770843314-0.577027708433137
28911.6336575242935-2.63365752429345
29910.493867050423-1.49386705042302
3099.50925250089076-0.509252500890763
311011.7568378002112-1.75683780021115
321611.78656257954444.21343742045558
33119.177553570830231.82244642916977
34810.0509478301168-2.05094783011685
3598.731933578433420.268066421566578
361612.64966523783793.35033476216208
371112.6518033098243-1.65180330982433
38169.323564668306196.67643533169381
391212.3345724892786-0.334572489278586
401210.40812051127091.59187948872914
411412.55523100999551.44476899000448
42910.513552972001-1.51355297200096
431010.720577052591-0.720577052591046
4498.467233116696030.532766883303966
451010.0998879313339-0.0998879313338744
461210.12238521132491.8776147886751
471411.61859043037722.38140956962285
481412.10241708141731.89758291858266
491012.3199460232452-2.3199460232452
50149.930037175714064.06996282428594
511612.21905574437433.78094425562571
52910.4610692871838-1.46106928718377
531011.5899396475331-1.58993964753306
5469.04003585641423-3.04003585641423
55811.2797735574175-3.27977355741748
561312.42398211448310.576017885516871
571010.8246452755993-0.824645275599272
5888.90914169166691-0.909141691666908
5979.15425950080064-2.15425950080064
60159.82730075734655.1726992426535
6199.89283171897349-0.892831718973492
621010.2300011704603-0.230001170460277
631210.21279600455761.78720399544244
641310.45575712227612.54424287772388
65108.40823995068841.5917600493116
661111.8100631875226-0.810063187522585
67813.6099912716085-5.60999127160853
6899.12149677428637-0.121496774286372
69138.632326738954954.36767326104505
701110.40561970477630.594380295223706
71812.7748897940749-4.77488979407492
72910.7705154168815-1.77051541688151
73912.3432616515329-3.34326165153292
741512.51126332882672.48873667117329
75911.1799243643951-2.1799243643951
761011.5683831232456-1.56838312324565
77148.925492224975635.07450777502436
781210.95106714811911.04893285188092
791211.08607200896430.913927991035744
801111.5603427842052-0.560342784205161
811411.45482861275892.54517138724109
82611.555341171216-5.55534117121603
831211.26666002449910.733339975500888
84810.0611961307754-2.06119613077543
851412.40021087240691.59978912759315
861110.82853569541520.171464304584766
87109.909944005595810.0900559944041917
881410.19657995960673.80342004039329
891212.0383027999683-0.0383027999683423
901011.0020524420421-1.00205244204212
911413.00890757491080.991092425089236
9258.98335267342666-3.98335267342666
931110.49772918968480.50227081031523
941010.2124533208688-0.21245332086875
95911.4401404868287-2.44014048682871
961011.4379445722869-1.43794457228688
971613.7416191351072.25838086489298
981312.82375200191720.17624799808281
99910.8098388947891-1.80983889478915
1001011.378532076788-1.37853207678798
1011010.9689523566192-0.968952356619231
10279.47465402457373-2.47465402457373
10399.8265428213743-0.826542821374303
104810.2188112017114-2.21881120171137
1051412.84726377845961.1527362215404
1061411.64770189192352.3522981080765
107811.0805233342968-3.08052333429676
108911.5401625785906-2.54016257859058
1091411.80641633494812.19358366505186
1101410.74122910547213.25877089452787
11189.86606244753663-1.86606244753663
112813.6926336074711-5.69263360747113
113810.9525118828595-2.95251188285948
11478.55085509620331-1.55085509620331
11567.44027047059842-1.44027047059841
11689.4148100433135-1.4148100433135
11768.31398706901332-2.31398706901332
118119.878542611848731.12145738815127
1191411.84055919747662.15944080252337
1201111.1231055546712-0.123105554671166
1211111.9576290110093-0.95762901100931
122119.20908031081361.7909196891864
1231410.369676129173.63032387082998
124810.3570748050233-2.35707480502331
1252011.48036020640788.51963979359219
1261110.31930752669050.680692473309463
12789.14405571417421-1.14405571417421
1281110.70756723233170.29243276766828
1291010.6161673181472-0.616167318147201
1301413.44859195478560.551408045214407
1311110.5581054305360.441894569463998
132910.5952141906548-1.59521419065478
13399.71061082418663-0.710610824186625
134810.1579861032424-2.15798610324236
1351012.0589843809759-2.05898438097594
1361310.71887836091522.28112163908477
1371310.1115013821012.88849861789897
138129.295575308630782.70442469136922
139810.35973838043-2.35973838042996
1401311.01433939692891.98566060307108
1411412.43100648340811.56899351659187
1421211.66742817500660.332571824993393
1431410.91691389589673.08308610410329
1441511.29481067952253.7051893204775
1451310.51659551539372.4834044846063
1461611.85614356507834.14385643492171
147911.996511861034-2.99651186103404
148910.4782744530865-1.47827445308649
149911.0181531709424-2.01815317094244
150811.2929483065479-3.2929483065479
151710.0317337558054-3.0317337558054
1521611.94923416719554.05076583280446
1531113.3481625806087-2.34816258060873
154910.0171718546235-1.01717185462351
155119.833263436725081.16673656327492
15699.86642518204478-0.866425182044778
1571412.47898283927281.52101716072717
1581311.02203943823141.97796056176859
1591614.46476152485541.53523847514457


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.4760910550835970.9521821101671930.523908944916403
100.3201550270949730.6403100541899450.679844972905027
110.3248035770065440.6496071540130890.675196422993456
120.2332662135478370.4665324270956730.766733786452163
130.7935649342439490.4128701315121030.206435065756051
140.7182915930166480.5634168139667040.281708406983352
150.6411679409241780.7176641181516450.358832059075822
160.6876981015960450.6246037968079090.312301898403955
170.6671424506926950.665715098614610.332857549307305
180.6450498443546710.7099003112906590.354950155645329
190.576319759185510.847360481628980.42368024081449
200.5750993130201880.8498013739596240.424900686979812
210.5854050607462210.8291898785075570.414594939253779
220.5551267227454310.8897465545091380.444873277254569
230.5580177092238270.8839645815523460.441982290776173
240.5100359875155980.9799280249688050.489964012484402
250.439543343723470.879086687446940.56045665627653
260.3772782191390640.7545564382781270.622721780860936
270.3140968973300810.6281937946601620.685903102669919
280.3066929128411290.6133858256822590.693307087158871
290.2602298920831540.5204597841663070.739770107916846
300.210038175247730.4200763504954590.78996182475227
310.1928814458251910.3857628916503820.807118554174809
320.2628840279305760.5257680558611520.737115972069424
330.2353967668760130.4707935337520260.764603233123987
340.2350070384630680.4700140769261360.764992961536932
350.1914058803216810.3828117606433620.808594119678319
360.2123026424518890.4246052849037780.787697357548111
370.209648116699030.419296233398060.79035188330097
380.6065409214176010.7869181571647980.393459078582399
390.5541357040779060.8917285918441880.445864295922094
400.5209909649787220.9580180700425560.479009035021278
410.4812581833942130.9625163667884260.518741816605787
420.4465859091935920.8931718183871840.553414090806408
430.3991132253500860.7982264507001720.600886774649914
440.3504186908920970.7008373817841930.649581309107903
450.301831574820830.6036631496416590.69816842517917
460.2853008566236090.5706017132472180.714699143376391
470.2768806420432340.5537612840864690.723119357956766
480.2559988860107930.5119977720215860.744001113989207
490.2566997297984680.5133994595969370.743300270201532
500.3202450943021860.6404901886043720.679754905697814
510.3708248884582020.7416497769164050.629175111541798
520.3408376593679320.6816753187358640.659162340632068
530.3149336797837010.6298673595674030.685066320216299
540.3317609942292090.6635219884584180.668239005770791
550.3516627269695550.703325453939110.648337273030445
560.3078419809111960.6156839618223930.692158019088804
570.2702389864801310.5404779729602620.729761013519869
580.235665698972970.471331397945940.76433430102703
590.2232941948092930.4465883896185860.776705805190707
600.3579269921742770.7158539843485540.642073007825723
610.3174180963853770.6348361927707540.682581903614623
620.2763943664137770.5527887328275550.723605633586223
630.2565355137038470.5130710274076940.743464486296153
640.267828266525850.5356565330517010.73217173347415
650.244010307289830.488020614579660.75598969271017
660.2123243296541280.4246486593082570.787675670345872
670.3900405194804410.7800810389608820.609959480519559
680.3452248333952020.6904496667904050.654775166604798
690.4348223328023870.8696446656047740.565177667197613
700.3914104293847130.7828208587694260.608589570615287
710.5189491596785250.9621016806429510.481050840321475
720.4964641348828480.9929282697656970.503535865117152
730.5316413619160290.9367172761679430.468358638083971
740.531792542649690.936414914700620.46820745735031
750.5199119996504830.9601760006990340.480088000349517
760.4924269756511760.9848539513023520.507573024348824
770.6444577932175830.7110844135648330.355542206782417
780.6084456071006010.7831087857987970.391554392899399
790.5690317708749190.8619364582501630.430968229125081
800.5262010242553730.9475979514892540.473798975744627
810.5276742274230920.9446515451538160.472325772576908
820.699493157708580.6010136845828410.30050684229142
830.6612887997968870.6774224004062250.338711200203113
840.6442793134014950.711441373197010.355720686598505
850.6158431184276750.768313763144650.384156881572325
860.571432471276690.857135057446620.42856752872331
870.5251999182376910.9496001635246180.474800081762309
880.5947034542766070.8105930914467870.405296545723393
890.5501320021921650.899735995615670.449867997807835
900.5095759725822570.9808480548354870.490424027417743
910.4695217894787720.9390435789575440.530478210521228
920.5280562790193020.9438874419613970.471943720980698
930.48426725764520.9685345152903990.5157327423548
940.4372002147788650.874400429557730.562799785221135
950.433931396934590.867862793869180.56606860306541
960.404100875860120.808201751720240.59589912413988
970.3881945294911050.7763890589822090.611805470508895
980.343594980740840.6871899614816810.65640501925916
990.3201680745847970.6403361491695950.679831925415203
1000.2903850907658410.5807701815316810.709614909234159
1010.2563523177064830.5127046354129650.743647682293518
1020.2485215058385210.4970430116770430.751478494161479
1030.2138548464631030.4277096929262060.786145153536897
1040.2040883099245420.4081766198490850.795911690075458
1050.1751053196910620.3502106393821240.824894680308938
1060.1705582360070880.3411164720141770.829441763992912
1070.1845784174631280.3691568349262560.815421582536872
1080.1892484344544850.378496868908970.810751565545515
1090.1767211157757240.3534422315514480.823278884224276
1100.2020290859471660.4040581718943310.797970914052834
1110.1813187487825350.362637497565070.818681251217465
1120.4064985654256340.8129971308512680.593501434574366
1130.4654861537006630.9309723074013270.534513846299337
1140.4296490704198640.8592981408397280.570350929580136
1150.4221359960815160.8442719921630310.577864003918484
1160.3797399711744270.7594799423488550.620260028825573
1170.3654728599611790.7309457199223570.634527140038821
1180.3234207292343270.6468414584686530.676579270765673
1190.3023314100445040.6046628200890080.697668589955496
1200.2575413582707130.5150827165414250.742458641729287
1210.2292171408644740.4584342817289480.770782859135526
1220.2159628943072030.4319257886144070.784037105692797
1230.227881162521210.455762325042420.77211883747879
1240.2414529895261930.4829059790523870.758547010473807
1250.7909565384385380.4180869231229250.209043461561462
1260.7545370211290960.4909259577418090.245462978870904
1270.707232254855740.585535490288520.29276774514426
1280.6506107075469160.6987785849061680.349389292453084
1290.5912115626811270.8175768746377460.408788437318873
1300.5297755104851690.9404489790296630.470224489514831
1310.4735939314960030.9471878629920050.526406068503997
1320.4183883637591680.8367767275183350.581611636240832
1330.3562589083787210.7125178167574430.643741091621279
1340.3167361894820380.6334723789640760.683263810517962
1350.2853675651239480.5707351302478950.714632434876052
1360.2626906262701640.5253812525403290.737309373729836
1370.2989576152246370.5979152304492750.701042384775363
1380.3079749035670510.6159498071341020.692025096432949
1390.3283313735041980.6566627470083960.671668626495802
1400.2653169781260990.5306339562521980.734683021873901
1410.2082087039308980.4164174078617960.791791296069102
1420.1580485502325650.3160971004651290.841951449767435
1430.1844470314786920.3688940629573830.815552968521309
1440.1735916470909870.3471832941819750.826408352909013
1450.1562550312980210.3125100625960410.843744968701979
1460.2732007710779950.546401542155990.726799228922005
1470.2397919065037310.4795838130074610.760208093496269
1480.1592210510123050.3184421020246110.840778948987695
1490.112589417860190.2251788357203790.88741058213981
1500.160999460301460.321998920602920.83900053969854


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