Multiple Linear Regression - Estimated Regression Equation

D[t] = + 6.91356251488984 + 0.242424597613749CM[t] + 0.078061560122287PC[t] -0.207313323580618PS[t] + 0.120695024728114`O `[t] + e[t]

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.D.	T-STAT H0: parameter = 0	2-tail p-value	1-tail p-value
(Intercept)	6.91356251488984	1.538773	4.4929	1.4e-05	7e-06
CM	0.242424597613749	0.03992	6.0727	0	0
PC	0.078061560122287	0.079487	0.9821	0.32761	0.163805
PS	-0.207313323580618	0.055965	-3.7043	0.000295	0.000147
`O `	0.120695024728114	0.056318	2.1431	0.033675	0.016837

Multiple Linear Regression - Regression Statistics
Multiple R	0.478897605353962
R-squared	0.229342916413759
Adjusted R-squared	0.209325849307623
F-TEST (value)	11.4573686143788
F-TEST (DF numerator)	4
F-TEST (DF denominator)	154
p-value	3.62416722188286e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	2.49022072596553
Sum Squared Residuals	954.984686660359

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	14	11.8310424560834	2.16895754391659
2	11	11.191822415443	-0.191822415443037
3	6	8.45724906608618	-2.45724906608618
4	12	10.7387301736305	1.2612698263695
5	8	9.71207166409848	-1.71207166409848
6	10	10.2780495959075	-0.278049595907544
7	10	9.90884323634137	0.0911567636586281
8	11	9.41742231499117	1.58257768500883
9	16	10.9546002359413	5.04539976405866
10	11	10.2450074181895	0.754992581810544
11	13	12.3837944269165	0.616205573083492
12	12	13.2004733415995	-1.2004733415995
13	8	12.8155345515382	-4.81553455153818
14	12	10.3951099465474	1.60489005345256
15	11	9.06150806173867	1.93849193826133
16	4	7.91690488245449	-3.91690488245449
17	9	10.5600404816678	-1.56004048166784
18	8	9.72037772668309	-1.72037772668309
19	8	10.644272862722	-2.64427286272197
20	14	12.9330962544693	1.06690374553071
21	15	11.9279697684978	3.07203023150217
22	16	14.0749966944718	1.92500330552823
23	9	11.614921717627	-2.61492171762696
24	14	14.0975632661899	-0.0975632661898558
25	11	11.3773165713042	-0.3773165713042
26	8	9.62338426893093	-1.62338426893093
27	9	9.94427133185783	-0.944271331857832
28	9	11.6647605513221	-2.66476055132215
29	9	10.7499235063047	-1.7499235063047
30	9	9.71824248503032	-0.718242485030324
31	10	11.5174448459534	-1.5174448459534
32	16	11.7296965975688	4.27030340243117
33	11	9.76733391472689	1.23266608527311
34	8	9.90395763971265	-1.90395763971265
35	9	9.0890971451991	-0.0890971451991046
36	16	12.2655032583566	3.73449674164342
37	11	12.2324610806385	-1.23246108063849
38	16	9.58635412762802	6.41364587237198
39	12	12.4584058437585	-0.458405843758463
40	12	10.2845075609983	1.71549243900172
41	14	12.9551957756588	1.04480422434121
42	9	10.5426101827241	-1.54261018272408
43	10	11.0511266431649	-1.05112664316491
44	9	9.01824095416618	-0.0182409541661838
45	10	9.77238610379368	0.227613896206325
46	12	10.0455331066649	1.95446689333514
47	14	11.7077108374113	2.2922891625887
48	14	11.6445978357722	2.35540216422775
49	10	12.161520805898	-2.16152080589803
50	14	10.387521610637	3.61247838936297
51	16	11.657322444457	4.34267755554301
52	9	10.4447985511974	-1.44479855119738
53	10	11.6197411689179	-1.61974116891795
54	6	8.71389987107078	-2.71389987107078
55	8	11.4571832376643	-3.4571832376643
56	13	12.3657304850061	0.634269514993914
57	10	10.7400153979336	-0.740015397933628
58	8	9.18292081314097	-1.18292081314097
59	7	8.95347150035757	-1.95347150035757
60	15	9.9607332279818	5.0392667720182
61	9	9.77919056769218	-0.779190567692177
62	10	10.3940092530522	-0.394009253052199
63	12	10.4700017168594	1.52999828314056
64	13	9.90092014057781	3.09907985942219
65	10	8.56514871235365	1.43485128764635
66	11	11.5283213571443	-0.528321357144262
67	8	13.3890049965955	-5.3890049965955
68	9	9.08125813314308	-0.0812581331430808
69	13	8.64217572431841	4.35782427568159
70	11	10.2210894768305	0.77891052316948
71	8	12.756906241337	-4.75690624133697
72	9	10.4884665639607	-1.48846656396073
73	9	12.4294653906572	-3.42946539065718
74	15	12.8103321334261	2.18966786657387
75	9	11.5195139422684	-2.51951394226844
76	10	11.5021497886624	-1.5021497886624
77	14	9.19724746761217	4.80275253238783
78	12	11.0428205805803	0.957179419419705
79	12	10.8760716252905	1.12392837470954
80	11	11.6422780633116	-0.642278063311597
81	14	11.3458764393726	2.65412356062743
82	6	11.5154418949761	-5.51544189497608
83	12	11.3453089417436	0.654691058256366
84	8	10.256517572347	-2.25651757234698
85	14	12.1994485802448	1.80055141975516
86	11	11.301324107497	-0.301324107496957
87	10	9.90132104576868	0.0986789542313235
88	14	9.90637323483546	4.09362676516454
89	12	11.8521438971287	0.147856102871342
90	10	11.076329808827	-1.07632980882697
91	14	13.2134486264298	0.786551373570158
92	5	8.76390529720405	-3.76390529720405
93	11	10.4343229451974	0.565677054802623
94	10	10.5682803989147	-0.568280398914729
95	9	11.20543134324	-2.20543134324004
96	10	11.8695080507347	-1.8695080507347
97	16	13.7950749050265	2.20492509497348
98	13	13.0616302912534	-0.0616302912534257
99	9	10.8690164852464	-1.86901648524635
100	10	11.4329617887537	-1.43296178875366
101	10	11.0363329381651	-1.03633293816512
102	7	9.61394321108845	-2.61394321108845
103	9	10.3275239924252	-1.32752399242516
104	8	10.3595316219857	-2.35953162198573
105	14	12.6238331067319	1.37616689326812
106	14	11.6505841258962	2.34941587410379
107	8	10.8710855815614	-2.8710855815614
108	9	11.3838406817327	-2.38384068173266
109	14	11.8065570170955	2.19344298290448
110	14	10.9280457006384	3.07195429936158
111	8	10.0023321444301	-2.0023321444301
112	8	13.8032307385659	-5.80323073856587
113	8	10.3015369547512	-2.30153695475118
114	7	8.62870371163504	-1.62870371163504
115	6	6.71796023966744	-0.717960239667443
116	8	9.72576467560302	-1.72576467560302
117	6	8.65101960720752	-2.65101960720752
118	11	9.65008903327911	1.34991096672089
119	14	12.0125189710353	1.98748102896471
120	11	10.9482628225714	0.0517371774285797
121	11	11.5212662171002	-0.521266217100155
122	11	9.26073169711766	1.73926830288234
123	14	10.2159532040562	3.7840467959438
124	8	9.88940998642029	-1.88940998642029
125	20	11.1444832605782	8.85551673942181
126	11	10.8089527216968	0.191047278303237
127	8	9.19796519428636	-1.19796519428637
128	11	10.5490978251393	0.450902174860749
129	10	10.7642501607759	-0.764250160775893
130	14	13.1652959222286	0.83470407777136
131	11	10.3025715029087	0.697428497091299
132	9	10.6344308996886	-1.63443089968863
133	9	9.79495267551176	-0.79495267551176
134	8	10.1489480614945	-2.14894806149447
135	10	12.0879439372136	-2.0879439372136
136	13	11.2623617849926	1.73763821500737
137	13	10.2205219792016	2.77947802079841
138	12	9.19521483931042	2.80478516068958
139	8	10.2804355137059	-2.28043551370592
140	13	10.5112361961302	2.48876380386983
141	14	11.8103783882423	2.18962161175772
142	12	11.6101202047058	0.389879795294227
143	14	11.1463545121537	2.85364548784627
144	15	10.9378876636718	4.06211233632824
145	13	10.750240327788	2.24975967221198
146	16	11.7114660632203	4.28853393677966
147	9	12.2416514623354	-3.24165146233537
148	9	10.3688060873901	-1.36880608739014
149	9	10.9908122034697	-1.99081220346971
150	8	11.2951532865651	-3.29515328656511
151	7	9.72975263918785	-2.72975263918785
152	16	12.247104556593	3.75289544340698
153	11	14.1601974783457	-3.1601974783457
154	9	10.2246601718317	-1.22466017183167
155	11	10.215235477382	0.784764522617996
156	9	10.0987924063159	-1.09879240631595
157	14	12.247104556593	1.75289544340698
158	13	11.1219166888601	1.8780833111399
159	16	14.5672839965644	1.43271600343557

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
8	0.235589506033171	0.471179012066342	0.764410493966829
9	0.342818818118287	0.685637636236573	0.657181181881713
10	0.216789627380673	0.433579254761347	0.783210372619327
11	0.223937467206284	0.447874934412568	0.776062532793716
12	0.220808547103292	0.441617094206585	0.779191452896708
13	0.73773410253037	0.52453179493926	0.26226589746963
14	0.66540350620186	0.66919298759628	0.33459649379814
15	0.592932974715461	0.814134050569077	0.407067025284539
16	0.703434262151917	0.593131475696165	0.296565737848083
17	0.651376517986247	0.697246964027506	0.348623482013753
18	0.63939403404803	0.72121193190394	0.36060596595197
19	0.618323437398896	0.763353125202208	0.381676562601104
20	0.570876615192512	0.858246769614977	0.429123384807488
21	0.614211303342006	0.771577393315988	0.385788696657994
22	0.557711427084538	0.884577145830924	0.442288572915462
23	0.580037847299371	0.839924305401259	0.419962152700629
24	0.516703110098771	0.966593779802459	0.483296889901229
25	0.44724761082293	0.89449522164586	0.55275238917707
26	0.394895264410714	0.789790528821429	0.605104735589286
27	0.335595508434918	0.671191016869836	0.664404491565082
28	0.335612964296844	0.671225928593689	0.664387035703156
29	0.300167613269913	0.600335226539826	0.699832386730087
30	0.247377970434517	0.494755940869034	0.752622029565483
31	0.209704921176243	0.419409842352486	0.790295078823757
32	0.264843772357166	0.529687544714332	0.735156227642834
33	0.227487134881909	0.454974269763818	0.772512865118091
34	0.213565404880003	0.427130809760006	0.786434595119997
35	0.172389738074744	0.344779476149489	0.827610261925256
36	0.215966629276413	0.431933258552826	0.784033370723587
37	0.198861663572391	0.397723327144782	0.801138336427609
38	0.572142554759668	0.855714890480664	0.427857445240332
39	0.521822365677326	0.956355268645349	0.478177634322674
40	0.493144137956084	0.986288275912168	0.506855862043916
41	0.446619002185237	0.893238004370475	0.553380997814763
42	0.413288765850546	0.826577531701091	0.586711234149454
43	0.371759675422922	0.743519350845843	0.628240324577078
44	0.322842550221853	0.645685100443707	0.677157449778147
45	0.277156990653631	0.554313981307262	0.722843009346369
46	0.264584440408213	0.529168880816426	0.735415559591787
47	0.254071789037173	0.508143578074347	0.745928210962827
48	0.244186753078403	0.488373506156805	0.755813246921597
49	0.242094385941827	0.484188771883654	0.757905614058173
50	0.28515494697261	0.570309893945219	0.71484505302739
51	0.360061535483995	0.720123070967991	0.639938464516005
52	0.329822271101933	0.659644542203865	0.670177728898067
53	0.305238207388361	0.610476414776723	0.694761792611639
54	0.309637640390205	0.619275280780409	0.690362359609795
55	0.33534601881008	0.67069203762016	0.66465398118992
56	0.29303545178995	0.5860709035799	0.70696454821005
57	0.255824641382392	0.511649282764785	0.744175358617608
58	0.224832480944033	0.449664961888067	0.775167519055966
59	0.20904007441085	0.4180801488217	0.79095992558915
60	0.333571347503498	0.667142695006997	0.666428652496502
61	0.293963541095798	0.587927082191596	0.706036458904202
62	0.255290341867437	0.510580683734874	0.744709658132563
63	0.233108431501273	0.466216863002547	0.766891568498727
64	0.259642331638994	0.519284663277988	0.740357668361006
65	0.23454220449686	0.46908440899372	0.76545779550314
66	0.202186609794218	0.404373219588436	0.797813390205782
67	0.363171118834518	0.726342237669037	0.636828881165482
68	0.319797590559765	0.63959518111953	0.680202409440235
69	0.404860037524774	0.809720075049549	0.595139962475225
70	0.36432929479712	0.728658589594241	0.63567070520288
71	0.488108032847822	0.976216065695643	0.511891967152178
72	0.458478233259547	0.916956466519093	0.541521766740453
73	0.496375459379312	0.992750918758624	0.503624540620688
74	0.485645266293597	0.971290532587193	0.514354733706403
75	0.486535819895658	0.973071639791316	0.513464180104342
76	0.457323389289663	0.914646778579326	0.542676610710337
77	0.579774700835159	0.840450598329681	0.420225299164841
78	0.540515900006417	0.918968199987165	0.459484099993583
79	0.504147456936065	0.99170508612787	0.495852543063935
80	0.461863308514524	0.923726617029047	0.538136691485476
81	0.468184064201568	0.936368128403136	0.531815935798432
82	0.638507482149569	0.722985035700863	0.361492517850431
83	0.597049953518175	0.805900092963649	0.402950046481825
84	0.587188293609786	0.825623412780428	0.412811706390214
85	0.564313354570429	0.871373290859141	0.435686645429571
86	0.518613333268897	0.962773333462206	0.481386666731103
87	0.472217065341602	0.944434130683203	0.527782934658398
88	0.560670321460607	0.878659357078785	0.439329678539393
89	0.515071359258271	0.969857281483458	0.484928640741729
90	0.476070044753589	0.952140089507179	0.523929955246411
91	0.433663984033971	0.867327968067941	0.566336015966029
92	0.479635231525604	0.959270463051208	0.520364768474396
93	0.43693001242503	0.873860024850059	0.56306998757497
94	0.39283840771092	0.785676815421839	0.60716159228908
95	0.378806788846365	0.757613577692729	0.621193211153635
96	0.363988468216652	0.727976936433304	0.636011531783348
97	0.348851025826101	0.697702051652203	0.651148974173899
98	0.306803657906245	0.613607315812491	0.693196342093754
99	0.286186693114404	0.572373386228807	0.713813306885596
100	0.25891730574213	0.51783461148426	0.74108269425787
101	0.22813800330428	0.456276006608561	0.77186199669572
102	0.226290472003371	0.452580944006743	0.773709527996629
103	0.200408991796687	0.400817983593375	0.799591008203313
104	0.195538689376074	0.391077378752148	0.804461310623926
105	0.170482449693593	0.340964899387187	0.829517550306407
106	0.166118642336269	0.332237284672537	0.833881357663731
107	0.172873395227815	0.345746790455631	0.827126604772185
108	0.171712629452347	0.343425258904693	0.828287370547653
109	0.16075533958325	0.321510679166499	0.83924466041675
110	0.176160338063147	0.352320676126295	0.823839661936853
111	0.161029826226595	0.32205965245319	0.838970173773405
112	0.367626060365252	0.735252120730504	0.632373939634748
113	0.369610873904906	0.739221747809812	0.630389126095094
114	0.34569055955893	0.691381119117861	0.65430944044107
115	0.305500010037403	0.611000020074807	0.694499989962597
116	0.280031343751003	0.560062687502005	0.719968656248997
117	0.302416655324318	0.604833310648636	0.697583344675682
118	0.267756133198956	0.535512266397912	0.732243866801044
119	0.244186556429497	0.488373112858995	0.755813443570503
120	0.204927181546316	0.409854363092631	0.795072818453684
121	0.170933679438312	0.341867358876624	0.829066320561688
122	0.152767440045206	0.305534880090412	0.847232559954794
123	0.170194283419403	0.340388566838805	0.829805716580597
124	0.153260525842899	0.306521051685799	0.846739474157101
125	0.777018655569677	0.445962688860645	0.222981344430323
126	0.7302031790998	0.5395936418004	0.2697968209002
127	0.683783645446438	0.632432709107123	0.316216354553562
128	0.628603078023768	0.742793843952464	0.371396921976232
129	0.569952302350398	0.860095395299204	0.430047697649602
130	0.509859555505771	0.980280888988458	0.490140444494229
131	0.449768159031913	0.899536318063826	0.550231840968087
132	0.397268396252224	0.794536792504448	0.602731603747776
133	0.338502315733257	0.677004631466514	0.661497684266743
134	0.301943763009144	0.603887526018288	0.698056236990856
135	0.268161895235183	0.536323790470365	0.731838104764817
136	0.223333251537707	0.446666503075414	0.776666748462293
137	0.232225226645593	0.464450453291185	0.767774773354407
138	0.224873655694369	0.449747311388737	0.775126344305631
139	0.220587122987083	0.441174245974165	0.779412877012917
140	0.192896607291696	0.385793214583393	0.807103392708304
141	0.195930784657198	0.391861569314396	0.804069215342802
142	0.144739436343638	0.289478872687276	0.855260563656362
143	0.179916487793165	0.359832975586329	0.820083512206835
144	0.205977498852605	0.411954997705209	0.794022501147395
145	0.174092086256252	0.348184172512503	0.825907913743748
146	0.365779709003272	0.731559418006544	0.634220290996728
147	0.333267838520731	0.666535677041462	0.666732161479269
148	0.239512993705293	0.479025987410587	0.760487006294707
149	0.186035428981169	0.372070857962338	0.813964571018831
150	0.262533562656281	0.525067125312562	0.737466437343719
151	0.252524953019548	0.505049906039095	0.747475046980452

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	0	0	OK
5% type I error level	0	0	OK
10% type I error level	0	0	OK