Multiple Linear Regression - Estimated Regression Equation
O[t] = + 17.4684655763519 -0.059366346176821CM[t] + 0.21678958425354D[t] -0.133176572068144PE[t] -0.253140065700683PC[t] + 0.395987020465247PS[t] -0.0148718920049206t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)17.46846557635192.0422618.553500
CM-0.0593663461768210.062074-0.95640.3403970.170199
D0.216789584253540.1108011.95660.0522310.026115
PE-0.1331765720681440.102779-1.29580.1970250.098512
PC-0.2531400657006830.128304-1.9730.0503130.025157
PS0.3959870204652470.0751815.267100
t-0.01487189200492060.006034-2.46460.0148290.007414


Multiple Linear Regression - Regression Statistics
Multiple R0.502249529664989
R-squared0.252254590048702
Adjusted R-squared0.222738323866414
F-TEST (value)8.5462906619291
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value5.24699078630064e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.44273447491298
Sum Squared Residuals1801.56794104266


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12624.0649209656611.93507903433902
22325.2815675462592-2.28156754625918
32525.3058478840459-0.305847884045926
42323.1087259307447-0.108725930744716
51922.8951635532844-3.89516355328441
62923.93888365354165.06111634645843
72525.7671042073953-0.767104207395302
82123.6425327835159-2.64253278351593
92223.0963376883682-1.09633768836818
102523.50765573106521.49234426893478
112421.37931398900442.6206860109956
121820.9720150767733-2.97201507677327
132219.58748404947172.41251595052833
141521.7720459492998-6.77204594929977
152224.3572160827604-2.35721608276036
162825.06671819590232.93328180409774
172023.1549211111529-3.15492111115287
181220.0983484697977-8.09834846979775
192422.40862164392251.59137835607748
202022.4248842071563-2.42488420715633
212124.1696068479225-3.16960684792246
222021.7254699401245-1.72546994012447
232120.19928557458410.80071442541585
242322.07711773838950.922882261610534
252822.78307071660815.21692928339187
262422.69804381779551.30195618220447
272424.2138903633694-0.213890363369409
282421.27066294943042.72933705056958
292322.77683009737050.223169902629514
302323.4257658086257-0.425765808625657
312924.93278642730484.06721357269515
322422.82528290948951.17471709051053
331825.6395985341433-7.63959853414328
342526.5144645979578-1.5144645979578
352123.2472409246222-2.24724092462217
362627.2681817852479-1.26818178524791
372225.7140086053332-3.71400860533322
382223.4681646825109-1.46816468251095
392223.2429912089363-1.24299120893634
402326.1044305215467-3.10443052154669
413023.53923172243496.46076827756508
422323.2458356659081-0.245835665908053
431719.4493250113788-2.44932501137878
442324.2591307314488-1.25913073144876
452324.718575640939-1.71857564093898
462522.92501595346562.07498404653438
472421.34910761054742.65089238945262
482427.7847346279007-3.7847346279007
492323.4624507927264-0.462450792726373
502124.2581925201565-3.2581925201565
512426.0643657791175-2.06436577911748
522422.27012725854211.72987274145789
532821.95732523797186.04267476202816
541621.4412767174295-5.44127671742951
552020.3431420674669-0.343142067466901
562923.79082831951785.20917168048223
572724.155027100392.84497289961
582223.4513607170967-1.45136071709669
592824.16307306667023.83692693332979
601620.7842692974064-4.7842692974064
612523.13046757236971.86953242763029
622423.72116350494490.278836495055051
632823.87228683603194.12771316396808
642424.4263501754649-0.426350175464861
652322.8691357443860.130864255614047
663026.96129024899423.03870975100577
672421.58766038644952.41233961355052
682124.2155561910099-3.2155561910099
692523.39941978167121.60058021832883
702524.03440433253610.965595667463887
712221.03426130966230.965738690337692
722322.5659928541720.434007145828005
732622.96867371320333.0313262867967
742321.82414774342971.17585225657035
752523.14384147007231.85615852992771
762121.4371726833282-0.437172683328207
772523.65221316990411.34778683009587
782422.23222159127261.76777840872739
792923.51791576605985.48208423394016
802223.6506816303374-1.65068163033742
812723.57044995917453.42955004082551
822619.7228302358416.27716976415897
832221.35621770762110.643782292378905
842422.00366609996451.99633390003548
852723.06662345720753.93337654279254
862421.34440981731432.65559018268571
872424.6608334555894-0.660833455589398
882924.18828986329814.81171013670194
892222.1009479856673-0.100947985667271
902120.53161058427150.468389415728455
912420.44883939620613.55116060379393
922421.53003638948912.46996361051086
932321.78769337864661.21230662135342
942022.1275694295439-2.12756942954389
952721.19816599682055.80183400317952
962623.20549890798222.79450109201783
972521.82716349795983.17283650204017
982119.98852906017331.0114709398267
992120.5769609924390.423039007561034
1001920.2144630083883-1.2144630083883
1012121.3475265969951-0.347526596995136
1022120.98535861879030.0146413812096628
1031619.5584249175939-3.5584249175939
1042220.37418944242691.6258105575731
1052921.49994259286657.50005740713355
1061521.4440772756156-6.44407727561556
1071720.3888167239287-3.38881672392871
1081519.6496724848056-4.64967248480563
1092121.3278500194504-0.327850019450361
1102120.68122979831110.318770201688874
1111918.95395869932630.046041300673684
1122417.83413307975416.16586692024592
1132021.7961238039561-1.79612380395608
1141724.4842650194948-7.48426501949476
1152324.1583086799554-1.15830867995539
1162421.84651290336122.1534870966388
1171421.5117844008051-7.5117844008051
1181922.2913507280418-3.29135072804181
1192421.68541123080252.31458876919748
1201319.9510554657143-6.95105546571428
1212224.6828942962343-2.68289429623433
1221620.5693313552517-4.56933135525173
1231922.6188802033758-3.61888020337582
1242522.07001303180972.92998696819027
1252523.50367053583781.4963294641622
1262320.81857086599072.18142913400929
1272422.79094523985431.20905476014574
1282622.77584757578553.22415242421453
1292620.82228794857985.1777120514202
1302523.41668408516811.58331591483193
1311821.5867258661787-3.58672586617873
1322119.21917348817591.78082651182413
1332622.80944116242113.19055883757895
1342321.17670413985011.82329586014985
1352319.09451566553053.90548433446945
1362221.82135829210810.178641707891905
1372021.5874808656089-1.5874808656089
1381321.2551966611107-8.25519666111074
1392420.56570935033663.43429064966338
1401520.7213804063778-5.72138040637781
1411422.2564443286843-8.25644432868427
1422223.1317158928542-1.13171589285421
1431017.0087352770752-7.0087352770752
1442423.4498547185230.550145281477033
1452220.94277158405591.05722841594408
1462424.7520455181703-0.752045518170322
1471920.7504601735956-1.75046017359557
1482021.1100095714849-1.11000957148492
1491316.3372891356001-3.33728913560006
1502019.18980657709620.810193422903831
1512222.1054696978879-0.105469697887947
1522422.36205645917981.63794354082021
1532922.23676549182526.76323450817484
1541219.9636818356675-7.96368183566751
1552019.91001701453590.0899829854640951
1562120.36394635460990.63605364539008
1572422.52000069098881.47999930901117
1582220.81357683118691.18642316881314
1592016.88329479154833.11670520845174


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.6804502239025820.6390995521948370.319549776097418
110.6359845469964390.7280309060071220.364015453003561
120.5773228279576080.8453543440847830.422677172042392
130.5810684053236670.8378631893526660.418931594676333
140.733906275182730.5321874496345410.26609372481727
150.6530798437767330.6938403124465340.346920156223267
160.6521921436071140.6956157127857720.347807856392886
170.5662070335618460.8675859328763090.433792966438154
180.7101504908974660.5796990182050690.289849509102534
190.6481914631670740.7036170736658530.351808536832926
200.5945304762171820.8109390475656360.405469523782818
210.5250896662042780.9498206675914440.474910333795722
220.4515235697875970.9030471395751950.548476430212403
230.4402156067594470.8804312135188940.559784393240553
240.4900986527266990.9801973054533970.509901347273301
250.6606311602823580.6787376794352850.339368839717642
260.5963980430771340.8072039138457320.403601956922866
270.5329678721165310.9340642557669370.467032127883469
280.5126520826509830.9746958346980330.487347917349017
290.4483144602000610.8966289204001230.551685539799939
300.387221748699750.77444349739950.61277825130025
310.3878114895475070.7756229790950140.612188510452493
320.3278855329750020.6557710659500040.672114467024998
330.5978659080943530.8042681838112940.402134091905647
340.5567158145458830.8865683709082330.443284185454116
350.526900675558120.946198648883760.47309932444188
360.4715891415402060.9431782830804120.528410858459794
370.4576603193029050.915320638605810.542339680697095
380.4060765840963740.8121531681927490.593923415903626
390.3577383449375540.7154766898751070.642261655062446
400.335245493623020.670490987246040.66475450637698
410.4995362704088980.9990725408177950.500463729591102
420.445767272141390.891534544282780.55423272785861
430.4181992280897680.8363984561795350.581800771910232
440.3718402798165750.743680559633150.628159720183425
450.3330373451354030.6660746902708050.666962654864597
460.3065409991508890.6130819983017790.69345900084911
470.2827636255501940.5655272511003880.717236374449806
480.2792870119279530.5585740238559060.720712988072047
490.2426668848939640.4853337697879280.757333115106036
500.2433026211488810.4866052422977620.756697378851119
510.2237179986766630.4474359973533260.776282001323337
520.1941482242719290.3882964485438580.80585177572807
530.2612842700945020.5225685401890040.738715729905498
540.341299150350040.682598300700080.65870084964996
550.3258444337044220.6516888674088440.674155566295578
560.3859336818903160.7718673637806320.614066318109684
570.3627597123779650.725519424755930.637240287622035
580.3326722507384280.6653445014768560.667327749261572
590.3326737070879120.6653474141758240.667326292912088
600.4139420831919810.8278841663839610.586057916808019
610.3702021789942050.7404043579884110.629797821005795
620.3284034420652230.6568068841304450.671596557934777
630.3298858217698790.6597716435397580.670114178230121
640.2964275365194090.5928550730388180.703572463480591
650.2580870371891330.5161740743782670.741912962810867
660.2419390080926370.4838780161852740.758060991907363
670.2140437762634570.4280875525269150.785956223736543
680.2368802300568620.4737604601137230.763119769943138
690.204071914709640.408143829419280.79592808529036
700.1722071065926520.3444142131853030.827792893407348
710.1441737298473970.2883474596947940.855826270152603
720.1198343477874190.2396686955748380.880165652212581
730.1042005502491520.2084011004983040.895799449750848
740.08467717065167990.169354341303360.91532282934832
750.06887227522000070.1377445504400010.93112772478
760.05760255258594820.1152051051718960.942397447414052
770.04561983679789480.09123967359578960.954380163202105
780.03554720378930220.07109440757860440.964452796210698
790.04059782692434940.08119565384869890.95940217307565
800.03731986826958460.07463973653916920.962680131730415
810.03128642940627170.06257285881254330.968713570593728
820.04152705267152790.08305410534305590.958472947328472
830.03243673017945640.06487346035891270.967563269820544
840.02539268363400810.05078536726801610.974607316365992
850.02331818975169090.04663637950338170.97668181024831
860.01845570837262840.03691141674525680.981544291627372
870.01503378454415620.03006756908831250.984966215455844
880.01546107106068390.03092214212136780.984538928939316
890.01300566474350210.02601132948700420.986994335256498
900.009835150672791330.01967030134558270.990164849327209
910.008402143395415430.01680428679083090.991597856604585
920.006864492310566650.01372898462113330.993135507689433
930.005058387650097450.01011677530019490.994941612349903
940.004820755449273990.009641510898547980.995179244550726
950.007192716380490060.01438543276098010.99280728361951
960.005871846263454090.01174369252690820.994128153736546
970.005023763093092220.01004752618618440.994976236906908
980.003851196784266910.007702393568533810.996148803215733
990.002911770444099870.005823540888199730.9970882295559
1000.00242558168742070.00485116337484140.99757441831258
1010.001912568333834170.003825136667668350.998087431666166
1020.001408128273150760.002816256546301530.99859187172685
1030.001735412085738810.003470824171477620.998264587914261
1040.001357701594012320.002715403188024640.998642298405988
1050.005962919851494380.01192583970298880.994037080148506
1060.01447366928777810.02894733857555620.985526330712222
1070.01530064899359630.03060129798719250.984699351006404
1080.02084117505882940.04168235011765890.97915882494117
1090.01631170216579540.03262340433159080.983688297834205
1100.01189681279474490.02379362558948990.988103187205255
1110.008646927914932950.01729385582986590.991353072085067
1120.02493434159919390.04986868319838780.975065658400806
1130.02507739235758040.05015478471516070.97492260764242
1140.0619512220529110.1239024441058220.938048777947089
1150.05330245910814060.1066049182162810.94669754089186
1160.04501058892531990.09002117785063980.95498941107468
1170.1160999017866240.2321998035732480.883900098213376
1180.1100225462523990.2200450925047980.8899774537476
1190.098823887319070.197647774638140.90117611268093
1200.1702983093600650.3405966187201310.829701690639935
1210.1678873785131340.3357747570262680.832112621486866
1220.2123224307058730.4246448614117460.787677569294127
1230.2125495016621860.4250990033243720.787450498337814
1240.2025957436443630.4051914872887250.797404256355637
1250.1772626885288170.3545253770576350.822737311471183
1260.1439701944702370.2879403889404750.856029805529763
1270.1143083954034210.2286167908068430.885691604596579
1280.11212016064850.2242403212970010.8878798393515
1290.156046937750750.3120938755014990.84395306224925
1300.1366434140822420.2732868281644850.863356585917758
1310.1161721983223270.2323443966446540.883827801677673
1320.1044256611782450.2088513223564890.895574338821755
1330.1030839063850610.2061678127701220.896916093614939
1340.09302892207644720.1860578441528940.906971077923553
1350.2102191741486170.4204383482972350.789780825851383
1360.1714376967481820.3428753934963640.828562303251818
1370.1466139592307180.2932279184614360.853386040769282
1380.204602597777390.4092051955547790.79539740222261
1390.4642828774942660.9285657549885320.535717122505734
1400.4103980470633120.8207960941266230.589601952936688
1410.5654613320190320.8690773359619360.434538667980968
1420.4768371488295760.9536742976591520.523162851170424
1430.6484408287010840.7031183425978330.351559171298916
1440.6035184164988620.7929631670022760.396481583501138
1450.5137474154065660.9725051691868670.486252584593434
1460.4098380138521340.8196760277042690.590161986147866
1470.4153038536241730.8306077072483460.584696146375827
1480.2855480842012740.5710961684025470.714451915798726
1490.1989602590167680.3979205180335360.801039740983232


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level80.0571428571428571NOK
5% type I error level280.2NOK
10% type I error level380.271428571428571NOK