Multiple Linear Regression - Estimated Regression Equation
G[t] = + 1.40188117714777 + 0.000213047281008186Month[t] -0.00207923672899216I1[t] + 0.0429579390503465I2[t] -0.0155370398224378I3[t] -0.0117692258627864E1[t] -0.0135941498718194E2[t] + 0.00146277756554949E3[t] -0.0162112189045189`A `[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.401881177147770.4139843.38639e-040.00045
Month0.0002130472810081860.0002740.77840.4375530.218776
I1-0.002079236728992160.015577-0.13350.8939880.446994
I20.04295793905034650.0134173.20170.0016620.000831
I3-0.01553703982243780.010512-1.4780.1414710.070736
E1-0.01176922586278640.015066-0.78120.4359050.217953
E2-0.01359414987181940.011533-1.17870.2403530.120177
E30.001462777565549490.0119020.12290.9023440.451172
`A `-0.01621121890451890.016624-0.97520.3310080.165504


Multiple Linear Regression - Regression Statistics
Multiple R0.329366620900901
R-squared0.108482370963678
Adjusted R-squared0.0618670700990334
F-TEST (value)2.32718375622363
F-TEST (DF numerator)8
F-TEST (DF denominator)153
p-value0.0219241616959551
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.484416269919223
Sum Squared Residuals35.9028457520554


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
111.43041866386793-0.43041866386793
211.31754179020989-0.317541790209887
311.38015444986006-0.380154449860065
421.398900030183480.601099969816518
511.31088228348215-0.310882283482152
611.3998554325387-0.399855432538699
721.445216724933950.55478327506605
810.8921715342539750.107828465746025
911.42632933664511-0.426329336645106
1011.31098286455238-0.310982864552381
1121.431046711974140.568953288025858
1221.483036280574160.51696371942584
1311.18576191704065-0.185761917040647
1411.63511621632718-0.635116216327176
1511.50419038291468-0.504190382914682
1621.327601506047720.672398493952284
1711.01651578232337-0.0165157823233669
1821.4742344897830.525765510216995
1921.845686853279120.154313146720882
2011.03761537498754-0.0376153749875439
2121.77252012389520.227479876104798
2211.2304686517794-0.230468651779397
2311.15214305403483-0.152143054034827
2421.294409633082210.70559036691779
2511.17459345953716-0.174593459537165
2611.55056849600538-0.550568496005378
2711.55056849600538-0.550568496005378
2811.34812099955338-0.348120999553376
2921.622860179162450.37713982083755
3011.35390507406146-0.353905074061463
3121.547864983024530.452135016975472
3211.42137433103086-0.421374331030858
3311.11079356161054-0.110793561610539
3421.329435720486140.670564279513863
3521.244794018030610.755205981969394
3621.417655873963930.582344126036067
3711.20422226464392-0.204222264643923
3821.311004157363320.688995842636679
3921.478150791182370.521849208817628
4011.58492014200159-0.584920142001594
4111.35946767005278-0.359467670052776
4211.51111745248106-0.511117452481058
4311.53199336044086-0.531993360440864
4421.600382661743190.39961733825681
4521.724542997017080.275457002982917
4611.08079775129727-0.0807977512972655
4721.323743146227050.676256853772953
4821.192526815900590.807473184099409
4911.28860647824348-0.288606478243482
5021.209295873745940.790704126254058
5111.41256513639681-0.412565136396807
5211.19143003462407-0.191430034624073
5311.38517946530179-0.385179465301788
5411.21411404557567-0.214114045575668
5521.46468030323290.535319696767105
5611.52275257416163-0.522752574161633
5711.41904930681962-0.419049306819617
5811.45615077099231-0.456150770992314
5921.64213287806750.357867121932501
6021.567536964260910.432463035739094
6111.53466957648324-0.534669576483244
6211.35348797835561-0.353487978355615
6311.73988554642976-0.739885546429759
6421.645765982344270.354234017655726
6511.17927244702369-0.179272447023688
6621.522296800420430.477703199579575
6721.440690019174860.559309980825137
6821.455760671854710.544239328145287
6911.2895386532799-0.2895386532799
7011.1625686131466-0.1625686131466
7111.43642160850976-0.436421608509762
7221.486994668223740.513005331776256
7321.507363301840380.492636698159618
7411.15064027046492-0.150640270464922
7511.40001498992872-0.400014989928715
7611.27638073660286-0.276380736602865
7711.30273545030125-0.302735450301251
7821.416544913623970.583455086376027
7921.361800157982850.638199842017149
8021.474125029119760.525874970880237
8121.761768296819080.238231703180915
8211.20351409304163-0.20351409304163
8301.57566401023057-1.57566401023057
8411.46109896282277-0.46109896282277
8521.393465738573870.606534261426129
8621.547137517711150.452862482288853
8711.45565534219355-0.455655342193546
8811.06844420321722-0.0684442032172213
8911.04596637945285-0.0459663794528463
9011.49061174002661-0.490611740026608
9111.56834366106025-0.56834366106025
9221.596775263990320.403224736009676
9311.33111884299008-0.331118842990079
9411.27472337202865-0.274723372028648
9511.37057510891295-0.370575108912954
9611.3913940301841-0.3913940301841
9721.437855761708220.562144238291782
9811.37955973872243-0.379559738722435
9921.379800861724810.620199138275194
10021.49702747871210.502972521287902
10111.24922169028337-0.24922169028337
10221.775844227287170.224155772712834
10311.20515775927702-0.205157759277025
10411.47681165970165-0.476811659701645
10521.529040865124540.470959134875456
10611.34499317934535-0.344993179345348
10721.193276401397660.806723598602338
10811.24891834591896-0.24891834591896
10911.18047643996361-0.180476439963609
11011.56915017799179-0.569150177991792
11111.33570827532806-0.335708275328056
11211.43766889074574-0.437668890745743
11311.43240747416538-0.432407474165376
11411.49522310182876-0.49522310182876
11511.34745363860086-0.347453638600855
11621.305938146943640.694061853056364
11711.23817914104912-0.238179141049122
11811.23823215666264-0.238232156662636
11921.727376717409630.272623282590373
12011.26836198943932-0.268361989439324
12111.15241174197337-0.152411741973366
12211.44523840841403-0.445238408414025
12311.30592555567947-0.305925555679471
12411.44969644634114-0.449696446341136
12511.72197274299639-0.721972742996393
12621.394213878180450.605786121819548
12711.39637542576148-0.396375425761477
12811.18547027677489-0.185470276774886
12921.435940029720810.564059970279191
13021.547656504173290.452343495826709
13111.43647285002064-0.436472850020636
13221.350817381107040.649182618892962
13321.219700660192990.780299339807008
13421.329471187553260.670528812446736
13521.415366170687440.584633829312557
13611.25479253245364-0.254792532453642
13711.3139305652786-0.313930565278603
13821.398170328465210.601829671534789
13921.449598229919170.550401770080833
14011.27129369532209-0.271293695322086
14111.21139956809541-0.21139956809541
14211.18744396047134-0.187443960471339
14311.39322403055198-0.393224030551976
14421.26991983655120.730080163448796
14511.37378047724873-0.373780477248733
14611.4750300570401-0.4750300570401
14721.289230691881680.710769308118318
14821.562409867297550.43759013270245
14921.408662501563490.591337498436505
15021.327009413221070.672990586778933
15111.51437909161338-0.514379091613377
15211.35731320459651-0.357313204596514
15311.36418937744287-0.364189377442871
15421.395092980213380.604907019786617
15521.441775125325860.558224874674138
15621.363557624091250.636442375908746
15711.14427547798853-0.144275477988526
15811.03515061685803-0.0351506168580286
15911.2489556677383-0.248955667738305
16011.24822897083673-0.248228970836732
16121.468317308881390.531682691118607
16211.42754311896069-0.427543118960693


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
120.8133772575818640.3732454848362720.186622742418136
130.7055615341327920.5888769317344160.294438465867208
140.665891916893180.668216166213640.33410808310682
150.5644806175922150.8710387648155690.435519382407785
160.5704627527719680.8590744944560630.429537247228032
170.5310351629667750.937929674066450.468964837033225
180.682813768380270.6343724632394620.317186231619731
190.6056739460719340.7886521078561320.394326053928066
200.5522164529134720.8955670941730570.447783547086528
210.4930933529567880.9861867059135760.506906647043212
220.4363970514081850.872794102816370.563602948591815
230.3585217612508180.7170435225016350.641478238749182
240.4897860482653980.9795720965307960.510213951734602
250.4556035476282620.9112070952565240.544396452371738
260.4190296854794910.8380593709589820.580970314520509
270.3698953254877490.7397906509754990.63010467451225
280.3148289717915030.6296579435830050.685171028208497
290.3198273592364180.6396547184728350.680172640763583
300.2771417561400190.5542835122800370.722858243859982
310.2674821537056770.5349643074113540.732517846294323
320.2263026082967320.4526052165934650.773697391703268
330.1867084602413650.373416920482730.813291539758635
340.2000879399169990.4001758798339990.799912060083
350.2501049226037820.5002098452075640.749895077396218
360.2736565040441710.5473130080883430.726343495955829
370.2648582817251040.5297165634502080.735141718274896
380.3693482183631760.7386964367263520.630651781636824
390.3686756808142440.7373513616284890.631324319185756
400.4231518843440520.8463037686881040.576848115655948
410.4366272056881550.873254411376310.563372794311845
420.4694374568741590.9388749137483180.530562543125841
430.5051583153273120.9896833693453770.494841684672688
440.4950233928251460.9900467856502930.504976607174854
450.4600177175209040.9200354350418080.539982282479096
460.4431764633735420.8863529267470850.556823536626458
470.4941827333836470.9883654667672950.505817266616353
480.5405661329056080.9188677341887840.459433867094392
490.5012322911122890.9975354177754230.498767708887711
500.5492953933704420.9014092132591170.450704606629558
510.5280802265350910.9438395469298170.471919773464908
520.4806763252452680.9613526504905370.519323674754732
530.4634783573893460.9269567147786920.536521642610654
540.4238693091896820.8477386183793630.576130690810318
550.4471630141933490.8943260283866980.552836985806651
560.4678245188488360.9356490376976720.532175481151164
570.4531295028068280.9062590056136550.546870497193172
580.4445307208120680.8890614416241370.555469279187932
590.4199392442074630.8398784884149270.580060755792537
600.4198681349767640.8397362699535280.580131865023236
610.440889431054830.881778862109660.55911056894517
620.4251485296854580.8502970593709160.574851470314542
630.4885324296650340.9770648593300670.511467570334966
640.4662357744899480.9324715489798960.533764225510052
650.4318683491822940.8637366983645890.568131650817706
660.4261914532334650.852382906466930.573808546766535
670.4507143590767150.901428718153430.549285640923285
680.4717370408700720.9434740817401430.528262959129928
690.4402338165034570.8804676330069140.559766183496543
700.3998122888068180.7996245776136360.600187711193182
710.3980088814737240.7960177629474480.601991118526276
720.4054909523460540.8109819046921080.594509047653946
730.4114592451835920.8229184903671840.588540754816408
740.3756689450838570.7513378901677130.624331054916143
750.361628932369870.723257864739740.63837106763013
760.3306145059208680.6612290118417360.669385494079132
770.3013220793809750.602644158761950.698677920619025
780.3171853451896550.6343706903793110.682814654810345
790.3443278922308790.6886557844617590.655672107769121
800.3457414065280810.6914828130561620.654258593471919
810.3077352562852780.6154705125705560.692264743714722
820.2751859514066820.5503719028133640.724814048593318
830.6746616500720360.6506766998559290.325338349927964
840.6731000563123970.6537998873752060.326899943687603
850.6945559396575880.6108881206848240.305444060342412
860.6917830709797430.6164338580405140.308216929020257
870.6846282328596290.6307435342807420.315371767140371
880.6480389394713170.7039221210573670.351961060528683
890.6133585758963340.7732828482073320.386641424103666
900.6079283698978120.7841432602043770.392071630102188
910.6275727422360380.7448545155279240.372427257763962
920.6126411213660970.7747177572678050.387358878633903
930.5847593341949050.830481331610190.415240665805095
940.5635549682329430.8728900635341130.436445031767057
950.5458778539460370.9082442921079260.454122146053963
960.5283094334601760.9433811330796480.471690566539824
970.5497565927262530.9004868145474950.450243407273747
980.537347909714090.9253041805718210.46265209028591
990.5668327662903620.8663344674192770.433167233709638
1000.5731482091849540.8537035816300930.426851790815046
1010.5360857872423750.9278284255152510.463914212757625
1020.4936397630164360.9872795260328720.506360236983564
1030.4489256753186280.8978513506372560.551074324681372
1040.4464928280606060.8929856561212110.553507171939394
1050.4436478250594310.8872956501188620.556352174940569
1060.4172101211418690.8344202422837390.582789878858131
1070.5093028006480310.9813943987039380.490697199351969
1080.4702623664582520.9405247329165030.529737633541748
1090.4562555463379150.9125110926758310.543744453662085
1100.4904939359235460.9809878718470930.509506064076454
1110.4562068348345340.9124136696690680.543793165165466
1120.4307927996426220.8615855992852440.569207200357378
1130.4169726215722490.8339452431444980.583027378427751
1140.4327859727316830.8655719454633660.567214027268317
1150.4242204067618910.8484408135237810.575779593238109
1160.4352812214397150.870562442879430.564718778560285
1170.3874419278707880.7748838557415760.612558072129212
1180.3496061224539360.6992122449078710.650393877546064
1190.3327154223765550.665430844753110.667284577623445
1200.2895583428573540.5791166857147090.710441657142646
1210.258959797732850.5179195954656990.74104020226715
1220.2578537875188230.5157075750376450.742146212481177
1230.2288072596126480.4576145192252960.771192740387352
1240.2340550252307880.4681100504615760.765944974769212
1250.257192672403670.5143853448073390.74280732759633
1260.2571286375073360.5142572750146710.742871362492664
1270.2715242908563740.5430485817127480.728475709143626
1280.2257910296951140.4515820593902270.774208970304886
1290.2089204970633150.4178409941266310.791079502936685
1300.1809598611414510.3619197222829020.81904013885855
1310.1916182524559230.3832365049118450.808381747544077
1320.1943787066760890.3887574133521790.805621293323911
1330.2421209784092840.4842419568185680.757879021590716
1340.2825573319475690.5651146638951370.717442668052431
1350.2581303212216660.5162606424433320.741869678778334
1360.2208241198488530.4416482396977060.779175880151147
1370.197468414052690.3949368281053790.80253158594731
1380.2241493590893310.4482987181786620.775850640910669
1390.2597275697320170.5194551394640340.740272430267983
1400.2223711092153540.4447422184307070.777628890784646
1410.1927360342858340.3854720685716680.807263965714166
1420.1540934886407860.3081869772815710.845906511359214
1430.1130751741722170.2261503483444340.886924825827783
1440.186235323461380.372470646922760.81376467653862
1450.1603304720761440.3206609441522870.839669527923856
1460.3315317113170860.6630634226341730.668468288682914
1470.424613143005780.8492262860115590.57538685699422
1480.4315813261412080.8631626522824160.568418673858792
1490.4320665632647410.8641331265294820.567933436735259
1500.6285491911496250.7429016177007510.371450808850375


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