Multiple Linear Regression - Estimated Regression Equation
G[t] = + 1.36628918120265 + 0.000223670724668207Month[t] -0.00173242231091828I1[t] + 0.0428417154872706I2[t] -0.0160960678581366I3[t] -0.011365424790671E1[t] -0.0136010037031966E2[t] + 0.00150812877540688E3[t] -0.0165382825172243`A `[t] + 0.000334441546114603t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.366289181202650.4245243.21840.0015760.000788
Month0.0002236707246682070.0002760.81120.4185410.209271
I1-0.001732422310918280.015644-0.11070.9119680.455984
I20.04284171548727060.0134573.18350.0017650.000882
I3-0.01609606785813660.010633-1.51370.1321690.066084
E1-0.0113654247906710.015141-0.75060.4540330.227017
E2-0.01360100370319660.011565-1.1760.2414180.120709
E30.001508128775406880.0119350.12640.8996130.449806
`A `-0.01653828251722430.01669-0.99090.3232910.161645
t0.0003344415461146030.0008350.40060.6892560.344628


Multiple Linear Regression - Regression Statistics
Multiple R0.330791124500888
R-squared0.109422768048562
Adjusted R-squared0.0566912214198587
F-TEST (value)2.07509119387368
F-TEST (DF numerator)9
F-TEST (DF denominator)152
p-value0.0350128468183002
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.485750737817842
Sum Squared Residuals35.8649744521678


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
111.40088596201823-0.400885962018232
211.29108263336053-0.291082633360532
311.35022592354587-0.350225923545872
421.37195566468890.628044335311105
511.28741223131166-0.287412231311659
611.37644376312306-0.37644376312306
721.429639416842770.57036058315723
810.8657731977903860.134226802209614
911.40345203482903-0.403452034829027
1011.2871550335568-0.287155033556796
1121.40922738627660.590772613723401
1221.462389070691450.537610929308547
1311.16342296179464-0.163422961794645
1411.61959103794974-0.619591037949745
1511.48051769314602-0.480517693146023
1621.306547865357450.693452134642549
1710.9968157060328710.00318429396712928
1821.452356545423340.547643454576664
1921.831971625910640.168028374089359
2011.01769765554232-0.0176976555423235
2121.758624564165540.24137543583446
2211.21584836685006-0.215848366850059
2311.13549973680563-0.135499736805632
2421.278927077332490.721072922667509
2511.15729623555447-0.157296235554467
2611.53224515373344-0.532245153733442
2711.53257959527956-0.532579595279556
2811.33488765627473-0.334887656274731
2921.603062661063090.396937338936914
3011.33719858386773-0.337198583867735
3121.52990089364070.470099106359297
3211.40634928243701-0.406349282437014
3311.08567328306118-0.0856732830611762
3421.311213554352450.688786445647555
3521.232333382675340.76766661732466
3621.402021910158940.597978089841063
3711.19438110688613-0.194381106886129
3821.298538365389470.701461634610527
3921.461671162289980.53832883771002
4011.57103097278493-0.571030972784928
4111.34638260994077-0.346382609940771
4211.50045604847177-0.500456048471772
4311.51662290707585-0.516622907075852
4421.586199171222240.413800828777756
4521.714230483448960.285769516551038
4611.06510890859729-0.0651089085972857
4721.314202985118770.685797014881229
4821.182408205564260.817591794435735
4911.27716066574655-0.277160665746549
5021.196697025183010.803302974816995
5111.40581787365912-0.405817873659122
5211.18227225804292-0.182272258042921
5311.37852339922801-0.378523399228005
5411.20691361514969-0.206913615149693
5521.455994638127870.54400536187213
5611.51472963591952-0.514729635919517
5711.41104088512296-0.411040885122956
5811.45266437010814-0.452664370108141
5921.636840824373870.363159175626129
6021.552720504207040.447279495792962
6111.52970092072739-0.529700920727386
6211.34535353111509-0.345353531115086
6311.73170697957239-0.731706979572386
6421.641731642541380.358268357458616
6511.16303847587215-0.163038475872154
6621.521120007034830.478879992965174
6721.433336649217640.566663350782359
6821.450032838312380.549967161687618
6911.2834231023226-0.2834231023226
7011.16173059443865-0.161730594438648
7111.43181435314606-0.43181435314606
7221.48368310773810.516316892261903
7321.510480753899970.489519246100031
7411.14236510757251-0.142365107572511
7511.39467369907245-0.394673699072451
7611.26999151625998-0.269991516259981
7711.29566214828541-0.295662148285412
7821.41457824403280.585421755967197
7921.359470890495110.640529109504891
8021.477514782139510.522485217860488
8121.768691766760270.231308233239729
8211.2036560118606-0.203656011860597
8301.57753684565319-1.57753684565319
8411.46383261098-0.463832610980002
8521.392540230381090.607459769618914
8621.545205719280420.454794280719579
8711.46311972431427-0.463119724314268
8811.06696225937067-0.0669622593706701
8911.04777588357213-0.0477758835721251
9011.49196225901464-0.491962259014639
9111.56748411631341-0.567484116313415
9221.600988216881870.399011783118129
9311.34216456454027-0.342164564540267
9411.27856225743338-0.278562257433382
9511.37361817706551-0.373618177065505
9611.39579153615725-0.395791536157248
9721.444889205697010.555110794302989
9811.38403655855475-0.384036558554751
9921.389455177786480.610544822213516
10021.500273838326650.499726161673346
10111.25825472194001-0.258254721940006
10221.785716418021350.214283581978647
10311.20859095371286-0.20859095371286
10411.48394060372028-0.483940603720277
10521.538140579989580.461859420010419
10611.34861808550795-0.348618085507954
10721.199407391057660.800592608942339
10811.25687963607159-0.256879636071594
10911.19354648510412-0.193546485104119
11011.57690468675275-0.576904686752749
11111.35244121235992-0.352441212359923
11211.45054420522977-0.450544205229765
11311.44296166315457-0.442961663154567
11411.50348542532909-0.503485425329092
11511.35858098956488-0.358580989564881
11621.31724122034480.682758779655199
11711.24876313743174-0.248763137431738
11811.24962902791515-0.249629027915155
11921.74275367795440.257246322045601
12011.28107581623075-0.28107581623075
12111.16077645172794-0.160776451727944
12211.45419891944325-0.454198919443254
12311.32189393442926-0.321893934429261
12411.46072563655807-0.460725636558075
12511.74323254203932-0.743232542039322
12621.4087941136860.591205886314002
12711.40860012450676-0.408600124506756
12811.2033106817529-0.203310681752897
12921.449342497360260.550657502639741
13021.56277378535720.437226214642799
13111.44857968994776-0.448579689947761
13221.361643455221140.63835654477886
13321.235423426512120.764576573487876
13421.34700898855750.652991011442502
13521.430729966813550.569270033186445
13611.27376527269551-0.273765272695513
13711.33046029352565-0.330460293525648
13821.417249318042110.58275068195789
13921.469447496519090.530552503480914
14011.28698363865725-0.286983638657252
14111.23381205244944-0.233812052449438
14211.2061624342333-0.206162434233304
14311.41232042988109-0.412320429881085
14421.289641153292190.71035884670781
14511.39264988315559-0.392649883155595
14611.49693674981357-0.496936749813574
14721.311738651645230.688261348354766
14821.586946736088870.413053263911126
14921.428721067989150.571278932010846
15021.345132718652760.654867281347245
15111.5402718015413-0.540271801541298
15211.38449931192512-0.384499311925121
15311.38698213980186-0.386982139801865
15421.424650425382570.575349574617429
15521.467712208516970.53228779148303
15621.386221723054260.613778276945736
15711.16674043001997-0.166740430019973
15811.05259122943911-0.0525912294391078
15911.27797752592046-0.277977525920464
16011.27121145915512-0.271211459155118
16121.492457319395950.507542680604055
16211.45141610605618-0.45141610605618


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
130.8064575146411730.3870849707176540.193542485358827
140.7741426427269470.4517147145461060.225857357273053
150.6707286256480570.6585427487038860.329271374351943
160.6446969408150690.7106061183698630.355303059184931
170.6143785872344680.7712428255310640.385621412765532
180.7421481991017520.5157036017964960.257851800898248
190.6720905277493240.6558189445013520.327909472250676
200.6282007272005250.743598545598950.371799272799475
210.5602463932582050.8795072134835910.439753606741795
220.4808846486126330.9617692972252660.519115351387367
230.401649652617750.8032993052355010.59835034738225
240.4353071275582670.8706142551165340.564692872441733
250.4568280694500830.9136561389001660.543171930549917
260.47042656528960.9408531305791990.529573434710401
270.4232685391925940.8465370783851880.576731460807406
280.3660314316976920.7320628633953830.633968568302308
290.366669922433840.733339844867680.63333007756616
300.3222586052106370.6445172104212750.677741394789363
310.3027955261785490.6055910523570990.697204473821451
320.2607364784171880.5214729568343760.739263521582812
330.2202468378575390.4404936757150780.779753162142461
340.2271775747262780.4543551494525560.772822425273722
350.263003857984590.526007715969180.73699614201541
360.2618446999909320.5236893999818640.738155300009068
370.2741624420712410.5483248841424820.725837557928759
380.3273570824334990.6547141648669990.672642917566501
390.2954859251082520.5909718502165040.704514074891748
400.4089517417592380.8179034835184770.591048258240762
410.4509267341701990.9018534683403990.549073265829801
420.4990536220576850.998107244115370.500946377942315
430.5362093039275050.927581392144990.463790696072495
440.5224333264671540.9551333470656920.477566673532846
450.4837139168657190.9674278337314380.516286083134281
460.471767160833930.9435343216678590.52823283916607
470.5095089257126720.9809821485746550.490491074287328
480.5592328742563850.8815342514872310.440767125743615
490.5257463359686590.9485073280626830.474253664031341
500.5794378352297740.8411243295404520.420562164770226
510.5599910709211690.8800178581576620.440008929078831
520.5139406850663560.9721186298672890.486059314933644
530.4994267870373280.9988535740746570.500573212962672
540.455217735700780.910435471401560.54478226429922
550.4733166896088490.9466333792176980.526683310391151
560.4996613386649010.9993226773298010.500338661335099
570.4827782383735730.9655564767471470.517221761626427
580.4705027606668110.9410055213336210.529497239333189
590.4499512459074660.8999024918149320.550048754092534
600.4579134627411710.9158269254823430.542086537258829
610.4751515111442250.9503030222884490.524848488855775
620.4526191005040170.9052382010080350.547380899495983
630.4990858217145010.9981716434290020.500914178285499
640.4870557578472490.9741115156944980.512944242152751
650.4476107327789130.8952214655578270.552389267221087
660.4561909892409970.9123819784819940.543809010759003
670.4906373126967540.9812746253935070.509362687303247
680.5180971376956170.9638057246087650.481902862304383
690.4840130709726670.9680261419453340.515986929027333
700.4413115136122360.8826230272244720.558688486387764
710.4286202037659420.8572404075318840.571379796234058
720.4457381908499060.8914763816998130.554261809150094
730.4586146403050250.917229280610050.541385359694975
740.4158077301557120.8316154603114250.584192269844288
750.394794405005410.789588810010820.60520559499459
760.3594327504114510.7188655008229010.640567249588549
770.324797415875020.649594831750040.67520258412498
780.351626467050570.7032529341011410.64837353294943
790.3954707400938330.7909414801876660.604529259906167
800.3973088644134710.7946177288269430.602691135586529
810.3608291683173730.7216583366347460.639170831682627
820.3206448841265980.6412897682531950.679355115873402
830.7049037871097890.5901924257804220.295096212890211
840.694377754315880.6112444913682410.30562224568412
850.7298010989108970.5403978021782070.270198901089103
860.7438106990411690.5123786019176620.256189300958831
870.7309525901178670.5380948197642670.269047409882133
880.703485553530240.593028892939520.29651444646976
890.6638335815782260.6723328368435480.336166418421774
900.6482994453353420.7034011093293150.351700554664658
910.6520908335413390.6958183329173220.347909166458661
920.6462755691320650.7074488617358710.353724430867935
930.6141855172638750.7716289654722490.385814482736125
940.5803591365101810.8392817269796390.419640863489819
950.5525908486405130.8948183027189750.447409151359487
960.524330017927790.9513399641444210.47566998207221
970.5631215167977620.8737569664044750.436878483202237
980.5383840633435780.9232318733128430.461615936656422
990.5881577720656890.8236844558686220.411842227934311
1000.6174700488152430.7650599023695140.382529951184757
1010.5748463380537560.8503073238924880.425153661946244
1020.5371383459166910.9257233081666170.462861654083309
1030.4896251117120110.9792502234240210.510374888287989
1040.4695744443325010.9391488886650030.530425555667499
1050.490742418808130.981484837616260.50925758119187
1060.4515746040470110.9031492080940230.548425395952989
1070.6032987740715240.7934024518569530.396701225928476
1080.5551886194828410.8896227610343180.444811380517159
1090.517624012769830.9647519744603410.48237598723017
1100.5247788360457470.9504423279085060.475221163954253
1110.4874721961134140.9749443922268280.512527803886586
1120.4499674576179670.8999349152359340.550032542382033
1130.4157076275888640.8314152551777290.584292372411136
1140.4139028644477310.8278057288954610.586097135552269
1150.3909703018813920.7819406037627850.609029698118608
1160.4150547684797620.8301095369595240.584945231520238
1170.3653815163750140.7307630327500290.634618483624986
1180.3216938141333040.6433876282666080.678306185866696
1190.3125335445855640.6250670891711280.687466455414436
1200.267414879183890.534829758367780.73258512081611
1210.2319278167565940.4638556335131870.768072183243406
1220.2249170868670970.4498341737341930.775082913132903
1230.1953691645921890.3907383291843790.804630835407811
1240.2062319261092130.4124638522184260.793768073890787
1250.2346405836631830.4692811673263650.765359416336817
1260.2336357722255910.4672715444511810.766364227774409
1270.2940159150849730.5880318301699460.705984084915027
1280.257808183740930.5156163674818590.74219181625907
1290.2292956880493870.4585913760987740.770704311950613
1300.1940856120038970.3881712240077940.805914387996103
1310.2295389824060170.4590779648120350.770461017593983
1320.2095319698399410.4190639396798820.790468030160059
1330.2304357624627230.4608715249254470.769564237537277
1340.2497619957878980.4995239915757960.750238004212102
1350.2193194091968830.4386388183937670.780680590803117
1360.1872547943103580.3745095886207160.812745205689642
1370.1778075415493490.3556150830986980.822192458450651
1380.1861242927574560.3722485855149120.813875707242544
1390.2112534412346170.4225068824692340.788746558765383
1400.1799932615577830.3599865231155660.820006738442217
1410.1577728794990480.3155457589980950.842227120500952
1420.1344387627676010.2688775255352020.865561237232399
1430.09730019813998620.1946003962799720.902699801860014
1440.1369560328523190.2739120657046370.863043967147681
1450.1171386746028450.234277349205690.882861325397155
1460.6221998468132520.7556003063734960.377800153186748
1470.5078615915026220.9842768169947570.492138408497378
1480.5379151842819510.9241696314360970.462084815718049
1490.3862212127817750.7724424255635490.613778787218225


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