Multiple Linear Regression - Estimated Regression Equation
Income[t] = + 5.85983560324739 -0.193750237489209Change[t] + 0.918765989349365Size[t] + 0.111643647631725Complex[t] + 0.0987641837552761Big4[t] + 0.363757783598691Product[t] + 0.00450198364339269t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)5.859835603247390.35855116.343100
Change-0.1937502374892090.180539-1.07320.2877140.143857
Size0.9187659893493650.03637625.257200
Complex0.1116436476317250.0553082.01860.0482430.024122
Big40.09876418375527610.2514360.39280.6959320.347966
Product0.3637577835986910.1896361.91820.0601010.030051
t0.004501983643392690.0047520.94740.3474490.173725


Multiple Linear Regression - Regression Statistics
Multiple R0.982913104345197
R-squared0.966118170693513
Adjusted R-squared0.962551662345462
F-TEST (value)270.886277673063
F-TEST (DF numerator)6
F-TEST (DF denominator)57
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.677305054069505
Sum Squared Residuals26.1483017672814


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12019.33076411054180.66923588945817
21413.72390597433380.276094025666245
31818.0309172795143-0.030917279514271
41212.7025003046395-0.70250030463945
51615.2804132463450.719586753654991
61312.54149672581680.458503274183246
72221.75352622925950.246473770740457
81616.0189349491353-0.0189349491353428
92019.67217386480990.327826135190093
101011.4174513757775-1.41745137577751
112221.15495202719670.845047972803269
121716.41358013118410.586419868815946
132121.192782835187-0.192782835187032
141817.44011427157550.55988572842452
151312.6936582262390.306341773760986
161718.0862330344704-1.08623303447042
171716.53485423315630.465145766843707
181920.2972369811254-1.29723698112536
191212.5467427640269-0.54674276402689
201414.5004203740007-0.50042037400074
211313.0844279116981-0.0844279116980607
222019.64859306231650.351406937683472
232020.0136427971507-0.0136427971506601
241312.68089632987560.319103670124421
252120.35757770733260.642422292667379
262122.5345426125699-1.53454261256992
271920.2261111862842-1.22611118628417
281819.2002035329465-1.20020353294647
292019.29969157032380.700308429676206
301414.0603693477358-0.0603693477357527
311413.71328279458620.286717205413823
322019.10656781988830.893432180111686
332119.69811488239381.30188511760615
341413.69796190481280.30203809518716
351616.5042462911056-0.504246291105636
362121.5491528120228-0.549152812022756
371616.04105885957-0.0410588595699574
381413.55104644260070.448953557399283
391919.5018394889908-0.501839488990754
402221.31504661062940.68495338937064
411918.78582770441740.214172295582617
421110.56064227315920.439357726840774
431313.7968436560811-0.796843656081131
441615.27511983482460.724880165175436
451413.99959786085710.000402139142874625
461918.72623103277690.273768967223138
472120.5682649951190.431735004881014
481211.95228453782510.0477154621748775
491717.9030775842152-0.90307758421516
502121.6250600469067-0.625060046906703
511110.92321160496850.0767883950315128
521920.44959420793-1.44959420792998
531817.66897138282180.331028617178236
541414.1517593612794-0.151759361279385
551918.84885547542490.15114452457512
562019.57837321092840.421626789071571
571817.82744980573060.172550194269425
582221.95359033729830.0464096627016709
591616.1401024997246-0.140102499724597
602020.5684268840053-0.568426884005334
611414.0716295991514-0.0716295991514085
622221.55456073911920.445439260880759
632524.28582363303650.714176366963512
642019.66766882922950.33233117077046


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.5200402150953880.9599195698092240.479959784904612
110.3780108170557580.7560216341115150.621989182944242
120.511603681533190.976792636933620.48839631846681
130.4782457730559090.9564915461118190.521754226944091
140.5978517806201240.8042964387597530.402148219379876
150.550870829803690.898258340392620.44912917019631
160.6998765354276540.6002469291446930.300123464572346
170.665285868778830.669428262442340.33471413122117
180.8283125155247930.3433749689504150.171687484475207
190.7749417904657740.4501164190684520.225058209534226
200.7128962161119440.5742075677761120.287103783888056
210.6427031865999110.7145936268001780.357296813400089
220.6078976423271560.7842047153456870.392102357672844
230.5231535909556180.9536928180887630.476846409044382
240.4936981627910370.9873963255820740.506301837208963
250.5043825970530940.9912348058938120.495617402946906
260.7092663439628520.5814673120742960.290733656037148
270.7716838865393790.4566322269212420.228316113460621
280.882123111466220.2357537770675610.11787688853378
290.9192833321365630.1614333357268740.0807166678634372
300.8941052267314290.2117895465371430.105894773268571
310.8635630933473350.272873813305330.136436906652665
320.9089090215352580.1821819569294840.0910909784647419
330.9785059180161260.04298816396774750.0214940819838738
340.969781673280810.06043665343838070.0302183267191903
350.961981274248850.07603745150230060.0380187257511503
360.9522214650675540.09555706986489130.0477785349324456
370.9283924029512210.1432151940975590.0716075970487794
380.9120327601735770.1759344796528460.0879672398264228
390.8961795983529320.2076408032941360.103820401647068
400.8892584756095950.2214830487808090.110741524390405
410.8791063436965810.2417873126068380.120893656303419
420.8411562177109720.3176875645780550.158843782289028
430.863228559232740.2735428815345190.13677144076726
440.8462646633217070.3074706733565860.153735336678293
450.81027893283050.3794421343390020.189721067169501
460.767864171804350.4642716563912990.232135828195649
470.798273568908430.4034528621831390.201726431091569
480.7746759594837420.4506480810325170.225324040516258
490.7220031182232030.5559937635535950.277996881776797
500.6253268420890710.7493463158218580.374673157910929
510.5117213765410920.9765572469178150.488278623458908
520.9456767989259210.1086464021481570.0543232010740786
530.9407308318382940.1185383363234110.0592691681617057
540.8762545015025850.2474909969948290.123745498497415


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.0222222222222222OK
10% type I error level40.0888888888888889OK