Multiple Linear Regression - Estimated Regression Equation
Income[t] = + 5.97386995948922 -0.226789724375297Change[t] + 0.919863609515728Size[t] + 0.11669319227812Complex[t] + 0.107922912000111Big4[t] + 0.38889288282041Product[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)5.973869959489220.33744417.703300
Change-0.2267897243752970.176982-1.28140.2051430.102571
Size0.9198636095157280.03632625.322600
Complex0.116693192278120.0550022.12160.0381520.019076
Big40.1079229120001110.2510280.42990.6688440.334422
Product0.388892882820410.1876052.07290.0426310.021316


Multiple Linear Regression - Regression Statistics
Multiple R0.982641681321665
R-squared0.965584673870669
Adjusted R-squared0.962617835411244
F-TEST (value)325.459133375859
F-TEST (DF numerator)5
F-TEST (DF denominator)58
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.67670637370448
Sum Squared Residuals26.5600279403115


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12019.4720661399890.527933860011005
21413.84496157089450.155038429105482
31818.2092082221672-0.2092082221672
41212.8084047691007-0.80840476910067
51615.39712215892470.602877841075269
61312.64630161065560.353698389344443
72221.89525932041110.104740679588946
81616.0901960440652-0.0901960440651619
92019.81554905664240.184450943357586
101011.4930516165836-1.49305161658359
112221.26638339285350.733616607146541
121716.48785920716360.512140792836418
132121.3051966988395-0.305196698839508
141817.51564572867940.484354271320579
151312.76299480293370.237005197066323
161718.1567129874719-1.15671298747191
171716.59578211916370.404217880836307
181920.3531164435187-1.35311644351868
191212.5750183845444-0.575018384544429
201414.531438795854-0.531438795854006
211313.1518876857541-0.151887685754087
222019.70545252454520.294547475454762
232020.0418501726704-0.0418501726703632
241312.69171157682250.308288423177451
252120.39192974950470.608070250495275
262122.5817365453705-1.58173654537054
271920.2364232512406-1.23642325124056
281819.1998664494467-1.19986644944671
292019.31873326182190.681266738178107
301414.0695776751728-0.0695776751727499
311413.72167171843550.278328281564546
322019.08317325716860.916826742831413
332119.70545252454521.29454747545476
341413.68285841244940.317141587550595
351616.4790889268856-0.479088926885572
362121.5451797435767-0.545179743576693
371616.0259980864823-0.0259980864823262
381413.49488199406020.505118005939843
391919.472066139989-0.472066139988997
402221.27298005303440.727019946965597
411918.77899225484860.221007745151434
421110.46309147497070.536908525029316
431313.7282683786164-0.728268378616398
441615.17910271482740.820897285172556
451413.95505810299170.0449418970083054
461918.66889572275140.331104277248611
472120.50862294178280.491377058217155
481211.8819444994040.118055500596002
491717.8591286453328-0.859128645332838
502121.5539500238547-0.553950023854703
511110.8044007715270.195599228472965
521920.3853330893238-1.38533308932378
531817.58692895479050.413071045209452
541414.0717512952698-0.0717512952698151
551918.77899225484860.221007745151434
562019.4720661399890.527933860011003
571817.74243545305470.257564546945283
582221.88866266023010.11133733976989
591616.0259980864823-0.0259980864823262
602020.4632129756159-0.463212975615852
611413.95505810299170.0449418970083054
622221.42848655129860.571513448701428
632524.18148071966480.818519280335188
642019.54334936610010.456650633899876


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.284402440544910.568804881089820.71559755945509
100.7534129904120120.4931740191759750.246587009587987
110.6444383038525890.7111233922948220.355561696147411
120.5524698868838510.8950602262322980.447530113116149
130.539468904110150.92106219177970.46053109588985
140.4707157269322310.9414314538644630.529284273067769
150.398222435491960.7964448709839210.60177756450804
160.6120887468383520.7758225063232960.387911253161648
170.5436890351540650.9126219296918690.456310964845935
180.7985761854965720.4028476290068570.201423814503428
190.7692552720795870.4614894558408260.230744727920413
200.727341116725750.5453177665484990.27265888327425
210.6531769335621920.6936461328756150.346823066437808
220.582622643697720.834754712604560.41737735630228
230.49935494111260.99870988222520.5006450588874
240.4423004157205740.8846008314411490.557699584279426
250.4131929117080070.8263858234160130.586807088291993
260.7099156514117090.5801686971765830.290084348588291
270.8120522558833280.3758954882333430.187947744116672
280.9225836522357310.1548326955285370.0774163477642685
290.9378991388290670.1242017223418660.0621008611709332
300.910075055155050.1798498896898990.0899249448449495
310.8806156090804030.2387687818391940.119384390919597
320.9119448343216650.176110331356670.0880551656783348
330.9721369714860870.05572605702782680.0278630285139134
340.9598770112929610.08024597741407830.0401229887070391
350.9545216714083370.09095665718332690.0454783285916634
360.9512213154970370.0975573690059250.0487786845029625
370.9263683282515130.1472633434969740.0736316717484872
380.9078899182520270.1842201634959460.0921100817479728
390.9034719323483320.1930561353033360.0965280676516681
400.8909316116432240.2181367767135530.109068388356776
410.8516964189393270.2966071621213470.148303581060673
420.8133182498629940.3733635002740120.186681750137006
430.8478739587956910.3042520824086180.152126041204309
440.8216818509076650.356636298184670.178318149092335
450.7583909942332590.4832180115334830.241609005766741
460.6844057494120140.6311885011759730.315594250587986
470.6160166051462960.7679667897074090.383983394853704
480.5317545467179990.9364909065640020.468245453282001
490.5882172732058140.8235654535883730.411782726794186
500.6062016728079570.7875966543840850.393798327192043
510.4962110184255920.9924220368511850.503788981574408
520.9753332467326890.04933350653462230.0246667532673111
530.964264317721130.07147136455774090.0357356822788705
540.9114744316780060.1770511366439880.088525568321994
550.8030086142501840.3939827714996310.196991385749816


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.0212765957446809OK
10% type I error level60.127659574468085NOK