Multiple Linear Regression - Estimated Regression Equation
X2[t] = + 0.843098364063296 + 0.00580484590595102Y[t] + 0.000767014506162262X1[t] + 0.254588050490673X3[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.8430983640632960.28722.93560.003820.00191
Y0.005804845905951020.0094570.61380.5402070.270103
X10.0007670145061622620.0049460.15510.8769480.438474
X30.2545880504906730.00470254.142700


Multiple Linear Regression - Regression Statistics
Multiple R0.987567424780638
R-squared0.975289418487861
Adjusted R-squared0.974826095084509
F-TEST (value)2104.98630423302
F-TEST (DF numerator)3
F-TEST (DF denominator)160
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.3826061804566
Sum Squared Residuals305.855976037886


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12626.355425787503-0.355425787503012
22020.6225112498837-0.622511249883693
32423.96435266803630.0356473319636946
42525.58488082718-0.584880827179963
51511.44430218561473.55569781438528
61617.2085883156368-1.20858831563676
72020.7457962493471-0.745796249347058
81817.96501359219050.0349864078094928
91919.3883396196163-0.388339619616313
102020.1645849516259-0.164584951625863
113029.92262207817760.0773779218223699
123736.4965709083370.503429091662981
132320.3873075104862.61269248951399
143632.50310486259623.49689513740382
152929.1163587062083-0.116358706208284
163535.2024570479849-0.202457047984944
172424.5876559137615-0.587655913761531
182222.371408559245-0.371408559244969
191919.386805590604-0.386805590603989
203030.4144881156606-0.41448811566059
212726.35115497060940.648845029390592
222624.77253949402631.22746050597367
231515.2597236148068-0.259723614806813
243031.5923542643197-1.59235426431972
252828.3810785656837-0.381078565683739
262424.0572480500165-0.0572480500164639
272121.0243125431027-0.0243125431026892
282727.3690714282093-0.369071428209282
292121.6649543241958-0.664954324195815
303030.1971346583436-0.197134658343579
313030.4690327723326-0.469032772332636
323331.13027947087271.86972052912732
333029.99074620003670.00925379996328201
342020.055059893919-0.0550598939189551
352727.5033498985523-0.503349898552318
362524.81518950809760.184810491902412
373030.3535520751459-0.353552075145852
382020.4275056874649-0.427505687464853
3987.864624714402590.135375285597405
402424.6847176384158-0.684717638415849
412525.6856374551757-0.685637455175742
422524.48240167294820.51759832705175
432120.44995805658250.550041943417505
442121.1128432583543-0.112843258354326
452115.54312694638835.4568730536117
462626.6143606572373-0.614360657237286
472621.87923972348824.12076027651182
483029.90914708721010.0908529127899446
493434.0985483389604-0.0985483389603693
503029.08667193639180.913328063608167
511820.9505925237766-2.95059252377659
5243.957197239440920.0428027605590836
533130.44439105701630.555608942983653
541818.0180242198502-0.0180242198502292
551414.2828946703964-0.282894670396355
562020.4911321965064-0.491132196506435
573636.3109784684311-0.310978468431063
582424.671905187735-0.671905187734969
592624.91979905610911.08020094389088
602222.2394132849355-0.239413284935477
613131.3451810910973-0.345181091097275
622120.83631458545880.163685414541222
633132.1825892595454-1.18258925954544
642626.3661639905893-0.366163990589306
652424.5215015652776-0.521501565277583
661515.8218058692284-0.82180586922841
671919.6797443664028-0.679744366402774
682827.37609688046920.623903119530847
692424.5465862480571-0.546586248057059
701818.5874453491901-0.587445349190103
712525.2458345542769-0.24583455427692
722020.32355867974-0.323558679740017
732525.2658814056566-0.265881405656609
742424.5315772280772-0.531577228077161
752323.4288891254065-0.428889125406507
762525.3711356464699-0.371135646469888
772020.554776553033-0.554776553032959
782323.2050861293818-0.205086129381793
792222.4012282751504-0.401228275150401
802525.2527376848324-0.252737684832381
811818.5894151225652-0.589415122565242
823030.6132824312558-0.613282431255781
832222.2293376221359-0.2293376221359
842513.074574737414611.9254252625854
8588.1184457503871-0.118445750387105
862121.1596132957453-0.159613295745281
872222.1582499164716-0.158249916471632
882424.7183439549826-0.718343954982578
893026.11277869896763.88722130103239
902727.3109184949303-0.310918494930305
912423.75533189606760.244668103932389
922525.3103503995291-0.310350399529076
932120.9131311346790.0868688653209536
942424.5771445065991-0.577144506599138
952424.6061687361289-0.606168736128894
962020.421474045635-0.421474045635022
972018.15493500385511.8450649961449
982424.6142746255533-0.614274625553331
994039.6815306934550.318469306544972
1002222.4296659667434-0.429665966743414
1013131.1824186098068-0.182418609806767
1022626.1202220481054-0.120222048105355
1032020.4510741887169-0.451074188716946
1041918.99924630285870.00075369714127343
1051515.5923025015172-0.592302501517216
1062121.2343271255014-0.234327125501425
1072222.2341486576118-0.23414865761181
1082424.616139924709-0.616139924709003
1091920.0836483790859-1.0836483790859
1102425.2297450971325-1.22974509713246
1112323.5634988658929-0.56349886589289
1122726.31589015081090.684109849189114
11310.8855975845606230.114402415439377
1142424.2544323342494-0.254432334249378
115119.107773722820041.89222627717996
1162726.72692408997330.273075910026651
1172222.691261622009-0.691261622009018
11800.890199671597596-0.890199671597596
1191716.4180546587990.581945341200978
12087.274616515100750.72538348489925
1212424.1161679978016-0.116167997801605
1223130.36815382263250.631846177367549
1232424.4223834405136-0.4223834405136
1242019.06299513360470.93700486639528
12587.806907525486430.193092474513569
1262222.1382030650919-0.138203065091944
1273333.2714711011052-0.271471101105175
1283332.91633537105770.0836646289423359
1293131.5721566193661-0.572156619366106
1303333.5507080900125-0.550708090012506
1313535.1706781830889-0.170678183088943
1322121.1995846768002-0.199584676800244
1332020.3359353860581-0.335935386058082
1342424.721656656416-0.721656656416047
1352929.1334135019133-0.133413501913275
1362020.2845632616302-0.284563261630154
1372726.77420587407710.225794125922929
1382423.19895001333250.801049986667505
1392625.83627849794160.16372150205842
1402625.27628833859950.723711661400468
1411213.2404515960842-1.24045159608423
1422121.6728049458269-0.672804945826858
1432424.2958332700972-0.295833270097198
1442121.2825088702003-0.282508870200294
1453030.2383266457525-0.238326645752462
1463231.53387006089740.466129939102609
1472423.76540755886720.234592441132812
1482929.4498090816443-0.449809081644315
14900.843098364063292-0.843098364063292
15000.873987892748717-0.873987892748717
15100.843865378569455-0.843865378569455
15200.844632393075618-0.844632393075618
15300.843098364063292-0.843098364063292
15400.843098364063292-0.843098364063292
1552019.94768508615660.0523149138433904
1562728.4352919522124-1.43529195221244
15700.843098364063292-0.843098364063292
15800.846166422087942-0.846166422087942
15900.858543128406006-0.858543128406006
16054.752722408323990.247277591676011
16111.89430986808655-0.894309868086547
1622321.85612481408381.14387518591616
16300.844632393075618-0.844632393075618
1641614.78450510053551.21549489946446


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.78962416003330.42075167993340.2103758399667
80.6671728406998080.6656543186003850.332827159300192
90.5502013098011320.8995973803977350.449798690198868
100.4190428338666320.8380856677332630.580957166133368
110.4423654345089540.8847308690179080.557634565491046
120.4697326533537240.9394653067074490.530267346646276
130.6219192587540610.7561614824918770.378080741245939
140.9028722821023610.1942554357952790.0971277178976394
150.8650715690068730.2698568619862550.134928430993127
160.8170810106820170.3658379786359650.182918989317983
170.7949493081267560.4101013837464870.205050691873244
180.7346014923405740.5307970153188520.265398507659426
190.6843928080220580.6312143839558830.315607191977942
200.6348031302347320.7303937395305360.365196869765268
210.5681648930419330.8636702139161330.431835106958067
220.5167824306913950.9664351386172110.483217569308605
230.4618705206784140.9237410413568270.538129479321586
240.516036198865560.967927602268880.48396380113444
250.4502414543803080.9004829087606170.549758545619692
260.385658202963340.7713164059266790.61434179703666
270.3239177770138750.647835554027750.676082222986125
280.2741272419253460.5482544838506920.725872758074654
290.2411385209434840.4822770418869680.758861479056516
300.1987038063555610.3974076127111220.801296193644439
310.1641599999506910.3283199999013820.835840000049309
320.206074713712570.412149427425140.79392528628743
330.1656761691685950.3313523383371910.834323830831405
340.1313513446620230.2627026893240460.868648655337977
350.1105402673669410.2210805347338810.889459732633059
360.08517342420689880.1703468484137980.914826575793101
370.06605448368500180.1321089673700040.933945516314998
380.05148179074741190.1029635814948240.948518209252588
390.03800534113000670.07601068226001340.961994658869993
400.02885345957555410.05770691915110820.971146540424446
410.02350470324428690.04700940648857380.976495296755713
420.0174249453596690.0348498907193380.982575054640331
430.01291126642215960.02582253284431930.98708873357784
440.009076570266816640.01815314053363330.990923429733183
450.3486489678964410.6972979357928820.651351032103559
460.3086574830338130.6173149660676260.691342516966187
470.6413837994969310.7172324010061380.358616200503069
480.5934579780090970.8130840439818060.406542021990903
490.5444563366302750.9110873267394490.455543663369724
500.5129497740345570.9741004519308860.487050225965443
510.7088153523330770.5823692953338450.291184647666923
520.6750651979722250.649869604055550.324934802027775
530.641053316093460.717893367813080.35894668390654
540.5984727890695980.8030544218608030.401527210930402
550.5595350881052860.8809298237894280.440464911894714
560.5188997984910760.9622004030178470.481100201508924
570.4726092761614930.9452185523229860.527390723838507
580.4379592196815020.8759184393630040.562040780318498
590.4192784476415250.8385568952830510.580721552358475
600.3764764271336020.7529528542672040.623523572866398
610.3340320564225580.6680641128451160.665967943577442
620.2922920334862750.5845840669725490.707707966513725
630.2820210096253020.5640420192506040.717978990374698
640.2465992128738880.4931984257477760.753400787126112
650.2172364160421440.4344728320842870.782763583957856
660.2011605909732570.4023211819465130.798839409026743
670.1807363201771210.3614726403542420.819263679822879
680.1568251309211060.3136502618422120.843174869078894
690.1350019294758860.2700038589517720.864998070524114
700.1176166491567020.2352332983134050.882383350843298
710.09721652311620010.19443304623240.9027834768838
720.08075289037410620.1615057807482120.919247109625894
730.06550372347362250.1310074469472450.934496276526377
740.05397063082525320.1079412616505060.946029369174747
750.04379054668072320.08758109336144630.956209453319277
760.03470022154371720.06940044308743440.965299778456283
770.02802771314552740.05605542629105480.971972286854473
780.02166185837270830.04332371674541670.978338141627292
790.01691207797942060.03382415595884110.983087922020579
800.01279082710946340.02558165421892670.987209172890537
810.01015387368832770.02030774737665540.989846126311672
820.007891680173234030.01578336034646810.992108319826766
830.005798302651905150.01159660530381030.994201697348095
840.9999999999913091.73817820906367e-118.69089104531835e-12
850.9999999999833513.32972309553239e-111.66486154776619e-11
860.9999999999633437.33141460471425e-113.66570730235712e-11
870.9999999999203681.59264371788958e-107.9632185894479e-11
880.9999999998500032.99993319569164e-101.49996659784582e-10
890.9999999999999992.62657745543445e-151.31328872771723e-15
900.9999999999999976.77642575436534e-153.38821287718267e-15
910.9999999999999921.62033101862969e-148.10165509314846e-15
920.999999999999984.06105516553412e-142.03052758276706e-14
930.9999999999999491.02099301598087e-135.10496507990433e-14
940.9999999999998942.1275364413092e-131.0637682206546e-13
950.9999999999997854.30235459171509e-132.15117729585754e-13
960.9999999999995249.50930699262956e-134.75465349631478e-13
970.9999999999999774.63777403113906e-142.31888701556953e-14
980.999999999999959.93944480562705e-144.96972240281352e-14
990.9999999999998832.33290391114942e-131.16645195557471e-13
1000.9999999999997035.9340468110546e-132.9670234055273e-13
1010.9999999999992521.49563189440086e-127.47815947200431e-13
1020.9999999999980713.85713819439278e-121.92856909719639e-12
1030.9999999999954699.06293562221245e-124.53146781110623e-12
1040.9999999999886312.27384118091068e-111.13692059045534e-11
1050.9999999999759324.81353188385125e-112.40676594192563e-11
1060.9999999999430591.13881723506335e-105.69408617531673e-11
1070.9999999998658262.68348287492355e-101.34174143746177e-10
1080.9999999997312565.37487228938729e-102.68743614469364e-10
1090.9999999997639114.72177513226845e-102.36088756613423e-10
1100.9999999998617162.76568098426163e-101.38284049213082e-10
1110.9999999997264835.47033818896186e-102.73516909448093e-10
1120.9999999995631968.73608581877023e-104.36804290938512e-10
1130.9999999992680841.46383190621491e-097.31915953107457e-10
1140.9999999983189973.36200526345345e-091.68100263172672e-09
1150.9999999999793244.1351555640186e-112.0675777820093e-11
1160.9999999999447181.10563657077623e-105.52818285388115e-11
1170.9999999998717492.56502011506416e-101.28251005753208e-10
1180.9999999997475285.0494494491589e-102.52472472457945e-10
1190.9999999997722494.55501744111557e-102.27750872055778e-10
1200.9999999998802732.39453981073688e-101.19726990536844e-10
1210.9999999996846446.30712018617705e-103.15356009308853e-10
1220.9999999993370921.32581644720254e-096.62908223601271e-10
1230.999999998727582.54483949090176e-091.27241974545088e-09
1240.999999999137131.72573997206316e-098.62869986031582e-10
1250.9999999988207562.3584875533684e-091.1792437766842e-09
1260.9999999967969836.40603410409961e-093.2030170520498e-09
1270.9999999930964551.38070903872374e-086.90354519361868e-09
1280.999999983046353.39073010624799e-081.69536505312399e-08
1290.9999999720558355.58883301862608e-082.79441650931304e-08
1300.9999999657608676.84782665995282e-083.42391332997641e-08
1310.9999999278419241.44316152867493e-077.21580764337465e-08
1320.9999998223793943.55241212690539e-071.77620606345269e-07
1330.9999996155609227.68878155755779e-073.84439077877889e-07
1340.9999992774047141.44519057146572e-067.22595285732859e-07
1350.9999984027194653.19456107075556e-061.59728053537778e-06
1360.9999974967273575.0065452860835e-062.50327264304175e-06
1370.9999960440317977.91193640543638e-063.95596820271819e-06
1380.9999957509546198.49809076242395e-064.24904538121197e-06
1390.9999911503294591.76993410825578e-058.84967054127889e-06
1400.9999866615086662.66769826671e-051.333849133355e-05
1410.9999789278758774.21442482448973e-052.10721241224487e-05
1420.9999475981412660.0001048037174683495.24018587341747e-05
1430.9998838095456480.0002323809087038650.000116190454351932
1440.9997360974655570.0005278050688850080.000263902534442504
1450.9995126668441770.0009746663116468550.000487333155823427
1460.9988951873330170.002209625333966940.00110481266698347
1470.9975343596056940.00493128078861220.0024656403943061
1480.9969841623235720.006031675352856270.00301583767642813
1490.9940657579544620.01186848409107590.00593424204553793
1500.988251970420450.02349605915909980.0117480295795499
1510.9769702280731790.04605954385364290.0230297719268215
1520.955593450041340.08881309991732020.0444065499586601
1530.9229436932707960.1541126134584080.0770563067292039
1540.8731950127213280.2536099745573430.126804987278672
1550.8831819598824290.2336360802351420.116818040117571
1560.9997762460977640.0004475078044711690.000223753902235585
1570.9995469553550130.0009060892899744920.000453044644987246


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level670.443708609271523NOK
5% type I error level800.529801324503311NOK
10% type I error level860.56953642384106NOK