Multiple Linear Regression - Estimated Regression Equation
YT[t] = -18.3591714482501 + 1.58838471475259T1[t] + 0.798757118515112X1[t] + 0.233450466257556X2[t] + 0.207082749570131X3[t] + 0.571862761699043X4[t] -0.0999815995143377`X5 `[t] + 0.00354783249216936t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-18.359171448250119.993412-0.91830.3599470.179973
T11.588384714752592.0021750.79330.4288310.214415
X10.7987571185151120.1311486.090500
X20.2334504662575560.1343331.73790.0842760.042138
X30.2070827495701310.1700091.21810.2250970.112548
X40.5718627616990430.0962475.941600
`X5 `-0.09998159951433770.105485-0.94780.3447320.172366
t0.003547832492169360.0084380.42050.6747410.33737


Multiple Linear Regression - Regression Statistics
Multiple R0.641530498673369
R-squared0.411561380728101
Adjusted R-squared0.384282769238676
F-TEST (value)15.087328799255
F-TEST (DF numerator)7
F-TEST (DF denominator)151
p-value7.32747196252603e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.49056162493448
Sum Squared Residuals3044.93669980746


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12423.30057129330590.699428706694145
22520.0175224671844.98247753281596
31721.0211399791428-4.02113997914275
41818.0925500792619-0.092550079261901
51817.69056780293330.309432197066652
61617.8776483781721-1.87764837817211
72020.7303968936034-0.73039689360339
81622.2384819662609-6.23848196626085
91822.109776689597-4.10977668959702
101720.3404956440243-3.34049564402434
112322.16667800377120.833321996228797
123022.02409374820917.97590625179086
132314.97798333049958.02201666950045
141818.8006776299538-0.800677629953756
151521.5420869454813-6.54208694548131
161217.7473672648275-5.74736726482754
172119.31995062782011.68004937217993
181515.0095102272645-0.00951022726446759
192019.58180100715210.418198992847863
203126.17801170877194.8219882912281
212725.06546676357921.93453323642076
223426.87234655364597.12765344635406
232119.52125106772991.47874893227007
243120.777542919189110.2224570808109
251919.2620873882198-0.262087388219846
261620.1257631629215-4.12576316292152
272021.4505453886165-1.45054538861649
282118.17726396710972.82273603289032
292221.84045860638410.159541393615926
301719.3786812679951-2.37868126799509
312420.36288304198333.63711695801675
322530.4026260368562-5.40262603685615
332626.4499559136845-0.449955913684469
342524.0864121807230.913587819277008
351722.8670220283224-5.86702202832237
363227.7605607608744.23943923912604
373323.59838663714899.40161336285113
381321.7984983327297-8.79849833272967
393227.74779011438714.25220988561288
402525.787102563668-0.787102563668002
412926.99465619774862.00534380225136
422221.99154225796620.00845774203379345
431817.12961414405750.870385855942537
441721.6372078571851-4.63720785718513
452022.2319210210565-2.23192102105651
461520.4352937876135-5.43529378761353
472022.1071288311651-2.10712883116511
483328.12117199787564.87882800212443
492922.14115052184136.85884947815874
502326.4998596091402-3.49985960914021
512623.23459751292042.76540248707957
521818.9656042544921-0.965604254492144
532018.7961200457431.20387995425697
541111.7160709940257-0.716070994025724
552829.0105804767345-1.01058047673454
562623.39050434604672.60949565395329
572222.3414695454203-0.341469545420307
581720.1564210484307-3.1564210484307
591215.5692778789805-3.56927787898049
601420.8167935559991-6.81679355599913
611720.8202241820746-3.82022418207459
622121.3347129501434-0.334712950143374
631922.9763818374361-3.9763818374361
641823.1920758880957-5.19207588809566
651017.9120405565538-7.91204055655376
662924.40992651883414.59007348116592
673118.558476918801112.4415230811989
681922.9869414093617-3.98694140936168
69920.0961723263517-11.0961723263517
702022.5809984574057-2.5809984574057
712817.655273641087710.3447263589123
721918.22910835550710.770891644492931
733023.17875625633616.82124374366391
742927.10185744957871.8981425504213
752621.52085974872634.47914025127372
762319.57759138966333.42240861033671
771322.7673890269749-9.76738902697489
782122.6999656986182-1.69996569861817
791921.6345836806373-2.63458368063734
802822.96915701424535.03084298575475
812325.6973992029916-2.6973992029916
821813.95490316162954.04509683837052
832120.76154655918290.238453440817123
842021.9157961866931-1.91579618669311
852320.07774788362762.92225211637242
862120.83860115001720.161398849982822
872121.8931506037604-0.89315060376045
881523.0305779438395-8.03057794383953
892827.30058354392170.699416456078302
901917.70459000988641.2954099901136
912621.27720519998134.72279480001875
921013.4207961925499-3.42079619254989
931617.1995105289364-1.19951052893641
942221.17134539706720.828654602932829
951918.99893128599510.00106871400488
963128.9403783769222.05962162307796
973125.29055862881655.70944137118354
982924.85281161756134.14718838243874
991917.50962614549991.49037385450014
1002218.95242751136353.0475724886365
1012322.49639238497760.503607615022413
1021516.287535418075-1.28753541807505
1032021.4228525089516-1.4228525089516
1041819.6658145225114-1.66581452251145
1052322.25636924276470.743630757235343
1062520.90865743550984.09134256449023
1072116.67227715246434.32772284753566
1082419.56800771168244.4319922883176
1092525.3550235068465-0.35502350684648
1101719.619766860822-2.61976686082202
1111314.6659551691233-1.66595516912328
1122818.42626166372089.57373833627919
1132120.41967645109160.580323548908432
1142528.3159565386191-3.31595653861912
115921.1551764227403-12.1551764227403
1161618.006110633023-2.00611063302303
1171921.2544613841651-2.25446138416515
1181719.6108037739653-2.61080377396526
1192524.67639153408490.323608465915102
1202015.56713373874454.4328662612555
1212921.87161261143767.12838738856236
1221419.1167857657226-5.11678576572262
1232227.0867941796051-5.0867941796051
1241515.9355784175142-0.935578417514243
1251925.626332592574-6.62633259257396
1262022.092892026745-2.09289202674502
1271517.7095654037931-2.70956540379314
1282022.1149283807381-2.11492838073814
1291820.5115649579609-2.51156495796087
1303325.76200252418027.23799747581976
1312224.0135738555549-2.01357385555486
1321616.6900618439135-0.69006184391349
1331719.3420422957593-2.34204229575932
1341615.31348031769890.686519682301068
1352117.29949926087643.70050073912356
1362627.7996968946194-1.79969689461943
1371821.304233865906-3.30423386590599
1381823.2073200148495-5.20732001484945
1391718.6825913123659-1.6825913123659
1402224.9799528930422-2.97995289304224
1413024.92541980820975.07458019179029
1423027.57056272486672.42943727513332
1432429.9683835869881-5.9683835869881
1442122.2960469748642-1.29604697486422
1452125.6227704527493-4.62277045274928
1462927.67396094315831.32603905684171
1473123.4643424664747.53565753352599
1482019.26558935597010.734410644029935
1491614.32613397177091.67386602822906
1502219.22366478822332.77633521177669
1512020.7522347250232-0.752234725023152
1522827.56107748344220.438922516557777
1533826.89041511611.109584884
1542219.43627227284222.56372772715776
1552025.9470773992814-5.9470773992814
1561718.31008307594-1.31008307593998
1572824.81405007758513.18594992241494
1582224.4230458313632-2.4230458313632
1593126.33981277238524.66018722761482


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.4829193016149580.9658386032299160.517080698385042
120.5540732393436440.8918535213127110.445926760656356
130.7785712074528930.4428575850942150.221428792547107
140.8044013778971670.3911972442056670.195598622102833
150.7447735642805760.5104528714388480.255226435719424
160.664232544631890.6715349107362210.33576745536811
170.623527767746130.7529444645077390.37647223225387
180.5814159093338990.8371681813322010.418584090666101
190.5415638152832810.9168723694334380.458436184716719
200.5621504795336020.8756990409327970.437849520466398
210.4853487611294020.9706975222588040.514651238870598
220.4559249064379620.9118498128759240.544075093562038
230.4180293134236050.8360586268472090.581970686576396
240.5251318710594420.9497362578811150.474868128940558
250.4965945694728410.9931891389456820.503405430527159
260.5284303120479990.9431393759040030.471569687952001
270.4624564691639470.9249129383278940.537543530836053
280.3994328697227670.7988657394455330.600567130277233
290.3374991199397940.6749982398795880.662500880060206
300.3034494262526350.6068988525052690.696550573747365
310.2920688108971480.5841376217942950.707931189102852
320.4278905143310570.8557810286621140.572109485668943
330.3677709725805480.7355419451610970.632229027419452
340.3389216242501930.6778432485003860.661078375749807
350.3899119760466980.7798239520933950.610088023953302
360.354184460665440.708368921330880.64581553933456
370.4654268922738750.9308537845477510.534573107726125
380.7615144023517240.4769711952965530.238485597648277
390.7480429223637580.5039141552724850.251957077636242
400.7114107689347480.5771784621305040.288589231065252
410.6764471981337640.6471056037324720.323552801866236
420.628165076844510.743669846310980.37183492315549
430.5764227236989060.8471545526021890.423577276301094
440.5640438355426730.8719123289146550.435956164457327
450.5471458311909280.9057083376181440.452854168809072
460.5791926855220730.8416146289558540.420807314477927
470.5354765355173420.9290469289653150.464523464482658
480.525984911848510.9480301763029810.47401508815149
490.5862103539832980.8275792920334050.413789646016702
500.5573213315437010.8853573369125990.442678668456299
510.5264197363296410.9471605273407180.473580263670359
520.4766790272664280.9533580545328550.523320972733572
530.4330087212924440.8660174425848880.566991278707556
540.3882146891237590.7764293782475180.611785310876241
550.3473362447661950.694672489532390.652663755233805
560.3187228020099790.6374456040199590.681277197990021
570.2758557123679040.5517114247358080.724144287632096
580.2478299770059350.495659954011870.752170022994065
590.2295442247609730.4590884495219450.770455775239027
600.2646070039174290.5292140078348580.735392996082571
610.248127640276520.4962552805530410.75187235972348
620.21413018103550.4282603620710.7858698189645
630.1969075329268410.3938150658536820.803092467073159
640.2179466817221940.4358933634443890.782053318277806
650.2669794120658070.5339588241316140.733020587934193
660.2759291272540510.5518582545081010.724070872745949
670.637769420135870.7244611597282610.36223057986413
680.6219181725308810.7561636549382390.378081827469119
690.7951952892038080.4096094215923850.204804710796192
700.7678147506359340.4643704987281330.232185249364067
710.9127531564915340.1744936870169310.0872468435084657
720.8937271218045190.2125457563909630.106272878195482
730.9242926095928780.1514147808142450.0757073904071225
740.9124970207299570.1750059585400850.0875029792700426
750.9163309680112960.1673380639774070.0836690319887037
760.9106624721733070.1786750556533860.0893375278266929
770.9620940858164280.07581182836714470.0379059141835724
780.9526852434423340.09462951311533260.0473147565576663
790.943473929806760.113052140386480.0565260701932399
800.9479428525491880.1041142949016250.0520571474508123
810.9382652388085330.1234695223829350.0617347611914673
820.9375827240267030.1248345519465940.062417275973297
830.9220533362512840.1558933274974310.0779466637487156
840.9065742500025280.1868514999949440.0934257499974718
850.8967632782064960.2064734435870070.103236721793504
860.8780800500150440.2438398999699110.121919949984956
870.8533755756665250.2932488486669510.146624424333475
880.9053301920169020.1893396159661950.0946698079830975
890.8861555888715220.2276888222569560.113844411128478
900.8636477117300990.2727045765398030.136352288269901
910.8658274788426220.2683450423147570.134172521157378
920.8543847808816980.2912304382366030.145615219118302
930.8298317007731770.3403365984536470.170168299226823
940.799553747405970.4008925051880610.200446252594031
950.7636884466440350.4726231067119290.236311553355965
960.7310555749981380.5378888500037240.268944425001862
970.7517419273315290.4965161453369410.248258072668471
980.7493465068530560.5013069862938890.250653493146944
990.7122346964319530.5755306071360940.287765303568047
1000.6897448649238670.6205102701522650.310255135076133
1010.6494349222362850.701130155527430.350565077763715
1020.6066348457904760.7867303084190470.393365154209524
1030.5632442167487310.8735115665025390.436755783251269
1040.5186541566685340.9626916866629320.481345843331466
1050.4758806504744060.9517613009488130.524119349525594
1060.463612141119950.9272242822398990.53638785888005
1070.470779049273710.941558098547420.52922095072629
1080.5095328074496360.9809343851007280.490467192550364
1090.4709717567628780.9419435135257560.529028243237122
1100.4286116910002730.8572233820005450.571388308999727
1110.3814515054168460.7629030108336910.618548494583154
1120.7112886403632380.5774227192735250.288711359636762
1130.7473975444481890.5052049111036220.252602455551811
1140.7200322666398490.5599354667203020.279967733360151
1150.8546521660591680.2906956678816640.145347833940832
1160.8227162001041920.3545675997916160.177283799895808
1170.7895983733747360.4208032532505280.210401626625264
1180.7524050165307830.4951899669384340.247594983469217
1190.7217768440500780.5564463118998430.278223155949921
1200.7738925738290680.4522148523418640.226107426170932
1210.860942680640340.278114638719320.13905731935966
1220.8384937134451110.3230125731097790.161506286554889
1230.81442814843470.3711437031306010.1855718515653
1240.7715492958540480.4569014082919030.228450704145952
1250.7746982776176890.4506034447646220.225301722382311
1260.7259122102917470.5481755794165070.274087789708253
1270.6906768862708890.6186462274582230.309323113729111
1280.6397780036985880.7204439926028240.360221996301412
1290.5907368861560870.8185262276878260.409263113843913
1300.7185032158087570.5629935683824870.281496784191243
1310.6603237787138160.6793524425723680.339676221286184
1320.5951269309861740.8097461380276510.404873069013826
1330.5537187639610460.8925624720779080.446281236038954
1340.4814457747577620.9628915495155250.518554225242238
1350.504899838699720.990200322600560.49510016130028
1360.4324005633879530.8648011267759060.567599436612047
1370.383851090629990.7677021812599810.61614890937001
1380.396248754615260.792497509230520.60375124538474
1390.3237631621555350.647526324311070.676236837844465
1400.2544030009655450.508806001931090.745596999034455
1410.3440471799139950.688094359827990.655952820086005
1420.2945759068292850.589151813658570.705424093170715
1430.2264455868972520.4528911737945030.773554413102748
1440.1596988583803380.3193977167606760.840301141619662
1450.2399300775530420.4798601551060830.760069922446958
1460.1693483072714130.3386966145428260.830651692728587
1470.1605212839060140.3210425678120290.839478716093986
1480.0873080906605050.174616181321010.912691909339495


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 level20.0144927536231884OK