Multiple Linear Regression - Estimated Regression Equation
E3[t] = + 10.3288057716668 + 0.0662314177181075I1[t] -0.218622347582736I2[t] -0.0256580678377272I3[t] + 0.489389408006227E1[t] + 0.186887233303046E2[t] -0.000139057351789528A[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)10.32880577166682.5742614.01239.3e-054.7e-05
I10.06623141771810750.1051990.62960.5298950.264947
I2-0.2186223475827360.089089-2.4540.0152360.007618
I3-0.02565806783772720.071005-0.36140.7183260.359163
E10.4893894080062270.0940835.20171e-060
E20.1868872333030460.0765972.43990.0158190.00791
A-0.0001390573517895280.112408-0.00120.9990150.499507


Multiple Linear Regression - Regression Statistics
Multiple R0.467778321315379
R-squared0.218816557892634
Adjusted R-squared0.188577198843316
F-TEST (value)7.2361506583445
F-TEST (DF numerator)6
F-TEST (DF denominator)155
p-value7.98283715686132e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.27851506954815
Sum Squared Residuals1666.04246449441


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12321.35341702939581.64658297060425
22022.6924780760333-2.69247807603334
32021.1012357146409-1.10123571464086
42121.0810693062808-0.0810693062807885
52423.43219002139940.567809978600588
62224.914574250546-2.91457425054601
72325.4185836618871-2.41858366188714
82025.9731881237386-5.97318812373862
92522.22131518110122.77868481889879
102322.54809680460410.451903195395899
112723.46130498574383.53869501425618
122723.46993588083273.53006411916725
132224.2152782930107-2.21527829301071
142423.09875506364550.901244936354453
152523.81679677327921.18320322672078
162222.7134354800154-0.713435480015374
172825.06622150621012.93377849378993
182823.7833366420984.21666335790204
192722.97855243581414.02144756418588
202525.0909645326351-0.0909645326351081
211619.4488561653226-3.44885616532263
222824.18249303104923.81750696895077
232121.9490187477135-0.949018747713532
242424.900046096888-0.900046096888024
252725.13362394787431.86637605212566
261422.0421614734016-8.04216147340164
271422.0421614734016-8.04216147340164
282720.77364103801936.22635896198067
292016.76293330274583.23706669725422
302123.3566286862577-2.35662868625773
312222.7905109219801-0.790510921980078
322122.3759172582519-1.37591725825185
331220.5635190136116-8.56351901361162
342020.324751095797-0.324751095796982
352422.74911054355641.25088945644358
361922.4531638095232-3.45316380952318
372824.6454776320483.35452236795197
382323.239260666157-0.239260666156983
392724.38125583460422.61874416539576
402222.9574419990557-0.957441999055666
412723.63005877501823.36994122498181
422622.40313280325133.59686719674869
432221.67208553222060.327914467779434
442121.6947345944468-0.694734594446782
451920.4786203668041-1.47862036680405
462421.61741969785682.38258030214323
471921.6088675803568-2.60886758035685
482622.82582892721963.17417107278037
492222.9522242359582-0.952224235958178
502822.14435090069825.85564909930184
512121.1554505355442-0.155450535544176
522322.50807812284820.491921877151775
532824.09602890368273.90397109631726
541022.9726778409539-12.9726778409539
552422.36185861517351.63814138482646
562121.5824472493028-0.58244724930276
572122.622930801032-1.622930801032
582422.79579944660881.20420055339124
592421.51114622043172.48885377956829
602516.81423812003748.18576187996265
612519.80904330263225.19095669736779
622321.39496751631431.60503248368568
632120.39947789440650.600522105593459
641622.2187991640151-6.21879916401514
651719.9883253749707-2.98832537497071
662524.50783289586420.49216710413581
672422.28543487412211.71456512587792
682321.83290396774511.16709603225495
692523.40031029832951.59968970167051
702324.2351351926583-1.2351351926583
712823.67567523553514.32432476446487
722622.55251514809343.44748485190657
732221.05983336700620.940166632993827
741923.4875282775868-4.48752827758678
752623.20005394176162.79994605823835
761820.4507539620693-2.45075396206935
771819.587590087457-1.58759008745703
782523.70816773219931.2918322678007
792724.77516599073062.22483400926939
801221.8459662393381-9.84596623933812
811523.7103457708455-8.71034577084547
822122.0036343754476-1.00363437544756
832320.96752827067762.03247172932238
842223.318788463737-1.31878846373704
852121.7099666512713-0.709966651271287
862422.03121109251471.96878890748529
872723.9703322139133.029667786087
882221.5832295709210.416770429079023
892822.83395711908045.1660428809196
902620.92950695358155.07049304641854
911017.2554029111443-7.25540291114434
921921.4913741813503-2.49137418135035
932224.4866917402659-2.48669174026593
942123.8907358785929-2.89073587859287
952423.40156201957760.598437980422395
962523.22648180612581.77351819387417
972122.1878543747509-1.18785437475086
982021.151723273151-1.15172327315101
992122.9613803870344-1.96138038703437
1002422.33433226741971.66566773258033
1012324.2012875125034-1.20128751250337
1021819.7953819782894-1.79538197828942
1032421.94063167559622.0593683244038
1042422.9895522481671.01044775183295
1051921.7675689897632-2.76756898976321
1062020.6933051549255-0.693305154925458
1071821.8636692110559-3.8636692110559
1082022.7071433051715-2.70714330517146
1092724.66812736944332.33187263055666
1102321.46969275364121.53030724635878
1112626.4599640739417-0.459964073941653
1122323.5737006693998-0.57370066939983
1131720.0200030648122-3.0200030648122
1142120.365326006960.634673993039984
1152524.84937900508510.15062099491494
1162320.73496091994952.26503908005055
1172722.90481354563054.09518645436949
1182423.73589590809960.264104091900415
1192019.84589801918760.154101980812375
1202720.61409527282096.38590472717909
1212121.143740115232-0.143740115232011
1222421.34779160942462.65220839057539
1232123.7857364046089-2.7857364046089
1241517.2319084410036-2.2319084410036
1252524.76612685217020.233873147829846
1262523.1308937951451.86910620485502
1272222.5062679484018-0.506267948401827
1282424.4294780914413-0.42947809144133
1292120.47275596229470.527244037705269
1302221.26515711093580.734842889064164
1312320.00059779163552.99940220836453
1322221.99961347430420.000386525695848649
1332021.7714454871984-1.77144548719839
1342322.79821860957560.201781390424375
1352522.49121360900742.50878639099261
1362321.47203899453571.52796100546429
1372224.1324239903701-2.13242399037011
1382522.32502426665922.67497573334079
1392623.88824859847492.11175140152506
1402222.519770362073-0.519770362072976
1412422.20913499562931.79086500437072
1422424.3353374032475-0.335337403247467
1432522.87309282736452.12690717263555
1442021.4439964336536-1.4439964336536
1452623.34194595120132.6580540487987
1462120.34208626091120.657913739088849
1472623.0358938109462.96410618905399
1482122.0141251391271-1.01412513912706
1492221.75786237622530.242137623774704
1501621.3884334970451-5.38843349704506
1512621.57467324775834.42532675224173
1522824.07510511293823.92489488706181
1531823.5136736165026-5.51367361650259
1542525.6125440585373-0.612544058537287
1552324.3251181588087-1.32511815880872
1562121.0856589745837-0.0856589745837364
1572024.0934757302049-4.09347573020487
1582521.8221509421013.17784905789896
1592224.4866917402659-2.48669174026593
1602121.8489922429449-0.848992242944898
1611619.2694853473494-3.26948534734944
1621820.0594723798645-2.05947237986446


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.1373702010730790.2747404021461580.862629798926921
110.4315744085033660.8631488170067330.568425591496634
120.3953931065721830.7907862131443650.604606893427817
130.2800744335063770.5601488670127550.719925566493622
140.2151573389033210.4303146778066430.784842661096679
150.1396420092309720.2792840184619440.860357990769028
160.08565400336160870.1713080067232170.914345996638391
170.1391739486408530.2783478972817060.860826051359147
180.2051647919016580.4103295838033170.794835208098342
190.1531946394919190.3063892789838370.846805360508081
200.1609923921547670.3219847843095340.839007607845233
210.3414607535822770.6829215071645540.658539246417723
220.4111523834626880.8223047669253760.588847616537312
230.3374314707325470.6748629414650930.662568529267453
240.2750724431665460.5501448863330920.724927556833454
250.2288534583022280.4577069166044560.771146541697772
260.5688986794323390.8622026411353210.431101320567661
270.7365578323705950.5268843352588090.263442167629405
280.8847649861615840.2304700276768310.115235013838416
290.904754696392640.190490607214720.0952453036073598
300.8849840649675370.2300318700649260.115015935032463
310.8525332538876060.2949334922247880.147466746112394
320.8183616233638640.3632767532722730.181638376636136
330.8866753053532210.2266493892935570.113324694646779
340.8591181389757690.2817637220484620.140881861024231
350.8263773075700590.3472453848598820.173622692429941
360.8050331243733650.389933751253270.194966875626635
370.7942781604745130.4114436790509730.205721839525487
380.7540681066152470.4918637867695060.245931893384753
390.7647924863190470.4704150273619060.235207513680953
400.7227152929624550.554569414075090.277284707037545
410.746635420213780.5067291595724410.25336457978622
420.7465935308886730.5068129382226530.253406469111327
430.7052502104527030.5894995790945940.294749789547297
440.6583929094743910.6832141810512190.341607090525609
450.6185680295665750.7628639408668490.381431970433425
460.6567595174150170.6864809651699650.343240482584983
470.6502302229165040.6995395541669910.349769777083496
480.6550121313936260.6899757372127480.344987868606374
490.6077853861300830.7844292277398330.392214613869917
500.7007125460423380.5985749079153230.299287453957662
510.658119813937780.6837603721244410.34188018606222
520.6126703934399290.7746592131201420.387329606560071
530.629250579681930.741498840636140.37074942031807
540.9812748237584010.0374503524831980.018725176241599
550.9771886409195260.04562271816094910.0228113590804745
560.970311700115330.05937659976933950.0296882998846697
570.9632768509999190.07344629800016140.0367231490000807
580.9541483165139750.09170336697205030.0458516834860252
590.94875602127620.10248795744760.0512439787237998
600.987927648921740.02414470215652080.0120723510782604
610.9933846095253580.01323078094928370.00661539047464186
620.9917640558088590.01647188838228220.0082359441911411
630.9887838585525280.02243228289494330.0112161414474716
640.9952658390850410.009468321829917690.00473416091495885
650.9954331579575210.009133684084958390.0045668420424792
660.9936390313850520.01272193722989610.00636096861494803
670.9920865307733450.01582693845330960.00791346922665481
680.9895654700297620.02086905994047550.0104345299702378
690.9870357768951720.02592844620965680.0129642231048284
700.9832298669050120.03354026618997580.0167701330949879
710.9859554828036540.02808903439269110.0140445171963456
720.986275227809760.02744954438047970.0137247721902399
730.9823382078520380.03532358429592440.0176617921479622
740.9882565682808310.02348686343833710.0117434317191685
750.9871875382636570.02562492347268690.0128124617363435
760.9853140098104820.02937198037903610.0146859901895181
770.9815176136938390.03696477261232190.018482386306161
780.97648473086440.04703053827120.0235152691356
790.9725673052031880.05486538959362340.0274326947968117
800.997754137908820.004491724182361070.00224586209118053
810.9998557005299990.0002885989400020590.00014429947000103
820.9997826858705440.0004346282589116280.000217314129455814
830.9997437593135660.0005124813728679540.000256240686433977
840.9996358312937550.0007283374124909910.000364168706245496
850.9994712189670490.001057562065901730.000528781032950863
860.9994070415472940.001185916905411990.000592958452705997
870.9993978475646140.001204304870772570.000602152435386284
880.9991318482808570.001736303438286770.000868151719143383
890.9994207430593890.001158513881221830.000579256940610916
900.9997068046536420.0005863906927151470.000293195346357573
910.9999503416096129.93167807755293e-054.96583903877646e-05
920.999937548204610.0001249035907799576.24517953899786e-05
930.9999244959575470.0001510080849052137.55040424526067e-05
940.9999167529206610.0001664941586785268.32470793392628e-05
950.9998676633693540.0002646732612917080.000132336630645854
960.9998082966782840.0003834066434326770.000191703321716338
970.9997054206920430.0005891586159139690.000294579307956985
980.9995656347921770.0008687304156467210.000434365207823361
990.999431516839340.001136966321319430.000568483160659717
1000.999234892870340.001530214259319490.000765107129659747
1010.9988965940000250.002206811999950080.00110340599997504
1020.998620822828760.002758354342479830.00137917717123991
1030.998421296702190.003157406595620770.00157870329781038
1040.9977460372909470.004507925418105580.00225396270905279
1050.9976260004101350.004747999179730430.00237399958986521
1060.9966469779545760.006706044090847040.00335302204542352
1070.9975962047259040.004807590548192650.00240379527409632
1080.9972041042676730.005591791464653230.00279589573232661
1090.9971079160774820.005784167845036820.00289208392251841
1100.996097376953060.007805246093879850.00390262304693993
1110.9943963363761920.01120732724761620.0056036636238081
1120.9922378209118570.01552435817628660.00776217908814328
1130.9929566163201990.01408676735960180.0070433836798009
1140.9898507411749510.02029851765009870.0101492588250494
1150.9858450701898950.028309859620210.014154929810105
1160.9840878646831950.03182427063360970.0159121353168049
1170.984388254662940.03122349067411920.0156117453370596
1180.9779218632314350.04415627353712950.0220781367685648
1190.971950887459480.05609822508103920.0280491125405196
1200.9895881671696330.0208236656607340.010411832830367
1210.9848434685506980.0303130628986030.0151565314493015
1220.981982690158410.03603461968317950.0180173098415897
1230.9844008197808670.03119836043826630.0155991802191331
1240.9826924938729380.03461501225412340.0173075061270617
1250.9781542475063310.04369150498733710.0218457524936686
1260.9746864717871810.05062705642563890.0253135282128194
1270.9639257648061070.07214847038778650.0360742351938933
1280.9492880144450490.1014239711099020.0507119855549511
1290.9306285064196240.1387429871607520.0693714935803758
1300.9064196351961710.1871607296076590.0935803648038295
1310.9009741309586620.1980517380826750.0990258690413377
1320.8705097418539730.2589805162920530.129490258146027
1330.8641131474942350.2717737050115290.135886852505765
1340.8225229745816770.3549540508366450.177477025418323
1350.8540322990733690.2919354018532620.145967700926631
1360.811040451178310.377919097643380.18895954882169
1370.8620813631478520.2758372737042950.137918636852148
1380.8230029452993480.3539941094013030.176997054700652
1390.8592882567289040.2814234865421910.140711743271096
1400.8150263044924940.3699473910150110.184973695507506
1410.7575536504463840.4848926991072330.242446349553616
1420.6864271719768280.6271456560463430.313572828023172
1430.6229675996155630.7540648007688750.377032400384437
1440.5499877200463350.900024559907330.450012279953665
1450.6948644203815740.6102711592368510.305135579618426
1460.6323009567987740.7353980864024520.367699043201226
1470.5617396613897710.8765206772204590.438260338610229
1480.4528992704133940.9057985408267870.547100729586606
1490.4775095659349720.9550191318699440.522490434065028
1500.6428224780210570.7143550439578860.357177521978943
1510.617366497927660.7652670041446810.38263350207234
1520.6893578471217860.6212843057564270.310642152878214


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level330.230769230769231NOK
5% type I error level660.461538461538462NOK
10% type I error level730.510489510489511NOK