Multiple Linear Regression - Estimated Regression Equation
Q1[t] = + 1.72351884923793 + 0.105794124961216Q2[t] -0.0669074454527923Q3[t] + 0.602652782338355Q4[t] -0.00751964411136556Q5[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.723518849237930.6303072.73440.0069580.003479
Q20.1057941249612160.0729161.45090.1487750.074388
Q3-0.06690744545279230.093654-0.71440.476020.23801
Q40.6026527823383550.0827377.283900
Q5-0.007519644111365560.091554-0.08210.9346440.467322


Multiple Linear Regression - Regression Statistics
Multiple R0.54245007905246
R-squared0.29425208826402
Adjusted R-squared0.276497423817832
F-TEST (value)16.5732272302783
F-TEST (DF numerator)4
F-TEST (DF denominator)159
p-value2.26416663196005e-11
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.01096834879151
Sum Squared Residuals162.50706335906


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
176.161657573385820.838342426614178
254.8936179379150.106382062085
364.224057710123851.77594228987615
454.819190848350840.180809151649157
565.692819681953060.307180318046944
664.811671204239481.18832879576052
765.738481073540960.261518926459038
864.924984973312061.07501502668794
944.22405771012385-0.224057710123853
1065.210255380766760.789744619233235
1166.16165757338583-0.161657573385826
1234.35369922637076-1.35369922637076
1355.46073031019762-0.460730310197621
1454.956352008709120.0436479912908835
1522.97234582182735-0.972345821827353
1634.95635200870912-1.95635200870912
1765.6409515247230.359048475277005
1865.6409515247230.359048475277005
1954.600082954317040.399917045682956
2074.819190848350842.18080915164916
2155.48875107614199-0.488751076141989
2255.05751140526605-0.0575114052660468
2354.956352008709120.0436479912908835
2455.03077909827327-0.0307790982732742
2554.85055788374790.1494421162521
2666.06338309253598-0.0633830925359758
2755.03077909827327-0.0307790982732742
2853.719679408635351.28032059136465
2964.819190848350841.18080915164916
3044.22405771012385-0.224057710123853
3145.28468247033092-1.28468247033092
3264.956352008709121.04364799129088
3334.47870601421338-1.47870601421338
3464.886098293803631.11390170619637
3554.826710492462210.173289507537792
3665.566524435158840.433475564841163
3774.85055788374792.1494421162521
3844.92498497331206-0.924984973312058
3955.03829874238464-0.0382987423846398
4044.35787260102944-0.357872601029437
4154.858077527859270.141922472140734
4234.74476375878668-1.74476375878668
4354.744763758786680.255236241213316
4465.602064845214570.397935154785429
4565.559004791047470.440995208952529
4644.39675928053786-0.396759280537861
4744.29096515557664-0.290965155576645
4864.932504617423421.06749538257658
4965.527637755650410.472362244349587
5055.63343188061163-0.63343188061163
5165.559004791047470.440995208952529
5244.27592586735391-0.275925867353914
5345.13582829120261-1.13582829120261
5454.917465329200690.0825346707993073
5534.41931821287196-1.41931821287196
5665.460730310197620.539269689802379
5765.460730310197620.539269689802379
5844.3223321909737-0.322332190973703
5954.956352008709120.0436479912908835
6054.999412062876220.000587937123783975
6145.52011811153905-1.52011811153905
6265.42184363068920.578156369310803
6355.52763775565041-0.527637755650413
6444.99941206287622-0.999412062876216
6564.858077527859271.14192247214073
6655.84427519850218-0.844275198502178
6765.527637755650410.472362244349587
6856.16165757338583-1.16165757338583
6965.559004791047470.440995208952529
7054.960525383367790.0394746166322078
7144.28344551146528-0.283445511465279
7265.559004791047470.440995208952529
7353.751046444032411.24895355596759
7454.811671204239480.188328795760523
7534.74476375878668-1.74476375878668
7655.0015276270338-0.0015276270337978
7744.92498497331206-0.924984973312058
7854.826710492462210.173289507537792
7953.716333139182661.28366686081734
8076.161657573385830.838342426614174
8175.566524435158841.43347556484116
8253.899155691128841.10084430887116
8344.3223321909737-0.322332190973703
8465.316049505727980.683950494272019
8554.956352008709120.0436479912908835
8655.46073031019762-0.460730310197621
8744.49428882935583-0.494288829355828
8854.971391296931850.0286087030681524
8923.16343294991678-1.16343294991678
9075.347416541125041.65258345887496
9144.93250461742342-0.932504617423424
9254.744763758786680.255236241213316
9355.45321066608626-0.453210666086255
9476.310511752514140.689488247485858
9525.52763775565041-3.52763775565041
9644.35369922637076-0.353699226370761
9765.460730310197620.539269689802379
9855.42936327480056-0.429363274800563
9954.826710492462210.173289507537792
10044.77278452473105-0.772784524731053
10144.70587707927826-0.70587707927826
10244.81919084835084-0.819190848350842
10376.169177217497190.830822782502808
10454.353699226370760.646300773629238
10555.45321066608626-0.453210666086255
10655.4218436306892-0.421843630689197
10775.559004791047471.44099520895253
10835.55900479104747-2.55900479104747
10934.29848479968801-1.29848479968801
11065.625912236500260.374087763499736
11155.03077909827327-0.0307790982732742
11265.633431880611630.366568119388371
11344.31898592152101-0.318985921521014
11445.48123143203062-1.48123143203062
11564.932504617423421.06749538257658
11654.759803047009420.240196952990585
11776.161657573385830.838342426614174
11866.24360430706135-0.24360430706135
11975.59454520110321.40545479889679
12054.118263585162640.881736414837363
12155.55900479104747-0.559004791047471
12224.24790510140955-2.24790510140955
12365.460730310197620.539269689802379
12415.56652443515884-4.56652443515884
12555.55900479104747-0.559004791047471
12665.045818386496010.954181613503995
12765.030779098273270.969220901726726
12865.527637755650410.472362244349587
12955.34741654112504-0.347416541125039
13065.453210666086250.546789333913745
13155.52763775565041-0.527637755650413
13264.963871652820481.03612834717952
13375.559004791047471.44099520895253
13444.00986812278061-0.00986812278061428
13556.25112395117272-1.25112395117272
13634.99189241876485-1.99189241876485
13775.633431880611631.36656811938837
13876.032016057138920.967983942861083
13965.535157399761780.464842600238221
14064.38923963642651.6107603635735
14166.23608466294998-0.236084662949984
14254.834230136573570.165769863426427
14354.999412062876220.000587937123783975
14444.893617937915-0.893617937915
14543.93052272652590.0694772734741027
14665.105206187837430.894793812162568
14755.52011811153905-0.520118111539048
14844.28344551146528-0.283445511465279
14965.527637755650410.472362244349587
15045.46073031019762-1.46073031019762
15142.701369770563491.29863022943651
15244.85807752785927-0.858077527859266
15365.023259454161910.976740545838091
15434.35369922637076-1.35369922637076
15565.460730310197620.539269689802379
15655.4218436306892-0.421843630689197
15745.34741654112504-1.34741654112504
15876.137810182100130.862189817899866
15964.991892418764851.00810758123515
16055.06631950832901-0.0663195083290083
16166.16165757338583-0.161657573385826
16265.527637755650410.472362244349587
16354.991892418764850.00810758123514952
16454.290965155576640.709034844423355


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.1338206895023140.2676413790046280.866179310497686
90.3196563743909670.6393127487819330.680343625609033
100.2499744128969210.4999488257938430.750025587103079
110.1990840719390770.3981681438781530.800915928060923
120.422044793971460.8440895879429210.57795520602854
130.3576986795683430.7153973591366850.642301320431657
140.2704536749604080.5409073499208150.729546325039592
150.2724031036349640.5448062072699290.727596896365036
160.3959464909818650.791892981963730.604053509018135
170.3218562064224840.6437124128449690.678143793577516
180.251292974407060.502585948814120.74870702559294
190.1890966829431620.3781933658863250.810903317056837
200.3901562150815880.7803124301631760.609843784918412
210.4438712500626270.8877425001252530.556128749937373
220.463417239806120.926834479612240.53658276019388
230.3949799627372140.7899599254744290.605020037262786
240.3276034055272830.6552068110545670.672396594472717
250.2672525399534550.534505079906910.732747460046545
260.2246834363735250.4493668727470510.775316563626475
270.1765968481386410.3531936962772820.82340315186136
280.229363881275760.4587277625515190.77063611872424
290.2245001131033520.4490002262067040.775499886896648
300.1887376715049970.3774753430099930.811262328495003
310.2961995418120570.5923990836241150.703800458187943
320.2910981953200180.5821963906400350.708901804679982
330.3433946566911340.6867893133822680.656605343308866
340.3431206053247940.6862412106495890.656879394675206
350.2907169828018870.5814339656037750.709283017198113
360.2475533764299670.4951067528599350.752446623570033
370.3823741254196510.7647482508393010.617625874580349
380.3893330512453170.7786661024906350.610666948754683
390.3366235591741260.6732471183482520.663376440825874
400.2913558336398640.5827116672797280.708644166360136
410.2468563078327520.4937126156655030.753143692167248
420.3946321096489740.7892642192979490.605367890351026
430.3453580454831730.6907160909663470.654641954516827
440.3028679474649060.6057358949298120.697132052535094
450.2619415125047320.5238830250094650.738058487495268
460.2258622189219710.4517244378439420.774137781078029
470.1909710631599750.381942126319950.809028936840025
480.1928393965639660.3856787931279320.807160603436034
490.1632073341936170.3264146683872350.836792665806383
500.1494731211045210.2989462422090430.850526878895479
510.1241982712146440.2483965424292890.875801728785356
520.1017334410471830.2034668820943660.898266558952817
530.1246828688048210.2493657376096410.87531713119518
540.1008097809228820.2016195618457640.899190219077118
550.1183621654567650.2367243309135290.881637834543235
560.0997879908056520.1995759816113040.900212009194348
570.0833890976068920.1667781952137840.916610902393108
580.06779587361764870.1355917472352970.932204126382351
590.05350627159028970.1070125431805790.94649372840971
600.04143984117362430.08287968234724850.958560158826376
610.06503052573263070.1300610514652610.93496947426737
620.05451169973806620.1090233994761320.945488300261934
630.04659522106275370.09319044212550740.953404778937246
640.04597734270079570.09195468540159140.954022657299204
650.04741451011799240.09482902023598480.952585489882008
660.04779267250772760.09558534501545520.952207327492272
670.03908513071668160.07817026143336320.960914869283318
680.0454099838132510.0908199676265020.95459001618675
690.0367202834420370.0734405668840740.963279716557963
700.02859431176174060.05718862352348130.97140568823826
710.02209036602774860.04418073205549710.977909633972251
720.01741975140503780.03483950281007560.982580248594962
730.01954991193660140.03909982387320290.980450088063399
740.01484131809469720.02968263618939430.985158681905303
750.02881491391548660.05762982783097310.971185086084513
760.02275825152090710.04551650304181420.977241748479093
770.02204272506980580.04408545013961160.977957274930194
780.01679007849671830.03358015699343670.983209921503282
790.02040488752938760.04080977505877530.979595112470612
800.01870726232012620.03741452464025240.981292737679874
810.02456627024447220.04913254048894430.975433729755528
820.02568958319462010.05137916638924020.97431041680538
830.0202825094595260.04056501891905190.979717490540474
840.01735327198656610.03470654397313230.982646728013434
850.01314138313898120.02628276627796240.986858616861019
860.0104471809397260.0208943618794520.989552819060274
870.00836626609307840.01673253218615680.991633733906922
880.006088348437656870.01217669687531370.993911651562343
890.006842508075222790.01368501615044560.993157491924777
900.01192318903519970.02384637807039940.9880768109648
910.01160016129680920.02320032259361830.98839983870319
920.008923266542765430.01784653308553090.991076733457235
930.00700292819606320.01400585639212640.992997071803937
940.005802426416967840.01160485283393570.994197573583032
950.1008520927015430.2017041854030860.899147907298457
960.08407859005440850.1681571801088170.915921409945592
970.07218804922523240.1443760984504650.927811950774768
980.05987124652402460.1197424930480490.940128753475975
990.04757109920392090.09514219840784190.952428900796079
1000.04158099295421510.08316198590843030.958419007045785
1010.03553564071228380.07107128142456760.964464359287716
1020.03195284976212840.06390569952425680.968047150237872
1030.02927358122120210.05854716244240430.970726418778798
1040.02531250313418450.05062500626836890.974687496865816
1050.02003704691069770.04007409382139530.979962953089302
1060.01568617467680630.03137234935361260.984313825323194
1070.02210933528103470.04421867056206940.977890664718965
1080.07135675186557590.1427135037311520.928643248134424
1090.0876500945536160.1753001891072320.912349905446384
1100.07366195314102690.1473239062820540.926338046858973
1110.0581994384176830.1163988768353660.941800561582317
1120.04705724277059390.09411448554118790.952942757229406
1130.03936998314283890.07873996628567770.960630016857161
1140.05376673385749440.1075334677149890.946233266142506
1150.05391989234125610.1078397846825120.946080107658744
1160.04248568307497670.08497136614995350.957514316925023
1170.04145532410697140.08291064821394280.958544675893029
1180.03190805045095640.06381610090191270.968091949549044
1190.03667495328096150.0733499065619230.963325046719039
1200.03218163752372360.06436327504744730.967818362476276
1210.02513744669025120.05027489338050240.974862553309749
1220.05905879556710550.1181175911342110.940941204432895
1230.04987063945036420.09974127890072840.950129360549636
1240.7981645629437430.4036708741125130.201835437056257
1250.7737436645922250.4525126708155490.226256335407775
1260.7471998036417020.5056003927165970.252800196358298
1270.7301494667396140.5397010665207720.269850533260386
1280.6911046767655590.6177906464688820.308895323234441
1290.6427419972738140.7145160054523730.357258002726186
1300.6038278443225970.7923443113548060.396172155677403
1310.5614496291455780.8771007417088440.438550370854422
1320.554689464824150.89062107035170.44531053517585
1330.6437171248754050.712565750249190.356282875124595
1340.624610079411650.75077984117670.37538992058835
1350.6922621045199140.6154757909601730.307737895480086
1360.8854902209976060.2290195580047870.114509779002394
1370.9195195970078710.1609608059842580.0804804029921289
1380.91674646055230.1665070788954020.0832535394477009
1390.892246140204210.2155077195915810.10775385979579
1400.923869251306670.1522614973866590.0761307486933295
1410.8930458452478060.2139083095043880.106954154752194
1420.8553784713795690.2892430572408630.144621528620431
1430.8147801321895940.3704397356208110.185219867810406
1440.8825694475350740.2348611049298510.117430552464926
1450.8505512110397180.2988975779205640.149448788960282
1460.801709131741450.3965817365170990.198290868258549
1470.7371934945508580.5256130108982830.262806505449142
1480.6972049413130290.6055901173739410.302795058686971
1490.6279999499464620.7440001001070760.372000050053538
1500.6882881138842170.6234237722315660.311711886115783
1510.7975176555353630.4049646889292730.202482344464637
1520.7417019134533880.5165961730932230.258298086546612
1530.8396071327061260.3207857345877470.160392867293874
1540.9203671195226660.1592657609546680.0796328804773338
1550.8432624736428220.3134750527143550.156737526357178
1560.719764384621240.560471230757520.28023561537876


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level250.167785234899329NOK
10% type I error level510.342281879194631NOK