Multiple Linear Regression - Estimated Regression Equation
C[t] = + 3.97524135649533 + 0.063896826894792A[t] -0.106311579368629B[t] -0.000622803574661209t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)3.975241356495330.4879948.146100
A0.0638968268947920.1132390.56430.5733750.286687
B-0.1063115793686290.137229-0.77470.4396740.219837
t-0.0006228035746612090.00141-0.44170.659330.329665


Multiple Linear Regression - Regression Statistics
Multiple R0.0729918591886978
R-squared0.00532781150782269
Adjusted R-squared-0.0135583692863326
F-TEST (value)0.28210105398713
F-TEST (DF numerator)3
F-TEST (DF denominator)158
p-value0.83826563642622
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.832628671660947
Sum Squared Residuals109.536739769756


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
133.84737429549916-0.847374295499162
253.804336739450661.19566326054934
333.86761076277079-0.867610762770788
433.80309113230133-0.803091132301335
543.738571501831880.261428498168119
653.844260277625851.15573972237415
743.694911142208720.305088857791278
843.800599918002690.19940008199731
943.842391866901870.157608133098135
1043.9056658902220.0943341097780041
1143.798731507278710.201268492721294
1253.798108703704041.20189129629596
1323.79748590012938-1.79748590012938
1443.796863096554720.203136903445278
1553.796240292980061.20375970701994
1643.79561748940540.2043825105946
1743.794994685830740.205005314169261
1843.751957129782240.248042870217759
1943.857645905576210.142354094423792
2053.793126275106751.20687372489325
2143.792503471532090.207496528467906
2233.79188066795743-0.791880667957433
2333.74884311190893-0.748843111908935
2433.79063506080811-0.79063506080811
2553.790012257233451.20998774276655
2623.78938945365879-1.78938945365879
2743.788766650084130.211233349915873
2843.788143846509470.211856153490535
2943.78752104293480.212478957065196
3033.72300141246535-0.723001412465351
3143.722378608890690.27762139110931
3233.82806738468466-0.828067384684657
3343.785029828636160.214970171363841
3443.78440702506150.215592974938502
3543.826198973960670.173801026039326
3643.761679343491220.23832065650878
3723.93126494617998-1.93126494617998
3843.824330563236690.17566943676331
3953.781293007188191.21870699281181
4033.78067020361353-0.780670203613531
4143.780047400038870.21995259996113
4243.779424596464210.220575403535791
4353.736387040415711.26361295958429
4433.71428216242009-0.714282162420094
4543.713659358845430.286340641154567
4633.71303655527077-0.713036555270772
4743.882622157959530.117377842040469
4843.775687775016240.224312224983759
4953.775064971441581.22493502855842
5043.816856920340760.183143079659244
5133.77381936429226-0.773819364292258
5233.81561131319143-0.815611313191433
5343.814988509616770.185011490383228
5433.66563937419965-0.665639374199645
5543.920054481836080.0799455181639218
5643.770705346418950.229294653581048
5743.770082542844290.22991745715571
5833.76945973926963-0.769459739269629
5933.93904534195839-0.939045341958389
6033.76821413212031-0.768214132120307
6133.81000608101948-0.810006081019482
6243.766968524970980.233031475029016
6343.766345721396320.233654278603677
6443.701826090926870.29817390907313
6543.7651001142470.234899885752999
6633.70058048377755-0.700580483777547
6733.72143975462384-0.721439754623841
6833.65692012415439-0.656920124154388
6943.805023652422190.194976347577807
7043.761986096373690.238013903626305
7143.739881218378080.260118781621922
7253.696843662329581.30315633767042
7343.717702933175870.282297066824126
7443.653183302706420.346816697293579
7533.75887207850039-0.758872078500389
7643.822146101820520.177853898179481
7753.757626471351071.24237352864893
7833.7570036677764-0.757003667776405
7953.692484037306951.30751596269305
8043.755758060627080.244241939372917
8143.691238430157630.308761569842371
8243.712097701003920.287902298996077
8333.7538896499031-0.753889649903099
8443.753266846328440.246733153671562
8543.752644042753780.247355957246223
8643.752021239179120.247978760820885
8743.687501608709660.312498391290338
8843.750775632029790.249224367970207
8943.750152828455130.249847171544868
9013.68563319798568-2.68563319798568
9153.791321973779651.20867802622035
9243.812181244625940.18781875537406
9343.747661614156490.252338385843513
9443.747038810581830.252961189418174
9543.682519180112370.317480819887628
9643.74579320343250.254206796567497
9723.74517039985784-1.74517039985784
9843.744547596283180.255452403716819
9943.743924792708520.25607520729148
10043.743301989133860.256698010866142
10143.74267918555920.257320814440803
10233.57184797572112-0.571847975721115
10353.699018825936041.30098117406396
10433.67691394794042-0.676913947940421
10543.740187971260550.259812028739448
10623.78197992015973-1.78197992015973
10743.738942364111230.26105763588877
10853.738319560536571.26168043946343
10923.67379993006712-1.67379993006712
11043.885800285229710.114199714770288
11143.736451149812590.263548850187415
11243.735828346237920.264171653762076
11333.79910236955805-0.799102369558055
11443.776997491562440.223002508437562
11553.606166281724361.39383371827564
11633.79723395883407-0.797233958834071
11743.775129080838450.224870919161545
11843.732091524789960.267908475210043
11943.66757189432050.332428105679497
12043.730845917640630.269154082359366
12123.66632628717118-1.66632628717118
12233.72960031049131-0.729600310491312
12343.665080680021860.334919319978141
12443.728354703341990.271645296658011
12543.663835072872540.336164927127464
12633.72710909619267-0.727109096192667
12743.726486292618010.273513707381994
12843.725863489043340.274136510956655
12953.661343858573891.33865614142611
13043.767032634367860.232967365632141
13133.72399507831936-0.723995078319361
13233.76578702721854-0.765787027218536
13343.722749471170040.277250528829961
13443.764541420069210.235458579930786
13543.827815443389340.172184556610655
13653.827192639814681.17280736018532
13733.6563614299766-0.656361429976602
13843.719635453296730.280364546703268
13933.65511582282728-0.655115822827279
14043.654493019252620.345506980747382
14123.76018179504659-1.76018179504659
14233.71714423899809-0.717144238998088
14353.780418262318221.21958173768178
14413.67348387937493-2.67348387937493
14543.71527582827410.284724171725896
14653.757067777173281.24293222282672
14743.777927048019570.222072951980426
14833.75582217002396-0.755822170023957
14933.71278461397546-0.712784613975459
15023.64826498350601-1.64826498350601
15143.690056932405180.309943067594819
15243.710916203251480.289083796748524
15353.710293399676811.28970660032319
15433.70967059610215-0.709670596102153
15523.6451509656327-1.6451509656327
15653.750839741426671.24916025857333
15743.771699012272960.228300987727038
15853.685697307382551.31430269261745
15953.642659751334061.35734024866594
16043.705933774654190.294066225345814
16143.747725723553360.252274276446639
16243.704688167504860.295311832495137


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.8640795433422060.2718409133155890.135920456657794
80.7690708550143760.4618582899712480.230929144985624
90.67405324322610.65189351354780.3259467567739
100.5524786583273770.8950426833452460.447521341672623
110.4370132200969730.8740264401939460.562986779903027
120.4100808637431610.8201617274863220.589919136256839
130.839651209973930.320697580052140.16034879002607
140.7788482692519620.4423034614960760.221151730748038
150.7937365347977450.4125269304045110.206263465202255
160.7301414442200090.5397171115599820.269858555779991
170.660011181657910.6799776366841810.33998881834209
180.5843579028351570.8312841943296870.415642097164843
190.507881164623570.984237670752860.49211883537643
200.4897084863582730.9794169727165450.510291513641727
210.4335005995609930.8670011991219850.566499400439007
220.5188114154461110.9623771691077780.481188584553889
230.5176716693130480.9646566613739030.482328330686952
240.5338242944517910.9323514110964170.466175705548209
250.5717767198008540.8564465603982920.428223280199146
260.7840198673016330.4319602653967330.215980132698367
270.7386532931812290.5226934136375430.261346706818771
280.688695229010930.6226095419781410.31130477098907
290.635042126165790.729915747668420.36495787383421
300.6347013200947490.7305973598105030.365298679905251
310.5817531861811780.8364936276376440.418246813818822
320.5658157697801550.868368460439690.434184230219845
330.5188741300662590.9622517398674810.481125869933741
340.470455433675070.940910867350140.52954456632493
350.4193518578134840.8387037156269690.580648142186516
360.3672289728544830.7344579457089650.632771027145517
370.4962421620270080.9924843240540150.503757837972992
380.4591459508526230.9182919017052470.540854049147377
390.5424928082165360.9150143835669280.457507191783464
400.5253458012561660.9493083974876690.474654198743834
410.4796004060142630.9592008120285260.520399593985737
420.4334319484400440.8668638968800880.566568051559956
430.4819999362711470.9639998725422940.518000063728853
440.4826835130018870.9653670260037740.517316486998113
450.4348883275940140.8697766551880270.565111672405986
460.4254157718776690.8508315437553370.574584228122331
470.389733239278280.779466478556560.61026676072172
480.3459414969116930.6918829938233860.654058503088307
490.4013853822426630.8027707644853260.598614617757337
500.3603681086142880.7207362172285760.639631891385712
510.3580693589120760.7161387178241510.641930641087924
520.341982131929380.6839642638587590.65801786807062
530.3064555002646190.6129110005292390.693544499735381
540.3046974071361740.6093948142723490.695302592863825
550.2733777146718870.5467554293437730.726622285328113
560.2375537326713230.4751074653426460.762446267328677
570.2044123808511840.4088247617023690.795587619148816
580.1980659509918790.3961319019837580.801934049008121
590.1977295784100350.395459156820070.802270421589965
600.1884391436593010.3768782873186030.811560856340699
610.1816620429149390.3633240858298790.818337957085061
620.1568191595754460.3136383191508930.843180840424554
630.1339375294279560.2678750588559120.866062470572044
640.113707392547890.227414785095780.88629260745211
650.09512518631721050.1902503726344210.90487481368279
660.08879944862521540.1775988972504310.911200551374785
670.08336431772813760.1667286354562750.916635682271862
680.07535438304637550.1507087660927510.924645616953625
690.06444059459075320.1288811891815060.935559405409247
700.05359136961849260.1071827392369850.946408630381507
710.04456530168879810.08913060337759620.955434698311202
720.06517799965504360.1303559993100870.934822000344956
730.05382504399881980.107650087997640.94617495600118
740.0445540893757570.08910817875151410.955445910624243
750.04182385311168730.08364770622337460.958176146888313
760.03395317869326040.06790635738652090.96604682130674
770.04826125516559740.09652251033119490.951738744834403
780.04583167078804380.09166334157608750.954168329211956
790.06448019876494880.1289603975298980.935519801235051
800.05246765944004330.1049353188800870.947532340559957
810.04276434448209370.08552868896418730.957235655517906
820.03508097689957280.07016195379914560.964919023100427
830.03303566911947990.06607133823895970.96696433088052
840.02622993991369690.05245987982739390.973770060086303
850.02063709364062080.04127418728124160.979362906359379
860.01609313863659630.03218627727319260.983906861363404
870.01267944354527840.02535888709055680.987320556454722
880.00974394140647440.01948788281294880.990256058593526
890.007430294634275730.01486058926855150.992569705365724
900.08404841178692690.1680968235738540.915951588213073
910.1053824762106580.2107649524213160.894617523789342
920.08727161685282450.1745432337056490.912728383147176
930.07232726435927310.1446545287185460.927672735640727
940.0594971158740530.1189942317481060.940502884125947
950.0494208954289760.09884179085795210.950579104571024
960.04015090682361010.08030181364722020.95984909317639
970.08016400752538560.1603280150507710.919835992474614
980.0661563992797070.1323127985594140.933843600720293
990.05417837300574020.108356746011480.94582162699426
1000.04404886651308870.08809773302617730.955951133486911
1010.03557497842872750.07114995685745510.964425021571272
1020.03014269528537350.0602853905707470.969857304714627
1030.05181767956808120.1036353591361620.948182320431919
1040.04502463700227260.09004927400454530.954975362997727
1050.03714742539078140.07429485078156280.962852574609219
1060.08502861475683740.1700572295136750.914971385243163
1070.07122109276870620.1424421855374120.928778907231294
1080.1056959656432590.2113919312865170.894304034356741
1090.1653013781603280.3306027563206560.834698621839672
1100.1471135245854080.2942270491708170.852886475414592
1110.1260839680402190.2521679360804370.873916031959781
1120.1077926262264690.2155852524529380.892207373773531
1130.09912263604098370.1982452720819670.900877363959016
1140.08098223356546440.1619644671309290.919017766434536
1150.136855800690220.2737116013804390.86314419930978
1160.1287056058984440.2574112117968880.871294394101556
1170.1055012329140570.2110024658281140.894498767085943
1180.08888173176520590.1777634635304120.911118268234794
1190.07979621774881450.1595924354976290.920203782251185
1200.06779232161605650.1355846432321130.932207678383943
1210.1012451043430920.2024902086861840.898754895656908
1220.0894583529114280.1789167058228560.910541647088572
1230.07798471596580430.1559694319316090.922015284034196
1240.06486979363623180.1297395872724640.935130206363768
1250.05898140286309690.1179628057261940.941018597136903
1260.04923352399282670.09846704798565350.950766476007173
1270.04084679059845270.08169358119690530.959153209401547
1280.03436917749909550.06873835499819090.965630822500904
1290.1072064916265490.2144129832530990.892793508373451
1300.08559494818162940.1711898963632590.914405051818371
1310.06841389318763680.1368277863752740.931586106812363
1320.06547983804395150.1309596760879030.934520161956049
1330.06133604178727350.1226720835745470.938663958212727
1340.04601210861106460.09202421722212930.953987891388935
1350.03498280346012660.06996560692025320.965017196539873
1360.03423379505575220.06846759011150450.965766204944248
1370.02586190834763770.05172381669527530.974138091652362
1380.0249266210192760.04985324203855210.975073378980724
1390.01898746446972270.03797492893944530.981012535530277
1400.03954500427550350.0790900085510070.960454995724497
1410.1124087940508650.2248175881017310.887591205949135
1420.08491771069775590.1698354213955120.915082289302244
1430.1336210152721850.2672420305443710.866378984727815
1440.213481380786190.4269627615723810.78651861921381
1450.1989164379817460.3978328759634920.801083562018254
1460.2501818732690210.5003637465380420.749818126730979
1470.2264177899879830.4528355799759670.773582210012017
1480.2075014387745380.4150028775490750.792498561225462
1490.1527803468378090.3055606936756180.847219653162191
1500.2028876925274810.4057753850549620.797112307472519
1510.14489704850690.28979409701380.8551029514931
1520.09457077050515190.1891415410103040.905429229494848
1530.2075047116636520.4150094233273050.792495288336348
1540.1301975065610970.2603950131221930.869802493438903
1550.9856572829336680.02868543413266390.0143427170663319


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level80.0536912751677852NOK
10% type I error level330.221476510067114NOK