Multiple Linear Regression - Estimated Regression Equation
C[t] = + 10.9841251863387 + 0.276655925739873A[t] + 0.288215828123608B[t] + 0.802523227196121D[t] -0.0047411358900141t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)10.98412518633871.3963277.866400
A0.2766559257398730.312120.88640.3767710.188385
B0.2882158281236080.3793630.75970.4485510.224276
D0.8025232271961210.3770922.12820.0348820.017441
t-0.00474113589001410.003891-1.21850.2248780.112439


Multiple Linear Regression - Regression Statistics
Multiple R0.251354479611323
R-squared0.0631790744206788
Adjusted R-squared0.039311025361333
F-TEST (value)2.64701460364815
F-TEST (DF numerator)4
F-TEST (DF denominator)157
p-value0.0355022405358014
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.2912103330621
Sum Squared Residuals824.194232081896


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11414.2790457664314-0.279045766431374
21814.83917638440483.16082361559519
31115.1110911742547-4.11109117425467
41214.0271708854287-2.02717088542866
51614.54829705099491.4517029490051
61814.25534008698133.74465991301873
71415.1036865330783-1.10368653307835
81414.8107295690647-0.810729569064726
91514.24111667931120.75888332068877
101514.51303146916110.486968530838911
111713.99398293419863.00601706580144
121914.79176502550474.20823497449533
131013.9845006624185-3.98450066241853
141614.78228275372461.21771724627536
151814.77754161783463.22245838216537
161413.97027725474850.0297227452515082
171413.96553611885850.0344638811415224
181715.32818996402811.67181003597193
191414.2327097728183-0.232709772818323
201614.75383593838461.24616406161544
211813.94657157529844.05342842470158
221114.7443536666045-3.74435366660453
231415.304484284578-1.304484284578
241214.7348713948245-2.7348713948245
251713.92760703173843.07239296826164
26914.7253891230445-5.72538912304447
271613.91812475995832.08187524004166
281414.7159068512644-0.715906851264444
291514.71116571537440.288834284625571
301113.6272454265484-2.62724542654842
311614.42502751785451.57497248214547
321313.3295473266448-0.329547326644785
331714.69220117181442.30779882818563
341514.68746003592440.312539964075641
351413.31532391897470.684676081025257
361613.03392685734492.96607314265514
37913.0176258190711-4.01762581907111
381513.30110051130471.6988994886953
391714.66375435647432.33624564352571
401313.8564899933882-0.856489993388153
411513.85174885749811.14825114250186
421614.64953094880421.35046905119575
431614.40713833958161.59286166041841
441213.5608695240882-1.56086952408822
451214.3586516153943-2.35865161539433
461114.3539104795043-3.35391047950432
471514.33760944123060.662390558769432
481514.62108413346420.378915866535838
491714.61634299757412.38365700242585
501313.2442068806245-0.244206880624531
511614.60686072579411.39313927420588
521413.23472460884450.765275391155497
531113.2299834729545-2.22998347295449
541214.8808531462477-2.88085314624769
551212.9322853730509-0.932285373050853
561514.5831550463440.416844953655951
571614.5784139104541.42158608954596
581514.5736727745640.426327225435979
591213.7548485090942-1.75484850909415
601214.564190502784-2.56419050278399
61813.1920543858344-5.19205438583438
621313.7521850038078-0.752185003807843
631114.5499670951139-3.54996709511395
641414.2685700334841-0.268570033484063
651514.54048482333390.459515176666078
661013.4565645345079-3.45656453450791
671115.0958743054174-4.09587430541737
681214.0119540165914-2.01195401659137
691513.95664852591041.04335147408962
701513.71425591668771.28574408331227
711412.86798710119441.13201289880564
721614.2306409463641.76935905363605
731515.0674274900773-0.0674274900772906
741513.98350720125131.01649279874872
751313.6905502372377-0.69055023723766
761214.7649882542836-2.76498825428364
771714.48359119265382.51640880734625
781314.4788500567637-1.47885005676374
791513.39492976793771.60507023206227
801313.6668445577876-0.66684455778759
811513.38544749615771.6145525038423
821614.2222340398711.77776596012896
831514.45514437731370.544855622686332
841613.64788001422752.35211998577247
851514.44566210553360.55433789446636
861414.4409209696436-0.440920969643626
871513.35700068081761.64299931918238
881414.4314386978636-0.431438697863598
891314.4266975619736-1.42669756197358
90714.1453005003437-7.1453005003437
911713.85234353633013.14765646366993
921314.6891300800434-1.68913008004341
931514.40773301841350.592266981586473
941414.4029918825235-0.402991882523513
951314.1215948208936-1.12159482089363
961614.39350961074351.60649038925651
971214.3887684748535-2.38876847485347
981414.3840273389635-0.384027338963457
991713.57676297587733.42323702412268
1001513.57202183998731.42797816001269
1011714.36980393129342.63019606870659
1021213.574099470591-1.57409947059101
1031614.92519341337691.07480658662313
1041113.2764013706874-2.27640137068738
1051514.35083938773340.649160612266642
106912.9787032707837-3.97870327078374
1071614.34135711595331.65864288404667
1081513.53409275286721.4659072471328
1091013.2526956912373-3.25269569123731
1101013.4740461262962-3.4740461262962
1111514.32239257239330.677607427606726
1121114.3176514365033-3.31765143650326
1131314.5895662263531-1.58956622635312
1141412.94077418366361.05922581633637
1151813.75011617735354.24988382264653
1161613.7728195914872.22718040851304
1171413.72907400318970.270925996810292
1181414.2892046211632-0.289204621163175
1191414.0078075595333-0.00780755953328796
1201414.2797223493831-0.279722349383147
1211213.9983252877533-1.99832528775326
1221414.2702400776031-0.270240077603119
1231513.98884301597321.01115698402677
1241514.26075780582310.73924219417691
1251513.97936074419321.0206392558068
1261314.2512755340431-1.25127553404306
1271713.44401117095693.55598882904307
1281714.2417932622632.75820673773697
1291913.96039620063315.03960379936685
1301513.66743923661951.33256076338048
1311313.4250466273969-0.425046627396871
132912.8554337376434-3.85543373764338
1331514.2180875828130.781912417187037
1341512.84595146586332.15404853413665
1351513.11786625571321.88213374428679
1361613.91564834701932.08435165298069
1371113.1199438863169-2.11994388631691
1381413.39185867616680.608141323833228
1391113.912984841733-2.91298484173301
1401513.9082437058431.09175629415701
1411312.81276351463320.187236485366751
1421514.17541735980280.824582640197163
1431613.64480892245662.35519107754343
1441414.7308068418863-0.73080684188629
1451513.35867072493671.64132927506333
1461613.59158106237932.4084189376207
1471614.42836760609261.57163239390736
1481112.7795755634031-1.77957556340315
1491213.3397061813766-1.33970618137662
150913.0583091197467-4.05830911974673
1511613.29121945718942.70878054281064
1521314.1280060009027-1.1280060009027
1531613.32074163781662.67925836218344
1541214.1185237291227-2.11852372912267
155913.8371266674928-4.83712666749278
1561313.5441697034792-0.544169703479158
1571314.3809562471925-1.3809562471925
1581413.25803150595930.741968494040743
1591913.81816212393275.18183787606728
1601314.0900769137826-1.09007691378258
1611213.5204640240291-1.52046402402909
1621314.0805946420026-1.08059464200256


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.7866709804971630.4266580390056730.213329019502837
90.6717817025523270.6564365948953460.328218297447673
100.5659230474745950.868153905050810.434076952525405
110.6508596012241080.6982807975517850.349140398775892
120.6950685886743760.6098628226512470.304931411325624
130.8751046961391420.2497906077217150.124895303860858
140.8204120653471490.3591758693057010.179587934652851
150.7857606138662760.4284787722674480.214239386133724
160.7156294782326170.5687410435347670.284370521767383
170.6392608030223390.7214783939553220.360739196977661
180.5684932031006910.8630135937986180.431506796899309
190.4924218375028030.9848436750056070.507578162497197
200.4573761082335330.9147522164670660.542623891766467
210.5025197770172890.9949604459654210.497480222982711
220.8400589806514020.3198820386971960.159941019348598
230.8097958326672350.3804083346655290.190204167332765
240.8586766462727050.282646707454590.141323353727295
250.8584644312950950.283071137409810.141535568704905
260.965392583230420.06921483353915990.03460741676958
270.9587812780200670.08243744395986580.0412187219799329
280.9437652769269530.1124694461460940.0562347230730472
290.9253650916884390.1492698166231230.0746349083115613
300.9444788446214550.1110423107570910.0555211553785453
310.9338255679465840.1323488641068330.0661744320534164
320.9150895145445160.1698209709109690.0849104854554843
330.9195998820466170.1608002359067660.0804001179533832
340.897262729636390.205474540727220.10273727036361
350.8710674520537630.2578650958924740.128932547946237
360.8654631138110360.2690737723779280.134536886188964
370.9050577432525790.1898845134948430.0949422567474213
380.8940237702130250.2119524595739490.105976229786975
390.8983176404837240.2033647190325530.101682359516276
400.8747521546903640.2504956906192730.125247845309636
410.8547212799349940.2905574401300120.145278720065006
420.8351239210312970.3297521579374060.164876078968703
430.8196584906526250.3606830186947510.180341509347375
440.8195528840047620.3608942319904770.180447115995238
450.8302658983813410.3394682032373180.169734101618659
460.8570415860303410.2859168279393170.142958413969659
470.8361360168068620.3277279663862770.163863983193138
480.8066411827800790.3867176344398420.193358817219921
490.8165095768791360.3669808462417270.183490423120864
500.7820159872733330.4359680254533350.217984012726667
510.762485197048060.4750296059038790.23751480295194
520.7300009697650010.5399980604699980.269999030234999
530.7199299832771310.5601400334457380.280070016722869
540.7302113536297680.5395772927404640.269788646370232
550.6912468793450960.6175062413098080.308753120654904
560.6528608245671870.6942783508656250.347139175432813
570.6343513568406950.7312972863186110.365648643159306
580.5934708813191770.8130582373616460.406529118680823
590.5601471487292860.8797057025414280.439852851270714
600.5532158955600270.8935682088799460.446784104439973
610.6937012133132490.6125975733735020.306298786686751
620.6523171299803090.6953657400393810.347682870019691
630.6805030409303620.6389939181392760.319496959069638
640.6383983134840110.7232033730319790.361601686515989
650.6038101939809540.7923796120380910.396189806019046
660.6326794200492760.7346411599014490.367320579950724
670.6844582868499880.6310834263000240.315541713150012
680.6631094522137560.6737810955724890.336890547786244
690.642567412480810.714865175038380.35743258751919
700.6349417529010370.7301164941979260.365058247098963
710.6116497655242870.7767004689514260.388350234475713
720.6081999557974780.7836000884050440.391800044202522
730.5695177999628320.8609644000743350.430482200037168
740.54478080332140.91043839335720.4552191966786
750.5028542272494270.9942915455011460.497145772750573
760.5043064899004770.9913870201990450.495693510099523
770.534076758210340.9318464835793190.46592324178966
780.500430403650760.9991391926984790.49956959634924
790.484709499973850.96941899994770.51529050002615
800.4434776458574930.8869552917149860.556522354142507
810.4261453538075340.8522907076150680.573854646192466
820.4199260745348360.8398521490696720.580073925465164
830.3821371952595880.7642743905191750.617862804740412
840.3938319162781210.7876638325562410.606168083721879
850.355953222981280.711906445962560.64404677701872
860.3143455948308340.6286911896616670.685654405169166
870.2999473865642560.5998947731285110.700052613435744
880.2613178215311990.5226356430623980.738682178468801
890.2340738791663740.4681477583327490.765926120833626
900.5770068207500380.8459863584999240.422993179249962
910.6293160858826610.7413678282346790.370683914117339
920.6089850052770.7820299894460.391014994723
930.5693908599844580.8612182800310850.430609140015542
940.5258050801163570.9483898397672870.474194919883643
950.488974897801480.977949795602960.51102510219852
960.4674990947928330.9349981895856650.532500905207167
970.472779509332010.9455590186640210.52722049066799
980.4309839673802980.8619679347605970.569016032619702
990.4908008649991560.9816017299983120.509199135000844
1000.4648208980764230.9296417961528460.535179101923577
1010.4785155353017260.9570310706034520.521484464698274
1020.4491825990003480.8983651980006960.550817400999652
1030.4111359321998020.8222718643996030.588864067800198
1040.4043284354742870.8086568709485740.595671564525713
1050.3620628097243510.7241256194487010.637937190275649
1060.4454205289480.8908410578960010.554579471052
1070.4203330671918410.8406661343836820.579666932808159
1080.390330940271460.7806618805429190.60966905972854
1090.450733867040950.90146773408190.54926613295905
1100.533600742193230.932798515613540.46639925780677
1110.4876785004506560.9753570009013130.512321499549344
1120.5724335813656230.8551328372687550.427566418634377
1130.5800494686898750.8399010626202510.419950531310125
1140.5387273688263470.9225452623473070.461272631173653
1150.6456398704472880.7087202591054240.354360129552712
1160.6228618317237180.7542763365525650.377138168276282
1170.5822490029791030.8355019940417940.417750997020897
1180.5425547920317190.9148904159365610.457445207968281
1190.4920540817315520.9841081634631040.507945918268448
1200.4539151034386360.9078302068772710.546084896561364
1210.4696473913997810.9392947827995620.530352608600219
1220.441151692944530.8823033858890610.55884830705547
1230.3918369606616260.7836739213232510.608163039338374
1240.3482954424323860.6965908848647720.651704557567614
1250.3016042261531450.603208452306290.698395773846855
1260.3212897809925180.6425795619850370.678710219007482
1270.3527536260169380.7055072520338760.647246373983062
1280.3275109388620280.6550218777240570.672489061137972
1290.5018821405249220.9962357189501560.498117859475078
1300.4465369448385830.8930738896771660.553463055161417
1310.3884653835227760.7769307670455520.611534616477224
1320.5678789945606040.8642420108787920.432121005439396
1330.506206651522740.987586696954520.49379334847726
1340.4621304435693770.9242608871387540.537869556430623
1350.406018803129420.8120376062588410.59398119687058
1360.3511450237554640.7022900475109280.648854976244536
1370.3233818664402690.6467637328805380.676618133559731
1380.2663043577389010.5326087154778020.733695642261099
1390.31586652155350.6317330431070010.6841334784465
1400.2572456965086650.514491393017330.742754303491335
1410.2092829967714030.4185659935428060.790717003228597
1420.1606402292385890.3212804584771780.839359770761411
1430.1495536121794980.2991072243589950.850446387820502
1440.1119032156514720.2238064313029440.888096784348528
1450.1011256086626750.202251217325350.898874391337325
1460.08302749691101160.1660549938220230.916972503088988
1470.09163477905911590.1832695581182320.908365220940884
1480.06555732347891690.1311146469578340.934442676521083
1490.04140950653997550.0828190130799510.958590493460025
1500.1512745359358230.3025490718716450.848725464064177
1510.1659175530965720.3318351061931440.834082446903428
1520.1198826835491320.2397653670982650.880117316450868
1530.06917923243398250.1383584648679650.930820767566018
1540.03450294545855390.06900589091710780.965497054541446


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 level40.0272108843537415OK