Multiple Linear Regression - Estimated Regression Equation
le[t] = + 69.4869388743821 -0.022948018631255ppt[t] -0.000429261628844959ppp[t] + 0.0373536472389814t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)69.48693887438212.17769631.908500
ppt-0.0229480186312550.009856-2.32830.0259780.012989
ppp-0.0004292616288449590.000205-2.09550.0436490.021824
t0.03735364723898140.0917430.40720.6864450.343222


Multiple Linear Regression - Regression Statistics
Multiple R0.665397051711698
R-squared0.44275323642662
Adjusted R-squared0.393584404346615
F-TEST (value)9.00475398126606
F-TEST (DF numerator)3
F-TEST (DF denominator)34
p-value0.000157558926747292
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation6.07580789352442
Sum Squared Residuals1255.12501300646


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
170.569.27367364442341.22632635557662
253.559.6861930965568-6.18619309655676
36569.2135927874441-4.21359278744411
476.569.40460336031357.09539663968646
57069.21410773417970.785892265820307
67168.91676706714252.08323293285754
760.569.1397689622177-8.63976896221768
851.542.50618336731658.99381663268346
97869.59046441466728.40953558533282
107669.65228597475036.34771402524967
1157.567.8274106893598-10.3274106893598
126166.1963040766683-5.19630407666828
1364.568.1603810664659-3.66038106646591
1478.569.82266950540828.67733049459177
157969.7445168174649.25548318253599
166164.612760137951-3.612760137951
177067.89780239795922.10219760204077
187069.58926633704190.410733662958077
197269.78764427164952.21235572835048
2064.567.6603115105439-3.16031151054392
2154.555.1901616601731-0.690161660173113
2256.567.6187392629686-11.1187392629686
2364.569.5886706851347-5.08867068513466
2464.569.7256079943293-5.2256079943293
257370.12523720084922.87476279915081
267270.08048834028381.91951165971621
276970.3108749283438-1.31087492834377
286469.7052022094776-5.70520220947756
2978.570.3924828479398.10751715206103
305364.6925104210285-11.6925104210285
317570.15723080733524.84276919266484
3268.568.33374284743580.1662571525642
337070.0944770634156-0.0944770634155886
3470.570.5911056964948-0.091105696494775
357670.46319361662845.53680638337155
3675.570.62841605271154.87158394728853
3774.570.49326021967474.00673978032528
386568.911890926253-3.91189092625304


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.5743438940233960.8513122119532090.425656105976604
80.6911249682156910.6177500635686170.308875031784309
90.8349698495308910.3300603009382180.165030150469109
100.7813340686085430.4373318627829140.218665931391457
110.9523188611319860.09536227773602770.0476811388680139
120.9502122236283970.09957555274320520.0497877763716026
130.9195221431809950.1609557136380110.0804778568190053
140.964774685296580.07045062940684010.0352253147034201
150.9856340322958020.02873193540839550.0143659677041978
160.9847336380881330.03053272382373480.0152663619118674
170.9756994264388420.04860114712231680.0243005735611584
180.9609141524891790.07817169502164130.0390858475108207
190.9502940318721430.09941193625571480.0497059681278574
200.9487146971994110.1025706056011770.0512853028005886
210.9872083207969710.02558335840605740.0127916792030287
220.9953071176018010.009385764796398130.00469288239819906
230.9899222596778550.02015548064429020.0100777403221451
240.9855091531954060.02898169360918760.0144908468045938
250.9757075695636710.04858486087265810.0242924304363291
260.9593348620822820.08133027583543540.0406651379177177
270.9309093515843060.1381812968313870.0690906484156937
280.9714724001548270.05705519969034640.0285275998451732
290.9677078735381740.06458425292365170.0322921264618259
300.9546138694895620.09077226102087680.0453861305104384
310.9805436393271770.03891272134564510.0194563606728226


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level10.04NOK
5% type I error level90.36NOK
10% type I error level180.72NOK