Multiple Linear Regression - Estimated Regression Equation
A[t] = + 12.4312412414581 -0.392937794274874G[t] -0.186474474433101I1[t] -0.140893493607949I2[t] + 0.197244862232505I3[t] -0.180867965320183E1[t] + 0.0841583084787325E2[t] + 0.000230299478450231E3[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)12.43124124145811.7513547.098100
G-0.3929377942748740.388891-1.01040.3138860.156943
I1-0.1864744744331010.073753-2.52840.0124670.006233
I2-0.1408934936079490.066031-2.13370.0344480.017224
I30.1972448622325050.048564.06197.7e-053.9e-05
E1-0.1808679653201830.071531-2.52850.0124610.006231
E20.08415830847873250.0556071.51350.1322120.066106
E30.0002302994784502310.0573920.0040.9968030.498402


Multiple Linear Regression - Regression Statistics
Multiple R0.488740987843861
R-squared0.238867753198593
Adjusted R-squared0.204270832889438
F-TEST (value)6.90430683032169
F-TEST (DF numerator)7
F-TEST (DF denominator)154
p-value3.81542371918897e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.34253195736101
Sum Squared Residuals845.068219573673


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
145.64937078281695-1.64937078281695
246.1076570603047-2.1076570603047
366.90907987973057-0.909079879730567
485.890762698991122.10923730100888
584.980339148027173.01966085197283
645.36160777807598-1.36160777807598
741.917295569810912.08270443018909
887.162694043465940.837305956534062
954.680367784028270.319632215971729
1045.80318042144026-1.80318042144026
1145.54011646152177-1.54011646152177
1243.842714818655420.157285181344578
1345.7249489308893-1.7249489308893
1442.189970638273641.81002936172636
1545.31707136809772-1.31707136809772
1685.032175338772042.96782466122796
1747.77929109502624-3.77929109502624
1844.80219681399275-0.802196813992754
1942.128977141928821.87102285807118
2086.482621975206811.51737802479319
2145.34185563816665-1.34185563816665
2277.4420060835883-0.442006083588299
2348.7776771328529-4.7776771328529
2444.03825545489859-0.038255454898586
2556.30471403847107-1.30471403847107
2645.21122079154122-1.21122079154122
2745.21122079154122-1.21122079154122
2845.27559654898969-1.27559654898969
2946.88064470336699-2.88064470336699
3045.6307333065324-1.6307333065324
3144.96107770062367-0.961077700623668
3246.22424885379322-2.22424885379322
33158.298093465262856.70190653473715
34106.751405789429033.24859421057097
3545.84551894418978-1.84551894418978
3685.170950645792862.82904935420714
3746.32219791472031-2.32219791472031
3845.39403252204171-1.39403252204171
3944.51128693569665-0.511286935696648
4044.61034118815589-0.610341188155885
4176.034434927970770.965565072029229
4244.51731834751689-0.517318347516891
4365.902885555114460.097114444885541
4454.386168386354460.613831613645544
4543.615103220659190.38489677934081
46167.228685601180248.77131439881976
4755.59496157913415-0.594961579134152
48125.313595426692236.68640457330777
4966.19161631259788-0.191616312597884
5097.630025679574371.36997432042563
5197.068745346797261.93125465320274
5246.64627977038565-2.64627977038565
5355.94677820605522-0.946778206055219
5446.66620477697128-2.66620477697128
5545.68333717816486-1.68333717816486
5655.62940718761033-0.629407187610327
5745.740436942163-1.740436942163
5843.802219664959250.197780335040754
5945.17619672173534-1.17619672173534
6057.9893288599023-2.9893288599023
6145.4162051820311-1.4162051820311
6266.89293223097518-0.892932230975183
6345.00217220865149-1.00217220865149
6444.03564649504393-0.0356464950439343
65187.6430738608017810.3569261391982
6643.405901085091090.594098914908907
6766.2069065367913-0.2069065367913
6845.35985144006529-1.35985144006529
6946.49402187405554-2.49402187405554
7056.62771907655337-1.62771907655337
7145.31148822465826-1.31148822465826
7244.97465822476706-0.974658224767059
7355.12478360842609-0.124783608426095
74106.69999567207433.3000043279257
7556.19326385719535-1.19326385719535
7688.16184883116246-0.161848831162458
7788.17440017952518-0.174400179525176
7855.10865241828455-0.108652418284548
7945.08224837980468-1.08224837980468
8045.94652747438317-1.94652747438317
8142.375805227491421.62419477250858
8256.61867188671702-1.61867188671702
8345.44073909637511-1.44073909637511
8445.19273267520577-1.19273267520577
8586.971974520353551.02802547964645
8645.52351819407195-1.52351819407195
8755.05609775847545-0.0560977584754542
88147.598950360099796.40104963990021
8986.119267658610261.88073234138974
9085.889318794546132.11068120545387
9147.81449282103298-3.81449282103298
9244.15515745406483-0.155157454064827
9365.66476087148260.335239128517396
9445.9463953929938-1.9463953929938
9576.304652651085040.695347348914957
9675.577142910306731.42285708969327
9744.66377615260921-0.66377615260921
9866.58275538333663-0.582755383336628
9945.82719065247898-1.82719065247898
10074.892654602445272.10734539755473
10145.77873737985728-1.77873737985728
10243.270736362103260.729263637896736
10386.692758583451141.30724141654886
10445.94659449705762-1.94659449705762
10545.67946241779188-1.67946241779188
106107.118030623542722.88196937645728
10786.837365111653171.16263488834683
10866.44318800865075-0.443188008650748
10944.69852352120012-0.698523521200122
11045.60440029318911-1.60440029318911
11144.00522563453926-0.00522563453926331
11254.858867192109390.141132807890611
11346.68459767557166-2.68459767557166
11466.30147453423697-0.301474534236969
11545.18293583311667-1.18293583311667
11656.01369423767508-1.01369423767508
11777.64761944843661-0.647619448436615
11885.92620517097282.0737948290272
11954.521602079238530.478397920761469
12087.788357292488460.21164270751154
121107.542170687132752.45782931286725
12286.851376954084961.14862304591504
12355.83751139565713-0.837511395657129
124128.492106841746763.50789315825324
12541.945091197527052.05490880247295
12654.709785467994360.290214532005645
12746.50849760909676-2.50849760909676
12865.380543359471970.619456640528033
12946.88437447982988-2.88437447982988
13045.34651918393082-1.34651918393082
13177.23919554540807-0.23919554540807
13276.320192146730620.679807853269378
133106.96651365064743.0334863493526
13445.7780276973451-1.7780276973451
13555.90823546322533-0.908235463225328
13685.631146233800062.36885376619994
137115.274726206616535.72527379338347
13876.105748286476180.894251713523819
13944.93251897598685-0.93251897598685
14086.65716238888561.3428376111144
14166.32046141210795-0.32046141210795
14276.421230100828860.57876989917114
14357.63306435747891-2.63306435747891
14446.1598950360847-2.1598950360847
14585.280997094857442.71900290514256
14645.96926769009232-1.96926769009232
14785.595902878108312.40409712189169
14863.672189957896162.32781004210384
14945.71957611066389-1.71957611066389
15096.16969506202522.8303049379748
15155.43820186281877-0.438201862818769
15265.18711081890490.812889181095099
15345.35097868386187-1.35097868386187
15443.764458911109490.235541088890508
15543.934557539951780.0654424600482176
15656.50403806128744-1.50403806128744
15767.39642248142063-1.39642248142063
158168.79787422905017.2021257709499
15965.66476087148260.335239128517396
16066.94827132336726-0.948271323367259
16146.55241328235163-2.55241328235163
16246.85921275139891-2.85921275139891


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.4979493253003790.9958986506007580.502050674699621
120.4545416332826450.9090832665652890.545458366717355
130.3262006968965270.6524013937930550.673799303103473
140.27387919803890.54775839607780.7261208019611
150.1933766931901240.3867533863802490.806623306809876
160.1753564024915510.3507128049831020.824643597508449
170.1424092205040290.2848184410080570.857590779495971
180.09806031206867940.1961206241373590.901939687931321
190.0650166608621810.1300333217243620.934983339137819
200.07475968916007960.1495193783201590.92524031083992
210.07463843368165430.1492768673633090.925361566318346
220.05247769682284140.1049553936456830.947522303177159
230.04332555401611890.08665110803223780.956674445983881
240.03029234136197380.06058468272394770.969707658638026
250.01900211361759510.03800422723519020.980997886382405
260.01670483446115060.03340966892230120.983295165538849
270.01163939931930430.02327879863860870.988360600680696
280.01141216896920790.02282433793841590.988587831030792
290.01619899205885840.03239798411771680.983801007941142
300.0123081441070540.0246162882141080.987691855892946
310.007901864496435640.01580372899287130.992098135503564
320.005557103469776130.01111420693955230.994442896530224
330.3341557511764140.6683115023528280.665844248823586
340.4387607862366990.8775215724733980.561239213763301
350.4473530991410320.8947061982820640.552646900858968
360.4289172812090680.8578345624181350.571082718790932
370.3895994893392140.7791989786784280.610400510660786
380.3778395785642110.7556791571284220.622160421435789
390.3273995099392570.6547990198785130.672600490060744
400.2773431484211260.5546862968422520.722656851578874
410.2960339134146310.5920678268292630.703966086585369
420.2512786255732470.5025572511464940.748721374426753
430.2175040715128540.4350081430257090.782495928487146
440.1805580668726530.3611161337453060.819441933127347
450.1516103525772430.3032207051544860.848389647422757
460.8522914245663610.2954171508672780.147708575433639
470.8265520462393310.3468959075213390.173447953760669
480.9536343003148250.09273139937035020.0463656996851751
490.9404901371652910.1190197256694180.0595098628347091
500.9311912906999040.1376174186001920.0688087093000961
510.9291102068130670.1417795863738660.070889793186933
520.9305109328086490.1389781343827020.0694890671913512
530.914135942231190.171728115537620.0858640577688099
540.9199905519528450.160018896094310.080009448047155
550.9132238012142450.173552397571510.086776198785755
560.8930952690306490.2138094619387030.106904730969351
570.8805584817679440.2388830364641120.119441518232056
580.854506499968270.2909870000634590.14549350003173
590.8315281926110740.3369436147778520.168471807388926
600.8440752951905730.3118494096188550.155924704809427
610.8220308246361040.3559383507277920.177969175363896
620.7918157184085010.4163685631829980.208184281591499
630.7614991841020390.4770016317959220.238500815897961
640.7269329753446630.5461340493106730.273067024655337
650.9971655317387680.005668936522463190.00283446826123159
660.9960272973906360.007945405218728160.00397270260936408
670.9944152725847050.01116945483059020.00558472741529512
680.993072153161390.01385569367721930.00692784683860967
690.9932923593149560.01341528137008760.00670764068504378
700.9921791240310170.01564175193796580.00782087596898289
710.990458845646620.01908230870676080.00954115435338041
720.9877717456229780.02445650875404480.0122282543770224
730.9835934953874850.03281300922502920.0164065046125146
740.9882565548559080.02348689028818490.0117434451440924
750.9854674613999910.02906507720001840.0145325386000092
760.9805510011031980.0388979977936040.019448998896802
770.9742885597683520.05142288046329560.0257114402316478
780.9665467275766040.06690654484679270.0334532724233963
790.9599907015825160.0800185968349690.0400092984174845
800.9569043668031290.08619126639374130.0430956331968707
810.9566783630629230.08664327387415360.0433216369370768
820.9510344018935110.09793119621297880.0489655981064894
830.9435093531290930.1129812937418140.0564906468709072
840.9324327392525590.1351345214948820.0675672607474408
850.9193105437662240.1613789124675530.0806894562337764
860.909440759580340.181118480839320.09055924041966
870.8910236537923030.2179526924153940.108976346207697
880.9778827390461980.04423452190760380.0221172609538019
890.9737799710310220.05244005793795530.0262200289689777
900.9709030319703780.05819393605924420.0290969680296221
910.9784165051141660.04316698977166840.0215834948858342
920.9716053550547590.05678928989048130.0283946449452406
930.9631071604872880.07378567902542480.0368928395127124
940.9601786951963070.0796426096073860.039821304803693
950.9498214656838070.1003570686323860.0501785343161928
960.9401417399031150.1197165201937710.0598582600968854
970.9251488291602980.1497023416794040.0748511708397021
980.9077448679078020.1845102641843960.0922551320921982
990.8978687898783990.2042624202432010.102131210121601
1000.892731188883490.2145376222330190.10726881111651
1010.8852206911367750.229558617726450.114779308863225
1020.8655031076509450.2689937846981110.134496892349055
1030.8439351388893430.3121297222213140.156064861110657
1040.8410217109636850.317956578072630.158978289036315
1050.8236088763174480.3527822473651040.176391123682552
1060.8362754964115780.3274490071768440.163724503588422
1070.8154911047848830.3690177904302340.184508895215117
1080.7808079633190660.4383840733618690.219192036680934
1090.7513185919336570.4973628161326850.248681408066343
1100.7378092204077080.5243815591845830.262190779592292
1110.6961461068801870.6077077862396260.303853893119813
1120.6496292194389840.7007415611220330.350370780561016
1130.6579998569953890.6840002860092210.342000143004611
1140.6120939747497360.7758120505005280.387906025250264
1150.5925446081287160.8149107837425690.407455391871284
1160.5477414438123080.9045171123753840.452258556187692
1170.5090088950256150.9819822099487710.490991104974385
1180.4792653635439010.9585307270878020.520734636456099
1190.4334145684468650.8668291368937290.566585431553135
1200.3826177077380640.7652354154761280.617382292261936
1210.3707383946060050.7414767892120110.629261605393995
1220.3237458072658280.6474916145316550.676254192734172
1230.2881554979846290.5763109959692580.711844502015371
1240.4110135421987880.8220270843975770.588986457801212
1250.3765559641977190.7531119283954380.623444035802281
1260.3220473358856910.6440946717713820.677952664114309
1270.3406280254854690.6812560509709390.659371974514531
1280.2889727059285580.5779454118571160.711027294071442
1290.2894510263296940.5789020526593870.710548973670306
1300.2493860962348370.4987721924696740.750613903765163
1310.2025521336729160.4051042673458330.797447866327084
1320.1620873800865980.3241747601731960.837912619913402
1330.2473817056750270.4947634113500540.752618294324973
1340.207659443909420.4153188878188410.79234055609058
1350.2140256937943580.4280513875887150.785974306205642
1360.2878434724294610.5756869448589220.712156527570539
1370.5325553055459010.9348893889081990.467444694454099
1380.4693964486285440.9387928972570880.530603551371456
1390.5078790553114740.9842418893770510.492120944688525
1400.4318469110518520.8636938221037040.568153088948148
1410.4358789698437770.8717579396875540.564121030156223
1420.3625848845151240.7251697690302490.637415115484876
1430.4920747486033050.984149497206610.507925251396695
1440.4268367204602160.8536734409204320.573163279539784
1450.3585726695990180.7171453391980360.641427330400982
1460.2840621008494070.5681242016988140.715937899150593
1470.2399859109349740.4799718218699480.760014089065026
1480.5712277042891740.8575445914216520.428772295710826
1490.4539633252977610.9079266505955220.546036674702239
1500.6884684528330740.6230630943338530.311531547166926
1510.5713389593370690.8573220813258610.428661040662931


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level20.0141843971631206NOK
5% type I error level220.156028368794326NOK
10% type I error level360.25531914893617NOK