Multiple Linear Regression - Estimated Regression Equation
G[t] = + 1.48601458299977 -0.00258388724390901I1[t] + 0.0428607603342156I2[t] -0.0150765680836861I3[t] -0.0118362110423281E1[t] -0.0135081669900305E2[t] + 0.000765601244283087E3[t] -0.016760125297127`A\r\r`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.486014582999770.3991133.72330.0002750.000138
I1-0.002583887243909010.015544-0.16620.868190.434095
I20.04286076033421560.0133993.19870.0016760.000838
I3-0.01507656808368610.010482-1.43830.1523820.076191
E1-0.01183621104232810.015046-0.78660.4326990.21635
E2-0.01350816699003050.011518-1.17280.2426930.121346
E30.0007656012442830870.0118530.06460.9485820.474291
`A\r\r`-0.0167601252971270.016588-1.01040.3138860.156943


Multiple Linear Regression - Regression Statistics
Multiple R0.323963077424294
R-squared0.104952075534219
Adjusted R-squared0.064268078967593
F-TEST (value)2.57968942068767
F-TEST (DF numerator)7
F-TEST (DF denominator)154
p-value0.0152819344889854
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.483795977813726
Sum Squared Residuals36.0450164149059


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
111.4509981865452-0.450998186545205
211.32852410206451-0.328524102064514
311.39110457056038-0.391104570560383
421.404173058576560.595826941423436
511.32955748146885-0.329557481468849
611.37275644832098-0.37275644832098
721.452243300683210.547756699316793
810.9064404765557580.0935595234442419
911.42710253943434-0.42710253943434
1011.33905774344553-0.339057743445529
1121.437534758007060.562465241992944
1221.494803080663930.505196919336072
1311.22414934672114-0.224149346721135
1411.63193413375955-0.631934133759546
1511.49711430080207-0.49711430080207
1621.334909658861860.66509034113814
1711.03276861360438-0.0327686136043802
1821.454317639690630.545682360309374
1921.823715293866410.176284706133594
2011.03867633862445-0.0386763386244454
2121.679494037601980.320505962398016
2211.08406044728432-0.0840604472843152
2311.11497033169582-0.11497033169582
2421.306643137307980.693356862692021
2511.19473817485057-0.194738174850569
2611.54102304699774-0.541023046997738
2711.54102304699774-0.541023046997738
2811.35612590359534-0.356125903595342
2921.633895700169390.36610429983061
3011.36907132063953-0.369071320639534
3121.560579689943260.439420310056742
3211.38035461673846-0.38035461673846
3311.1222528041717-0.1222528041717
3421.317612908567510.682387091432487
3521.260560019593430.739439980406568
3621.400744790771170.599255209228825
3711.19275706496131-0.192757064961307
3821.304708669494540.695291330505464
3921.495917543020990.504082456979011
4011.60591294904836-0.605912949048364
4111.3396479003288-0.339647900328801
4211.52999547263598-0.529995472635984
4311.55659662389062-0.556596623890619
4421.615447205933070.384552794066929
4521.724707689782640.275292310217362
4611.0962374840402-0.0962374840402035
4721.328979661454890.671020338545107
4821.193239769922120.806760230077875
4911.27974601175575-0.279746011755746
5021.21138449122960.788615508770395
5111.27119247120833-0.271192471208325
5211.20004643845633-0.20004643845633
5311.33567777153441-0.335677771534408
5411.21762705537703-0.21762705537703
5521.435388289848670.564611710151326
5611.53416298837932-0.534162988379315
5711.43242405142504-0.432424051425038
5811.46818284874642-0.468182848746419
5921.654679178303470.345320821696534
6021.584112455093440.415887544906557
6111.54052646480705-0.540526464807046
6211.37036290349536-0.370362903495361
6311.75440932172981-0.754409321729811
6421.654025858830390.345974141169607
6511.21652645983448-0.216526459834485
6621.529769489018680.470230510981316
6721.400370508462090.599629491537907
6821.469526923722940.530473076277056
6911.31597974161949-0.315979741619486
7011.16002743533682-0.160027435336819
7111.45456213629605-0.454562136296046
7221.48494019354030.515059806459699
7321.415882076126240.584117923873761
7411.1748074837467-0.174807483746696
7511.40996242739277-0.409962427392769
7611.28884094675058-0.288840946750578
7711.32769349177297-0.327693491772967
7821.436866498651630.563133501348368
7921.371735178235690.628264821764309
8021.437407238166140.562592761833855
8121.715053894671130.284946105328873
8211.22632834512425-0.226328345124246
8301.57758688214467-1.57758688214467
8411.46735100414852-0.46735100414852
8521.353914189165980.64608581083402
8621.562922400148350.437077599851651
8711.3719408527201-0.3719408527201
8811.07772549855297-0.0777254985529682
8911.07913640933215-0.0791364093321479
9011.49201011134702-0.492010111347017
9111.59964227550729-0.599642275507293
9221.578742933461820.421257066538182
9311.22863520265587-0.228635202655869
9411.28275636685601-0.282756366856009
9511.38684447765759-0.386844477657594
9611.40687475115021-0.406874751150212
9721.44474543838380.555254561616195
9811.37752553326902-0.377525533269024
9921.334906837885970.66509316211403
10021.495989221460650.504010778539346
10111.2646335286138-0.2646335286138
10221.797448109525150.202551890474853
10311.23331747812752-0.233317478127522
10411.45974440258605-0.459744402586052
10521.499762290719470.500237709280532
10611.35502558198141-0.355025581981407
10721.217940532667080.782059467332925
10811.23853450056633-0.238534500566332
10911.18580887823287-0.185808878232867
11011.58268145390807-0.582681453908074
11111.3341970309831-0.334197030983102
11211.44765355184747-0.447653551847467
11311.42896610184666-0.428966101846661
11411.5244303159895-0.524430315989503
11511.35931238055372-0.359312380553722
11621.323081019959450.676918980040553
11711.23959515133649-0.239595151336488
11811.25661445526859-0.25661445526859
11921.712349926021280.287650073978717
12011.24121114415104-0.241211144151039
12111.1628865809575-0.1628865809575
12211.45104076433994-0.451040764339941
12311.33307607637243-0.333076076372426
12411.34304821163201-0.343048211632012
12511.72053486178771-0.720534861787714
12621.411949637351880.588050362648121
12711.4018879222193-0.401887922219296
12811.20611782569483-0.206117825694833
12921.443091395898210.556908604101793
13021.548307416127990.451692583872006
13111.45329503706355-0.453295037063547
13221.383791654795790.616208345204207
13321.22092345870690.779076541293096
13421.352633649462520.647366350537477
13521.42016162406630.579838375933701
13611.24724445398301-0.247244453983006
13711.33714574532333-0.337145745323332
13821.381162049371880.61883795062812
13921.430867007408490.569132992591512
14011.28211055165342-0.282110551653423
14111.21413041262276-0.214130412622764
14211.2028004982823-0.2028004982823
14311.4104583799744-0.410458379974403
14421.279114888620620.720885111379381
14511.37161398377879-0.371613983778791
14611.49320619228305-0.493206192283053
14721.280802593691560.719197406308441
14821.541686534447990.458313465552006
14921.435920744213330.564079255786667
15021.348438441558210.651561558441793
15111.48424177034748-0.484241770347477
15211.33402689887368-0.334026898873685
15311.38429403048291-0.384294030482907
15421.383279124808660.616720875191342
15521.46119583861390.538804161386099
15621.37390281956170.626097180438304
15711.16205670872451-0.162056708724509
15811.05058897092369-0.0505889709236913
15911.22863520265587-0.228635202655869
16011.2757805716418-0.275780571641796
16121.488168801320790.511831198679214
16211.44341429523635-0.44341429523635


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.6597400665186730.6805198669626540.340259933481327
120.6957171905973030.6085656188053950.304282809402697
130.5817418276970290.8365163446059430.418258172302971
140.5564906449245040.8870187101509920.443509355075496
150.4524202141939170.9048404283878340.547579785806083
160.4679634611770160.9359269223540310.532036538822984
170.4734035709135540.9468071418271090.526596429086446
180.6026480584029350.794703883194130.397351941597065
190.5255847636113720.9488304727772560.474415236388628
200.4793741023398550.9587482046797090.520625897660145
210.438907627635880.8778152552717610.56109237236412
220.3664528311848720.7329056623697450.633547168815128
230.2952750834747580.5905501669495160.704724916525242
240.4239020948533060.8478041897066110.576097905146694
250.3938328094002410.7876656188004820.606167190599759
260.3602300831879030.7204601663758070.639769916812097
270.3147309964568460.6294619929136920.685269003543154
280.2650052166299690.5300104332599380.734994783370031
290.270780675896610.541561351793220.72921932410339
300.2327069363891860.4654138727783710.767293063610815
310.2269641140477130.4539282280954260.773035885952287
320.1904769077384310.3809538154768630.809523092261569
330.1547935301065530.3095870602131060.845206469893447
340.1683362638495040.3366725276990080.831663736150496
350.2157460687021810.4314921374043620.784253931297819
360.2377171375659980.4754342751319960.762282862434002
370.2311286393662580.4622572787325150.768871360633742
380.3305864024185180.6611728048370350.669413597581482
390.334059662941440.668119325882880.66594033705856
400.3839829220473910.7679658440947830.616017077952609
410.3976674618351310.7953349236702610.60233253816487
420.4312428131206910.8624856262413830.568757186879309
430.4713420227233880.9426840454467750.528657977276612
440.4602083748501940.9204167497003880.539791625149806
450.4262806758565580.8525613517131160.573719324143442
460.4119433658857480.8238867317714970.588056634114252
470.4621624614579590.9243249229159180.537837538542041
480.508973692928340.9820526141433210.49102630707166
490.4692470196863440.9384940393726890.530752980313656
500.5172640861304320.9654718277391360.482735913869568
510.4816251110987690.9632502221975370.518374888901231
520.4349551311351720.8699102622703450.565044868864828
530.4154930843089340.8309861686178690.584506915691066
540.3769947688394570.7539895376789140.623005231160543
550.4032517484350.8065034968700010.596748251565
560.4245305600844130.8490611201688270.575469439915587
570.4117039027851330.8234078055702660.588296097214867
580.4059578080992590.8119156161985190.594042191900741
590.3805676994085520.7611353988171040.619432300591448
600.3770787500480620.7541575000961240.622921249951938
610.3993907238992910.7987814477985810.600609276100709
620.3851128507449870.7702257014899740.614887149255013
630.4511441575886960.9022883151773930.548855842411303
640.4277676107142790.8555352214285580.572232389285721
650.3979551315725410.7959102631450820.602044868427459
660.3909283083101610.7818566166203220.609071691689839
670.4256036374334930.8512072748669860.574396362566507
680.4437990573183290.8875981146366580.556200942681671
690.4159376023731040.8318752047462090.584062397626896
700.3761173021307370.7522346042614750.623882697869263
710.3776040497173030.7552080994346050.622395950282697
720.3859120517905650.7718241035811290.614087948209435
730.4175513264121070.8351026528242150.582448673587893
740.3841970112112060.7683940224224120.615802988788794
750.372533756459140.7450675129182810.62746624354086
760.3436117481896730.6872234963793470.656388251810327
770.3178851684394270.6357703368788550.682114831560573
780.3290843971325580.6581687942651160.670915602867442
790.3541238562902440.7082477125804870.645876143709756
800.3647683887816740.7295367775633470.635231611218326
810.3299800910822530.6599601821645060.670019908917747
820.297897524068360.595795048136720.70210247593164
830.699110402368020.6017791952639610.30088959763198
840.6991882831718220.6016234336563560.300811716828178
850.7258187738625670.5483624522748660.274181226137433
860.7215803509559790.5568392980880420.278419649044021
870.7036072840257720.5927854319484560.296392715974228
880.6683129648812970.6633740702374070.331687035118704
890.634509344649110.7309813107017810.36549065535089
900.6298089067445160.7403821865109680.370191093255484
910.6536713369212080.6926573261575840.346328663078792
920.6416800235352150.716639952929570.358319976464785
930.6064143302154740.7871713395690530.393585669784526
940.5862200969789950.8275598060420110.413779903021005
950.5714949100884690.8570101798230610.428505089911531
960.5565754420884480.8868491158231040.443424557911552
970.5769403505455060.8461192989089880.423059649454494
980.564833931043760.8703321379124810.43516606895624
990.5986018762713960.8027962474572070.401398123728604
1000.6053356017856180.7893287964287630.394664398214382
1010.5706354053033140.8587291893933710.429364594696686
1020.528331766141310.943336467717380.47166823385869
1030.4845828668550370.9691657337100740.515417133144963
1040.4835453576835670.9670907153671340.516454642316433
1050.4801564909988670.9603129819977350.519843509001133
1060.4530220159392570.9060440318785140.546977984060743
1070.5455455093258960.9089089813482080.454454490674104
1080.5074969119316720.9850061761366560.492503088068328
1090.4942704392909490.9885408785818980.505729560709051
1100.5301142699338740.9397714601322510.469885730066126
1110.4968300935858070.9936601871716130.503169906414193
1120.472675284164450.9453505683289010.52732471583555
1130.4595801229790050.919160245958010.540419877020995
1140.4729083818424190.9458167636848380.527091618157581
1150.4680362213917330.9360724427834660.531963778608267
1160.4798221214275490.9596442428550980.520177878572451
1170.4318878918397350.8637757836794710.568112108160264
1180.3933710499529590.7867420999059180.606628950047041
1190.3776584427920780.7553168855841550.622341557207922
1200.331537309784940.6630746195698810.66846269021506
1210.2981194689384080.5962389378768160.701880531061592
1220.296361374413280.592722748826560.70363862558672
1230.2662005460688640.5324010921377280.733799453931136
1240.2578329097024070.5156658194048140.742167090297593
1250.2927204128048160.5854408256096320.707279587195184
1260.283435890122580.566871780245160.71656410987742
1270.2910143587966050.5820287175932110.708985641203395
1280.2507697663795380.5015395327590760.749230233620462
1290.2369921585731660.4739843171463320.763007841426834
1300.2091842537064430.4183685074128870.790815746293557
1310.2257616794156370.4515233588312750.774238320584363
1320.2200771115770080.4401542231540160.779922888422992
1330.2849450422807120.5698900845614240.715054957719288
1340.3150265362972350.630053072594470.684973463702765
1350.2878344646010260.5756689292020510.712165535398974
1360.2493886641792550.498777328358510.750611335820745
1370.2382888839680830.4765777679361670.761711116031917
1380.2741620200118320.5483240400236640.725837979988168
1390.2974904720503260.5949809441006530.702509527949674
1400.2611556575503160.5223113151006320.738844342449684
1410.2152788490638670.4305576981277340.784721150936133
1420.1680088504310150.3360177008620290.831991149568985
1430.125022802141690.2500456042833790.87497719785831
1440.2214832602842830.4429665205685660.778516739715717
1450.2028020029197270.4056040058394530.797197997080273
1460.2157752062301020.4315504124602040.784224793769898
1470.3684594207460210.7369188414920430.631540579253979
1480.2872187875636380.5744375751272770.712781212436362
1490.3412184928766230.6824369857532460.658781507123377
1500.2606348410286320.5212696820572640.739365158971368
1510.3108565529015880.6217131058031750.689143447098412


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 level00OK