Multiple Linear Regression - Estimated Regression Equation
X3[t] = + 0.0463207948241594 + 0.0358511465297426X1[t] + 0.000533034143459888X2[t] + 0.0221667216849505X4[t] + 0.00330809125935631`X5\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)0.04632079482415940.1254680.36920.7135810.356791
X10.03585114652974260.0250111.43340.1580910.079046
X20.0005330341434598880.0003831.39020.1707360.085368
X40.02216672168495050.0673110.32930.7433190.371659
`X5\r`0.003308091259356310.0011062.99090.0043440.002172


Multiple Linear Regression - Regression Statistics
Multiple R0.632244531880127
R-squared0.399733148092321
Adjusted R-squared0.350731772426388
F-TEST (value)8.15759032598397
F-TEST (DF numerator)4
F-TEST (DF denominator)49
p-value4.00495484393915e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0457822144318972
Sum Squared Residuals0.102704546756123


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
10.440.455327416619878-0.0153274166198784
20.440.4245672088667470.0154327911332533
30.460.4461591702502830.0138408297497173
40.420.4074020030570250.0125979969429747
50.450.499663472022182-0.0496634720221821
60.430.503632558313611-0.073632558313611
70.490.4186279589110420.0713720410889575
80.470.484926116352896-0.0149261163528964
90.440.452681470293091-0.0126814702930909
100.480.4582101664404740.0217898335595261
110.520.5047447400016360.0152552599983636
120.490.471237409967760.0187625900322395
130.370.413328246098718-0.0433282460987178
140.420.4093637329403940.010636267059606
150.440.448988344610538-0.00898834461053772
160.50.509585099354248-0.00958509935424848
170.50.4646756022768550.0353243977231455
180.430.462273923244975-0.0322739232449753
190.370.439347521974564-0.0693475219745642
200.50.4792654602352610.0207345397647391
210.40.460521370921794-0.0605213709217943
220.480.486670437600663-0.00667043760066345
230.480.4380153570727220.0419846429272777
240.430.461326143103703-0.0313261431037032
250.560.524385987427410.0356140125725902
260.440.4355732782203420.00442672177965752
270.490.4353562257977440.0546437742022561
280.40.447229529356249-0.0472295293562486
290.420.4021696095717270.0178303904282726
300.490.50074464437791-0.0107446443779103
310.480.4321474975381170.0478525024618826
320.390.396140991418303-0.00614099141830316
330.440.4130396157678450.0269603842321552
340.480.486670437600663-0.00667043760066345
350.340.419825168750111-0.0798251687501109
360.520.4600753900420930.0599246099579073
370.480.4515370573005420.0284629426994579
380.410.3945485743198490.015451425680151
390.410.438854247412325-0.0288542474123254
400.410.451093109070392-0.0410931090703919
410.450.476843713868098-0.0268437138680978
420.290.395567509968578-0.105567509968578
430.450.4438827147425890.00611728525741147
440.550.4571415331729810.0928584668270194
450.480.501468143094129-0.0214681430941287
460.360.3585651115772020.00143488842279787
470.530.4188293579736270.111170642026373
480.350.401189355616156-0.0511893556161561
490.410.458009998773463-0.0480099987734632
500.430.4085241152457580.0214758847542424
510.60.5118542065059350.0881457934940647
520.480.4639318372928820.0160681627071178
530.460.4400795682045650.0199204317954348
540.440.464180539461351-0.0241805394613514


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.1593834380053640.3187668760107280.840616561994636
90.1880048073002570.3760096146005140.811995192699743
100.1229194049196720.2458388098393440.877080595080328
110.218327017111890.4366540342237790.78167298288811
120.1546535970802630.3093071941605260.845346402919737
130.2858364739370770.5716729478741540.714163526062923
140.1964505292892460.3929010585784910.803549470710754
150.1304811434322890.2609622868645790.869518856567711
160.0976560379523260.1953120759046520.902343962047674
170.09444564857571960.1888912971514390.90555435142428
180.07589635341655270.1517927068331050.924103646583447
190.1657123237486010.3314246474972030.834287676251399
200.1336324570543750.2672649141087510.866367542945625
210.1660912632488120.3321825264976240.833908736751188
220.1175736804263090.2351473608526190.882426319573691
230.1378888115005820.2757776230011640.862111188499418
240.1115187648794650.223037529758930.888481235120535
250.1050970965606220.2101941931212450.894902903439378
260.07047445304168080.1409489060833620.929525546958319
270.09266229831400270.1853245966280050.907337701685997
280.09909209401075340.1981841880215070.900907905989247
290.07643066540469020.152861330809380.92356933459531
300.05424707256271510.108494145125430.945752927437285
310.04941829240154970.09883658480309950.95058170759845
320.03387734217542940.06775468435085880.966122657824571
330.02391849788847630.04783699577695250.976081502111524
340.01412512048286830.02825024096573670.985874879517132
350.05386367956314350.1077273591262870.946136320436856
360.06890905559577370.1378181111915470.931090944404226
370.04955641279167460.09911282558334910.950443587208325
380.03074470920734240.06148941841468480.969255290792658
390.02163144882441890.04326289764883780.978368551175581
400.01694852002704040.03389704005408080.98305147997296
410.01165600212770070.02331200425540130.988343997872299
420.04480187819975690.08960375639951380.955198121800243
430.02712186715207060.05424373430414120.972878132847929
440.08441510351841960.1688302070368390.91558489648158
450.222260677096170.444521354192340.77773932290383
460.7045285823306810.5909428353386380.295471417669319


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level50.128205128205128NOK
10% type I error level110.282051282051282NOK