Multiple Linear Regression - Estimated Regression Equation
X1[t] = + 3.78840611306684 + 0.0115218273554624X2[t] + 1.12253997026526X3[t] -0.0380422350614909X4[t] -0.00819222035276419`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)3.788406113066840.4487548.442100
X20.01152182735546240.0014417.998300
X31.122539970265260.7831261.43340.1580910.079046
X4-0.03804223506149090.377025-0.10090.9200410.46002
`X5\r`-0.008192220352764190.006628-1.2360.2223370.111168


Multiple Linear Regression - Regression Statistics
Multiple R0.84372399458813
R-squared0.71187017904375
Adjusted R-squared0.688349377333036
F-TEST (value)30.265557602974
F-TEST (DF numerator)4
F-TEST (DF denominator)49
p-value1.0609291223318e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.256180564061598
Sum Squared Residuals3.215795588743


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
16.86.773878130225960.0261218697740364
26.36.229969857790250.0700301422097456
36.46.335572516706310.0644274832936906
46.26.23862127673774-0.0386212767377413
56.96.431226183816530.468773816183471
66.46.60936967424624-0.209369674246241
76.36.36450858897931-0.0645085889793082
86.86.86402212568483-0.0640221256848324
96.96.92025506010881-0.0202550601088051
106.76.612831233930680.0871687660693198
116.97.00634436251377-0.106344362513765
126.97.05783709672822-0.157837096728219
136.36.241916991074480.0580830089255168
146.16.29128492295706-0.19128492295706
156.26.160277607457710.0397223925422883
166.86.646195440727980.153804559272017
176.56.396044919285070.103955080714933
187.66.814791054110770.785208945889228
196.36.50038214601071-0.20038214601071
207.17.001886362912760.0981136370872348
216.86.717799309591720.082200690408281
227.37.273374031600290.0266259683997088
236.46.62626471022892-0.226264710228919
246.86.8772269140448-0.0772269140448011
257.26.838129758249470.361870241750534
266.46.339336822429850.0606631775701504
276.66.79884460642695-0.19884460642695
286.86.55758227480550.242417725194502
296.16.24371174095154-0.14371174095154
306.56.82049636258336-0.320496362583363
316.46.330198059274490.0698019407255132
3266.15204598271565-0.152045982715655
3366.38581587114722-0.385815871147223
347.37.273374031600290.0266259683997088
356.16.11203968385084-0.0120396838508399
366.77.03668387018126-0.336683870181263
376.46.60305894684141-0.20305894684141
385.85.96957279939882-0.169572799398816
396.96.852904234607320.0470957653926849
4077.02359602384999-0.0235960238499904
417.36.815748033820760.484251966179236
425.95.775328535448890.124671464551114
436.26.44132058929693-0.241320589296927
446.87.02313715128798-0.223137151287981
4576.851870508715080.148129491284916
465.95.30563835644740.594361643552602
476.16.32728276728836-0.227282767288361
485.76.19608917499678-0.496089174996776
497.17.018884042628180.0811159573718166
505.86.21526227959802-0.415262279598021
517.47.060071705611050.339928294388953
526.86.79797713313810.0020228668619019
536.86.706681671172360.0933183288276435
5476.835436464165230.164563535834768


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.2988355723810410.5976711447620820.701164427618959
90.3109801896613880.6219603793227760.689019810338612
100.1842774093927480.3685548187854960.815722590607252
110.121527816392810.243055632785620.87847218360719
120.07576498921661970.1515299784332390.92423501078338
130.04008912558044230.08017825116088460.959910874419558
140.05039327836148030.1007865567229610.94960672163852
150.02710216775977610.05420433551955230.972897832240224
160.01439757863199570.02879515726399150.985602421368004
170.007126953403333730.01425390680666750.992873046596666
180.5543786201233710.8912427597532590.445621379876629
190.5198531332195580.9602937335608840.480146866780442
200.4340755210029370.8681510420058730.565924478997063
210.3533396665237890.7066793330475770.646660333476211
220.276374237382740.5527484747654810.72362576261726
230.2844439849910860.5688879699821730.715556015008914
240.2229533993903740.4459067987807480.777046600609626
250.2698815912980470.5397631825960940.730118408701953
260.2065777806227360.4131555612454720.793422219377264
270.1976994793043930.3953989586087860.802300520695607
280.1913625254181380.3827250508362770.808637474581862
290.1575710487574610.3151420975149210.842428951242539
300.1682252890659940.3364505781319870.831774710934006
310.1260268204851230.2520536409702450.873973179514877
320.1004678404069220.2009356808138440.899532159593078
330.1422335416540740.2844670833081480.857766458345926
340.0982944128556550.196588825711310.901705587144345
350.06545474987207780.1309094997441560.934545250127922
360.08205810876189440.1641162175237890.917941891238106
370.06107130395591490.122142607911830.938928696044085
380.04509657349237290.09019314698474580.954903426507627
390.02716735574905380.05433471149810770.972832644250946
400.0186865340794360.0373730681588720.981313465920564
410.04617635680558870.09235271361117750.953823643194411
420.02769118012719850.0553823602543970.972308819872801
430.01811253443837680.03622506887675360.981887465561623
440.01611135851018680.03222271702037360.983888641489813
450.02505440003103590.05010880006207170.974945599968964
460.9171700411423460.1656599177153090.0828299588576545


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 level120.307692307692308NOK