Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 17385.6432597228 + 678.114702068308X1[t] + 521.594871788755X2[t] + 0.154599843473491X3[t] + 0.652151542992902X4[t] + 378.78033332735X5[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)17385.64325972287195.6626552.41610.0168270.008413
X1678.114702068308191.8122673.53530.0005350.000267
X2521.594871788755148.2078173.51930.0005650.000283
X30.1545998434734910.1307421.18250.2387910.119395
X40.6521515429929021254.095175e-040.9995860.499793
X5378.780333327351280.6973750.29580.7678010.3839


Multiple Linear Regression - Regression Statistics
Multiple R0.817528267403602
R-squared0.668352468003935
Adjusted R-squared0.657857292940768
F-TEST (value)63.6818789568889
F-TEST (DF numerator)5
F-TEST (DF denominator)158
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation37291.0726460133
Sum Squared Residuals219718607656.258


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1293403190517.633323432102885.366676568
2277108138577.120172294138530.879827706
3264020155120.074191502108899.925808498
4260646173766.36326353586879.636736465
5246100184188.56036631261911.4396336878
6244051180850.12905679363200.8709432066
7241329130398.350038153110930.649961847
8234730233687.0541531081042.9458468925
9234509222268.01143390812240.9885660923
10233482149258.23340141384223.7665985869
11233406188081.28081248645324.7191875136
12228548216867.09681356211680.9031864376
13223914187301.09118880236612.9088111982
14223696179305.69613382144390.3038661787
15223004185359.98057277337644.0194272273
16213765169474.27646917444290.7235308258
17210554175680.90932690734873.0906730933
18202204120080.25100279982123.7489972006
19199512138645.77508967960866.2249103208
20195304177677.63198260217626.3680173982
21191467159749.59518934131717.4048106589
22191381209568.778614705-18187.7786147047
23191276206383.335278695-15107.3352786947
24190410175822.93167412614587.0683258745
25188967160343.02343233928623.9765676615
26188780176549.06775408812230.9322459122
27185139203878.72305994-18739.7230599402
28185039166278.4355039818760.56449602
29184217127134.02626246257082.9737375383
30181853174376.4885468247476.51145317573
31181379193194.806187644-11815.8061876436
32181344178764.7132114022579.28678859827
33179562169087.74980054710474.2501994531
34178863158309.85715066520553.1428493354
35178140143263.34411169634876.6558883036
36176789205396.025277216-28607.0252772158
37176460164152.86537637912307.1346236213
38175877168547.9430345977329.05696540335
39175568181212.36687506-5644.36687506036
40174107133953.02516513440153.9748348665
41173587148415.57465549425171.4253445059
4217326097321.874439910375938.1255600897
43172684189237.103458152-16553.1034581517
44167845199791.857787482-31946.8577874824
45167131128497.66741374238633.3325862581
46167105112274.00785865854830.9921413422
47166790105560.16459861229.8354019999
48164767141657.21592438523109.7840756145
49162810131437.1924001931372.8075998102
50162336210993.94209538-48657.9420953801
51161678140703.67848397420974.3215160259
52158980176140.481337011-17160.4813370106
53157250178636.741811273-21386.7418112727
54156833148737.2224324748095.77756752643
55155383159633.068921583-4250.06892158314
56154991150755.4578189314235.54218106929
57154730162942.478557917-8212.4785579172
58151503169634.165364432-18131.1653644318
59146455160271.198730612-13816.198730612
60143937183189.144015959-39252.1440159588
61142339176460.185849378-34121.1858493777
62142146201023.571069498-58877.5710694975
63142141149625.906942531-7484.90694253119
64142069148003.581866384-5934.58186638406
65141933163041.843942967-21108.8439429673
66139350154835.845318744-15485.8453187441
67139144132876.3570503946267.64294960609
68137793143520.030264147-5727.03026414713
69136911177248.718755703-40337.7187557028
70136548182486.566272617-45938.5662726175
71135171145570.141821956-10399.1418219562
72134043119127.47981247514915.5201875253
7313187698585.946216087333290.0537839127
74131122125370.2214308985751.77856910196
75130539115177.74731755515361.2526824453
76130533143567.668070204-13034.6680702043
77130232178194.598030445-47962.5980304446
78129100118856.33869132510243.6613086749
79128655158069.599673939-29414.599673939
80128066107838.00111968520227.9988803149
81127619101279.61071347726339.3892865233
82127324163431.008915056-36107.008915056
83126683166408.610211747-39725.6102117469
84126681130372.416719424-3691.41671942442
85125971115104.77912545510866.2208745446
86125366106785.28465327718580.715346723
87122433133509.666254365-11076.6662543646
88121135110195.85596499510939.1440350052
89119291148933.782464773-29642.7824647729
90118958118551.718694385406.281305614859
91118807132800.370592956-13993.3705929558
92118372149758.809967405-31386.8099674054
9311690090653.539484178226246.4605158218
94116775134824.96156418-18049.9615641801
95115199143464.275454572-28265.2754545718
96114928127504.320903121-12576.3209031212
97114397139523.290368863-25126.2903688629
98113337111558.9789433771778.02105662257
99111664128615.71677656-16951.7167765603
100108715114925.573061584-6210.57306158402
101107342152049.105060205-44707.1050602052
102107335113661.47700163-6326.4770016297
103106539113138.198845775-6599.19884577526
104105615142042.559963417-36427.5599634175
105105410143381.808221407-37971.8082214068
106105324104525.003924231798.996075769131
10710301271450.237075304231561.7629246958
108102531111528.443514714-8997.44351471426
109101324175446.582656003-74122.5826560033
11010088584791.696432701616093.3035672984
111100672107814.870460345-7142.87046034467
11299946191532.609056348-91586.6090563484
1139976878629.430836560221138.5691634397
1149924693682.93077020235563.06922979772
11598599100923.754070365-2324.7540703652
1169803077295.580673526120734.4193264739
11794763166621.453273283-71858.4532732834
11893340107531.826058672-14191.8260586718
1199312574375.104053026618749.8959469734
12091185119142.374204443-27957.3742044432
12190961115004.203520718-24043.2035207181
1229093892789.7607068541-1851.76070685407
12389318146615.684301412-57297.6843014125
12488817124627.445544607-35810.4455446067
12584944133764.551704336-48820.5517043364
12684572132407.148905161-47835.1489051615
12784256151018.71418159-66762.7141815895
1288095395457.8138105452-14504.8138105452
1297880078448.0230510404351.976948959625
1307877664192.383073658614583.6169263414
1317581282991.4191824219-7179.41918242189
1327542649160.06158766526265.938412335
1337439885019.730833868-10621.730833868
13474112111316.55522333-37204.5552233298
1357356769067.70415200484499.29584799522
1366947178147.8471609022-8676.84716090215
1376894884779.6083408256-15831.6083408256
1386774678810.8692305104-11064.8692305104
13967507175092.630808902-107585.630808902
1406502976443.8008694542-11414.8008694542
1416432075780.307088894-11460.307088894
1426185763146.2348534351-1289.23485343511
1436149986902.6057849317-25403.6057849317
1445099966095.2834649052-15096.2834649052
1454666038191.64775393358468.35224606651
1464328784939.1410917032-41652.1410917032
1473821446616.194985098-8402.19498509803
1483552365666.5438490152-30143.5438490152
1493275034961.9661955954-2211.96619559537
1503141451266.2600434663-19852.2600434663
1512418830037.6214415502-5849.62144155024
1522293829877.3496352933-6939.34963529332
1532105421748.0148736473-694.01487364726
1541754721217.2791869658-3670.2791869658
1551468822926.4193495886-8238.4193495886
156719924663.2032260934-17464.2032260934
15796917385.6432597228-16416.6432597228
15845517385.6432597228-16930.6432597228
15920317385.6432597228-17182.6432597228
1609817385.6432597228-17287.6432597228
161017385.6432597228-17385.6432597228
162017385.6432597228-17385.6432597228
163017385.6432597228-17385.6432597228
164017385.6432597228-17385.6432597228


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.2822556038400240.5645112076800480.717744396159976
100.2245090514452190.4490181028904380.775490948554781
110.1500563665592250.300112733118450.849943633440775
120.1777831742225650.355566348445130.822216825777435
130.2113001849743550.4226003699487090.788699815025645
140.2122010960060750.424402192012150.787798903993925
150.1674944861160670.3349889722321340.832505513883933
160.1519214490685020.3038428981370030.848078550931498
170.1968766156704550.393753231340910.803123384329545
180.3012546749989530.6025093499979070.698745325001047
190.4650174090084050.930034818016810.534982590991595
200.4770562196049660.9541124392099310.522943780395034
210.5255796042175890.9488407915648210.474420395782411
220.508415764244180.983168471511640.49158423575582
230.516838007045640.9663239859087190.48316199295436
240.6232368930432640.7535262139134710.376763106956736
250.6813816663847310.6372366672305380.318618333615269
260.773334500388540.453330999222920.22666549961146
270.8191380376545050.361723924690990.180861962345495
280.8404287243965120.3191425512069750.159571275603488
290.8937431735524060.2125136528951880.106256826447594
300.9238845107524730.1522309784950540.076115489247527
310.9300278064220780.1399443871558440.0699721935779218
320.9256886092963840.1486227814072320.0743113907036161
330.9227173447096090.1545653105807810.0772826552903907
340.9284178500554150.143164299889170.0715821499445848
350.9356814365591880.1286371268816230.0643185634408117
360.9533776932128570.0932446135742850.0466223067871425
370.9510690906013460.09786181879730870.0489309093986544
380.9496070707713830.1007858584572340.0503929292286169
390.9501066414319640.09978671713607150.0498933585680357
400.9634588670522330.07308226589553430.0365411329477671
410.9688364519686290.06232709606274140.0311635480313707
420.9844211948364920.03115761032701680.0155788051635084
430.9855018208726220.02899635825475670.0144981791273783
440.9876037710314080.02479245793718490.0123962289685925
450.9910839479321680.01783210413566460.00891605206783231
460.9969882973586550.006023405282690230.00301170264134511
470.9988442191825440.002311561634912820.00115578081745641
480.9991729303390970.001654139321804950.000827069660902476
490.9994851061334140.001029787733172350.000514893866586173
500.9996709916271610.0006580167456783490.000329008372839175
510.9998294040382970.0003411919234062850.000170595961703143
520.9998583023708050.0002833952583908190.00014169762919541
530.9998540268141550.0002919463716897390.000145973185844869
540.9998754147630190.0002491704739626690.000124585236981334
550.9998806106853630.0002387786292730870.000119389314636544
560.9998746658612780.0002506682774436490.000125334138721825
570.9998815108566150.0002369782867689870.000118489143384494
580.9998834008633680.0002331982732631980.000116599136631599
590.9998855072477880.0002289855044245620.000114492752212281
600.9999079949153440.0001840101693119399.20050846559695e-05
610.9999356588123910.0001286823752178046.43411876089018e-05
620.9999713885265445.72229469119681e-052.8611473455984e-05
630.9999807179512313.85640975375307e-051.92820487687654e-05
640.9999806185412023.87629175960712e-051.93814587980356e-05
650.999979886925594.02261488190901e-052.0113074409545e-05
660.9999828480068123.43039863766195e-051.71519931883098e-05
670.9999837565316613.24869366782951e-051.62434683391475e-05
680.9999839323522423.21352955158364e-051.60676477579182e-05
690.9999883614402172.32771195652501e-051.1638559782625e-05
700.999990568486371.88630272601287e-059.43151363006437e-06
710.9999915430296131.69139407739564e-058.45697038697819e-06
720.9999947133404021.05733191949898e-055.28665959749491e-06
730.9999971042091935.79158161319775e-062.89579080659888e-06
740.9999969673797666.06524046787886e-063.03262023393943e-06
750.9999978264146814.34717063693265e-062.17358531846633e-06
760.9999978089799974.38204000659127e-062.19102000329563e-06
770.9999978646833964.27063320871907e-062.13531660435953e-06
780.999997615799254.76840150021233e-062.38420075010616e-06
790.9999973563362715.28732745898612e-062.64366372949306e-06
800.9999974821648235.03567035400809e-062.51783517700404e-06
810.999998721626342.55674732072268e-061.27837366036134e-06
820.9999984825843473.03483130519549e-061.51741565259775e-06
830.9999982787077573.44258448531192e-061.72129224265596e-06
840.9999981678132933.66437341370931e-061.83218670685465e-06
850.9999984660704573.06785908656244e-061.53392954328122e-06
860.999999237642811.52471438046897e-067.62357190234487e-07
870.9999990390775071.92184498586678e-069.6092249293339e-07
880.9999991803406641.63931867180816e-068.19659335904079e-07
890.9999989831208432.03375831335372e-061.01687915667686e-06
900.9999990385677941.92286441239839e-069.61432206199193e-07
910.9999987941216232.41175675427554e-061.20587837713777e-06
920.9999982626494483.47470110331928e-061.73735055165964e-06
930.9999990778060161.84438796716047e-069.22193983580236e-07
940.9999985799553682.84008926370289e-061.42004463185145e-06
950.9999983696053893.26078922207897e-061.63039461103949e-06
960.9999973335898465.33282030783704e-062.66641015391852e-06
970.9999964849462227.0301075557984e-063.5150537778992e-06
980.9999974190653745.1618692529237e-062.58093462646185e-06
990.9999960159570667.96808586724655e-063.98404293362327e-06
1000.9999959799783738.04004325466307e-064.02002162733153e-06
1010.9999953932794589.2134410842291e-064.60672054211455e-06
1020.9999944212708451.11574583097804e-055.57872915489018e-06
1030.9999933464024551.33071950903121e-056.65359754515605e-06
1040.9999949560116771.00879766458294e-055.0439883229147e-06
1050.9999931857057561.36285884884679e-056.81429424423395e-06
1060.9999924656393591.50687212814154e-057.53436064070772e-06
1070.9999968691920856.26161582979672e-063.13080791489836e-06
1080.9999958130038458.37399231042033e-064.18699615521016e-06
1090.9999976288420654.74231587075463e-062.37115793537732e-06
1100.9999988188741442.36225171175409e-061.18112585587704e-06
1110.9999983806799423.23864011684925e-061.61932005842462e-06
1120.9999998326329693.34734061530897e-071.67367030765449e-07
1130.9999999306398541.38720291496356e-076.93601457481779e-08
1140.9999999099276741.80144652728098e-079.0072326364049e-08
1150.9999998613079822.77384035791774e-071.38692017895887e-07
1160.9999999726605555.46788893609537e-082.73394446804768e-08
1170.9999999789810534.20378930829001e-082.10189465414501e-08
1180.9999999720049475.59901062500643e-082.79950531250322e-08
1190.999999988558372.28832604180191e-081.14416302090096e-08
1200.9999999812233233.75533538998777e-081.87766769499388e-08
1210.9999999713669185.72661638232705e-082.86330819116352e-08
1220.9999999696868956.06262095089076e-083.03131047544538e-08
1230.9999999554049648.91900719974386e-084.45950359987193e-08
1240.9999999322429311.35514138471429e-076.77570692357146e-08
1250.9999999013488851.97302229537398e-079.8651114768699e-08
1260.9999998434696253.13060749299664e-071.56530374649832e-07
1270.9999998330846463.33830707829234e-071.66915353914617e-07
1280.999999638594247.22811520838863e-073.61405760419432e-07
1290.9999996807932226.38413556064731e-073.19206778032365e-07
1300.9999999152584031.69483194537074e-078.4741597268537e-08
1310.9999999184437141.63112571130569e-078.15562855652845e-08
1320.9999998365247473.26950505395306e-071.63475252697653e-07
1330.9999998810096232.37980753986128e-071.18990376993064e-07
1340.999999773764724.52470559257319e-072.26235279628659e-07
1350.9999999922712161.54575685574378e-087.72878427871888e-09
1360.9999999756735194.86529625162204e-082.43264812581102e-08
1370.9999999218577761.56284448318227e-077.81422241591136e-08
1380.9999997772227584.45554482996768e-072.22777241498384e-07
1390.999999999692926.14159976365612e-103.07079988182806e-10
1400.9999999991963981.60720400596911e-098.03602002984554e-10
1410.9999999975777574.84448612868632e-092.42224306434316e-09
1420.9999999884356142.31287710835391e-081.15643855417695e-08
1430.9999999888016592.23966825300232e-081.11983412650116e-08
1440.9999999898138092.03723826428196e-081.01861913214098e-08
1450.9999999975604974.87900695571395e-092.43950347785697e-09
1460.9999999846003333.07993345212315e-081.53996672606158e-08
1470.9999999008077871.98384425041843e-079.91922125209214e-08
1480.9999997338240175.32351967027103e-072.66175983513552e-07
1490.9999987990589462.40188210861775e-061.20094105430887e-06
1500.9999996678927566.64214488105477e-073.32107244052738e-07
1510.999999802120853.95758300086159e-071.97879150043079e-07
1520.9999999999961957.61082842411565e-123.80541421205782e-12
1530.9999999995892458.21509824288003e-104.10754912144002e-10
1540.9999999593253238.13493530425685e-084.06746765212842e-08
1550.9999963656921097.26861578249555e-063.63430789124777e-06


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1100.748299319727891NOK
5% type I error level1140.775510204081633NOK
10% type I error level1190.80952380952381NOK