Multiple Linear Regression - Estimated Regression Equation
CorrectAnalysis[t] = -0.0387535096537141 + 0.0294290963291622Weeks[t] + 0.0960518562168533`T40:t20`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-0.03875350965371410.071408-0.54270.5881320.294066
Weeks0.02942909632916220.0215551.36530.1741930.087097
`T40:t20`0.09605185621685330.0488211.96740.0509650.025482


Multiple Linear Regression - Regression Statistics
Multiple R0.193016006112974
R-squared0.0372551786158038
Adjusted R-squared0.0245035915776024
F-TEST (value)2.92161112998676
F-TEST (DF numerator)2
F-TEST (DF denominator)151
p-value0.0568977296709904
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.265608247756508
Sum Squared Residuals10.6527089327186


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
100.175014731879788-0.175014731879788
200.0789628756629345-0.0789628756629345
300.0789628756629347-0.0789628756629347
400.0789628756629346-0.0789628756629346
500.0789628756629346-0.0789628756629346
600.0789628756629346-0.0789628756629346
700.0789628756629346-0.0789628756629346
800.175014731879788-0.175014731879788
900.0789628756629346-0.0789628756629346
1000.0789628756629346-0.0789628756629346
1100.175014731879788-0.175014731879788
1200.0789628756629346-0.0789628756629346
1300.0789628756629346-0.0789628756629346
1400.175014731879788-0.175014731879788
1500.0789628756629346-0.0789628756629346
1600.175014731879788-0.175014731879788
1710.1750147318797880.824985268120212
1800.175014731879788-0.175014731879788
1900.0789628756629346-0.0789628756629346
2010.1750147318797880.824985268120212
2100.0789628756629346-0.0789628756629346
2200.0789628756629346-0.0789628756629346
2300.0789628756629346-0.0789628756629346
2400.0789628756629346-0.0789628756629346
2500.175014731879788-0.175014731879788
2600.0789628756629346-0.0789628756629346
2700.0789628756629346-0.0789628756629346
2800.0789628756629346-0.0789628756629346
2900.0789628756629346-0.0789628756629346
3000.0789628756629346-0.0789628756629346
3100.0789628756629346-0.0789628756629346
3200.0789628756629346-0.0789628756629346
3300.0789628756629346-0.0789628756629346
3400.175014731879788-0.175014731879788
3500.0789628756629346-0.0789628756629346
3600.0789628756629346-0.0789628756629346
3700.175014731879788-0.175014731879788
3800.0789628756629346-0.0789628756629346
3900.0789628756629346-0.0789628756629346
4000.175014731879788-0.175014731879788
4110.07896287566293460.921037124337065
4200.0789628756629346-0.0789628756629346
4300.0789628756629346-0.0789628756629346
4400.175014731879788-0.175014731879788
4500.0789628756629346-0.0789628756629346
4600.0789628756629346-0.0789628756629346
4700.0789628756629346-0.0789628756629346
4800.0789628756629346-0.0789628756629346
4900.0789628756629346-0.0789628756629346
5000.0789628756629346-0.0789628756629346
5100.175014731879788-0.175014731879788
5210.1750147318797880.824985268120212
5300.0789628756629346-0.0789628756629346
5410.07896287566293460.921037124337065
5500.0789628756629346-0.0789628756629346
5600.175014731879788-0.175014731879788
5700.0789628756629346-0.0789628756629346
5800.0789628756629346-0.0789628756629346
5900.0789628756629346-0.0789628756629346
6010.1750147318797880.824985268120212
6100.175014731879788-0.175014731879788
6200.0789628756629346-0.0789628756629346
6300.0789628756629346-0.0789628756629346
6400.175014731879788-0.175014731879788
6500.0789628756629346-0.0789628756629346
6600.0789628756629346-0.0789628756629346
6710.1750147318797880.824985268120212
6800.0789628756629346-0.0789628756629346
6900.0789628756629346-0.0789628756629346
7000.0789628756629346-0.0789628756629346
7100.0789628756629346-0.0789628756629346
7200.0789628756629346-0.0789628756629346
7300.0789628756629346-0.0789628756629346
7400.0789628756629346-0.0789628756629346
7500.0789628756629346-0.0789628756629346
7600.175014731879788-0.175014731879788
7700.0789628756629346-0.0789628756629346
7800.0789628756629346-0.0789628756629346
7910.1750147318797880.824985268120212
8000.175014731879788-0.175014731879788
8100.0789628756629346-0.0789628756629346
8200.0789628756629346-0.0789628756629346
8300.0789628756629346-0.0789628756629346
8410.07896287566293460.921037124337065
8500.0789628756629346-0.0789628756629346
8600.0789628756629346-0.0789628756629346
8700.0201046830046102-0.0201046830046102
8800.116156539221463-0.116156539221463
8900.0201046830046102-0.0201046830046102
9000.0201046830046102-0.0201046830046102
9100.0201046830046102-0.0201046830046102
9200.116156539221463-0.116156539221463
9300.0201046830046102-0.0201046830046102
9400.0201046830046102-0.0201046830046102
9500.116156539221463-0.116156539221463
9600.0201046830046102-0.0201046830046102
9700.116156539221463-0.116156539221463
9800.0201046830046102-0.0201046830046102
9900.0201046830046102-0.0201046830046102
10000.0201046830046102-0.0201046830046102
10100.0201046830046102-0.0201046830046102
10200.0201046830046102-0.0201046830046102
10300.0201046830046102-0.0201046830046102
10400.0201046830046102-0.0201046830046102
10500.116156539221463-0.116156539221463
10600.0201046830046102-0.0201046830046102
10700.0201046830046102-0.0201046830046102
10800.116156539221463-0.116156539221463
10900.0201046830046102-0.0201046830046102
11000.0201046830046102-0.0201046830046102
11100.116156539221463-0.116156539221463
11200.116156539221463-0.116156539221463
11300.0201046830046102-0.0201046830046102
11400.116156539221463-0.116156539221463
11500.0201046830046102-0.0201046830046102
11600.0201046830046102-0.0201046830046102
11700.0201046830046102-0.0201046830046102
11800.0201046830046102-0.0201046830046102
11900.0201046830046102-0.0201046830046102
12000.0201046830046102-0.0201046830046102
12100.0201046830046102-0.0201046830046102
12200.0201046830046102-0.0201046830046102
12300.116156539221463-0.116156539221463
12400.0201046830046102-0.0201046830046102
12500.0201046830046102-0.0201046830046102
12600.116156539221463-0.116156539221463
12700.0201046830046102-0.0201046830046102
12800.0201046830046102-0.0201046830046102
12900.0201046830046102-0.0201046830046102
13000.0201046830046102-0.0201046830046102
13100.0201046830046102-0.0201046830046102
13200.0201046830046102-0.0201046830046102
13300.0201046830046102-0.0201046830046102
13400.0201046830046102-0.0201046830046102
13500.0201046830046102-0.0201046830046102
13600.0201046830046102-0.0201046830046102
13700.0201046830046102-0.0201046830046102
13800.116156539221463-0.116156539221463
13900.116156539221463-0.116156539221463
14000.0201046830046102-0.0201046830046102
14110.02010468300461020.97989531699539
14200.116156539221463-0.116156539221463
14300.0201046830046102-0.0201046830046102
14400.0201046830046102-0.0201046830046102
14500.0201046830046102-0.0201046830046102
14600.116156539221463-0.116156539221463
14700.116156539221463-0.116156539221463
14800.116156539221463-0.116156539221463
14900.0201046830046102-0.0201046830046102
15000.0201046830046102-0.0201046830046102
15100.0201046830046102-0.0201046830046102
15210.02010468300461020.97989531699539
15310.02010468300461020.97989531699539
15400.0201046830046102-0.0201046830046102


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
6001
7001
8001
9001
10001
11001
12001
13001
14001
15001
16001
170.352700197504370.7054003950087390.64729980249563
180.3059357021783130.6118714043566260.694064297821687
190.2401960772232080.4803921544464160.759803922776792
200.7866362961414540.4267274077170910.213363703858546
210.7322162336497820.5355675327004370.267783766350218
220.6726666947016090.6546666105967820.327333305298391
230.609447523951560.781104952096880.39055247604844
240.5442409555461340.9115180889077310.455759044453866
250.5251046823444350.9497906353111310.474895317655565
260.4608926961312390.9217853922624780.539107303868761
270.3985398751369340.7970797502738670.601460124863066
280.3394482292661840.6788964585323670.660551770733816
290.2847438060193620.5694876120387240.715256193980638
300.2352314911799980.4704629823599960.764768508820002
310.1913842932985770.3827685865971530.808615706701423
320.1533627075677060.3067254151354120.846637292432294
330.1210568195226780.2421136390453560.878943180477322
340.1115761347035650.2231522694071290.888423865296435
350.08658497481334950.1731699496266990.913415025186651
360.06623400652700780.1324680130540160.933765993472992
370.05895720540611650.1179144108122330.941042794593883
380.04432005203324680.08864010406649350.955679947966753
390.03286950037445880.06573900074891760.967130499625541
400.02833568322964660.05667136645929320.971664316770353
410.4603617256082270.9207234512164550.539638274391772
420.410640040604280.8212800812085590.58935995939572
430.3627078098314330.7254156196628660.637292190168567
440.3346155749427840.6692311498855690.665384425057216
450.2910906456460730.5821812912921460.708909354353927
460.250748234717580.501496469435160.74925176528242
470.213891863342730.427783726685460.78610813665727
480.1806913440503180.3613826881006360.819308655949682
490.1511917993251090.3023835986502180.848808200674891
500.1253285300889320.2506570601778640.874671469911068
510.1114723591436080.2229447182872170.888527640856392
520.451906778993960.903813557987920.54809322100604
530.4075524218163480.8151048436326970.592447578183652
540.8663841268619580.2672317462760830.133615873138042
550.8410124332291340.3179751335417320.158987566770866
560.8254417361084270.3491165277831470.174558263891573
570.7960013651841770.4079972696316460.203998634815823
580.7640890032886340.4718219934227330.235910996711366
590.7299557167869630.5400885664260750.270044283213037
600.9404177078399570.1191645843200860.059582292160043
610.9332721986267170.1334556027465650.0667278013732825
620.9183695622673230.1632608754653540.081630437732677
630.9012765110989490.1974469778021010.0987234889010507
640.8909851387172520.2180297225654950.109014861282747
650.8705824171501920.2588351656996160.129417582849808
660.8480454871484530.3039090257030950.151954512851547
670.9777747849793570.04445043004128610.022225215020643
680.9715988758457850.05680224830843060.0284011241542153
690.9641660836129650.07166783277407040.0358339163870352
700.9553648721625360.0892702556749290.0446351278374645
710.9451209082537520.1097581834924970.0548790917462483
720.9334168740245790.1331662519508420.0665831259754208
730.9203175760375080.1593648479249850.0796824239624924
740.9060024787067190.1879950425865620.0939975212932811
750.8908097009639230.2183805980721530.109190299036077
760.8827773951777170.2344452096445650.117222604822283
770.8679275018524070.2641449962951850.132072498147593
780.8545504792022760.2908990415954490.145449520797724
790.9806389651355750.03872206972885090.0193610348644254
800.9776380886597680.0447238226804640.022361911340232
810.9731020761102840.05379584777943180.0268979238897159
820.9692100331564690.06157993368706270.0307899668435313
830.9678669143029310.06426617139413770.0321330856970689
840.9991981451632240.001603709673551420.000801854836775711
850.9988023372532170.002395325493566110.00119766274678305
860.9982330557533390.003533888493322020.00176694424666101
870.9974551725277780.005089654944444460.00254482747222223
880.9964533217483560.007093356503287950.00354667825164398
890.9950634952939310.009873009412138130.00493650470606907
900.9931688685375680.01366226292486470.00683113146243235
910.9906374520372170.01872509592556690.00936254796278346
920.987468490475940.025063019048120.01253150952406
930.9832409138574670.03351817228506590.0167590861425329
940.9778167096644540.04436658067109110.0221832903355455
950.9711147497620170.05777050047596650.0288852502379833
960.9626419634406760.07471607311864760.0373580365593238
970.9522007811492280.09559843770154440.0477992188507722
980.939559491512010.120881016975980.0604405084879901
990.9243731151435640.1512537697128720.0756268848564359
1000.9063749178918890.1872501642162230.0936250821081113
1010.8853325890614240.2293348218771530.114667410938576
1020.861065406964120.2778691860717590.138934593035879
1030.833461328811250.3330773423775010.16653867118875
1040.8024927066202520.3950145867594950.197507293379748
1050.767963788124190.464072423751620.23203621187581
1060.7304846027574090.5390307944851820.269515397242591
1070.6901336565366810.6197326869266380.309866343463319
1080.6461804491721770.7076391016556460.353819550827823
1090.6011662673320880.7976674653358230.398833732667912
1100.5547065565380.8905868869240.445293443462
1110.5053852037841150.9892295924317690.494614796215885
1120.4553166276848610.9106332553697220.544683372315139
1130.4081132754855790.8162265509711570.591886724514421
1140.3592847700574170.7185695401148350.640715229942582
1150.315107740687240.6302154813744790.68489225931276
1160.2733771018197440.5467542036394880.726622898180256
1170.2345515831681990.4691031663363970.765448416831801
1180.1989758739127220.3979517478254440.801024126087278
1190.1668731758116510.3337463516233010.833126824188349
1200.1383454149297050.2766908298594090.861654585070295
1210.113380536648050.22676107329610.88661946335195
1220.09186572698774880.1837314539754980.908134273012251
1230.07122294468437270.1424458893687450.928777055315627
1240.05612574260633390.1122514852126680.943874257393666
1250.04372900595450750.0874580119090150.956270994045493
1260.03207843577354740.06415687154709480.967921564226453
1270.02426765524080640.04853531048161280.975732344759194
1280.01816447630609320.03632895261218640.981835523693907
1290.01346685852906130.02693371705812260.986533141470939
1300.009903733018957820.01980746603791560.990096266981042
1310.007239209403982070.01447841880796410.992760790596018
1320.005273782350235720.01054756470047140.994726217649764
1330.003843204120906690.007686408241813370.996156795879093
1340.002815742284135130.005631484568270250.997184257715865
1350.002088526203011870.004177052406023740.997911473796988
1360.001583646680180580.003167293360361160.998416353319819
1370.001244691644921250.00248938328984250.998755308355079
1380.0006917068767706910.001383413753541380.999308293123229
1390.0003678639943851450.000735727988770290.999632136005615
1400.0002891306320302090.0005782612640604190.99971086936797
1410.008899495488601660.01779899097720330.991100504511398
1420.004980414173928210.009960828347856410.995019585826072
1430.003490924453757060.006981848907514120.996509075546243
1440.002570919723788380.005141839447576760.997429080276212
1450.002095090051972350.00419018010394470.997904909948028
1460.0009126178422342540.001825235684468510.999087382157766
1470.0003509947514206430.0007019895028412850.999649005248579
1480.0001144819813067060.0002289639626134110.999885518018693


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level320.223776223776224NOK
5% type I error level470.328671328671329NOK
10% type I error level610.426573426573427NOK