Multiple Linear Regression - Estimated Regression Equation
Q4 [t] = + 1.07639616086863 + 0.15332101187467Q1[t] + 0.230797317115352Q2[t] + 0.247490376625303Q3[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.076396160868630.1696586.344500
Q10.153321011874670.0647142.36920.01910.00955
Q20.2307973171153520.0725523.18120.0017830.000891
Q30.2474903766253030.0680653.63610.000380.00019


Multiple Linear Regression - Regression Statistics
Multiple R0.679846065001826
R-squared0.462190672098467
Adjusted R-squared0.451434485540436
F-TEST (value)42.9697523006786
F-TEST (DF numerator)3
F-TEST (DF denominator)150
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.638029844270637
Sum Squared Residuals61.062312327002


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
133.35534060670463-0.355340606704631
222.33961357209929-0.339613572099286
342.801208206329991.19879179367001
412.32292051258934-1.32292051258934
522.81790126583994-0.817901265839942
622.10881625498393-0.108816254983934
733.75615199520461-0.756151995204607
822.87705291296398-0.877052912963978
923.60283098332994-1.60283098332994
1021.861325878358630.138674121641370
1143.602830983329940.397169016670063
1232.817901265839940.182098734160058
1343.602830983329940.397169016670063
1423.10785023007933-1.10785023007933
1531.955495243109261.04450475689074
1633.10785023007933-0.107850230079330
1732.740424960599260.259575039400741
1843.355340606704630.644659393295366
1922.18629256022462-0.186292560224616
2022.57041088921464-0.570410889214638
2122.16959950071466-0.169599500714665
2233.37203366621458-0.372033666214585
2343.372033666214580.627966333785415
2422.18629256022462-0.186292560224616
2533.60283098332994-0.602830983329937
2643.756151995204610.243848004795393
2733.60283098332994-0.602830983329937
2833.35534060670463-0.355340606704634
2933.35534060670463-0.355340606704634
3022.33961357209929-0.339613572099286
3122.33961357209929-0.339613572099286
3243.107850230079330.89214976992067
3333.37203366621458-0.372033666214585
3432.092123195473980.907876804526017
3522.98791533722456-0.987915337224563
3643.602830983329940.397169016670063
3732.476241524464000.523758475535995
3822.33961357209929-0.339613572099286
3933.35534060670463-0.355340606704634
4043.602830983329940.397169016670063
4142.971222277714611.02877772228539
4221.708004866483960.29199513351604
4312.58710394872459-1.58710394872459
4422.64625559584863-0.646255595848626
4532.092123195473980.907876804526017
4633.20201959482996-0.202019594829964
4743.372033666214580.627966333785415
4821.938802183599310.0611978164006874
4932.987915337224560.0120846627754373
5043.602830983329940.397169016670063
5121.708004866483960.29199513351604
5223.83362830044529-1.83362830044529
5332.987915337224560.0120846627754373
5422.41708987733997-0.417089877339968
5543.142867947705930.857132052294073
5633.35534060670463-0.355340606704634
5732.877052912963980.122947087036022
5843.602830983329940.397169016670063
5942.339613572099291.66038642790071
6043.372033666214580.627966333785415
6122.33961357209929-0.339613572099286
6243.602830983329940.397169016670063
6344.23443968894526-0.234439688945263
6443.218712654339920.781287345660085
6521.861325878358630.138674121641370
6633.12454328958928-0.124543289589282
6733.60283098332994-0.602830983329937
6822.09212319547398-0.0921231954739826
6942.971222277714611.02877772228539
7011.70800486648396-0.70800486648396
7133.37203366621458-0.372033666214585
7233.14123634909923-0.141236349099233
7322.87705291296398-0.877052912963978
7423.60283098332994-1.60283098332994
7532.971222277714610.0287777222853885
7633.60283098332994-0.602830983329937
7733.44950997145527-0.449509971455267
7833.21871265433991-0.218712654339915
7932.092123195473980.907876804526017
8021.955495243109260.0445047568907363
8122.09212319547398-0.0921231954739826
8233.12454328958928-0.124543289589282
8333.20201959482996-0.202019594829964
8422.81626966723325-0.816269667233247
8521.708004866483960.29199513351604
8632.971222277714610.0287777222853885
8722.33961357209929-0.339613572099286
8832.740424960599260.259575039400741
8933.37203366621458-0.372033666214585
9022.49293458397396-0.492934583973956
9132.492934583973960.507065416026044
9233.12454328958928-0.124543289589282
9343.602830983329940.397169016670063
9443.602830983329940.397169016670063
9532.834594325349890.165405674650107
9622.33961357209929-0.339613572099286
9711.70800486648396-0.70800486648396
9822.18629256022462-0.186292560224616
9933.37203366621458-0.372033666214585
10032.817901265839940.182098734160058
10153.602830983329941.39716901667006
10243.449509971455270.550490028544733
10353.508661618579301.49133838142070
10422.70800486648396-0.70800486648396
10510.5704108892146380.429589110785362
10632.646255595848630.353744404151374
10732.372033666214580.627966333785415
10844.72373190108931-0.723731901089308
10922.39876521922332-0.398765219223323
11021.877052912963980.122947087036022
11132.294557360973900.705442639026097
11244.18629256022462-0.186292560224616
11322.12454328958928-0.124543289589282
11432.893745972473930.106254027526071
11532.124543289589280.875456710410718
11643.29618895958060.703811040419403
11744.33961357209929-0.339613572099286
11822.60283098332994-0.602830983329937
11934.21871265433991-1.21871265433991
12021.971222277714610.0287777222853885
12132.602830983329940.397169016670063
12244.58710394872459-0.58710394872459
12321.372033666214580.627966333785415
12443.355340606704630.644659393295366
12543.955495243109260.0445047568907363
12622.35534060670463-0.355340606704634
12733.60283098332994-0.602830983329937
12832.492934583973960.507065416026044
12931.708004866483961.29199513351604
13032.107850230079330.89214976992067
13143.987915337224560.0120846627754373
13233.33961357209929-0.339613572099286
13321.723731901089310.276268098910692
13433.12454328958928-0.124543289589282
13532.339613572099290.660386427900714
13632.372033666214580.627966333785415
13744.12454328958928-0.124543289589282
13832.449509971455270.550490028544733
13943.124543289589280.875456710410718
14043.602830983329940.397169016670063
14144.37203366621458-0.372033666214585
14233.35534060670463-0.355340606704634
14333.72373190108931-0.723731901089308
14421.492934583973960.507065416026044
14533.70800486648396-0.70800486648396
14611.33961357209929-0.339613572099286
14721.355340606704630.644659393295366
14843.602830983329940.397169016670063
14943.971222277714610.0287777222853885
15032.971222277714610.0287777222853885
15132.372033666214580.627966333785415
15244.49293458397396-0.492934583973956
15322.35534060670463-0.355340606704634
15443.646255595848630.353744404151374
1553NANA
1563NANA


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.9536404096401610.09271918071967770.0463595903598389
80.9114041578587940.1771916842824120.0885958421412058
90.9525785961167960.0948428077664080.047421403883204
100.9345943164853840.1308113670292320.0654056835146162
110.9602302211524650.07953955769507070.0397697788475354
120.9372452614207020.1255094771585960.0627547385792978
130.9402460957777920.1195078084444160.0597539042222079
140.9276815864563930.1446368270872140.0723184135436072
150.9345667828390050.1308664343219890.0654332171609947
160.9322810518567160.1354378962865690.0677189481432844
170.9121888343460240.1756223313079510.0878111656539755
180.9430521756470280.1138956487059430.0569478243529717
190.929425046229220.1411499075415590.0705749537707797
200.9179147009911340.1641705980177320.0820852990088658
210.888578567486490.2228428650270220.111421432513511
220.8572579517032010.2854840965935970.142742048296799
230.8621125524174830.2757748951650340.137887447582517
240.830866521444350.3382669571113010.169133478555650
250.8107445897840240.3785108204319510.189255410215976
260.7932876397911080.4134247204177840.206712360208892
270.7726497960266820.4547004079466370.227350203973318
280.7278690198159890.5442619603680220.272130980184011
290.6801442827816030.6397114344367940.319855717218397
300.6342802919906660.7314394160186680.365719708009334
310.5861436348780960.8277127302438070.413856365121904
320.7338712767823830.5322574464352330.266128723217617
330.692845350573580.614309298852840.30715464942642
340.7524669911917530.4950660176164930.247533008808247
350.7874516367977710.4250967264044580.212548363202229
360.7794895033716340.4410209932567310.220510496628366
370.7671801923129070.4656396153741860.232819807687093
380.7324612876184520.5350774247630950.267538712381548
390.693558512698960.6128829746020790.306441487301040
400.6818901824254550.636219635149090.318109817574545
410.7654409973916710.4691180052166580.234559002608329
420.7300815739135420.5398368521729160.269918426086458
430.8799501387803360.2400997224393270.120049861219664
440.8728281483518470.2543437032963070.127171851648153
450.8951315491666310.2097369016667380.104868450833369
460.8717119620370910.2565760759258180.128288037962909
470.882609564905170.234780870189660.11739043509483
480.8559096434133070.2881807131733860.144090356586693
490.8279517049003280.3440965901993440.172048295099672
500.8141251453282910.3717497093434180.185874854671709
510.785748514477630.4285029710447410.214251485522370
520.939700332072590.1205993358548190.0602996679274097
530.924201375924570.1515972481508590.0757986240754297
540.9122146178816410.1755707642367180.087785382118359
550.9315415090126830.1369169819746340.0684584909873169
560.919435866653330.1611282666933400.0805641333466699
570.9018566389166170.1962867221667670.0981433610833833
580.892317205191430.215365589617140.10768279480857
590.9716933382490560.05661332350188840.0283066617509442
600.9722827043153760.05543459136924770.0277172956846238
610.9664556095131240.06708878097375180.0335443904868759
620.9613848124626580.07723037507468470.0386151875373424
630.9530901288817630.09381974223647340.0469098711182367
640.9586306828990120.08273863420197540.0413693171009877
650.9478910452117290.1042179095765420.0521089547882711
660.9348009037994640.1303981924010710.0651990962005357
670.9339801170393740.1320397659212520.0660198829606259
680.917888804911810.1642223901763800.0821111950881902
690.9423835707243870.1152328585512260.057616429275613
700.9452715969040960.1094568061918090.0547284030959045
710.936056111760710.1278877764785790.0639438882392895
720.9205080739896950.1589838520206100.0794919260103051
730.9366541704365660.1266916591268690.0633458295634343
740.9867980693352820.02640386132943680.0132019306647184
750.9823037067105710.03539258657885780.0176962932894289
760.9835863866937010.03282722661259720.0164136133062986
770.9825051218066790.03498975638664280.0174948781933214
780.9778538851169120.04429222976617630.0221461148830881
790.9846643176073830.03067136478523480.0153356823926174
800.980301971275810.03939605744838060.0196980287241903
810.9740050000387670.05198999992246610.0259949999612331
820.967169711759350.06566057648129940.0328302882406497
830.960985390004440.07802921999111870.0390146099955593
840.9674626607891940.06507467842161120.0325373392108056
850.9636662715289890.07266745694202210.0363337284710111
860.9532811008553890.09343779828922230.0467188991446111
870.9436053881870490.1127892236259020.056394611812951
880.9316692668468430.1366614663063140.0683307331531572
890.9268121379318760.1463757241362470.0731878620681235
900.920705264298260.1585894714034810.0792947357017403
910.9156023336968640.1687953326062730.0843976663031364
920.9001629014760880.1996741970478240.099837098523912
930.884708398026760.2305832039464800.115291601973240
940.867083294119850.2658334117603010.132916705880151
950.8416647481657990.3166705036684030.158335251834202
960.8176660021371990.3646679957256020.182333997862801
970.8149557870557120.3700884258885770.185044212944288
980.7823829859939640.4352340280120730.217617014006036
990.7734403297247860.4531193405504280.226559670275214
1000.7373546934194220.5252906131611560.262645306580578
1010.8484648079924460.3030703840151090.151535192007554
1020.8367936283197440.3264127433605120.163206371680256
1030.9267761312382780.1464477375234450.0732238687617223
1040.9275211601852630.1449576796294740.0724788398147369
1050.919900745419090.1601985091618210.0800992545809105
1060.9032113338177590.1935773323644820.096788666182241
1070.8961186169005450.2077627661989110.103881383099455
1080.9077429138888040.1845141722223910.0922570861111957
1090.9065129998748170.1869740002503660.0934870001251832
1100.8838323795505670.2323352408988670.116167620449433
1110.8787556419247580.2424887161504840.121244358075242
1120.850650222852050.2986995542959020.149349777147951
1130.8230860099406570.3538279801186860.176913990059343
1140.7854937862567110.4290124274865780.214506213743289
1150.8044770201463620.3910459597072770.195522979853638
1160.8433341964706530.3133316070586940.156665803529347
1170.8178652339160090.3642695321679830.182134766083991
1180.8193428421233260.3613143157533470.180657157876674
1190.9113467308300360.1773065383399280.0886532691699638
1200.884913257075450.2301734858491000.115086742924550
1210.8604149173086980.2791701653826050.139585082691302
1220.8631157067547170.2737685864905660.136884293245283
1230.8490870032253750.3018259935492490.150912996774625
1240.8408032579804240.3183934840391520.159196742019576
1250.7988519718750080.4022960562499830.201148028124992
1260.778859645068330.4422807098633390.221140354931669
1270.8042395301328850.3915209397342290.195760469867115
1280.77565344417290.4486931116541990.224346555827100
1290.9525168679933280.09496626401334460.0474831320066723
1300.9682469527705840.06350609445883290.0317530472294165
1310.9585798439270950.08284031214580950.0414201560729047
1320.9419762745099040.1160474509801920.0580237254900962
1330.9331895278001620.1336209443996760.0668104721998381
1340.9123472193412930.1753055613174150.0876527806587074
1350.9523400864981540.0953198270036910.0476599135018455
1360.9302921880300680.1394156239398640.0697078119699321
1370.9095951816873580.1808096366252840.0904048183126422
1380.9107299291301970.1785401417396060.0892700708698029
1390.9255918288339310.1488163423321380.0744081711660689
1400.8915808077969730.2168383844060550.108419192203027
1410.9610683897285920.07786322054281690.0389316102714084
1420.9445647954811050.1108704090377900.0554352045188952
1430.935031120637820.129937758724360.06496887936218
1440.9480292902408720.1039414195182550.0519707097591276
1450.900478809523890.1990423809522220.0995211904761108
1460.8262900939832260.3474198120335490.173709906016775
1470.9163365294567090.1673269410865820.0836634705432912
1480.7826455378318450.4347089243363090.217354462168155
1490.5272160524933950.945567895013210.472783947506605


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level70.048951048951049OK
10% type I error level270.188811188811189NOK