Multiple Linear Regression - Estimated Regression Equation
W1[t] = + 222775.888361243 -1.65138733483591C0[t] -1.40857166832423C1[t] -0.00170135179447743O0[t] + 0.158745331059232O1[t] -0.286214482864696D0[t] + 1.32534465035903D1[t] + 0.166709574316368W0[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)222775.88836124315558.37343614.318700
C0-1.651387334835910.206677-7.990200
C1-1.408571668324230.192394-7.321300
O0-0.001701351794477430.014871-0.11440.9089920.454496
O10.1587453310592320.0517713.06630.0023630.001181
D0-0.2862144828646960.209459-1.36640.1728120.086406
D11.325344650359030.1899556.977200
W00.1667095743163680.01319712.632700


Multiple Linear Regression - Regression Statistics
Multiple R0.866129992505376
R-squared0.750181163917363
Adjusted R-squared0.744409771664629
F-TEST (value)129.982702797919
F-TEST (DF numerator)7
F-TEST (DF denominator)303
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation99152.9549855605
Sum Squared Residuals2978886470157.68


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1223193786869.515388798-563676.515388798
21398893984331.439566217414561.560433783
310730891008910.0198785564178.9801214489
4984885390603.008925594281.991075
5227132360994.287023091-133862.287023091
61071292593457.203119255477834.796880745
7638830679103.54311647-40273.5431164695
8444477560625.198404052-116148.198404052
9702380628434.89750931673945.1024906839
10358589440896.737341543-82307.7373415434
11297978464246.165662878-166268.165662878
12585715377619.250597342208095.749402658
13209458345080.051961288-135622.051961288
14786690312322.584152953474367.415847047
15439798311107.602177554128690.397822446
16644190703783.230056218-59593.2300562183
17377934378122.33030886-188.330308859960
18640273414642.689691157225630.310308843
19207393385797.337174368-178404.337174368
20301607455945.896276505-154338.896276505
21345783364285.144732812-18502.1447328121
22501749368422.137777039133326.862222961
23379983362346.33083283417636.6691671657
24387475328174.47532318959300.5246768106
25469107429778.87000770739328.1299922935
26194493361818.468721471-167325.468721471
27405972316553.52470752189418.4752924788
28652925328366.146682301324558.853317699
29446211317933.507115142128277.492884858
30341340377041.100787314-35701.1007873142
31146494346641.438517298-200147.438517298
32355178334077.58133094721100.4186690525
33357760349183.1277353428576.87226465816
34261216362689.46323192-101473.463231920
35374943430026.540718406-55083.5407184055
36378525288145.27554002590379.7244599755
37310768378480.949298256-67712.949298256
38325738348895.172902710-23157.1729027095
39394510415102.162967147-20592.1629671466
40368078405243.55913148-37165.5591314802
41236761354235.101492344-117474.101492344
42312378326756.349086157-14378.3490861575
43347385342159.8880242135225.11197578656
44352850438414.096146164-85564.0961461642
45301881303903.319326167-2022.31932616679
46377516385600.773562287-8084.77356228703
47458343335797.908470587122545.091529413
48354228413566.421838309-59338.4218383093
49308636378712.141950415-70076.1419504151
50386212365948.86109327220263.1389067283
51393343369721.65337953323621.3466204666
52452469348160.494870626104308.505129374
53358649279784.84658716978864.153412831
54429112418705.99352657810406.0064734220
55403560428125.961991523-24565.9619915230
56235133350458.526619379-115325.526619379
57299243397021.64855183-97778.6485518303
58314073406382.252431307-92309.2524313066
59368186339837.60696380328348.3930361966
60269661351111.722896792-81450.7228967922
61321896386465.899295022-64569.8992950215
62408881347837.50052300861043.4994769921
63292154364880.167261055-72726.1672610548
64343466322941.91588820420524.0841117964
65332743370049.876495589-37306.8764955894
66442882372234.9997901570647.0002098501
67315688324046.720079697-8358.72007969676
68375195389284.578437303-14089.5784373030
69334280345541.306817837-11261.3068178374
70355864379147.265496153-23283.2654961534
71315380338547.969803793-23167.9698037933
72314533331645.820754077-17112.8207540773
73318056334011.667510752-15955.6675107517
74315380337455.25370409-22075.2537040900
75314353338282.676441456-23929.6764414557
76369448335843.36022178333604.6397782167
77315380336605.419800971-21225.4198009711
78312846338612.676560887-25766.6765608868
79312075337540.843934649-25465.8439346487
80315009337719.3149137-22710.3149137002
81318903338586.541937178-19683.5419371777
82314887338441.853566383-23554.8535663830
83314913337185.883874231-22272.8838742310
84315380338448.737679394-23068.7376793936
85325506335609.227017943-10103.2270179428
86315380338448.737679394-23068.7376793936
87298568331777.476804449-33209.476804449
88315834338629.274049821-22795.2740498207
89329784341283.530943773-11499.5309437732
90312878332468.350380108-19590.3503801084
91315380338448.737679394-23068.7376793936
92314987330555.562221279-15568.5622212789
93325249338067.33224794-12818.3322479399
94315877338467.32506718-22590.3250671797
95291650334973.928202939-43323.9282029392
96305959335594.755206960-29635.7552069605
97315380342472.271343864-27092.2713438643
98297765335028.126030116-37263.1260301164
99315245338268.507298667-23023.5072986668
100315380338448.737679394-23068.7376793936
101315380338448.737679394-23068.7376793936
102315236338254.216343808-23018.2163438084
103336425338044.727961672-1619.72796167245
104315380338448.737679394-23068.7376793936
105315380338448.737679394-23068.7376793936
106315380338507.172806377-23127.1728063769
107315380338448.737679394-23068.7376793936
108306268337915.29669245-31647.2966924499
109302187341180.756786482-38993.7567864821
110314882334045.079060742-19163.0790607421
111315380320992.058784077-5612.05878407691
112382712318303.93543316464408.064566836
113341570325627.6645626915942.3354373103
114315380327391.806267069-12011.8062670686
115315380320734.119626448-5354.11962644816
116312412330961.527336611-18549.5273366113
117315380350979.153183858-35599.1531838582
118309596333304.476566308-23708.4765663079
119315380274495.42359094640884.5764090538
120315547311659.3435148293887.65648517125
121315380281705.13772524833674.8622747519
122359335284428.07318392774906.926816073
123313332278781.73418257734550.2658174232
124315380278726.20585776936653.794142231
125315380282932.55231167732447.4476883233
126315380282613.81386157332766.1861384267
127315380282858.42991401232521.570085988
128330059282284.98417756647774.0158224341
129304485278041.76159692526443.2384030751
130315688282879.63661230332808.3633876971
131315380282571.60995793232808.3900420678
132296656280736.98499350315919.0150064971
133315354282857.08923279832496.9107672019
134315576281558.03958429234017.9604157081
135314551282290.8158185932260.1841814103
136312339283567.51647140728771.4835285927
137298700283311.47465365615388.5253463435
138315380282580.72614913932799.2738508614
139315380280303.86889312035076.1311068797
140315380282873.93398689432506.0660131063
141315380282830.50820671832549.4917932818
142315380282860.29014223132519.7098577687
143315380282303.99304227333076.0069577274
144324385284182.17403800240202.8259619982
145296702280290.74540262616411.2545973735
146304376283218.63097089221157.3690291085
147315380269088.93018912746291.0698108733
148298466279094.36569158019371.6343084204
149343929284832.52164240159096.4783575987
150315380284973.60369580530406.3963041949
151331420294465.30092915536954.6990708448
152315380281804.82908868333575.1709113171
153320398283621.27532173236776.7246782681
154310670284056.8373535826613.1626464199
155313491282157.64365708831333.3563429123
156331323284459.17513571746863.824864283
157318098283076.56992766635021.4300723344
158325176279172.16470430946003.8352956913
159315380290079.91283413125300.0871658690
160315380280701.66064871134678.3393512891
161315380282872.21824408532507.7817559155
162315380280127.86457073635252.1354292638
163315394286862.90179464128531.0982053589
164346611285683.47722655260927.5227734476
165339445283733.60567185755711.3943281434
166297141282738.35222234214402.6477776582
167315380282850.32763525832529.6723647419
168315380282860.29014223132519.7098577687
169315380282860.29014223132519.7098577687
170315380282365.67858370433014.3214162955
171315380282860.29014223132519.7098577687
172315380282860.29014223132519.7098577687
173315388282436.82038798532951.1796120154
174296139282153.80885664413985.1911433558
175313880282883.51479540730996.4852045932
176295580283313.25498460912266.7450153908
177315380282860.29014223132519.7098577687
178308256282699.78042882725556.2195711730
179303677282563.13791466721113.8620853334
180315380282860.29014223132519.7098577687
181318690280406.39615067838283.603849322
182325699282197.06679265443501.9332073458
183315380282447.92392485732932.0760751428
184322378285743.83097994836634.1690200522
185315380282860.29014223132519.7098577687
186315398282865.63872549832532.3612745015
187315380282860.29014223132519.7098577687
188315380282711.90704668832668.0929533115
189315380282860.29014223132519.7098577687
190315553282807.17279751932745.8272024807
191323361282584.80317617740776.1968238227
192307424286460.92385118820963.0761488121
193315380282860.29014223132519.7098577687
194322340279264.41115406843075.5888459324
195315380279905.14970536135474.8502946394
196317291284851.83148830332439.1685116966
197315380276377.13791215139002.8620878495
198238125283527.781560574-45402.7815605739
199309038283891.1120774825146.8879225197
200307930282042.10992102425887.8900789761
201292136282936.6174728579199.38252714262
202367655274583.1680984793071.83190153
203243650274186.439762199-30536.4397621989
204304252280252.98678838023999.0132116204
205296919284016.8417478712902.1582521303
206327007277096.96577627849910.0342237223
207304555281505.78756689323049.2124331066
208231861280724.549264398-48863.5492643981
209165404282249.399741708-116845.399741708
210407159258465.170930492148693.829069508
211246541275033.045523332-28492.0455233315
212240897272620.816182501-31723.816182501
213272713213762.32358035458950.6764196462
214306275239189.23839257967085.7616074209
215372631256227.924179603116403.075820397
216428257564.258039626-257136.258039626
217263-21969.833898179822232.8338981798
218104129505.748567640-129401.748567640
219122-211518.353025776211640.353025776
220190144866.704110924-144676.704110924
22163-53723.294801617153786.2948016171
222102-212716.141675543212818.141675543
223277-164235.210940987164512.210940987
22410351449.0636211344-51346.0636211344
225290115923.717401175-115633.717401175
22683-40042.843109211940125.8431092119
22756-98731.73839866498787.738398664
22873173678.312558966-173605.312558966
2293479789.852734521-79755.852734521
230139180582.323467718-180443.323467718
2311299380.0970008096-99368.0970008096
232211-223764.250789174223975.250789174
23374-25860.283102302825934.2831023028
23413169441.9358854201-69310.9358854201
235203-16450.915240190116653.9152401901
23656-79468.399313857479524.3993138574
23789-170877.626249708170966.626249708
238889258.82070805076-9170.82070805076
23939-226784.104979216226823.104979216
24058-34490.106234430934548.1062344309
24141-52034.572772534352075.5727725343
24277-76298.864250631776375.8642506317
2436-107276.038910319107282.038910319
2444718951.4454158887-18904.4454158887
24551-89920.58760607189971.587606071
24632-7758.097317994267790.09731799426
247547057.42292501879-7003.42292501879
24825154400.6403338394-54149.6403338394
2491515480.0917810509-15465.0917810509
25073-15323.857436578615396.8574365786
25138-62774.716556841262812.7165568412
25235183794.286766723-183759.286766723
2539-6506.511116112166515.51111611216
25434-31128.950691468131162.9506914681
25529-31892.891502927231921.8915029272
2561113092.3657215099-13081.3657215099
2575218387.6549844214-18335.6549844214
25829-34720.688045076734749.6880450767
2593392652.148356001-92619.148356001
26015-32740.282329816232755.2823298162
2611593751.8358049122-93736.8358049122
26210015713.6678613108-15613.6678613108
2631369510.7604234897-69497.7604234897
26445-27718.329465267127763.3294652671
26514473.954845069442-459.954845069442
2663660911.9536096299-60875.9536096299
2676830488.0174874022-30420.0174874022
26843111246.430434004-111203.430434004
269998888.547936298-98879.547936298
27019-44091.326886801144110.3268868011
27119-625.074874186696644.074874186696
2725511421.7896583771-11366.7896583771
273817240.6736292006-17232.6736292006
27428-4346.603317132024374.60331713202
2752966247.2491614364-66218.2491614364
2764768322.7296009797-68275.7296009797
2772231257.0167415481-31235.0167415481
2784491057.7207463243-91013.7207463243
2793547633.1276172119-47598.1276172119
280810275.4804851494-10267.4804851494
2811758041.4153349828-58024.4153349828
2822168464.5503927448-68443.5503927448
2839267974.82640078-67882.82640078
2841227309.0759557184-27297.0759557184
28511282758.835820639-82646.835820639
286047266.1107786785-47266.1107786785
28710102888.015300807-102878.015300807
2882342764.0095163302-42741.0095163302
289089286.6672857551-89286.6672857551
290778339.2431908924-78332.2431908924
2912588211.5296266852-88186.5296266852
2920122266.761955558-122266.761955558
2932086575.043488173-86555.043488173
294486721.0630318439-86717.0630318439
295486397.8634602392-86393.8634602392
2961086900.0708955345-86890.0708955345
297186752.665769077-86751.665769077
298487614.2805730364-87610.2805730364
299086429.5738002719-86429.5738002719
300887019.2669388662-87011.2669388662
301090547.9920783832-90547.9920783832
3021187831.7032095363-87820.7032095363
303489474.6232947689-89470.6232947689
3041586940.3453190541-86925.3453190541
305985500.8979143952-85491.8979143952
306092001.3994835032-92001.3994835032
307786141.522574072-86134.522574072
308275581.2288429532-75579.2288429532
309087917.739010875-87917.739010875
310786848.3301264028-86841.3301264028
3114687992.9831698062-87946.9831698062


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.9999999999900531.98939031053075e-119.94695155265375e-12
120.9999999999558338.83330798872256e-114.41665399436128e-11
1311.69579813478768e-178.47899067393842e-18
1412.03313096252139e-191.01656548126070e-19
1517.84899398222554e-193.92449699111277e-19
1611.80089072423458e-189.00445362117292e-19
1713.30384233612051e-181.65192116806025e-18
1814.9285667247331e-182.46428336236655e-18
1913.89209491805206e-231.94604745902603e-23
2011.2735024826007e-236.3675124130035e-24
2111.48134077801267e-237.40670389006335e-24
2212.17885244074118e-231.08942622037059e-23
2315.76415903120445e-232.88207951560222e-23
2412.12792775360289e-231.06396387680145e-23
2513.1896692467638e-231.5948346233819e-23
2611.99414847366742e-279.97074236833708e-28
2715.52519507313979e-272.76259753656989e-27
2812.08136686241564e-281.04068343120782e-28
2912.68013765219201e-291.34006882609601e-29
3018.00510788480518e-304.00255394240259e-30
3117.63310878514441e-353.81655439257221e-35
3211.46935006810636e-347.3467503405318e-35
3311.57846601818602e-347.89233009093009e-35
3411.24578289399709e-356.22891446998547e-36
3511.82404474364608e-359.12022371823038e-36
3613.9859028703892e-351.9929514351946e-35
3715.19989514115839e-352.59994757057919e-35
3817.01370556223792e-353.50685278111896e-35
3911.51696414471907e-347.58482072359534e-35
4012.72054370657526e-341.36027185328763e-34
4113.8730077791703e-351.93650388958515e-35
4219.79480823416722e-354.89740411708361e-35
4312.61360730910108e-341.30680365455054e-34
4414.95041830311730e-342.47520915155865e-34
4511.26770580981142e-336.3385290490571e-34
4613.06876612112828e-331.53438306056414e-33
4716.68813127489034e-353.34406563744517e-35
4817.65985145516956e-353.82992572758478e-35
4911.81075281041119e-349.05376405205597e-35
5011.09998936850538e-345.49994684252688e-35
5111.60982078328348e-348.04910391641739e-35
5212.59966553901452e-341.29983276950726e-34
5312.55448495100293e-341.27724247550147e-34
5416.4281304738404e-343.2140652369202e-34
5511.42648742213811e-337.13243711069057e-34
5611.74807036404674e-338.7403518202337e-34
5713.93197405757291e-331.96598702878646e-33
5816.81062977083531e-333.40531488541766e-33
5911.47544639510642e-327.37723197553212e-33
6011.96120344848865e-329.80601724244327e-33
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28612.64675416701645e-671.32337708350822e-67
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28811.16055776511553e-595.80278882557767e-60
28911.47411172583823e-557.37055862919115e-56
29016.63037217549785e-533.31518608774892e-53
29111.00302228723831e-485.01511143619157e-49
29211.43468717661184e-447.17343588305918e-45
29311.70378691837838e-408.51893459189192e-41
29411.07728949048304e-365.3864474524152e-37
29511.21659675344931e-326.08298376724653e-33
29611.3508890308322e-286.754445154161e-29
29711.94196574155904e-249.70982870779522e-25
29813.96898224860111e-211.98449112430055e-21
29916.35197411366206e-173.17598705683103e-17
3000.9999999999995039.94709982515159e-134.97354991257579e-13


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level2901NOK
5% type I error level2901NOK
10% type I error level2901NOK