Multiple Linear Regression - Estimated Regression Equation
Q1[t] = + 2.23897194643045 + 0.243785460782962Q2[t] -0.122438966674107Q3[t] + 0.347603426744458Q4[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.238971946430450.3359836.66400
Q20.2437854607829620.0794593.06810.0025430.001272
Q3-0.1224389666741070.086368-1.41760.1583010.07915
Q40.3476034267444580.0797074.3612.4e-051.2e-05


Multiple Linear Regression - Regression Statistics
Multiple R0.479336441707
R-squared0.229763424348329
Adjusted R-squared0.214855619658296
F-TEST (value)15.4122910197471
F-TEST (DF numerator)3
F-TEST (DF denominator)155
p-value7.9837040312114e-09
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.856089324065147
Sum Squared Residuals113.597784270640


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
122.93199385478886-0.93199385478886
222.5843904280444-0.5843904280444
343.504761741603660.495238258396335
423.17687178813707-1.17687178813707
533.17687178813707-0.176871788137071
642.688208394005891.31179160599410
732.688208394005900.311791605994105
833.17577931557182-0.175779315571818
932.58439042804440.415609571955601
1023.62829318084302-1.62829318084302
1143.542003743028890.457996256971113
1243.279597281533310.720402718466686
1333.29821828224593-0.298218282245925
1432.931993854788860.0680061452111432
1542.340604967261441.65939503273856
1643.035811820750350.964188179249647
1732.58439042804440.415609571955601
1833.17687178813707-0.176871788137071
1933.62720070827777-0.627200708277772
2043.627200708277770.372799291722228
2123.03581182075035-1.03581182075035
2253.054432821462961.94556717853704
2344.01204613644745-0.0120461364474518
2422.93199385478886-0.931993854788857
2533.17687178813707-0.176871788137071
2643.402036248207420.597963751792578
2743.279597281533310.720402718466686
2833.05443282146296-0.054432821462964
2943.870986169060730.129013830939266
3042.931993854788861.06800614521114
3112.68820839400589-1.68820839400590
3243.767168203099240.232831796900762
3353.731018674239271.26898132576073
3422.93199385478886-0.931993854788857
3543.279597281533310.720402718466686
3632.461951461370290.538048538629708
3722.93199385478886-0.931993854788857
3843.176871788137070.823128211862929
3953.627200708277771.37279929172223
4042.931993854788861.06800614521114
4143.504761741603660.495238258396335
4243.279597281533310.720402718466686
4333.17687178813707-0.176871788137071
4443.627200708277770.372799291722228
4522.93199385478886-0.931993854788857
4622.68820839400590-0.688208394005895
4743.176871788137070.823128211862929
4822.56576942733179-0.565769427331788
4942.931993854788861.06800614521114
5043.035811820750350.964188179249647
5112.34060496726144-1.34060496726144
5242.931993854788861.06800614521114
5322.93199385478886-0.931993854788857
5412.46304393393554-1.46304393393554
5544.58372155069701-0.583721550697007
5632.931993854788860.0680061452111432
5722.93199385478886-0.931993854788857
5842.688208394005891.31179160599410
5932.340604967261440.659395032738562
6023.17687178813707-1.17687178813707
6122.93199385478886-0.931993854788857
6232.688208394005900.311791605994105
6323.38341524749481-1.38341524749481
6412.93199385478886-1.93199385478886
6532.463043933935540.536956066064455
6622.68820839400590-0.688208394005895
6733.17687178813707-0.176871788137071
6832.688208394005900.311791605994105
6932.340604967261440.659395032738562
7022.93199385478886-0.931993854788857
7132.688208394005900.311791605994105
7222.68820839400590-0.688208394005895
7343.523382742316280.476617257683724
7443.645821708990380.354178291009617
7542.931993854788861.06800614521114
7622.93199385478886-0.931993854788857
7733.03581182075035-0.035811820750353
7843.175779315571820.824220684428182
7932.931993854788860.0680061452111432
8042.931993854788861.06800614521114
8122.93199385478886-0.931993854788857
8233.17687178813707-0.176871788137071
8332.463043933935540.536956066064455
8443.644729236425130.355270763574870
8522.81064736068-0.810647360680002
8643.505854214168920.494145785831082
8722.68820839400590-0.688208394005895
8822.34060496726144-0.340604967261437
8944.11477162984369-0.114771629843695
9033.27959728153331-0.279597281533314
9142.931993854788861.06800614521114
9223.15825078742446-1.15825078742446
9322.68820839400590-0.688208394005895
9433.03581182075035-0.035811820750353
9533.17577931557182-0.175779315571818
9654.339936089914050.660063910085955
9723.76716820309924-1.76716820309924
9833.87098616906073-0.870986169060734
9943.176871788137070.823128211862929
10033.05443282146296-0.054432821462964
10143.298218282245930.701781717754074
10233.15825078742446-0.15825078742446
10333.87098616906073-0.870986169060734
10423.27959728153331-1.27959728153331
10533.17687178813707-0.176871788137071
10623.05443282146296-1.05443282146296
10733.40203624820742-0.402036248207422
10823.41956477635478-1.41956477635478
10943.175779315571820.824220684428182
11022.93308632735411-0.93308632735411
11142.810647360681.18935263932000
11243.279597281533310.720402718466686
11312.68820839400589-1.68820839400590
11453.748547202386631.25145279761337
11522.70682939471851-0.706829394718506
11633.05443282146296-0.054432821462964
11743.627200708277770.372799291722228
11812.81064736068-1.81064736068000
11953.298218282245931.70178171775407
12032.585482900609650.414517099390348
12132.340604967261440.659395032738562
12233.40203624820742-0.402036248207422
12333.52338274231628-0.523382742316276
12422.46195146137029-0.461951461370292
12522.34060496726144-0.340604967261437
12643.402036248207420.597963751792578
12742.463043933935541.53695606606446
12833.05443282146296-0.054432821462964
12933.15825078742446-0.15825078742446
13032.931993854788860.0680061452111432
13143.175779315571820.824220684428182
13233.05443282146296-0.054432821462964
13342.933086327354111.06691367264589
13442.810647360681.18935263932000
13523.17687178813707-1.17687178813707
13643.627200708277770.372799291722228
13722.68820839400590-0.688208394005895
13842.931993854788861.06800614521114
13933.52338274231628-0.523382742316276
14033.41956477635478-0.41956477635478
14122.93199385478886-0.931993854788857
14223.99233266316959-1.99233266316959
14354.480996057300760.519003942699236
14422.34060496726144-0.340604967261437
14543.523382742316280.476617257683724
14632.931993854788860.0680061452111432
14733.50476174160366-0.504761741603665
14833.05443282146296-0.054432821462964
14932.585482900609650.414517099390348
15043.419564776354780.58043522364522
15143.054432821462960.945567178537036
15243.279597281533310.720402718466686
15344.09615062913108-0.096150629131084
15442.810647360681.18935263932000
15554.23721059651780.762789403482198
15633.05443282146296-0.054432821462964
15732.809554888114750.190445111885250
15843.767168203099240.232831796900762
15944.35964956319191-0.359649563191909


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.3747782906900610.7495565813801230.625221709309938
80.4450238719971490.8900477439942990.554976128002851
90.3826978819689560.7653957639379110.617302118031044
100.4582372478319480.9164744956638970.541762752168052
110.5293852497232250.941229500553550.470614750276775
120.4850341549151910.9700683098303830.514965845084809
130.3825232770012510.7650465540025020.617476722998749
140.2916756729946940.5833513459893870.708324327005306
150.4173729977545670.8347459955091340.582627002245433
160.3976490372304170.7952980744608340.602350962769583
170.3192656007741920.6385312015483850.680734399225808
180.2734156960249390.5468313920498770.726584303975061
190.2369130722292730.4738261444585450.763086927770727
200.1988802032919970.3977604065839950.801119796708003
210.2794190625874150.558838125174830.720580937412585
220.6187713624783650.762457275043270.381228637521635
230.5824053587685090.8351892824629830.417594641231491
240.6424898018105880.7150203963788230.357510198189412
250.5801436731572770.8397126536854460.419856326842723
260.565086395649390.869827208701220.43491360435061
270.533369536575180.9332609268496390.466630463424820
280.4696970430231220.9393940860462440.530302956976878
290.4083309274747810.8166618549495630.591669072525219
300.4026976359376680.8053952718753370.597302364062332
310.6300596478138110.7398807043723780.369940352186189
320.5744860506141730.8510278987716550.425513949385827
330.646297076096010.707405847807980.35370292390399
340.6778923324751990.6442153350496020.322107667524801
350.648489292312820.703021415374360.35151070768718
360.6022700405623420.7954599188753160.397729959437658
370.6305550246865050.7388899506269910.369444975313495
380.648731187615080.702537624769840.35126881238492
390.6948747742223830.6102504515552350.305125225777617
400.7015795355131530.5968409289736940.298420464486847
410.6617897992411090.6764204015177820.338210200758891
420.634196295805670.731607408388660.36580370419433
430.5848763465327350.8302473069345290.415123653467265
440.5386197332403570.9227605335192860.461380266759643
450.568306807518650.86338638496270.43169319248135
460.5574853875123560.8850292249752880.442514612487644
470.5658625408311140.8682749183377730.434137459168886
480.548943408586680.902113182826640.45105659141332
490.5639134006992320.8721731986015350.436086599300768
500.5694687783942270.8610624432115460.430531221605773
510.6335321232454730.7329357535090540.366467876754527
520.649046842755340.7019063144893210.350953157244661
530.6656991715370220.6686016569259570.334300828462978
540.7225322058817260.5549355882365480.277467794118274
550.7478351373847850.504329725230430.252164862615215
560.7078625792923570.5842748414152870.292137420707643
570.7167869197840250.566426160431950.283213080215975
580.7659549777253350.4680900445493290.234045022274665
590.7505534169302390.4988931661395220.249446583069761
600.7786330009287340.4427339981425330.221366999071266
610.7862730223389750.427453955322050.213726977661025
620.755574265118130.4888514697637390.244425734881869
630.8140214928922140.3719570142155720.185978507107786
640.9128312192205780.1743375615588440.0871687807794218
650.9020821864170570.1958356271658860.097917813582943
660.8936618730478220.2126762539043570.106338126952178
670.8723114553707150.2553770892585710.127688544629285
680.8504500296711530.2990999406576940.149549970328847
690.8397202059084890.3205595881830220.160279794091511
700.8439415218660120.3121169562679760.156058478133988
710.8192964465186410.3614071069627180.180703553481359
720.806516067143660.386967865712680.19348393285634
730.783002459319020.4339950813619600.216997540680980
740.7530310693502870.4939378612994260.246968930649713
750.7721583709558650.455683258088270.227841629044135
760.7774637832665860.4450724334668280.222536216733414
770.7420835665784560.5158328668430870.257916433421544
780.7365939334662750.5268121330674490.263406066533725
790.6979242179846310.6041515640307380.302075782015369
800.7204548215125020.5590903569749960.279545178487498
810.725908252620610.548183494758780.27409174737939
820.6894230951685750.621153809662850.310576904831425
830.6659680464553040.6680639070893920.334031953544696
840.6320161516657580.7359676966684850.367983848334242
850.6248450635786910.7503098728426180.375154936421309
860.5969605608726020.8060788782547960.403039439127398
870.5768469036340230.8463061927319540.423153096365977
880.5367113227220320.9265773545559360.463288677277968
890.493199885585390.986399771170780.506800114414609
900.4513617084006190.9027234168012380.548638291599381
910.4783152048936070.9566304097872150.521684795106393
920.513174115036450.9736517699271010.486825884963551
930.4933090900924350.986618180184870.506690909907565
940.4465349424933330.8930698849866660.553465057506667
950.4026337054462270.8052674108924540.597366294553773
960.3957380373284780.7914760746569570.604261962671522
970.5439809134673170.9120381730653670.456019086532683
980.5404711904764330.9190576190471350.459528809523567
990.5311528703927160.9376942592145680.468847129607284
1000.4840742161780350.968148432356070.515925783821965
1010.4642736197371350.928547239474270.535726380262865
1020.4183853402121270.8367706804242530.581614659787873
1030.4159000859010550.831800171802110.584099914098945
1040.4711932879414120.9423865758828240.528806712058588
1050.4285021845440980.8570043690881970.571497815455902
1060.4594193313518060.9188386627036120.540580668648194
1070.4262213408917630.8524426817835250.573778659108237
1080.516547337245620.966905325508760.48345266275438
1090.5069591454456850.986081709108630.493040854554315
1100.5430073763912550.9139852472174910.456992623608745
1110.5742690736591070.8514618526817860.425730926340893
1120.5595755113022450.880848977395510.440424488697755
1130.7026878961066230.5946242077867550.297312103893378
1140.774312895556690.4513742088866210.225687104443310
1150.7841295346493450.4317409307013090.215870465350655
1160.747628234703470.5047435305930590.252371765296530
1170.7198443242450860.5603113515098280.280155675754914
1180.8979609069555420.2040781860889160.102039093044458
1190.948296491258160.1034070174836800.0517035087418399
1200.9346759998432930.1306480003134140.0653240001567069
1210.923530627758510.1529387444829790.0764693722414893
1220.914220013265330.1715599734693390.0857799867346696
1230.898670817352360.2026583652952790.101329182647640
1240.8764687803684650.2470624392630690.123531219631535
1250.8590957193181410.2818085613637180.140904280681859
1260.8327575300259080.3344849399481840.167242469974092
1270.8757792402886120.2484415194227760.124220759711388
1280.8456269169947320.3087461660105360.154373083005268
1290.8168304690115070.3663390619769850.183169530988493
1300.7713210925960350.457357814807930.228678907403965
1310.7753157740791420.4493684518417150.224684225920858
1320.7300549604168820.5398900791662370.269945039583118
1330.7050021229882440.5899957540235110.294997877011756
1340.7248965816248810.5502068367502370.275103418375119
1350.8691067620912540.2617864758174910.130893237908746
1360.836914198861010.3261716022779810.163085801138991
1370.8368994628532130.3262010742935740.163100537146787
1380.8671816412510440.2656367174979130.132818358748956
1390.8371701222765160.3256597554469680.162829877723484
1400.7931316775260340.4137366449479330.206868322473966
1410.8310122430179610.3379755139640770.168987756982039
1420.9860358122486610.02792837550267740.0139641877513387
1430.975771401089150.04845719782170050.0242285989108502
1440.9788930228216350.04221395435672970.0211069771783648
1450.964063271209470.07187345758105830.0359367287905291
1460.943159654556350.1136806908873010.0568403454436506
1470.9414618025190.1170763949619990.0585381974809996
1480.927942491855950.1441150162880990.0720575081440496
1490.8929447933034780.2141104133930430.107055206696522
1500.8285397924275580.3429204151448840.171460207572442
1510.7424714318301970.5150571363396060.257528568169803
1520.6050762379902540.7898475240194920.394923762009746


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level30.0205479452054795OK
10% type I error level40.0273972602739726OK