Multiple Linear Regression - Estimated Regression Equation
Yt[t] = + 1.04779067010842 -0.0580797728659307X1[t] -0.0287868899563356X2[t] + 0.139832767583328X3[t] -0.0610909867704954X4[t] + 0.291585366512453X5[t] + 0.217252184272917X6[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.047790670108420.4540592.30760.022370.011185
X1-0.05807977286593070.077633-0.74810.4555390.227769
X2-0.02878688995633560.085238-0.33770.7360380.368019
X30.1398327675833280.0853541.63830.1034350.051718
X4-0.06109098677049540.082531-0.74020.4603120.230156
X50.2915853665124530.063714.57681e-055e-06
X60.2172521842729170.0748922.90090.0042740.002137


Multiple Linear Regression - Regression Statistics
Multiple R0.447149626952174
R-squared0.199942788883469
Adjusted R-squared0.168361583181500
F-TEST (value)6.33106888857657
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value5.77565851023198e-06
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.86648628101019
Sum Squared Residuals114.121368227188


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
142.044683353054161.95531664694584
222.94822634254786-0.948226342547861
332.235653868322050.764346131677947
422.20889441202053-0.208894412020534
522.36454961656970-0.364549616569695
621.924115208749010.0758847912509917
711.9689527861459-0.968952786145898
812.52114178647989-1.52114178647989
912.54552007786293-1.54552007786293
1022.28631382871012-0.286313828710122
1122.09405723041192-0.0940572304119174
1222.48744030499700-0.487440304996997
1322.68535284544626-0.685352845446256
1421.745097160565110.254902839434894
1512.40064866272022-1.40064866272022
1632.202458379792420.79754162020758
1721.580886101598740.419113898401262
1821.991136234794360.0088637652056422
1922.08972365238411-0.0897236523841077
2022.55372362577259-0.553723625772588
2132.360647010949660.639352989050342
2242.773987023950071.22601297604993
2321.897542074631390.102457925368610
2422.57481296077252-0.574812960772523
2521.904775564925350.095224435074649
2612.24889606379109-1.24889606379109
2722.30998705056159-0.309987050561589
2822.44240000566706-0.442400005667056
2922.74140518465737-0.74140518465737
3021.875482682015760.124517317984244
3142.574887981318011.42511201868199
3222.75905597869971-0.759055978699708
3342.447991461068411.55200853893159
3432.582307793795870.417692206204128
3511.95731069727864-0.95731069727864
3642.922450666496091.07754933350391
3733.04162142613252-0.0416214261325159
3821.644988302273800.355011697726202
3943.155450267189350.844549732810647
4022.60157241707404-0.601572417074042
4132.281200160605250.718799839394746
4232.153825853059170.846174146940832
4321.933562454881690.0664375451183134
4412.41662432961528-1.41662432961528
4522.13456122978100-0.134561229780997
4612.04027475448087-1.04027475448087
4722.33647144149967-0.336471441499671
4843.161069928247480.838930071752519
4922.30998705056159-0.309987050561589
5022.27327435517413-0.273274355174133
5122.40548458834655-0.405484588346548
5222.67590559931358-0.675905599313578
5322.42614659629345-0.42614659629345
5411.73696863320093-0.736968633200934
5522.86658464946888-0.866584649468876
5632.922450666496090.0775493335039101
5722.42614659629345-0.42614659629345
5822.46173964949071-0.461739649490714
5912.04328596838543-1.04328596838543
6011.45050058014809-0.450500580148088
6121.949613142322240.0503868576777594
6222.07207285834177-0.0720728583417701
6311.96594157224133-0.965941572241334
6421.988631013843050.0113689861569474
6511.71939650505882-0.719396505058822
6643.057949856051610.942050143948391
6742.951237556452431.04876244354757
6812.39763744881565-1.39763744881565
6911.75170060187298-0.751700601872982
7032.717731962805900.282268037194097
7141.822516577254692.17748342274531
7222.06906164443721-0.0690616444372054
7342.712618294701031.28738170529897
7442.495366110428121.50463388957188
7532.925461880400650.0745381195993453
7642.426146596293451.57385340370655
7721.719396505058820.280603494941178
7822.20378074391567-0.203780743915665
7921.904775564925350.095224435074649
8022.95424877035699-0.95424877035699
8121.766340182010750.233659817989246
8221.962349344838020.0376506551619778
8321.732638700527860.267361299472137
8412.08081503494288-1.08081503494288
8532.496071179959690.50392882004031
8631.735649914432431.26435008556757
8722.28631382871012-0.286313828710122
8842.027032559011831.97296744098817
8943.172823318753150.827176681246849
9021.994653441652180.00534655834781807
9122.45865341504066-0.458653415040662
9212.02703255901183-1.02703255901183
9311.88059635012062-0.880596350120624
9412.62293949455252-1.62293949455252
9522.49235489652355-0.492354896523553
9623.18102686666281-1.18102686666281
9733.13282166698259-0.132821666982592
9843.029979337265260.970020662734741
9922.15382585305917-0.153825853059168
10021.994653441652180.00534655834781807
10142.449819818144921.55018018185508
10222.07207285834177-0.0720728583417701
10332.229556419967440.770443580032564
10422.50047977853299-0.500479778532987
10522.33927993347118-0.339279933471184
10642.476225543182771.52377445681723
10722.73398537217951-0.733985372179509
10832.328881542826950.671118457173055
10922.29365862064250-0.293658620642496
11021.823022570207950.176977429792047
11121.472851437876310.52714856212369
11242.336471441499671.66352855850033
11332.020504138249440.97949586175056
11413.19216296257681-2.19216296257681
11512.16854045374243-1.16854045374243
11612.2119056259251-1.2119056259251
11722.07597546396181-0.0759754639618074
11822.2002598917031-0.200259891703102
11932.757658594030980.242341405969024
12012.46677829705010-1.46677829705010
12131.997739676102231.00226032389777
12211.67076397832557-0.67076397832557
12322.31943429669427-0.319434296694267
12411.67126997127883-0.671269971278829
12521.790718473393790.209281526606207
12621.904269571972090.0957304280279084
12732.231245269748760.768754730251244
12822.36806682342752-0.368066823427520
12922.22823405584419-0.228234055844191
13042.890146569681931.10985343031807
13122.84452525685324-0.844525256853242
13231.641977088369231.35802291163077
13321.878568916465810.121431083534192
13411.72240771896339-0.722407718963387
13522.57481296077252-0.574812960772523
13632.309987050561590.690012949438411
13712.38943390090599-1.38943390090599
13821.740058513005720.259941486994276
13922.35173839350843-0.351738393508427
14032.135377600950980.864622399049017
14132.727456951417120.27254304858288
14233.28898286448501-0.288982864485013
14343.05454395083220.945456049167802
14442.204485813447241.79551418655276
14522.04410233955542-0.04410233955542
14632.659652189939970.340347810060027
14732.471186895623390.528813104376608
14822.49997378557973-0.499973785579727
14911.57296029616762-0.572960296167617
15022.15514821718241-0.155148217182413
15122.69145029380087-0.691450293800873
15242.893157783586491.10684221641351
15343.602919088725690.397080911274312
15421.79322369434510.206776305654901
15532.441694936135480.558305063864516
15622.15081463915460-0.150814639154603
15742.516733187906591.48326681209341
15822.58965258572825-0.589652585728246
15942.644923866622661.35507613337734


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.7009043531372510.5981912937254980.299095646862749
110.5483507957656010.9032984084687970.451649204234399
120.6674452164615470.6651095670769050.332554783538453
130.6882690188289250.6234619623421510.311730981171075
140.5850042963145440.8299914073709110.414995703685456
150.5943307123083390.8113385753833220.405669287691661
160.663702829460780.672594341078440.33629717053922
170.5767461724098730.8465076551802530.423253827590127
180.4872440311734660.9744880623469310.512755968826534
190.3983454651610990.7966909303221980.601654534838901
200.3465890933513140.6931781867026280.653410906648686
210.3955430285544950.791086057108990.604456971445505
220.6698668253088290.6602663493823420.330133174691171
230.613739065688170.7725218686236590.386260934311830
240.5499296811389550.900140637722090.450070318861045
250.4769603818319640.9539207636639290.523039618168036
260.565709070240760.868581859518480.43429092975924
270.50308897677280.99382204645440.4969110232272
280.4387004342749910.8774008685499830.561299565725009
290.3856586766374060.7713173532748120.614341323362594
300.3242137139241650.648427427848330.675786286075835
310.4435662495467960.8871324990935910.556433750453204
320.3932987739826830.7865975479653670.606701226017317
330.5348594192513520.9302811614972960.465140580748648
340.4800351858731470.9600703717462930.519964814126853
350.5437741312145570.9124517375708860.456225868785443
360.6215503000272610.7568993999454770.378449699972739
370.5647764826698870.8704470346602270.435223517330113
380.5138549758862060.9722900482275880.486145024113794
390.5522401681141690.8955196637716620.447759831885831
400.5232587973186520.9534824053626950.476741202681348
410.495278954750440.990557909500880.50472104524956
420.4819090626767290.9638181253534590.518090937323271
430.4285596709006420.8571193418012830.571440329099358
440.5163747146431450.967250570713710.483625285356855
450.4715614012215630.9431228024431260.528438598778437
460.503703561023630.992592877952740.49629643897637
470.4605592111361620.9211184222723240.539440788863838
480.4621955435102160.9243910870204320.537804456489784
490.4199803639375730.8399607278751460.580019636062427
500.3767865962146040.7535731924292080.623213403785396
510.3490754849563140.6981509699126280.650924515043686
520.3222543804400270.6445087608800540.677745619559973
530.287887668307640.575775336615280.71211233169236
540.2703525321635720.5407050643271440.729647467836428
550.2534022918819090.5068045837638190.746597708118091
560.2158471502450170.4316943004900330.784152849754983
570.1872455957430580.3744911914861150.812754404256942
580.1695216997649760.3390433995299530.830478300235024
590.1864779458237230.3729558916474470.813522054176277
600.1622529714597170.3245059429194340.837747028540283
610.1348901541537170.2697803083074340.865109845846283
620.1099405805701970.2198811611403950.890059419429802
630.1208756220407670.2417512440815340.879124377959233
640.1033797078436130.2067594156872260.896620292156387
650.09717413919276750.1943482783855350.902825860807232
660.09949547334273390.1989909466854680.900504526657266
670.113973343904060.227946687808120.88602665609594
680.1584350162394790.3168700324789590.84156498376052
690.1499471926795340.2998943853590680.850052807320466
700.1264253616882580.2528507233765170.873574638311742
710.3332323695218310.6664647390436630.666767630478169
720.2917794870203700.5835589740407410.70822051297963
730.3481901239837250.696380247967450.651809876016275
740.4402519608743220.8805039217486440.559748039125678
750.3968337551124350.793667510224870.603166244887565
760.5008408417019730.9983183165960550.499159158298027
770.4603292047578660.9206584095157320.539670795242134
780.4170045532054770.8340091064109530.582995446794523
790.3750672584964550.7501345169929090.624932741503545
800.3855023690548110.7710047381096230.614497630945189
810.3480277121968380.6960554243936760.651972287803162
820.3074486412423940.6148972824847880.692551358757606
830.2743784938884560.5487569877769120.725621506111544
840.2985533126264620.5971066252529240.701446687373538
850.2738768433687890.5477536867375790.726123156631211
860.3138490946508760.6276981893017510.686150905349124
870.2772867965131380.5545735930262760.722713203486862
880.4734557399396370.9469114798792750.526544260060363
890.4748660080809980.9497320161619970.525133991919002
900.4277123557590740.8554247115181480.572287644240926
910.3966324276996770.7932648553993530.603367572300323
920.406185912856160.812371825712320.59381408714384
930.4094724257424480.8189448514848970.590527574257552
940.52247235650630.95505528698740.4775276434937
950.4969744827809110.9939489655618220.503025517219089
960.5591496946278520.8817006107442960.440850305372148
970.5113648170043080.9772703659913830.488635182995692
980.5169661136649240.9660677726701520.483033886335076
990.4692490943622150.938498188724430.530750905637785
1000.4209350598366160.8418701196732330.579064940163384
1010.5324347950402960.9351304099194080.467565204959704
1020.4836956411950020.9673912823900040.516304358804998
1030.4654976642275040.9309953284550090.534502335772496
1040.4333820173801380.8667640347602760.566617982619862
1050.3909573640852240.7819147281704490.609042635914776
1060.4897954243618670.9795908487237340.510204575638133
1070.4808933604444260.9617867208888510.519106639555574
1080.4670825741760830.9341651483521660.532917425823917
1090.4206007490686940.8412014981373890.579399250931306
1100.3731258178222290.7462516356444580.626874182177771
1110.3376168400374710.6752336800749410.66238315996253
1120.4031521790801010.8063043581602020.596847820919899
1130.4209816510084350.8419633020168710.579018348991565
1140.7454914733688840.5090170532622320.254508526631116
1150.8505398997792380.2989202004415240.149460100220762
1160.8714062803531810.2571874392936380.128593719646819
1170.8393072202614770.3213855594770470.160692779738523
1180.8280872588138450.343825482372310.171912741186155
1190.793997354124590.4120052917508190.206002645875409
1200.8575944798217730.2848110403564540.142405520178227
1210.8991876694334720.2016246611330570.100812330566529
1220.8794663610754540.2410672778490930.120533638924546
1230.8467701032918650.3064597934162690.153229896708135
1240.8452760845003330.3094478309993330.154723915499667
1250.8127003606850520.3745992786298960.187299639314948
1260.7677868426934160.4644263146131670.232213157306584
1270.7715721665446290.4568556669107420.228427833455371
1280.7326785721623160.5346428556753680.267321427837684
1290.6874437773908760.6251124452182480.312556222609124
1300.6543563791070070.6912872417859870.345643620892993
1310.6882226360966060.6235547278067890.311777363903394
1320.7725899207639490.4548201584721020.227410079236051
1330.7187058095923740.5625883808152510.281294190407626
1340.6819919043718870.6360161912562250.318008095628113
1350.722006184200210.555987631599580.27799381579979
1360.6958856065571440.6082287868857120.304114393442856
1370.8313290447273450.3373419105453090.168670955272655
1380.774598565693070.4508028686138610.225401434306930
1390.7097279864049540.5805440271900930.290272013595046
1400.9261663523687530.1476672952624940.073833647631247
1410.9115748323426280.1768503353147450.0884251676573723
1420.9045708268558830.1908583462882340.095429173144117
1430.969711135386410.06057772922718050.0302888646135902
1440.9892558064713850.02148838705723000.0107441935286150
1450.978446851657930.04310629668414010.0215531483420700
1460.9528900438321380.09421991233572460.0471099561678623
1470.9570944968604120.08581100627917660.0429055031395883
1480.9221527753047860.1556944493904280.0778472246952139
1490.9781787423142370.04364251537152680.0218212576857634


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level30.0214285714285714OK
10% type I error level60.0428571428571429OK