Multiple Linear Regression - Estimated Regression Equation

O[t] = + 17.4557480017071 -0.0596220828042761CM[t] + 0.218935765813515D[t] -0.136852917502793PE[t] -0.247202455609298PC[t] + 0.396808017049338PS[t] -0.0151046024523753t + e[t]

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.D.	T-STAT H0: parameter = 0	2-tail p-value	1-tail p-value
(Intercept)	17.4557480017071	2.044985	8.5359	0	0
CM	-0.0596220828042761	0.062157	-0.9592	0.338969	0.169485
D	0.218935765813515	0.110949	1.9733	0.050274	0.025137
PE	-0.136852917502793	0.102916	-1.3297	0.185593	0.092796
PC	-0.247202455609298	0.128476	-1.9241	0.056208	0.028104
PS	0.396808017049338	0.075282	5.271	0	0
t	-0.0151046024523753	0.006042	-2.4999	0.013486	0.006743

Multiple Linear Regression - Regression Statistics
Multiple R	0.502833009131382
R-squared	0.252841035072121
Adjusted R-squared	0.223347918035494
F-TEST (value)	8.57288277661949
F-TEST (DF numerator)	6
F-TEST (DF denominator)	152
p-value	4.96509287017943e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	3.44732602810375
Sum Squared Residuals	1806.37662509432

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	27	24.1263949826831	2.87360501731692
2	23	25.3278905094837	-2.32789050948366
3	25	25.3105946506167	-0.310594650616672
4	23	23.1425647952179	-0.142564795217941
5	19	22.9212328900446	-3.92123289004463
6	29	23.9576488960464	5.04235110395356
7	25	25.7729402978557	-0.772940297855671
8	21	23.6912265690701	-2.69122656907014
9	22	23.1226654327152	-1.12266543271516
10	25	23.5228832346940	1.47711676530595
11	24	21.4214364373951	2.57856356260492
12	18	20.9907405657123	-2.99074056571227
13	22	19.6142799989524	2.38572000104762
14	15	21.8010947195462	-6.80109471954617
15	22	24.3867238015357	-2.38672380153569
16	28	25.0465653074249	2.95343469257509
17	20	23.1906059305252	-3.1906059305252
18	12	20.113330543294	-8.11333054329397
19	24	22.4006646138075	1.59933538619254
20	20	22.4513298900013	-2.45132989000128
21	21	24.2091718008149	-3.20917180081488
22	20	21.7496570167093	-1.74965701670926
23	21	20.2364798547118	0.763520145288229
24	23	22.1064491842925	0.893550815707463
25	28	22.8067653946468	5.19323460535319
26	24	22.7095296686943	1.29047033130573
27	24	24.2100959017649	-0.210095901764875
28	24	21.2866195823899	2.71338041761012
29	23	22.7853742298715	0.214625770128455
30	23	23.4269301266781	-0.426930126678148
31	29	24.9512424315685	4.04875756843146
32	24	22.8832375446242	1.11676245537581
33	18	25.6234830931503	-7.62348309315027
34	25	26.5283299210078	-1.52832992100780
35	21	23.2528121287252	-2.25281212872522
36	26	27.2995894199509	-1.2995894199509
37	22	25.7333758885773	-3.73337588857734
38	22	23.4771472868363	-1.47714728683625
39	22	23.2668335411094	-1.26683354110945
40	23	26.1230213183996	-3.12302131839959
41	30	23.5541509933645	6.44584900663552
42	23	23.2595282500456	-0.259528250045591
43	17	19.4473090951876	-2.44730909518762
44	23	24.2425334465938	-1.24253344659383
45	23	24.7438165167803	-1.74381651678034
46	25	22.9469928401776	2.05300715982245
47	24	21.3730696575052	2.62693034249483
48	24	27.8112646272391	-3.81126462723911
49	23	23.4762855096774	-0.476285509677431
50	21	24.2575943354001	-3.25759433540010
51	24	26.0917213589247	-2.09172135892467
52	24	22.2806467791565	1.71935322084353
53	28	21.9684257598597	6.03157424014028
54	16	21.4400640815990	-5.44006408159903
55	20	20.382784054042	-0.382784054042017
56	29	23.8094188213148	5.19058117868516
57	27	24.1696112867377	2.8303887132623
58	22	23.441828608794	-1.44182860879401
59	28	24.1646579541890	3.83534204581103
60	16	20.7974038487875	-4.7974038487875
61	25	23.1475490354281	1.85245096457191
62	24	23.7176463168972	0.282353683102773
63	28	23.8756020385683	4.12439796143166
64	24	24.4657678785319	-0.465767878531917
65	23	22.8650436257553	0.13495637424467
66	30	26.9714572554329	3.02854274456713
67	24	21.5937158346539	2.40628416534613
68	21	24.2233462419074	-3.22334624190743
69	25	23.4107050580841	1.58929494191586
70	25	24.0514762867323	0.948523713267658
71	22	21.028897177265	0.971102822734972
72	23	22.5766938554224	0.423306144577631
73	26	22.9710720281836	3.02892797181637
74	23	21.8370083714923	1.16299162850771
75	25	23.1273424872252	1.87265751277479
76	21	21.4421536550423	-0.442153655042262
77	25	23.6533729546519	1.34662704534815
78	24	22.2417678908569	1.75823210914312
79	29	23.5373295966829	5.46267040331713
80	22	23.6441526759874	-1.64415267598739
81	27	23.5951559625597	3.40484403744026
82	26	19.7203222574501	6.27967774254989
83	22	21.3598762005591	0.640123799440915
84	24	22.004535056226	1.99546494377402
85	27	23.0741663160147	3.92583368398533
86	24	21.3290783475387	2.67092165246130
87	24	24.6545555803014	-0.654555580301406
88	29	24.2146009549584	4.78539904504158
89	22	22.1325846564454	-0.132584656445437
90	21	20.5259559563874	0.474044043612604
91	24	20.4483315469443	3.55166845305574
92	24	21.5258968273727	2.47410317262730
93	23	21.7834078269836	1.21659217301641
94	20	22.1073550865127	-2.10735508651268
95	27	21.2139747971843	5.78602520281575
96	26	23.2042950681903	2.79570493180972
97	25	21.8374946624237	3.16250533757629
98	21	19.9958078913003	1.00419210869972
99	21	20.5678867855518	0.432113214448158
100	19	20.2087963273881	-1.20879632738806
101	21	21.3499989811539	-0.349998981153919
102	21	20.9672002504434	0.0327997495565714
103	16	19.5418845376893	-3.54188453768929
104	22	20.3713080220925	1.62869197790753
105	29	21.5223112534616	7.47768874653837
106	15	21.4335507122992	-6.43355071229918
107	17	20.3825758695164	-3.38257586951636
108	15	19.6521826821777	-4.65218268217773
109	21	21.3416505865218	-0.341650586521787
110	21	20.6724375577131	0.327562442286877
111	19	18.9381962189381	0.061803781061873
112	24	17.8325684945613	6.1674315054387
113	20	21.8208394521637	-1.82083945216374
114	17	24.4815226826983	-7.48152268269833
115	23	24.1891167120328	-1.18911671203275
116	24	21.8190150713246	2.18098492867540
117	14	21.4853857201906	-7.48538572019065
118	19	22.2893922784086	-3.28939227840865
119	24	21.6850094732166	2.31499052678337
120	13	19.9339185344671	-6.93391853446709
121	22	24.6775723259204	-2.67757232592042
122	16	20.5596548577463	-4.55965485774628
123	19	22.6363293692522	-3.63632936925217
124	25	22.0717602843708	2.92823971562922
125	25	23.5276802327993	1.47231976720074
126	23	20.7972689761852	2.20273102381479
127	24	22.7670557523198	1.23294424768024
128	26	22.7786013274452	3.22139867255476
129	26	20.8156198655222	5.18438013447779
130	25	23.4237283776241	1.57627162237588
131	18	21.5987301526461	-3.59873015264608
132	21	19.2074826633283	1.79251733667169
133	26	22.7888723817477	3.21112761825228
134	23	21.1513223016543	1.84867769834570
135	23	19.0829942077633	3.91700579223668
136	22	21.8054384079825	0.194561592017450
137	20	21.5732875110786	-1.57328751107855
138	13	21.2544028925807	-8.25440289258065
139	24	20.5600302271813	3.43996977281871
140	15	20.7494922343872	-5.74949223438725
141	14	22.2725233273091	-8.27252332730909
142	22	23.1320753348997	-1.13207533489966
143	10	17.0344098108871	-7.03440981088714
144	24	23.4516436543481	0.548356345651931
145	22	20.9405396456836	1.05946035431638
146	24	24.7496275294982	-0.749627529498183
147	19	20.7263874947993	-1.72638749479932
148	20	21.095416151232	-1.09541615123199
149	13	16.3226538637326	-3.3226538637326
150	20	19.1780528785196	0.821947121480445
151	22	22.1018659862759	-0.101865986275925
152	24	22.3495284477076	1.65047155229237
153	29	22.1905021414869	6.80949785851305
154	12	19.9285720399114	-7.92857203991142
155	20	19.9030885256595	0.0969114743405265
156	21	20.3333261665308	0.666673833469153
157	24	22.5203984913327	1.47960150866731
158	22	20.808658004564	1.19134199543599
159	20	16.8990954654000	3.10090453459996

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
10	0.718619910827995	0.56276017834401	0.281380089172005
11	0.660019415013352	0.679961169973296	0.339980584986648
12	0.599606851160085	0.80078629767983	0.400393148839915
13	0.625577621390002	0.748844757219997	0.374422378609998
14	0.751302983454026	0.497394033091947	0.248697016545974
15	0.675144334194206	0.649711331611588	0.324855665805794
16	0.68909519210956	0.621809615780881	0.310904807890440
17	0.606750202385518	0.786499595228965	0.393249797614482
18	0.729059055475175	0.541881889049651	0.270940944524825
19	0.670703293768016	0.658593412463968	0.329296706231984
20	0.621144151670995	0.757711696658011	0.378855848329005
21	0.552779097294516	0.894441805410969	0.447220902705484
22	0.479721518011932	0.959443036023865	0.520278481988068
23	0.465868328576883	0.931736657153766	0.534131671423117
24	0.518990053870112	0.962019892259776	0.481009946129888
25	0.687995955473741	0.624008089052518	0.312004044526259
26	0.626121860460546	0.747756279078908	0.373878139539454
27	0.562712863819327	0.874574272361347	0.437287136180673
28	0.544286621835185	0.91142675632963	0.455713378164815
29	0.479832448785693	0.959664897571387	0.520167551214307
30	0.417262422599593	0.834524845199186	0.582737577400407
31	0.417851728241742	0.835703456483485	0.582148271758258
32	0.356829399950583	0.713658799901166	0.643170600049417
33	0.618502441044591	0.762995117910819	0.381497558955410
34	0.578211751402322	0.843576497195356	0.421788248597678
35	0.547302485769863	0.905395028460274	0.452697514230137
36	0.49211900484757	0.98423800969514	0.50788099515243
37	0.477748299775667	0.955496599551333	0.522251700224333
38	0.425770258513273	0.851540517026546	0.574229741486727
39	0.376887143687803	0.753774287375606	0.623112856312197
40	0.353918178342645	0.707836356685291	0.646081821657355
41	0.518675894946085	0.96264821010783	0.481324105053915
42	0.464795096191744	0.929590192383487	0.535204903808256
43	0.435117744975545	0.87023548995109	0.564882255024455
44	0.387983839706832	0.775967679413664	0.612016160293168
45	0.348608914550764	0.697217829101528	0.651391085449236
46	0.321786707684391	0.643573415368782	0.678213292315609
47	0.297634822789812	0.595269645579625	0.702365177210188
48	0.294230050937282	0.588460101874564	0.705769949062718
49	0.256853152301418	0.513706304602835	0.743146847698582
50	0.256757177901529	0.513514355803058	0.743242822098471
51	0.236669075283749	0.473338150567499	0.763330924716251
52	0.206553415084296	0.413106830168592	0.793446584915704
53	0.276840059857884	0.553680119715769	0.723159940142116
54	0.355039081000438	0.710078162000877	0.644960918999562
55	0.340031715260208	0.680063430520417	0.659968284739792
56	0.400755758516633	0.801511517033266	0.599244241483367
57	0.377443000341463	0.754886000682926	0.622556999658537
58	0.346348089446170	0.692696178892339	0.65365191055383
59	0.346841083601948	0.693682167203895	0.653158916398052
60	0.427876281034801	0.855752562069602	0.572123718965199
61	0.383740556430615	0.76748111286123	0.616259443569385
62	0.341548990066272	0.683097980132544	0.658451009933728
63	0.343301629878485	0.68660325975697	0.656698370121515
64	0.309632765636289	0.619265531272577	0.690367234363711
65	0.270414689892304	0.540829379784608	0.729585310107696
66	0.253991767182508	0.507983534365016	0.746008232817492
67	0.225833266643305	0.45166653328661	0.774166733356695
68	0.248782084906630	0.497564169813259	0.75121791509337
69	0.215016517732513	0.430033035465025	0.784983482267487
70	0.182093734175896	0.364187468351792	0.817906265824104
71	0.153139382320502	0.306278764641004	0.846860617679498
72	0.127726526678127	0.255453053356255	0.872273473321873
73	0.111530232310315	0.223060464620631	0.888469767689685
74	0.091003507515502	0.182007015031004	0.908996492484498
75	0.0744439055650722	0.148887811130144	0.925556094434928
76	0.0623755378787908	0.124751075757582	0.93762446212121
77	0.0496172420823983	0.0992344841647966	0.950382757917602
78	0.0388297314084403	0.0776594628168807	0.96117026859156
79	0.0441176816221312	0.0882353632442623	0.955882318377869
80	0.0404637587549325	0.080927517509865	0.959536241245067
81	0.0339647228068071	0.0679294456136143	0.966035277193193
82	0.045048969754083	0.090097939508166	0.954951030245917
83	0.0352958942866427	0.0705917885732855	0.964704105713357
84	0.0277237433105278	0.0554474866210555	0.972276256689472
85	0.0255062920070667	0.0510125840141335	0.974493707992933
86	0.0202934553553548	0.0405869107107096	0.979706544644645
87	0.0165361958513584	0.0330723917027169	0.983463804148642
88	0.0169484961460948	0.0338969922921896	0.983051503853905
89	0.0143108540470867	0.0286217080941735	0.985689145952913
90	0.0108381932828604	0.0216763865657208	0.98916180671714
91	0.0092920712936221	0.0185841425872442	0.990707928706378
92	0.0076087117383732	0.0152174234767464	0.992391288261627
93	0.0056229816976175	0.011245963395235	0.994377018302383
94	0.0053167133157864	0.0106334266315728	0.994683286684214
95	0.00788637753022934	0.0157727550604587	0.99211362246977
96	0.0064543621548784	0.0129087243097568	0.993545637845122
97	0.00553167083282776	0.0110633416656555	0.994468329167172
98	0.00424857572689947	0.00849715145379895	0.9957514242731
99	0.00321260062833889	0.00642520125667777	0.996787399371661
100	0.00266784736454884	0.00533569472909767	0.997332152635451
101	0.00210340698781701	0.00420681397563402	0.997896593012183
102	0.00154717895435629	0.00309435790871259	0.998452821045644
103	0.00188375661540967	0.00376751323081935	0.99811624338459
104	0.00147576801673998	0.00295153603347995	0.99852423198326
105	0.00637487618927065	0.0127497523785413	0.99362512381073
106	0.0152124243878226	0.0304248487756452	0.984787575612177
107	0.0160073312015398	0.0320146624030797	0.98399266879846
108	0.0216884207074323	0.0433768414148646	0.978311579292568
109	0.0170016586041713	0.0340033172083426	0.982998341395829
110	0.0124189406353634	0.0248378812707267	0.987581059364637
111	0.00903457181675675	0.0180691436335135	0.990965428183243
112	0.0258934825133509	0.0517869650267017	0.974106517486649
113	0.0260772616690734	0.0521545233381468	0.973922738330927
114	0.0637183027563105	0.127436605512621	0.93628169724369
115	0.0549499654608637	0.109899930921727	0.945050034539136
116	0.0464972176509137	0.0929944353018274	0.953502782349086
117	0.118464157663074	0.236928315326148	0.881535842336926
118	0.112186205148525	0.224372410297049	0.887813794851475
119	0.100826087401451	0.201652174802902	0.899173912598549
120	0.172653978102336	0.345307956204672	0.827346021897664
121	0.170125417998485	0.340250835996971	0.829874582001515
122	0.214658122624510	0.429316245249021	0.78534187737549
123	0.214943641166402	0.429887282332804	0.785056358833598
124	0.204906198517687	0.409812397035373	0.795093801482313
125	0.179355065700305	0.35871013140061	0.820644934299695
126	0.145873182400785	0.291746364801571	0.854126817599214
127	0.115976365787524	0.231952731575048	0.884023634212476
128	0.113743066435253	0.227486132870506	0.886256933564747
129	0.158069707399952	0.316139414799903	0.841930292600048
130	0.138474615326792	0.276949230653583	0.861525384673208
131	0.117805781692786	0.235611563385572	0.882194218307214
132	0.105936269992989	0.211872539985979	0.89406373000701
133	0.104621513951703	0.209243027903406	0.895378486048297
134	0.094473474307546	0.188946948615092	0.905526525692454
135	0.212612478056432	0.425224956112863	0.787387521943568
136	0.173516743792744	0.347033487585489	0.826483256207256
137	0.14841459297574	0.29682918595148	0.85158540702426
138	0.206579074250538	0.413158148501077	0.793420925749462
139	0.46677122975501	0.93354245951002	0.53322877024499
140	0.412967829577563	0.825935659155127	0.587032170422437
141	0.567839663240622	0.864320673518755	0.432160336759378
142	0.479197081870673	0.958394163741345	0.520802918129327
143	0.650488588465147	0.699022823069707	0.349511411534853
144	0.60555508107025	0.7888898378595	0.39444491892975
145	0.515794452967679	0.968411094064642	0.484205547032321
146	0.411769174934562	0.823538349869124	0.588230825065438
147	0.417030687996548	0.834061375993095	0.582969312003452
148	0.286984021129886	0.573968042259771	0.713015978870114
149	0.200020944492255	0.400041888984511	0.799979055507745

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	7	0.05	NOK
5% type I error level	26	0.185714285714286	NOK
10% type I error level	38	0.271428571428571	NOK