Multiple Linear Regression - Estimated Regression Equation
X1[t] = + 31.7133444903618 -0.888380446729087X2[t] -0.911256916123055X3[t] -0.934267347790764X4[t] -0.857698947974369X5[t] -0.73976811275555X6[t] -0.825774142894657X7[t] -0.206548035295779X8[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)31.71334449036181.39492922.734700
X2-0.8883804467290870.096796-9.177900
X3-0.9112569161230550.097993-9.299200
X4-0.9342673477907640.092033-10.151400
X5-0.8576989479743690.045692-18.771200
X6-0.739768112755550.112197-6.593500
X7-0.8257741428946570.091381-9.036700
X8-0.2065480352957790.482639-0.4280.6692890.334645


Multiple Linear Regression - Regression Statistics
Multiple R0.883180283143714
R-squared0.780007412533811
Adjusted R-squared0.769876174953131
F-TEST (value)76.9903386750383
F-TEST (DF numerator)7
F-TEST (DF denominator)152
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.78385098401767
Sum Squared Residuals2176.26429692623


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
112.37564895991937-1.37564895991937
246.14311915507773-2.14311915507773
352.830974247813362.16902575218664
420.05046258669448261.94953741330552
514.26253565923562-3.26253565923562
612.47666933890264-1.47666933890264
712.66649797142566-1.66649797142566
814.26973280413983-3.26973280413983
917.95501355998322-6.95501355998322
101-0.6696396366674591.66963963666746
1151.062854782111813.93714521788819
1233.99892979487694-0.998929794876938
1335.67283129314951-2.67283129314951
1442.338333173401881.66166682659812
1540.4802368523167863.51976314768321
1641.211467116085352.78853288391465
1731.223528686557871.77647131344213
1854.792255875781170.207744124218827
1942.970851387586321.02914861241368
2033.14070758999186-0.140707589991859
213-6.40070747938669.4007074793866
2233.76170026082644-0.761700260826441
2333.77374906108701-0.773749061087005
2446.27809530476642-2.27809530476642
2554.902381681639240.097618318360758
2640.6773057834264053.32269421657359
2755.76008062961361-0.760080629613611
2833.17191234565729-0.171912345657287
2943.133425817541820.86657418245818
3023.9987958326032-1.9987958326032
3153.796625530480971.20337446951903
3225.59626289333312-3.59626289333312
3333.99112476551619-0.991124765516188
3436.4846433400622-3.4846433400622
3534.96374467914868-1.96374467914868
3634.07536423241959-1.07536423241959
3744.85649478057757-0.856494780577566
3834.67733491012305-1.67733491012305
3952.145600501602372.85439949839763
4028.27660963582733-6.27660963582733
4132.885368614357920.114631385642081
4231.567360304980901.43263969501910
4344.68500597721006-0.68500597721006
4452.222168901418762.77783109858124
4532.019768211724460.980231788275538
4633.70624176716831-0.706241767168311
4733.95867670352577-0.958676703525767
4836.67914257509741-3.67914257509741
4934.90238168163924-1.90238168163924
5034.56394071514268-1.56394071514268
5133.14123084690257-0.141230846902569
5241.341459521776692.65854047822331
5332.969608081261320.0303919187386763
5423.87319393029737-1.87319393029737
5531.372274982805151.62772501719485
5631.364469953444401.63553004655560
5732.20820680543680.791793194563202
5842.961937014174311.03806298582569
5924.73856394535875-2.73856394535875
6052.885368614357922.11463138564208
6144.60982761620436-0.609827616204356
6225.64214979439479-3.64214979439479
6324.77048875043846-2.77048875043846
6433.28275820092964-0.282758200929639
6542.176282000357091.82371799964291
6651.287901553628003.712098446372
6734.93306318039396-1.93306318039396
6835.73543759698394-2.73543759698394
6943.021408891160180.978591108839819
7034.05248776302562-1.05248776302562
7144.70788244660403-0.707882446604029
7232.939060544780350.0609394552196528
7332.058351165138270.941648834861732
7444.87950521224528-0.879505212245275
7523.95743339720077-1.95743339720077
7623.95743339720077-1.95743339720077
7743.042506027106490.957493972893511
7823.94523786445451-1.94523786445451
7946.5612117398786-2.5612117398786
8034.00017310120193-1.00017310120193
8153.819635962148681.18036403785132
8235.79076212836833-2.79076212836833
8335.56133762367858-2.56133762367858
8444.93306318039396-0.933063180393961
8533.08753891648014-0.0875389164801413
8634.76157437702646-1.76157437702646
8743.991124765516190.00887523448381165
8834.93306318039396-1.93306318039396
8932.557755316994760.442244683005242
9035.79076212836833-2.79076212836833
9127.5675230218265-5.5675230218265
9242.027669666383551.97233033361645
9332.732378547210830.267621452789174
9451.287901553628003.712098446372
9532.284775205253190.715224794746806
9652.168610933270082.83138906672992
9741.40478587502542.5952141249746
9833.91469032797353-0.914690327973533
9936.53053024112388-3.53053024112388
10054.902381681639240.097618318360758
10141.232577022243612.76742297775639
10231.897690030904171.10230996909583
10350.1575245450378914.84247545496211
1044-0.3738044118983084.37380441189831
10524.68500597721006-2.68500597721006
10653.968114333848481.03188566615152
10742.370257978481591.62974202151841
10826.53053024112388-4.53053024112388
10926.53833527048463-4.53833527048463
11055.4744466209335-0.474446620933496
11141.852161463561502.14783853643850
11245.29858008439244-1.29858008439244
11326.54649863356439-4.54649863356439
11454.436356670758810.56364332924119
11543.777534690993220.222465309006783
116419.7286004117406-15.7286004117406
1171-0.9560944228103191.95609442281032
11835.56128901813658-2.56128901813658
11915.21108328739417-4.21108328739417
12012.82793626805588-1.82793626805588
121120.6557608275857-19.6557608275857
1221-1.279976277848362.27997627784836
12310.9004652310764880.0995347689235117
12414.56257664818728-3.56257664818728
12511.67268140582246-0.672681405822456
126219.843094768985-17.843094768985
1272118.73433815325192.26566184674808
1282320.49424568166362.5057543183364
1292118.70227938589852.29772061410153
1302114.55092149666826.44907850333182
1312016.10892664750513.89107335249488
1322117.22601154950973.77398845049033
1332422.26633597260961.73366402739041
1342316.23752901438586.76247098561423
1352218.81077259079463.18922740920543
1362119.71296840101991.28703159898007
1372221.55724935860880.442750641391246
1382121.4501334223114-0.450133422311382
1392116.33397341902134.66602658097869
1402117.36629559721173.63370440278825
1412218.27755251333483.7224474866652
1422018.92870342601341.07129657398661
1432117.19042906067073.80957093932931
1442119.01732062609041.98267937390965
1452217.92100210525484.0789978947452
1462119.68104359594021.31895640405978
1472320.52492718041832.47507281958168
1482319.75323426258313.24676573741694
1492419.58298876554064.41701123445945
1503220.786799747098511.2132002529015
1512218.99568746302143.00431253697862
1522220.74091284603681.25908715396319
1532019.07140185114970.928598148850251
1542120.78679974709850.213200252901513
1552319.66847153876893.33152846123106
1562120.52492718041830.475072819581682
1572123.2726472545575-2.27264725455749
1582318.99483345133344.00516654866664
1592420.76340002079383.23659997920619
1602219.01732062609042.98267937390965


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.1554639513810500.3109279027620990.84453604861895
120.1109128955327630.2218257910655260.889087104467237
130.04958615634422770.09917231268845550.950413843655772
140.02084048629510320.04168097259020640.979159513704897
150.01079522349712230.02159044699424450.989204776502878
160.004197091201798880.008394182403597750.995802908798201
170.001540236361641840.003080472723283670.998459763638358
180.0007252663821437970.001450532764287590.999274733617856
190.0003927656439605460.0007855312879210910.99960723435604
200.0002665502999691110.0005331005999382230.99973344970003
210.0001432015833439660.0002864031666879330.999856798416656
225.15532690979813e-050.0001031065381959630.999948446730902
231.89879780348999e-053.79759560697997e-050.999981012021965
241.27962791659137e-052.55925583318273e-050.999987203720834
256.17040342322235e-061.23408068464447e-050.999993829596577
266.91560578102104e-061.38312115620421e-050.999993084394219
273.02233855638431e-066.04467711276863e-060.999996977661444
281.10529244638445e-062.21058489276891e-060.999998894707554
293.68633496957395e-077.3726699391479e-070.999999631366503
303.0121984190711e-076.0243968381422e-070.999999698780158
311.81429955987243e-073.62859911974486e-070.999999818570044
321.43003224228268e-072.86006448456536e-070.999999856996776
337.04116255306589e-081.40823251061318e-070.999999929588374
342.39830634811741e-084.79661269623483e-080.999999976016936
359.1127957400767e-091.82255914801534e-080.999999990887204
363.54808022550136e-097.09616045100272e-090.99999999645192
371.47668488418799e-092.95336976837597e-090.999999998523315
387.3700595096255e-101.4740119019251e-090.999999999262994
395.17398374010846e-101.03479674802169e-090.999999999482602
403.68018105661827e-107.36036211323654e-100.999999999631982
411.48381760372402e-102.96763520744803e-100.999999999851618
426.51923087821082e-111.30384617564216e-100.999999999934808
432.46061006394588e-114.92122012789176e-110.999999999975394
441.22872381096429e-112.45744762192859e-110.999999999987713
453.86012132249383e-127.72024264498766e-120.99999999999614
461.21831008163146e-122.43662016326291e-120.999999999998782
475.24936227917484e-131.04987245583497e-120.999999999999475
481.98319984199235e-133.96639968398469e-130.999999999999802
497.90931989288633e-141.58186397857727e-130.99999999999992
502.34353607295710e-144.68707214591419e-140.999999999999977
517.63046900492085e-151.52609380098417e-140.999999999999992
522.42759349231032e-154.85518698462063e-150.999999999999998
537.40934870769284e-161.48186974153857e-151
541.00412145078997e-152.00824290157994e-151
553.06840316468986e-166.13680632937972e-161
561.11866139961425e-162.23732279922850e-161
573.27413330754563e-176.54826661509127e-171
581.04731399008913e-172.09462798017825e-171
595.517589434278e-181.1035178868556e-171
604.66157955337024e-189.32315910674048e-181
611.48318597733071e-182.96637195466143e-181
621.48449770582779e-182.96899541165558e-181
637.11670164579306e-191.42334032915861e-181
642.23543556722614e-194.47087113445227e-191
657.64658781243808e-201.52931756248762e-191
665.34775044247164e-201.06955008849433e-191
671.71461233651706e-203.42922467303412e-201
684.53300427593439e-219.06600855186879e-211
691.45665275687773e-212.91330551375546e-211
704.45971830417149e-228.91943660834298e-221
711.47471749569893e-222.94943499139785e-221
725.41033635344792e-231.08206727068958e-221
731.64897805869278e-233.29795611738555e-231
745.3593302638376e-241.07186605276752e-231
753.03453001264190e-246.06906002528381e-241
761.59785301529071e-243.19570603058141e-241
777.14020622664366e-251.42804124532873e-241
784.3276392162937e-258.6552784325874e-251
791.75651896493056e-253.51303792986113e-251
805.4266878613196e-261.08533757226392e-251
813.35040923086611e-266.70081846173221e-261
821.11104193468001e-262.22208386936003e-261
833.95423287638295e-277.9084657527659e-271
841.50541602382247e-273.01083204764494e-271
854.16409304432627e-288.32818608865254e-281
861.09752245291131e-282.19504490582262e-281
872.81426876966845e-295.62853753933689e-291
889.3538254970244e-301.87076509940488e-291
892.65851745962428e-305.31703491924856e-301
909.89962008969118e-311.97992401793824e-301
911.26997242195615e-302.53994484391231e-301
923.81353175232462e-317.62706350464924e-311
931.00921317444842e-312.01842634889683e-311
946.12268790970224e-321.22453758194045e-311
951.79345096663399e-323.58690193326799e-321
966.05303839435888e-331.21060767887178e-321
974.63161064696674e-339.26322129393349e-331
981.87582738675623e-333.75165477351246e-331
994.22793814228283e-348.45587628456566e-341
1003.11270941433688e-346.22541882867376e-341
1011.32953161950206e-342.65906323900412e-341
1025.05185468252413e-351.01037093650483e-341
1033.66185528842847e-357.32371057685693e-351
1048.2497565979814e-361.64995131959628e-351
1053.79435166114653e-367.58870332229307e-361
1063.21236919651021e-366.42473839302043e-361
1078.9274092961232e-371.78548185922464e-361
1084.10109031187917e-378.20218062375834e-371
1099.70524758501e-381.941049517002e-371
1101.21508271972970e-372.43016543945940e-371
1111.04190643431426e-372.08381286862852e-371
1122.96229609787904e-385.92459219575807e-381
1131.08278835334840e-382.16557670669681e-381
1141.23635198924795e-382.47270397849591e-381
1151.36257660419212e-382.72515320838424e-381
1162.10202111180223e-384.20404222360445e-381
1175.91740691012132e-381.18348138202426e-371
1182.33536847214855e-384.67073694429709e-381
1191.69987175204676e-383.39974350409352e-381
1203.4662425336193e-396.9324850672386e-391
1215.46170252921793e-311.09234050584359e-301
1224.07105411588352e-288.14210823176704e-281
1231.68196470622117e-283.36392941244234e-281
1245.59561503083533e-291.11912300616707e-281
1251.9276568801026e-293.8553137602052e-291
1266.1598099702658e-091.23196199405316e-080.99999999384019
1270.1409128423852900.2818256847705800.85908715761471
1280.6309127612621450.738174477475710.369087238737855
1290.7968615974872090.4062768050255830.203138402512791
1300.880290378019280.2394192439614410.119709621980721
1310.90172493070980.1965501385803980.0982750692901991
1320.9164808327959250.1670383344081510.0835191672040753
1330.9184180460249840.1631639079500320.0815819539750162
1340.9395433922989160.1209132154021680.0604566077010838
1350.9267545113545930.1464909772908140.073245488645407
1360.908511375848740.1829772483025190.0914886241512593
1370.8772143780048450.2455712439903090.122785621995155
1380.8416974893689130.3166050212621730.158302510631087
1390.8042233077004780.3915533845990450.195776692299522
1400.7571472033600910.4857055932798180.242852796639909
1410.6960614326779430.6078771346441140.303938567322057
1420.7518968687811450.496206262437710.248103131218855
1430.6797923703338060.6404152593323880.320207629666194
1440.5872048076671480.8255903846657030.412795192332852
1450.5068548627796150.986290274440770.493145137220385
1460.4022261738731650.804452347746330.597773826126835
1470.305596541144930.611193082289860.69440345885507
1480.2025356818772860.4050713637545720.797464318122714
1490.1662394035340380.3324788070680760.833760596465962


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1110.798561151079137NOK
5% type I error level1130.81294964028777NOK
10% type I error level1140.820143884892086NOK