Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 0.530179124767959 + 0.08203483012131X1t[t] + 0.382220352569239X2t[t] + 0.125417786702747X3t[t] -0.120826659285732X4t[t] -0.0412507968502131X5t[t] + 0.165388840699340X6t[t] + 0.139655817303533X7t[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.5301791247679590.5428220.97670.3303070.165154
X1t0.082034830121310.0729221.1250.2624220.131211
X2t0.3822203525692390.0826714.62348e-064e-06
X3t0.1254177867027470.0748411.67580.0958920.047946
X4t-0.1208266592857320.082196-1.470.1436870.071844
X5t-0.04125079685021310.087366-0.47220.6375080.318754
X6t0.1653888406993400.0806412.05090.0420390.021019
X7t0.1396558173035330.076951.81490.0715650.035783


Multiple Linear Regression - Regression Statistics
Multiple R0.455185301715151
R-squared0.207193658897513
Adjusted R-squared0.169696061683206
F-TEST (value)5.52551828090096
F-TEST (DF numerator)7
F-TEST (DF denominator)148
p-value1.15362556940557e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.781193377548189
Sum Squared Residuals90.3189377825218


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
122.00704188999157-0.00704188999156803
232.936871435829410.0631285641705947
332.431225500664090.568774499335907
432.602681851845880.397318148154119
532.082085424826730.91791457517327
632.002182754436640.997817245563357
723.75154643721094-1.75154643721094
832.411683881393240.588316118606763
932.103046742575750.896953257424245
1041.995459467288402.00454053271160
1132.648791784251040.351208215748962
1232.894768222101590.105231777898412
1322.30921961654619-0.309219616546191
1432.308040391714020.69195960828598
1533.45128954683689-0.451289546836892
1623.02497377643316-1.02497377643316
1732.728099638548630.271900361451372
1832.934004504381140.0659954956188643
1923.03921180703395-1.03921180703395
2022.42592191199402-0.425921911994024
2112.64120567287237-1.64120567287237
2243.073660321684670.926339678315331
2333.06953595784677-0.06953595784677
2422.7644912998439-0.764491299843897
2532.84983751452860.150162485471398
2633.2133161389882-0.213316138988202
2743.341046663651940.658953336348061
2832.771482595130070.228517404869935
2932.713861607947840.286138392052158
3022.96589246816755-0.965892468167552
3122.27568231858971-0.275682318589713
3243.136053014513670.863946985486327
3343.359875821669740.64012417833026
3423.14911182028229-1.14911182028229
3522.91105098252544-0.911050982525436
3633.23904916238401-0.239049162384009
3733.06906919426765-0.0690691942676537
3832.517335637161180.482664362838824
3932.970664173814330.0293358261856662
4043.239049162384010.760950837615991
4132.668930900374860.331069099625144
4222.41158336337179-0.411583363371789
4312.20527053377680-1.20527053377680
4422.72596747881740-0.725967478817404
4532.658983658571380.341016341428616
4633.11113297039237-0.111132970392371
4723.13686599378818-1.13686599378818
4822.57234163905101-0.572341639051014
4932.523918968684870.476081031315134
5033.07152816195345-0.071528161953445
5132.868934680684330.131065319315668
5222.63934152127908-0.639341521279079
5323.17683704778477-1.17683704778477
5422.54506086466366-0.545060864663658
5532.836680471340250.163319528659751
5632.835867492065740.164132507934255
5722.80895524383777-0.808955243837767
5832.959737527776940.0402624722230577
5913.01114998369511-2.01114998369511
6033.18142817520179-0.181428175201785
6112.43516085141532-1.43516085141532
6233.33660176595972-0.336601765959725
6322.82778440185557-0.827784401855569
6422.97525530123135-0.97525530123135
6532.477264065143130.522735934856866
6622.89430145852247-0.894301458522472
6732.851385265520150.148614734479849
6822.68599642482081-0.685996424820811
6932.659552005329010.340447994670987
7012.41787944438907-1.41787944438907
7122.69143996911543-0.69143996911543
7222.81344585323333-0.813445853233333
7323.08458696772206-1.08458696772206
7422.70246485257256-0.70246485257256
7532.949790285973470.0502097140265289
7622.81013446866994-0.810134468669938
7722.89216929879125-0.892169298791248
7822.34561127784146-0.345611277841461
7922.91635457119551-0.916354571195506
8012.24406236294123-1.24406236294123
8122.85138526552015-0.85138526552015
8232.988582115137890.0114178848621071
8343.112778958803660.887221041196342
8432.070590432031710.929409567968291
8533.34624866914350-0.346248669143496
8632.464305777395970.535694222604032
8731.833382011152461.16661798884754
8843.494940511556260.505059488443742
8943.087045935407850.912954064592148
9032.728099638548630.271900361451372
9143.211183979256980.788816020743022
9243.454969457559670.545030542440335
9343.578255084531190.421744915468811
9433.11645886952643-0.116458869526431
9532.743617412003030.256382587996965
9622.76321155699028-0.763211556990277
9733.05777295691382-0.0577729569138207
9832.61574065761450.384259342385504
9943.167940978300090.83205902169991
10033.32955167085692-0.329551670856919
10143.537004287680980.462995712319024
10233.47166645584624-0.471666455846243
10333.71337857423435-0.713378574234345
10432.552593785327630.447406214672374
10532.697814925338910.302185074661094
10642.699966447283671.30003355271633
10733.37411385227053-0.374113852270527
10843.047074881411260.952925118588741
10932.797558488462480.202441511537515
11033.23492479854611-0.234924798546110
11122.68930780938421-0.689307809384206
11233.27570883181721-0.275708831817207
11332.975523309369280.0244766906307223
11443.251155033253570.748844966746429
11543.477290578370630.522709421629372
11642.850105522666531.14989447733347
11742.989761339970061.01023866002994
11822.72468773596378-0.724687735963784
11933.01218297880248-0.0121829788024757
12033.05556593538391-0.0555659353839127
12133.09634996865501-0.0963499686550095
12243.180983722086660.81901627791334
12332.813912616812450.186087383187551
12443.37198169253930.628018307460697
12543.096349968655010.90365003134499
12632.445463531264880.55453646873512
12743.357743661938520.642256338061484
12832.988582115137890.0114178848621071
12932.610499214519840.38950078548016
13011.81713868833171-0.817138688331712
13143.232325875235770.76767412476423
13243.195221752687450.804778247312554
13322.56169906313360-0.561699063133597
13422.73295877410357-0.732958774103572
13543.437786287953150.562213712046848
13632.975523309369280.0244766906307223
13743.686489701627420.313510298372578
13822.31805354045546-0.318053540455458
13953.108187831386641.89181216861336
14033.5632040746559-0.563204074655898
14142.768070692545221.23192930745478
14233.15183879610601-0.151838796106009
14343.123362734904440.876637265095563
14422.59131075269336-0.591310752693364
14532.893488479247970.106511520752032
14613.13973292523645-2.13973292523645
14722.80804174654181-0.808041746541814
14853.314360705357081.68563929464292
14943.209904236403360.790095763596642
15042.854696650083551.14530334991645
15132.786899850563020.213100149436978
15243.354432277375120.645567722624878
15322.48553510328292-0.485535103282922
15442.975523309369281.02447669063072
15543.516509733511070.483490266488933
15632.671213423083450.32878657691655


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.2190613662640040.4381227325280070.780938633735996
120.1135946017258040.2271892034516080.886405398274196
130.05660164378357510.1132032875671500.943398356216425
140.1190649679994330.2381299359988660.880935032000567
150.0856222635454840.1712445270909680.914377736454516
160.2338272673029070.4676545346058130.766172732697094
170.1604011212874440.3208022425748890.839598878712556
180.1038121989993440.2076243979986870.896187801000656
190.08451043915649420.1690208783129880.915489560843506
200.09373237241120210.1874647448224040.906267627588798
210.3523315797311860.7046631594623710.647668420268814
220.5517088561735360.8965822876529270.448291143826464
230.53673202433190.9265359513362010.463267975668100
240.545878223761170.9082435524776610.454121776238830
250.4708230272388130.9416460544776270.529176972761187
260.4277722927106120.8555445854212230.572227707289388
270.4074484495176530.8148968990353050.592551550482347
280.3693695687696560.7387391375393120.630630431230344
290.3174938935412520.6349877870825030.682506106458748
300.2750736475184940.5501472950369880.724926352481506
310.2222672177418370.4445344354836750.777732782258163
320.2330090206034640.4660180412069270.766990979396536
330.2442532544656050.488506508931210.755746745534395
340.2678327297786130.5356654595572260.732167270221387
350.3392591923036850.678518384607370.660740807696315
360.2870805857307140.5741611714614290.712919414269286
370.2388511850097310.4777023700194610.76114881499027
380.2154844899356920.4309689798713840.784515510064308
390.1756750083722110.3513500167444220.82432499162779
400.2126512043423660.4253024086847320.787348795657634
410.1848560644644050.369712128928810.815143935535595
420.2128152649818900.4256305299637810.78718473501811
430.4059994143575310.8119988287150620.594000585642469
440.3862566964828760.7725133929657520.613743303517124
450.3412385359605470.6824770719210930.658761464039453
460.3118251402279650.623650280455930.688174859772035
470.4158242197818840.8316484395637680.584175780218116
480.3960607024592340.7921214049184690.603939297540766
490.3682421043299740.7364842086599470.631757895670026
500.3281145246618460.6562290493236930.671885475338154
510.2949039266022490.5898078532044990.705096073397751
520.2706387912058190.5412775824116380.729361208794181
530.3247446437905860.6494892875811730.675255356209414
540.3036502153851060.6073004307702120.696349784614894
550.2620968974620540.5241937949241080.737903102537946
560.2268980414913130.4537960829826270.773101958508687
570.2311363299757020.4622726599514040.768863670024298
580.1944159595297810.3888319190595620.805584040470219
590.2907145461311090.5814290922622190.70928545386889
600.2507878069052190.5015756138104370.749212193094781
610.3302955423699950.660591084739990.669704457630005
620.3040593777180230.6081187554360470.695940622281977
630.2939131791508700.5878263583017390.70608682084913
640.3094872523852910.6189745047705830.690512747614709
650.2837791731442730.5675583462885460.716220826855727
660.3027961604245380.6055923208490760.697203839575462
670.2895608552561100.5791217105122190.71043914474389
680.2691678261322220.5383356522644440.730832173867778
690.2342584578510730.4685169157021460.765741542148927
700.3107347852001840.6214695704003670.689265214799816
710.3157945569637390.6315891139274770.684205443036261
720.3283610044808820.6567220089617640.671638995519118
730.3703673328561970.7407346657123940.629632667143803
740.3638550423260080.7277100846520170.636144957673991
750.3362704090555390.6725408181110790.66372959094446
760.3449026770057110.6898053540114230.655097322994289
770.378019231301770.756038462603540.62198076869823
780.3561130647303770.7122261294607540.643886935269623
790.4538714003123440.9077428006246890.546128599687656
800.613287304898430.773425390203140.38671269510157
810.6597397452411750.680520509517650.340260254758825
820.6183710824956340.7632578350087320.381628917504366
830.714298154871670.5714036902566580.285701845128329
840.7334300087123010.5331399825753980.266569991287699
850.7228101253600030.5543797492799950.277189874639998
860.7030541996136370.5938916007727270.296945800386363
870.7150298778265840.5699402443468320.284970122173416
880.7085965831126660.5828068337746680.291403416887334
890.7658066297379360.4683867405241280.234193370262064
900.7309116912659420.5381766174681160.269088308734058
910.7444964130965320.5110071738069350.255503586903468
920.7371799140496540.5256401719006920.262820085950346
930.7268224725914320.5463550548171360.273177527408568
940.6903923887143870.6192152225712260.309607611285613
950.6531467676802210.6937064646395590.346853232319779
960.7213562671487360.5572874657025280.278643732851264
970.6901376149711640.6197247700576720.309862385028836
980.6574526746194650.685094650761070.342547325380535
990.6846549400498550.630690119900290.315345059950145
1000.6467002440193850.706599511961230.353299755980615
1010.6265504364644280.7468991270711430.373449563535572
1020.5905834100214790.8188331799570420.409416589978521
1030.7704816229439520.4590367541120970.229518377056048
1040.7556791103733030.4886417792533930.244320889626696
1050.7818020026698190.4363959946603620.218197997330181
1060.7928144209027840.4143711581944320.207185579097216
1070.7593915684706670.4812168630586670.240608431529333
1080.7447476681298190.5105046637403620.255252331870181
1090.709722701016480.5805545979670410.290277298983520
1100.6711475806019530.6577048387960940.328852419398047
1110.8114617122740390.3770765754519220.188538287725961
1120.8000512604752840.3998974790494320.199948739524716
1130.7738515723320010.4522968553359980.226148427667999
1140.7623948698779050.475210260244190.237605130122095
1150.764973524403810.4700529511923810.235026475596190
1160.7841348352745880.4317303294508240.215865164725412
1170.7942389791177720.4115220417644570.205761020882228
1180.8890919982284020.2218160035431970.110908001771598
1190.8740304150426730.2519391699146540.125969584957327
1200.8395857319211860.3208285361576290.160414268078814
1210.7998921307927680.4002157384144640.200107869207232
1220.8781533522887450.243693295422510.121846647711255
1230.8720088323595270.2559823352809460.127991167640473
1240.8428246993593430.3143506012813150.157175300640657
1250.901490253297580.197019493404840.09850974670242
1260.8752637260726450.2494725478547100.124736273927355
1270.8438883246751840.3122233506496320.156111675324816
1280.8190538527605450.361892294478910.180946147239455
1290.7717066181543770.4565867636912470.228293381845623
1300.7441481511959220.5117036976081570.255851848804078
1310.6989137331913170.6021725336173660.301086266808683
1320.9373536762174250.1252926475651490.0626463237825747
1330.9218781310534390.1562437378931230.0781218689465615
1340.8887051374571520.2225897250856960.111294862542848
1350.8993081351405250.2013837297189500.100691864859475
1360.8756056815099560.2487886369800870.124394318490044
1370.8262775233590270.3474449532819470.173722476640973
1380.7830663740738570.4338672518522850.216933625926142
1390.7610659768460480.4778680463079030.238934023153952
1400.683761681325730.6324766373485410.316238318674271
1410.7690284480202520.4619431039594960.230971551979748
1420.7198725198839760.5602549602320470.280127480116024
1430.6188360376208590.7623279247582820.381163962379141
1440.7837607432655170.4324785134689660.216239256734483
1450.774819477161830.450361045676340.22518052283817


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