Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 10.1280554387145 -0.470936587537932month[t] -0.0930357075258933X1t[t] + 0.693450393160914X2t[t] + 0.194198919311925X3t[t] -0.380079809268144X4t[t] -0.446582546175459X5t[t] -0.109724075319391X6t[t] -0.575762104826707X7t[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)10.12805543871451.0191369.937900
month-0.4709365875379320.073403-6.415800
X1t-0.09303570752589330.157682-0.590.5560810.278041
X2t0.6934503931609140.1404994.93562e-061e-06
X3t0.1941989193119250.11861.63740.103680.05184
X4t-0.3800798092681440.047458-8.008800
X5t-0.4465825461754590.052889-8.443800
X6t-0.1097240753193910.129533-0.84710.398330.199165
X7t-0.5757621048267070.057452-10.021600


Multiple Linear Regression - Regression Statistics
Multiple R0.77836401948727
R-squared0.60585054683238
Adjusted R-squared0.58440023645591
F-TEST (value)28.2443720486671
F-TEST (DF numerator)8
F-TEST (DF denominator)147
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.51291998127982
Sum Squared Residuals336.472249854092


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
122.63735519946088-0.637355199460879
233.91453191046331-0.91453191046331
332.014148827495080.98585117250492
433.54282243963296-0.54282243963296
534.17563969210553-1.17563969210553
634.10932748029378-1.10932748029378
723.10396127229466-1.10396127229466
834.7332300528921-1.7332300528921
933.06044985867303-0.0604498586730324
1044.45455628958764-0.45455628958764
1132.517432704975510.482567295024489
1234.37780282443227-1.37780282443227
1322.41110752965229-0.411107529652291
1433.18814604107764-0.188146041077645
1597.502959124318841.49704087568116
1698.756450003160210.243549996839792
1796.562640884172472.43735911582753
1897.199389946028421.80061005397158
1997.986488979021581.01351102097842
2097.259825141518991.74017485848101
2199.06952204760714-0.0695220476071383
2296.152691253663782.84730874633622
2397.795709531034741.20429046896526
2498.952132298718770.0478677012812281
2597.451773572891951.54822642710805
2696.0478657363752.952134263625
2797.378888901707381.62111109829262
2896.849875511010292.15012448898971
2997.332601908311111.66739809168889
3096.721562106758222.27843789324178
3197.108641072151081.89135892784892
3297.251192719302771.74880728069723
3396.423046987612532.57695301238747
3498.200143381665360.799856618334642
3599.79825013749423-0.798250137494232
3696.513903765882322.48609623411768
3796.809508731157932.19049126884207
3897.397864103149441.60213589685056
3997.83185338216011.16814661783990
4096.042967178344392.95703282165561
4192.974856292929546.02514370707046
4212.47190737963854-1.47190737963854
4322.73880044503947-0.738800445039467
4423.7383527620878-1.73835276208780
4532.93055770369380.0694422963061973
4643.565823389303110.434176610696893
4733.92703590152165-0.927035901521648
4823.22222239534975-1.22222239534975
4922.74467681373758-0.744676813737584
5033.32840313157911-0.328403131579106
5131.755267638960171.24473236103983
5243.441507254743210.558492745256792
5333.04735080206362-0.0473508020636241
5422.71600811108564-0.716008111085636
5522.0938511084702-0.0938511084702017
5622.32954636754024-0.329546367540238
5723.68724554182292-1.68724554182292
5832.483569032095370.516430967904633
5914.19815189564958-3.19815189564958
6052.390533324569472.60946667543053
6123.54905240080649-1.54905240080649
6232.946839946064320.0531600539356767
6343.307165732554770.69283426744523
6443.510812241128150.489187758871851
6522.14390831176167-0.143908311761672
6632.657823403534030.342176596465974
6732.885852989035090.114147010964912
6833.46651365189241-0.466513651892411
6931.697082931408561.30291706859144
7013.96930846483143-2.96930846483143
7132.370779301791780.629220698208224
7231.973820599634571.02617940036543
7333.80641720640376-0.806417206403759
7443.281952846937510.718047153062494
7532.439270442859630.560729557140371
7642.910207030397561.08979296960244
7732.817171322871670.182828677128333
7833.02012163081252-0.0201216308125202
7922.66727099279548-0.66727099279548
8012.63615385700680-1.63615385700680
8126.61905578312423-4.61905578312423
8233.8166428702124-0.816642870212404
8343.295685425092590.704314574907406
8433.81016203344423-0.810162033444226
8543.842778827267350.157221172732646
8654.122049241090360.877950758909642
8723.21771156082402-1.21771156082402
8823.35367049568929-1.35367049568929
8943.87144752991930.128552470080698
9043.436563060944260.563436939055741
9133.1859613497732-0.185961349773203
9244.12363151982792-0.12363151982792
9344.14031988762142-0.140319887621417
9443.647450348049680.352549651950318
9544.12204924109036-0.122049241090358
9644.49978682985707-0.499786829857073
9725.89070373802253-3.89070373802253
9844.29124176325308-0.291241763253080
9943.752112574093130.247887425906866
10044.40036918805393-0.400369188053926
10144.03059581230203-0.0305958123020261
10244.03697774657928-0.0369777465792789
10355.43260268767979-0.43260268767979
10444.63966298407505-0.63966298407505
10542.928830266494241.07116973350576
10644.5402453422719-0.540245342271903
10733.44452727395908-0.444527273959075
10844.64140855405793-0.641408554057934
10944.33425661319710-0.334256613197095
11044.22253029047496-0.222530290474955
11133.83340055313204-0.833400553132043
11234.01977050762967-1.01977050762967
11333.23328440694286-0.233284406942864
11432.815016747078460.184983252921540
11543.022695659283280.97730434071672
11632.568148900093010.431851099906994
11732.568148900093010.431851099906994
11843.315823155856950.684176844143055
11933.59539210912579-0.595392109125789
12033.88262673596361-0.882626735963607
12133.67986695311832-0.679866953118323
12233.6058890677376-0.6058890677376
12332.989461643612690.0105383563873116
12433.26159929325392-0.261599293253920
12543.208930365580390.79106963441961
12631.789328472975171.21067152702483
12743.455798212565840.544201787434155
12834.34866476547092-1.34866476547092
12946.33516935992365-2.33516935992365
13012.31685837746780-1.31685837746780
13143.261599293253920.73840070674608
13233.41169014842568-0.411690148425675
13342.95923123355211.04076876644790
13443.010770601319880.989229398680119
13544.10514054158659-0.105140541586589
13633.23328440694286-0.233284406942864
13734.31602782869201-1.31602782869201
13832.808444177747820.191555822252182
13943.476148885862090.523851114137913
14034.77027604843645-1.77027604843645
14132.66118460761890.3388153923811
14233.59539210912579-0.595392109125789
14343.512853360211710.487146639788293
14423.75314863786652-1.75314863786652
14533.32632011446876-0.326320114468757
14634.908974755032-1.90897475503200
14732.833096758556130.166903241443869
14832.697626998190090.302373001809906
14932.705292671759070.294707328240931
15042.315765273229471.68423472677053
15132.685538648981370.314461351018628
15244.5878669388874-0.587866938887403
15333.67956841367248-0.679568413672482
15443.228385848912250.771614151087753
15546.73131985650659-2.73131985650659
156411.4066936912507-7.40669369125069


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
120.03710835216006870.07421670432013750.962891647839931
130.01093878645600990.02187757291201980.98906121354399
140.01489154503601870.02978309007203730.985108454963981
150.004753038482270530.009506076964541070.99524696151773
160.002757574467302510.005515148934605030.997242425532697
170.002862510358761250.005725020717522510.997137489641239
180.001167869719433700.002335739438867390.998832130280566
190.0004717998492189260.0009435996984378530.999528200150781
200.0001591637555448810.0003183275110897620.999840836244455
210.000699801098502040.001399602197004080.999300198901498
220.003696568906178740.007393137812357480.996303431093821
230.002914368971088120.005828737942176240.997085631028912
240.001930218329536550.003860436659073110.998069781670463
250.001008625213572670.002017250427145330.998991374786427
260.0008993387939231230.001798677587846250.999100661206077
270.0006767910071489670.001353582014297930.99932320899285
280.0005642029165765330.001128405833153070.999435797083423
290.0003072810069819230.0006145620139638470.999692718993018
300.0002229972609099540.0004459945218199080.99977700273909
310.0001441032704581260.0002882065409162510.999855896729542
320.0001357103126234250.0002714206252468490.999864289687377
330.0001727734742698820.0003455469485397640.99982722652573
340.0001875596363346770.0003751192726693540.999812440363665
350.0002891140770026580.0005782281540053160.999710885922997
360.0003611364152646080.0007222728305292170.999638863584735
370.0004815539687940020.0009631079375880030.999518446031206
380.0009403805243683850.001880761048736770.999059619475632
390.002867252673492430.005734505346984860.997132747326508
400.03024590004953140.06049180009906270.969754099950469
410.3901926745928430.7803853491856860.609807325407157
420.9997272096534770.0005455806930468890.000272790346523444
430.9999809072091583.81855816838302e-051.90927908419151e-05
440.999995548880288.90223943861814e-064.45111971930907e-06
450.9999940595351471.18809297068773e-055.94046485343867e-06
460.9999924085791071.51828417852545e-057.59142089262726e-06
470.9999952912401079.41751978632208e-064.70875989316104e-06
480.999991818681191.63626376204768e-058.18131881023839e-06
490.9999922353505241.55292989523701e-057.76464947618506e-06
500.9999873946132812.52107734378343e-051.26053867189171e-05
510.9999828899142113.42201715777468e-051.71100857888734e-05
520.9999930418065441.39163869118612e-056.9581934559306e-06
530.999990737952741.85240945198547e-059.26204725992735e-06
540.9999885422538392.29154923223367e-051.14577461611683e-05
550.9999885710616972.28578766059488e-051.14289383029744e-05
560.9999848854930363.02290139278071e-051.51145069639036e-05
570.99998213596643.57280672007225e-051.78640336003612e-05
580.9999710670776365.78658447274362e-052.89329223637181e-05
590.9999902180267881.95639464243207e-059.78197321216033e-06
600.9999986214919812.75701603784113e-061.37850801892056e-06
610.9999986064566742.7870866519079e-061.39354332595395e-06
620.9999978661808844.26763823190473e-062.13381911595236e-06
630.9999986096172242.78076555119283e-061.39038277559641e-06
640.9999984774035353.04519293040867e-061.52259646520433e-06
650.9999979943417824.01131643624052e-062.00565821812026e-06
660.9999964198627667.16027446710829e-063.58013723355414e-06
670.9999967287268436.54254631321411e-063.27127315660705e-06
680.999995175998629.64800276110497e-064.82400138055249e-06
690.9999922055254921.55889490157074e-057.79447450785368e-06
700.999997428660225.14267956012637e-062.57133978006319e-06
710.9999957687627488.4624745032881e-064.23123725164405e-06
720.999992905438091.41891238187715e-057.09456190938574e-06
730.9999896021573782.07956852449075e-051.03978426224537e-05
740.9999949107690541.01784618922854e-055.08923094614271e-06
750.9999929877828861.40244342282366e-057.01221711411828e-06
760.9999970909630945.81807381210726e-062.90903690605363e-06
770.9999954023095649.19538087215001e-064.59769043607501e-06
780.9999958888929548.22221409286725e-064.11110704643362e-06
790.9999970683975215.86320495768564e-062.93160247884282e-06
800.9999989798620362.04027592772741e-061.02013796386371e-06
810.9999999093267241.81346551372957e-079.06732756864786e-08
820.9999999993482721.30345562395921e-096.51727811979607e-10
830.9999999995626958.74609305685168e-104.37304652842584e-10
840.9999999997884234.2315346536554e-102.1157673268277e-10
850.9999999995956678.08665858549837e-104.04332929274919e-10
860.9999999997528374.94325519560956e-102.47162759780478e-10
870.9999999999642187.1564641048951e-113.57823205244755e-11
880.9999999999977584.48386513322387e-122.24193256661194e-12
890.999999999995918.17826987507567e-124.08913493753783e-12
900.999999999990891.82210220584228e-119.1105110292114e-12
910.9999999999947611.04775313495304e-115.23876567476519e-12
920.999999999986952.61000400960766e-111.30500200480383e-11
930.9999999999688046.23916158768394e-113.11958079384197e-11
940.999999999921831.56338319405852e-107.81691597029262e-11
950.9999999998129043.74191336449721e-101.87095668224860e-10
960.999999999742535.14940213398722e-102.57470106699361e-10
970.999999999999411.17920133039631e-125.89600665198157e-13
980.9999999999984223.15675839025762e-121.57837919512881e-12
990.9999999999963727.25690701058384e-123.62845350529192e-12
1000.999999999990321.93602740244101e-119.68013701220507e-12
1010.9999999999741245.17526028879048e-112.58763014439524e-11
1020.9999999999304381.39124251165612e-106.95621255828058e-11
1030.9999999998940252.119497276052e-101.059748638026e-10
1040.999999999815663.68680287764508e-101.84340143882254e-10
1050.999999999930931.38140279899204e-106.90701399496018e-11
1060.999999999832073.35859493401371e-101.67929746700686e-10
1070.999999999577818.44380718125326e-104.22190359062663e-10
1080.9999999991359051.72819022934115e-098.64095114670575e-10
1090.9999999993209551.35809057123596e-096.79045285617981e-10
1100.9999999999405971.18806821073849e-105.94034105369244e-11
1110.999999999872952.54099582304186e-101.27049791152093e-10
1120.9999999996935866.12827910313761e-103.06413955156880e-10
1130.9999999993135391.37292227464985e-096.86461137324923e-10
1140.9999999984593753.08125005049882e-091.54062502524941e-09
1150.9999999971318945.73621154742483e-092.86810577371241e-09
1160.9999999941113261.17773470514040e-085.88867352570201e-09
1170.9999999884630522.30738958861672e-081.15369479430836e-08
1180.9999999816810263.66379488040377e-081.83189744020189e-08
1190.9999999675227186.49545640216566e-083.24772820108283e-08
1200.9999999169184561.66163087120146e-078.30815435600731e-08
1210.9999998706910352.58617930843937e-071.29308965421968e-07
1220.999999660714786.78570441005672e-073.39285220502836e-07
1230.9999992082615671.58347686526893e-067.91738432634464e-07
1240.9999988423550472.31528990646820e-061.15764495323410e-06
1250.9999973671203275.26575934505582e-062.63287967252791e-06
1260.99999477185891.04562821998286e-055.22814109991432e-06
1270.999989637042462.07259150803818e-051.03629575401909e-05
1280.9999804189168753.91621662498303e-051.95810831249151e-05
1290.9999620401337587.59197324839148e-053.79598662419574e-05
1300.9999749065884925.01868230167533e-052.50934115083767e-05
1310.9999519301877839.61396244336881e-054.80698122168441e-05
1320.9998758782769260.0002482434461474160.000124121723073708
1330.9997968690251720.0004062619496568450.000203130974828422
1340.9998669846488110.0002660307023779360.000133015351188968
1350.999851759849580.0002964803008390170.000148240150419509
1360.9996162518226120.0007674963547765660.000383748177388283
1370.9992316883416170.001536623316766080.00076831165838304
1380.9986865830015930.0026268339968140.001313416998407
1390.996416778903840.007166442192320130.00358322109616006
1400.9925665722603580.01486685547928350.00743342773964173
1410.9809034969493250.03819300610134990.0190965030506749
1420.9537312598069530.09253748038609480.0462687401930474
1430.922908979925820.1541820401483590.0770910200741797
1440.8768981143931330.2462037712137340.123101885606867


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1230.924812030075188NOK
5% type I error level1270.954887218045113NOK
10% type I error level1300.977443609022556NOK