Multiple Linear Regression - Estimated Regression Equation
y[t] = -0.377574463704221 + 0.134562581071375x1[t] + 0.0510098609463206x2[t] + 0.336315636002047x3[t] + 0.272305484877694x4[t] + 0.330922737595275x5[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-0.3775744637042210.431842-0.87430.3833820.191691
x10.1345625810713750.0919011.46420.1453010.072651
x20.05100986094632060.0613310.83170.4069350.203467
x30.3363156360020470.0897293.74810.0002570.000128
x40.2723054848776940.07053.86250.0001698.4e-05
x50.3309227375952750.0961833.44050.0007590.000379


Multiple Linear Regression - Regression Statistics
Multiple R0.66880462193062
R-squared0.447299622315759
Adjusted R-squared0.428240988602509
F-TEST (value)23.4696583735062
F-TEST (DF numerator)5
F-TEST (DF denominator)145
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.674861643367005
Sum Squared Residuals66.0385444647621


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
144.17390059921299-0.173900599212986
243.850585253388940.149414746611058
354.860681541810980.139318458189023
433.54999279930057-0.549992799300572
523.00538182954518-1.00538182954518
654.066487978913540.933512021086462
743.328697175369190.671302824630807
823.44371718743986-1.44371718743986
944.40280361491558-0.402803614915584
1042.343536354354631.65646364564537
1143.886308435302610.113691564697388
1223.01077472795195-1.01077472795195
1354.9604148748490.0395851251509964
1433.41224989549425-0.412249895494248
1543.988328157195250.0116718428047465
1644.26824103384421-0.268241033844208
1732.863211856702540.136788143297459
1844.12289073826663-0.122890738266630
1922.66906619354313-0.669066193543132
2043.581460091246180.418539908753817
2133.88630843530261-0.886308435302612
2232.978231868773210.0217681312267863
2344.02087101637399-0.0208710163739883
2444.07188087732031-0.071880877320309
2544.12289073826663-0.122890738266630
2643.665012811371240.334987188628761
2754.122890738266630.87710926173337
2843.71920299505250.280797004947499
2944.02087101637399-0.0208710163739883
3044.02087101637399-0.0208710163739883
3143.107401551437820.892598448562181
3243.886308435302610.113691564697388
3344.50482333680823-0.504823336808225
3444.12289073826663-0.122890738266630
3544.12289073826663-0.122890738266630
3653.608610052018151.39138994798185
3744.02087101637399-0.0208710163739883
3843.328697175369190.671302824630807
3943.799575392442610.200424607557385
4033.38509993472228-0.385099934722284
4143.850585253388940.149414746611064
4222.6744590919499-0.674459091949903
4322.96744607195967-0.967446071959672
4444.31925089479053-0.319250894790529
4543.578279768511240.421720231488759
4654.453813475861900.546186524138095
4743.886308435302610.113691564697388
4843.665012811371240.334987188628761
4944.02087101637399-0.0208710163739883
5054.020871016373990.979128983626011
5133.37970703631551-0.379707036315513
5222.36421784948670-0.364217849486703
5344.12289073826663-0.122890738266630
5444.07188087732031-0.071880877320309
5523.44371718743986-1.44371718743986
5622.68753319531072-0.687533195310717
5744.12289073826663-0.122890738266630
5843.988328157195250.0116718428047465
5943.716022672317560.283977327682441
6033.85058525338894-0.850585253388936
6122.73307634466748-0.733076344667483
6244.12289073826663-0.122890738266630
6353.443717187439861.55628281256014
6444.07188087732031-0.071880877320309
6555.06243459674165-0.062434596741645
6643.748565531496290.251434468503706
6733.27768731442287-0.277687314422872
6832.67445909194990.325540908050097
6943.988328157195250.0116718428047465
7033.24196413250920-0.241964132509195
7122.39454621530095-0.394546215300948
7242.534503612471761.46549638752824
7334.35179375396926-1.35179375396926
7454.293176501251680.706823498748317
7554.504823336808230.495176663191774
7642.44016317784051.55983682215950
7754.52975880421570.4702411957843
7843.341697465547220.658302534452776
7932.812201995756220.187798004243779
8033.65201252119321-0.652012521193208
8143.379707036315510.620292963684487
8243.578279768511240.421720231488759
8333.51426961738689-0.51426961738689
8443.549992799300570.450007200699434
8532.262198127594060.737801872405939
8633.90920250610652-0.909202506106516
8733.52726990756492-0.52726990756492
8822.94137167842083-0.941371678420826
8953.748565531496291.25143446850371
9033.10740155143782-0.107401551437819
9142.967446071959671.03255392804033
9243.937318296248930.0626817037510672
9333.37970703631551-0.379707036315513
9432.997774437773920.00222556222608242
9543.735565241318260.264434758681737
9644.45920637426868-0.459206374268676
9733.57827976851124-0.578279768511241
9833.10200865303105-0.102008653031048
9944.45381347586190-0.453813475861905
10023.46325975644057-1.46325975644057
10142.771085915435771.22891408456423
10244.35179375396926-0.351793753969263
10343.995935548966510.00406445103348649
10453.514269617386891.48573038261311
10554.402803614915580.597196385084416
10653.665012811371241.33498718862876
10743.886308435302610.113691564697388
10843.614002950424920.385997049575082
10933.61400295042492-0.614002950424918
11022.95215747523437-0.952157475234368
11122.6365233343644-0.636523334364397
11243.807182784213870.192817215786125
11322.64952362454243-0.649523624542428
11433.10740155143782-0.107401551437819
11543.665012811371240.334987188628761
11643.328697175369190.671302824630807
11743.850585253388940.149414746611064
11843.132337018845290.867662981154706
11933.00538182954518-0.00538182954517756
12044.07188087732031-0.071880877320309
12132.67445909194990.325540908050097
12243.665012811371240.334987188628761
12343.710629773910790.289370226089212
12444.40280361491558-0.402803614915584
12522.52689622070050-0.526896220700495
12653.845192354982161.15480764501784
12753.614002950424921.38599704957508
12833.54999279930057-0.549992799300566
12933.74095813972503-0.740958139725034
13033.13233701884529-0.132337018845294
13144.07188087732031-0.071880877320309
13233.63361933260841-0.633619332608406
13321.974677859173850.0253221408261531
13454.122890738266630.87710926173337
13543.853765576123880.146234423876123
13623.32869717536919-1.32869717536919
13744.18150799098421-0.181507990984211
13833.93731829624893-0.937318296248933
13922.94137167842083-0.941371678420826
14033.44371718743986-0.443717187439865
14133.98832815719525-0.988328157195254
14244.12289073826663-0.122890738266630
14343.886308435302610.113691564697388
14444.04694540991283-0.0469454099128343
14522.74819184463187-0.748191844631869
14653.853765576123881.14623442387612
14743.601002660246890.398997339753113
14844.02087101637399-0.0208710163739883
14933.32869717536919-0.328697175369193
15033.74856553149629-0.748565531496294
15154.978881876616590.0211181233834108


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.6228711225612920.7542577548774170.377128877438709
100.6992572987456550.6014854025086910.300742701254345
110.7739751339486680.4520497321026630.226024866051332
120.7461362250789310.5077275498421380.253863774921069
130.7545044233769510.4909911532460980.245495576623049
140.7806900953475430.4386198093049140.219309904652457
150.7003180258461440.5993639483077110.299681974153856
160.648465509753540.703068980492920.35153449024646
170.5702916940938310.8594166118123380.429708305906169
180.5071601640177970.9856796719644060.492839835982203
190.4605185949568660.9210371899137320.539481405043134
200.5424622126565610.9150755746868780.457537787343439
210.598838176033140.802323647933720.40116182396686
220.5360486202524240.9279027594951520.463951379747576
230.4606271405471070.9212542810942130.539372859452893
240.3923042649097820.7846085298195630.607695735090218
250.3400080199254630.6800160398509250.659991980074537
260.3469594508567320.6939189017134650.653040549143268
270.3512041445418160.7024082890836330.648795855458184
280.2915856069198790.5831712138397570.708414393080121
290.2363590565565220.4727181131130440.763640943443478
300.1880129729369430.3760259458738870.811987027063057
310.2753662546730220.5507325093460440.724633745326978
320.229674982091260.459349964182520.77032501790874
330.2087129004135700.4174258008271410.79128709958643
340.1774982777543740.3549965555087480.822501722245626
350.1480541258801010.2961082517602010.8519458741199
360.3949598692344560.7899197384689120.605040130765544
370.3396754985795130.6793509971590260.660324501420487
380.3169339661148690.6338679322297380.683066033885131
390.2863145489235210.5726290978470420.713685451076479
400.2592411907373610.5184823814747210.740758809262639
410.2230360885623340.4460721771246690.776963911437666
420.2277143692284710.4554287384569420.77228563077153
430.2910052188961220.5820104377922440.708994781103878
440.250908183958450.50181636791690.74909181604155
450.2557033347354480.5114066694708960.744296665264552
460.2461763706301930.4923527412603860.753823629369807
470.2070722106643890.4141444213287780.79292778933561
480.1859589193193550.3719178386387090.814041080680645
490.1525228462351740.3050456924703470.847477153764826
500.1855587468735970.3711174937471950.814441253126403
510.1662841392675880.3325682785351760.833715860732412
520.1406191562210540.2812383124421080.859380843778946
530.1166178308677880.2332356617355750.883382169132212
540.09441739127796070.1888347825559210.90558260872204
550.1608079754851530.3216159509703070.839192024514847
560.1633058099840680.3266116199681360.836694190015932
570.1363897548944730.2727795097889450.863610245105527
580.1106259491841110.2212518983682210.88937405081589
590.09628850001600550.1925770000320110.903711499983994
600.1047394221718410.2094788443436830.895260577828159
610.0977439473671060.1954878947342120.902256052632894
620.07930586631091550.1586117326218310.920694133689084
630.2457566315491670.4915132630983350.754243368450833
640.2098979504556070.4197959009112140.790102049544393
650.1766422838773880.3532845677547770.823357716122612
660.1521455510100560.3042911020201120.847854448989944
670.1289072887443850.257814577488770.871092711255615
680.110210450547150.22042090109430.88978954945285
690.08892375044134440.1778475008826890.911076249558656
700.07257259697194550.1451451939438910.927427403028054
710.06429218023722470.1285843604744490.935707819762775
720.1447305702731270.2894611405462540.855269429726873
730.2305430942071360.4610861884142720.769456905792864
740.2301191892048430.4602383784096860.769880810795157
750.2163740993996390.4327481987992770.783625900600361
760.3570598263474540.7141196526949070.642940173652546
770.3357873950049850.671574790009970.664212604995015
780.3521994939304470.7043989878608950.647800506069553
790.3123878493607790.6247756987215580.687612150639221
800.320173912394180.640347824788360.67982608760582
810.3097669932903190.6195339865806390.69023300670968
820.2897949668150460.5795899336300920.710205033184954
830.2731289582106550.546257916421310.726871041789345
840.2514611861884790.5029223723769580.748538813811521
850.2586945832014760.5173891664029530.741305416798524
860.2916354490201870.5832708980403750.708364550979813
870.2765454131089370.5530908262178730.723454586891063
880.3178363594856840.6356727189713670.682163640514317
890.4362355943295870.8724711886591740.563764405670413
900.3917255749693660.7834511499387330.608274425030634
910.4476699937045990.8953399874091970.552330006295401
920.4006940055627420.8013880111254850.599305994437258
930.3701263575174140.7402527150348280.629873642482586
940.3270303320877330.6540606641754650.672969667912267
950.2934234560245960.5868469120491920.706576543975404
960.2756477215848220.5512954431696450.724352278415178
970.2833957173502840.5667914347005690.716604282649716
980.2443640665222290.4887281330444580.755635933477771
990.2307923533524200.4615847067048390.76920764664758
1000.4068620754224530.8137241508449060.593137924577547
1010.5059244540101730.9881510919796550.494075545989827
1020.467160163863190.934320327726380.53283983613681
1030.4175847266882420.8351694533764840.582415273311758
1040.5950570594616220.8098858810767550.404942940538378
1050.5784293783392880.8431412433214250.421570621660712
1060.7243838299312130.5512323401375750.275616170068787
1070.683367043947890.6332659121042210.316632956052111
1080.6593267859072930.6813464281854150.340673214092707
1090.6398553101951120.7202893796097750.360144689804888
1100.6814366205544690.6371267588910620.318563379445531
1110.6633386688852030.6733226622295940.336661331114797
1120.6147869712840040.7704260574319910.385213028715996
1130.6244365369213870.7511269261572260.375563463078613
1140.5774263013291590.8451473973416810.422573698670841
1150.5285607780598420.9428784438803160.471439221940158
1160.5375685261552660.9248629476894670.462431473844734
1170.4789740280367790.9579480560735580.521025971963221
1180.5537046188561420.8925907622877160.446295381143858
1190.4922987555500390.9845975111000770.507701244449961
1200.4318005994007650.863601198801530.568199400599235
1210.4015928223651930.8031856447303850.598407177634807
1220.3545479362520850.709095872504170.645452063747915
1230.3061977771605250.612395554321050.693802222839475
1240.2633085225328200.5266170450656410.73669147746718
1250.2240766381527460.4481532763054910.775923361847255
1260.4065035741979250.8130071483958490.593496425802075
1270.7442237020621770.5115525958756460.255776297937823
1280.6884208121518320.6231583756963360.311579187848168
1290.7200082291492830.5599835417014350.279991770850717
1300.6517491501808260.6965016996383490.348250849819174
1310.5744267801561980.8511464396876050.425573219843802
1320.5083730469181260.9832539061637480.491626953081874
1330.4440387097363490.8880774194726980.555961290263651
1340.5880828125327940.8238343749344120.411917187467206
1350.494761248836440.989522497672880.50523875116356
1360.5596951881016870.8806096237966250.440304811898313
1370.46285419009630.92570838019260.5371458099037
1380.5406757404473570.9186485191052870.459324259552643
1390.4606422101742100.9212844203484190.53935778982579
1400.3388607171948980.6777214343897970.661139282805102
1410.4968507822989510.9937015645979030.503149217701049
1420.3356246961020070.6712493922040140.664375303897993


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