Multiple Linear Regression - Estimated Regression Equation
y[t] = + 0.85901483403914 + 0.00480364594500278x1[t] + 0.248974358803874x2[t] + 0.147059243206037x3[t] + 0.162154471874077x4[t] + 0.163836595619903x5[t] + 0.0504204407030673x6[t] -0.00332137712527254t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.859014834039140.4114782.08760.0385920.019296
x10.004803645945002780.0611180.07860.9374630.468732
x20.2489743588038740.0716573.47450.0006760.000338
x30.1470592432060370.064612.27610.0243150.012158
x40.1621544718740770.0829371.95510.0525030.026251
x50.1638365956199030.0734672.23010.027290.013645
x60.05042044070306730.0610450.8260.4101970.205098
t-0.003321377125272540.00124-2.67940.0082340.004117


Multiple Linear Regression - Regression Statistics
Multiple R0.585208926340266
R-squared0.342469487468327
Adjusted R-squared0.310506198664704
F-TEST (value)10.7144633824260
F-TEST (DF numerator)7
F-TEST (DF denominator)144
p-value7.9982798162348e-11
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.630641441916382
Sum Squared Residuals57.2700424697817


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
144.21366284032564-0.213662840325641
243.799212632522370.200787367477632
354.288840440710160.711159559289841
433.25449230268405-0.254492302684047
522.92686198181061-0.926861981810613
653.715884589505341.28411541049466
743.381768498941090.618231501058912
823.51148537054551-1.51148537054551
943.802559260632500.197440739367505
1042.582581904944441.41741809505556
1143.428722346716240.571277653283762
1222.83641454881677-0.836414548816773
1353.899933549110711.10006645088929
1433.11434814620531-0.114348146205308
1543.91338555582290.0866144441771042
1643.824926415513650.175073584486348
1733.12949404542039-0.129494045420389
1843.908225070392080.0917749296079187
1922.68288301814769-0.682883018147693
2043.729820552377450.270179447622548
2133.34508813476045-0.345088134760445
2233.39718673063293-0.397186730632927
2343.393669467157970.60633053284203
2443.639322448836570.360677551163428
2543.884975430515170.115024569484827
2643.415301136063880.584698863936121
2753.878332676264631.12166732373537
2833.33191845392341-0.331918453923407
2913.87168992201408-2.87168992201408
3043.69492465737890.305075342621098
3143.855439875873530.144560124126468
3233.31863294542232-0.318632945422317
3333.68496052600308-0.684960526003084
3444.0220411542068-0.0220411542068012
3543.851761659262450.148238340737552
3643.898860722840240.101139277159757
3733.60163248298606-0.601632482986063
3843.832190235996620.167809764003376
3933.43763890280644-0.437638902806443
4043.632871443781980.367128556218022
4133.35878308581080-0.358783085810795
4243.580611894773370.419388105226632
4332.681821960634300.318178039365705
4422.86428334174944-0.864283341749444
4533.9807023598838-0.9807023598838
4643.571528465175440.428471534824557
4744.13789620125316-0.137896201253158
4833.7989764647439-0.798976464743899
4933.48956289473769-0.489562894737689
5043.842754151196420.157245848803579
5143.738591892665010.261408107334986
5233.13458716909687-0.134587169096866
5322.85285042378168-0.852850423781682
5443.788655493882270.211344506117730
5543.515852993785960.484147006214043
5633.22321677619361-0.223216776193613
5722.66375461319183-0.663754613191827
5843.775369985381180.224630014618820
5933.77204860825591-0.772048608255907
6033.57124754722153-0.57124754722153
6143.517505729393190.48249427060681
6232.898488500948190.101511499051806
6343.809183540457880.190816459542116
6433.46132323621747-0.46132323621747
6543.797737140262340.202262859737664
6644.47082363788289-0.470823637882891
6743.538390615454620.461609384545384
6833.12225828390557-0.122258283905566
6932.696307036783340.303692963216657
7033.68509301917484-0.685093019174842
7142.760585164890751.23941483510925
7232.528992079478450.471007920521548
7322.54578120064939-0.54578120064939
7443.925195572063960.0748044279360424
7543.906778966270640.0932210337293552
7644.04637991056526-0.0463799105652571
7732.480789393570360.519210606429637
7854.019838281701670.980161718298331
7933.35147484674531-0.351474846745308
8022.92024728652822-0.920247286528218
8133.28616735707613-0.286167357076134
8233.29962333236473-0.299623332364727
8343.347796630134220.652203369865776
8443.129143982494280.87085601750572
8533.37669071160187-0.376690711601873
8622.35554405481481-0.355544054814809
8743.496665593507210.503334406492789
8843.112129062239890.887870937760112
8932.74053929125720.259460708742799
9043.461998941573350.538001058426653
9133.12267169503124-0.122671695031237
9223.03253043097617-1.03253043097617
9333.44006110372867-0.440061103728667
9433.04550977053849-0.0455097705384864
9532.76181412067730.238185879322702
9643.231543054252040.768456945747957
9743.680553599976450.319446400023546
9842.970302782015331.02969721798467
9933.00928079109926-0.00928079109925973
10043.697185736587680.302814263412324
10143.067876925419640.932123074580357
10232.509488996609560.490511003390441
10343.778455194727990.221544805272014
10433.68329866104475-0.683298661044747
10543.437488694806430.562511305193571
10643.987551745620140.0124482543798581
10733.46075961709178-0.460759617091784
10833.43585724160764-0.435857241607643
10933.39889277619317-0.398892776193169
11033.34515095836483-0.345150958364829
11132.85368404187150.146315958128501
11222.47627522535683-0.476275225356834
11343.514118651276950.485881348723046
11422.68016009567596-0.680160095675958
11533.04295864402470-0.0429586440246957
11633.26703062734443-0.267030627344429
11733.01473489141528-0.0147348914152821
11843.592864710278690.407135289721308
11942.959353820207491.04064617979251
12032.852907870888420.147092129111576
12143.510899139840940.489100860159061
12232.847947240383700.152052759616296
12333.40761758308742-0.407617583087424
12433.32227996497736-0.322279964977358
12543.609347662510860.390652337489141
12622.78797070293285-0.787970702932848
12743.362736274304610.637263725695393
12833.33578661081299-0.335786610812991
12932.902876926850080.0971230731499242
13043.482688869459310.517311130540689
13142.969917735407291.03008226459271
13243.474363991462940.525636008537059
13332.99252010419310.00747989580690048
13421.965479829935850.0345201700641528
13543.519623946735190.480376053264806
13623.41546168820379-1.41546168820379
13733.11214394452973-0.112143944529734
13843.474334603324350.525665396675651
13933.07302071964316-0.0730207196431601
14032.797981367701970.202018632298028
14133.15515675686842-0.155156756868416
14233.33253771123838-0.332537711238383
14343.493052929733010.506947070266987
14433.48012426071773-0.480124260717735
14533.40066452274437-0.400664522744374
14622.69996216206853-0.699962162068528
14723.47976742123192-1.47976742123192
14832.894994848117970.105005151882032
14943.413096934388300.586903065611695
15033.01854560119812-0.0185456011981236
15143.360235818337860.639764181662143
15234.18998885105445-1.18998885105446


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.1719522175410520.3439044350821040.828047782458948
120.1226091185766540.2452182371533090.877390881423346
130.08849757631710050.1769951526342010.9115024236829
140.8641299032460830.2717401935078340.135870096753917
150.8127163567809490.3745672864381030.187283643219051
160.7395437084715780.5209125830568430.260456291528422
170.6528915745018670.6942168509962660.347108425498133
180.602241291471020.7955174170579590.397758708528979
190.5293467358044140.9413065283911730.470653264195586
200.508185801424930.983628397150140.49181419857507
210.4743902994735990.9487805989471980.525609700526401
220.4126467214928680.8252934429857360.587353278507132
230.3516900689109160.7033801378218330.648309931089084
240.2885442007157350.577088401431470.711455799284265
250.2281191036571130.4562382073142270.771880896342887
260.3571746735921380.7143493471842750.642825326407862
270.4070807314457070.8141614628914150.592919268554293
280.4896574328099110.9793148656198230.510342567190089
290.9986616075894020.002676784821195160.00133839241059758
300.9979959736618210.004008052676357880.00200402633817894
310.9969828986565640.006034202686871350.00301710134343568
320.995437927705440.009124144589118560.00456207229455928
330.9954197181379020.00916056372419670.00458028186209835
340.9933347583780060.01333048324398760.0066652416219938
350.9916128787336680.01677424253266440.0083871212663322
360.9879152266095260.02416954678094880.0120847733904744
370.9858951652666020.02820966946679620.0141048347333981
380.983464629262980.03307074147404270.0165353707370213
390.9779735173894430.04405296522111360.0220264826105568
400.9875445936169750.02491081276605030.0124554063830252
410.9836146457022180.03277070859556450.0163853542977823
420.989825762898160.02034847420368240.0101742371018412
430.988875673096130.02224865380773940.0111243269038697
440.9931536697779630.01369266044407410.00684633022203705
450.9948438432114560.01031231357708840.00515615678854418
460.994137599618970.01172480076206010.00586240038103003
470.9915732155970370.01685356880592540.0084267844029627
480.991652758041850.01669448391630130.00834724195815066
490.9896370840135140.02072583197297180.0103629159864859
500.9862774790256040.02744504194879170.0137225209743958
510.9846206751168440.0307586497663130.0153793248831565
520.9802831293387840.03943374132243170.0197168706612159
530.9816260928491360.03674781430172690.0183739071508635
540.9774547859250860.04509042814982830.0225452140749141
550.9774164708803930.04516705823921410.0225835291196071
560.9718170472082650.05636590558347090.0281829527917355
570.9701657357990630.05966852840187330.0298342642009366
580.9632006280626710.07359874387465780.0367993719373289
590.965886166243840.06822766751232070.0341138337561604
600.9639351179810770.07212976403784580.0360648820189229
610.9625929423713150.07481411525737080.0374070576286854
620.9554871254694170.08902574906116630.0445128745305831
630.9456508814300780.1086982371398440.0543491185699219
640.9407855484012060.1184289031975870.0592144515987936
650.9277271993571350.1445456012857300.0722728006428651
660.9221033714369180.1557932571261640.0778966285630821
670.9152703368878340.1694593262243320.084729663112166
680.8964467532577520.2071064934844970.103553246742248
690.8850436234170940.2299127531658120.114956376582906
700.8958667968919120.2082664062161760.104133203108088
710.9443468575194970.1113062849610070.0556531424805034
720.9393150326815650.1213699346368690.0606849673184345
730.93683759427790.1263248114441980.0631624057220992
740.9204358864688140.1591282270623720.079564113531186
750.9011801822332990.1976396355334030.0988198177667015
760.8803367912346150.2393264175307710.119663208765385
770.8669038245143820.2661923509712350.133096175485618
780.889119843897740.221760312204520.11088015610226
790.87719838650380.2456032269924000.122801613496200
800.91717472023380.16565055953240.0828252797662
810.9056005238370110.1887989523259780.0943994761629891
820.8947198740060290.2105602519879420.105280125993971
830.8911562649433640.2176874701132710.108843735056636
840.901078926229240.1978421475415220.098921073770761
850.8959434962591090.2081130074817830.104056503740891
860.8892258497961880.2215483004076230.110774150203811
870.8773743263259820.2452513473480360.122625673674018
880.8884625646199430.2230748707601150.111537435380057
890.8645477382878240.2709045234243510.135452261712176
900.847813721006520.3043725579869590.152186278993480
910.820336317430370.3593273651392610.179663682569630
920.884108644553020.2317827108939590.115891355446980
930.8826522880038710.2346954239922570.117347711996129
940.8612143121821430.2775713756357140.138785687817857
950.8328930539204620.3342138921590770.167106946079538
960.8293399546850780.3413200906298440.170660045314922
970.7984490941935520.4031018116128970.201550905806448
980.849994235866240.3000115282675190.150005764133759
990.8196399221183080.3607201557633830.180360077881691
1000.7895693213148260.4208613573703470.210430678685174
1010.8261053847033890.3477892305932220.173894615296611
1020.8210496058875520.3579007882248960.178950394112448
1030.791112399904150.4177752001916980.208887600095849
1040.786716470855390.4265670582892190.213283529144610
1050.7725460981948310.4549078036103380.227453901805169
1060.7299617711464030.5400764577071930.270038228853597
1070.7057574456963970.5884851086072050.294242554303603
1080.680712705000460.638574589999080.31928729499954
1090.6698023694396780.6603952611206440.330197630560322
1100.6638963817076750.672207236584650.336103618292325
1110.6166414669357710.7667170661284580.383358533064229
1120.5858904834066490.8282190331867030.414109516593351
1130.5413551098940880.9172897802118240.458644890105912
1140.5903401856123710.8193196287752580.409659814387629
1150.5386051796955260.9227896406089470.461394820304474
1160.5082212054617860.9835575890764290.491778794538214
1170.4579741351710950.915948270342190.542025864828905
1180.4071860295301480.8143720590602960.592813970469852
1190.4484104656019440.8968209312038890.551589534398056
1200.3999812392345950.799962478469190.600018760765405
1210.3597041564193900.7194083128387790.64029584358061
1220.3065760005306770.6131520010613530.693423999469323
1230.3012543741275560.6025087482551120.698745625872444
1240.2925155623297180.5850311246594360.707484437670282
1250.2381509590452720.4763019180905430.761849040954728
1260.3705605056984180.7411210113968370.629439494301582
1270.3115069059934720.6230138119869430.688493094006528
1280.4125661456781190.8251322913562390.58743385432188
1290.4099134236120800.8198268472241590.59008657638792
1300.3784981188938020.7569962377876040.621501881106198
1310.4452749560586930.8905499121173870.554725043941307
1320.403862609233880.807725218467760.59613739076612
1330.410564898542620.821129797085240.58943510145738
1340.3284521717052130.6569043434104270.671547828294787
1350.4308187196843030.8616374393686070.569181280315697
1360.426228730637820.852457461275640.57377126936218
1370.330293393482610.660586786965220.66970660651739
1380.2662626428649300.5325252857298610.73373735713507
1390.1854018813272810.3708037626545620.814598118672719
1400.1343638264473790.2687276528947570.865636173552621
1410.08078694590539850.1615738918107970.919213054094602


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level50.0381679389312977NOK
5% type I error level270.206106870229008NOK
10% type I error level340.259541984732824NOK