Multiple Linear Regression - Estimated Regression Equation
y[t] = + 0.798651349529265 + 0.00472531567739815x1[t] + 0.207076583341754x2[t] + 0.157771782945949x3[t] + 0.149637329469757x4[t] + 0.173326753875179x5[t] + 0.0319795163326446x6[t] -0.0387105943596768M1[t] + 0.0768735256343226M2[t] + 0.112509114385824M3[t] -0.132101853134254M4[t] -0.157713147188171M5[t] + 0.217054121005734M6[t] + 0.16140957424235M7[t] -0.554040474802723M8[t] -0.206280916205303M9[t] + 0.107726425781439M10[t] + 0.377411731782024M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.7986513495292650.4468951.78710.076180.03809
x10.004725315677398150.0638960.0740.9411580.470579
x20.2070765833417540.0720532.87390.0047160.002358
x30.1577717829459490.0661022.38680.0183930.009197
x40.1496373294697570.0832081.79840.0743710.037186
x50.1733267538751790.0732062.36770.019330.009665
x60.03197951633264460.0638650.50070.6173790.308689
M1-0.03871059435967680.259658-0.14910.8817120.440856
M20.07687352563432260.2539470.30270.7625770.381288
M30.1125091143858240.2546160.44190.659290.329645
M4-0.1321018531342540.261175-0.50580.6138290.306914
M5-0.1577131471881710.253138-0.6230.5343220.267161
M60.2170541210057340.2553420.85010.3968120.198406
M70.161409574242350.2559430.63060.5293450.264673
M8-0.5540404748027230.254923-2.17340.0315110.015755
M9-0.2062809162053030.258109-0.79920.4255880.212794
M100.1077264257814390.2600120.41430.6793080.339654
M110.3774117317820240.2588721.45790.1472050.073602


Multiple Linear Regression - Regression Statistics
Multiple R0.631888676545997
R-squared0.399283299547052
Adjusted R-squared0.323072971877648
F-TEST (value)5.23922822217902
F-TEST (DF numerator)17
F-TEST (DF denominator)134
p-value1.00962128657400e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.624867951380325
Sum Squared Residuals52.3216341927407


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
143.865086465082120.134913534917875
243.623956672264570.376043327735434
354.136918989508160.863081010491836
432.955988841326250.0440111586737519
522.63110288833281-0.63110288833281
653.722252984693211.27774701530679
743.338919038907490.66108096109251
822.77472099401507-0.774720994015071
943.424710214095480.575289785904525
1042.549888953552061.45011104644794
1143.655253725521120.344746274478885
1222.74128154825911-0.741281548259107
1353.72459258134771.27540741865230
1433.05203172263511-0.0520317226351052
1543.804504274808420.195495725191577
1643.526143477821770.473856522178231
1732.809764731591750.190235268408255
1843.913774597105730.086225402894269
1922.76047431048474-0.760474310484738
2042.983592040472721.01640795952728
2133.03958156120114-0.0395815612011431
2233.32239485771194-0.322394857711944
2343.659979041198510.340020958801487
2443.489643892758240.510356107241757
2543.658009881740320.34199011825968
2643.380175256912760.619824743087236
2753.809229590485821.19077040951418
2833.04199847373209-0.0419984737320906
2913.53900732891183-2.53900732891183
3043.730997211875760.269002788124245
3143.848679418987550.15132058101245
3232.620059852063620.379940147936378
3333.30766217466472-0.307662174664718
3443.958809547028590.0411904529714089
3544.07413220788202-0.0741322078820209
3643.728699992432640.271300007567358
3733.43334821356758-0.433348213567577
3843.764143370379520.235856629620477
3933.43965590852072-0.439655908520720
4043.370142008009750.62985799199025
4133.05827146262094-0.0582714626209402
4243.692043781494490.307956218505508
4332.765809399868490.234190600131508
4422.21596709044127-0.215967090441266
4533.64007688936445-0.640076889364452
4643.520882852322180.479117147677818
4744.39709629122696-0.397096291226957
4833.6872698447452-0.6872698447452
4933.32218602924179-0.322186029241793
5043.796122886712170.203877113287833
5143.767799442798380.23220055720162
5232.962484470137570.0375155298624292
5322.65153881339047-0.651538813390471
5443.913774597105730.0862254028942692
5543.616118948124480.383881051875521
5632.589850648864910.410149351135093
5722.41881463524633-0.418814635246328
5843.804446901881440.195553098118565
5934.07413220788202-1.07413220788202
6033.5069691768214-0.506969176821403
6143.436279066129080.563720933870918
6232.910424684324740.0895753156752582
6343.841209106818470.158790893181534
6433.24907505707384-0.249075057073844
6543.566261529567070.433738470432928
6644.60158704673837-0.601587046738371
6743.658928119708960.341071880291044
6832.563074733446950.43692526655305
6932.462077942086130.537922057913871
7033.77246738554879-0.77246738554879
7143.140899518232720.859100481767279
7232.523446844499070.476553155500927
7322.54022949372711-0.540229493727114
7443.945760216181920.0542397838180752
7543.989530258409620.0104697415903816
7643.892308021988080.107691978011922
7732.344999275448950.655000724551051
7854.244873133926860.75512686607314
7933.50115633676301-0.501156336763007
8022.41343740397719-0.413437403977192
8133.11003622267776-0.110036222677761
8233.43959853559373-0.439598535593732
8343.726609125657480.273390874342522
8443.158545355937110.841454644062886
8533.40950315071112-0.409503150711124
8622.49804183077516-0.498041830775164
8743.611343837731040.388656162268964
8843.007063954855980.992936045144022
8932.642957756509860.357042243490141
9043.714572666472340.28542733352766
9133.33550990110869-0.335509901108695
9222.56262059819162-0.562620598191625
9333.28040797400947-0.280407974009472
9433.23429226538591-0.234292265385908
9533.20826768869680-0.208267688696803
9643.311591823205670.688408176794335
9743.659780194874250.34021980512575
9843.079417411759420.920582588240582
9933.22917018738017-0.229170187380173
10043.650296919770210.349703080229789
10142.996106893071541.00389310692845
10232.837424356779970.162575643220034
10343.998316748457310.00168325154269271
10433.16179974847633-0.161799748476328
10543.330897463814820.669102536185184
10644.15466518588162-0.154665185881618
10733.91163510925867-0.911635109258673
10833.51394309087002-0.513943090870021
10933.45880795110693-0.458807951106929
11033.54241255476828-0.542412554768284
11133.10544673070509-0.105446730705092
11222.48826838263998-0.488268382639978
11343.473018182344780.526981817655222
11423.02335107904091-1.02335107904091
11533.33550990110869-0.335509901108695
11632.806856148798750.193143851201253
11732.947539124054410.0524608759455865
11843.820001872810670.179998127189335
11943.522941680114520.477058319885483
12032.991322941636370.00867705836363157
12143.621305049730280.378694950269723
12233.09188589167611-0.0918858916761129
12333.64673249186247-0.646732491862474
12433.3494075861478-0.349407586147797
12543.619960310038900.380039689961104
12623.21946651866176-1.21946651866176
12743.674898529857050.325101470142954
12832.943478070663880.0565219293361169
12932.895279321115140.104720678884860
13043.791431494276810.208568505723186
13143.554921196447160.445078803552838
13243.660015644089950.339984355910046
13333.28495552714287-0.284955527142873
13422.25662186492651-0.256621864926505
13543.809229590485820.190770409514178
13623.50065959030045-1.50065959030045
13733.16943364694672-0.169433646946724
13843.873660627296890.126339372703106
13933.4427921942493-0.4427921942493
14032.529324903980380.470675096019625
14133.14291647767015-0.142916477670151
14233.63112014800626-0.631120148006256
14344.07413220788202-0.0741322078820209
14433.6872698447452-0.6872698447452
14533.58591639559884-0.585916395598839
14623.05900563668372-1.05900563668372
14723.80922959048582-1.80922959048582
14833.00616321619623-0.00616321619623199
14943.497577181224380.502422818775616
15033.51222139880798-0.512221398807985
15143.722887152374250.277112847625754
15233.83521776660731-0.835217766607312


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.1205967127056170.2411934254112330.879403287294383
220.8198561758400860.3602876483198280.180143824159914
230.7274016744045580.5451966511908830.272598325595442
240.7358481251689340.5283037496621310.264151874831066
250.6388817119802940.7222365760394130.361118288019706
260.6437611449041370.7124777101917250.356238855095863
270.738669966091840.5226600678163210.261330033908161
280.6725748828636750.654850234272650.327425117136325
290.993309495220150.01338100955970040.00669050477985021
300.990482069953730.01903586009253840.0095179300462692
310.9845733063348670.03085338733026710.0154266936651335
320.9831387523935990.03372249521280170.0168612476064009
330.976759979814450.04648004037110170.0232400201855508
340.9664552766053550.06708944678929010.0335447233946450
350.9552934059051520.08941318818969690.0447065940948484
360.9385724723505920.1228550552988160.061427527649408
370.9701521011798670.05969579764026610.0298478988201331
380.9593943307856640.08121133842867210.0406056692143361
390.9769812057859990.04603758842800230.0230187942140011
400.9841663887257780.03166722254844450.0158336112742222
410.986146952170770.02770609565845990.0138530478292299
420.9822593376107730.03548132477845470.0177406623892274
430.9771704653859940.04565906922801180.0228295346140059
440.9754958785508320.04900824289833650.0245041214491682
450.9739045185491580.05219096290168470.0260954814508423
460.9671466017474630.06570679650507470.0328533982525373
470.9570831659694150.08583366806116910.0429168340305845
480.9521828613451680.09563427730966310.0478171386548316
490.9415245017584320.1169509964831360.058475498241568
500.9260496135646870.1479007728706270.0739503864353135
510.9084200961916360.1831598076167280.0915799038083639
520.8832306567033870.2335386865932270.116769343296613
530.8834112971588470.2331774056823060.116588702841153
540.869248691243710.2615026175125790.130751308756290
550.8564835776786230.2870328446427530.143516422321377
560.8491557430597360.3016885138805290.150844256940264
570.832711231260860.3345775374782810.167288768739141
580.8074119858767580.3851760282464830.192588014123242
590.8593696372457660.2812607255084670.140630362754234
600.8474952777751980.3050094444496040.152504722224802
610.8467625838731870.3064748322536260.153237416126813
620.8151137332763740.3697725334472510.184886266723626
630.792230409316620.415539181366760.20776959068338
640.7572861989258340.4854276021483310.242713801074166
650.7839372705010970.4321254589978060.216062729498903
660.8057879071246550.3884241857506910.194212092875345
670.7829820948703470.4340358102593050.217017905129653
680.7653232965504870.4693534068990250.234676703449512
690.7714016496677090.4571967006645820.228598350332291
700.7967988554448650.406402289110270.203201144555135
710.844497066902310.3110058661953810.155502933097691
720.8253853598823240.3492292802353520.174614640117676
730.8318556355458130.3362887289083740.168144364454187
740.8016905067698230.3966189864603540.198309493230177
750.7878995298167190.4242009403665630.212100470183281
760.7509451905536620.4981096188926750.249054809446338
770.7416453126360070.5167093747279860.258354687363993
780.8014056041141540.3971887917716930.198594395885846
790.7876282221809020.4247435556381970.212371777819098
800.7698527136271210.4602945727457590.230147286372879
810.7295914127163950.5408171745672090.270408587283605
820.7100597454626530.5798805090746940.289940254537347
830.6747880466381090.6504239067237820.325211953361891
840.7029476394591160.5941047210817690.297052360540884
850.666547172517190.666905654965620.33345282748281
860.6622174121516910.6755651756966180.337782587848309
870.6480437463589690.7039125072820620.351956253641031
880.7358802628329590.5282394743340820.264119737167041
890.7039999935927510.5920000128144970.296000006407249
900.7036591388269890.5926817223460220.296340861173011
910.6779496203459820.6441007593080360.322050379654018
920.683394594993250.63321081001350.31660540500675
930.6438977119885070.7122045760229870.356102288011494
940.6068822294522620.7862355410954760.393117770547738
950.5732040195392170.8535919609215670.426795980460783
960.6025738012779010.7948523974441970.397426198722099
970.5866971201912130.8266057596175750.413302879808787
980.7105693576952750.5788612846094490.289430642304725
990.6701434630273110.6597130739453780.329856536972689
1000.7244263892798810.5511472214402380.275573610720119
1010.764697602015380.4706047959692410.235302397984620
1020.7793142727466870.4413714545066250.220685727253313
1030.7322338450759270.5355323098481470.267766154924073
1040.6805328178910120.6389343642179770.319467182108988
1050.6987335995630340.6025328008739320.301266400436966
1060.6424872113122520.7150255773754970.357512788687748
1070.7487846586430630.5024306827138740.251215341356937
1080.7159393373966930.5681213252066130.284060662603307
1090.7007941094083530.5984117811832940.299205890591647
1100.6514883879100830.6970232241798330.348511612089916
1110.618939016882780.7621219662344390.381060983117219
1120.5881153047620310.8237693904759380.411884695237969
1130.5586508875387260.8826982249225480.441349112461274
1140.6228252550489060.7543494899021880.377174744951094
1150.5741593359927380.8516813280145250.425840664007262
1160.506872506666370.986254986667260.49312749333363
1170.4335589841550950.867117968310190.566441015844905
1180.3679582985201070.7359165970402150.632041701479893
1190.3087008026347040.6174016052694080.691299197365296
1200.2606608534148360.5213217068296720.739339146585164
1210.3086269941523070.6172539883046140.691373005847693
1220.2436504670658810.4873009341317620.756349532934119
1230.1963595374225710.3927190748451420.803640462577429
1240.1450481588309500.2900963176619000.85495184116905
1250.1008001680287160.2016003360574330.899199831971284
1260.1330440945422550.266088189084510.866955905457745
1270.09463268996782960.1892653799356590.90536731003217
1280.05716468013057990.1143293602611600.94283531986942
1290.03135331589949470.06270663179898930.968646684100505
1300.03143631006352110.06287262012704230.968563689936479
1310.01538127843536170.03076255687072340.984618721564638


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level120.108108108108108NOK
10% type I error level220.198198198198198NOK