Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 6.80689662687926 + 0.337375488932305CM[t] -0.374730059936113D[t] + 0.174440171909909PE[t] + 0.0466548470870712PC[t] + 0.420990395069853O[t] + 0.0111700079917464`H `[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)6.806896626879263.0737862.21450.0282830.014141
CM0.3373754889323050.0569425.924900
D-0.3747300599361130.115686-3.23920.0014720.000736
PE0.1744401719099090.1013771.72070.087340.04367
PC0.04665484708707120.1281820.3640.7163840.358192
O0.4209903950698530.0732885.744300
`H `0.01117000799174640.1257350.08880.9293280.464664


Multiple Linear Regression - Regression Statistics
Multiple R0.613973533520472
R-squared0.376963499863614
Adjusted R-squared0.352369953805599
F-TEST (value)15.3277408216924
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value1.07580611086178e-13
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.42600565680683
Sum Squared Residuals1784.10224359181


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12423.19383792993650.806162070063475
22522.55273236944672.44726763055335
33024.35844129887465.64155870112544
41920.3508644107059-1.35086441070588
52220.59486828505301.40513171494695
62223.2090613878984-1.20906138789838
72522.62721709812752.37278290187246
82319.56794744777583.43205255222421
91718.6438192086904-1.64381920869035
102121.6733554165168-0.673355416516811
111922.9460422505056-3.94604225050558
121923.4343690281779-4.43436902817787
131523.3722515581343-8.37225155813431
141616.9717712421553-0.971771242155311
152319.47808778867693.52191221132312
162724.12615541114322.87384458885678
172221.06291452330350.937085476696502
181416.3476939858197-2.34769398581970
192224.0976123636836-2.09761236368359
202324.0965302143664-1.09653021436639
212321.57514781219511.42485218780491
221922.5315551582794-3.53155515827943
231823.9537756229784-5.95377562297838
242023.2976820748665-3.29768207486649
252322.50370976630040.496290233699556
262523.38319715279931.61680284720068
271923.4334667832308-4.4334667832308
282423.90668241679820.0933175832017823
292221.5900299391210.409970060879009
302623.3698131165582.63018688344198
312922.56403323277756.43596676722252
323225.34444935185726.65555064814283
332521.56343436189863.43656563810136
342924.52574230317224.47425769682777
352825.09748654347272.90251345652733
361716.94182212579690.0581778742030905
372826.19059159234891.80940840765113
382922.98120830598956.01879169401048
392627.7706385200149-1.77063852001489
402523.56897208097011.43102791902985
411419.3795629717581-5.37956297175806
422522.05552559977192.9444744002281
432621.75273549245924.24726450754078
442020.3551589059586-0.355158905958581
451821.4435360136149-3.44353601361491
463224.75942711384537.2405728861547
472525.1715052606450-0.171505260645027
482521.59838728565433.40161271434573
492320.84609818164142.15390181835858
502122.2337553214121-1.23375532141214
512024.2400778356035-4.24007783560355
521516.4063035063195-1.40630350631953
533026.95141891835573.04858108164434
542425.5276209604837-1.52762096048365
552624.47149840241481.52850159758519
562421.70703976790542.29296023209459
572221.59527384806390.404726151936135
581415.4647300334008-1.46473003340083
592422.37519508262851.62480491737149
602422.94111219801701.05888780198303
612423.39961768357300.60038231642697
622420.10606925709863.89393074290138
631918.45813626575190.541863734248147
643127.01340286125653.98659713874353
652226.8534365895336-4.85343658953355
662721.44908977306965.55091022693044
671917.67725603835281.32274396164716
682522.41676641055622.58323358944378
692025.115944649428-5.11594464942802
702121.5913350604495-0.591335060449544
712727.7165573575398-0.716557357539801
722324.4732905256934-1.47329052569339
732525.783760449496-0.783760449496022
742022.3164415449032-2.31644154490324
752222.4948867833241-0.494886783324118
762323.1806722460821-0.180672246082066
772524.04134973850030.958650261499702
782523.55536350170321.44463649829678
791724.0589961434255-7.05899614342552
801921.4206409661957-2.42064096619568
812524.09664675701010.903353242989863
821922.4163783827431-3.41637838274308
832023.1586975168811-3.15869751688114
842622.59025703907713.40974296092294
852320.96312003852942.03687996147056
862724.59668899496572.40331100503428
871720.8979447261035-3.89794472610345
881723.4526693089768-6.45266930897682
891719.7140987636228-2.71409876362277
902221.96574646647320.0342535335268300
912123.7753115338017-2.77531153380173
923228.87697836724843.12302163275159
932124.8242218519478-3.82422185194781
942124.4050846865295-3.40508468652948
951821.2391647620643-3.23916476206433
961821.2445053897907-3.24450538979066
972322.91073173882360.0892682611763867
981920.6259781030955-1.62597810309550
992020.8661440442532-0.866144044253181
1002122.4278148330794-1.42781483307941
1012024.0931439799901-4.0931439799901
1021718.5960751594744-1.59607515947442
1031820.3004839077328-2.30048390773280
1041920.7480145734531-1.74801457345310
1052222.1332173240308-0.133217324030845
1061518.6776186614073-3.67761866140732
1071418.8035111382256-4.80351113822563
1081826.8777903546510-8.87779035465097
1092421.54212428540552.4578757145945
1103523.606856687025711.3931433129743
1112919.33160955138979.66839044861029
1122121.9570400261406-0.957040026140595
1132018.43650753534621.56349246465377
1142223.2805387990828-1.28053879908277
1151316.6661117736317-3.66611177363172
1162623.29462454175772.70537545824226
1171716.73138524615650.268614753843451
1182520.05998986321734.94001013678267
1192020.8885685919793-0.888568591979344
1201918.12567501139040.874324988609644
1212122.6102566438842-1.61025664388422
1222221.09436920635850.905630793641523
1232422.83775680562611.16224319437393
1242123.0965412425226-2.09654124252263
1252625.67845758686780.321542413132153
1262420.61108949202943.38891050797060
1271620.3072031663297-4.30720316632972
1282322.44629592543190.553704074568086
1291820.7804640883523-2.78046408835229
1301622.4501613332031-6.45016133320309
1312624.05834925645631.94165074354365
1321918.95756380721410.0424361927858609
1332116.69976581483244.30023418516759
1342122.3289347474948-1.32893474749477
1352218.51752770921183.48247229078815
1362319.73321127756983.2667887224302
1372924.95506044453914.04493955546088
1382119.09895262034421.90104737965575
1392119.91831597983111.08168402016885
1402321.92831616712741.07168383287259
1412723.05402541403073.94597458596934
1422525.4223704008277-0.422370400827714
1432121.0146197079921-0.0146197079921077
1441016.9635948368745-6.96359483687447
1452022.7162157947920-2.71621579479203
1462622.74405034414523.25594965585483
1472423.71567050279730.284329497202718
1482931.8824036716209-2.88240367162089
1491918.80928320193230.190716798067704
1502422.10388020983971.89611979016026
1511920.6921991090226-1.69219910902255
1522423.54824973115300.451750268847024
1532221.85898645716110.141013542838923
1541723.9180546657576-6.91805466575759
1552423.19383792993650.806162070063492
1562522.55273236944672.44726763055334
1573024.35844129887465.64155870112544
1581920.3508644107059-1.35086441070588
1592220.59486828505301.40513171494695


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.1520815625600960.3041631251201920.847918437439904
110.4523373569917050.904674713983410.547662643008295
120.3882135200768020.7764270401536040.611786479923198
130.727745224959590.544509550080820.27225477504041
140.6394251704595960.7211496590808090.360574829540404
150.5469430984595250.906113803080950.453056901540475
160.4502752858770950.900550571754190.549724714122905
170.4917278303228840.9834556606457690.508272169677116
180.4027364916038640.8054729832077270.597263508396136
190.319511209266560.639022418533120.68048879073344
200.2630236302950690.5260472605901390.73697636970493
210.3280720282252210.6561440564504420.671927971774779
220.2671821302687750.534364260537550.732817869731225
230.3100980167628450.620196033525690.689901983237155
240.2971193192902630.5942386385805250.702880680709737
250.2367449352460650.4734898704921310.763255064753935
260.1862335488547650.372467097709530.813766451145235
270.1639662969633110.3279325939266210.83603370303669
280.133167677360550.26633535472110.86683232263945
290.1075384253306000.2150768506612010.8924615746694
300.1093538981889900.2187077963779790.89064610181101
310.2627544055958230.5255088111916460.737245594404177
320.5436676334900330.9126647330199340.456332366509967
330.516866542906750.96626691418650.48313345709325
340.5618552107977460.8762895784045070.438144789202254
350.5314685752111320.9370628495777350.468531424788868
360.507283411067720.985433177864560.49271658893228
370.4801472489134960.9602944978269910.519852751086504
380.580055828923480.839888342153040.41994417107652
390.606866947595260.786266104809480.39313305240474
400.557665975877920.884668048244160.44233402412208
410.5977367034949420.8045265930101160.402263296505058
420.5657127830346640.8685744339306720.434287216965336
430.5952435692315360.8095128615369280.404756430768464
440.5469104051729550.906179189654090.453089594827045
450.534308113997380.931383772005240.46569188600262
460.6551200658295470.6897598683409060.344879934170453
470.6235922891970420.7528154216059160.376407710802958
480.6092127129334530.7815745741330940.390787287066547
490.5652424772533690.8695150454932610.434757522746631
500.5226650170796570.9546699658406870.477334982920343
510.5829392174832580.8341215650334840.417060782516742
520.54521833941140.90956332117720.4547816605886
530.5954034378306610.8091931243386780.404596562169339
540.5655629782227280.8688740435545450.434437021777272
550.5229850565357330.9540298869285340.477014943464267
560.4903150716545910.9806301433091820.509684928345409
570.4417263260627570.8834526521255140.558273673937243
580.4018857334396740.8037714668793480.598114266560326
590.3672981373420210.7345962746840420.632701862657979
600.3258957289277860.6517914578555720.674104271072214
610.2842621936652790.5685243873305590.715737806334721
620.2997245577710750.5994491155421510.700275442228924
630.2614289016302550.5228578032605090.738571098369745
640.2658044012300590.5316088024601170.734195598769941
650.3603213772244980.7206427544489970.639678622775501
660.4488957219230450.897791443846090.551104278076955
670.41100769695510.82201539391020.5889923030449
680.389890735766870.779781471533740.61010926423313
690.471999191817480.943998383634960.52800080818252
700.4263563017383420.8527126034766840.573643698261658
710.3874187028015050.774837405603010.612581297198495
720.3573655328046490.7147310656092980.642634467195351
730.3248193248129490.6496386496258990.67518067518705
740.3046966652795710.6093933305591410.69530333472043
750.2657004963028740.5314009926057480.734299503697126
760.2291151170378780.4582302340757570.770884882962122
770.2004360824020630.4008721648041260.799563917597937
780.1755483686172160.3510967372344320.824451631382784
790.287626527636520.575253055273040.71237347236348
800.2659432735463820.5318865470927640.734056726453618
810.2318779334611330.4637558669222650.768122066538867
820.2305956328408870.4611912656817730.769404367159113
830.2292404372039190.4584808744078380.770759562796081
840.230780344412660.461560688825320.76921965558734
850.2099830136352300.4199660272704610.79001698636477
860.195102568498850.39020513699770.80489743150115
870.2022171593747120.4044343187494230.797782840625288
880.2997437417164080.5994874834328160.700256258283592
890.2797994671960030.5595989343920070.720200532803997
900.2433377486335610.4866754972671210.75666225136644
910.2309674559115600.4619349118231210.76903254408844
920.2256494702803270.4512989405606530.774350529719673
930.2327714863076080.4655429726152160.767228513692392
940.2290872135116680.4581744270233360.770912786488332
950.2198686140624280.4397372281248570.780131385937572
960.2127455076827680.4254910153655350.787254492317232
970.1795864399671650.3591728799343310.820413560032835
980.1541992921764120.3083985843528240.845800707823588
990.1278779357196180.2557558714392360.872122064280382
1000.1074065611647530.2148131223295060.892593438835247
1010.1195298315731430.2390596631462860.880470168426857
1020.09937959679379330.1987591935875870.900620403206207
1030.08812409182382020.1762481836476400.91187590817618
1040.07669568924810510.1533913784962100.923304310751895
1050.06079581389543480.1215916277908700.939204186104565
1060.06000192376392920.1200038475278580.93999807623607
1070.07582065502316960.1516413100463390.92417934497683
1080.2711280289565330.5422560579130660.728871971043467
1090.2506847711834850.501369542366970.749315228816515
1100.697817075758570.604365848482860.30218292424143
1110.9065478860233990.1869042279532020.093452113976601
1120.8832255745035020.2335488509929960.116774425496498
1130.859986546582640.2800269068347190.140013453417360
1140.8334168780704450.333166243859110.166583121929555
1150.8575977352148860.2848045295702280.142402264785114
1160.8399596233865840.3200807532268330.160040376613416
1170.8041966959467710.3916066081064580.195803304053229
1180.8469112020718090.3061775958563820.153088797928191
1190.8125251990218540.3749496019562910.187474800978146
1200.7761410836737040.4477178326525920.223858916326296
1210.7364946299086170.5270107401827650.263505370091383
1220.6885848297340650.6228303405318690.311415170265935
1230.6396427441955980.7207145116088040.360357255804402
1240.5951796185301440.8096407629397110.404820381469856
1250.5374644087857640.9250711824284730.462535591214236
1260.5345498187563060.9309003624873870.465450181243694
1270.5708297550779690.8583404898440630.429170244922031
1280.5081152286853120.9837695426293750.491884771314688
1290.4681870173045230.9363740346090460.531812982695477
1300.644059237891450.71188152421710.35594076210855
1310.6151487684366420.7697024631267170.384851231563358
1320.5528443785934970.8943112428130060.447155621406503
1330.563906793292170.872186413415660.43609320670783
1340.5210908314142620.9578183371714750.478909168585738
1350.5053706766942880.9892586466114230.494629323305712
1360.510680011728290.978639976543420.48931998827171
1370.548340475253240.9033190494935210.451659524746761
1380.8037433221590.3925133556820.196256677841
1390.7405440289730540.5189119420538920.259455971026946
1400.6776863893827950.644627221234410.322313610617205
1410.7202883367623350.559423326475330.279711663237665
1420.7209245842069790.5581508315860420.279075415793021
1430.6309047411419860.7381905177160270.369095258858014
1440.7630770860737380.4738458278525230.236922913926262
1450.7488315768028360.5023368463943280.251168423197164
1460.6435136873014710.7129726253970580.356486312698529
1470.6397449928162210.7205100143675580.360255007183779
1480.5912196178871850.817560764225630.408780382112815
1490.5097170230912220.9805659538175570.490282976908778


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