Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 6.14877022785273 + 0.353909374463323CM[t] -0.340140308890912D[t] + 0.187547743317141PE[t] -0.0218597760694683PC[t] + 0.414511745648744O[t] -0.055790671462666`H `[t] + 1.91304219854686M1[t] + 3.20749012754116M2[t] + 2.29146189157973M3[t] + 1.04229613763446M4[t] + 1.11536866188866M5[t] + 2.25591011160927M6[t] + 0.866676009591269M7[t] + 2.79259992654015M8[t] + 0.816064160614426M9[t] + 0.182942017830659M10[t] + 0.206770309169597M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)6.148770227852733.2636521.8840.0616220.030811
CM0.3539093744633230.0587626.022800
D-0.3401403088909120.12035-2.82630.0053940.002697
PE0.1875477433171410.1039631.8040.0733690.036685
PC-0.02185977606946830.130768-0.16720.867480.43374
O0.4145117456487440.0743235.577100
`H `-0.0557906714626660.132543-0.42090.6744510.337225
M11.913042198546861.336921.43090.1546620.077331
M23.207490127541161.3544922.3680.019240.00962
M32.291461891579731.3448331.70390.0906020.045301
M41.042296137634461.369510.76110.4478850.223942
M51.115368661888661.3637550.81790.4148140.207407
M62.255910111609271.3639161.6540.1003530.050177
M70.8666760095912691.3600190.63730.5249940.262497
M82.792599926540151.3547532.06130.0411080.020554
M90.8160641606144261.3351050.61120.5420270.271014
M100.1829420178306591.3447020.1360.8919790.445989
M110.2067703091695971.3619990.15180.8795510.439775


Multiple Linear Regression - Regression Statistics
Multiple R0.657416140227832
R-squared0.43219598143206
Adjusted R-squared0.3637373408955
F-TEST (value)6.31324224443585
F-TEST (DF numerator)17
F-TEST (DF denominator)141
p-value8.03553890094122e-11
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.39580543571185
Sum Squared Residuals1625.94073256663


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12423.81377962494220.186220375057788
22524.35310806328500.646891936715029
33024.78784461468975.21215538531025
41919.8772607017328-0.877260701732849
52219.83871117513252.16128882486746
62224.1705249670097-2.17052496700972
72522.08216893636532.9178310636347
82320.32966828856342.67033171143661
91718.7192363779055-1.71923637790550
102120.5850360280630.414963971936982
111921.6599863942585-2.65998639425846
121922.0908852371785-3.09088523717846
131523.6632219875176-8.66322198751764
141618.7821513979123-2.78215139791227
152320.12208396738482.87791603261521
162723.51687280372483.48312719627516
172220.74691153410491.25308846589509
181417.1849983434503-3.18499834345029
192223.6308076260435-1.63080762604348
202325.4960347074826-2.4960347074826
212321.48720067293621.51279932706383
221921.1350869194662-2.13508691946615
231823.1296481378974-5.12964813789736
242022.0122834048641-2.01228340486415
252322.78693060690990.213069393090103
262524.99929236722430.000707632775675614
271924.3870333911222-5.38703339112219
282423.47253648155490.527463518445079
292221.11162621736150.888373782638507
302624.11506655940541.88493344059460
312922.42224909625166.57775090374837
323226.74726077290945.25273922709065
332520.77949121277534.22050878722474
342923.93494632047065.06505367952938
352824.13217586228183.8678241377182
361715.78681019687471.21318980312527
372826.92433178759291.07566821240705
382925.08414758997463.91585241002544
392628.5858122280069-2.58581222800692
402523.04165032345801.95834967654203
411419.4160261152381-5.41602611523811
422522.89246134456572.10753865543434
432621.20132128332354.79867871667654
442021.5824076018632-1.58240760186320
451821.0227127084867-3.02271270848667
463224.19590349288097.80409650711906
472523.9343234253181.06567657468202
482520.54148264955054.45851735044952
492322.11767668490510.882323315094906
502123.908273522058-2.90827352205798
512024.9063893658019-4.90638936580193
521515.8764028453032-0.87640284530316
533026.02559473430673.97440526569328
542426.5557566659754-2.55575666597541
552623.88649183001672.1135081699833
562422.95782446003501.04217553996505
572220.82562862495761.17437137504239
581414.1871184963506-0.187118496350568
592420.89050562733973.1094943726603
602421.70942917593462.29057082406538
612424.169688300541-0.169688300540989
622421.66408019423102.33591980576903
631919.1169778063536-0.116977806353572
643127.16897129146613.83102870853388
652226.4021944756145-4.40219447561446
662722.42198740134834.57801259865168
671917.10484960952791.89515039047207
682523.69209478307071.30790521692927
692024.4773365505020-4.47733655050204
702120.22654891581740.773451084182563
712726.41269179950040.587308200499596
722323.1423493748509-0.142349374850932
732526.4659751165094-1.46597511650937
742023.9267728341495-3.92677283414946
752223.4983695363039-1.49836953630393
762322.88561256447660.114387435523365
772524.35616234472880.643837655271192
782524.52448360503790.475516394962088
791723.0619840643732-6.06198406437317
801923.0605867841818-4.06058678418185
812523.15969669115311.8403033088469
821921.7904476894089-2.79044768940894
832022.0052612871699-2.00526128716993
842621.13303077951914.86696922048086
852321.19393940912341.80606059087655
862726.32853650849810.671463491501924
871721.7285482193295-4.72854821932953
881723.0255857841869-6.02558578418692
891719.5722677137679-2.57226771376791
902222.9247158231212-0.924715823121187
912122.8220553771362-1.82205537713623
923230.01620694267511.98379305732486
932124.4486440456690-3.44864404566895
942123.2662700860218-2.26627008602179
951820.1513689601983-2.15136896019830
961820.0586416129406-2.05864161294062
972323.2628299258930-0.26282992589297
981922.2712196601799-3.27121966017988
992021.5972940494516-1.59729404945163
1002121.5499573417065-0.549957341706525
1012023.6147074741298-3.61470747412985
1021719.9923647998927-2.99236479989269
1031819.6029285633576-1.60292856335762
1041921.9742713767137-2.97427137671375
1052221.49124962525410.508750374745933
1061517.5735081371596-2.57350813715963
1071417.2600761736985-3.26007617369846
1081825.186978645569-7.18697864556898
1092421.78521515605242.21478484394758
1103525.11246333031109.88753666968903
1112919.65299046693639.34700953306367
1122121.6843188351038-0.684318835103755
1132018.13468898664151.86531101335854
1142224.3299317082594-2.32993170825941
1151316.2610351212007-3.2610351212007
1162625.02678271876640.973217281233622
1171716.07090457891300.929095421087023
1182519.00299081031645.99700918968363
1192019.46312005560950.536879944390472
1201916.99932991962982.00067008037024
1212123.1645906951455-2.16459069514546
1222222.7316573108145-0.731657310814519
1232423.60546849375910.394531506240948
1242122.5851984251227-1.58519842512267
1252625.59526445976970.404735540230294
1262421.38273899887652.61726100112351
1271619.5603147467725-3.56031474677254
1282323.7349476798571-0.734947679857064
1291820.3710345866985-2.37103458669855
1301621.1908014811978-5.19080148119779
1312623.11748770985542.88251229014461
1321917.72589472849711.27410527150287
1332117.19946343150243.80053656849757
1342123.8168540089534-2.81685400895344
1352219.26320762866282.73679237133718
1362319.50387934728563.4961206527144
1372924.62096246688234.37903753311771
1382119.78770206219181.21229793780821
1392120.05093031455130.949069685448718
1402323.1818954345004-0.181895434500434
1412722.88504032081324.11495967918679
1422524.38365816410590.616341835894139
1432119.73584683130771.26415316869225
1441015.4672663388472-5.46726633884718
1452023.0429323517082-3.04293235170825
1462623.97898852076902.02101147923097
1472424.7331758273740-0.733175827373961
1482931.8117532548780-2.81175325487804
1491918.56488230232170.435117697678269
1502422.71726772086571.28273227913428
1511920.3128634310799-1.31286343107994
1522425.2000184493812-1.20001844938116
1532221.26182400393590.738175996064113
1541722.5276834587409-5.52768345874089
1552422.10750773556491.89249226443507
1562521.14561793574383.85438206425619
1573024.40942492165695.59057507834313
1581922.0424546916396-3.04245469163955
1592221.01480440482360.985195595176392


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.8349192780705520.3301614438588970.165080721929448
220.7358217647087850.528356470582430.264178235291215
230.6307488624849540.7385022750300920.369251137515046
240.5280372866308290.9439254267383420.471962713369171
250.4881764847802830.9763529695605660.511823515219717
260.3935520919218370.7871041838436740.606447908078163
270.4824545569909430.9649091139818850.517545443009057
280.39862948437070.79725896874140.6013705156293
290.3543228812255020.7086457624510040.645677118774498
300.2753310142167590.5506620284335180.724668985783241
310.540265241736320.919469516527360.45973475826368
320.7060391230923860.5879217538152270.293960876907614
330.6621494238849150.6757011522301690.337850576115085
340.6744987122635190.6510025754729630.325501287736481
350.7151116834094350.569776633181130.284888316590565
360.6720317484146760.6559365031706480.327968251585324
370.6562734917396580.6874530165206830.343726508260342
380.6827458495206170.6345083009587660.317254150479383
390.7686382310581710.4627235378836570.231361768941829
400.7256791719596340.5486416560807310.274320828040366
410.7395954092680330.5208091814639350.260404590731967
420.6984658293002890.6030683413994230.301534170699711
430.7115531318390490.5768937363219020.288446868160951
440.67986797887320.6402640422535990.320132021126800
450.693517838008990.612964323982020.30648216199101
460.7783578561926380.4432842876147240.221642143807362
470.7360569176809750.527886164638050.263943082319025
480.7837104889355570.4325790221288870.216289511064443
490.7387326741816370.5225346516367260.261267325818363
500.7131142345349180.5737715309301630.286885765465082
510.7654325025696440.4691349948607130.234567497430356
520.7263859119054440.5472281761891120.273614088094556
530.7701976411662730.4596047176674530.229802358833727
540.7705220693366770.4589558613266460.229477930663323
550.7471392381914230.5057215236171540.252860761808577
560.7072734943548030.5854530112903940.292726505645197
570.6601819510003770.6796360979992450.339818048999623
580.6287910533651270.7424178932697460.371208946634873
590.6576985457230580.6846029085538850.342301454276942
600.6288324632532020.7423350734935960.371167536746798
610.5805520069742260.8388959860515470.419447993025774
620.5552385353774470.8895229292451050.444761464622552
630.5072587863549270.9854824272901460.492741213645073
640.5010775959267430.9978448081465130.498922404073257
650.6118811983627590.7762376032744820.388118801637241
660.672722907280840.6545541854383210.327277092719161
670.6545355591673330.6909288816653340.345464440832667
680.6127700765875870.7744598468248260.387229923412413
690.6749801391592610.6500397216814780.325019860840739
700.6387134847315960.7225730305368080.361286515268404
710.5909877517646530.8180244964706940.409012248235347
720.543799151211470.912401697577060.45620084878853
730.5031113568405590.9937772863188830.496888643159441
740.524315150555920.951369698888160.47568484944408
750.4814635785119190.9629271570238380.518536421488081
760.4352081652285570.8704163304571150.564791834771443
770.3857291615693560.7714583231387120.614270838430644
780.3389235363549610.6778470727099230.661076463645039
790.437131875590110.874263751180220.56286812440989
800.4641343198284550.928268639656910.535865680171545
810.4294525561849490.8589051123698970.570547443815051
820.4272369685305070.8544739370610150.572763031469493
830.3980649079271260.7961298158542530.601935092072874
840.4878070242056520.9756140484113040.512192975794348
850.4502403156526230.9004806313052470.549759684347377
860.4118529635497890.8237059270995780.588147036450211
870.4566220416804230.9132440833608470.543377958319577
880.5745710060881610.8508579878236790.425428993911839
890.5561999939178630.8876000121642740.443800006082137
900.510673325366040.978653349267920.48932667463396
910.4708263761510940.9416527523021880.529173623848906
920.4590944359164630.9181888718329260.540905564083537
930.4639928117219310.9279856234438620.536007188278069
940.4335923363141960.8671846726283920.566407663685804
950.4070360371969580.8140720743939160.592963962803042
960.3692430815389240.7384861630778480.630756918461076
970.3254257365809250.6508514731618510.674574263419075
980.3323862836443050.664772567288610.667613716355695
990.3145659399926850.629131879985370.685434060007315
1000.2704736123976240.5409472247952490.729526387602376
1010.2871191751233080.5742383502466160.712880824876692
1020.2817646820423390.5635293640846790.71823531795766
1030.2423970289808580.4847940579617160.757602971019142
1040.2261763600490680.4523527200981350.773823639950932
1050.1887782055315100.3775564110630210.81122179446849
1060.1650919378843780.3301838757687570.834908062115622
1070.156453487020270.312906974040540.84354651297973
1080.2643245377564260.5286490755128520.735675462243574
1090.2426483274554890.4852966549109780.757351672544511
1100.6341171095247360.7317657809505280.365882890475264
1110.8507484401791610.2985031196416770.149251559820839
1120.8139914609147410.3720170781705180.186008539085259
1130.7759615878890930.4480768242218130.224038412110907
1140.7855355629252240.4289288741495510.214464437074776
1150.776946957457270.4461060850854610.223053042542730
1160.7264541671304560.5470916657390880.273545832869544
1170.6716286401308560.6567427197382890.328371359869144
1180.9005331003262080.1989337993475850.0994668996737924
1190.8786091903370740.2427816193258530.121390809662926
1200.847052660953130.3058946780937420.152947339046871
1210.8367373362778460.3265253274443090.163262663722154
1220.7899530561872230.4200938876255540.210046943812777
1230.7326147587105280.5347704825789440.267385241289472
1240.6881550560795550.623689887840890.311844943920445
1250.669903677875150.66019264424970.33009632212485
1260.610471883159790.779056233680420.38952811684021
1270.6127005845584270.7745988308831470.387299415441573
1280.5334111667164810.9331776665670370.466588833283519
1290.4675908061657850.935181612331570.532409193834215
1300.424052747310030.848105494620060.57594725268997
1310.4422978268619880.8845956537239760.557702173138012
1320.4311349232079770.8622698464159550.568865076792023
1330.4306332549663080.8612665099326170.569366745033692
1340.3376698369297230.6753396738594470.662330163070276
1350.2915119782290510.5830239564581030.708488021770949
1360.414861610578560.829723221157120.58513838942144
1370.3061108463975260.6122216927950510.693889153602474
1380.729257376270670.541485247458660.27074262372933


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