Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 6.96722882487706 + 0.338739169615999CM[t] -0.370733791378405D[t] + 0.173454693435831PE[t] + 0.048155789305374PC[t] + 0.414415238664376O[t] + 0.0195267114176807`H `[t] -0.00254732860272504t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)6.967228824877063.1065572.24270.0263690.013185
CM0.3387391696159990.0571935.922800
D-0.3707337913784050.116406-3.18480.001760.00088
PE0.1734546934358310.1016831.70580.0900950.045047
PC0.0481557893053740.1285850.37450.7085530.354276
O0.4144152386643760.0751935.511300
`H `0.01952671141768070.1276920.15290.8786660.439333
t-0.002547328602725040.006168-0.4130.6801820.340091


Multiple Linear Regression - Regression Statistics
Multiple R0.614545793502647
R-squared0.377666532311799
Adjusted R-squared0.348816636458703
F-TEST (value)13.0907416177475
F-TEST (DF numerator)7
F-TEST (DF denominator)151
p-value4.10338429901458e-13
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.4353914418521
Sum Squared Residuals1782.08906817135


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12423.36008290666970.6399170933303
22522.75689532053112.24310467946888
33024.53958784925025.46041215074979
41920.5497834763604-1.54978347636043
52220.82615566904391.1738443309561
62223.3158162465616-1.31581624656163
72522.80980284891952.19019715108048
82319.80004804378993.19995195621013
91718.7822363353937-1.78223633539366
102121.8089527605843-0.80895276058432
111923.1167179796368-4.11671797963679
121923.6592384288345-4.65923842883448
131523.5393128544941-8.53931285449405
141617.1894615696005-1.18946156960050
152319.654845310453.34515468955
162724.21890406115622.7810959388438
172221.21796233313160.782037666868405
181416.5371454664626-2.53714546646256
192224.2133759326396-2.21337593263964
202324.3060990583595-1.30609905835951
212321.71854977942931.28145022057074
221922.6600108417653-3.66001084176532
231824.1049457209068-6.1049457209068
242023.3757339063873-3.37573390638733
252322.61206418571610.387935814283944
262523.52737922195351.47262077804648
271923.5244420640875-4.52444206408749
282424.0251628809969-0.0251628809969272
292221.72266839034360.277331609656368
302623.50051092082892.49948907917106
312922.71322002722426.28677997277577
323225.44062499178716.5593750082129
332521.68288131742813.31711868257193
342924.62814942566494.37185057433512
352825.23845611458342.7615438854166
361717.0601380163531-0.0601380163531021
372826.29580862746751.70419137253245
382923.07452195449305.92547804550697
392627.8691994778676-1.86919947786763
402523.66721226231021.33278773768976
411419.4606216675032-5.46062166750324
422522.14223469809262.85776530190735
432621.83033016000764.16966983999239
442020.433957994168-0.433957994168018
451821.5077925054716-3.50779250547162
463224.82943104605867.17056895394144
472525.2742828932654-0.274282893265404
482521.68807244774513.31192755225495
492320.89949022640982.10050977359018
502122.2866056488887-1.28660564888866
512024.2875172456324-4.28751724563239
521516.4933916627726-1.49339166277261
533027.03875398885582.96124601114416
542425.5559440077963-1.55594400779633
552624.50133760895381.49866239104625
562421.76413705280222.23586294719776
572221.59509795540490.404902044595074
581415.5840538002886-1.58405380028861
592422.40703826123561.59296173876444
602422.96423248373841.03576751626160
612423.38295724771020.617042752289785
622420.16649297853973.83350702146025
631918.49908606298350.500913937016457
643126.97915946956164.02084053043840
652226.9078641570514-4.90786415705139
662721.45621640405075.54378359594928
671917.68290764376671.31709235623332
682522.4372517471612.56274825283898
692025.1583990491765-5.15839904917651
702121.6109898495906-0.610989849590591
712727.7343855534004-0.734385553400403
722324.5225995384187-1.52259953841868
732525.7763981883151-0.776398188315096
742022.3637662373848-2.36376623738476
752222.482950321875-0.482950321874988
762323.1330262843134-0.133026284313445
772524.01443097042620.98556902957381
782523.52926590440471.47073409559533
791724.0388904116908-7.03889041169081
801921.4002460073737-2.40024600737372
812524.0850343680040.914965631995982
821922.3524440420347-3.35244404203470
832023.1424834269455-3.14248342694555
842622.58613826676673.41386173323331
852320.93785492932072.06214507067932
862724.58496175062682.41503824937321
871720.8884850749446-3.88848507494460
881723.4710677945635-6.47106779456346
891719.6695405130879-2.66954051308790
902221.95485365032220.0451463496778307
912123.7260603697963-2.72606036979633
923228.85361927092963.14638072907044
932124.8145503105897-3.81455031058973
942124.3882977810568-3.38829778105680
951821.1802601032482-3.18026010324816
961821.1964497861098-3.19644978610981
972322.88279991560500.117200084395035
981920.5695533666805-1.56955336668047
992020.8539641213514-0.853964121351367
1002122.395925037391-1.39592503739102
1012024.0307052826698-4.03070528266981
1021718.5849371598002-1.58493715980023
1031820.2816301091783-2.28163010917832
1041920.7410407575224-1.74104075752237
1052222.1051202498069-0.105120249806918
1061518.6315165374418-3.63151653744184
1071418.7567940134575-4.75679401345753
1081826.8029547198515-8.8029547198515
1092421.47018018308772.52981981691228
1103523.569749983509811.4302500164902
1112919.21147409580449.7885259041956
1122121.8313873417681-0.831387341768137
1132018.37669205372171.62330794627827
1142223.1900750069294-1.19007500692941
1151316.6510839127491-3.65108391274912
1162623.21441814239862.78558185760142
1171716.67555938408260.324440615917431
1182519.97539545268825.02460454731181
1192020.7622584686874-0.762258468687355
1201918.04140078676710.958599213232875
1212122.4946143030851-1.49461430308515
1222220.97676186218271.02323813781726
1232422.71156391267551.28843608732448
1242122.9512651944144-1.95126519441439
1252625.58346184767850.416538152321532
1262420.51840168873683.48159831126324
1271620.1892640026714-4.18926400267138
1282322.29913668707230.700863312927737
1291820.6121662423911-2.61216624239106
1301622.3138878394759-6.31388783947587
1312623.92331544941562.07668455058441
1321918.84081700468330.159182995316669
1332116.62601885816034.37398114183967
1342122.1723071687452-1.17230716874521
1352218.43361931773723.56638068226279
1362319.68190250132613.31809749867393
1372924.84455532613324.1554446738668
1382119.02061239857531.9793876014247
1392119.72280706022231.27719293977767
1402321.7930654871621.20693451283801
1412722.91602680012134.08397319987874
1422525.2796869741909-0.279686974190913
1432120.86743770208620.132562297913804
1441016.8397398735801-6.83973987358006
1452022.5558599122971-2.55585991229709
1462622.60451220064513.39548779935495
1472423.58416883893190.415831161068146
1482931.6943493231591-2.69434932315913
1491918.70604516280660.293954837193363
1502421.93863908444742.06136091555264
1511920.485430266394-1.48543026639402
1522423.36751946582520.632480534174842
1532221.68409749734780.315902502652156
1541723.7914510648184-6.7914510648184
1552422.96779430185021.03220569814981
1562522.36460671571152.63539328428855
1573024.14729924443055.85270075556945
1581920.1574948715408-1.15749487154078
1592220.43386706422421.56613293577575


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.4211463500424580.8422927000849150.578853649957543
120.2953931388920560.5907862777841130.704606861107944
130.2258603180437280.4517206360874560.774139681956272
140.2054369815077340.4108739630154680.794563018492266
150.3409627803483580.6819255606967160.659037219651642
160.3204824138618280.6409648277236570.679517586138171
170.4860978589656020.9721957179312030.513902141034398
180.3947493205783780.7894986411567570.605250679421622
190.3137477947817160.6274955895634320.686252205218284
200.2987885339824620.5975770679649240.701211466017538
210.397113959304830.794227918609660.60288604069517
220.3311061948637790.6622123897275580.668893805136221
230.3630883050409660.7261766100819330.636911694959034
240.3172833641235170.6345667282470350.682716635876483
250.2649231373689980.5298462747379960.735076862631002
260.2109872855444430.4219745710888850.789012714455557
270.1804632646307920.3609265292615840.819536735369208
280.1567330725710730.3134661451421470.843266927428927
290.1188603503942660.2377207007885330.881139649605734
300.1357208689314310.2714417378628620.864279131068569
310.3070432661873030.6140865323746060.692956733812697
320.5795805822837630.8408388354324730.420419417716237
330.5408627864690220.9182744270619560.459137213530978
340.5466683816286820.9066632367426360.453331618371318
350.4997563903469270.9995127806938550.500243609653073
360.5169920288486830.9660159423026340.483007971151317
370.4808655694662040.9617311389324080.519134430533796
380.5431303561298870.9137392877402260.456869643870113
390.5986709583222740.8026580833554520.401329041677726
400.5454513771886660.9090972456226670.454548622811334
410.6072367724530540.7855264550938920.392763227546946
420.572658222164210.854683555671580.42734177783579
430.568723468026150.86255306394770.43127653197385
440.5384727127430440.9230545745139120.461527287256956
450.5393981825624110.9212036348751770.460601817437589
460.6395362375474590.7209275249050830.360463762452541
470.6227996606822110.7544006786355780.377200339317789
480.6056457061471930.7887085877056140.394354293852807
490.5635116419855170.8729767160289670.436488358014483
500.5309445434311200.938110913137760.46905545656888
510.6042294083240640.7915411833518720.395770591675936
520.566943480117880.866113039764240.43305651988212
530.6079066696872260.7841866606255480.392093330312774
540.5822683622049290.8354632755901410.417731637795071
550.5391109093749180.9217781812501630.460889090625082
560.5075679956156840.9848640087686310.492432004384316
570.4587601972524340.9175203945048670.541239802747566
580.4204597802696220.8409195605392440.579540219730378
590.3835709651018330.7671419302036660.616429034898167
600.3435409953703970.6870819907407940.656459004629603
610.3012152739618070.6024305479236140.698784726038193
620.3133980972653090.6267961945306190.686601902734691
630.2784190040746470.5568380081492940.721580995925353
640.2828859275049420.5657718550098840.717114072495058
650.3891099092310500.7782198184621010.610890090768950
660.481205805026450.96241161005290.51879419497355
670.4472923430304260.8945846860608530.552707656969574
680.4324274899759110.8648549799518220.567572510024089
690.5196961878757840.9606076242484330.480303812124216
700.4754114711839070.9508229423678150.524588528816093
710.4386551742285140.8773103484570280.561344825771486
720.4081989607609710.8163979215219430.591801039239029
730.3774196841367910.7548393682735820.622580315863209
740.3503081899298360.7006163798596730.649691810070164
750.3095997839424130.6191995678848270.690400216057587
760.2714294238388470.5428588476776940.728570576161153
770.2469682091760750.493936418352150.753031790823925
780.2264048168090470.4528096336180930.773595183190953
790.3281897111107470.6563794222214940.671810288889253
800.2975926190142680.5951852380285360.702407380985732
810.2673023307287230.5346046614574450.732697669271277
820.2557873992558270.5115747985116530.744212600744173
830.2435804205876190.4871608411752390.75641957941238
840.2639068247672430.5278136495344860.736093175232757
850.2549733488876000.5099466977752010.7450266511124
860.2545628747071130.5091257494142260.745437125292887
870.2464971257580440.4929942515160880.753502874241956
880.3202020521904440.6404041043808880.679797947809556
890.2883555148609420.5767110297218840.711644485139058
900.2554840797081220.5109681594162430.744515920291878
910.2298150810472940.4596301620945880.770184918952706
920.2470076790968490.4940153581936980.752992320903151
930.2357492361005870.4714984722011740.764250763899413
940.2146425007051250.429285001410250.785357499294875
950.1925048168990540.3850096337981090.807495183100946
960.1731703053067740.3463406106135490.826829694693226
970.1469389030464470.2938778060928940.853061096953553
980.1214065589418320.2428131178836640.878593441058168
990.0988076627941690.1976153255883380.90119233720583
1000.07983179171177870.1596635834235570.920168208288221
1010.0809942537818830.1619885075637660.919005746218117
1020.06444166554424690.1288833310884940.935558334455753
1030.05472642815089250.1094528563017850.945273571849108
1040.04676997203924880.09353994407849760.953230027960751
1050.03687754952687840.07375509905375670.963122450473122
1060.03467012298743160.06934024597486330.965329877012568
1070.04438080273906020.08876160547812030.95561919726094
1080.2304690974542900.4609381949085800.76953090254571
1090.2394020473617460.4788040947234930.760597952638254
1100.6463074143149440.7073851713701120.353692585685056
1110.8841873890930370.2316252218139260.115812610906963
1120.8557282782496130.2885434435007750.144271721750387
1130.830809216148760.3383815677024790.169190783851240
1140.800240936374360.399518127251280.19975906362564
1150.8285294886351870.3429410227296260.171470511364813
1160.8085264229490830.3829471541018350.191473577050918
1170.7698994024153560.4602011951692880.230100597584644
1180.8199028917734850.3601942164530290.180097108226515
1190.7806712727130170.4386574545739670.219328727286983
1200.7416729203527020.5166541592945950.258327079647298
1210.6972877398754080.6054245202491840.302712260124592
1220.646574854999020.7068502900019610.353425145000980
1230.5964673274866960.8070653450266090.403532672513304
1240.5476794726596930.9046410546806140.452320527340307
1250.4898803681074110.9797607362148210.510119631892589
1260.4896909757397430.9793819514794860.510309024260257
1270.5224941032288410.9550117935423180.477505896771159
1280.45883940633280.91767881266560.5411605936672
1290.4213746405046790.8427492810093580.578625359495321
1300.6759957280723050.648008543855390.324004271927695
1310.625361324966510.7492773500669810.374638675033490
1320.5853621521624290.8292756956751410.414637847837571
1330.5670746067883640.8658507864232720.432925393211636
1340.6346714453419410.7306571093161180.365328554658059
1350.5796978895594140.8406042208811710.420302110440586
1360.5549603046797240.8900793906405520.445039695320276
1370.527953200905750.94409359818850.47204679909425
1380.7577302311294520.4845395377410950.242269768870548
1390.6838850799075420.6322298401849150.316114920092458
1400.604936914274250.79012617145150.39506308572575
1410.659303755339920.6813924893201590.340696244660080
1420.6639545747082720.6720908505834560.336045425291728
1430.5634306952158750.873138609568250.436569304784125
1440.6715040600671240.6569918798657510.328495939932876
1450.6800807030799280.6398385938401430.319919296920072
1460.8772861593217440.2454276813565130.122713840678256
1470.8405594881826010.3188810236347980.159440511817399
1480.7567350159756130.4865299680487730.243264984024387


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 level40.0289855072463768OK