Multiple Linear Regression - Estimated Regression Equation
AM[t] = + 12.4988741565566 -0.441931117230605G[t] -0.185414422148506IM1[t] -0.138080158199122IM2[t] + 0.195649644221861IM3[t] -0.182548514840863EM1[t] + 0.083052060156604EM2[t] + 0.000807027024654495EM3[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)12.49887415655661.7559837.117900
G-0.4419311172306050.400716-1.10290.2718110.135905
IM1-0.1854144221485060.073716-2.51530.012920.00646
IM2-0.1380801581991220.066287-2.08310.0388980.019449
IM30.1956496442218610.0486624.02069.1e-054.5e-05
EM1-0.1825485148408630.071556-2.55110.0117130.005856
EM20.0830520601566040.0556281.4930.1374870.068744
EM30.0008070270246544950.057360.01410.9887930.494396


Multiple Linear Regression - Regression Statistics
Multiple R0.489720104489983
R-squared0.23982578074168
Adjusted R-squared0.205272407139029
F-TEST (value)6.94073416678714
F-TEST (DF numerator)7
F-TEST (DF denominator)154
p-value3.49570361768414e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.34105723547157
Sum Squared Residuals844.004542882085


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
145.67695807283194-1.67695807283193
246.12097793547255-2.12097793547255
366.9272499055276-0.927249905527603
485.868911674119282.13108832588072
585.003814714487952.99618528551205
645.37748446547298-1.37748446547298
741.900079604883542.09992039511646
887.148332701341760.851667298658239
954.710883647172680.289116352827322
1045.8225211030251-1.82252110302510
1145.5128670594062-1.5128670594062
1243.822601697354710.177398302645285
1345.72979551705347-1.72979551705347
1442.232173792324551.76782620767545
1545.34171700833279-1.34171700833279
1685.006272410366852.99372758963315
1747.77133880775415-3.77133880775415
1844.77620811717237-0.776208117172371
1942.131960679308521.86803932069148
2086.484188546994931.51581145300507
2145.33031090042269-1.33031090042269
2277.44406288570407-0.444062885704072
2348.771245271515-4.771245271515
2444.00453831208787-0.00453831208786888
2556.30964746185934-1.30964746185934
2645.23963462136993-1.23963462136993
2745.23963462136993-1.23963462136993
2845.30483172992289-1.30483172992289
2946.87929947202764-2.87929947202764
3045.64961358239394-1.64961358239394
3144.94027785905784-0.940277859057837
3246.24277168751383-2.24277168751383
33158.307850711979276.69214928802073
34106.721340093568253.27865990643175
3545.81485276550862-1.81485276550862
3685.144868040772952.85513195922705
3746.33235147108208-2.33235147108208
3845.3582978382957-1.3582978382957
3944.48864413219296-0.488644132192964
4044.64225705269065-0.642257052690649
4176.050326705289470.949673294710535
4244.55376473273644-0.553764732736442
4365.934866650798180.065133349201817
4454.374189385981460.625810614018543
4543.615936687017580.384063312982421
46167.242947041299078.75705295870093
4755.56274255402683-0.562742554026828
48125.290788903206736.70921109679327
4966.20349782699895-0.20349782699895
5097.592874565227331.40712543477267
5197.082906004606451.91709399539355
5246.65390485968321-2.65390485968321
5355.96485434536672-0.96485434536672
5446.66621437839058-2.66621437839058
5545.65864780137634-1.65864780137634
5655.65935022319656-0.65935022319656
5745.76105102414779-1.76105102414779
5843.834515280358040.165484719641961
5945.16427660757093-1.16427660757093
6057.98328923790498-2.98328923790498
6145.46029298462823-1.46029298462824
6266.91465313012529-0.914653130125286
6345.04484313969089-1.04484313969089
6444.02427249926857-0.0242724992685656
65187.6607546984323810.3392453015676
6643.386239824405600.613760175594404
6766.17818719124655-0.178187191246545
6845.33503213281464-1.33503213281464
6946.50825710546325-2.50825710546325
7056.63071581127478-1.63071581127478
7145.33204741816375-1.33204741816375
7244.95272136304416-0.952721363044156
7355.10442451953804-0.104424519538036
74106.707153586931033.29284641306897
7556.21398867955508-1.21398867955508
7688.1759233156236-0.175923315623595
7788.19236771015125-0.192367710151250
7855.08110361765834-0.0811036176583432
7945.05003984475139-1.05003984475139
8045.91431934416135-1.91431934416135
8142.367580547806741.63241945219326
8256.62895445417955-1.62895445417955
8345.0866077514322-1.0866077514322
8445.21603421000194-1.21603421000194
8586.93848515798071.0615148420193
8645.50634011730237-1.50634011730237
8755.07846171857777-0.0784617185777747
88147.610456066550546.38954393344946
8986.125719018625891.87428098137411
9085.923973803330152.07602619666985
9147.84711143795842-3.84711143795842
9244.14134820762883-0.141348207628825
9365.676227702879880.323772297120118
9445.95603910732897-1.95603910732897
9576.321059717180340.678940282819657
9675.599519357446271.40048064255373
9744.64454724179112-0.644547241791122
9866.60336015987926-0.603360159879262
9945.7930760902168-1.79307609021680
10074.87429816711012.1257018328899
10145.7917785366493-1.79177853664930
10243.273996796988670.72600320301133
10386.711270914592611.28872908540739
10445.96823057502311-1.96823057502311
10545.65559874662117-1.65559874662117
106107.139968605162062.86003139483794
10786.799875292212171.20012470778783
10866.45554336087752-0.455543360877523
10944.70878364854452-0.708783648544517
11045.63703701072413-1.63703701072413
11144.02419554742627-0.0241955474262719
11254.886417799596540.113582200403463
11346.70995107093478-2.70995107093478
11466.3326944811654-0.332694481165405
11545.19887859350065-1.19887859350065
11655.98394956717018-0.98394956717018
11777.6595020266622-0.659502026662194
11885.940135966935742.05986403306426
11954.520084308029690.479915691970305
12087.806114796276620.193885203723384
121107.551850057918912.44814994208109
12286.876469741769361.12353025823064
12355.85158595629847-0.851585956298474
124128.51583529435923.48416470564079
12541.994216532046342.00578346795366
12654.683772373041810.316227626958187
12746.5285233371888-2.52852333718880
12865.390750911599360.609249088400642
12946.85623497499053-2.85623497499053
13045.32951311736035-1.32951311736035
13177.26406235006322-0.264062350063223
13276.2913169439420.708683056057996
133106.925192294412333.07480770558767
13445.7440495153258-1.7440495153258
13555.88312843473695-0.883128434736946
13685.65253124921862.3474687507814
137115.295418485684475.70458151431553
13876.076387148362690.923612851637312
13944.90458522192834-0.904585221928338
14086.673137187169651.32686281283035
14166.33550975171926-0.335509751719256
14276.427588444917060.57241155508294
14357.64453058875027-2.64453058875027
14446.12701170487861-2.12701170487861
14585.303245024984352.69675497501565
14646.00125121754969-2.00125121754969
14785.56690392722242.4330960727776
14863.658700210331872.34129978966813
14945.69311296301741-1.69311296301741
15096.139285798015452.86071420198455
15155.47041741820395-0.470417418203952
15265.20925990440770.790740095592295
15345.37004610455364-1.37004610455364
15443.73637712119850.263622878801498
15543.908993087011980.0910069129880203
15656.47633105093158-1.47633105093158
15767.3945195585339-1.39451955853390
158168.805583579182067.19441642081794
15965.676227702879880.323772297120118
16066.96123334077925-0.961233340779253
16146.52950713668606-2.52950713668606
16246.88164485267556-2.88164485267556


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.4986875545513510.9973751091027030.501312445448649
120.4553903007373470.9107806014746950.544609699262653
130.3270318692412580.6540637384825160.672968130758742
140.2745888696801240.5491777393602480.725411130319876
150.1940352417331460.3880704834662920.805964758266854
160.1761285232411230.3522570464822460.823871476758877
170.1430675558448480.2861351116896960.856932444155152
180.09856220395960270.1971244079192050.901437796040397
190.06538537017751920.1307707403550380.93461462982248
200.07519912241899960.1503982448379990.924800877581
210.07509152768302870.1501830553660570.924908472316971
220.05282967623961170.1056593524792230.947170323760388
230.04360914864833870.08721829729667740.956390851351661
240.03051069651688460.06102139303376910.969489303483115
250.01915227842270650.03830455684541310.980847721577293
260.01685238531115910.03370477062231830.98314761468884
270.01175762395665170.02351524791330340.988242376043348
280.01154028953588220.02308057907176430.988459710464118
290.01638636742604060.03277273485208110.98361363257396
300.01246903766752270.02493807533504550.987530962332477
310.008009009243868250.01601801848773650.991990990756132
320.005644989223305980.01128997844661200.994355010776694
330.3363769426847890.6727538853695780.663623057315211
340.4417518318257250.883503663651450.558248168174275
350.4501038470792620.9002076941585250.549896152920738
360.4321302587138360.8642605174276710.567869741286164
370.3928808839341860.7857617678683720.607119116065814
380.3808377046758970.7616754093517930.619162295324103
390.3302283136695840.6604566273391690.669771686330416
400.2800647193691980.5601294387383960.719935280630802
410.2988550731334860.5977101462669720.701144926866514
420.2540414518447220.5080829036894430.745958548155278
430.2200704469785220.4401408939570430.779929553021478
440.182903221879610.365806443759220.81709677812039
450.1536825695963950.3073651391927890.846317430403605
460.8543696276852490.2912607446295020.145630372314751
470.8288036275291450.342392744941710.171196372470855
480.954958643555920.09008271288816170.0450413564440808
490.9421313436609990.1157373126780030.0578686563390014
500.933281777006570.1334364459868610.0667182229934304
510.9311900526812340.1376198946375320.068809947318766
520.9326671768350770.1346656463298450.0673328231649226
530.9167558097042470.1664883805915070.0832441902957535
540.922495703898630.1550085922027420.0775042961013708
550.915781271741650.1684374565166990.0842187282583493
560.8962217150947150.2075565698105700.103778284905285
570.8842878566274070.2314242867451870.115712143372593
580.8587340833458940.2825318333082120.141265916654106
590.8361111749679010.3277776500641980.163888825032099
600.8483551014103880.3032897971792250.151644898589613
610.8270901654548670.3458196690902650.172909834545133
620.7976384540090230.4047230919819550.202361545990977
630.7688272984314290.4623454031371420.231172701568571
640.7348483126141320.5303033747717370.265151687385868
650.9973337547959490.005332490408102360.00266624520405118
660.996261055019420.007477889961161730.00373894498058087
670.9947298085369670.01054038292606510.00527019146303254
680.9934334327067670.0131331345864660.006566567293233
690.9936777386359380.01264452272812340.00632226136406172
700.9926171503754860.01476569924902720.00738284962451362
710.9910465371778730.01790692564425370.00895346282212685
720.9884708208682340.02305835826353140.0115291791317657
730.9844973742665560.03100525146688860.0155026257334443
740.9888881158344220.02222376833115550.0111118841655777
750.9863024601204140.02739507975917270.0136975398795864
760.9816234678991180.03675306420176310.0183765321008816
770.9756488294261020.0487023411477960.024351170573898
780.9681961540207540.06360769195849110.0318038459792455
790.9616743850948620.07665122981027650.0383256149051382
800.958560363613960.08287927277208140.0414396363860407
810.9584556399607520.08308872007849660.0415443600392483
820.9531337065221910.0937325869556180.046866293477809
830.9435202235445810.1129595529108370.0564797764554187
840.93248925953110.13502148093780.0675107404689
850.9194369340030950.1611261319938090.0805630659969045
860.9095077183145170.1809845633709650.0904922816854827
870.8910707772609450.217858445478110.108929222739055
880.977832634076120.04433473184776160.0221673659238808
890.9737332426685470.05253351466290580.0262667573314529
900.9707563317866360.0584873364267290.0292436682133645
910.978397873824050.04320425235190050.0216021261759502
920.9715662201173730.05686755976525340.0284337798826267
930.9630518623591680.07389627528166380.0369481376408319
940.9601411918213830.07971761635723440.0398588081786172
950.9497332700665440.1005334598669120.0502667299334558
960.9399661844201470.1200676311597060.0600338155798528
970.9248931611280270.1502136777439470.0751068388719734
980.9074667556053330.1850664887893330.0925332443946666
990.8973923007675860.2052153984648270.102607699232414
1000.8923740534036030.2152518931927950.107625946596397
1010.8849203407308550.230159318538290.115079659269145
1020.8651782192810120.2696435614379760.134821780718988
1030.8435058794294060.3129882411411870.156494120570594
1040.8407144514369810.3185710971260370.159285548563019
1050.8231289088416880.3537421823166230.176871091158312
1060.8356168674483120.3287662651033770.164383132551688
1070.814932300417650.3701353991647010.185067699582351
1080.7802104842958740.4395790314082510.219789515704126
1090.750693483566530.4986130328669410.249306516433471
1100.737340203143930.525319593712140.26265979685607
1110.695586189829980.608827620340040.30441381017002
1120.648978844557180.7020423108856390.351021155442819
1130.6575975454859120.6848049090281770.342402454514088
1140.6116841349996510.7766317300006980.388315865000349
1150.5921880008969860.8156239982060280.407811999103014
1160.5471874493180710.9056251013638580.452812550681929
1170.5084656829936690.9830686340126630.491534317006331
1180.4785979732645110.9571959465290210.521402026735489
1190.4327701663333890.8655403326667780.567229833666611
1200.3819671678490360.7639343356980720.618032832150964
1210.3700529134039920.7401058268079850.629947086596008
1220.3229794231108780.6459588462217550.677020576889122
1230.2874648204766940.5749296409533870.712535179523306
1240.4100677926920960.8201355853841930.589932207307904
1250.3750931203574390.7501862407148780.624906879642561
1260.3207055540655890.6414111081311780.679294445934411
1270.3394686551966050.6789373103932110.660531344803395
1280.2878689977210440.5757379954420880.712131002278956
1290.2880050957480250.576010191496050.711994904251975
1300.2479517319449910.4959034638899820.752048268055009
1310.2012978722869410.4025957445738810.79870212771306
1320.1610742231547370.3221484463094740.838925776845263
1330.2465272329503040.4930544659006070.753472767049696
1340.2067280974360800.4134561948721610.79327190256392
1350.2130475847923860.4260951695847720.786952415207614
1360.286628130645930.573256261291860.71337186935407
1370.5308950466561350.938209906687730.469104953343865
1380.467856699618410.935713399236820.53214330038159
1390.5063231515896630.9873536968206740.493676848410337
1400.430266152224920.860532304449840.56973384777508
1410.4343675770778240.8687351541556480.565632422922176
1420.3611545559669910.7223091119339820.638845444033009
1430.4907823356071360.9815646712142730.509217664392864
1440.4253844382179630.8507688764359270.574615561782037
1450.3570844938757620.7141689877515240.642915506124238
1460.2829017085575620.5658034171151230.717098291442438
1470.2391120629874400.4782241259748790.76088793701256
1480.5704107519326440.8591784961347120.429589248067356
1490.4530888008406440.9061776016812890.546911199159356
1500.6879687627977180.6240624744045650.312031237202282
1510.5708474653599010.8583050692801990.429152534640099


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level20.0141843971631206NOK
5% type I error level230.163120567375887NOK
10% type I error level360.25531914893617NOK