Multiple Linear Regression - Estimated Regression Equation
PE[t] = + 7.07697462326621 -0.630456701488424gendeR[t] + 0.0888573959968063COM[t] -0.109453550630909DA[t] + 0.665543146599335PC[t] + 0.114839167100403PS[t] -0.0871517232603647`O `[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.076974623266211.8768443.77070.0002330.000116
gendeR-0.6304567014884240.44232-1.42530.1561090.078054
COM0.08885739599680630.0479681.85240.0659050.032953
DA-0.1094535506309090.087608-1.24940.2134540.106727
PC0.6655431465993350.0860157.737500
PS0.1148391671004030.0630171.82230.0703690.035184
`O `-0.08715172326036470.061658-1.41350.1595630.079781


Multiple Linear Regression - Regression Statistics
Multiple R0.644361482982939
R-squared0.415201720751972
Adjusted R-squared0.392117578150076
F-TEST (value)17.9864475762627
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value1.11022302462516e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.68633275396784
Sum Squared Residuals1096.89031708615


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11114.8930019802121-3.89300198021215
2713.0243417785859-6.0243417785859
31713.26064275274733.73935724725274
41012.2343081548633-2.23430815486332
51213.4003331968406-1.40033319684055
61210.80110777778281.1988922222172
7119.85303231631471.14696768368531
81114.1658797667326-3.16587976673255
91210.35796749331151.64203250668851
101311.01427934908981.98572065091025
111415.1441624473534-1.14416244735343
121614.43698511483711.56301488516292
131114.0752906854284-3.07529068542842
141011.9565477381566-1.95654773815662
151111.9932412076774-0.993241207677377
161510.39757431803384.60242568196617
17914.1007568124281-5.10075681242811
181112.1595665882701-1.15956658827012
191712.44165978082214.55834021917791
201715.25753177805231.74246822194772
211114.0048673284635-3.00486732846353
221815.07551853058012.92448146941993
231415.7008034727755-1.70080347277546
241012.4252513329712-2.42525133297117
251112.1116996522896-1.11169965228962
261512.90169895564552.09830104435448
271512.01118058489312.98881941510695
281312.77717571659700.222824283402974
291613.52738067135622.47261932864379
301311.48724261886181.51275738113821
31911.1909413004591-2.19094130045913
321818.4595633435545-0.459563343554469
331812.01168501948815.98831498051188
341213.3167300070614-1.31673000706137
351714.00269300648172.99730699351827
36912.5963477043192-3.59634770431925
37913.4662405794117-4.46624057941166
38129.213050921617212.78694907838279
391816.63073181089151.36926818910847
401213.3391584512457-1.33915845124567
411814.51773080964533.48226919035468
421413.64221983845660.357780161543384
431512.40192976018532.59807023981468
441611.16621697356374.83378302643633
451012.8043475163332-2.80434751633316
461111.2778149859642-0.277814985964163
471412.69175454694461.30824545305540
48912.7924764479114-3.79247644791139
491213.4892249132040-1.48922491320402
501712.65748333610944.34251666389064
5159.58692877756963-4.58692877756963
521212.7051954176965-0.705195417696499
531212.3100105989173-0.310010598917340
5469.12710379320632-3.12710379320632
552423.07190008443260.928099915567425
561212.2565425666583-0.256542566658277
571212.6334554152853-0.633455415285316
581411.28306952546552.71693047453455
5979.49501783063909-2.49501783063909
601310.95592744481552.04407255518451
611213.5392469463399-1.53924694633987
621311.87574526315851.12425473684145
631411.16560292197262.83439707802743
64812.6469851615850-4.64698516158498
65119.115269946864271.88473005313573
66912.0925715640434-3.09257156404339
671113.4541775818979-2.45417758189787
681313.7445429860768-0.744542986076818
69109.189291599053340.810708400946656
701113.0362080535695-2.03620805356954
711213.0971440611165-1.09714406111646
72911.5852046888659-2.58520468886591
731514.32130217085080.678697829149221
741815.33936496713512.66063503286491
751512.45717323761352.54282676238647
761212.5561881482419-0.556188148241892
77139.664945966610463.33505403338954
781412.79333256600551.20666743399449
791012.2596118796996-2.25961187969956
801312.67743609812640.322563901873584
811314.1312024363452-1.13120243634517
821112.3998959546669-1.39989595466689
831311.95757536462571.04242463537431
841614.78280672192131.21719327807870
8589.48399499925766-1.48399499925766
861611.34202148923694.65797851076306
871111.4398804507600-0.439880450760020
88911.0548184929621-2.05481849296209
891617.4915493530026-1.49154935300257
901211.19069791635410.809302083645878
911411.77897346262642.22102653737363
92810.2409291233578-2.24092912335779
9399.3092824380134-0.309282438013395
941511.45307451650763.54692548349241
951113.2332272356225-2.23322723562246
962116.87153129151674.12846870848331
971413.04210143308920.957898566910836
981815.53798362582772.46201637417226
991212.0454473355739-0.0454473355738553
1001313.0424125660534-0.042412566053429
1011514.23179194274180.76820805725823
1021211.35822087334950.641779126650482
1031914.16591442038294.83408557961712
1041514.32003870804680.679961291953193
1051112.752246452834-1.75224645283401
1061111.1083088376633-0.108308837663261
1071012.0507658697514-2.05076586975142
1081315.1241132620185-2.12411326201848
1091515.1528532131991-0.152853213199097
110129.679947441036732.32005255896327
1111210.70624658685461.29375341314538
1121615.39042131190320.60957868809682
113915.1405182889701-6.14051828897008
1141817.76054413296220.239455867037837
115814.6058773039911-6.60587730399114
1161310.64030473653582.35969526346421
1171713.82283066510293.17716933489713
118910.7568073749522-1.75680737495220
1191512.92985504873092.07014495126909
12089.41132943960332-1.41132943960332
121710.9195896665365-3.91958966653653
1221211.0727160020410.927283997958995
1231414.7746452715422-0.774645271542197
124610.3845428952891-4.38454289528913
12589.97723385120437-1.97723385120437
1261712.12069813020024.87930186979976
1271010.0007433610401-0.000743361040053847
1281112.2037604617204-1.20376046172035
1291412.45652486565581.54347513434423
1301113.3473760152473-2.34737601524728
1311315.7057751810833-2.70577518108331
1321212.2147399599820-0.214739959981965
1331110.04462676809330.955373231906655
13499.71739581189561-0.717395811895613
1351212.3752699428144-0.375269942814357
1362014.42736925688035.57263074311969
1371211.05522348081480.944776519185156
1381314.0010468682671-1.00104686826712
1391212.7608780174415-0.760878017441517
1401216.2192745071120-4.21927450711202
141914.9909551299074-5.99095512990742
1421515.2367698927996-0.23676989279965
1432421.89771392535992.10228607464009
14479.68796016061504-2.68796016061504
1451714.93456462368282.06543537631718
1461111.6439439271603-0.643943927160331
1471714.79054329546932.20945670453067
1481112.5659739561322-1.56597395613224
1491212.8884618900618-0.888461890061799
1501414.7349325714544-0.734932571454359
1511113.8854030380856-2.88540303808559
1521612.5416553230613.45834467693902
1532114.08084781027296.91915218972713
1541411.91522435192022.08477564807980
1552016.05438653427923.94561346572078
1561310.68657186259292.31342813740711
1571112.7605624243228-1.76056242432280
1581513.61258300449151.38741699550853
1591917.67730540718471.32269459281528


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.578714161692360.842571676615280.42128583830764
110.7229151484233550.5541697031532910.277084851576645
120.8573432236011240.2853135527977530.142656776398876
130.8627132680665740.2745734638668520.137286731933426
140.8123453708135990.3753092583728030.187654629186401
150.7372017874135650.525596425172870.262798212586435
160.7094343636860090.5811312726279830.290565636313992
170.7205096970210150.558980605957970.279490302978985
180.6429000828473370.7141998343053250.357099917152663
190.7620733784598860.4758532430802280.237926621540114
200.8340527621820550.331894475635890.165947237817945
210.7935347817573140.4129304364853730.206465218242686
220.8376543253592660.3246913492814690.162345674640734
230.7926753460735490.4146493078529030.207324653926451
240.8265287002915440.3469425994169120.173471299708456
250.7820549479087250.435890104182550.217945052091275
260.7563289281751920.4873421436496170.243671071824808
270.7423292550806950.5153414898386090.257670744919305
280.685441873782780.629116252434440.31455812621722
290.6572038157406590.6855923685186830.342796184259341
300.6074115630176720.7851768739646550.392588436982328
310.6836984382402330.6326031235195330.316301561759767
320.6634441128592880.6731117742814240.336555887140712
330.730913414208650.53817317158270.26908658579135
340.766405018841820.4671899623163610.233594981158180
350.7624806443933950.475038711213210.237519355606605
360.8180859676212050.363828064757590.181914032378795
370.8721762621632920.2556474756734150.127823737836708
380.8641559263716090.2716881472567820.135844073628391
390.8546981756800030.2906036486399940.145301824319997
400.8309141715133780.3381716569732440.169085828486622
410.8734323318155630.2531353363688750.126567668184437
420.8434649037940540.3130701924118910.156535096205946
430.8472224381899010.3055551236201980.152777561810099
440.88449083231340.2310183353731990.115509167686599
450.892166807233070.2156663855338590.107833192766929
460.8671881994271090.2656236011457820.132811800572891
470.847919171210790.3041616575784190.152080828789209
480.8666163960657240.2667672078685520.133383603934276
490.843225548033180.3135489039336400.156774451966820
500.8800524787246790.2398950425506420.119947521275321
510.9163502024421470.1672995951157050.0836497975578525
520.8997635916786310.2004728166427390.100236408321369
530.8763979717130670.2472040565738660.123602028286933
540.8933733628012840.2132532743974320.106626637198716
550.8708158228631140.2583683542737710.129184177136886
560.8447002018148190.3105995963703630.155299798185181
570.8149979078808950.370004184238210.185002092119105
580.8122058636629380.3755882726741240.187794136337062
590.8214351352385030.3571297295229930.178564864761497
600.804896578308250.3902068433834990.195103421691749
610.7873800616530410.4252398766939180.212619938346959
620.7574625841117230.4850748317765550.242537415888277
630.7620699875486720.4758600249026550.237930012451328
640.832693442587710.334613114824580.16730655741229
650.8171592261426170.3656815477147670.182840773857383
660.8217311259223360.3565377481553280.178268874077664
670.8164383602432530.3671232795134930.183561639756746
680.7903939897946330.4192120204107330.209606010205367
690.763233968486890.4735320630262210.236766031513111
700.7472948998887910.5054102002224180.252705100111209
710.7193204695171360.5613590609657290.280679530482864
720.7139983191107250.572003361778550.286001680889275
730.6839060178925880.6321879642148230.316093982107412
740.6877851342322550.624429731535490.312214865767745
750.6838960544680470.6322078910639050.316103945531953
760.6444020024285240.7111959951429520.355597997571476
770.6844962725843520.6310074548312960.315503727415648
780.6520571036632150.6958857926735710.347942896336785
790.6348942075637710.7302115848724580.365105792436229
800.5913065395203570.8173869209592860.408693460479643
810.551597730369990.8968045392600190.448402269630010
820.5207129411037950.958574117792410.479287058896206
830.4823520000827210.9647040001654430.517647999917279
840.4441472964329540.8882945928659080.555852703567046
850.4127987789561850.825597557912370.587201221043815
860.5107058451522690.9785883096954620.489294154847731
870.4652857541467820.9305715082935640.534714245853218
880.4384788980140960.8769577960281920.561521101985904
890.4115830800765090.8231661601530180.588416919923491
900.3700510815363850.740102163072770.629948918463615
910.3575248235272740.7150496470545480.642475176472726
920.3410727700333350.682145540066670.658927229966665
930.298726582958750.59745316591750.70127341704125
940.3286252449595950.657250489919190.671374755040405
950.3183468016420280.6366936032840560.681653198357972
960.3647206928975030.7294413857950070.635279307102497
970.3283782664677120.6567565329354240.671621733532288
980.3119062617376510.6238125234753010.688093738262349
990.270282390914080.540564781828160.72971760908592
1000.2318475308330820.4636950616661650.768152469166918
1010.1980817637994460.3961635275988920.801918236200554
1020.1683910135061150.3367820270122310.831608986493885
1030.2422382079665850.484476415933170.757761792033415
1040.2071447390027370.4142894780054740.792855260997263
1050.1957890849265160.3915781698530320.804210915073484
1060.1635252770185120.3270505540370250.836474722981488
1070.1503100153790680.3006200307581350.849689984620932
1080.1429169602582220.2858339205164440.857083039741778
1090.1171294315267610.2342588630535210.882870568473239
1100.1122753055249930.2245506110499860.887724694475007
1110.09750320079728320.1950064015945660.902496799202717
1120.082715095791110.165430191582220.91728490420889
1130.2034222334921490.4068444669842970.796577766507851
1140.171614726054350.34322945210870.82838527394565
1150.3600727813601440.7201455627202880.639927218639856
1160.3492562505293640.6985125010587290.650743749470636
1170.3838886544710530.7677773089421060.616111345528947
1180.3428867784849140.6857735569698280.657113221515086
1190.3109541290757420.6219082581514840.689045870924258
1200.2718688815110980.5437377630221960.728131118488902
1210.3096636603047770.6193273206095550.690336339695223
1220.2926829423751990.5853658847503980.707317057624801
1230.246722867669170.493445735338340.75327713233083
1240.3418971735630190.6837943471260390.65810282643698
1250.3009677637524040.6019355275048070.699032236247596
1260.3949376968213140.7898753936426290.605062303178686
1270.3383856866569430.6767713733138860.661614313343057
1280.3095737981647520.6191475963295050.690426201835248
1290.2602120009316710.5204240018633420.739787999068329
1300.3007484532084180.6014969064168360.699251546791582
1310.2985015970922490.5970031941844980.701498402907751
1320.2436836066665250.487367213333050.756316393333475
1330.1958691209935570.3917382419871140.804130879006443
1340.1532056468427740.3064112936855470.846794353157226
1350.1240837942803590.2481675885607190.87591620571964
1360.2179867151854850.4359734303709700.782013284814515
1370.1892014149493760.3784028298987520.810798585050624
1380.158542536045130.317085072090260.84145746395487
1390.1381295143916430.2762590287832850.861870485608357
1400.1687512619701590.3375025239403180.831248738029841
1410.3903538816461480.7807077632922960.609646118353852
1420.3649297671569050.7298595343138090.635070232843095
1430.2906076493417270.5812152986834540.709392350658273
1440.2512360514133890.5024721028267770.748763948586611
1450.1985726520148690.3971453040297380.80142734798513
1460.1914709214385810.3829418428771620.808529078561419
1470.1251107600447870.2502215200895730.874889239955214
1480.1016427761752060.2032855523504120.898357223824794
1490.05447853505857310.1089570701171460.945521464941427


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