Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 6.80689662687928 + 0.337375488932305CM[t] -0.374730059936112D[t] + 0.174440171909908PE[t] + 0.0466548470870721PC[t] + 0.420990395069853O[t] + 0.0111700079917458`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)6.806896626879283.0737862.21450.0282830.014141
CM0.3373754889323050.0569425.924900
D-0.3747300599361120.115686-3.23920.0014720.000736
PE0.1744401719099080.1013771.72070.087340.04367
PC0.04665484708707210.1281820.3640.7163840.358192
O0.4209903950698530.0732885.744300
`H `0.01117000799174580.1257350.08880.9293280.464664


Multiple Linear Regression - Regression Statistics
Multiple R0.613973533520472
R-squared0.376963499863614
Adjusted R-squared0.352369953805598
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
12423.19383792993640.806162070063634
22522.55273236944672.44726763055333
33024.35844129887465.64155870112544
41920.3508644107059-1.35086441070588
52220.59486828505301.40513171494695
62223.2090613878984-1.20906138789839
72522.62721709812752.37278290187246
82319.56794744777583.43205255222421
91718.6438192086904-1.64381920869036
102121.6733554165168-0.673355416516813
111922.9460422505056-3.94604225050558
121923.4343690281779-4.43436902817787
131523.3722515581343-8.37225155813432
141616.9717712421553-0.97177124215531
152319.47808778867693.52191221132312
162724.12615541114322.87384458885678
172221.06291452330350.937085476696499
181416.3476939858197-2.34769398581970
192224.0976123636836-2.09761236368359
202324.0965302143664-1.09653021436639
212321.57514781219511.42485218780491
221922.5315551582794-3.53155515827944
231823.9537756229784-5.95377562297838
242023.2976820748665-3.29768207486649
252322.50370976630040.496290233699556
262523.38319715279931.61680284720068
271923.4334667832308-4.4334667832308
282423.90668241679820.0933175832017827
292221.5900299391210.409970060879012
302623.36981311655802.63018688344197
312922.56403323277756.43596676722253
323225.34444935185726.65555064814283
332521.56343436189863.43656563810136
342924.52574230317224.47425769682777
352825.09748654347272.90251345652734
361716.94182212579690.0581778742030896
372826.19059159234891.80940840765113
382922.98120830598956.01879169401047
392627.7706385200149-1.77063852001489
402523.56897208097011.43102791902985
411419.3795629717581-5.37956297175806
422522.05552559977192.94447440022810
432621.75273549245924.24726450754078
442020.3551589059586-0.355158905958583
451821.4435360136149-3.44353601361492
463224.75942711384537.2405728861547
472525.1715052606450-0.171505260645026
482521.59838728565433.40161271434573
492320.84609818164142.15390181835858
502122.2337553214121-1.23375532141214
512024.2400778356035-4.24007783560355
521516.4063035063195-1.40630350631953
533026.95141891835573.04858108164434
542425.5276209604837-1.52762096048366
552624.47149840241481.52850159758519
562421.70703976790542.29296023209459
572221.59527384806390.404726151936134
581415.4647300334008-1.46473003340083
592422.37519508262851.62480491737149
602422.94111219801701.05888780198303
612423.39961768357300.600382316426967
622420.10606925709863.89393074290137
631918.45813626575190.54186373424815
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
732525.783760449496-0.783760449496019
742022.3164415449032-2.31644154490324
752222.4948867833241-0.49488678332412
762323.1806722460821-0.18067224608207
772524.04134973850030.958650261499702
782523.55536350170321.44463649829677
791724.0589961434255-7.05899614342552
801921.4206409661957-2.42064096619569
812524.09664675701010.903353242989863
821922.4163783827431-3.41637838274309
832023.1586975168811-3.15869751688114
842622.59025703907713.40974296092294
852320.96312003852942.03687996147055
862724.59668899496572.40331100503427
871720.8979447261035-3.89794472610345
881723.4526693089768-6.45266930897682
891719.7140987636228-2.71409876362277
902221.96574646647320.0342535335268337
912123.7753115338017-2.77531153380174
923228.87697836724843.12302163275159
932124.8242218519478-3.82422185194781
942124.4050846865295-3.40508468652949
951821.2391647620643-3.23916476206433
961821.2445053897907-3.24450538979066
972322.91073173882360.0892682611763867
981920.6259781030955-1.62597810309549
992020.8661440442532-0.866144044253178
1002122.4278148330794-1.42781483307940
1012024.0931439799901-4.0931439799901
1021718.5960751594744-1.59607515947442
1031820.3004839077328-2.3004839077328
1041920.7480145734531-1.74801457345309
1052222.1332173240308-0.133217324030847
1061518.6776186614073-3.67761866140732
1071418.8035111382256-4.80351113822563
1081826.877790354651-8.87779035465098
1092421.54212428540552.45787571459450
1103523.606856687025711.3931433129743
1112919.33160955138979.66839044861028
1122121.9570400261406-0.957040026140592
1132018.43650753534621.56349246465378
1142223.2805387990828-1.28053879908277
1151316.6661117736317-3.66611177363171
1162623.29462454175772.70537545824226
1171716.73138524615650.268614753843453
1182520.05998986321734.94001013678267
1192020.8885685919793-0.888568591979345
1201918.12567501139040.874324988609638
1212122.6102566438842-1.61025664388422
1222221.09436920635850.905630793641527
1232422.83775680562611.16224319437393
1242123.0965412425226-2.09654124252263
1252625.67845758686790.321542413132151
1262420.61108949202943.3889105079706
1271620.3072031663297-4.30720316632972
1282322.44629592543190.553704074568088
1291820.7804640883523-2.78046408835229
1301622.4501613332031-6.4501613332031
1312624.05834925645631.94165074354365
1321918.95756380721410.042436192785862
1332116.69976581483244.3002341851676
1342122.3289347474948-1.32893474749477
1352218.51752770921193.48247229078815
1362319.73321127756983.26678872243020
1372924.95506044453914.04493955546088
1382119.09895262034431.90104737965575
1392119.91831597983121.08168402016885
1402321.92831616712741.07168383287259
1412723.05402541403073.94597458596934
1422525.4223704008277-0.422370400827713
1432121.0146197079921-0.0146197079921060
1441016.9635948368745-6.96359483687448
1452022.7162157947920-2.71621579479203
1462622.74405034414523.25594965585483
1472423.71567050279730.284329497202719
1482931.8824036716209-2.88240367162088
1491918.80928320193230.190716798067711
1502422.10388020983971.89611979016025
1511920.6921991090226-1.69219910902255
1522423.54824973115300.451750268847021
1532221.85898645716110.141013542838921
1541723.9180546657576-6.9180546657576
1552423.19383792993650.806162070063483
1562522.55273236944672.44726763055334
1573024.35844129887465.64155870112545
1581920.3508644107059-1.35086441070588
1592220.59486828505301.40513171494695


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.1520815625600960.3041631251201910.847918437439904
110.4523373569917050.904674713983410.547662643008295
120.3882135200768010.7764270401536030.611786479923199
130.727745224959590.544509550080820.27225477504041
140.6394251704595950.721149659080810.360574829540405
150.5469430984595270.9061138030809460.453056901540473
160.4502752858770950.900550571754190.549724714122905
170.4917278303228860.9834556606457710.508272169677114
180.4027364916038660.8054729832077320.597263508396134
190.3195112092665620.6390224185331240.680488790733438
200.263023630295070.526047260590140.73697636970493
210.3280720282252220.6561440564504440.671927971774778
220.2671821302687750.5343642605375490.732817869731225
230.3100980167628440.6201960335256880.689901983237156
240.2971193192902630.5942386385805250.702880680709737
250.2367449352460640.4734898704921290.763255064753936
260.1862335488547650.372467097709530.813766451145235
270.1639662969633110.3279325939266220.83603370303669
280.1331676773605510.2663353547211010.86683232263945
290.1075384253306020.2150768506612030.892461574669398
300.1093538981889910.2187077963779820.89064610181101
310.2627544055958240.5255088111916470.737245594404176
320.5436676334900310.9126647330199380.456332366509969
330.516866542906750.96626691418650.48313345709325
340.5618552107977450.876289578404510.438144789202255
350.5314685752111310.9370628495777370.468531424788869
360.5072834110677220.9854331778645560.492716588932278
370.4801472489134980.9602944978269960.519852751086502
380.5800558289234810.8398883421530380.419944171076519
390.6068669475952570.7862661048094870.393133052404743
400.5576659758779220.8846680482441560.442334024122078
410.5977367034949420.8045265930101170.402263296505058
420.5657127830346670.8685744339306660.434287216965333
430.5952435692315380.8095128615369250.404756430768462
440.5469104051729560.9061791896540890.453089594827044
450.5343081139973820.9313837720052360.465691886002618
460.6551200658295460.6897598683409080.344879934170454
470.623592289197040.752815421605920.37640771080296
480.6092127129334520.7815745741330960.390787287066548
490.5652424772533710.8695150454932580.434757522746629
500.5226650170796550.954669965840690.477334982920345
510.5829392174832580.8341215650334840.417060782516742
520.5452183394113990.9095633211772030.454781660588601
530.5954034378306610.8091931243386770.404596562169339
540.565562978222730.8688740435545410.434437021777271
550.5229850565357320.9540298869285360.477014943464268
560.4903150716545910.9806301433091830.509684928345409
570.4417263260627570.8834526521255150.558273673937243
580.4018857334396740.8037714668793480.598114266560326
590.3672981373420210.7345962746840410.63270186265798
600.3258957289277860.6517914578555710.674104271072214
610.2842621936652790.5685243873305580.71573780633472
620.2997245577710750.5994491155421510.700275442228925
630.2614289016302550.5228578032605110.738571098369745
640.265804401230060.531608802460120.73419559876994
650.3603213772244980.7206427544489970.639678622775502
660.4488957219230450.897791443846090.551104278076955
670.4110076969551010.8220153939102030.588992303044899
680.3898907357668690.7797814715337380.610109264233131
690.4719991918174780.9439983836349560.528000808182522
700.4263563017383420.8527126034766830.573643698261658
710.3874187028015060.7748374056030110.612581297198494
720.3573655328046490.7147310656092970.642634467195351
730.3248193248129480.6496386496258960.675180675187052
740.3046966652795690.6093933305591390.69530333472043
750.2657004963028750.531400992605750.734299503697125
760.2291151170378770.4582302340757550.770884882962123
770.2004360824020650.400872164804130.799563917597935
780.1755483686172130.3510967372344260.824451631382787
790.2876265276365210.5752530552730420.712373472363479
800.2659432735463810.5318865470927630.734056726453619
810.2318779334611320.4637558669222650.768122066538867
820.2305956328408840.4611912656817690.769404367159116
830.2292404372039210.4584808744078420.770759562796079
840.2307803444126590.4615606888253170.769219655587341
850.2099830136352300.4199660272704600.79001698636477
860.1951025684988520.3902051369977040.804897431501148
870.2022171593747130.4044343187494260.797782840625287
880.2997437417164080.5994874834328170.700256258283592
890.2797994671960040.5595989343920090.720200532803996
900.243337748633560.486675497267120.75666225136644
910.2309674559115620.4619349118231240.769032544088438
920.2256494702803270.4512989405606530.774350529719673
930.2327714863076090.4655429726152180.767228513692391
940.2290872135116710.4581744270233420.770912786488329
950.2198686140624280.4397372281248550.780131385937572
960.2127455076827690.4254910153655380.787254492317231
970.1795864399671640.3591728799343290.820413560032836
980.1541992921764110.3083985843528210.84580070782359
990.1278779357196180.2557558714392360.872122064280382
1000.1074065611647540.2148131223295070.892593438835246
1010.1195298315731430.2390596631462850.880470168426857
1020.09937959679379310.1987591935875860.900620403206207
1030.08812409182382030.1762481836476410.91187590817618
1040.0766956892481060.1533913784962120.923304310751894
1050.06079581389543480.1215916277908700.939204186104565
1060.06000192376392850.1200038475278570.939998076236072
1070.07582065502316980.1516413100463400.92417934497683
1080.2711280289565330.5422560579130660.728871971043467
1090.2506847711834850.501369542366970.749315228816515
1100.6978170757585720.6043658484828570.302182924241428
1110.9065478860233990.1869042279532020.093452113976601
1120.8832255745035020.2335488509929960.116774425496498
1130.859986546582640.2800269068347190.140013453417360
1140.8334168780704430.3331662438591130.166583121929557
1150.8575977352148850.2848045295702290.142402264785115
1160.8399596233865840.3200807532268320.160040376613416
1170.804196695946770.3916066081064590.195803304053229
1180.8469112020718080.3061775958563840.153088797928192
1190.8125251990218550.3749496019562910.187474800978145
1200.7761410836737040.4477178326525930.223858916326296
1210.7364946299086170.5270107401827660.263505370091383
1220.6885848297340650.622830340531870.311415170265935
1230.6396427441955990.7207145116088030.360357255804402
1240.5951796185301440.8096407629397130.404820381469856
1250.5374644087857640.9250711824284720.462535591214236
1260.5345498187563060.9309003624873890.465450181243694
1270.5708297550779690.8583404898440630.429170244922031
1280.5081152286853120.9837695426293750.491884771314688
1290.4681870173045230.9363740346090460.531812982695477
1300.644059237891450.7118815242170990.355940762108550
1310.6151487684366420.7697024631267160.384851231563358
1320.5528443785934970.8943112428130070.447155621406503
1330.563906793292170.872186413415660.43609320670783
1340.5210908314142620.9578183371714770.478909168585738
1350.5053706766942890.9892586466114230.494629323305711
1360.510680011728290.978639976543420.48931998827171
1370.5483404752532410.9033190494935190.451659524746759
1380.8037433221590.3925133556819990.196256677841000
1390.7405440289730540.5189119420538930.259455971026946
1400.6776863893827960.6446272212344080.322313610617204
1410.7202883367623360.5594233264753280.279711663237664
1420.720924584206980.558150831586040.27907541579302
1430.6309047411419850.7381905177160310.369095258858015
1440.7630770860737370.4738458278525260.236922913926263
1450.7488315768028370.5023368463943270.251168423197163
1460.6435136873014720.7129726253970570.356486312698528
1470.6397449928162210.7205100143675590.360255007183779
1480.5912196178871860.8175607642256270.408780382112814
1490.509717023091220.980565953817560.49028297690878


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