Multiple Linear Regression - Estimated Regression Equation

CM[t] = -3.87026014455679 + 0.791349774058288D[t] + 0.270704258738879PE[t] + 0.21984376460609PC[t] + 0.521408237815546PS[t] + e[t]

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.D.	T-STAT H0: parameter = 0	2-tail p-value	1-tail p-value
(Intercept)	-3.87026014455679	2.544353	-1.5211	0.130281	0.06514
D	0.791349774058288	0.129368	6.117	0	0
PE	0.270704258738879	0.131737	2.0549	0.04158	0.02079
PC	0.21984376460609	0.166072	1.3238	0.187536	0.093768
PS	0.521408237815546	0.087249	5.9761	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.634260918916661
R-squared	0.402286913265007
Adjusted R-squared	0.386761898025137
F-TEST (value)	25.9121750960920
F-TEST (DF numerator)	4
F-TEST (DF denominator)	154
p-value	2.22044604925031e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	4.48151208983068
Sum Squared Residuals	3092.92839413998

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	24	25.3383064212335	-1.33830642123346
2	25	21.5234732434939	3.47652675650607
3	17	22.880808149669	-5.88080814966899
4	18	19.9984863668756	-1.99848636687556
5	18	19.1585642661729	-1.15856426617294
6	16	20.3015762850773	-4.3015762850773
7	20	20.9355654459668	-0.935565445966783
8	16	22.2230050966366	-6.22300509663661
9	18	22.4426337403493	-4.4426337403493
10	17	20.8422220800589	-3.84222208005892
11	23	22.7520282343137	0.247971765686269
12	30	22.0623994485210	7.93760055147898
13	23	15.4578461073313	7.5421538926687
14	18	18.4342616534289	-0.434261653428935
15	15	21.5634738028183	-6.56347380281834
16	12	18.3131003122037	-6.31310031220366
17	21	19.1378012640146	1.86219873598545
18	15	14.4967503403036	0.503249659696426
19	20	20.0723980306551	-0.0723980306551169
20	31	26.2212799712447	4.77872002875525
21	27	24.9487166636576	2.05128333634242
22	34	27.0318673024691	6.96813269753089
23	21	19.8064729026867	1.19352709731333
24	31	21.0597776771766	9.9402223228234
25	19	19.9992490893717	-0.999249089371705
26	16	20.4920852802051	-4.49208528020508
27	20	21.6667202360762	-1.66672023607619
28	21	18.6563935855234	2.34360641447657
29	22	22.0755475508178	-0.0755475508177945
30	17	19.5610870051518	-2.5610870051518
31	24	20.8338444577012	3.16615554229879
32	25	30.7381273145773	-5.73812731457728
33	26	25.9273217470655	0.0726782529345073
34	25	23.9329591151162	1.06704088488383
35	17	22.8676600473722	-5.86766004737222
36	32	27.6675760533131	4.33242394668689
37	33	23.1894189452061	9.81058105479388
38	13	22.0029462111371	-9.00294621113711
39	32	27.7361696355509	4.26383036444914
40	25	25.5341334979027	-0.534133497902686
41	29	27.8363651788242	1.16363482117583
42	22	22.0555472711556	-0.0555472711555819
43	18	17.1622669233757	0.837733076624338
44	17	21.717580730209	-4.71758073020898
45	20	22.0656444834678	-2.06564448346781
46	15	20.79059886343	-5.79059886342999
47	20	22.5822822413443	-2.58228224134429
48	33	27.6491012186432	5.35089878135683
49	29	22.0856447631300	6.91435523686998
50	23	26.3847213884515	-3.38472138845148
51	26	23.0166220622521	2.98337793774786
52	18	19.2086620378096	-1.20866203780955
53	20	19.4786035740523	0.521396425947703
54	11	11.2025626778838	-0.202562677883789
55	28	28.9965626842308	-0.996562684230797
56	26	23.9382858474893	2.06171415251066
57	22	22.6070530009456	-0.607053000945567
58	17	20.0832579654635	-3.08325796546348
59	12	15.9144743753898	-3.91447437538977
60	14	20.5776072761893	-6.57760727618934
61	17	20.9927305158623	-3.99273051586228
62	21	21.3952532548412	-0.395253254841176
63	19	23.4685008263027	-4.46850082630272
64	18	23.0753125771399	-5.07531257713991
65	10	18.0269597836796	-8.0269597836796
66	29	24.5337998940467	4.46620010595333
67	31	18.6680162428279	12.3319837571721
68	19	22.6078157234417	-3.6078157234417
69	9	20.3501486117217	-11.3501486117217
70	20	22.6062902784494	-2.60629027844943
71	28	17.6760602613296	10.3239397386704
72	19	18.1767054969868	0.823294503013172
73	30	23.3690680055255	6.63093199447445
74	29	27.2833340040419	1.71666599595809
75	26	21.6667202360762	4.33327976392381
76	23	19.4786035740523	3.5213964259477
77	13	22.9964276376277	-9.9964276376277
78	21	22.8653718798838	-1.86537187988381
79	19	22.0841193181377	-3.08411931813775
80	28	22.708011266715	5.29198873328499
81	23	25.9614356473142	-2.96143564731423
82	18	14.4782755056336	3.52172449436637
83	21	20.8105991430922	0.189400856907795
84	20	22.0254497791811	-2.02544977918114
85	23	20.3802461036961	2.61975389630388
86	21	21.13292661846	-0.132926618460010
87	21	21.6768174483884	-0.676817448388418
88	15	23.3961146075154	-8.39611460751544
89	28	27.1130404094697	0.886959590530259
90	19	17.6945350959996	1.30546490400043
91	26	21.6211864743166	4.37881352568343
92	10	13.4779419017776	-3.47794190177762
93	16	17.2340845646290	-1.23408456462904
94	22	20.8938452966878	1.10615470331216
95	19	19.3776453082829	-0.377645308282855
96	31	29.0512158149131	1.94878418508689
97	31	25.5093627383014	5.49063726169859
98	29	24.8776617449003	4.12233825509966
99	19	17.4245935597568	1.57540644024317
100	22	18.7064913571601	3.29350864283991
101	23	22.2946285929277	0.705371407072252
102	15	16.1434584848497	-1.14345848484971
103	20	21.0218711403783	-1.02187114037834
104	18	19.6691125691801	-1.66911256918008
105	23	22.8129859407587	0.187014059241253
106	25	20.1495424042817	4.85045759571834
107	21	16.0918352682208	4.90816473177922
108	24	18.8762373501295	5.12376264987048
109	25	25.1584632159514	-0.158463215951443
110	17	19.5972739519955	-2.59727395199554
111	13	14.5476108344364	-1.54761083443636
112	28	18.8152796436845	9.1847203563155
113	21	19.8289554947995	1.17104450520046
114	25	27.2094346653622	-2.20943466536215
115	9	20.5825928770218	-11.5825928770218
116	16	18.0284852286719	-2.02848522867188
117	19	20.2737669605913	-1.27376696059127
118	17	19.0181530426818	-2.01815304268177
119	25	24.7187756867393	0.281224313260737
120	20	14.6579035900219	5.3420964099781
121	29	21.1655064228851	7.8344935771149
122	14	18.4858848700579	-4.48588487005786
123	22	26.4519836706592	-4.4519836706592
124	15	15.8319909442903	-0.831990944290269
125	19	25.5680322772580	-6.56803227725802
126	20	22.1448828796205	-2.14488287962052
127	15	17.5179369256647	-2.51793692566469
128	20	22.0848820406339	-2.08488204063389
129	18	20.7612640939517	-2.76126409395169
130	33	25.5017478384398	7.49825216156016
131	22	23.2858218519299	-1.28582185192991
132	16	16.6016208487318	-0.60162084873183
133	17	19.3212429608835	-2.32124296088350
134	16	15.1615997156636	0.838400284336364
135	21	17.3929706227901	3.60702937720988
136	26	27.5864239222436	-1.58642392224364
137	18	20.8915571291994	-2.89155712919943
138	18	22.0732593833294	-4.07325938332938
139	17	18.6371560283574	-1.63715602835736
140	22	23.9946881948887	-1.99468819488870
141	30	23.6159583721215	6.38404162787847
142	30	27.0057775679376	2.99422243206241
143	24	29.0519871882406	-5.05198718824062
144	21	21.9437080946466	-0.943708094646615
145	21	25.4299301971865	-4.42993019718646
146	29	27.1661680951598	1.83383190484022
147	31	22.8676600473722	8.13233995262778
148	20	18.7181140144646	1.28188598553541
149	16	13.6930151864447	2.30698481355535
150	22	18.8770000726257	3.12299992737434
151	20	20.1821431846379	-0.182143184637916
152	28	27.3951522046197	0.604847795380283
153	38	27.1791220524943	10.8208779475057
154	22	18.2675665504440	3.73243344955596
155	20	25.6204391923142	-5.62043919231424
156	17	17.9968622917052	-0.996862291705163
157	28	24.4589313628087	3.54106863719125
158	22	24.1472696772871	-2.14726967728707
159	31	26.3161574329763	4.68384256702374

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
8	0.211640447971904	0.423280895943808	0.788359552028096
9	0.103632597637002	0.207265195274004	0.896367402362998
10	0.0462833232433121	0.0925666464866241	0.953716676756688
11	0.136453455808620	0.272906911617241	0.86354654419138
12	0.67857177059138	0.64285645881724	0.32142822940862
13	0.643414076011461	0.713171847977077	0.356585923988539
14	0.567783558171662	0.864432883656676	0.432216441828338
15	0.569122557763125	0.86175488447375	0.430877442236875
16	0.513283482155147	0.973433035689707	0.486716517844853
17	0.436445285343431	0.872890570686862	0.563554714656569
18	0.392440587440326	0.784881174880652	0.607559412559674
19	0.33385110417708	0.66770220835416	0.66614889582292
20	0.389999767621082	0.779999535242163	0.610000232378918
21	0.365911887274289	0.731823774548578	0.634088112725711
22	0.385864828057293	0.771729656114586	0.614135171942707
23	0.332908279839804	0.665816559679609	0.667091720160196
24	0.563082579605269	0.873834840789462	0.436917420394731
25	0.497682619618304	0.99536523923661	0.502317380381696
26	0.473919166270782	0.947838332541563	0.526080833729218
27	0.415380302546625	0.83076060509325	0.584619697453375
28	0.363898694803445	0.72779738960689	0.636101305196555
29	0.307021599800677	0.614043199601354	0.692978400199323
30	0.257865594089581	0.515731188179162	0.742134405910419
31	0.302408817409685	0.604817634819371	0.697591182590314
32	0.366853591250794	0.733707182501588	0.633146408749206
33	0.339028600436958	0.678057200873916	0.660971399563042
34	0.361207893241441	0.722415786482883	0.638792106758559
35	0.368444546953223	0.736889093906445	0.631555453046777
36	0.361474490254023	0.722948980508045	0.638525509745977
37	0.577578200388808	0.844843599222383	0.422421799611192
38	0.78260517045761	0.434789659084782	0.217394829542391
39	0.784405290321043	0.431189419357913	0.215594709678957
40	0.74349492159423	0.513010156811539	0.256505078405769
41	0.702884392974117	0.594231214051766	0.297115607025883
42	0.655146396262043	0.689707207475915	0.344853603737957
43	0.611368554942786	0.777262890114429	0.388631445057214
44	0.597432376386062	0.805135247227876	0.402567623613938
45	0.56029152025291	0.879416959494179	0.439708479747090
46	0.599847311253942	0.800305377492116	0.400152688746058
47	0.568314842726951	0.863370314546097	0.431685157273049
48	0.571709334877340	0.85658133024532	0.42829066512266
49	0.63706095531445	0.725878089371101	0.362939044685550
50	0.61013593548098	0.77972812903804	0.38986406451902
51	0.577058853704684	0.845882292590631	0.422941146295316
52	0.529987311062677	0.940025377874647	0.470012688937323
53	0.481404968014638	0.962809936029277	0.518595031985362
54	0.432210934933713	0.864421869867425	0.567789065066287
55	0.385690530342628	0.771381060685257	0.614309469657372
56	0.347423760499948	0.694847520999896	0.652576239500052
57	0.304294931656246	0.608589863312491	0.695705068343754
58	0.278408906729775	0.55681781345955	0.721591093270225
59	0.268493664658881	0.536987329317763	0.731506335341119
60	0.309999065691784	0.619998131383569	0.690000934308216
61	0.302880462430169	0.605760924860338	0.69711953756983
62	0.264127601579887	0.528255203159775	0.735872398420113
63	0.260954800192687	0.521909600385374	0.739045199807313
64	0.295323528401571	0.590647056803141	0.70467647159843
65	0.378838368578730	0.757676737157461	0.62116163142127
66	0.373223113883682	0.746446227767364	0.626776886116318
67	0.692833117263778	0.614333765472443	0.307166882736222
68	0.678836116845937	0.642327766308126	0.321163883154063
69	0.860802760439989	0.278394479120022	0.139197239560011
70	0.84353945270771	0.31292109458458	0.15646054729229
71	0.939681608831361	0.120636782337278	0.0603183911686388
72	0.925094822071223	0.149810355857554	0.0749051779287768
73	0.943137465445567	0.113725069108867	0.0568625345544334
74	0.931796158256513	0.136407683486974	0.0682038417434868
75	0.932090999164874	0.135818001670252	0.067909000835126
76	0.926780576332529	0.146438847334943	0.0732194236674715
77	0.97445070489384	0.051098590212321	0.0255492951061605
78	0.968310495105328	0.0633790097893433	0.0316895048946717
79	0.963671684738382	0.072656630523236	0.036328315261618
80	0.967257622753572	0.0654847544928568	0.0327423772464284
81	0.962112924664314	0.075774150671372	0.037887075335686
82	0.959083407520895	0.0818331849582102	0.0409165924791051
83	0.948206301556903	0.103587396886193	0.0517936984430967
84	0.93779673222795	0.124406535544102	0.0622032677720508
85	0.928153851712837	0.143692296574326	0.0718461482871632
86	0.914374742126224	0.171250515747551	0.0856252578737754
87	0.89556827902722	0.208863441945561	0.104431720972780
88	0.940864099797194	0.118271800405612	0.0591359002028062
89	0.927705181177519	0.144589637644963	0.0722948188224815
90	0.91184444641274	0.176311107174520	0.0881555535872599
91	0.910504610510087	0.178990778979827	0.0894953894899133
92	0.902430229361421	0.195139541277158	0.0975697706385788
93	0.884265472298464	0.231469055403072	0.115734527701536
94	0.862375734296772	0.275248531406457	0.137624265703228
95	0.834848200846674	0.330303598306652	0.165151799153326
96	0.80848041782279	0.383039164354421	0.191519582177211
97	0.821519834174296	0.356960331651409	0.178480165825704
98	0.816900585951684	0.366198828096632	0.183099414048316
99	0.786465930556236	0.427068138887528	0.213534069443764
100	0.767618743754846	0.464762512490308	0.232381256245154
101	0.729659029972167	0.540681940055667	0.270340970027833
102	0.694571311266634	0.610857377466733	0.305428688733366
103	0.656507833363714	0.686984333272572	0.343492166636286
104	0.617437329409741	0.765125341180519	0.382562670590259
105	0.570656931449555	0.85868613710089	0.429343068550445
106	0.567469070023491	0.865061859953018	0.432530929976509
107	0.573804781061314	0.852390437877371	0.426195218938686
108	0.595237846149083	0.809524307701833	0.404762153850917
109	0.545689630075504	0.908620739848992	0.454310369924496
110	0.522797637479418	0.954404725041164	0.477202362520582
111	0.482248827408852	0.964497654817705	0.517751172591148
112	0.675340758243383	0.649318483513234	0.324659241756617
113	0.664486089421435	0.67102782115713	0.335513910578565
114	0.623160547787974	0.753678904424053	0.376839452212026
115	0.815609371193271	0.368781257613458	0.184390628806729
116	0.798092730415991	0.403814539168018	0.201907269584009
117	0.775528219051172	0.448943561897656	0.224471780948828
118	0.745611902436624	0.508776195126752	0.254388097563376
119	0.699032167836682	0.601935664326636	0.300967832163318
120	0.732820522987983	0.534358954024033	0.267179477012017
121	0.790298781620696	0.419402436758609	0.209701218379304
122	0.786815173206343	0.426369653587313	0.213184826793657
123	0.786111168750038	0.427777662499924	0.213888831249962
124	0.742034337143441	0.515931325713117	0.257965662856559
125	0.789696818677349	0.420606362645302	0.210303181322651
126	0.767002919916458	0.465994160167084	0.232997080083542
127	0.759016093732014	0.481967812535972	0.240983906267986
128	0.730895379905704	0.538209240188593	0.269104620094296
129	0.70790103818067	0.584197923638659	0.292098961819329
130	0.77456522819741	0.45086954360518	0.22543477180259
131	0.725641863815222	0.548716272369556	0.274358136184778
132	0.670085220201407	0.659829559597185	0.329914779798593
133	0.669418488223932	0.661163023552137	0.330581511776068
134	0.612810780987793	0.774378438024414	0.387189219012207
135	0.577033145406415	0.84593370918717	0.422966854593585
136	0.551701049992759	0.896597900014483	0.448298950007241
137	0.559075093613188	0.881849812773623	0.440924906386812
138	0.579930742398671	0.840138515202658	0.420069257601329
139	0.528308519482285	0.94338296103543	0.471691480517715
140	0.452096764119216	0.904193528238431	0.547903235880784
141	0.564241474836814	0.871517050326371	0.435758525163186
142	0.505689549919468	0.988620900161064	0.494310450080532
143	0.457157618031363	0.914315236062726	0.542842381968637
144	0.372092524386501	0.744185048773001	0.6279074756135
145	0.440998172515025	0.88199634503005	0.559001827484975
146	0.344222129691138	0.688444259382276	0.655777870308862
147	0.386815216333081	0.773630432666162	0.613184783666919
148	0.282387872872698	0.564775745745395	0.717612127127302
149	0.197245113561711	0.394490227123422	0.802754886438289
150	0.155347275613374	0.310694551226747	0.844652724386626
151	0.116295363728262	0.232590727456524	0.883704636271738

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	0	0	OK
5% type I error level	0	0	OK
10% type I error level	7	0.0486111111111111	OK