Multiple Linear Regression - Estimated Regression Equation
COM[t] = -1.76493979259821 -0.131393212690802G[t] + 0.812849739916337DA[t] + 0.248453306620110PE[t] + 0.190333948740538PC[t] + 0.565900439054331PS[t] -0.115683772583743`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)-1.764939792598213.278744-0.53830.5911590.29558
G-0.1313932126908020.744476-0.17650.8601430.430072
DA0.8128497399163370.1316586.173900
PE0.2484533066201100.1341241.85240.0659050.032953
PC0.1903339487405380.1691071.12550.2621410.13107
PS0.5659004390543310.0961235.887300
`O `-0.1156837725837430.103352-1.11930.264770.132385


Multiple Linear Regression - Regression Statistics
Multiple R0.638198057370523
R-squared0.407296760431509
Adjusted R-squared0.383900579922227
F-TEST (value)17.4086860147926
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value2.77555756156289e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.49195510423555
Sum Squared Residuals3067.00442008711


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12424.9429963486832-0.942996348683151
22521.66224986429713.33775013570285
31722.6806688810207-5.68066888102073
41819.9564501024386-1.95645010243863
51819.4213348995612-1.42133489956121
61619.5095287560754-3.50952875607538
72020.8505100107316-0.850510010731612
81622.3266316040580-6.32663160405803
91822.3669114083879-4.36691140838794
101720.4676664538925-3.46766645389246
112322.40876509121380.591234908786182
123022.27486348986837.72513651013172
132315.18625436324097.8137456367591
141819.0528257532548-1.05282575325478
151521.6399459852527-6.63994598525267
161217.8833675707623-5.88336757076227
172119.50453415972431.49546584027573
181515.2651305398521-0.265130539852111
192019.83590788495280.164092115047235
203126.37158443611144.62841556388856
212725.32875587893311.6712441210669
223427.11393634445566.88606365554444
232119.56335818534941.43664181465056
243120.884855930526210.1151440694738
251919.3795352452780-0.379535245278024
261620.1541763955572-4.15417639555715
272021.6592183800513-1.65921838005134
282118.20651776601592.79348223398405
292221.89706365373170.102936346268330
301719.5802942222319-2.58029422223187
312420.27153620463753.7284637953625
322530.5637664057857-5.56376640578574
332626.6662550100328-0.666255010032776
342524.0055687571210.994431242879022
351723.0741781572644-6.0741781572644
363227.89068093079494.10931906920513
373323.72326688249389.27673311750617
381322.1176367235977-9.11763672359766
393227.78280686174364.21719313825642
402525.9220271574816-0.92202715748162
412927.10196059800741.89803940199262
422221.96605747954580.0339425204542188
431817.43761759593730.562382404062688
441721.8330215105146-4.83302151051465
452022.1606604832955-2.16066048329547
461520.4080430902548-5.40804309025479
472022.1436532819039-2.14365328190395
483328.06265710060194.93734289939812
492922.09166665748146.90833334251864
502326.757758959365-3.75775895936500
512623.22077150498412.77922849501594
521819.0309246014548-1.03092460145476
532018.81513881198181.18486118801820
541111.7389940806761-0.738994080676097
552829.0393609676901-1.03936096769014
562623.27021280267362.72978719732642
572222.1948320062007-0.194832006200720
581720.1319892269372-3.13198922693724
591215.5047881422787-3.50478814227875
601420.9892502421717-6.98925024217172
611720.8032760947745-3.80327609477455
622121.4092610676731-0.409261067673123
631922.8796194998407-3.87961949984067
641823.0451523878524-5.0451523878524
651017.8768088703137-7.87680887031365
662924.30516407024634.69483592975366
673118.404128781281812.5958712187182
681923.0218318601521-4.02183186015208
69920.0258711870156-11.0258711870156
702022.5560887583009-2.55608875830091
712817.693208018911010.3067919810890
721918.07952129274680.920478707253165
733022.99926034652337.00073965347668
742927.21722937758751.78277062241254
752621.54353460746764.45646539253241
762319.49353200737723.50646799262281
771322.7158817249009-9.71588172490094
782122.5912216095481-1.59122160954806
791921.5259492231535-2.5259492231535
802823.01937879181134.98062120818873
812325.6408449436037-2.64084494360373
821813.84895277370084.15104722629917
832120.68610058219190.313899417808097
842021.8561577417173-1.85615774171726
852319.92011281978373.0798871802163
862120.76280970728220.237190292717798
872121.8538213838010-0.853821383801027
881522.7718021836753-7.77180218367526
892827.10066770693010.899332293069894
901917.60549674147371.39450325852634
912621.19708494536854.80291505463146
921013.1418504270284-3.14185042702844
931617.0609511188811-1.06095111888111
942221.10570868044880.89429131955115
951918.68469466187370.315305338126302
963128.70333396765362.29666603234641
973125.16103635757535.83896364242467
982924.75003730086334.24996269913666
991917.48994065330251.51005934669754
1002218.97294519374693.02705480625307
1012322.31726114188160.68273885811841
1021516.2398076637836-1.23980766378358
1032021.3789421742014-1.37894217420141
1041819.5754702240473-1.57547022404732
1052321.95167537723361.04832462276643
1062521.05327034523113.94672965476892
1072116.51152617779014.48847382220993
1082419.56939888070104.43060111929903
1092525.3244868239239-0.324486823923948
1101719.5347608742898-2.53476087428981
1111314.5134634896455-1.51346348964548
1122818.14412935312729.85587064687278
1132120.07275998270690.92724001729313
1142528.1993393624112-3.19933936241119
115920.6810580737745-11.6810580737745
1161617.8955263219369-1.89552632193692
1171921.1236881841702-2.12368818417025
1181719.4117214751196-2.41172147511961
1192524.46537439600080.53462560399916
1202015.51539983314064.48460016685943
1212921.58249828097317.41750171902693
1221418.9967653443087-4.99676534430871
1232226.8737091669435-4.87370916694351
1241515.5337097000078-0.533709700007815
1251925.4092467019303-6.40924670193028
1262021.8831811742809-1.88318117428092
1271517.5257328923904-2.52573289239038
1282021.7431113339720-1.74311133397203
1291820.1682541454936-2.16825414549357
1303325.42914520441347.57085479558655
1312223.8678831867946-1.86788318679461
1321616.5484737239343-0.548473723934336
1331718.9805095688634-1.98050956886341
1341615.12936160213670.870638397863306
1352117.12995591868323.87004408131681
1362627.5800944393104-1.58009443931040
1371821.2325898758653-3.23258987586534
1381823.1807825749856-5.18078257498559
1391718.2770155975882-1.27701559758816
1402224.70965448444-2.70965448444001
1413024.82878593386275.17121406613726
1423027.22267948345652.77732051654350
1432429.9801931815366-5.98019318153662
1442121.9633614489398-0.963361448939817
1452125.4587603637184-4.45876036371842
1462927.35576099840311.64423900159689
1473123.17415248974117.82584751025892
1482019.05487243642910.945127563570916
1491614.26887521901881.73112478098117
1502218.99248402354043.00751597645964
1512020.2765822914909-0.276582291490852
1522827.28099411182170.719005888178254
1533826.651154541643811.3488454583562
1542219.27217449741942.72782550258065
1552025.6249634727582-5.62496347275816
1561717.9825672375456-0.982567237545559
1572824.41302809888853.58697190111148
1582224.0742261499925-2.07422614999253
1593126.05045763856104.94954236143896


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.2144658279653600.4289316559307190.78553417203464
110.2663908711114180.5327817422228350.733609128888582
120.7472688774787550.5054622450424910.252731122521245
130.7532428798811030.4935142402377950.246757120118897
140.7180392454127140.5639215091745710.281960754587286
150.7175828023617520.5648343952764960.282417197638248
160.6614078286186510.6771843427626980.338592171381349
170.5736850420040390.8526299159919210.426314957995961
180.5261676104314090.9476647791371820.473832389568591
190.4452702210870690.8905404421741390.554729778912931
200.4630582730357130.9261165460714250.536941726964287
210.383955783475350.76791156695070.61604421652465
220.3898462515551430.7796925031102870.610153748444857
230.3177975215178560.6355950430357110.682202478482144
240.6282749834381630.7434500331236740.371725016561837
250.5588288478036920.8823423043926160.441171152196308
260.5162502967718780.9674994064562440.483749703228122
270.4490476744089090.8980953488178190.55095232559109
280.4140436704437540.8280873408875080.585956329556246
290.3540557642646760.7081115285293520.645944235735324
300.3038982198375320.6077964396750630.696101780162468
310.38016864894430.76033729788860.6198313510557
320.4432963863532870.8865927727065740.556703613646713
330.3971713519071310.7943427038142630.602828648092869
340.4042854716908610.8085709433817220.595714528309139
350.4086264789174040.8172529578348080.591373521082596
360.4079786572159210.8159573144318430.592021342784078
370.585571960780440.828856078439120.41442803921956
380.7805943054182580.4388113891634830.219405694581741
390.7749891395815180.4500217208369640.225010860418482
400.7333678203505890.5332643592988230.266632179649411
410.7101911376498060.5796177247003890.289808862350194
420.6615038613379030.6769922773241940.338496138662097
430.6143736741653860.7712526516692270.385626325834614
440.5997504685099820.8004990629800370.400249531490018
450.5659475619960520.8681048760078960.434052438003948
460.5878941400570090.8242117198859820.412105859942991
470.5463841379008540.9072317241982920.453615862099146
480.5365914094759370.9268171810481250.463408590524063
490.5998327997603250.8003344004793510.400167200239675
500.5789091579644150.842181684071170.421090842035585
510.5432060968395580.9135878063208850.456793903160442
520.4940078029377470.9880156058754940.505992197062253
530.4561600857131590.9123201714263180.543839914286841
540.4084775046339440.8169550092678880.591522495366056
550.3641220377638760.7282440755277510.635877962236124
560.3346955545072340.6693911090144680.665304445492766
570.2904446564091960.5808893128183930.709555343590804
580.2650275868661050.5300551737322090.734972413133895
590.2441927460448070.4883854920896150.755807253955193
600.3048602640035530.6097205280071060.695139735996447
610.2922149777193320.5844299554386640.707785022280668
620.2550569417682840.5101138835365670.744943058231716
630.2419586367770530.4839172735541060.758041363222947
640.2765486588784260.5530973177568520.723451341121574
650.3513751215637650.702750243127530.648624878436235
660.3511078114158780.7022156228317560.648892188584122
670.684177345712360.6316453085752810.315822654287640
680.6772179505465360.6455640989069280.322782049453464
690.849108315634780.3017833687304390.150891684365220
700.8304066907735750.339186618452850.169593309226425
710.931216028937710.1375679421245780.0687839710622892
720.915051954680360.1698960906392790.0849480453196393
730.9386147532336330.1227704935327330.0613852467663667
740.9265154648375450.1469690703249100.0734845351624548
750.9272697765272180.1454604469455650.0727302234727823
760.9212959000026740.1574081999946530.0787040999973264
770.9693103644723740.06137927105525130.0306896355276256
780.9615953594511750.07680928109765010.0384046405488251
790.954408899354290.09118220129142080.0455911006457104
800.9560883093754810.08782338124903720.0439116906245186
810.9486539488534650.1026921022930710.0513460511465355
820.9472899762462630.1054200475074740.0527100237537368
830.9339765201254120.1320469597491760.066023479874588
840.9210433014409310.1579133971181380.078956698559069
850.9125890638420910.1748218723158170.0874109361579086
860.8968603087233450.2062793825533100.103139691276655
870.8755597001571060.2488805996857890.124440299842894
880.9196764586474180.1606470827051640.0803235413525821
890.9030478130783620.1939043738432760.0969521869216378
900.8832504007793710.2334991984412570.116749599220629
910.8858734398942570.2282531202114850.114126560105742
920.8737780360592140.2524439278815720.126221963940786
930.8512619044253560.2974761911492890.148738095574644
940.8235988998817240.3528022002365530.176401100118276
950.7905691830281850.418861633943630.209430816971815
960.7617144492819010.4765711014361980.238285550718099
970.7815174706851540.4369650586296910.218482529314846
980.7771350739962020.4457298520075970.222864926003798
990.7416724832098140.5166550335803720.258327516790186
1000.7155676491700530.5688647016598940.284432350829947
1010.6733622163766910.6532755672466190.326637783623309
1020.6360667066921360.7278665866157290.363933293307864
1030.5956196561791810.8087606876416380.404380343820819
1040.5545064969779880.8909870060440240.445493503022012
1050.5084612378933690.9830775242132620.491538762106631
1060.4854424980609470.9708849961218940.514557501939053
1070.4845708950659510.9691417901319020.515429104934049
1080.491336241946560.982672483893120.50866375805344
1090.4410942567141620.8821885134283240.558905743285838
1100.4167834439115440.8335668878230880.583216556088456
1110.3769381484277250.753876296855450.623061851572275
1120.6025865601156510.7948268797686970.397413439884349
1130.5965802709041860.8068394581916280.403419729095814
1140.5725362396754840.8549275206490330.427463760324516
1150.7721525378921290.4556949242157420.227847462107871
1160.754882203638880.4902355927222410.245117796361120
1170.7364412424292850.5271175151414290.263558757570715
1180.7054290163632310.5891419672735380.294570983636769
1190.6558367803185080.6883264393629830.344163219681491
1200.6781286092404080.6437427815191850.321871390759592
1210.7363369631652580.5273260736694830.263663036834742
1220.7279613064783010.5440773870433980.272038693521699
1230.728988193114430.5420236137711410.271011806885571
1240.6765520994716970.6468958010566060.323447900528303
1250.7190642860193840.5618714279612320.280935713980616
1260.6856991281564180.6286017436871630.314300871843582
1270.6825034873078070.6349930253843870.317496512692193
1280.6443442721994220.7113114556011550.355655727800578
1290.6123617450268480.7752765099463040.387638254973152
1300.6861136783633330.6277726432733330.313886321636667
1310.6334238262997450.733152347400510.366576173700255
1320.5720686344216960.8558627311566070.427931365578304
1330.5622292109731650.875541578053670.437770789026835
1340.5050841767248880.9898316465502240.494915823275112
1350.455348068956030.910696137912060.54465193104397
1360.421753737161620.843507474323240.57824626283838
1370.4385729007873550.877145801574710.561427099212645
1380.5088201809509870.9823596380980270.491179819049013
1390.4332801923814180.8665603847628360.566719807618582
1400.3556699230677590.7113398461355190.644330076932241
1410.4246819981185060.8493639962370120.575318001881494
1420.3703251802935340.7406503605870670.629674819706466
1430.3047116303778640.6094232607557270.695288369622136
1440.2285587086849830.4571174173699670.771441291315017
1450.3682240643596840.7364481287193670.631775935640316
1460.2702762841063540.5405525682127090.729723715893646
1470.393719010786360.787438021572720.60628098921364
1480.3364928359229420.6729856718458850.663507164077058
1490.2529608164332760.5059216328665520.747039183566724


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 level40.0285714285714286OK