Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 7.46043060983696 + 0.328154021465217CM[t] -0.362736672389800D[t] + 0.186560236681879PE[t] + 0.0233844134026162PC[t] + 0.401270321441297O[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.460430609836962.2481093.31850.0011310.000565
CM0.3281540214652170.0555445.90800
D-0.3627366723898000.107118-3.38639e-040.00045
PE0.1865602366818790.101141.84460.0670320.033516
PC0.02338441340261620.1286210.18180.8559730.427987
O0.4012703214412970.0717735.590800


Multiple Linear Regression - Regression Statistics
Multiple R0.605858798778077
R-squared0.367064884056814
Adjusted R-squared0.346380729941024
F-TEST (value)17.7461878306445
F-TEST (DF numerator)5
F-TEST (DF denominator)153
p-value7.54951656745106e-14
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.40927289715423
Sum Squared Residuals1778.34067815237


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12522.39639210732362.60360789267640
23024.25298630725225.74701369274785
32220.53862828528321.46137171471678
42223.1227812851809-1.12278128518093
52522.57360260838692.42639739161312
62319.45685945818933.54314054181066
71718.7937770436835-1.79377704368349
82121.6696775851730-0.669677585173036
91923.3938848919955-4.39388489199547
101523.2200335336539-8.22003353365394
111617.0860954231925-1.08609542319246
122221.00194328868470.998056711315265
132324.0090508616482-1.00905086164818
142321.56883817794231.4311618220577
151922.4295524471459-3.42955244714589
162322.44835255960490.551647440395089
172523.32807873286811.67192126713187
182221.56922587366740.430774126332575
192623.22321697753742.77678302246258
202922.70020388487516.29979611512492
213225.19655953738236.8034404626177
222521.58307941772023.4169205822798
232826.07516352086011.92483647913991
242523.46670945788321.53329054211676
252522.10552217031042.89447782968955
261821.4213727878477-3.42137278784772
272525.0045460489836-0.00454604898358882
282521.69155135775733.30844864224273
292024.0575114630031-4.05751146300312
301516.5269290283780-1.52692902837805
312425.3394958960663-1.33949589606632
322624.31254918449231.68745081550775
331415.6462203516491-1.64622035164913
342423.35362015671940.646379843280557
352522.30440358960752.69559641039245
362024.9772106374541-4.97721063745406
372121.5026773832730-0.502677383272959
382727.4823128306108-0.482312830610751
392324.3803773473337-1.38037734733372
402525.6982731831007-0.698273183100736
412022.2330812773097-2.23308127730969
422222.4516157406899-0.451615740689922
432524.05217644356390.947823556436078
442523.42308557988541.57691442011461
451723.8630492300674-6.86304923006741
462523.97091329555031.02908670444972
472622.52387072181343.47612927818658
482724.43619578844072.56380421155931
491920.191563551002-1.19156355100200
502222.0165688176436-0.0165688176435811
513228.63724483998533.36275516001471
522124.3266944626333-3.32669446263334
531821.2889468496438-3.28894684964376
542322.83953081416060.16046918583944
552020.9576947616757-0.957694761675739
562122.3255043730554-1.32550437305537
571718.7741072251434-1.77410722514342
581820.3006604066273-2.30066040662729
591920.7496791060040-1.74967910600404
602222.0682765809344-0.0682765809344132
611418.8510893511519-4.8510893511519
621826.6429142940773-8.64291429407725
633523.562032711943511.4379672880565
642919.21632460271889.78367539728123
652121.9816944326307-0.981694432630688
662520.49532081432834.50467918567167
672623.21420021813262.78579978186737
681716.88722239112380.112777608876169
692520.09471363697434.90528636302571
702020.7722734892362-0.772273489236228
712221.07047528771720.929524712282784
722422.70567391104881.29432608895116
732122.9951676639565-1.99516766395646
742625.4821958514860.517804148514024
752420.59509309602053.40490690397949
761620.2987397994430-4.29873979944297
771820.8107987510593-2.81079875105926
781919.0560620045677-0.0560620045676748
792116.86661990375814.13338009624188
802218.52601737704043.47398262295963
812319.73402419127493.26597580872509
822924.81240594107884.18759405892122
832119.21565087437541.78434912562461
842321.89278796226841.10721203773160
852722.99606727259904.00393272740102
862525.3746950753506-0.374695075350648
872121.0001409137780-0.000140913778044122
881017.1119616413152-7.1119616413152
892022.6490195793518-2.64901957935177
902622.57492372824553.42507627175453
912423.64748326134840.352516738651611
922931.6584752151628-2.65847521516283
931918.98258268182110.0174173181788753
942422.09401617955111.90598382044894
951920.7666852307848-1.76668523078483
962221.82443709696720.175562903032759
971723.7736200572454-6.77362005724542
982423.02361763335080.976382366649221
991920.2962579947228-1.29625799472284
1001922.8153403514384-3.81534035143841
1012319.45982251795763.54017748204243
1022724.07484238205532.92515761794465
1031416.535329320714-2.53532932071400
1042224.0873202920243-2.08732029202431
1052124.4545998179461-3.45459981794611
1061823.8367869289911-5.83678692899107
1072023.1800605324662-3.18006053246622
1081923.3532655211774-4.35326552117744
1092423.8398299312470.160170068753001
1102525.1649483334544-0.164948333454413
1112924.40994950651354.59005049348653
1122824.94670560416253.05329439583751
1131717.1062381095522-0.106238109552167
1142922.94307220494056.05692779505950
1152627.5286218564100-1.52862185640998
1161419.5469105942641-5.54691059426405
1172621.67803938243294.32196061756713
1182020.3008968098917-0.300896809891660
1193224.66103622987577.33896377012431
1202320.84547496130682.15452503869318
1212122.1588588066973-1.15885880669729
1223026.71739020898803.28260979101198
1232421.71725246129782.28274753870219
1242221.49415047143090.505849528569086
1252422.2553595200761.74464047992401
1262422.92037560857981.07962439142021
1272419.98505558381324.01494441618681
1281918.51290616425470.487093835745272
1293126.82086767642944.17913232357062
1302226.6010375214530-4.60103752145304
1312721.46976210052055.5302378994795
1321917.73590694522341.26409305477656
1332119.24546706874021.75453293125985
1342323.0320339448358-0.0320339448358385
1351921.4391304477228-2.43913044772283
1361922.3733623294629-3.37336232946291
1372023.1407040596382-3.14070405963825
1382320.80738427751352.19261572248651
1391720.8970807780462-3.8970807780462
1401723.3435280898338-6.3435280898338
1411719.7459731472925-2.74597314729248
1422123.5510323826098-2.55103238260975
1432124.6834795872242-3.6834795872242
1441821.259817450436-3.25981745043600
1451920.6492902959521-1.64929029595212
1462023.8525057494042-3.85250574940422
1471518.7664416321540-3.76644163215395
1482421.41144878787982.58855121212023
1492018.49243029639511.50756970360488
1502223.2253187184531-1.22531871845307
1511316.8359413686559-3.83594136865588
1521918.12855439318590.87144560681412
1532122.6212243668162-1.62122436681623
1542322.37653195122490.623468048775058
1551622.3793138772619-6.37931387726185
1562624.06985436623751.93014563376249
1572122.2168258710245-1.21682587102449
1582119.96394641313691.03605358686310
1592423.44015542271860.559844577281409


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.5064391997365940.9871216005268110.493560800263406
100.936336455298510.127327089402980.06366354470149
110.9085359797163260.1829280405673470.0914640202836736
120.8545256675511110.2909486648977780.145474332448889
130.8424154920869840.3151690158260330.157584507913017
140.8278053822315370.3443892355369250.172194617768463
150.7844399400845850.4311201198308300.215560059915415
160.709661238886350.58067752222730.29033876111365
170.6297050217532360.7405899564935290.370294978246764
180.5530825851432850.893834829713430.446917414856715
190.5679715445567870.8640569108864260.432028455443213
200.6624671490980710.6750657018038580.337532850901929
210.7845449400977650.430910119804470.215455059902235
220.7486740121755880.5026519756488240.251325987824412
230.6933876751609170.6132246496781660.306612324839083
240.6302719075703310.7394561848593380.369728092429669
250.5736432257628060.8527135484743880.426356774237194
260.5822643397212060.8354713205575890.417735660278794
270.5202352468529220.9595295062941560.479764753147078
280.4750424075893050.950084815178610.524957592410695
290.5258567870103230.9482864259793540.474143212989677
300.4756972427734020.9513944855468040.524302757226598
310.4218997019527580.8437994039055150.578100298047242
320.3738526621770310.7477053243540610.626147337822969
330.3262333964719570.6524667929439150.673766603528043
340.2745839517270890.5491679034541790.725416048272911
350.2625539847080620.5251079694161230.737446015291938
360.3632638827295390.7265277654590780.636736117270461
370.3100635076661970.6201270153323930.689936492333803
380.266496888859880.532993777719760.73350311114012
390.2362009063830350.4724018127660710.763799093616965
400.2102617689086300.4205235378172610.78973823109137
410.1868296211908440.3736592423816890.813170378809156
420.1529416225385560.3058832450771120.847058377461444
430.1238264461899000.2476528923797990.8761735538101
440.1059748237675110.2119496475350210.894025176232489
450.2059332546201940.4118665092403870.794066745379806
460.1712413990516580.3424827981033170.828758600948342
470.1684169113123970.3368338226247930.831583088687603
480.1662709704979460.3325419409958920.833729029502054
490.1372526203914510.2745052407829030.862747379608549
500.1150143337947030.2300286675894070.884985666205297
510.1049820949948930.2099641899897850.895017905005107
520.1129731574049320.2259463148098630.887026842595068
530.1120592554870470.2241185109740930.887940744512953
540.0895407345259890.1790814690519780.910459265474011
550.07558261063278760.1511652212655750.924417389367213
560.06148064632013820.1229612926402760.938519353679862
570.05032909962929480.1006581992585900.949670900370705
580.0413898570060840.0827797140121680.958610142993916
590.0328561767211130.0657123534422260.967143823278887
600.02469127453051730.04938254906103460.975308725469483
610.03288789706027380.06577579412054760.967112102939726
620.1193863102882250.2387726205764490.880613689711775
630.5576204184221270.8847591631557450.442379581577873
640.8598998268921680.2802003462156650.140100173107832
650.8374794660953160.3250410678093680.162520533904684
660.8524117374559650.295176525088070.147588262544035
670.8575448576898290.2849102846203410.142455142310171
680.829660029979310.340679940041380.17033997002069
690.860147939202510.279704121594980.13985206079749
700.834271643662010.3314567126759810.165728356337990
710.8064096448061980.3871807103876040.193590355193802
720.778095905180250.44380818963950.22190409481975
730.7563285049260410.4873429901479180.243671495073959
740.7224343399382440.5551313201235130.277565660061756
750.7219574881835980.5560850236328040.278042511816402
760.7445527520757920.5108944958484150.255447247924208
770.7296537890866870.5406924218266250.270346210913313
780.689949904222760.6201001915544790.310050095777239
790.7103644470777190.5792711058445620.289635552922281
800.7107918166783280.5784163666433440.289208183321672
810.7129290775926080.5741418448147830.287070922407392
820.7375993006066280.5248013987867440.262400699393372
830.750717091475260.4985658170494790.249282908524740
840.7254242753456230.5491514493087540.274575724654377
850.7469099512277420.5061800975445160.253090048772258
860.713393309707420.5732133805851610.286606690292581
870.6727495715067870.6545008569864270.327250428493213
880.7793847248362790.4412305503274420.220615275163721
890.7610587809536910.4778824380926180.238941219046309
900.7629502045428830.4740995909142350.237049795457117
910.732352363112150.5352952737756990.267647636887850
920.7129607867721820.5740784264556360.287039213227818
930.6798174725736170.6403650548527660.320182527426383
940.6785366589236110.6429266821527780.321463341076389
950.6429084562960610.7141830874078780.357091543703939
960.6043199906499320.7913600187001370.395680009350068
970.6861348249447230.6277303501105540.313865175055277
980.64558742769820.7088251446036010.354412572301801
990.605123674108660.7897526517826810.394876325891341
1000.6082506904701830.7834986190596330.391749309529817
1010.6177387403283560.7645225193432890.382261259671644
1020.61384066188560.7723186762288010.386159338114401
1030.581416940310230.8371661193795390.418583059689769
1040.5432160058530510.9135679882938980.456783994146949
1050.5265434738179890.9469130523640220.473456526182011
1060.6366130090324170.7267739819351670.363386990967583
1070.6329537782257080.7340924435485830.367046221774292
1080.660008225328330.679983549343340.33999177467167
1090.6149476315176130.7701047369647750.385052368482387
1100.5689041133504950.862191773299010.431095886649505
1110.5928774275573840.8142451448852320.407122572442616
1120.5794902846778430.8410194306443140.420509715322157
1130.533632542264650.93273491547070.46636745773535
1140.6666290176222720.6667419647554560.333370982377728
1150.6215397942568400.7569204114863190.378460205743160
1160.6614046047760650.677190790447870.338595395223935
1170.68678564250890.62642871498220.3132143574911
1180.6367261057726410.7265477884547190.363273894227359
1190.8632811108544580.2734377782910830.136718889145542
1200.8750971181779590.2498057636440820.124902881822041
1210.8470217420217760.3059565159564470.152978257978224
1220.8446260040808090.3107479918383820.155373995919191
1230.8435756966488660.3128486067022690.156424303351134
1240.8053000486238950.3893999027522100.194699951376105
1250.7727348326203980.4545303347592040.227265167379602
1260.752560693299120.4948786134017620.247439306700881
1270.768931473982160.4621370520356810.231068526017841
1280.718509120395520.5629817592089610.281490879604480
1290.8912645035059850.2174709929880310.108735496494016
1300.867227689048310.2655446219033810.132772310951690
1310.963228622316440.07354275536712230.0367713776835611
1320.946322599787470.1073548004250590.0536774002125297
1330.932146864398890.1357062712022210.0678531356011107
1340.9081650440865280.1836699118269450.0918349559134725
1350.8784033446405670.2431933107188670.121596655359433
1360.842028755734580.3159424885308420.157971244265421
1370.7956970473506530.4086059052986950.204302952649347
1380.766227682513730.4675446349725410.233772317486270
1390.735397400253740.529205199492520.26460259974626
1400.8012080677715030.3975838644569930.198791932228497
1410.7437234575846730.5125530848306540.256276542415327
1420.6859770988266860.6280458023466280.314022901173314
1430.6584040183843710.6831919632312590.341595981615629
1440.5954599328491990.8090801343016030.404540067150801
1450.4931512279482340.9863024558964670.506848772051766
1460.5763283245301360.8473433509397270.423671675469864
1470.5244005533774520.9511988932450960.475599446622548
1480.5627060382216040.8745879235567920.437293961778396
1490.621899110689650.75620177862070.37810088931035
1500.4822946173125210.9645892346250430.517705382687479


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.00704225352112676OK
10% type I error level50.0352112676056338OK