Multiple Linear Regression - Estimated Regression Equation
PC[t] = + 2.18714234745473 + 0.271235107786439G[t] + 0.0434255996311816CM[t] + 0.103582456740996DA[t] + 0.424577505469688PE[t] + 0.00930133630698559PS[t] -0.0953227133970643O[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.187142347454731.5575321.40420.1622890.081144
G0.2712351077864390.3549580.76410.4459730.222986
CM0.04342559963118160.0385831.12550.2621410.13107
DA0.1035824567409960.0698281.48340.1400410.070021
PE0.4245775054696880.0548737.737500
PS0.009301336306985590.0508740.18280.8551750.427587
O-0.09532271339706430.048963-1.94680.0533980.026699


Multiple Linear Regression - Regression Statistics
Multiple R0.629003287475925
R-squared0.395645135655521
Adjusted R-squared0.371789022589291
F-TEST (value)16.5846437161464
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value1.16573417585641e-14
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.14560706281333
Sum Squared Residuals699.751709535158


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1127.637175431760374.36282456823963
285.966813115788072.03318688421193
389.20313234447133-1.20313234447133
486.713105765891521.28689423410848
597.828360920162561.17163907983744
676.995447500411550.00455249958845472
747.1537672559758-3.15376725597579
8117.446335495166353.55366450483365
978.3245457523644-1.32454575236441
1077.93902257953468-0.939022579534683
11128.636803529270113.36319647072989
121010.5295266690556-0.529526669055582
13106.998598810722253.00140118927775
1487.719018571933510.280981428066488
1587.307587182138110.692412817861892
1647.34457716499546-3.34457716499546
1796.421929838204532.57807016179547
1887.86635491912290.133645080877108
1979.2902509720016-2.29025097200160
201111.0512546060723-0.0512546060722585
2198.06711181028690.932888189713102
221111.7946711513035-0.794671151303512
23138.69282575102144.30717424897861
2487.746737246058320.253262753941680
2586.610214183573051.38978581642695
2698.547930006630920.452069993369076
2768.57258242672418-2.57258242672418
2897.982280105360511.01771989463949
2999.44126761633275-0.441267616332747
3067.66056932136737-1.66056932136737
3166.09702378997289-0.0970237899728896
321610.79782147478315.20217852521689
33511.1944101877991-6.19441018779909
3477.6534172002683-0.6534172002683
3599.5774287789612-0.577428778961205
3667.11786170510102-1.11786170510102
3767.01536453830849-1.01536453830849
3857.83618264642206-2.83618264642206
391211.16795405243190.832045947568065
4077.95925333731902-0.95925333731902
411010.1924226794435-0.192422679443459
4298.601413941700360.398586058299643
4389.15425797860542-1.15425797860542
4458.96220584669739-3.96220584669739
4586.929136513607221.07086348639278
4687.097297489766950.902702510233046
47108.872042958597011.12795704140299
4867.44390693475173-1.44390693475173
4988.15982058492025-0.159820584920248
50710.3558946604533-3.35589466045328
5145.56507060217383-1.56507060217383
5287.174793365824810.82520663417519
5386.974634831932931.02536516806707
5444.99061056248646-0.990610562486462
552013.06539985138306.93460014861699
5687.759053539560320.24094646043968
5787.48385187022070.516148129779295
5868.36672486389353-2.36672486389353
5944.21219780992602-0.212197809926016
6089.0158706740298-1.01587067402980
6197.063949061717521.93605093828248
6267.86113413585-1.86113413585000
6378.2959696097375-1.29596960973749
6496.189952287617442.81004771238256
6556.8543486686162-1.85434866861620
6656.1069844415282-1.10698444152820
6787.491702642912910.508297357087091
6887.984572628958790.0154273710412133
6966.50644750694419-0.506447506944187
7086.986114604930361.01388539506964
7177.68681099588277-0.686810995882772
7276.311044270230430.688955729769571
7399.10603077664227-0.106030776642275
741110.93536012104290.0646398789570511
7568.7378133111142-2.73781331111420
7688.04340573239236-0.0434057323923593
7768.07606755123295-2.07606755123295
7898.745508989974140.254491010025857
7986.221800430368251.77819956963175
8068.46864255311038-2.46864255311038
81108.085648358192141.91435164180786
8286.211617718110061.78838228188994
8388.48367290237763-0.483672902377627
84108.893577475452871.10642252454713
8556.17818792078822-1.17818792078822
8679.47247887155855-2.47247887155855
8757.03058179752459-2.03058179752459
8886.101920547642271.89807945235773
891410.13579530666083.86420469333915
9077.84179932494668-0.841799324946676
9189.12329522007711-1.12329522007712
9264.967381155105091.03261884489491
9356.35072703959093-1.35072703959094
9469.38763803518128-3.38763803518128
95106.778908427581553.22109157241845
961211.84701054736750.152989452632491
9799.4894707635459-0.489470763545893
981211.17147306952760.828526930472448
9977.47628309672623-0.476283096726228
10088.32536528462458-0.325365284624586
101109.345042257722380.65495774227762
10267.1047171210265-1.10471712102649
1031011.2582025820310-1.25820258203096
104108.5355888522871.46441114771299
105107.270576346710142.72942365328986
10658.39280641682401-3.39280641682401
10777.26292278968291-0.262922789682914
108108.69922621704121.30077378295880
109119.56568683985531.43431316014469
11068.15067528003433-2.15067528003433
11177.53682223155077-0.536822231550766
112129.447108026139862.55289197386014
113116.608185161863954.39181483813605
1141110.61655038465650.383449615343534
115115.215874088681825.78412591131818
11657.40893721529114-2.40893721529114
117810.2920267095665-2.29202670956647
11866.80334750173133-0.803347501731331
11999.55095380745055-0.55095380745055
12047.01587372138867-3.01587372138867
12146.24513956401685-2.24513956401685
12278.20486735051709-1.20486735051709
123119.50061707899361.49938292100640
12464.560080135454531.43991986454547
12576.81662568950360.183374310496400
12689.9582548271011-1.95825482710111
12746.10108043555788-2.10108043555788
12887.152725663012740.847274336987257
12998.208120514497490.791879485502509
13088.14193121445213-0.141931214452128
131118.580078472604562.41992152739544
13287.327403625218710.672596374781288
13356.80598261433022-1.80598261433022
13445.7780458978885-1.77804589788849
13587.457468653321490.542531346678513
1361011.8415352497112-1.84153524971125
13767.95181137376308-1.95181137376308
13898.95866808888520.0413319111148046
13997.299020417239071.70097958276093
140138.901266455980524.09873354401948
14197.911910135279521.08808986472048
142109.81667167306750.183328326932507
1432014.38270730051205.61729269948796
14456.07491248560233-1.07491248560233
1451110.05153561843890.94846438156112
14668.28001777911344-2.28001777911344
147910.6472677083783-1.64726770837831
14877.21835791320574-0.218357913205743
14998.034177314553310.965822685446687
150108.466057835829191.53394216417081
15197.138289362250991.86171063774901
152810.3315756979097-2.33157569790975
153711.6694649446282-4.66946494462819
15469.59415577122615-3.59415577122615
1551311.54585949262231.45414050737768
15668.09454584702697-2.09454584702698
15788.00152325707931-0.00152325707931311
158109.507739978610140.492260021389862
1591612.05176651265173.94823348734829


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.942504313047070.1149913739058600.0574956869529299
110.9197938034026530.1604123931946940.0802061965973471
120.8704687969571830.2590624060856340.129531203042817
130.8414122342253020.3171755315493960.158587765774698
140.7663374492903040.4673251014193920.233662550709696
150.6791016536247420.6417966927505150.320898346375258
160.7369231281638780.5261537436722440.263076871836122
170.6659717971968640.6680564056062720.334028202803136
180.5823308287953020.8353383424093970.417669171204698
190.5500381279184130.8999237441631740.449961872081587
200.4708667082823230.9417334165646460.529133291717677
210.4557088027810090.9114176055620190.54429119721899
220.3861662379655860.7723324759311720.613833762034414
230.6102685263278070.7794629473443860.389731473672193
240.6274037771574010.7451924456851970.372596222842598
250.5622914852624840.8754170294750320.437708514737516
260.5113450336307840.9773099327384320.488654966369216
270.5135077481905940.9729845036188120.486492251809406
280.4487093281956290.8974186563912580.551290671804371
290.3841079804693230.7682159609386460.615892019530677
300.3570044149837870.7140088299675740.642995585016213
310.3302280782132290.6604561564264590.669771921786771
320.6454615571619760.7090768856760470.354538442838024
330.8639880493819610.2720239012360780.136011950618039
340.8345040336322030.3309919327355940.165495966367797
350.7986762313831040.4026475372337920.201323768616896
360.8024401907689120.3951196184621760.197559809231088
370.7659400251015460.4681199497969090.234059974898454
380.8572475379506570.2855049240986860.142752462049343
390.8401365389840430.3197269220319130.159863461015957
400.8070191247363790.3859617505272420.192980875263621
410.7673519185723280.4652961628553440.232648081427672
420.7273861584436870.5452276831126260.272613841556313
430.6998444436429410.6003111127141170.300155556357059
440.758202530445950.483594939108100.24179746955405
450.7243806703914260.5512386592171480.275619329608574
460.6808471031059150.6383057937881690.319152896894085
470.6388369006740430.7223261986519150.361163099325957
480.6160304809193640.7679390381612710.383969519080636
490.5679661814480810.8640676371038380.432033818551919
500.5983117324706690.8033765350586620.401688267529331
510.624431210871910.751137578256180.37556878912809
520.5806322857570790.8387354284858430.419367714242921
530.5359672469650570.9280655060698860.464032753034943
540.5106864593692640.9786270812614720.489313540630736
550.9216434307228080.1567131385543850.0783565692771924
560.902811221379440.1943775572411190.0971887786205594
570.8811306760197490.2377386479605030.118869323980251
580.8834225356116730.2331549287766550.116577464388327
590.8582124345521630.2835751308956750.141787565447837
600.833507728739670.3329845425206610.166492271260330
610.8292156949141980.3415686101716050.170784305085802
620.8216971477274950.3566057045450100.178302852272505
630.8010596629845350.3978806740309310.198940337015465
640.8333216237334140.3333567525331720.166678376266586
650.8241194421146910.3517611157706190.175880557885309
660.8015070359719570.3969859280560860.198492964028043
670.7750481459455180.4499037081089640.224951854054482
680.7421354352180910.5157291295638180.257864564781909
690.7079610081769950.584077983646010.292038991823005
700.6755761393573160.6488477212853670.324423860642684
710.6470333360355660.7059333279288670.352966663964434
720.6063216068326190.7873567863347620.393678393167381
730.5617124539438310.8765750921123380.438287546056169
740.5156902490813340.9686195018373310.484309750918666
750.5479982606025470.9040034787949060.452001739397453
760.5020246285875450.995950742824910.497975371412455
770.5104242972386070.9791514055227860.489575702761393
780.4636808383180780.9273616766361550.536319161681922
790.4425370184666880.8850740369333770.557462981533312
800.4541877103962450.908375420792490.545812289603755
810.4391525357966280.8783050715932570.560847464203372
820.4266637640393370.8533275280786740.573336235960663
830.3842949619264990.7685899238529970.615705038073501
840.3515516830041310.7031033660082610.648448316995869
850.3256383895204970.6512767790409940.674361610479503
860.3433042335967030.6866084671934070.656695766403297
870.3397989561766090.6795979123532170.660201043823391
880.3230611865341240.6461223730682480.676938813465876
890.4215672713118460.8431345426236930.578432728688154
900.3826459180755440.7652918361510890.617354081924456
910.3524209636806220.7048419273612430.647579036319379
920.3174159917492810.6348319834985630.682584008250719
930.2922318330175990.5844636660351990.7077681669824
940.3536493857397540.7072987714795070.646350614260246
950.4075802642801460.8151605285602920.592419735719854
960.3619096023605020.7238192047210040.638090397639498
970.3214029145719440.6428058291438890.678597085428056
980.2878378531352080.5756757062704160.712162146864792
990.2491323936736050.4982647873472110.750867606326395
1000.2124672483741650.4249344967483310.787532751625835
1010.181937830719570.363875661439140.81806216928043
1020.1591045686879590.3182091373759170.840895431312041
1030.1429269162083010.2858538324166020.857073083791699
1040.1271645694056240.2543291388112480.872835430594376
1050.1532543354685110.3065086709370230.846745664531488
1060.1873169669691620.3746339339383240.812683033030838
1070.1554496118906520.3108992237813040.844550388109348
1080.1393283725313080.2786567450626160.860671627468692
1090.1255691870981320.2511383741962640.874430812901868
1100.1243544254790070.2487088509580140.875645574520993
1110.1022313798773360.2044627597546730.897768620122664
1120.1493241325055080.2986482650110170.850675867494492
1130.2906473958411720.5812947916823430.709352604158828
1140.2576579355025950.515315871005190.742342064497405
1150.539585953228560.920828093542880.46041404677144
1160.539442886570390.921114226859220.46055711342961
1170.5557697894126750.888460421174650.444230210587325
1180.5075471304732450.984905739053510.492452869526755
1190.4530328063525030.9060656127050060.546967193647497
1200.5283261577624090.9433476844751820.471673842237591
1210.5022469789975330.9955060420049340.497753021002467
1220.5201689841843230.9596620316313540.479831015815677
1230.4765072143688560.9530144287377130.523492785631144
1240.4822984361505750.964596872301150.517701563849425
1250.4247340463750150.849468092750030.575265953624985
1260.4235689589125160.8471379178250310.576431041087484
1270.3937313579147090.7874627158294170.606268642085291
1280.3650075356139970.7300150712279940.634992464386003
1290.3293671176190320.6587342352380630.670632882380968
1300.2971226376027090.5942452752054180.702877362397291
1310.3034029924929250.6068059849858490.696597007507075
1320.2532150347780490.5064300695560980.746784965221951
1330.2118958199573150.423791639914630.788104180042685
1340.1759259254977210.3518518509954420.824074074502279
1350.1446529599792440.2893059199584870.855347040020756
1360.1461060065519880.2922120131039760.853893993448012
1370.1583094413930980.3166188827861960.841690558606902
1380.1655878299989910.3311756599979810.83441217000101
1390.1791192390923960.3582384781847930.820880760907604
1400.2203684226067970.4407368452135950.779631577393203
1410.1714199977259840.3428399954519670.828580002274016
1420.1434975797915460.2869951595830920.856502420208454
1430.2028947082596730.4057894165193460.797105291740327
1440.1557022911664030.3114045823328070.844297708833597
1450.1098478891273250.2196957782546510.890152110872675
1460.07241771033218570.1448354206643710.927582289667814
1470.04330852216311970.08661704432623950.95669147783688
1480.02201907291029430.04403814582058850.977980927089706
1490.01003336201861150.02006672403722300.989966637981389


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level20.0142857142857143OK
10% type I error level30.0214285714285714OK