Multiple Linear Regression - Estimated Regression Equation
PC[t] = + 2.18714234745475 + 0.271235107786437G[t] + 0.0434255996311821CM[t] + 0.103582456740995DA[t] + 0.424577505469688PE[t] + 0.00930133630698519PS[t] -0.0953227133970645O[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.187142347454751.5575321.40420.1622890.081144
G0.2712351077864370.3549580.76410.4459730.222986
CM0.04342559963118210.0385831.12550.2621410.13107
DA0.1035824567409950.0698281.48340.1400410.070021
PE0.4245775054696880.0548737.737500
PS0.009301336306985190.0508740.18280.8551750.427587
O-0.09532271339706450.048963-1.94680.0533980.026699


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 Residuals699.751709535157


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1127.637175431760454.36282456823955
285.966813115788082.03318688421192
389.20313234447132-1.20313234447132
486.713105765891521.28689423410849
597.828360920162561.17163907983744
676.995447500411540.00455249958845706
747.1537672559758-3.15376725597579
8117.446335495166353.55366450483365
978.3245457523644-1.32454575236440
1077.93902257953468-0.93902257953468
11128.63680352927013.36319647072989
121010.5295266690556-0.529526669055586
13106.998598810722263.00140118927774
1487.719018571933510.280981428066488
1587.30758718213810.692412817861896
1647.34457716499546-3.34457716499546
1796.421929838204542.57807016179546
1887.86635491912290.133645080877104
1979.2902509720016-2.29025097200160
201111.0512546060723-0.0512546060722577
2198.06711181028690.932888189713104
221111.7946711513035-0.794671151303512
23138.69282575102144.30717424897861
2487.746737246058320.253262753941677
2586.610214183573051.38978581642695
2698.547930006630920.452069993369077
2768.57258242672418-2.57258242672418
2897.982280105360511.01771989463949
2999.44126761633275-0.441267616332748
3067.66056932136737-1.66056932136737
3166.09702378997289-0.0970237899728906
321610.79782147478315.2021785252169
33511.1944101877991-6.19441018779909
3477.6534172002683-0.6534172002683
3599.5774287789612-0.577428778961202
3667.11786170510101-1.11786170510101
3767.0153645383085-1.01536453830849
3857.83618264642205-2.83618264642205
391211.16795405243190.832045947568065
4077.95925333731902-0.959253337319017
411010.1924226794435-0.192422679443455
4298.601413941700360.398586058299643
4389.15425797860542-1.15425797860542
4458.96220584669739-3.96220584669739
4586.929136513607221.07086348639278
4687.097297489766950.90270251023305
47108.8720429585971.12795704140299
4867.44390693475173-1.44390693475173
4988.15982058492025-0.159820584920251
50710.3558946604533-3.35589466045327
5145.56507060217383-1.56507060217383
5287.174793365824810.825206634175189
5386.974634831932931.02536516806707
5444.99061056248646-0.990610562486465
552013.06539985138306.93460014861699
5687.759053539560320.240946460439682
5787.48385187022070.516148129779296
5868.36672486389353-2.36672486389353
5944.21219780992602-0.212197809926016
6089.0158706740298-1.01587067402980
6197.063949061717521.93605093828248
6267.86113413585-1.86113413585000
6378.29596960973749-1.29596960973749
6496.189952287617432.81004771238257
6556.85434866861619-1.85434866861619
6656.1069844415282-1.10698444152821
6787.491702642912920.508297357087083
6887.984572628958790.0154273710412143
6966.50644750694418-0.506447506944179
7086.986114604930351.01388539506965
7177.68681099588278-0.686810995882781
7276.311044270230430.688955729769569
7399.10603077664228-0.106030776642279
741110.93536012104290.0646398789570543
7568.7378133111142-2.73781331111421
7688.04340573239236-0.0434057323923618
7768.07606755123294-2.07606755123294
7898.745508989974140.254491010025860
7986.221800430368251.77819956963175
8068.46864255311038-2.46864255311038
81108.085648358192131.91435164180787
8286.211617718110071.78838228188993
8388.48367290237763-0.483672902377626
84108.893577475452871.10642252454713
8556.17818792078822-1.17818792078822
8679.47247887155855-2.47247887155855
8757.03058179752459-2.03058179752459
8886.101920547642261.89807945235774
891410.13579530666083.86420469333916
9077.84179932494668-0.841799324946678
9189.12329522007711-1.12329522007711
9264.967381155105091.03261884489491
9356.35072703959093-1.35072703959093
9469.38763803518128-3.38763803518128
95106.778908427581553.22109157241845
961211.84701054736750.152989452632491
9799.4894707635459-0.489470763545892
981211.17147306952760.828526930472448
9977.47628309672623-0.476283096726231
10088.32536528462459-0.325365284624589
101109.345042257722380.65495774227762
10267.1047171210265-1.10471712102650
1031011.2582025820310-1.25820258203096
104108.5355888522871.46441114771299
105107.270576346710142.72942365328986
10658.39280641682401-3.39280641682401
10777.26292278968292-0.262922789682919
108108.69922621704121.3007737829588
109119.56568683985531.43431316014470
11068.15067528003432-2.15067528003432
11177.53682223155077-0.536822231550769
112129.447108026139872.55289197386013
113116.608185161863954.39181483813605
1141110.61655038465650.383449615343534
115115.215874088681825.78412591131818
11657.40893721529114-2.40893721529114
117810.2920267095665-2.29202670956647
11866.80334750173133-0.80334750173133
11999.55095380745055-0.550953807450546
12047.01587372138868-3.01587372138868
12146.24513956401686-2.24513956401686
12278.20486735051709-1.20486735051709
123119.500617078993591.49938292100641
12464.560080135454531.43991986454547
12576.816625689503590.18337431049641
12689.9582548271011-1.95825482710111
12746.10108043555788-2.10108043555788
12887.152725663012740.847274336987259
12998.208120514497490.79187948550251
13088.14193121445213-0.141931214452128
131118.580078472604562.41992152739544
13287.327403625218710.672596374781286
13356.80598261433022-1.80598261433022
13445.7780458978885-1.77804589788850
13587.457468653321490.542531346678509
1361011.8415352497112-1.84153524971124
13767.95181137376308-1.95181137376308
13898.95866808888520.0413319111148067
13997.299020417239071.70097958276093
140138.901266455980524.09873354401948
14197.911910135279521.08808986472048
142109.81667167306750.183328326932508
1432014.38270730051205.61729269948797
14456.07491248560233-1.07491248560233
1451110.05153561843890.948464381561124
14668.28001777911344-2.28001777911344
147910.6472677083783-1.64726770837832
14877.21835791320574-0.218357913205745
14998.034177314553320.965822685446681
150108.46605783582921.53394216417081
15197.138289362250991.86171063774901
152810.3315756979097-2.33157569790974
153711.6694649446282-4.66946494462819
15469.59415577122616-3.59415577122616
1551311.54585949262231.45414050737768
15668.09454584702698-2.09454584702698
15788.00152325707931-0.00152325707931182
158109.507739978610130.492260021389866
1591612.05176651265173.94823348734829


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.942504313047070.1149913739058590.0574956869529295
110.9197938034026530.1604123931946950.0802061965973474
120.8704687969571820.2590624060856350.129531203042818
130.8414122342253020.3171755315493960.158587765774698
140.7663374492903040.4673251014193930.233662550709696
150.6791016536247420.6417966927505170.320898346375258
160.7369231281638780.5261537436722430.263076871836122
170.6659717971968650.668056405606270.334028202803135
180.5823308287953020.8353383424093960.417669171204698
190.5500381279184130.8999237441631730.449961872081587
200.470866708282320.941733416564640.52913329171768
210.4557088027810060.9114176055620120.544291197218994
220.3861662379655860.7723324759311720.613833762034414
230.6102685263278070.7794629473443870.389731473672193
240.6274037771574030.7451924456851940.372596222842597
250.5622914852624850.875417029475030.437708514737515
260.5113450336307850.9773099327384310.488654966369216
270.5135077481905950.972984503618810.486492251809405
280.4487093281956280.8974186563912560.551290671804372
290.3841079804693220.7682159609386450.615892019530678
300.3570044149837880.7140088299675770.642995585016212
310.3302280782132310.6604561564264620.669771921786769
320.6454615571619760.7090768856760490.354538442838024
330.8639880493819610.2720239012360780.136011950618039
340.8345040336322020.3309919327355950.165495966367798
350.7986762313831030.4026475372337940.201323768616897
360.8024401907689120.3951196184621760.197559809231088
370.7659400251015450.4681199497969100.234059974898455
380.8572475379506560.2855049240986880.142752462049344
390.8401365389840430.3197269220319150.159863461015957
400.8070191247363790.3859617505272420.192980875263621
410.7673519185723270.4652961628553460.232648081427673
420.7273861584436870.5452276831126260.272613841556313
430.699844443642940.600311112714120.30015555635706
440.7582025304459510.4835949391080980.241797469554049
450.7243806703914280.5512386592171450.275619329608572
460.6808471031059170.6383057937881660.319152896894083
470.6388369006740420.7223261986519160.361163099325958
480.6160304809193630.7679390381612750.383969519080637
490.5679661814480810.8640676371038380.432033818551919
500.5983117324706710.8033765350586590.401688267529329
510.6244312108719070.7511375782561850.375568789128093
520.5806322857570790.8387354284858430.419367714242921
530.5359672469650580.9280655060698840.464032753034942
540.5106864593692640.9786270812614710.489313540630736
550.9216434307228070.1567131385543860.0783565692771929
560.902811221379440.1943775572411200.0971887786205599
570.881130676019750.2377386479605010.118869323980251
580.8834225356116720.2331549287766550.116577464388327
590.8582124345521630.2835751308956730.141787565447837
600.8335077287396690.3329845425206630.166492271260331
610.8292156949141950.341568610171610.170784305085805
620.8216971477274930.3566057045450140.178302852272507
630.8010596629845350.397880674030930.198940337015465
640.8333216237334130.3333567525331730.166678376266587
650.8241194421146910.3517611157706180.175880557885309
660.8015070359719560.3969859280560890.198492964028044
670.7750481459455180.4499037081089640.224951854054482
680.742135435218090.515729129563820.25786456478191
690.7079610081769960.5840779836460080.292038991823004
700.6755761393573150.648847721285370.324423860642685
710.6470333360355690.7059333279288630.352966663964431
720.6063216068326180.7873567863347630.393678393167382
730.5617124539438290.8765750921123420.438287546056171
740.5156902490813360.9686195018373290.484309750918664
750.5479982606025490.9040034787949020.452001739397451
760.5020246285875430.9959507428249130.497975371412457
770.5104242972386020.9791514055227970.489575702761398
780.4636808383180770.9273616766361540.536319161681923
790.4425370184666890.8850740369333780.557462981533311
800.4541877103962430.9083754207924860.545812289603757
810.4391525357966310.8783050715932630.560847464203369
820.4266637640393380.8533275280786770.573336235960662
830.3842949619264960.7685899238529920.615705038073504
840.3515516830041330.7031033660082670.648448316995867
850.3256383895204980.6512767790409960.674361610479502
860.3433042335967020.6866084671934050.656695766403298
870.3397989561766060.6795979123532120.660201043823394
880.3230611865341210.6461223730682410.67693881346588
890.421567271311850.84313454262370.57843272868815
900.3826459180755450.765291836151090.617354081924455
910.3524209636806250.7048419273612510.647579036319375
920.3174159917492830.6348319834985660.682584008250717
930.2922318330176040.5844636660352090.707768166982396
940.3536493857397530.7072987714795060.646350614260247
950.4075802642801460.8151605285602930.592419735719854
960.3619096023605080.7238192047210160.638090397639492
970.3214029145719420.6428058291438840.678597085428058
980.2878378531352050.575675706270410.712162146864795
990.2491323936736070.4982647873472140.750867606326393
1000.2124672483741690.4249344967483380.787532751625831
1010.1819378307195700.3638756614391410.81806216928043
1020.1591045686879570.3182091373759140.840895431312043
1030.1429269162083030.2858538324166050.857073083791697
1040.1271645694056270.2543291388112540.872835430594373
1050.1532543354685140.3065086709370280.846745664531486
1060.1873169669691620.3746339339383250.812683033030838
1070.1554496118906540.3108992237813090.844550388109346
1080.1393283725313090.2786567450626180.860671627468691
1090.1255691870981320.2511383741962630.874430812901869
1100.1243544254790070.2487088509580150.875645574520993
1110.1022313798773370.2044627597546740.897768620122663
1120.1493241325055080.2986482650110160.850675867494492
1130.2906473958411720.5812947916823440.709352604158828
1140.2576579355025970.5153158710051940.742342064497403
1150.5395859532285610.9208280935428780.460414046771439
1160.5394428865703890.9211142268592210.460557113429611
1170.5557697894126740.8884604211746520.444230210587326
1180.5075471304732430.9849057390535140.492452869526757
1190.4530328063525040.9060656127050080.546967193647496
1200.528326157762410.943347684475180.47167384223759
1210.5022469789975320.9955060420049370.497753021002468
1220.5201689841843230.9596620316313540.479831015815677
1230.4765072143688580.9530144287377160.523492785631142
1240.4822984361505730.9645968723011450.517701563849427
1250.4247340463750150.849468092750030.575265953624985
1260.4235689589125160.8471379178250330.576431041087484
1270.3937313579147120.7874627158294240.606268642085288
1280.3650075356139970.7300150712279950.634992464386003
1290.3293671176190330.6587342352380670.670632882380967
1300.2971226376027070.5942452752054150.702877362397293
1310.3034029924929240.6068059849858480.696597007507076
1320.2532150347780460.5064300695560930.746784965221954
1330.2118958199573150.423791639914630.788104180042685
1340.1759259254977210.3518518509954420.824074074502279
1350.1446529599792430.2893059199584860.855347040020757
1360.1461060065519880.2922120131039750.853893993448013
1370.1583094413930980.3166188827861960.841690558606902
1380.1655878299989900.3311756599979810.83441217000101
1390.1791192390923960.3582384781847930.820880760907604
1400.2203684226067970.4407368452135950.779631577393203
1410.1714199977259830.3428399954519660.828580002274017
1420.1434975797915470.2869951595830940.856502420208453
1430.2028947082596730.4057894165193450.797105291740327
1440.1557022911664030.3114045823328070.844297708833597
1450.1098478891273260.2196957782546510.890152110872674
1460.07241771033218610.1448354206643720.927582289667814
1470.043308522163120.086617044326240.95669147783688
1480.02201907291029430.04403814582058870.977980927089706
1490.01003336201861140.02006672403722280.989966637981389


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