Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 7.52338981352697 + 0.329234589786872CM[t] -0.360242862076528D[t] + 0.196436099966937PE[t] + 0.399119446996563O[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.523389813526972.2142933.39760.0008650.000433
CM0.3292345897868720.0550515.980500
D-0.3602428620765280.105903-3.40160.0008530.000427
PE0.1964360999669370.0850462.30980.022230.011115
O0.3991194469965630.0705695.655800


Multiple Linear Regression - Regression Statistics
Multiple R0.605745939016341
R-squared0.366928142634789
Adjusted R-squared0.350484717768160
F-TEST (value)22.3145813971791
F-TEST (DF numerator)4
F-TEST (DF denominator)154
p-value1.50990331349021e-14
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.39855285935688
Sum Squared Residuals1778.72487682780


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12422.91952262088731.08047737911266
22522.34638305604652.65361694395354
33024.27632054179665.72367945820337
41920.2708063653626-1.27080636536265
52220.50817222561641.49182777438363
62223.1204117918552-1.12041179185521
72522.64443626304952.35556373695049
82319.37077725383923.62922274616076
91718.8235876699938-1.82358766999384
102121.6893618315462-0.689361831546238
111922.7416002990848-3.74160029908479
121923.4046408076239-4.40464080762391
131523.1552674155735-8.15526741557349
141617.0778507893901-1.07785078939014
152319.44066211104893.55933788895107
162724.15511945807112.84488054192886
172220.94544427999621.05455572000378
181416.5301962273129-2.53019622731288
192224.1444191400076-2.14441914000762
202324.0080646672178-1.00806466721779
212321.55138629318871.44861370681128
222124.4717188123923-3.47171881239229
231922.3267442268275-3.32674422682747
241823.8303703084389-5.83037030843893
252023.1523171521758-3.1523171521758
262322.43460858092630.56539141907374
272523.39130407799721.60869592200278
281923.3276664678502-4.32766646785022
292423.84708991054130.152910089458663
302221.61160866170620.388391338293833
312525.1649802102494-0.164980210249377
322623.10508529229672.89491470770331
332922.84081751048686.15918248951317
343225.20753103610396.79246896389614
352521.59911416758083.40088583241921
362924.44004141509554.5599585849045
372824.97401252727883.02598747272125
381717.1774147210595-0.177414721059483
392826.05245997511781.94754002488222
402922.96832069380466.03167930619538
412627.5372260575766-1.53722605757662
422523.45421771060751.54578228939254
431419.578755907371-5.57875590737100
442522.20091696160702.79908303839302
452621.64976126908944.35023873091056
462020.2777775899621-0.277777589962093
471821.3936536676476-3.39365366764764
483224.69152283504237.3084771649577
492525.0057447771052-0.00574477710516708
502521.77330739591943.22669260408062
512320.88065058251342.11934941748661
522122.1435265985227-1.14352659852267
532024.0382307040061-4.03823070400614
541516.54804088047-1.54804088047002
553026.55687077008493.4431292299151
562425.3320291034943-1.33202910349435
572624.29758043658331.70241956341668
582421.76916817675312.23083182324693
592221.50290207210610.49709792789394
601415.6686115909104-1.66861159091044
612422.21341145573241.78658854426764
622422.96742360577371.03257639422631
632423.38138259000010.618617409999919
642419.91681075034884.08318924965119
651918.55385147118770.446148528812339
663126.85002974410384.14997025589623
672226.5873830278616-4.58738302786159
682721.47183894728685.52816105271322
691917.74569108919741.25430891080260
702522.2841934009732.71580659902702
712024.9978764644748-4.99787646447479
722121.4843334414122-0.484333441412164
732727.4818888698591-0.481888869859067
742324.3831470665241-1.38314706652415
752525.765831063715-0.765831063715015
762022.2320983443908-2.23209834439081
772119.29169488616921.70830511383083
782222.4433739815876-0.443373981587572
792322.99475763712890.0052423628711022
802524.11358397821210.88641602178786
812523.3822796780311.61772032196899
821723.8260579787784-6.82605797877844
831921.4486989876275-2.44869898762751
842523.94798304004071.05201695995932
851922.4000991781963-3.40009917819633
862023.1964890435980-3.19648904359797
872622.57455140583983.42544859416018
882320.76089745386142.23910254613858
892724.34264941603642.65735058396358
901720.9151599852433-3.91515998524332
911723.3690612063689-6.36906120636888
921920.1648769286661-1.16487692866605
931719.7761439478985-2.77614394789849
942222.0930526075082-0.0930526075081821
952123.4736834293323-2.47368342933229
963228.6294971973713.37050280262897
972124.6938678781467-3.69386787814674
982124.3053938966841-3.30539389668408
991821.2754028473198-3.27540284731985
1001821.3010609605777-3.30106096057775
1012322.82140664429160.178593355708382
1021920.6789502123254-1.67895021232541
1032020.9840929018925-0.98409290189246
1042122.2948388665069-1.29483886650688
1052023.7876463720903-3.78764637209027
1061718.8584432937121-1.85844329371212
1071820.30476490105-2.30476490104999
1081920.7232952142418-1.72329521424176
1092222.0389043755593-0.0389043755592504
1101518.8157193573635-3.81571935736346
1111418.861999276682-4.86199927668202
1121826.5818597583357-8.58185975833566
1132421.30568714207272.69431285792725
1143523.553434922009511.4465650779905
1152919.07628002980619.9237199701939
1162122.0417363809924-1.04173638099239
1172520.54447580440824.45552419559183
1182018.50890074969911.49109925030089
1192223.2362627165489-1.23626271654894
1201316.9054517371134-3.90545173711341
1212623.26420196819742.73579803180261
1221716.91314693924960.086853060750385
1232520.05652561223864.94347438776143
1242020.7365685384335-0.736568538433521
1251918.12346475259650.876535247403452
1262122.6645711067815-1.66457110678147
1272221.12319349130470.876806508695295
1282422.68331284796951.31668715203046
1292122.9743948303731-1.97439483037314
1302625.48351448197270.516485518027266
1312420.54169865150473.45830134849535
1321620.2876990779592-4.28769907795923
1332322.4160948027620.583905197238016
1341820.8568725341281-2.85687253412808
1351622.3718680588102-6.37186805881019
1362624.10968177425391.89031822574610
1371919.1060773622303-0.106077362230300
1382116.86892019529784.13107980470218
1392122.1745348708123-1.17453487081232
1402218.42741848639503.57258151360503
1412319.71262459571603.28737540428395
1422924.80468249564324.19531750435677
1432119.08728076851261.91271923148739
1442119.98759269558941.01240730441057
1452321.87420052541871.12579947458127
1462723.04697095167563.95302904832437
1472525.4101595306039-0.410159530603869
1482121.0090818901432-0.00908189014322001
1491017.0947435019867-7.09474350198672
1502022.6171022316943-2.6171022316943
1512622.52780650828943.4721934917106
1522423.69991686172340.300083138276562
1532931.7712548047923-2.77125480479230
1541919.0639037936453-0.0639037936452667
1552422.05652106569261.94347893430741
1561920.8133697677130-1.81336976771304
1572423.43822208604180.56177791395819
1582221.81056291527170.189437084728275
1591723.6804511429986-6.68045114299861


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.3139080917141120.6278161834282230.686091908285888
90.1841614278126750.3683228556253500.815838572187325
100.1130553529436600.2261107058873200.88694464705634
110.2283587238301820.4567174476603650.771641276169818
120.2097355375294440.4194710750588890.790264462470556
130.812750563044010.3744988739119820.187249436955991
140.741901221584330.5161975568313390.258098778415670
150.6934292933645960.6131414132708070.306570706635404
160.624765698855140.7504686022897190.375234301144860
170.5448750302891210.9102499394217580.455124969710879
180.5191207074845850.961758585030830.480879292515415
190.4541858701528100.9083717403056190.54581412984719
200.4518901138892690.9037802277785370.548109886110731
210.4385115940789550.877023188157910.561488405921045
220.375332957154660.750665914309320.62466704284534
230.3521444742226030.7042889484452050.647855525777397
240.3845171969956520.7690343939913040.615482803004348
250.4009645842360530.8019291684721060.599035415763947
260.3363075541879250.6726151083758500.663692445812075
270.2948533999227110.5897067998454230.705146600077289
280.3159163713876880.6318327427753760.684083628612312
290.2648563947020760.5297127894041510.735143605297924
300.2146343925614540.4292687851229080.785365607438546
310.1731248345810630.3462496691621260.826875165418937
320.1792230948792010.3584461897584010.8207769051208
330.3616514152175000.7233028304349990.6383485847825
340.597284553287450.80543089342510.40271544671255
350.5714756343198930.8570487313602130.428524365680107
360.6751960213332160.6496079573335670.324803978666784
370.6792342962224230.6415314075551540.320765703777577
380.6276168843639650.7447662312720690.372383115636035
390.5888638654763170.8222722690473660.411136134523683
400.685324884837860.6293502303242790.314675115162139
410.6559149041658250.688170191668350.344085095834175
420.6112675014925620.7774649970148770.388732498507438
430.6805324687434550.638935062513090.319467531256545
440.658320808988860.6833583820222790.341679191011140
450.6755128120301560.6489743759396880.324487187969844
460.629002581106140.741994837787720.37099741889386
470.6241382306382050.751723538723590.375861769361795
480.7543531086387810.4912937827224380.245646891361219
490.7170215406021410.5659569187957180.282978459397859
500.7199023626803140.5601952746393710.280097637319686
510.6889334763149360.6221330473701290.311066523685064
520.6536257039098320.6927485921803350.346374296090168
530.6894698921756140.6210602156487730.310530107824386
540.652947110155710.6941057796885790.347052889844290
550.6452342696842520.7095314606314960.354765730315748
560.6130217380065070.7739565239869860.386978261993493
570.5744163921600350.851167215679930.425583607839965
580.5442914777851670.9114170444296660.455708522214833
590.4972133445331110.9944266890662220.502786655466889
600.4577585747090840.9155171494181680.542241425290916
610.4215605161612580.8431210323225150.578439483838742
620.378756706609460.757513413218920.62124329339054
630.3357404043345520.6714808086691040.664259595665448
640.3565030417585160.7130060835170330.643496958241484
650.3142038268214760.6284076536429520.685796173178524
660.3287985415883610.6575970831767210.67120145841164
670.3867668311451410.7735336622902820.613233168854859
680.4603728953752590.9207457907505190.539627104624741
690.4202193247189610.8404386494379210.57978067528104
700.4036982099363780.8073964198727560.596301790063622
710.4615263336988830.9230526673977660.538473666301117
720.4174221075531760.8348442151063520.582577892446824
730.376388202165160.752776404330320.62361179783484
740.3406764626716550.681352925343310.659323537328345
750.3027085727465110.6054171454930220.69729142725349
760.2791002027885340.5582004055770680.720899797211466
770.2516808582502610.5033617165005210.748319141749739
780.2175397909762470.4350795819524950.782460209023753
790.1886463205691370.3772926411382750.811353679430863
800.1611091468813360.3222182937626730.838890853118664
810.1424323520344990.2848647040689990.8575676479655
820.2324122874239740.4648245748479490.767587712576026
830.2144873519118490.4289747038236990.78551264808815
840.1865021183951670.3730042367903330.813497881604833
850.1855638480539830.3711276961079660.814436151946017
860.1798146653377710.3596293306755430.820185334662229
870.1824097938072120.3648195876144250.817590206192788
880.1726396364314850.3452792728629710.827360363568515
890.1625854783913370.3251709567826730.837414521608663
900.1679485172136530.3358970344273060.832051482786347
910.2413346177427290.4826692354854570.758665382257271
920.208939437017610.417878874035220.79106056298239
930.1937059130684550.3874118261369090.806294086931545
940.1629837600889960.3259675201779920.837016239911004
950.1469299500326580.2938599000653170.853070049967342
960.1512565387787940.3025130775575880.848743461221206
970.1520818603666670.3041637207333340.847918139633333
980.1470471614937480.2940943229874960.852952838506252
990.1413812058889160.2827624117778330.858618794111084
1000.1374123106934850.274824621386970.862587689306515
1010.1129493862292470.2258987724584930.887050613770753
1020.0951192746138270.1902385492276540.904880725386173
1030.07751926247706020.1550385249541200.92248073752294
1040.0628759439158770.1257518878317540.937124056084123
1050.06378982118625560.1275796423725110.936210178813744
1060.05512375736449630.1102475147289930.944876242635504
1070.04900256143945770.09800512287891540.950997438560542
1080.04210382206667690.08420764413335390.957896177933323
1090.03216707000545520.06433414001091040.967832929994545
1100.03342374925366410.06684749850732820.966576250746336
1110.0438751320731190.0877502641462380.956124867926881
1120.1444531782327420.2889063564654830.855546821767258
1130.1291921546900020.2583843093800040.870807845309998
1140.5383941117879160.9232117764241670.461605888212084
1150.8881383640296250.2237232719407500.111861635970375
1160.860926828122010.2781463437559800.139073171877990
1170.902391891343910.1952162173121810.0976081086560904
1180.8813917456595750.237216508680850.118608254340425
1190.8582848912813520.2834302174372950.141715108718648
1200.8946151138125260.2107697723749480.105384886187474
1210.876551863368120.2468962732637590.123448136631879
1220.8444905772810670.3110188454378670.155509422718933
1230.8716040453751320.2567919092497360.128395954624868
1240.8379218617318350.3241562765363290.162078138268165
1250.805995319940010.3880093601199820.194004680059991
1260.7654956532616830.4690086934766340.234504346738317
1270.7341033674018640.5317932651962720.265896632598136
1280.6982873047903420.6034253904193160.301712695209658
1290.6458338385204590.7083323229590830.354166161479541
1300.5868805108319110.8262389783361780.413119489168089
1310.5868173448325920.8263653103348160.413182655167408
1320.5892290452670820.8215419094658350.410770954732918
1330.5418716415496750.916256716900650.458128358450325
1340.4951583909078840.9903167818157670.504841609092116
1350.6494415117585490.7011169764829030.350558488241451
1360.6129078704883380.7741842590233250.387092129511662
1370.5456550760544740.9086898478910520.454344923945526
1380.5499021659557740.9001956680884510.450097834044226
1390.4755499765711050.951099953142210.524450023428895
1400.4544752196997180.9089504393994360.545524780300282
1410.4248783355204430.8497566710408870.575121664479556
1420.4910658172823130.9821316345646260.508934182717687
1430.6166835738472950.7666328523054110.383316426152705
1440.5420838816010010.9158322367979980.457916118398999
1450.4669314031957750.933862806391550.533068596804225
1460.4922739389495240.9845478778990490.507726061050476
1470.4387784444561330.8775568889122660.561221555543867
1480.3274732813497750.654946562699550.672526718650225
1490.5615402256452440.8769195487095130.438459774354756
1500.5396036457095710.9207927085808580.460396354290429
1510.4008117790713500.8016235581426990.59918822092865


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 level50.0347222222222222OK