Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 118.427761851709 -0.0801344199419449X[t] -1.64513563400788Y1[t] + 1.62948208638638Y2[t] + 0.420973600787796t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)118.42776185170931.981943.7030.0005410.00027
X-0.08013441994194490.017396-4.60642.9e-051.5e-05
Y1-1.645135634007881.181023-1.3930.1699150.084958
Y21.629482086386381.2259121.32920.1899380.094969
t0.4209736007877960.03212113.105800


Multiple Linear Regression - Regression Statistics
Multiple R0.98962756756525
R-squared0.979362722485113
Adjusted R-squared0.977678046769612
F-TEST (value)581.336047925333
F-TEST (DF numerator)4
F-TEST (DF denominator)49
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.730093650301397
Sum Squared Residuals26.1188001723105


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1109.99109.9114385212400.0785614787604981
2112.01110.6706505743591.33934942564122
3111.96111.2927640356280.667235964372123
4111.41111.841528235971-0.431528235971084
5112.11112.217184423091-0.107184423091427
6111.67112.473731861046-0.80373186104607
7111.95113.072852743003-1.12285274300288
8112.31113.503290871561-1.19329087156149
9113.26113.868438315265-0.608438315265402
10113.5114.047735239172-0.547735239172297
11114.43114.1801282614040.249871738595770
12115.02114.7707660949380.249233905061831
13115.1115.0147275617950.085272438205065
14117.11115.469049480861.64095051914007
15117.52116.0668546792711.45314532072905
16116.1116.431309713748-0.331309713747685
17116.39116.548413395295-0.158413395295359
18116.01116.494573691869-0.484573691869246
19116.74117.297736605861-0.557736605860636
20116.68117.470582574949-0.790582574949178
21117.45117.708586694248-0.258586694247897
22117.8118.049850347445-0.249850347445452
23119.37118.3941903098930.975809690106882
24118.9118.5622105476370.337789452363106
25119.05119.218855476084-0.168855476084341
26120.46119.6397839427950.820216057204807
27120.99120.0132127653690.976787234631236
28119.86120.305971294249-0.445971294249443
29120.18119.8926464502500.287353549750298
30119.81120.109572283830-0.299572283830449
31120.15120.392995951999-0.242995951998651
32119.8120.424592404899-0.624592404898929
33120.27120.429670832615-0.159670832615038
34120.71120.6827866238760.0272133761235505
35121.87121.1081099509690.76189004903057
36121.87122.266817353508-0.396817353508053
37121.92122.502009569407-0.582009569407412
38123.72122.5527572172091.16724278279059
39124.38122.9577039340091.42229606599118
40123.21123.1336050791020.0763949208978032
41123.17123.328904886166-0.158904886165873
42122.95123.616329341807-0.666329341807101
43123.46124.059645379171-0.599645379170719
44123.24123.671484141343-0.431484141343407
45123.86123.7855115136410.0744884863590672
46124.28124.311738006466-0.0317380064660795
47124.78124.6813494454610.098650554539271
48125.19125.835836125314-0.645836125314084
49125.46126.327413350951-0.867413350950698
50127.6126.6110866903350.988913309664724
51127.8126.5179265864401.28207341356045
52126.63126.885732265653-0.255732265652858
53127.06127.358116029897-0.298116029897032
54126.77127.309240327633-0.539240327632887


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.4253517860773080.8507035721546160.574648213922692
90.5339574620904590.9320850758190820.466042537909541
100.432391168667590.864782337335180.56760883133241
110.5463845406366060.9072309187267880.453615459363394
120.5528276973188380.8943446053623240.447172302681162
130.4403386540316510.8806773080633020.559661345968349
140.6571969171674410.6856061656651190.342803082832559
150.775891290416810.4482174191663790.224108709583190
160.7934929435826060.4130141128347880.206507056417394
170.731934077804550.5361318443908990.268065922195450
180.706216886512920.5875662269741590.293783113487079
190.6981723903047440.6036552193905130.301827609695256
200.7821332661653970.4357334676692050.217866733834603
210.7796482713034310.4407034573931380.220351728696569
220.7938382632411770.4123234735176460.206161736758823
230.7638158977654330.4723682044691340.236184102234567
240.6945099375651150.610980124869770.305490062434885
250.6496364441257780.7007271117484440.350363555874222
260.6043120723845990.7913758552308030.395687927615401
270.5938794358385590.8122411283228830.406120564161441
280.6688225041865140.6623549916269720.331177495813486
290.6162489512041430.7675020975917130.383751048795857
300.6314046893252680.7371906213494630.368595310674732
310.6045103198528270.7909793602943460.395489680147173
320.6580112080725950.6839775838548090.341988791927405
330.6238833643754270.7522332712491450.376116635624573
340.5871191773510610.8257616452978780.412880822648939
350.5097089224657470.9805821550685060.490291077534253
360.4604352569285980.9208705138571960.539564743071402
370.5545342187645890.8909315624708210.445465781235411
380.4879934855692090.9759869711384180.512006514430791
390.6090577893595380.7818844212809250.390942210640462
400.5679444694302870.8641110611394250.432055530569713
410.5307764004719260.9384471990561480.469223599528074
420.4686186246233860.9372372492467710.531381375376614
430.3967198566756480.7934397133512960.603280143324352
440.2983147076012880.5966294152025770.701685292398712
450.360881152449750.72176230489950.63911884755025
460.2245884116658730.4491768233317450.775411588334127


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 level00OK