Multiple Linear Regression - Estimated Regression Equation

PS[t] = + 17.7328206986877 + 0.380763089814471CM[t] -0.358122279733057DA[t] + 0.0114452394212943PC[t] + e[t]

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.D.	T-STAT H0: parameter = 0	2-tail p-value	1-tail p-value
(Intercept)	17.7328206986877	1.503706	11.7927	0	0
CM	0.380763089814471	0.058879	6.4669	0	0
DA	-0.358122279733057	0.115743	-3.0941	0.002342	0.001171
PC	0.0114452394212943	0.115721	0.0989	0.921343	0.460671

Multiple Linear Regression - Regression Statistics
Multiple R	0.47780279837152
R-squared	0.228295514131655
Adjusted R-squared	0.213359298276139
F-TEST (value)	15.2846956913347
F-TEST (DF numerator)	3
F-TEST (DF denominator)	155
p-value	9.22506182554628e-09
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	3.74013733053778
Sum Squared Residuals	2168.23722394876

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	24	21.9947658110277	2.00523418897227
2	25	23.4041147823562	1.59588521764384
3	30	22.1486214625057	7.85137853749432
4	19	20.3806508739218	-1.38065087392180
5	22	21.8245852322753	0.175414767724672
6	22	20.3239240143377	1.67607598566232
7	25	21.8126406553317	3.18735934466832
8	23	20.0115826922898	2.9884173077102
9	17	18.9367165155683	-1.93671651556828
10	21	20.3465648244191	0.653435175580904
11	19	21.9721250009463	-2.97212500094628
12	19	24.9726984305380	-5.97269843053804
13	15	23.739845920769	-8.73984592076898
14	16	20.3806508739218	-4.3806508739218
15	23	19.5964838842114	3.40351611578855
16	27	20.9152696152143	6.08473038478574
17	22	22.6087522219857	-0.608752221985684
18	14	20.6708507234106	-6.67085072341062
19	22	22.5632209330617	-0.563220933061682
20	23	24.6486622003077	-1.64866220030769
21	23	22.7445970824742	0.255402917525836
22	21	25.074706910285	-4.07470691028499
23	19	22.6545331796709	-3.65453317967086
24	18	24.6143264820438	-6.61432648204381
25	20	21.1195362434693	-1.11953624346933
26	23	21.0630590526464	1.93694094735361
27	25	22.1936534139073	2.80634658609267
28	19	22.6087522219857	-3.60875222198568
29	24	22.9895153118002	1.01048468819985
30	22	21.0513641444639	0.948635855536083
31	25	23.3585834934322	1.64141650656784
32	26	21.7050652990612	4.29493470093878
33	29	23.7505421539067	5.24945784609326
34	32	24.4670363821340	7.53296361786596
35	25	21.0856998627278	3.9143001372722
36	29	24.2559545335496	4.74404546645042
37	28	26.4273290220293	1.57267097797066
38	17	17.0100105876533	-0.0100105876533363
39	28	25.7571150890096	2.24288491099043
40	29	23.0345472632018	5.96545273679819
41	26	23.8756907812575	2.12430921874254
42	25	22.9895153118002	2.01048468819985
43	14	21.0968954333879	-7.09689543338792
44	25	21.0399189050426	3.96008109495738
45	26	21.8584216130169	4.14157838698314
46	20	19.2383616044784	0.761638395521609
47	18	20.4488229729272	-2.44882297292722
48	32	25.3529621828302	6.64703781716984
49	25	25.2852894213471	-0.285289421347099
50	25	21.5567765241067	3.44322347589325
51	23	21.9484855158202	1.05151448417984
52	21	21.4550177131210	-0.455017713120977
53	20	21.8584216130169	-1.85842161301686
54	15	19.8182619659337	-4.81826196593367
55	30	25.7581137640543	4.24188623594573
56	24	23.0686333127045	0.931366687295486
57	26	22.6199477926458	3.3800522073542
58	24	21.4094864241970	2.59051357580303
59	22	19.8409027760151	2.15909722398491
60	14	17.7832316754647	-3.78323167546475
61	24	21.0856998627278	2.9143001372722
62	24	22.2162942239887	1.78370577601126
63	24	20.749968724315	3.25003127568502
64	24	20.0339738336100	3.96602616638996
65	19	18.0164549966083	0.983545003391731
66	31	24.8928314233502	6.10716857664984
67	22	26.7630601604422	-4.76306016044216
68	27	21.8357808029354	5.16421919706455
69	19	16.5727703070159	2.42722969298408
70	25	21.5002993332838	3.49970066671620
71	20	25.6093256515774	-5.60932565157745
72	21	21.8243355635142	-0.824335563514153
73	27	26.0356200303159	0.964379969684079
74	23	23.5290137409457	-0.529013740945694
75	25	24.4782319527942	0.521768047205845
76	20	23.0007108824603	-3.00071088246027
77	21	17.7377003865407	3.26229961345925
78	22	21.5343853827865	0.465614617213489
79	23	20.7614139637363	2.23858603626373
80	25	24.523513572957	0.476486427043018
81	25	21.5911122423706	3.40888775762937
82	17	22.5293845523201	-5.52938455232015
83	19	21.5229401433652	-2.52294014336522
84	25	22.5975566513256	2.40244334867443
85	19	21.5338860452642	-2.53388604526416
86	20	21.869617183677	-1.86961718367698
87	26	22.2048489845674	3.79515101543255
88	23	18.5221170450123	4.47788295498772
89	27	24.2569532085943	2.74304679140572
90	17	21.4662132837811	-4.46621328378109
91	17	22.7105110329715	-5.71051103297146
92	19	19.8185116346949	-0.81851163469485
93	17	19.9429112557620	-2.94291125576204
94	22	22.5970573138032	-0.597057313803214
95	21	21.8586712817780	-0.858671281778036
96	32	26.0925965586612	5.90740344133878
97	21	23.909527161999	-2.90952716199899
98	21	24.2567035398331	-3.25670353983310
99	18	21.8243355635142	-3.82433556351415
100	18	22.6199477926458	-4.6199477926458
101	23	23.0236013613029	-0.0236013613028622
102	19	21.0060825243011	-2.00608252430109
103	20	22.2394343715925	-2.23943437159251
104	21	21.8360304716966	-0.836030471696623
105	20	21.5911122423706	-1.59111224237063
106	17	22.2954122248931	-5.2954122248931
107	18	22.9439840228762	-4.94398402287615
108	19	23.7624867308504	-4.76248673085039
109	22	22.3640836614209	-0.364083661420868
110	15	19.2607527457986	-4.26075274579863
111	14	19.8978793043604	-5.89787930436039
112	18	25.6665518486839	-7.66655184868392
113	24	22.9897649805613	1.01023501943867
114	35	24.8709396195523	10.1290603804477
115	29	19.1368524622538	9.8631475377462
116	21	21.0172780949612	-0.0172780949612091
117	25	22.9101476421346	2.08985235786538
118	20	20.3351195849978	-0.335119584997802
119	22	22.3411931825783	-0.341193182578279
120	13	21.4545183755986	-8.45451837559863
121	26	24.8813861839289	1.11861381607114
122	17	19.2042755549757	-2.20427555497568
123	25	21.2217943919775	3.77820560802254
124	20	20.6479602445680	-0.647960244568033
125	19	17.8849904864505	1.11500951354948
126	21	21.5002993332838	-0.500299333283803
127	22	20.6250697657254	1.37493023427456
128	24	21.5002993332838	2.49970066671620
129	21	21.1083406728092	-0.108340672809213
130	26	25.3758526616728	0.624147338327247
131	24	22.2961612311766	1.70383876882337
132	16	20.6934915334920	-4.69349153349203
133	23	21.0399189050426	1.96008109495738
134	18	21.0058328555399	-3.00583285553992
135	16	22.2391847028313	-6.23918470283133
136	26	23.0915237915471	2.9084762084529
137	19	19.9996381153462	-0.999638115346158
138	21	20.3920961133431	0.607903886656902
139	21	21.4438221424609	-0.443822142460858
140	22	21.6028071505531	0.397192849446898
141	23	24.2450086316506	-1.24500863165063
142	29	24.9726984305380	4.02730156946196
143	21	22.0863277263980	-1.08632772639805
144	21	20.4142375859022	0.585762414097839
145	23	21.1991535818960	1.80084641810396
146	27	23.1136652641062	3.88633473589383
147	25	26.4163831201304	-1.41638312013039
148	21	22.2050986533286	-1.20509865332862
149	10	20.7049367729133	-10.7049367729133
150	20	23.3590828309545	-3.35908283095451
151	26	22.9442336916373	3.05576630836267
152	24	22.7557926531343	1.24420734686572
153	29	28.342589710523	0.657410289477015
154	19	22.9551795935363	-3.95517959353627
155	24	21.5575255303903	2.44247446960973
156	19	21.0513641444639	-2.05136414446392
157	24	23.4720372126004	0.527962787399602
158	22	21.5684714322892	0.431528567710781
159	17	23.9896438379481	-6.98964383794805

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
7	0.424069508813318	0.848139017626636	0.575930491186682
8	0.308069590692805	0.61613918138561	0.691930409307195
9	0.188102622113152	0.376205244226305	0.811897377886848
10	0.107395084813335	0.21479016962667	0.892604915186665
11	0.125378615563952	0.250757231127903	0.874621384436048
12	0.205873748311742	0.411747496623483	0.794126251688258
13	0.703630806595517	0.592738386808966	0.296369193404483
14	0.747480884927987	0.505038230144025	0.252519115072013
15	0.685461636905196	0.629076726189609	0.314538363094804
16	0.625349313441963	0.749301373116074	0.374650686558037
17	0.54401674659295	0.9119665068141	0.45598325340705
18	0.821134401995371	0.357731196009258	0.178865598004629
19	0.769348277971074	0.461303444057853	0.230651722028927
20	0.742614931389853	0.514770137220294	0.257385068610147
21	0.704803810144013	0.590392379711973	0.295196189855987
22	0.653588358191672	0.692823283616656	0.346411641808328
23	0.602652744057837	0.794694511884326	0.397347255942163
24	0.631622934154607	0.736754131690787	0.368377065845393
25	0.572325403291603	0.855349193416793	0.427674596708397
26	0.517238663246799	0.965522673506403	0.482761336753201
27	0.477125685867837	0.954251371735674	0.522874314132163
28	0.456587043324632	0.913174086649264	0.543412956675368
29	0.410767272414993	0.821534544829986	0.589232727585007
30	0.353055178025407	0.706110356050814	0.646944821974593
31	0.311083175269629	0.622166350539257	0.688916824730371
32	0.474809864060373	0.949619728120745	0.525190135939627
33	0.569010769850264	0.861978460299473	0.430989230149736
34	0.737696754805493	0.524606490389013	0.262303245194507
35	0.72801083096519	0.543978338069619	0.271989169034809
36	0.76591269812486	0.468174603750281	0.234087301875140
37	0.727578130854861	0.544843738290278	0.272421869145139
38	0.68829248293675	0.6234150341265	0.31170751706325
39	0.67870305126001	0.642593897479979	0.321296948739989
40	0.728858930953957	0.542282138092087	0.271141069046043
41	0.702640986890983	0.594718026218034	0.297359013109017
42	0.6646722962701	0.6706554074598	0.3353277037299
43	0.791507827938292	0.416984344123416	0.208492172061708
44	0.777739653643486	0.444520692713027	0.222260346356514
45	0.776666221717857	0.446667556564286	0.223333778282143
46	0.737492246096005	0.525015507807991	0.262507753903995
47	0.708421651007161	0.583156697985678	0.291578348992839
48	0.764172442260706	0.471655115478587	0.235827557739294
49	0.72918806407741	0.541623871845181	0.270811935922591
50	0.713294523368543	0.573410953262913	0.286705476631457
51	0.677503229158655	0.64499354168269	0.322496770841345
52	0.635357443995837	0.729285112008326	0.364642556004163
53	0.606221871943002	0.787556256113996	0.393778128056998
54	0.68184904525782	0.636301909484361	0.318150954742181
55	0.725451612491016	0.549096775017968	0.274548387508984
56	0.685759015266584	0.628481969466833	0.314240984733416
57	0.671399547403525	0.65720090519295	0.328600452596475
58	0.64327987025811	0.713440259483781	0.356720129741890
59	0.610039092801256	0.779921814397487	0.389960907198744
60	0.601575381383612	0.796849237232775	0.398424618616388
61	0.581400582677464	0.837198834645071	0.418599417322536
62	0.543941628125072	0.912116743749857	0.456058371874928
63	0.53120774008577	0.93758451982846	0.46879225991423
64	0.541862698150225	0.91627460369955	0.458137301849775
65	0.498596282073717	0.997192564147434	0.501403717926283
66	0.564246542975059	0.871506914049881	0.435753457024941
67	0.626175082448175	0.747649835103649	0.373824917551825
68	0.663287171513496	0.673425656973008	0.336712828486504
69	0.639148279220678	0.721703441558645	0.360851720779322
70	0.633918038177971	0.732163923644057	0.366081961822029
71	0.703655980737834	0.592688038524333	0.296344019262166
72	0.667976513236278	0.664046973527443	0.332023486763722
73	0.629370987828687	0.741258024342627	0.370629012171313
74	0.585752446844604	0.828495106310792	0.414247553155396
75	0.546787483372415	0.90642503325517	0.453212516627585
76	0.533553349445452	0.932893301109095	0.466446650554548
77	0.525291309327731	0.949417381344538	0.474708690672269
78	0.480874683892416	0.961749367784833	0.519125316107584
79	0.45419292496664	0.90838584993328	0.54580707503336
80	0.414194456013572	0.828388912027144	0.585805543986428
81	0.409387092722121	0.818774185444242	0.590612907277879
82	0.465708317369663	0.931416634739326	0.534291682630337
83	0.441941235708254	0.883882471416508	0.558058764291746
84	0.41723657187385	0.8344731437477	0.58276342812615
85	0.396685286478233	0.793370572956466	0.603314713521767
86	0.364579028732814	0.729158057465628	0.635420971267186
87	0.377959820833922	0.755919641667845	0.622040179166078
88	0.4104775587816	0.8209551175632	0.5895224412184
89	0.38946831186415	0.7789366237283	0.61053168813585
90	0.405457524936549	0.810915049873097	0.594542475063451
91	0.460388382310146	0.920776764620293	0.539611617689854
92	0.418936041686251	0.837872083372502	0.581063958313749
93	0.398012397585423	0.796024795170846	0.601987602414577
94	0.35629009080971	0.71258018161942	0.64370990919029
95	0.315310625776684	0.630621251553369	0.684689374223316
96	0.381079365171529	0.762158730343059	0.61892063482847
97	0.359842474344666	0.719684948689333	0.640157525655334
98	0.34753056848786	0.69506113697572	0.65246943151214
99	0.34223567936202	0.68447135872404	0.65776432063798
100	0.356899538425401	0.713799076850803	0.643100461574599
101	0.313633726684461	0.627267453368922	0.686366273315539
102	0.280817284184814	0.561634568369628	0.719182715815186
103	0.252749444419388	0.505498888838775	0.747250555580612
104	0.216770774343925	0.433541548687849	0.783229225656075
105	0.187410191708177	0.374820383416354	0.812589808291823
106	0.210050311151338	0.420100622302676	0.789949688848662
107	0.226955464683005	0.45391092936601	0.773044535316995
108	0.245478275651018	0.490956551302035	0.754521724348982
109	0.208370174403684	0.416740348807367	0.791629825596316
110	0.209509538915398	0.419019077830796	0.790490461084602
111	0.254257997920659	0.508515995841318	0.745742002079341
112	0.408075901513757	0.816151803027514	0.591924098486243
113	0.361170388604549	0.722340777209097	0.638829611395451
114	0.656468077750697	0.687063844498606	0.343531922249303
115	0.92317512825355	0.153649743492900	0.0768248717464501
116	0.904168081875677	0.191663836248646	0.0958319181243228
117	0.904684551587235	0.190630896825529	0.0953154484127646
118	0.879821220321148	0.240357559357703	0.120178779678852
119	0.850229793596483	0.299540412807034	0.149770206403517
120	0.951917954099575	0.096164091800849	0.0480820459004245
121	0.936432246534011	0.127135506931977	0.0635677534659887
122	0.920911073749128	0.158177852501744	0.079088926250872
123	0.926073217286187	0.147853565427626	0.0739267827138132
124	0.904006912661264	0.191986174677472	0.095993087338736
125	0.877487073845235	0.245025852309531	0.122512926154765
126	0.844102009329085	0.31179598134183	0.155897990670915
127	0.823801843132555	0.352396313734891	0.176198156867445
128	0.816031972101873	0.367936055796253	0.183968027898127
129	0.777814006718002	0.444371986563996	0.222185993281998
130	0.728789977354098	0.542420045291804	0.271210022645902
131	0.707582507275934	0.584834985448132	0.292417492724066
132	0.693420082521465	0.61315983495707	0.306579917478535
133	0.680523204243621	0.638953591512757	0.319476795756379
134	0.629485303626913	0.741029392746173	0.370514696373087
135	0.700238481187976	0.599523037624048	0.299761518812024
136	0.681336284146713	0.637327431706574	0.318663715853287
137	0.618222980239844	0.763554039520312	0.381777019760156
138	0.556667661999525	0.88666467600095	0.443332338000475
139	0.49526943539885	0.9905388707977	0.50473056460115
140	0.432997050361784	0.865994100723568	0.567002949638216
141	0.372685355885016	0.745370711770032	0.627314644114984
142	0.391660926433086	0.783321852866171	0.608339073566914
143	0.339283564236610	0.678567128473221	0.66071643576339
144	0.266181845820085	0.53236369164017	0.733818154179915
145	0.250405749275854	0.500811498551707	0.749594250724146
146	0.218318000396481	0.436636000792962	0.781681999603519
147	0.155233567263026	0.310467134526052	0.844766432736974
148	0.102904499345556	0.205808998691112	0.897095500654444
149	0.441085776212402	0.882171552424805	0.558914223787598
150	0.385138090128551	0.770276180257102	0.614861909871449
151	0.354215477072619	0.708430954145239	0.64578452292738
152	0.243976176395308	0.487952352790616	0.756023823604692

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	0	0	OK
5% type I error level	0	0	OK
10% type I error level	1	0.00684931506849315	OK