Multiple Linear Regression - Estimated Regression Equation

CM[t] = -2.63961096398292 + 0.772391502321592DA[t] + 0.419767875666413PC[t] + 0.558040238534683PS[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)	-2.63961096398292	2.498439	-1.0565	0.292382	0.146191
DA	0.772391502321592	0.130373	5.9245	0	0
PC	0.419767875666413	0.135981	3.087	0.002396	0.001198
PS	0.558040238534683	0.086292	6.4669	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.62120705296726
R-squared	0.385898202656269
Adjusted R-squared	0.374012361417358
F-TEST (value)	32.4670500723958
F-TEST (DF numerator)	3
F-TEST (DF denominator)	155
p-value	2.22044604925031e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	4.52785891001842
Sum Squared Residuals	3177.73347790015

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	24	26.6040503013487	-2.60405030134868
2	25	23.165844530253	1.83415546974703
3	17	22.0940882113184	-5.09408821131842
4	18	20.5899946013665	-2.58999460136646
5	18	19.5943171833506	-1.59431718335056
6	16	20.2995644366609	-4.29956443666092
7	20	20.7143815252657	-0.714381525265727
8	16	23.3090676801828	-7.30906768018284
9	18	22.1437122579171	-4.14371225791705
10	17	20.5139157004478	-3.51391570044783
11	23	23.0414576063537	-0.0414576063537089
12	30	21.4295303526993	8.5704696473007
13	23	16.1078033892742	6.89219661072581
14	18	18.9158738857624	-0.915873885762416
15	15	22.0497640531836	-7.0497640531836
16	12	17.1961129884055	-5.19611298840554
17	21	20.3667086856722	0.63329131432785
18	15	14.7102273994067	0.289772600593319
19	20	18.7547814320177	1.24521856798227
20	31	25.6262421871476	5.37375781285238
21	27	25.5590979381364	1.44090206186361
22	34	26.0549447147214	7.94505528527856
23	21	20.3716594727338	0.628340527266247
24	31	21.576737367475	9.42326263252503
25	19	20.3756433375796	-1.37564333757956
26	16	20.1523574218852	-4.15235742188524
27	20	20.781525774277	-0.781525774276961
28	21	18.6925879700681	2.3074120299319
29	22	21.4827891627415	0.517210837258484
30	17	19.1074050586729	-2.10740505867291
31	24	21.5539172765986	2.44608272340145
32	25	30.9439852857269	-5.94398528572692
33	26	24.1387018573925	1.86129814260754
34	25	24.3351838173646	0.664816182635437
35	17	22.0408294012762	-5.0408294012762
36	32	28.4204272446668	3.57957275533316
37	33	24.0004294945242	8.9995705054758
38	13	21.3041765065842	-8.30417650658423
39	32	27.2914282508443	4.70857174915574
40	25	25.7506291110469	-0.750629111046883
41	29	26.8805950270853	2.11940497291474
42	22	22.0408294012762	-0.0408294012761991
43	18	16.2550104040499	1.74498959595014
44	17	20.3617578986105	-3.36175789861055
45	20	22.9514932664661	-2.95149326646606
46	15	21.1480348399012	-6.14803483990115
47	20	22.4162731188078	-2.41627311880779
48	33	28.5497649556277	4.4502350443723
49	29	22.3934530279314	6.60654697206862
50	23	25.0632511615513	-2.06325116155133
51	26	24.2326500621259	1.76734993787409
52	18	19.3889005714711	-1.38890057147105
53	20	19.603251835258	0.396748164742037
54	11	12.0444131306325	-1.04441313063253
55	28	28.6760857239586	-0.676085723958564
56	26	24.1525872963615	1.84741270363853
57	22	22.9514932664661	-0.951493266466062
58	17	19.4510940334207	-2.45109403342068
59	12	16.7230863026969	-4.7230863026969
60	14	20.1169679156578	-6.11696791565783
61	17	21.4827891627415	-4.48278916274152
62	21	20.9958770380639	0.00412296193613052
63	19	22.9604279183735	-3.96042791837347
64	18	24.5723551720279	-6.57235517202789
65	10	17.785907969724	-7.78590796972404
66	29	25.2547823344618	3.74521766553817
67	31	19.1745493076841	11.8254506923159
68	19	22.7371420026792	-3.73714200267915
69	9	20.5228503523552	-11.5228503523552
70	20	23.165844530253	-3.16584453025297
71	28	17.6387009549484	10.3612990450516
72	19	18.9691326958046	0.0308673041953589
73	30	23.1569098783456	6.84309012165443
74	29	26.3986336894692	2.60136631053079
75	26	20.781525774277	5.21847422572304
76	23	19.603251835258	3.39674816474204
77	13	22.4113223317462	-9.4113223317462
78	21	22.6838831926369	-1.68388319263693
79	19	22.8221555555052	-3.8221555555052
80	28	22.3263087789201	5.67369122107986
81	23	26.3225547885506	-3.32255478855057
82	18	14.8395651103675	3.16043488963246
83	21	20.5899946013665	0.410005398633535
84	20	21.688205774621	-1.68820577462102
85	23	20.8754739790104	2.12452602098959
86	21	19.9558754619131	1.04412453808686
87	21	21.6921896394668	-0.692189639466823
88	15	24.3669385601484	-9.36693856014838
89	28	27.5729237636424	0.427076236357593
90	19	17.5093632439875	1.4906367560125
91	26	21.0186971289403	4.98130287105972
92	10	14.3437183337825	-4.34371833378249
93	16	17.4422189949763	-1.44221899497627
94	22	19.8797965609945	2.1202034390055
95	19	20.2284363228039	-1.22843632280388
96	31	27.9788062003398	3.02119379966019
97	31	25.2154089633886	5.78459103661139
98	29	24.1575380834231	4.84246191657693
99	19	17.2950119802006	1.70498801979941
100	22	18.4871713581886	3.5128286418114
101	23	22.1169083021948	0.883091697805162
102	15	15.8885013384257	-0.888501338425677
103	20	19.6703960842692	0.329603915730803
104	18	19.4560448204823	-1.45604482048229
105	23	23.5323535958772	-0.532353595877158
106	25	19.759393501941	5.24060649805895
107	21	16.522620477879	4.477379522121
108	24	19.1123558457345	4.88764415426549
109	25	25.0682019486129	-0.0682019486129373
110	17	19.0630809005381	-2.06308090053809
111	13	14.2904595237403	-1.29045952374027
112	28	18.6214598562111	9.37854014378894
113	21	21.5499334117528	-0.54993341175275
114	25	26.9159845333127	-1.91598453331267
115	9	22.795351599783	-13.795351599783
116	16	17.3572054421502	-1.35720544215022
117	19	19.303887018645	-0.303887018645008
118	17	19.5361075862467	-2.53610758624673
119	25	24.2286661972801	0.771333802719888
120	20	14.7902901651711	5.20970983482888
121	29	22.044813266122	6.955186733878
122	14	18.2817547463091	-4.28175474630909
123	22	26.742322664217	-4.74232266421699
124	15	17.218933079282	-2.21893307928195
125	19	26.3493587442728	-7.34935874427279
126	20	20.9336835761142	-0.933683576114239
127	15	17.4954778050185	-2.49547780501849
128	20	22.6078042917183	-2.60780429171829
129	18	20.5810599494591	-2.58105994945906
130	33	26.0410592757524	6.95894072424757
131	22	23.8671079187175	-1.86710791871753
132	16	16.5986993787976	-0.59869937879764
133	17	19.2456774215412	-2.24567742154118
134	16	15.2633168508798	0.736683149120239
135	21	17.3710908811192	3.62890911888077
136	26	26.1082035247637	-0.108203524763664
137	18	20.5228503523552	-2.52285035235523
138	18	22.1258429541022	-4.12584295410224
139	17	19.0362769448159	-2.03627694481587
140	22	25.1353461976242	-3.13534619762417
141	30	24.7867064358148	5.2132935641852
142	30	27.0099327380461	2.99006726195388
143	24	28.288072591076	-4.28807259107597
144	21	22.7639459584014	-1.76394595840137
145	21	24.853850684826	-3.85385068482603
146	29	27.3043467675975	1.69565323240253
147	31	22.0408294012762	8.9591705987238
148	20	18.9691326958046	1.03086730419536
149	16	13.670225823256	2.32977417674405
150	22	18.8980045819476	3.1019954180524
151	20	21.0540866351677	-1.0540866351677
152	28	26.4697618033263	1.53023819667375
153	38	24.9782376087253	13.0217623912747
154	22	17.4332843430689	4.56671565693114
155	20	24.7066436700504	-4.70664367005035
156	17	17.4332843430689	-0.433284343068862
157	28	24.9249787986831	3.07502120131693
158	22	23.8760425706249	-1.87604257062493
159	31	25.9216231389148	5.07837686108523

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
7	0.249445492688399	0.498890985376797	0.750554507311601
8	0.248913537819918	0.497827075639836	0.751086462180082
9	0.195565458081761	0.391130916163522	0.80443454191824
10	0.113753732219148	0.227507464438297	0.886246267780852
11	0.118519866007289	0.237039732014579	0.88148013399271
12	0.578651702824571	0.842696594350858	0.421348297175429
13	0.532839615249157	0.934320769501686	0.467160384750843
14	0.460227508752618	0.920455017505236	0.539772491247382
15	0.471119169252794	0.942238338505588	0.528880830747206
16	0.409940110766888	0.819880221533776	0.590059889233112
17	0.336090936522085	0.67218187304417	0.663909063477915
18	0.298221545805888	0.596443091611776	0.701778454194112
19	0.254880941316553	0.509761882633107	0.745119058683447
20	0.366182239431312	0.732364478862623	0.633817760568688
21	0.334171734597087	0.668343469194175	0.665828265402913
22	0.452374492572973	0.904748985145947	0.547625507427027
23	0.393506702453209	0.787013404906418	0.606493297546791
24	0.568074641436503	0.863850717126993	0.431925358563497
25	0.507918880838688	0.984162238322623	0.492081119161312
26	0.469407327700054	0.938814655400108	0.530592672299946
27	0.419391782294758	0.838783564589516	0.580608217705242
28	0.370698819890991	0.741397639781983	0.629301180109008
29	0.322186416733026	0.644372833466051	0.677813583266974
30	0.270495416766811	0.540990833533623	0.729504583233189
31	0.272651216478215	0.54530243295643	0.727348783521785
32	0.317181813843737	0.634363627687474	0.682818186156263
33	0.316205083169298	0.632410166338596	0.683794916830702
34	0.312298460302082	0.624596920604165	0.687701539697918
35	0.300460281515826	0.600920563031652	0.699539718484174
36	0.28011332867869	0.56022665735738	0.71988667132131
37	0.460740735006478	0.921481470012957	0.539259264993522
38	0.679963717874554	0.640072564250892	0.320036282125446
39	0.681192626182062	0.637614747635875	0.318807373817938
40	0.63258095657867	0.734838086842659	0.367419043421329
41	0.58814983693556	0.82370032612888	0.41185016306444
42	0.535795038303561	0.928409923392878	0.464204961696439
43	0.49116089750327	0.98232179500654	0.50883910249673
44	0.459647675518113	0.919295351036227	0.540352324481887
45	0.42593343494374	0.85186686988748	0.57406656505626
46	0.469359709850048	0.938719419700096	0.530640290149952
47	0.436973124355942	0.873946248711884	0.563026875644058
48	0.430458485544768	0.860916971089536	0.569541514455232
49	0.491832743134936	0.983665486269872	0.508167256865064
50	0.454815777365918	0.909631554731836	0.545184222634082
51	0.411062616291425	0.82212523258285	0.588937383708575
52	0.365757486411424	0.731514972822848	0.634242513588576
53	0.321104654808723	0.642209309617445	0.678895345191277
54	0.280618842971023	0.561237685942045	0.719381157028977
55	0.2414533933519	0.482906786703801	0.7585466066481
56	0.20963617560906	0.41927235121812	0.79036382439094
57	0.177078360762939	0.354156721525878	0.822921639237061
58	0.153187177643339	0.306374355286679	0.84681282235666
59	0.148991735543892	0.297983471087785	0.851008264456108
60	0.175875019295915	0.351750038591829	0.824124980704085
61	0.172289890840493	0.344579781680987	0.827710109159506
62	0.143775096731864	0.287550193463727	0.856224903268136
63	0.137299008428432	0.274598016856865	0.862700991571568
64	0.170779249289487	0.341558498578974	0.829220750710513
65	0.224470009713255	0.448940019426509	0.775529990286745
66	0.213090891370544	0.426181782741087	0.786909108629457
67	0.479584340934018	0.959168681868035	0.520415659065982
68	0.463721458448322	0.927442916896644	0.536278541551678
69	0.694174143130542	0.611651713738916	0.305825856869458
70	0.672877461643777	0.654245076712445	0.327122538356223
71	0.832523867821863	0.334952264356273	0.167476132178137
72	0.802610485150496	0.394779029699008	0.197389514849504
73	0.838570178043654	0.322859643912692	0.161429821956346
74	0.818534543145451	0.362930913709097	0.181465456854549
75	0.828182204631837	0.343635590736325	0.171817795368163
76	0.815743390044065	0.36851321991187	0.184256609955935
77	0.899440385173265	0.201119229653469	0.100559614826735
78	0.8808521260568	0.238295747886401	0.1191478739432
79	0.874722897277273	0.250554205445454	0.125277102722727
80	0.887184360590313	0.225631278819374	0.112815639409687
81	0.877255873156658	0.245488253686684	0.122744126843342
82	0.865580616953166	0.268838766093669	0.134419383046834
83	0.839701178558465	0.32059764288307	0.160298821441535
84	0.814403687548952	0.371192624902096	0.185596312451048
85	0.790682153885253	0.418635692229494	0.209317846114747
86	0.757936068412936	0.484127863174128	0.242063931587064
87	0.721776608954689	0.556446782090622	0.278223391045311
88	0.841531730219913	0.316936539560174	0.158468269780087
89	0.812142607955377	0.375714784089245	0.187857392044623
90	0.782948548363337	0.434102903273325	0.217051451636663
91	0.787823891503364	0.424352216993272	0.212176108496636
92	0.786331351423752	0.427337297152497	0.213668648576248
93	0.758595078268757	0.482809843462487	0.241404921731243
94	0.727236373512461	0.545527252975078	0.272763626487539
95	0.689752699927862	0.620494600144276	0.310247300072138
96	0.668755977206709	0.662488045586582	0.331244022793291
97	0.69004951586869	0.619900968262621	0.309950484131311
98	0.698247993241249	0.603504013517502	0.301752006758751
99	0.66027054676135	0.679458906477301	0.339729453238651
100	0.639767466236746	0.720465067526507	0.360232533763254
101	0.595690390711235	0.80861921857753	0.404309609288765
102	0.552434104940603	0.895131790118794	0.447565895059397
103	0.50432361741225	0.9913527651755	0.49567638258775
104	0.460467209553848	0.920934419107697	0.539532790446152
105	0.412968142201529	0.825936284403059	0.587031857798471
106	0.417902129487051	0.835804258974102	0.582097870512949
107	0.410727213813859	0.821454427627717	0.589272786186141
108	0.419426705736974	0.838853411473948	0.580573294263026
109	0.371588597837157	0.743177195674314	0.628411402162843
110	0.338799433630477	0.677598867260954	0.661200566369523
111	0.298884729203604	0.597769458407209	0.701115270796396
112	0.484017902103863	0.968035804207727	0.515982097896137
113	0.435500862567474	0.871001725134948	0.564499137432526
114	0.390463261071346	0.780926522142692	0.609536738928654
115	0.798904845015963	0.402190309968074	0.201095154984037
116	0.770710577994918	0.458578844010163	0.229289422005082
117	0.736044248463625	0.52791150307275	0.263955751536375
118	0.711428205701328	0.577143588597343	0.288571794298672
119	0.664550885142805	0.67089822971439	0.335449114857195
120	0.702495086681328	0.595009826637344	0.297504913318672
121	0.728384388961717	0.543231222076567	0.271615611038283
122	0.713972493312134	0.572055013375731	0.286027506687866
123	0.726995194625641	0.546009610748718	0.273004805374359
124	0.698470371957245	0.603059256085509	0.301529628042755
125	0.770682894507768	0.458634210984465	0.229317105492232
126	0.728363804661094	0.543272390677813	0.271636195338906
127	0.718488091390232	0.563023817219537	0.281511908609768
128	0.705946230567985	0.58810753886403	0.294053769432015
129	0.679968398362855	0.64006320327429	0.320031601637145
130	0.710714472888155	0.57857105422369	0.289285527111845
131	0.672387148603661	0.655225702792678	0.327612851396339
132	0.614012653480107	0.771974693039787	0.385987346519893
133	0.61403863885504	0.771922722289919	0.38596136114496
134	0.557146646738897	0.885706706522206	0.442853353261103
135	0.52288823229967	0.95422353540066	0.47711176770033
136	0.460986506841044	0.921973013682087	0.539013493158956
137	0.438102764773249	0.876205529546498	0.561897235226751
138	0.460601715219903	0.921203430439807	0.539398284780097
139	0.436634787786742	0.873269575573484	0.563365212213258
140	0.402488782063243	0.804977564126486	0.597511217936757
141	0.378580930195194	0.757161860390387	0.621419069804806
142	0.308641404210443	0.617282808420886	0.691358595789557
143	0.26705673710574	0.534113474211479	0.73294326289426
144	0.244359739124237	0.488719478248474	0.755640260875763
145	0.271627088503909	0.543254177007819	0.728372911496091
146	0.223595422381496	0.447190844762993	0.776404577618504
147	0.302908234873074	0.605816469746149	0.697091765126925
148	0.224038010971399	0.448076021942798	0.7759619890286
149	0.160661131519145	0.321322263038289	0.839338868480855
150	0.122824456955706	0.245648913911412	0.877175543044294
151	0.0765079447683091	0.153015889536618	0.92349205523169
152	0.0642757852221568	0.128551570444314	0.935724214777843

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	0	0	OK