Multiple Linear Regression - Estimated Regression Equation
WLH[t] = + 348.4 + 49.6M1[t] + 68.4M2[t] + 63.8M3[t] + 35.6M4[t] + 33.4M5[t] + 45.2M6[t] + 54M7[t] + 4.40000000000003M8[t] + 14.6M9[t] + 15.4M10[t] + 24.4M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)348.432.78798110.625800
M149.646.3692071.06970.2901150.145058
M268.446.3692071.47510.1467110.073355
M363.846.3692071.37590.1752350.087617
M435.646.3692070.76780.4463960.223198
M533.446.3692070.72030.474830.237415
M645.246.3692070.97480.3345540.167277
M75446.3692071.16460.249950.124975
M84.4000000000000346.3692070.09490.9247970.462398
M914.646.3692070.31490.754230.377115
M1015.446.3692070.33210.7412470.370623
M1124.446.3692070.52620.6011640.300582


Multiple Linear Regression - Regression Statistics
Multiple R0.315135434788893
R-squared0.0993103422595844
Adjusted R-squared-0.107097704305928
F-TEST (value)0.481136001779195
F-TEST (DF numerator)11
F-TEST (DF denominator)48
p-value0.905866078322301
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation73.3161532906176
Sum Squared Residuals258012.4


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
149339894.9999999999998
2514416.897.2
3522412.2109.8
4490384106
5484381.8102.2
6506393.6112.4
7501402.498.6
8462352.8109.2
9465363102
10454363.890.2
11464372.891.2
12427348.478.6
1346039862
14473416.856.2
15465412.252.8
1642238438
17415381.833.2
18413393.619.4
19420402.417.6
20363352.810.2
2137636313
22380363.816.2
23384372.811.2
24346348.4-2.39999999999996
25389398-8.99999999999995
26407416.8-9.79999999999999
27393412.2-19.2
28346384-38
29348381.8-33.8
30353393.6-40.6
31364402.4-38.4
32305352.8-47.8
33307363-56
34312363.8-51.8
35312372.8-60.8
36286348.4-62.4
37324398-74
38336416.8-80.8
39327412.2-85.2
40302384-82
41299381.8-82.8
42311393.6-82.6
43315402.4-87.4
44264352.8-88.8
45278363-85
46278363.8-85.8
47287372.8-85.8
48279348.4-69.4
49324398-74
50354416.8-62.8
51354412.2-58.2
52360384-24
53363381.8-18.8
54385393.6-8.60000000000001
55412402.49.59999999999999
56370352.817.2
5738936326
58395363.831.2
59417372.844.2
60404348.455.6


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
150.2502015634596110.5004031269192230.749798436540389
160.3066714587189740.6133429174379480.693328541281026
170.3498492331241610.6996984662483230.650150766875839
180.4778942791031050.955788558206210.522105720896895
190.5223065107210750.955386978557850.477693489278925
200.6089146164059250.782170767188150.391085383594075
210.6452821757919880.7094356484160250.354717824208013
220.6417948065599860.7164103868800280.358205193440014
230.6430922095346230.7138155809307530.356907790465377
240.628268205987320.7434635880253610.371731794012681
250.6782975934344870.6434048131310260.321702406565513
260.7134281655906860.5731436688186290.286571834409314
270.7555252641748050.4889494716503910.244474735825195
280.7784346554008330.4431306891983330.221565344599167
290.77813876861490.44372246277020.2218612313851
300.7744341668455930.4511316663088150.225565833154407
310.751976790876960.4960464182460810.24802320912304
320.7363308347545120.5273383304909760.263669165245488
330.72470850946890.55058298106220.2752914905311
340.6960208411669780.6079583176660430.303979158833022
350.6764118503668380.6471762992663240.323588149633162
360.6545446286794440.6909107426411130.345455371320556
370.6214891649856390.7570216700287220.378510835014361
380.5851545559158090.8296908881683820.414845444084191
390.544328673299920.911342653400160.45567132670008
400.4996470123139340.9992940246278690.500352987686066
410.4509468805475740.9018937610951490.549053119452426
420.4016554099682240.8033108199364490.598344590031776
430.3742230368572420.7484460737144840.625776963142758
440.3520874946941440.7041749893882880.647912505305856
450.3258408464575490.6516816929150970.674159153542451


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