Multiple Linear Regression - Estimated Regression Equation
COM[t] = -1.7649397925982 -0.131393212690805G[t] + 0.812849739916336DA[t] + 0.248453306620111PE[t] + 0.190333948740536PC[t] + 0.56590043905433PS[t] -0.115683772583743`O `[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-1.76493979259823.278744-0.53830.5911590.29558
G-0.1313932126908050.744476-0.17650.8601430.430072
DA0.8128497399163360.1316586.173900
PE0.2484533066201110.1341241.85240.0659050.032953
PC0.1903339487405360.1691071.12550.2621410.13107
PS0.565900439054330.0961235.887300
`O `-0.1156837725837430.103352-1.11930.264770.132385


Multiple Linear Regression - Regression Statistics
Multiple R0.638198057370523
R-squared0.407296760431509
Adjusted R-squared0.383900579922227
F-TEST (value)17.4086860147926
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value2.88657986402541e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.49195510423555
Sum Squared Residuals3067.00442008711


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12424.9429963486835-0.942996348683526
22521.66224986429713.33775013570287
31722.6806688810207-5.68066888102073
41819.9564501024386-1.95645010243861
51819.4213348995612-1.4213348995612
61619.5095287560754-3.50952875607535
72020.8505100107316-0.850510010731619
81622.326631604058-6.32663160405802
91822.3669114083879-4.36691140838794
101720.4676664538925-3.46766645389246
112322.40876509121380.59123490878619
123022.27486348986837.72513651013172
132315.18625436324097.8137456367591
141819.0528257532548-1.05282575325478
151521.6399459852527-6.63994598525266
161217.8833675707623-5.88336757076228
172119.50453415972431.49546584027573
181515.2651305398521-0.265130539852115
192019.83590788495280.164092115047226
203126.37158443611144.62841556388857
212725.32875587893311.67124412106691
223427.11393634445566.88606365554445
232119.56335818534941.43664181465057
243120.884855930526210.1151440694738
251919.379535245278-0.379535245278019
261620.1541763955571-4.15417639555715
272021.6592183800513-1.65921838005134
282118.20651776601592.79348223398406
292221.89706365373170.10293634626833
301719.5802942222319-2.58029422223187
312420.27153620463753.72846379536251
322530.5637664057857-5.56376640578572
332626.6662550100328-0.666255010032789
342524.0055687571210.994431242879025
351723.0741781572644-6.0741781572644
363227.89068093079494.10931906920513
373323.72326688249389.27673311750617
381322.1176367235977-9.11763672359767
393227.78280686174364.21719313825643
402525.9220271574816-0.922027157481621
412927.10196059800741.89803940199263
422221.96605747954580.033942520454222
431817.43761759593730.56238240406268
441721.8330215105147-4.83302151051466
452022.1606604832955-2.16066048329547
461520.4080430902548-5.40804309025478
472022.1436532819039-2.14365328190394
483328.06265710060194.93734289939813
492922.09166665748146.90833334251864
502326.757758959365-3.75775895936501
512623.22077150498412.77922849501595
521819.0309246014548-1.03092460145476
532018.81513881198181.18486118801821
541111.7389940806761-0.738994080676102
552829.0393609676901-1.03936096769013
562623.27021280267362.72978719732643
572222.1948320062007-0.194832006200714
581720.1319892269372-3.13198922693725
591215.5047881422787-3.50478814227875
601420.9892502421717-6.98925024217171
611720.8032760947745-3.80327609477454
622121.4092610676731-0.409261067673128
631922.8796194998407-3.87961949984067
641823.0451523878524-5.04515238785238
651017.8768088703137-7.87680887031366
662924.30516407024634.69483592975366
673118.404128781281812.5958712187182
681923.0218318601521-4.02183186015208
69920.0258711870156-11.0258711870156
702022.5560887583009-2.5560887583009
712817.693208018911010.3067919810890
721918.07952129274680.92047870725317
733022.99926034652337.00073965347668
742927.21722937758751.78277062241255
752621.54353460746764.4564653925324
762319.49353200737723.50646799262281
771322.7158817249009-9.71588172490093
782122.5912216095481-1.59122160954805
791921.5259492231535-2.52594922315349
802823.01937879181134.98062120818872
812325.6408449436037-2.64084494360372
821813.84895277370084.15104722629917
832120.68610058219190.313899417808100
842021.8561577417173-1.85615774171726
852319.92011281978373.07988718021631
862120.76280970728220.237190292717795
872121.8538213838010-0.853821383801031
881522.7718021836752-7.77180218367525
892827.10066770693010.899332293069908
901917.60549674147371.39450325852634
912621.19708494536854.80291505463146
921013.1418504270284-3.14185042702843
931617.0609511188811-1.06095111888111
942221.10570868044890.894291319551144
951918.68469466187370.315305338126314
963128.70333396765362.29666603234642
973125.16103635757535.83896364242468
982924.75003730086334.24996269913666
991917.48994065330251.51005934669754
1002218.97294519374693.02705480625307
1012322.31726114188160.682738858118413
1021516.2398076637836-1.23980766378359
1032021.3789421742014-1.37894217420142
1041819.5754702240473-1.57547022404732
1052321.95167537723351.04832462276645
1062521.05327034523113.94672965476891
1072116.51152617779014.48847382220993
1082419.56939888070104.43060111929903
1092525.3244868239239-0.324486823923942
1101719.5347608742898-2.53476087428981
1111314.5134634896455-1.51346348964549
1122818.14412935312729.85587064687279
1132120.07275998270690.927240017293142
1142528.1993393624112-3.19933936241119
115920.6810580737745-11.6810580737745
1161617.8955263219369-1.89552632193693
1171921.1236881841703-2.12368818417026
1181719.4117214751196-2.41172147511961
1192524.46537439600080.534625603999165
1202015.51539983314064.48460016685943
1212921.58249828097317.41750171902693
1221418.9967653443087-4.99676534430872
1232226.8737091669435-4.8737091669435
1241515.5337097000078-0.533709700007809
1251925.4092467019303-6.40924670193027
1262021.8831811742809-1.88318117428093
1271517.5257328923904-2.52573289239039
1282021.743111333972-1.74311133397202
1291820.1682541454936-2.16825414549356
1303325.42914520441347.57085479558657
1312223.8678831867946-1.86788318679460
1321616.5484737239343-0.548473723934339
1331718.9805095688634-1.98050956886341
1341615.12936160213670.870638397863298
1352117.12995591868323.87004408131681
1362627.5800944393104-1.58009443931040
1371821.2325898758653-3.23258987586535
1381823.1807825749856-5.18078257498559
1391718.2770155975882-1.27701559758815
1402224.70965448444-2.70965448444
1413024.82878593386275.17121406613726
1423027.22267948345652.77732051654350
1432429.9801931815366-5.98019318153661
1442121.9633614489398-0.96336144893981
1452125.4587603637184-4.45876036371842
1462927.35576099840311.64423900159689
1473123.17415248974117.82584751025892
1482019.05487243642910.945127563570912
1491614.26887521901881.73112478098116
1502218.99248402354043.00751597645964
1512020.2765822914908-0.276582291490847
1522827.28099411182170.719005888178257
1533826.651154541643811.3488454583562
1542219.27217449741942.72782550258064
1552025.6249634727582-5.62496347275816
1561717.9825672375456-0.982567237545564
1572824.41302809888853.58697190111148
1582224.0742261499925-2.07422614999252
1593126.0504576385614.94954236143898


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.2144658279653590.4289316559307190.78553417203464
110.2663908711114190.5327817422228370.733609128888581
120.7472688774787540.5054622450424910.252731122521246
130.7532428798811030.4935142402377940.246757120118897
140.7180392454127150.563921509174570.281960754587285
150.7175828023617530.5648343952764940.282417197638247
160.6614078286186510.6771843427626980.338592171381349
170.573685042004040.852629915991920.42631495799596
180.526167610431410.947664779137180.47383238956859
190.445270221087070.890540442174140.55472977891293
200.4630582730357150.9261165460714310.536941726964285
210.383955783475350.76791156695070.61604421652465
220.3898462515551440.7796925031102890.610153748444856
230.3177975215178550.635595043035710.682202478482145
240.6282749834381630.7434500331236740.371725016561837
250.558828847803690.882342304392620.44117115219631
260.5162502967718780.9674994064562450.483749703228122
270.449047674408910.898095348817820.55095232559109
280.4140436704437550.828087340887510.585956329556245
290.3540557642646750.708111528529350.645944235735325
300.3038982198375320.6077964396750650.696101780162468
310.3801686489443010.7603372978886020.619831351055699
320.4432963863532860.8865927727065720.556703613646714
330.3971713519071310.7943427038142620.602828648092869
340.4042854716908610.8085709433817220.595714528309139
350.4086264789174040.8172529578348080.591373521082596
360.4079786572159210.8159573144318420.592021342784079
370.5855719607804410.8288560784391180.414428039219559
380.7805943054182590.4388113891634820.219405694581741
390.7749891395815170.4500217208369660.225010860418483
400.7333678203505880.5332643592988250.266632179649412
410.7101911376498050.5796177247003910.289808862350195
420.6615038613379020.6769922773241960.338496138662098
430.6143736741653880.7712526516692240.385626325834612
440.5997504685099820.8004990629800360.400249531490018
450.5659475619960510.8681048760078980.434052438003949
460.5878941400570090.8242117198859820.412105859942991
470.5463841379008540.907231724198290.453615862099145
480.5365914094759370.9268171810481260.463408590524063
490.5998327997603250.800334400479350.400167200239675
500.5789091579644140.8421816840711720.421090842035586
510.5432060968395580.9135878063208850.456793903160442
520.4940078029377480.9880156058754970.505992197062252
530.4561600857131600.9123201714263190.54383991428684
540.4084775046339450.816955009267890.591522495366055
550.3641220377638760.7282440755277520.635877962236124
560.3346955545072330.6693911090144660.665304445492767
570.2904446564091960.5808893128183920.709555343590804
580.2650275868661050.5300551737322090.734972413133895
590.2441927460448060.4883854920896120.755807253955194
600.3048602640035530.6097205280071070.695139735996447
610.2922149777193310.5844299554386630.707785022280669
620.2550569417682830.5101138835365660.744943058231717
630.2419586367770540.4839172735541080.758041363222946
640.2765486588784250.553097317756850.723451341121575
650.3513751215637660.7027502431275320.648624878436234
660.3511078114158830.7022156228317650.648892188584117
670.6841773457123560.6316453085752880.315822654287644
680.6772179505465360.6455640989069290.322782049453464
690.8491083156347790.3017833687304430.150891684365221
700.8304066907735740.3391866184528530.169593309226426
710.931216028937710.1375679421245780.0687839710622891
720.915051954680360.1698960906392810.0849480453196405
730.9386147532336340.1227704935327330.0613852467663665
740.9265154648375450.1469690703249090.0734845351624547
750.9272697765272180.1454604469455650.0727302234727824
760.9212959000026730.1574081999946530.0787040999973266
770.9693103644723740.06137927105525220.0306896355276261
780.9615953594511750.07680928109764940.0384046405488247
790.954408899354290.09118220129142080.0455911006457104
800.9560883093754810.08782338124903720.0439116906245186
810.9486539488534650.1026921022930710.0513460511465355
820.9472899762462630.1054200475074740.0527100237537369
830.9339765201254120.1320469597491760.0660234798745881
840.9210433014409320.1579133971181370.0789566985590683
850.9125890638420910.1748218723158170.0874109361579087
860.8968603087233450.206279382553310.103139691276655
870.8755597001571050.2488805996857890.124440299842895
880.9196764586474180.1606470827051640.0803235413525821
890.9030478130783620.1939043738432760.096952186921638
900.8832504007793710.2334991984412580.116749599220629
910.8858734398942580.2282531202114840.114126560105742
920.8737780360592140.2524439278815720.126221963940786
930.8512619044253550.2974761911492890.148738095574645
940.8235988998817230.3528022002365530.176401100118277
950.7905691830281850.418861633943630.209430816971815
960.7617144492819020.4765711014361960.238285550718098
970.7815174706851550.436965058629690.218482529314845
980.7771350739962020.4457298520075960.222864926003798
990.7416724832098140.5166550335803710.258327516790186
1000.7155676491700530.5688647016598940.284432350829947
1010.6733622163766890.6532755672466210.326637783623311
1020.6360667066921350.727866586615730.363933293307865
1030.5956196561791820.8087606876416370.404380343820818
1040.5545064969779870.8909870060440250.445493503022013
1050.5084612378933690.9830775242132620.491538762106631
1060.4854424980609470.9708849961218940.514557501939053
1070.4845708950659530.9691417901319050.515429104934047
1080.491336241946560.982672483893120.50866375805344
1090.4410942567141620.8821885134283240.558905743285838
1100.4167834439115440.8335668878230880.583216556088456
1110.3769381484277240.7538762968554480.623061851572276
1120.602586560115650.79482687976870.39741343988435
1130.5965802709041850.806839458191630.403419729095815
1140.5725362396754850.854927520649030.427463760324515
1150.7721525378921280.4556949242157440.227847462107872
1160.754882203638880.4902355927222390.245117796361120
1170.7364412424292860.5271175151414290.263558757570714
1180.7054290163632320.5891419672735370.294570983636768
1190.6558367803185070.6883264393629850.344163219681493
1200.6781286092404090.6437427815191830.321871390759591
1210.7363369631652590.5273260736694830.263663036834741
1220.7279613064783010.5440773870433980.272038693521699
1230.728988193114430.5420236137711410.271011806885571
1240.6765520994716980.6468958010566030.323447900528301
1250.7190642860193850.5618714279612310.280935713980616
1260.6856991281564190.6286017436871620.314300871843581
1270.6825034873078060.6349930253843870.317496512692194
1280.6443442721994220.7113114556011550.355655727800578
1290.6123617450268470.7752765099463060.387638254973153
1300.6861136783633320.6277726432733350.313886321636668
1310.6334238262997450.733152347400510.366576173700255
1320.5720686344216970.8558627311566060.427931365578303
1330.5622292109731650.8755415780536690.437770789026834
1340.5050841767248880.9898316465502230.494915823275112
1350.4553480689560290.9106961379120590.54465193104397
1360.4217537371616190.8435074743232380.578246262838381
1370.4385729007873550.877145801574710.561427099212645
1380.5088201809509860.9823596380980290.491179819049014
1390.4332801923814180.8665603847628360.566719807618582
1400.3556699230677590.7113398461355180.644330076932241
1410.4246819981185060.8493639962370120.575318001881494
1420.3703251802935330.7406503605870660.629674819706467
1430.3047116303778630.6094232607557260.695288369622137
1440.2285587086849840.4571174173699690.771441291315016
1450.3682240643596830.7364481287193660.631775935640317
1460.2702762841063540.5405525682127090.729723715893646
1470.393719010786360.787438021572720.60628098921364
1480.3364928359229420.6729856718458850.663507164077058
1490.2529608164332760.5059216328665520.747039183566724


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 level40.0285714285714286OK