Multiple Linear Regression - Estimated Regression Equation
PC[t] = + 4.85862517933143 + 0.145941427970896CM[t] + 0.00272072450394541t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)4.858625179331430.8635725.626200
CM0.1459414279708960.0364.05397.9e-054e-05
t0.002720724503945410.0044740.60810.5440370.272019


Multiple Linear Regression - Regression Statistics
Multiple R0.314293021849479
R-squared0.0987801035832768
Adjusted R-squared0.087226002347165
F-TEST (value)8.54935416997593
F-TEST (DF numerator)2
F-TEST (DF denominator)156
p-value0.000299778271357409
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.58630095079213
Sum Squared Residuals1043.47660685865


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1128.363940175136893.63605982486311
288.51260232761174-0.512602327611737
387.347791628348510.652208371651492
487.496453780823350.50354621917665
597.49917450532731.50082549467270
677.21001237388945-0.210012373889448
747.79649881027698-3.79649881027698
8117.215453822897343.78454617710266
977.51005740334308-0.510057403343077
1077.36683669987613-0.366836699876126
11128.245205992205453.75479400779455
12109.269516712505670.730483287494329
13108.250647441213341.74935255878666
1487.52366102586280.476338974137196
1587.088557466454060.91144253354594
1646.65345390704532-2.65345390704532
1797.969647483287331.03035251671267
1887.09671963996590.903280360034103
1977.82914750432432-0.829147504324324
20119.437223936508131.56277606349187
2198.85617894912850.143821050871509
22119.880489669428711.11951033057129
23137.9859718303115.014028169689
2489.44810683452391-1.44810683452391
2587.69953042337710.300469576622900
2697.264426863968361.73557313603164
2767.85091330035589-1.85091330035589
2897.999575452830731.00042454716927
2998.148237605305570.851762394694429
3067.42125118995503-1.42125118995503
3168.44556191025526-2.44556191025526
32168.59422406273017.4057759372699
3358.74288621520494-3.74288621520494
3478.59966551173799-1.59966551173799
3597.434854812474761.56514518752524
3669.62669695654215-3.62669695654215
3769.775359109017-3.77535910901700
3856.85925127410301-1.85925127410301
39129.634859130053992.36514086994601
4078.61598985876166-1.61598985876166
41109.20247629514920.797523704850808
4298.183607023856860.816392976143138
4387.602562036477220.397437963522779
4457.45934133301027-2.45934133301027
4587.89988634142690.100113658573095
4687.172899926076370.827100073923632
47107.90532779043482.09467220956520
4869.8052870785604-3.80528707856039
4989.22424209118076-1.22424209118076
5078.35131424785932-1.35131424785932
5148.79185925627596-4.79185925627596
5287.627048557012730.37295144298727
5387.921652137458470.0783478625415317
5446.61090001022434-2.61090001022434
55209.0946250102335310.9053749897665
5688.80546287879568-0.805462878795684
5788.22441789141604-0.224417891416043
5867.4974314760655-1.49743147606551
5946.77044506071497-2.77044506071497
6087.065048641160710.934951358839293
6197.505593649577341.49440635042266
6268.09208008596487-2.09208008596487
6377.80291795452703-0.802917954527026
6497.659697251060081.34030274893993
6556.49488655179685-1.49488655179685
6659.27049440774783-4.27049440774783
6789.56509798819357-1.56509798819357
6887.816521577046750.183478422953247
6966.35982802184173-0.359828021841734
7087.967904454025540.0320955459744598
7179.13815660229666-2.13815660229666
7277.82740447506253-0.827404475062535
7399.43548090724634-0.435480907246341
74119.292260203779391.70773979622061
7568.85715664437065-2.85715664437065
7688.4220530849619-0.422053084961902
7766.96535952975688-0.965359529756883
7898.1356116780280.864388321972
7987.846449546590150.153550453409848
8069.16264312283216-3.16264312283217
81108.435656707481631.56434329251837
8287.70867029213110.291329707868908
8388.14921530054773-0.149215300547727
84108.005994597080781.99400540291922
8558.44653960549741-3.44653960549741
8678.15737747405956-1.15737747405956
8758.16009819856351-3.16009819856351
8887.287170355242080.712829644757925
89149.187129643367684.81287035663232
9077.87637751613355-0.876377516133552
9188.90068823643377-0.900688236433773
9266.56834611340337-0.568346113403374
9357.4467154057327-2.4467154057327
9468.32508469806202-2.32508469806202
95107.889981138653282.11001886134672
96129.643998998807982.35600100119202
9799.64671972331193-0.646719723311928
98129.357557591874082.64244240812592
9977.90086403666906-0.90086403666906
10088.3414090450857-0.341409045085695
101108.490071197560541.50992880243946
10267.32526049829731-1.32526049829731
103108.057688362655741.94231163734426
104107.768526231217892.23147376878211
105108.500954095576321.49904590442368
10658.79555767602206-3.79555767602206
10778.21451268864242-1.21451268864242
108108.655057697059051.34494230294095
109118.80371984953392.19628015046611
11067.63890915027067-1.63890915027067
11177.05786416289103-0.0578641628910268
112129.249706306958422.75029369304158
113118.230837035666092.76916296433391
114118.817323472053622.18267652794638
115116.484981349023224.51501865097678
11657.50929206932344-2.50929206932344
11787.949837077740080.0501629222599221
11867.66067494630223-1.66067494630223
11998.830927094573350.169072905426652
12048.10394067922281-4.10394067922281
12149.42013425546482-5.42013425546482
12277.23373356040532-0.233733560405323
123118.403985708676442.59601429132356
12467.38511643738411-1.38511643738411
12577.97160287377164-0.971602873771641
12688.12026502624648-0.120265026246483
12747.39327861089595-3.39327861089595
12888.12570647525437-0.125706475254374
12997.836544343816531.16345565618347
130810.0283864878839-2.02838648788392
131118.4257515047082.574248495292
13287.552823661386570.44717633861343
13357.70148581386141-2.70148581386141
13447.55826511039446-3.55826511039446
13588.29069297475289-0.290692974752888
136109.023120839111320.976879160888684
13767.85831013984809-1.85831013984809
13897.861030864352031.13896913564796
13997.717810160885081.28218983911492
140138.450238025243514.54976197475649
14199.62049017351463-0.620490173514629
142109.623210898018570.376789101981426
143208.7502830546971411.2497169453029
14458.3151794952884-3.31517949528840
145118.317900219792342.68209978020766
14669.48815236806346-3.48815236806346
14799.7827559485092-0.782755948509198
14878.18012096533328-1.18012096533328
14997.599075977953641.40092402204636
150108.477445270282971.52255472971703
15198.188283138845120.811716861154882
15289.35853528711623-1.35853528711624
153710.8206702913291-3.82067029132915
15468.48832816829875-2.48832816829875
155138.19916603686094.8008339631391
15667.76406247745216-1.76406247745216
15789.37213890963596-1.37213890963596
158108.499211066314531.50078893368547
159169.815404642556546.18459535744346


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.2537591457617160.5075182915234310.746240854238284
70.1750990499942340.3501980999884680.824900950005766
80.6192609811648750.7614780376702490.380739018835125
90.4955434495286530.9910868990573060.504456550471347
100.3806267111777620.7612534223555240.619373288822238
110.5296823670572930.9406352658854140.470317632942707
120.4361128082592260.8722256165184520.563887191740774
130.352074005315530.704148010631060.64792599468447
140.2682118981688460.5364237963376920.731788101831154
150.1989215001322680.3978430002645370.801078499867732
160.2066769958704430.4133539917408860.793323004129557
170.1532674770457510.3065349540915030.846732522954249
180.1155240968384960.2310481936769930.884475903161504
190.08925848597309370.1785169719461870.910741514026906
200.0619145574575640.1238291149151280.938085442542436
210.04309731912301790.08619463824603570.956902680876982
220.0285965467436040.0571930934872080.971403453256396
230.09202048520201420.1840409704040280.907979514797986
240.1009280027851220.2018560055702450.899071997214878
250.073428838407760.146857676815520.92657116159224
260.0593666676963620.1187333353927240.940633332303638
270.0586872322852150.117374464570430.941312767714785
280.04307890760077520.08615781520155030.956921092399225
290.03063535654835060.06127071309670120.96936464345165
300.02481543626800040.04963087253600070.975184563732
310.02715408024409930.05430816048819860.9728459197559
320.236332401169750.47266480233950.76366759883025
330.3290826478664990.6581652957329980.670917352133501
340.3002873901665850.600574780333170.699712609833415
350.2768816488111950.553763297622390.723118351188805
360.3275791123463690.6551582246927380.672420887653631
370.3583520010920690.7167040021841370.641647998907931
380.3209332575423020.6418665150846040.679066742457698
390.342148805957170.684297611914340.65785119404283
400.3005689494451500.6011378988903010.69943105055485
410.2688016576784540.5376033153569090.731198342321546
420.2392092894704490.4784185789408970.760790710529551
430.2050424243449150.4100848486898300.794957575655085
440.1876973148191630.3753946296383260.812302685180837
450.1573401410268450.314680282053690.842659858973155
460.1375907627132110.2751815254264210.86240923728679
470.140234441141930.280468882283860.85976555885807
480.1576955802260850.3153911604521710.842304419773915
490.1297857808239830.2595715616479660.870214219176017
500.1063096496612910.2126192993225820.893690350338709
510.1447915217130590.2895830434261170.855208478286941
520.1238764045608760.2477528091217520.876123595439124
530.1030070073073020.2060140146146040.896992992692698
540.09399256628751960.1879851325750390.90600743371248
550.8538692079563580.2922615840872840.146130792043642
560.8251043784665840.3497912430668310.174895621533416
570.7933110468249180.4133779063501630.206688953175082
580.762035765785170.4759284684296590.237964234214830
590.7484536727603720.5030926544792560.251546327239628
600.7249774294853940.5500451410292120.275022570514606
610.7115171177114820.5769657645770360.288482882288518
620.6833894295909130.6332211408181740.316610570409087
630.6405912499486010.7188175001027980.359408750051399
640.6219980524679820.7560038950640360.378001947532018
650.5818429025588410.8363141948823190.418157097441159
660.6221462826843430.7557074346313140.377853717315657
670.5821163048263360.8357673903473280.417883695173664
680.5421017709770910.9157964580458170.457898229022908
690.4966790042886360.9933580085772710.503320995711364
700.4544645897237210.9089291794474430.545535410276279
710.4230385276528970.8460770553057940.576961472347103
720.3790513983696310.7581027967392610.62094860163037
730.3375582006881530.6751164013763060.662441799311847
740.3323093921451180.6646187842902350.667690607854882
750.3211697527395710.6423395054791430.678830247260429
760.2822144314749770.5644288629499540.717785568525023
770.2458126175127430.4916252350254860.754187382487257
780.223158278484540.446316556969080.77684172151546
790.1936049570487830.3872099140975650.806395042951217
800.1937118967502520.3874237935005040.806288103249748
810.1851227469176990.3702454938353990.8148772530823
820.1595070694288790.3190141388577590.84049293057112
830.1342352968902930.2684705937805850.865764703109707
840.1334878594234580.2669757188469160.866512140576542
850.1405598470739640.2811196941479280.859440152926036
860.1184408475216950.2368816950433890.881559152478305
870.1208161721523030.2416323443046070.879183827847697
880.1041143871866560.2082287743733120.895885612813344
890.1849870807674660.3699741615349310.815012919232534
900.1568442267193100.3136884534386190.84315577328069
910.1319407711796650.2638815423593300.868059228820335
920.1091563183646770.2183126367293540.890843681635323
930.1017743983219160.2035487966438320.898225601678084
940.09408945638086760.1881789127617350.905910543619132
950.09231642525047170.1846328505009430.907683574749528
960.09431463743542980.1886292748708600.90568536256457
970.07656272022406540.1531254404481310.923437279775935
980.08241131101615660.1648226220323130.917588688983843
990.0668208148252440.1336416296504880.933179185174756
1000.05300738319724650.1060147663944930.946992616802753
1010.04707818716513580.09415637433027150.952921812834864
1020.03822325094625550.0764465018925110.961776749053745
1030.03576053985373720.07152107970747430.964239460146263
1040.03520052282188370.07040104564376740.964799477178116
1050.03116305720070930.06232611440141860.96883694279929
1060.03621601391862260.07243202783724520.963783986081377
1070.02852441667041390.05704883334082770.971475583329586
1080.02416612240404330.04833224480808650.975833877595957
1090.02405729092555890.04811458185111770.975942709074441
1100.01924136063946520.03848272127893040.980758639360535
1110.01424705762889190.02849411525778390.985752942371108
1120.01711877707181350.03423755414362690.982881222928187
1130.02041981431520290.04083962863040570.979580185684797
1140.02320859953842560.04641719907685120.976791400461574
1150.04457384181542590.08914768363085170.955426158184574
1160.03846758325019830.07693516650039650.961532416749802
1170.03042369196694920.06084738393389840.96957630803305
1180.02357940614352560.04715881228705120.976420593856474
1190.01907254630976820.03814509261953640.980927453690232
1200.02189620957514770.04379241915029530.978103790424852
1210.03656592338342630.07313184676685260.963434076616574
1220.02716201964887370.05432403929774750.972837980351126
1230.03023041827129010.06046083654258020.96976958172871
1240.02293624246911440.04587248493822890.977063757530886
1250.01666397675836270.03332795351672550.983336023241637
1260.01183792456131200.02367584912262410.988162075438688
1270.01336508068469330.02673016136938670.986634919315307
1280.009279630655789880.01855926131157980.99072036934421
1290.00684167342788430.01368334685576860.993158326572116
1300.005055057095515130.01011011419103030.994944942904485
1310.005022457509046340.01004491501809270.994977542490954
1320.003336294338202830.006672588676405670.996663705661797
1330.003129399871666590.006258799743333180.996870600128333
1340.004898880078989020.009797760157978050.995101119921011
1350.003323051908298030.006646103816596070.996676948091702
1360.002148063977731370.004296127955462730.997851936022269
1370.002237171414822930.004474342829645870.997762828585177
1380.001446763311882610.002893526623765220.998553236688117
1390.0009287670717603770.001857534143520750.99907123292824
1400.001217152416984490.002434304833968990.998782847583015
1410.0007090964821373810.001418192964274760.999290903517863
1420.0003883300953709440.0007766601907418870.99961166990463
1430.2745030931169130.5490061862338250.725496906883087
1440.2556814837742000.5113629675484010.7443185162258
1450.3211497375625190.6422994751250380.678850262437481
1460.2688053159048680.5376106318097360.731194684095132
1470.2161461622212120.4322923244424230.783853837778788
1480.1529581710749510.3059163421499010.84704182892505
1490.1154357270287840.2308714540575680.884564272971216
1500.1193710384320290.2387420768640580.880628961567971
1510.1286212665749940.2572425331499890.871378733425006
1520.09565606313507270.1913121262701450.904343936864927
1530.05603817392893450.1120763478578690.943961826071065


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level110.0743243243243243NOK
5% type I error level300.202702702702703NOK
10% type I error level480.324324324324324NOK