Multiple Linear Regression - Estimated Regression Equation
YT[t] = -20.5406175778355 + 1.85205065543316T1[t] + 0.800753683595022X1[t] + 0.233892111076656X2[t] + 0.208449774615658X3[t] + 0.571250810176502X4[t] -0.108334921483046`X5 `[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-20.540617577835519.256187-1.06670.2877980.143899
T11.852050655433161.8962850.97670.3302830.165141
X10.8007536835950220.1307076.126300
X20.2338921110766560.1339641.74590.0828440.041422
X30.2084497746156580.1695171.22970.220720.11036
X40.5712508101765020.0959755.952100
`X5 `-0.1083349214830460.103317-1.04860.2960390.148019


Multiple Linear Regression - Regression Statistics
Multiple R0.64099331025021
R-squared0.410872423785522
Adjusted R-squared0.387617387882319
F-TEST (value)17.6681053297763
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value1.77635683940025e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.47838506122403
Sum Squared Residuals3048.50177900237


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12423.30591189430180.694088105698213
22520.03053887537264.96946112462742
31721.0052757760804-4.00527577608043
41818.1054640311386-0.105464031138574
51817.72577540998910.274224590010878
61617.8270340131174-1.82703401311742
72020.9669353500886-0.96693535008862
81622.5176755215724-6.51767552157242
91822.3856971696195-4.3856971696195
101720.5758193389779-3.57581933897792
112322.41930099145290.580699008547053
123022.31944150967827.6805584903218
132315.22862329327667.77137670672336
141819.1104416279066-1.11044162790658
151521.7839912762424-6.7839912762424
161217.9154785487290-5.91547854872898
172119.56856849430431.43143150569570
181515.3238221486993-0.323822148699278
192019.7887124641590.211287535840979
203126.43162416030054.56837583969953
212725.30379070672121.69620929327880
223427.12452201821426.87547798178583
232119.74974079613771.25025920386235
243120.987771243585310.0122287564147
251919.4202293168146-0.420229316814625
261620.3090786014135-4.30907860141353
272021.6269845815146-1.62698458151458
282118.35704482214922.64295517785077
292222.0233101277448-0.0233101277447521
301719.5537828503148-2.55378285031481
312420.48271099123443.51728900876556
322530.5896852562428-5.58968525624278
332626.6567312769232-0.656731276923215
342524.22342508905770.776574910942284
351723.045122891964-6.045122891964
363227.89724109795974.10275890204028
373323.75556155574039.2444384442597
381321.9687976203882-8.96879762038819
393227.91204288671924.08795711328085
402525.9293572358744-0.92935723587439
412927.08746971246051.91253028753948
422222.1267767157679-0.126776715767942
431817.31922335278070.680776647219285
441721.7607618394586-4.76076183945862
452022.3547629906172-2.35476299061719
461520.5459877648588-5.54598776485879
472022.2319043156402-2.23190431564015
483328.22615600426534.77384399573473
492922.2512964025946.748703597406
502326.6319917607078-3.63199176070780
512623.33393808632892.66606191367114
521819.0572045568099-1.05720455680992
532018.85336774429631.14663225570374
541111.8569662519076-0.856966251907644
552829.1391504790434-1.13915047904336
562623.43229711430432.56770288569571
572222.3892075268383-0.389207526838316
581720.2377578196325-3.23775781963249
591215.5903486600183-3.59034866001829
601420.9635424700856-6.96354247008556
611720.8710718404720-3.87107184047204
622121.3887032327798-0.388703232779788
631922.9992127997300-3.99921279972996
641823.2468530520286-5.24685305202855
651017.9645501066114-7.96455010661136
662924.39418483978984.60581516021023
673118.593809572314712.4061904276853
681923.0436062933947-4.04360629339472
69920.1246989779693-11.1246989779693
702022.6014881321463-2.60148813214627
712817.693420131388810.3065798686112
721918.25541337044730.744586629552658
733023.17816568274856.82183431725153
742927.1412651905231.85873480947699
752621.51864966003154.48135033996846
762319.61171219467763.38828780532242
771322.7696306151473-9.76963061514733
782122.7069504145405-1.70695041454046
791921.5925083983795-2.59250839837945
802822.97737756951745.0226224304826
812325.6717631113499-2.67176311134987
821813.91937831127614.0806216887239
832120.76752594128470.232474058715270
842021.8939221074588-1.89392210745884
852320.03254882182932.96745117817070
862120.81457978351440.185420216485572
872121.8549708563638-0.854970856363823
881522.9601236544928-7.96012365449284
892827.28990740362070.710092596379342
901917.68950998953241.31049001046759
912621.24375395623234.75624604376766
921013.3592202085389-3.35922020853889
931617.1550179477001-1.15501794770007
942221.14732552051230.852674479487721
951918.91520723051540.0847927694845566
963128.86387540753292.13612459246710
973125.2303794172615.769620582739
982924.82237582056174.17762417943829
991917.46000711611391.53999288388611
1002218.91977252836733.08022747163268
1012322.44404050766840.555959492331634
1021516.2213007844847-1.22130078448470
1032021.4067774452657-1.40677744526569
1041819.5916965986423-1.59169659864227
1052322.13105499534800.868945004652039
1062520.89174259250284.10825740749719
1072116.62480889629774.37519110370226
1082419.54050889011234.4594911098877
1092525.2842542064876-0.28425420648761
1101719.5415733289438-2.54157332894384
1111314.5909200347790-1.59092003477896
1122818.31206598545469.68793401454535
1132120.32721598029360.672784019706407
1142528.2402549727791-3.24025497277913
115921.0230657884603-12.0230657884603
1161617.8649936604446-1.86499366044458
1171921.1927565169446-2.19275651694460
1181719.5105598387774-2.51055983877741
1192524.54234989280720.457650107192842
1202015.51102203613224.4889779638678
1212921.72837616400277.27162383599734
1221419.0319382805427-5.03193828054267
1232226.9807843689066-4.98078436890655
1241515.7566129258641-0.756612925864103
1251925.4706403155968-6.47064031559684
1262021.9365074008663-1.93650740086629
1271517.5261183627755-2.52611836277546
1282021.9219024004867-1.92190240048672
1291820.3175223942078-2.31752239420782
1303325.57499999310787.42500000689216
1312223.8817153183514-1.88171531835137
1321616.5259552703765-0.525955270376549
1331719.1237948992732-2.12379489927320
1341615.11555793247580.884442067524158
1352117.11003911100553.88996088899452
1362627.6211796228832-1.62117962288317
1371821.1341578075379-3.13415780753787
1381823.0934916296008-5.0934916296008
1391718.4649006478306-1.46490064783056
1402224.8487332677922-2.84873326779221
1413024.79359725135425.20640274864582
1423027.36471781443442.63528218556562
1432429.8857645038554-5.88576450385543
1442122.0669167791498-1.06691677914980
1452125.4142006337394-4.41420063373936
1462927.43919354272611.56080645727388
1473123.26179273493017.7382072650699
1482019.04820235704980.95179764295021
1491614.17357955579761.82642044420244
1502219.00322352035522.99677647964479
1512020.5031787470075-0.503178747007479
1522827.31180121681120.688198783188795
1533826.58362302307111.416376976929
1542219.26560666717552.73439333282454
1552025.7191898021532-5.71918980215318
1561718.0567002627514-1.05670026275140
1572824.54083329423793.45916670576212
1582224.1667158267939-2.16671582679388
1593126.11565976166314.8843402383369


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.09706704118348920.1941340823669780.90293295881651
110.3523937315236140.7047874630472280.647606268476386
120.741566177881040.5168676442379210.258433822118961
130.7546971831618020.4906056336763970.245302816838198
140.7254484767998240.5491030464003530.274551523200176
150.7222331260299960.5555337479400070.277766873970004
160.6523287250372230.6953425499255540.347671274962777
170.5723867571705250.855226485658950.427613242829475
180.5418594976379090.9162810047241830.458140502362091
190.4746768820354040.9493537640708080.525323117964596
200.5058427191870530.9883145616258940.494157280812947
210.4595367988993270.9190735977986550.540463201100673
220.4615022656115020.9230045312230050.538497734388498
230.3959674323419810.7919348646839630.604032567658019
240.6503967961502250.6992064076995490.349603203849775
250.5814704078358770.8370591843282460.418529592164123
260.552969220894670.8940615582106590.447030779105330
270.4892333828740320.9784667657480640.510766617125968
280.4394438196187580.8788876392375160.560556180381242
290.3755973176336090.7511946352672190.624402682366391
300.3202727906892240.6405455813784490.679727209310776
310.3629620800756570.7259241601513140.637037919924343
320.4384682808619960.8769365617239910.561531719138004
330.3923908743408210.7847817486816420.607609125659179
340.3861762224596610.7723524449193220.613823777540339
350.4024822347189310.8049644694378620.597517765281069
360.3831703545198480.7663407090396970.616829645480152
370.5397889760306880.9204220479386230.460211023969312
380.7376722030954310.5246555938091380.262327796904569
390.7285821679184440.5428356641631120.271417832081556
400.6868421397651520.6263157204696950.313157860234848
410.6576620025556650.6846759948886690.342337997444335
420.6057467149323710.7885065701352580.394253285067629
430.5565640123475080.8868719753049830.443435987652492
440.541855768363440.916288463273120.45814423163656
450.5155875849873650.968824830025270.484412415012635
460.5469266133009410.9061467733981190.453073386699059
470.5065035837407210.9869928325185580.493496416259279
480.4915276700125130.9830553400250270.508472329987487
490.5470424094874880.9059151810250230.452957590512512
500.5224991616397470.9550016767205060.477500838360253
510.4855414435183180.9710828870366360.514458556481682
520.4368307603278950.873661520655790.563169239672105
530.3948040599089580.7896081198179160.605195940091042
540.3502596862864770.7005193725729540.649740313713523
550.3118524346005220.6237048692010440.688147565399478
560.2822231878659350.564446375731870.717776812134065
570.2419653792227390.4839307584454780.758034620777261
580.2202492497407230.4404984994814460.779750750259277
590.2061169261575810.4122338523151630.793883073842419
600.2587333467365390.5174666934730790.74126665326346
610.2525009302931990.5050018605863970.747499069706801
620.2165920987111330.4331841974222650.783407901288867
630.2054603211361680.4109206422723350.794539678863832
640.2463127265104320.4926254530208640.753687273489568
650.3219235874853270.6438471749706540.678076412514673
660.3202506915878160.6405013831756320.679749308412184
670.6420223536470230.7159552927059530.357977646352977
680.637200125177770.725599749644460.36279987482223
690.8266019964675020.3467960070649960.173398003532498
700.8068219686981550.3863560626036900.193178031301845
710.919416165358110.161167669283780.08058383464189
720.9009752033729130.1980495932541740.0990247966270872
730.9254246520089450.1491506959821110.0745753479910554
740.911830087824750.1763398243504990.0881699121752496
750.9135333219133990.1729333561732030.0864666780866014
760.905613102717340.1887737945653210.0943868972826603
770.962709409449630.07458118110073890.0372905905503694
780.9539360111987650.09212797760246950.0460639888012347
790.9456252896303450.108749420739310.054374710369655
800.9485718978755230.1028562042489540.0514281021244768
810.939915985905970.1201680281880620.060084014094031
820.9385156749491290.1229686501017420.061484325050871
830.9233385316367650.1533229367264710.0766614683632353
840.908823036675180.182353926649640.09117696332482
850.8985615779932490.2028768440135030.101438422006751
860.8810927302868740.2378145394262520.118907269713126
870.8573424373495970.2853151253008050.142657562650403
880.909265767454570.1814684650908580.0907342325454292
890.891232397727670.2175352045446590.108767602272329
900.869291299282840.2614174014343200.130708700717160
910.8715605388889330.2568789222221350.128439461111067
920.8608194275341910.2783611449316170.139180572465809
930.8372287299934190.3255425400131620.162771270006581
940.8079727354703170.3840545290593650.192027264529683
950.7732820940468610.4534358119062780.226717905953139
960.7420484505183240.5159030989633520.257951549481676
970.7621318022241810.4757363955516380.237868197775819
980.756060624930660.487878750138680.24393937506934
990.7192751377394330.5614497245211330.280724862260567
1000.6937075540770250.6125848918459510.306292445922975
1010.6499134249314410.7001731501371170.350086575068559
1020.6104304153024740.7791391693950520.389569584697526
1030.5708582117825880.8582835764348240.429141788217412
1040.5284045659273710.9431908681452570.471595434072629
1050.4818238902379350.963647780475870.518176109762065
1060.4624159195561060.9248318391122120.537584080443894
1070.4578279697095250.915655939419050.542172030290475
1080.4678946111208090.9357892222416190.53210538887919
1090.4180484714399140.836096942879830.581951528560086
1100.3946709846202360.7893419692404730.605329015379764
1110.3558516400834660.7117032801669330.644148359916534
1120.5752234395915210.8495531208169570.424776560408479
1130.5673438708425450.865312258314910.432656129157455
1140.5393894291358550.9212211417282890.460610570864145
1150.7571702979817520.4856594040364970.242829702018248
1160.7329947012418050.534010597516390.267005298758195
1170.7205939496000640.5588121007998720.279406050399936
1180.6917327277600390.6165345444799230.308267272239961
1190.6408490525831830.7183018948336340.359150947416817
1200.6497517109130550.7004965781738890.350248289086945
1210.7020471644376510.5959056711246970.297952835562349
1220.7066197462562590.5867605074874820.293380253743741
1230.7123835515225260.5752328969549480.287616448477474
1240.6591790318696740.6816419362606530.340820968130326
1250.7051892455662050.589621508867590.294810754433795
1260.6753406703454730.6493186593090540.324659329654527
1270.6636775751517140.6726448496965710.336322424848286
1280.6271862085351150.745627582929770.372813791464885
1290.5997998025579530.8004003948840940.400200197442047
1300.6706639022525950.658672195494810.329336097747405
1310.612975071225680.7740498575486390.387024928774320
1320.5486312494142140.9027375011715720.451368750585786
1330.5465045273716840.9069909452566320.453495472628316
1340.4850634851079970.9701269702159950.514936514892003
1350.4425242411045130.8850484822090250.557475758895487
1360.413629289551520.827258579103040.58637071044848
1370.4172169583978580.8344339167957160.582783041602142
1380.4570914219548540.9141828439097090.542908578045145
1390.3892987441054660.7785974882109330.610701255894534
1400.3171946465217060.6343892930434130.682805353478294
1410.4194161283338520.8388322566677050.580583871666148
1420.3650626141949550.7301252283899090.634937385805045
1430.2968768573865530.5937537147731060.703123142613447
1440.2228583556791690.4457167113583380.777141644320831
1450.2664017075775650.532803415155130.733598292422435
1460.1837295032859990.3674590065719990.816270496714
1470.2387194256747620.4774388513495250.761280574325238
1480.1475795712728910.2951591425457830.852420428727109
1490.07898494244129490.1579698848825900.921015057558705


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 level20.0142857142857143OK