Multiple Linear Regression - Estimated Regression Equation
YT[t] = -18.3591714482512 + 1.58838471475270T1[t] + 0.79875711851511X1[t] + 0.233450466257558X2[t] + 0.207082749570129X3[t] + 0.571862761699044X4[t] -0.0999815995143383`X5 `[t] + 0.00354783249216934t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-18.359171448251219.993412-0.91830.3599470.179973
T11.588384714752702.0021750.79330.4288310.214415
X10.798757118515110.1311486.090500
X20.2334504662575580.1343331.73790.0842760.042138
X30.2070827495701290.1700091.21810.2250970.112548
X40.5718627616990440.0962475.941600
`X5 `-0.09998159951433830.105485-0.94780.3447320.172366
t0.003547832492169340.0084380.42050.6747410.33737


Multiple Linear Regression - Regression Statistics
Multiple R0.641530498673369
R-squared0.411561380728101
Adjusted R-squared0.384282769238676
F-TEST (value)15.087328799255
F-TEST (DF numerator)7
F-TEST (DF denominator)151
p-value7.32747196252603e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.49056162493448
Sum Squared Residuals3044.93669980746


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12423.30057129330630.699428706693719
22520.01752246718394.98247753281608
31721.0211399791426-4.02113997914265
41818.0925500792618-0.0925500792618023
51817.69056780293320.309432197066762
61617.877648378172-1.87764837817201
72020.7303968936034-0.7303968936034
81622.2384819662608-6.23848196626085
91822.1097766895970-4.10977668959702
101720.3404956440243-3.34049564402435
112322.16667800377120.833321996228807
123022.02409374820917.97590625179086
132314.97798333049958.02201666950045
141818.8006776299538-0.800677629953757
151521.5420869454813-6.54208694548131
161217.7473672648276-5.74736726482756
172119.31995062782011.68004937217993
181515.0095102272645-0.00951022726447562
192019.58180100715220.41819899284785
203126.17801170877194.8219882912281
212725.06546676357921.93453323642076
223426.87234655364597.12765344635407
232119.52125106772991.47874893227008
243120.777542919189110.2224570808109
251919.2620873882198-0.262087388219842
261620.1257631629215-4.12576316292152
272021.4505453886165-1.45054538861650
282118.17726396710972.82273603289032
292221.84045860638410.15954139361592
301719.3786812679951-2.37868126799510
312420.36288304198333.63711695801675
322530.4026260368561-5.40262603685613
332626.4499559136845-0.449955913684488
342524.0864121807230.913587819277002
351722.8670220283224-5.86702202832238
363227.76056076087404.23943923912604
373323.59838663714899.40161336285112
381321.7984983327297-8.79849833272967
393227.74779011438714.25220988561288
402525.787102563668-0.787102563668005
412926.99465619774862.00534380225137
422221.99154225796620.00845774203379076
431817.12961414405750.87038585594253
441721.6372078571851-4.63720785718515
452022.2319210210565-2.23192102105651
461520.4352937876135-5.43529378761353
472022.1071288311651-2.1071288311651
483328.12117199787564.87882800212443
492922.14115052184136.85884947815874
502326.4998596091402-3.49985960914021
512623.23459751292042.76540248707958
521818.9656042544921-0.965604254492147
532018.79612004574301.20387995425697
541111.7160709940257-0.716070994025735
552829.0105804767345-1.01058047673453
562623.39050434604672.60949565395329
572222.3414695454203-0.341469545420307
581720.1564210484307-3.15642104843071
591215.5692778789805-3.56927787898050
601420.8167935559991-6.81679355599913
611720.8202241820746-3.82022418207459
622121.3347129501434-0.334712950143380
631922.9763818374361-3.97638183743611
641823.1920758880957-5.19207588809565
651017.9120405565538-7.91204055655377
662924.40992651883414.59007348116592
673118.558476918801112.4415230811989
681922.9869414093617-3.98694140936169
69920.0961723263517-11.0961723263517
702022.5809984574057-2.58099845740569
712817.655273641087810.3447263589122
721918.22910835550710.770891644492931
733023.17875625633616.82124374366391
742927.10185744957871.89814255042130
752621.52085974872634.47914025127371
762319.57759138966333.42240861033671
771322.7673890269749-9.7673890269749
782122.6999656986182-1.69996569861817
791921.6345836806373-2.63458368063733
802822.96915701424535.03084298575474
812325.6973992029916-2.69739920299159
821813.95490316162954.04509683837052
832120.76154655918290.238453440817124
842021.9157961866931-1.91579618669312
852320.07774788362762.92225211637243
862120.83860115001720.161398849982816
872121.8931506037605-0.893150603760456
881523.0305779438395-8.03057794383952
892827.30058354392170.699416456078311
901917.70459000988641.29540999011360
912621.27720519998124.72279480001875
921013.4207961925499-3.4207961925499
931617.1995105289364-1.19951052893642
942221.17134539706720.82865460293282
951918.99893128599510.00106871400488703
963128.94037837692202.05962162307796
973125.29055862881655.70944137118355
982924.85281161756134.14718838243874
991917.50962614549991.49037385450014
1002218.95242751136353.04757248863650
1012322.49639238497760.503607615022413
1021516.2875354180751-1.28753541807506
1032021.4228525089516-1.42285250895161
1041819.6658145225114-1.66581452251145
1052322.25636924276460.743630757235358
1062520.90865743550984.09134256449023
1072116.67227715246434.32772284753566
1082419.56800771168244.4319922883176
1092525.3550235068465-0.355023506846472
1101719.619766860822-2.61976686082202
1111314.6659551691233-1.66595516912329
1122818.42626166372089.57373833627919
1132120.41967645109160.580323548908437
1142528.3159565386191-3.31595653861913
115921.1551764227403-12.1551764227403
1161618.0061106330230-2.00611063302304
1171921.2544613841652-2.25446138416516
1181719.6108037739653-2.61080377396526
1192524.67639153408490.323608465915107
1202015.56713373874454.43286626125549
1212921.87161261143767.12838738856236
1221419.1167857657226-5.11678576572263
1232227.0867941796051-5.08679417960509
1241515.9355784175142-0.935578417514242
1251925.6263325925739-6.62633259257395
1262022.0928920267450-2.09289202674503
1271517.7095654037931-2.70956540379315
1282022.1149283807381-2.11492838073813
1291820.5115649579609-2.51156495796086
1303325.76200252418027.23799747581977
1312224.0135738555549-2.01357385555485
1321616.6900618439135-0.690061843913491
1331719.3420422957593-2.34204229575933
1341615.31348031769890.68651968230106
1352117.29949926087643.70050073912357
1362627.7996968946194-1.79969689461943
1371821.304233865906-3.30423386590599
1381823.2073200148495-5.20732001484945
1391718.6825913123659-1.68259131236590
1402224.9799528930422-2.97995289304222
1413024.92541980820975.0745801917903
1423027.57056272486672.42943727513332
1432429.9683835869881-5.96838358698809
1442122.2960469748642-1.29604697486422
1452125.6227704527493-4.62277045274928
1462927.67396094315831.32603905684171
1473123.4643424664747.53565753352598
1482019.26558935597010.734410644029932
1491614.32613397177091.67386602822906
1502219.22366478822332.77633521177669
1512020.7522347250232-0.752234725023154
1522827.56107748344220.438922516557781
1533826.89041511611.1095848840000
1542219.43627227284222.56372772715775
1552025.9470773992814-5.9470773992814
1561718.31008307594-1.31008307593998
1572824.81405007758513.18594992241494
1582224.4230458313632-2.42304583136319
1593126.33981277238524.66018722761484


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.4829193016149590.9658386032299180.517080698385041
120.5540732393436450.891853521312710.445926760656355
130.7785712074528930.4428575850942130.221428792547107
140.8044013778971670.3911972442056660.195598622102833
150.7447735642805760.5104528714388470.255226435719424
160.664232544631890.671534910736220.33576745536811
170.6235277677461310.7529444645077390.376472232253869
180.5814159093338980.8371681813322030.418584090666102
190.5415638152832810.9168723694334380.458436184716719
200.5621504795336010.8756990409327970.437849520466399
210.4853487611294020.9706975222588040.514651238870598
220.4559249064379630.9118498128759260.544075093562037
230.4180293134236040.8360586268472080.581970686576396
240.5251318710594430.9497362578811140.474868128940557
250.4965945694728410.9931891389456820.503405430527159
260.5284303120479990.9431393759040010.471569687952001
270.4624564691639470.9249129383278940.537543530836053
280.3994328697227680.7988657394455360.600567130277232
290.3374991199397940.6749982398795890.662500880060206
300.3034494262526350.6068988525052690.696550573747365
310.2920688108971490.5841376217942970.707931189102851
320.4278905143310570.8557810286621140.572109485668943
330.3677709725805480.7355419451610960.632229027419452
340.3389216242501930.6778432485003860.661078375749807
350.3899119760466970.7798239520933940.610088023953303
360.354184460665440.708368921330880.64581553933456
370.4654268922738750.930853784547750.534573107726125
380.7615144023517240.4769711952965510.238485597648276
390.7480429223637580.5039141552724830.251957077636242
400.7114107689347490.5771784621305030.288589231065251
410.6764471981337660.6471056037324690.323552801866234
420.628165076844510.743669846310980.37183492315549
430.5764227236989070.8471545526021860.423577276301093
440.5640438355426710.8719123289146590.435956164457329
450.5471458311909280.9057083376181430.452854168809072
460.5791926855220740.8416146289558520.420807314477926
470.5354765355173430.9290469289653130.464523464482657
480.5259849118485100.9480301763029790.474015088151489
490.58621035398330.82757929203340.4137896460167
500.55732133154370.88535733691260.4426786684563
510.5264197363296410.9471605273407180.473580263670359
520.4766790272664290.9533580545328570.523320972733571
530.4330087212924440.8660174425848890.566991278707556
540.3882146891237590.7764293782475180.611785310876241
550.3473362447661960.6946724895323920.652663755233804
560.3187228020099800.6374456040199590.68127719799002
570.2758557123679040.5517114247358090.724144287632096
580.2478299770059350.4956599540118690.752170022994066
590.2295442247609740.4590884495219470.770455775239026
600.2646070039174270.5292140078348550.735392996082573
610.248127640276520.496255280553040.75187235972348
620.2141301810354990.4282603620709980.785869818964501
630.1969075329268410.3938150658536820.803092467073159
640.2179466817221930.4358933634443860.782053318277807
650.2669794120658070.5339588241316140.733020587934193
660.2759291272540540.5518582545081080.724070872745946
670.637769420135870.724461159728260.36223057986413
680.6219181725308830.7561636549382340.378081827469117
690.7951952892038090.4096094215923830.204804710796191
700.7678147506359330.4643704987281340.232185249364067
710.9127531564915340.1744936870169320.0872468435084658
720.8937271218045160.2125457563909670.106272878195484
730.9242926095928780.1514147808142450.0757073904071223
740.9124970207299570.1750059585400860.0875029792700431
750.9163309680112960.1673380639774080.0836690319887039
760.9106624721733080.1786750556533840.089337527826692
770.9620940858164270.07581182836714570.0379059141835728
780.9526852434423330.09462951311533320.0473147565576666
790.943473929806760.1130521403864800.0565260701932398
800.9479428525491880.1041142949016250.0520571474508123
810.9382652388085330.1234695223829350.0617347611914673
820.9375827240267030.1248345519465940.0624172759732972
830.9220533362512840.1558933274974330.0779466637487164
840.9065742500025290.1868514999949420.0934257499974709
850.8967632782064960.2064734435870070.103236721793503
860.8780800500150440.2438398999699110.121919949984956
870.8533755756665240.2932488486669530.146624424333476
880.9053301920169020.1893396159661960.0946698079830979
890.8861555888715220.2276888222569560.113844411128478
900.8636477117300980.2727045765398040.136352288269902
910.8658274788426220.2683450423147560.134172521157378
920.8543847808816980.2912304382366030.145615219118302
930.8298317007731760.3403365984536480.170168299226824
940.799553747405970.4008925051880610.200446252594031
950.7636884466440350.472623106711930.236311553355965
960.7310555749981380.5378888500037230.268944425001862
970.751741927331530.496516145336940.24825807266847
980.7493465068530560.5013069862938890.250653493146944
990.7122346964319530.5755306071360930.287765303568047
1000.6897448649238680.6205102701522650.310255135076132
1010.6494349222362850.701130155527430.350565077763715
1020.6066348457904770.7867303084190460.393365154209523
1030.563244216748730.8735115665025390.436755783251269
1040.5186541566685340.9626916866629320.481345843331466
1050.4758806504744080.9517613009488160.524119349525592
1060.4636121411199460.9272242822398920.536387858880054
1070.4707790492737110.9415580985474220.529220950726289
1080.5095328074496350.980934385100730.490467192550365
1090.470971756762880.941943513525760.52902824323712
1100.4286116910002730.8572233820005460.571388308999727
1110.3814515054168480.7629030108336960.618548494583152
1120.7112886403632380.5774227192735250.288711359636762
1130.7473975444481890.5052049111036220.252602455551811
1140.7200322666398490.5599354667203020.279967733360151
1150.8546521660591680.2906956678816640.145347833940832
1160.8227162001041930.3545675997916150.177283799895807
1170.7895983733747360.4208032532505280.210401626625264
1180.7524050165307840.4951899669384320.247594983469216
1190.7217768440500780.5564463118998440.278223155949922
1200.7738925738290690.4522148523418620.226107426170931
1210.860942680640340.2781146387193210.139057319359660
1220.838493713445110.3230125731097790.161506286554890
1230.81442814843470.37114370313060.1855718515653
1240.771549295854050.4569014082919010.228450704145950
1250.774698277617690.4506034447646210.225301722382310
1260.7259122102917470.5481755794165060.274087789708253
1270.690676886270890.6186462274582210.309323113729111
1280.6397780036985880.7204439926028230.360221996301412
1290.5907368861560870.8185262276878270.409263113843913
1300.7185032158087570.5629935683824870.281496784191244
1310.6603237787138160.6793524425723690.339676221286184
1320.5951269309861740.8097461380276510.404873069013826
1330.5537187639610460.8925624720779090.446281236038954
1340.4814457747577620.9628915495155250.518554225242238
1350.5048998386997190.9902003226005620.495100161300281
1360.4324005633879520.8648011267759040.567599436612048
1370.3838510906299900.7677021812599790.61614890937001
1380.3962487546152590.7924975092305190.603751245384741
1390.3237631621555350.647526324311070.676236837844465
1400.2544030009655450.508806001931090.745596999034455
1410.3440471799139950.688094359827990.655952820086005
1420.2945759068292850.589151813658570.705424093170715
1430.2264455868972510.4528911737945030.773554413102749
1440.1596988583803390.3193977167606770.840301141619661
1450.2399300775530420.4798601551060830.760069922446958
1460.1693483072714130.3386966145428270.830651692728587
1470.1605212839060140.3210425678120280.839478716093986
1480.0873080906605050.174616181321010.912691909339495


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 level20.0144927536231884OK