Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 7.32684596059117 + 0.356979436989241CM[t] -0.0592285666748476`CM*G`[t] -0.483865613410506D[t] + 0.175232812441501`D*G`[t] -0.0310127872102981PE[t] + 0.323284473674037`PE*G`[t] + 0.0927245043282869PC[t] -0.123099907387688`PC*G`[t] + 0.509759645731013O[t] -0.132008906567604`O*G`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.326845960591172.2792843.21450.0016060.000803
CM0.3569794369892410.0862824.13745.9e-052.9e-05
`CM*G`-0.05922856667484760.115217-0.51410.6079810.303991
D-0.4838656134105060.16529-2.92740.0039630.001981
`D*G`0.1752328124415010.2164790.80950.4195530.209777
PE-0.03101278721029810.161508-0.1920.8479920.423996
`PE*G`0.3232844736740370.2031791.59110.1137280.056864
PC0.09272450432828690.2272940.40790.6839040.341952
`PC*G`-0.1230999073876880.276833-0.44470.657210.328605
O0.5097596457310130.1031614.94142e-061e-06
`O*G`-0.1320089065676040.106177-1.24330.215740.10787


Multiple Linear Regression - Regression Statistics
Multiple R0.623397994765618
R-squared0.388625059877793
Adjusted R-squared0.347034927896691
F-TEST (value)9.34416510277905
F-TEST (DF numerator)10
F-TEST (DF denominator)147
p-value6.79212242005178e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.41759903161865
Sum Squared Residuals1716.95752171535


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12423.14553804221840.854461957781564
22521.86682248932143.13317751067865
33024.70619787461545.29380212538457
41920.1022284798081-1.10222847980806
52220.62844487263331.37155512736673
62223.2539357278194-1.25393572781936
72522.73279077513782.26720922486224
82319.50952371484173.49047628515826
91719.3533854884903-2.35338548849026
102122.0243225269749-1.02432252697486
111922.1598665655467-3.15986656554674
121923.7278847161621-4.72788471616212
131522.9278043521723-7.92780435217232
141617.3287427422355-1.32874274223553
152318.97438334930954.02561665069046
162723.85411304044713.14588695955291
172220.71400036237961.28599963762037
181415.3283837322309-1.32838373223092
192222.9515954383592-0.951595438359213
202324.4257677462697-1.42576774626966
212321.61100289054291.38899710945714
222122.3792292961033-1.37922929610334
231922.4316079216241-3.43160792162413
241823.7752299338472-5.77522993384719
252023.4608589716526-3.46085897165258
262322.79851188721270.20148811278726
272523.77200877667951.22799122332049
281923.1342094194357-4.13420941943572
292422.88839084906311.11160915093695
302221.91646205364540.0835379463545559
312526.1159579815043-1.11595798150433
322623.67339455026572.32660544973434
332923.5819344240985.41806557590197
343225.03995620593336.96004379406672
352522.23892111199542.76107888800462
362924.53932085976224.46067914023781
372825.27658978087992.72341021912009
381715.53191010808341.46808989191663
392826.35818198025321.64181801974678
402922.44633445998396.55366554001613
412626.56693529096-0.566935290959992
422523.6063618825031.39363811749705
431417.8563378961915-3.85633789619151
442522.82365251609612.17634748390394
452621.78391858060764.21608141939244
462020.0197966730921-0.0197966730920708
471821.8150714731331-3.81507147313315
483224.84451223211047.15548776788959
492524.82781720386660.172182796133374
502522.54301313515552.45698686484448
512321.31652708654931.68347291345067
522122.00155939135-1.00155939135
532024.0368130668541-4.03681306685413
541516.4264490613949-1.42644906139486
553024.75672139714475.24327860285527
562425.2751706249969-1.27517062499689
572624.25456406831951.74543593168049
582420.86145169323213.13854830676793
592222.650618497898-0.650618497897962
601416.4664066566256-2.46640665662557
612422.24706410442011.75293589557994
622422.37217029304031.62782970695965
632423.73671537058860.263284629411397
642420.28287259087753.71712740912254
651917.904937910521.09506208948001
663127.83402469444283.16597530555724
672227.1571704728309-5.15717047283094
682720.79824710393596.2017528960641
691917.23961821629981.76038178370016
702522.30265636193122.69734363806884
712024.7999565993862-4.79995659938623
722121.3125016453599-0.312501645359874
732727.4138927489721-0.413892748972069
742324.9471571086258-1.94715710862584
752525.9362647377293-0.936264737729286
762022.2858105036534-2.28581050365344
772222.760463348445-0.760463348444952
782323.5177657911834-0.517765791183388
792524.19670528600240.803294713997641
802523.54930461510281.45069538489718
811723.6280693653108-6.6280693653108
821920.5703687834139-1.57036878341388
832524.25141165187470.748588348125346
841922.7422850822931-3.74228508229305
852021.8879908223272-1.88799082232724
862622.62241550322933.37758449677065
872321.15312960361571.84687039638429
882724.52188431994942.47811568005063
891720.2526697734074-3.25266977340741
901722.3760412457908-5.3760412457908
911919.9831294721654-0.98312947216542
921719.6249744934655-2.62497449346553
932222.5478747596857-0.54787475968566
942124.1042795613992-3.10427956139915
953229.06551472792172.93448527207831
962123.7956913539753-2.7956913539753
972124.7785458291776-3.77854582917763
981820.7365353868179-2.73653538681792
991821.524829841476-3.52482984147597
1002323.1018747569259-0.101874756925861
1011920.1836243613537-1.18362436135368
1022021.7975879969896-1.7975879969896
1032122.6081367464553-1.60813674645531
1042024.1323885337656-4.13238853376562
1051719.1791311281402-2.17913112814022
1061820.242403438441-2.24240343844095
1071920.8572106203013-1.85721062030133
1082222.4324698906192-0.432469890619229
1091517.5105239414586-2.51052394145862
1101419.2004413271801-5.2004413271801
1111826.572667808271-8.572667808271
1122421.88853660741992.11146339258007
1133523.958711600139811.0412883998602
1142918.847118046421610.1528819535784
1152122.3354701265229-1.33547012652287
1162521.14644148444673.85355851555328
1172018.0356398518591.964360148141
1182222.0807735259196-0.080773525919554
1191315.8935840669944-2.89358406699437
1202622.80157684365313.19842315634688
1211717.4390415770972-0.43904157709725
1222520.49144411488554.50855588511451
1232020.3391927870663-0.339192787066305
1241917.57710337106761.4228966289324
1252121.082963456725-0.0829634567249685
1262221.19127959987670.808720400123346
1272422.68040710109461.31959289890544
1282123.2399778177666-2.2399778177666
1292625.24751927311130.752480726888739
1302420.74732009216543.25267990783464
1311620.5101872124217-4.51018721242169
1322322.41693852004820.583061479951775
1331820.8190080445639-2.8190080445639
1341622.0788724431762-6.07887244317621
1352621.83975985313414.16024014686593
1361919.5541578161299-0.554157816129854
1372117.41968092024053.58031907975947
1382122.2211700720996-1.22117007209955
1392218.64377978015463.35622021984542
1402319.58408975538373.4159102446163
1412924.9466159863524.05338401364798
1422120.33652744014640.663472559853616
1432120.04619444492130.95380555507868
1442322.51239332242150.487606677578453
1452723.12225025687113.87774974312893
1462525.6519318180701-0.651931818070076
1472121.0615436711115-0.0615436711115192
1481017.457805896055-7.45780589605502
1492022.7513670629223-2.75136706292233
1502622.37355994525753.62644005474245
1512424.2251070127566-0.22510701275657
1522932.1262672519407-3.12626725194067
1531919.5422299608837-0.542229960883653
1542422.89247082899081.10752917100924
1551921.1609605753186-2.16096057531863
1562423.18303848140020.816961518599816
1572222.2559762228679-0.255976222867862
1581724.2411685019621-7.24116850196213


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
140.9735634859758580.05287302804828440.0264365140241422
150.9455744315490520.1088511369018970.0544255684509483
160.9035338384119310.1929323231761380.096466161588069
170.847422592109530.3051548157809390.15257740789047
180.7733501550761440.4532996898477110.226649844923856
190.7938385536594890.4123228926810230.206161446340512
200.7608726143158120.4782547713683760.239127385684188
210.7425996778345740.5148006443308520.257400322165426
220.7076721162836530.5846557674326950.292327883716347
230.6643096335636280.6713807328727450.335690366436372
240.6555445059779790.6889109880440420.344455494022021
250.6442597690537160.7114804618925690.355740230946284
260.5682026588479860.8635946823040280.431797341152014
270.4945763640017440.9891527280034880.505423635998256
280.4416392864603240.8832785729206480.558360713539676
290.4100660486581350.820132097316270.589933951341865
300.3436475986349950.687295197269990.656352401365005
310.3153217517159430.6306435034318860.684678248284057
320.3106333334258430.6212666668516870.689366666574157
330.4005632529896610.8011265059793220.599436747010339
340.5466588165776260.9066823668447480.453341183422374
350.5084821565198230.9830356869603540.491517843480177
360.5642938798844520.8714122402310960.435706120115548
370.6184214318917030.7631571362165950.381578568108297
380.5816259816523160.8367480366953670.418374018347684
390.5305438244956010.9389123510087970.469456175504399
400.6523682098279940.6952635803440120.347631790172006
410.5983594174135070.8032811651729860.401640582586493
420.544732527194890.910534945610220.45526747280511
430.5453382361682020.9093235276635960.454661763831798
440.5046489129565520.9907021740868960.495351087043448
450.5436714639969920.9126570720060160.456328536003008
460.4880714354488510.9761428708977020.511928564551149
470.4917515019958650.983503003991730.508248498004135
480.6003264532235050.799347093552990.399673546776495
490.5496507669871070.9006984660257850.450349233012893
500.5188812952754550.962237409449090.481118704724545
510.5093311384253580.9813377231492830.490668861574642
520.4595875864231060.9191751728462110.540412413576894
530.4919380010218510.9838760020437030.508061998978149
540.4561417927010010.9122835854020010.543858207298999
550.6185270995401890.7629458009196210.381472900459811
560.5755107353730640.8489785292538720.424489264626936
570.5355498462079160.9289003075841680.464450153792084
580.519585531384090.960828937231820.48041446861591
590.4717392410606090.9434784821212180.528260758939391
600.4359640218174830.8719280436349660.564035978182517
610.398157482727050.79631496545410.60184251727295
620.3623657095105870.7247314190211740.637634290489413
630.3178535798352590.6357071596705180.682146420164741
640.3266479621709260.6532959243418530.673352037829074
650.2860117960680730.5720235921361470.713988203931927
660.3264786302283360.6529572604566730.673521369771664
670.385743769977070.7714875399541390.61425623002293
680.4990263875300380.9980527750600750.500973612469962
690.4515453648785180.9030907297570370.548454635121482
700.4360221613942610.8720443227885230.563977838605739
710.5105016422196550.978996715560690.489498357780346
720.4623603290781220.9247206581562440.537639670921878
730.4175062465648020.8350124931296040.582493753435198
740.3840469850040660.7680939700081310.615953014995934
750.3496293139267960.6992586278535920.650370686073204
760.3248141810752450.649628362150490.675185818924755
770.2836908203962310.5673816407924620.716309179603769
780.2493707048458170.4987414096916330.750629295154183
790.2145199058510170.4290398117020340.785480094148983
800.1892744401198740.3785488802397480.810725559880126
810.3000387047432080.6000774094864170.699961295256792
820.2710835706479620.5421671412959240.728916429352038
830.2342848305491420.4685696610982840.765715169450858
840.2326053809486080.4652107618972160.767394619051392
850.2081258566275960.4162517132551920.791874143372404
860.2076259006572610.4152518013145220.79237409934274
870.1839739323444890.3679478646889780.81602606765551
880.1713032226199380.3426064452398760.828696777380062
890.1640569014126470.3281138028252940.835943098587353
900.1995838368330280.3991676736660560.800416163166972
910.1698731530501970.3397463061003940.830126846949803
920.1511803368886080.3023606737772160.848819663111392
930.1273550901845670.2547101803691350.872644909815433
940.1172709580655430.2345419161310850.882729041934457
950.1138121052844650.2276242105689310.886187894715535
960.1020335092590480.2040670185180960.897966490740952
970.1040427029230840.2080854058461680.895957297076916
980.09253416721773360.1850683344354670.907465832782266
990.09146912481511930.1829382496302390.90853087518488
1000.07243667932974670.1448733586594930.927563320670253
1010.05723829503347330.1144765900669470.942761704966527
1020.04632572532386160.09265145064772320.953674274676138
1030.0368349835854440.07366996717088810.963165016414556
1040.03893009293450710.07786018586901430.961069907065493
1050.03194431543909820.06388863087819640.968055684560902
1060.02760401680589550.05520803361179090.972395983194105
1070.02354690392575250.0470938078515050.976453096074247
1080.01735871295398820.03471742590797640.982641287046012
1090.0159083280548810.0318166561097620.984091671945119
1100.02190827843321230.04381655686642450.978091721566788
1110.1157082289444010.2314164578888020.8842917710556
1120.106259112699560.212518225399120.89374088730044
1130.4570947327532940.9141894655065890.542905267246706
1140.7856502963521160.4286994072957680.214349703647884
1150.7443418695194750.511316260961050.255658130480525
1160.8219565434877910.3560869130244180.178043456512209
1170.799922502786950.4001549944261010.200077497213051
1180.7551673350943050.489665329811390.244832664905695
1190.764233893069380.4715322138612420.235766106930621
1200.735721300832810.5285573983343810.264278699167191
1210.6819433793153590.6361132413692820.318056620684641
1220.7026859069316840.5946281861366320.297314093068316
1230.6476136839698250.7047726320603510.352386316030175
1240.5883769984607260.8232460030785480.411623001539274
1250.547545669816720.904908660366560.45245433018328
1260.5007400884780510.99851982304390.49925991152195
1270.4447796631440290.8895593262880580.555220336855971
1280.3843992775395210.7687985550790430.615600722460479
1290.3286866656599690.6573733313199370.671313334340031
1300.309651836190470.619303672380940.69034816380953
1310.3131151280606020.6262302561212030.686884871939398
1320.3821631470583340.7643262941166690.617836852941666
1330.3522833739717670.7045667479435340.647716626028233
1340.3022388934269280.6044777868538550.697761106573072
1350.2438292185900080.4876584371800160.756170781409992
1360.186225145535720.3724502910714410.81377485446428
1370.1797805220026760.3595610440053530.820219477997324
1380.1261461965906670.2522923931813340.873853803409333
1390.09699337880382160.1939867576076430.903006621196178
1400.07291445250936240.1458289050187250.927085547490638
1410.08441511266564360.1688302253312870.915584887334356
1420.143436921527210.2868738430544190.85656307847279
1430.08226356211768830.1645271242353770.917736437882312
1440.04441999580495250.0888399916099050.955580004195048


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level40.0305343511450382OK
10% type I error level110.083969465648855OK