Multiple Linear Regression - Estimated Regression Equation
YT[t] = + 1.29605226452594 + 0.0689248642585396X1[t] + 0.252916716305925X2[t] + 0.363828375948588X3[t] -0.118420136069921X4[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1.296052264525940.4319793.00030.0031530.001577
X10.06892486425853960.0736190.93620.3506340.175317
X20.2529167163059250.08263.06190.0026010.001301
X30.3638283759485880.0724445.02221e-061e-06
X4-0.1184201360699210.089782-1.3190.1891630.094582


Multiple Linear Regression - Regression Statistics
Multiple R0.456901675014126
R-squared0.208759140630714
Adjusted R-squared0.187937012752575
F-TEST (value)10.0258312624181
F-TEST (DF numerator)4
F-TEST (DF denominator)152
p-value3.15112686055663e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.866596311038476
Sum Squared Residuals114.150353278435


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
143.798538670157230.201461329842772
243.300213713972640.69978628602736
353.074235066541131.92576493345887
432.936385338024050.0636146619759474
542.499476769670741.50052323032926
633.32715178284706-0.327151782847056
743.62205529453710.377944705462896
833.12373033835251-0.123730338352512
922.38856511002808-0.388565110028079
1042.936385338024051.06361466197595
1123.07423506654113-1.07423506654113
1222.75239348597667-0.752393485976667
1312.75239348597667-1.75239348597667
1443.074235066541130.925764933458869
1543.081743542968390.918256457031611
1623.00531020228259-1.00531020228259
1722.61789690574066-0.617896905740663
1833.36913857823118-0.369138578231179
1933.80189181843831-0.801891818438307
2033.66404208992123-0.664042089921228
2143.6339764105570.366023589442995
2233.80189181843831-0.801891818438307
2323.42720181778139-1.42720181778139
2423.25822691858852-1.25822691858852
2543.074235066541130.925764933458869
2643.801891818438310.198108181561693
2733.00531020228259-0.00531020228259124
2843.438063442489720.561936557510281
2923.07423506654113-1.07423506654113
3043.595117225662690.404882774337312
3143.31964330641980.680356693580202
3253.3649832500851.635016749915
3352.936385338024052.06361466197595
3443.074235066541130.925764933458869
3543.867463534415770.132536465584229
3644.0439469100359-0.0439469100358982
3723.19265520261105-1.19265520261105
3843.617899966390920.382100033609078
3943.683471682368390.316528317631614
4044.3002167746229-0.300216774622898
4133.43806344248972-0.438063442489719
4223.00531020228259-1.00531020228259
4333.69098015879564-0.690980158795643
4442.936385338024051.06361466197595
4532.825473678381390.174526321618612
4623.07423506654113-1.07423506654113
4743.427201817781390.572798182218614
4843.565051546298460.434948453701535
4933.54897510213238-0.548975102132382
5043.476697089592770.523302910407233
5133.07423506654113-0.0742350665411309
5242.936385338024051.06361466197595
5322.116218801275-0.116218801274996
5443.430554966062460.569445033937539
5543.021386646448670.978613353551326
5643.664042089921230.335957910078773
5743.074235066541130.925764933458869
5833.37664705465844-0.376647054658437
5912.31964024576954-1.31964024576954
6033.18930205432998-0.189302054329976
6133.00531020228259-0.00531020228259124
6243.189302054329980.810697945670024
6322.86746047376551-0.867460473765512
6432.759901962403920.240098037596076
6554.280787182175740.71921281782426
6643.250718442161260.749281557838742
6743.005310202282590.994689797717409
6833.01281867870985-0.0128186787098488
6942.936385338024051.06361466197595
7023.243209965734-1.243209965734
7132.936385338024050.0636146619759484
7244.3002167746229-0.300216774622898
7333.81796826260439-0.81796826260439
7443.690980158795640.309019841204356
7542.699545065884211.30045493411579
7633.12373033835251-0.123730338352512
7733.32715178284706-0.327151782847056
7823.25822691858852-1.25822691858852
7943.565051546298460.434948453701535
8033.07088191826006-0.0708819182600553
8122.75239348597667-0.752393485976667
8223.73296695417977-1.73296695417977
8333.80189181843831-0.801891818438307
8422.81796520195413-0.817965201954131
8523.07423506654113-1.07423506654113
8643.300213713972640.69978628602736
8743.30772219039990.692277809600103
8843.801891818438310.198108181561693
8923.00531020228259-1.00531020228259
9023.56505154629846-1.56505154629846
9142.943893814451311.05610618554869
9222.68346862171813-0.683468621718127
9333.11622186192525-0.116221861925255
9433.25822691858852-0.258226918588516
9553.886893126862931.11310687313707
9632.699545065884210.30045493411579
9743.250718442161260.749281557838742
9833.07423506654113-0.0742350665411309
9922.88689006621267-0.88689006621267
10043.074235066541130.925764933458869
10133.12373033835251-0.123730338352512
10233.00531020228259-0.00531020228259124
10332.936385338024050.0636146619759484
10443.62205529453710.377944705462896
10512.19371163327236-1.19371163327236
10633.00531020228259-0.00531020228259124
10723.03978852123946-1.03978852123946
10833.3196433064198-0.319643306419798
10923.18930205432998-1.18930205432998
11022.57591011035654-0.575910110356539
11122.83739479440129-0.837394794401289
11242.614543757459591.38545624254041
11354.234645058645430.765354941354566
11452.690977098145382.30902290185462
11533.00531020228259-0.00531020228259124
11642.568401633929281.43159836607072
11742.108710324847741.89128967515226
11833.02473979472975-0.0247397947297495
11922.87081362204659-0.870813622046588
12043.978375194058430.0216248059415658
12122.75239348597667-0.752393485976667
12232.633973349906750.366026650093254
12323.3077221903999-1.3077221903999
12422.93638533802405-0.936385338024052
12522.70289821416529-0.702898214165285
12643.192655202611050.807344797388948
12743.369138578231180.630861421768821
12843.005310202282590.994689797717409
12943.614546818109850.385453181890154
13033.54897510213238-0.548975102132382
13123.00531020228259-1.00531020228259
13243.801891818438310.198108181561693
13333.80189181843831-0.801891818438307
13422.93638533802405-0.936385338024052
13543.801891818438310.198108181561693
13632.928876861596790.0711231384032061
13733.07423506654113-0.0742350665411309
13833.00531020228259-0.00531020228259124
13932.744885009549410.255114990450591
14033.15820865730938-0.158208657309378
14143.664042089921230.335957910078773
14253.847231762103511.15276823789649
14323.05480547409397-1.05480547409397
14443.132298306091340.867701693908663
14533.72545847775251-0.72545847775251
14632.381056633600820.618943366399179
14712.49947676967074-1.49947676967074
14823.07423506654113-1.07423506654113
14942.821318350235211.17868164976479
15042.837394794401291.16260520559871
15154.047300058316970.952699941683026
15222.81380987380795-0.813809873807949
15343.39607664710560.603923352894405
15433.00531020228259-0.00531020228259124
15523.36913857823118-1.36913857823118
15643.31964330641980.680356693580202
15722.46605794202544-0.466057942025443


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.4722296176606850.944459235321370.527770382339315
90.4172436076145470.8344872152290940.582756392385453
100.5815136204449520.8369727591100960.418486379555048
110.7734984992513510.4530030014972980.226501500748649
120.8399073860076930.3201852279846150.160092613992307
130.9585673737704670.08286525245906530.0414326262295326
140.953679335029140.09264132994172180.0463206649708609
150.9447368771599660.1105262456800680.0552631228400338
160.9500541099489240.09989178010215170.0499458900510758
170.937640459578180.1247190808436380.0623595404218189
180.9165927445097120.1668145109805770.0834072554902885
190.8967140702546010.2065718594907970.103285929745399
200.8680596721727460.2638806556545080.131940327827254
210.8327059125751180.3345881748497650.167294087424882
220.7953580608131850.4092838783736290.204641939186815
230.8396606803482030.3206786393035950.160339319651797
240.8868690222486610.2262619555026770.113130977751339
250.8809990363652180.2380019272695650.119000963634782
260.8530517236516790.2938965526966420.146948276348321
270.812691236521850.3746175269563020.187308763478151
280.7849274191599230.4301451616801540.215072580840077
290.813795564193610.3724088716127790.186204435806389
300.7990037405133660.4019925189732680.200996259486634
310.7862680219323280.4274639561353440.213731978067672
320.847840709388470.3043185812230610.152159290611531
330.9532372388003190.09352552239936240.0467627611996812
340.9502236077193920.09955278456121660.0497763922806083
350.9350280020508010.1299439958983980.0649719979491992
360.9166627425875250.1666745148249510.0833372574124754
370.9348527227014190.1302945545971620.065147277298581
380.9177114090815310.1645771818369380.082288590918469
390.8968714680160450.2062570639679090.103128531983955
400.8733890699595930.2532218600808140.126610930040407
410.8521763972699450.295647205460110.147823602730055
420.8598521084392390.2802957831215230.140147891560761
430.8443157184716620.3113685630566750.155684281528338
440.8565778868733510.2868442262532980.143422113126649
450.826734744696390.346530510607220.17326525530361
460.8421921679089720.3156156641820550.157807832091028
470.8188314518958130.3623370962083730.181168548104187
480.7883265267635320.4233469464729370.211673473236468
490.7659994274143050.468001145171390.234000572585695
500.7366663446842630.5266673106314730.263333655315737
510.6943854157007240.6112291685985510.305614584299276
520.7063250014188970.5873499971622060.293674998581103
530.6691647750036650.6616704499926690.330835224996335
540.6364854291097350.7270291417805290.363514570890265
550.6273151387668550.745369722466290.372684861233145
560.589655106853710.820689786292580.41034489314629
570.5902476209382510.8195047581234980.409752379061749
580.546650655654430.906698688691140.45334934434557
590.6306153031257990.7387693937484020.369384696874201
600.5856567692315930.8286864615368130.414343230768406
610.5381185831823340.9237628336353320.461881416817666
620.5328273371656510.9343453256686980.467172662834349
630.5323456315416430.9353087369167140.467654368458357
640.4895595812019660.9791191624039320.510440418798034
650.4823489498982350.964697899796470.517651050101765
660.4647519868166710.9295039736333420.535248013183329
670.475478251391850.95095650278370.52452174860815
680.4286587977832510.8573175955665020.571341202216749
690.4491082184699980.8982164369399960.550891781530002
700.5124172357258190.9751655285483610.487582764274181
710.4660861997247190.9321723994494380.533913800275281
720.4251352701485580.8502705402971160.574864729851442
730.4213549857971620.8427099715943240.578645014202838
740.3820351790590170.7640703581180330.617964820940983
750.4310999418992720.8621998837985450.568900058100728
760.3861946627909850.772389325581970.613805337209015
770.3483381811560950.696676362312190.651661818843905
780.3928492166100670.7856984332201330.607150783389933
790.3592820931069660.7185641862139330.640717906893034
800.3186275884439370.6372551768878740.681372411556063
810.3110964704011640.6221929408023280.688903529598836
820.4297237020094040.8594474040188070.570276297990596
830.4207126249773490.8414252499546980.579287375022651
840.4174348772200910.8348697544401810.58256512277991
850.443155021463670.886310042927340.55684497853633
860.4287067423565860.8574134847131720.571293257643414
870.4149690650368080.8299381300736160.585030934963192
880.3725989959088080.7451979918176170.627401004091192
890.3861072203833840.7722144407667670.613892779616616
900.486703147628040.973406295256080.51329685237196
910.5168017459129690.9663965081740620.483198254087031
920.4946232522518180.9892465045036350.505376747748183
930.4481507347913540.8963014695827080.551849265208646
940.4045036021556720.8090072043113440.595496397844328
950.4286870457838530.8573740915677050.571312954216147
960.3947200441594850.789440088318970.605279955840515
970.3879263702325810.7758527404651610.612073629767419
980.3429540557827010.6859081115654020.657045944217299
990.3376524062572280.6753048125144570.662347593742772
1000.3405008573429960.6810017146859920.659499142657004
1010.2976115089872260.5952230179744510.702388491012774
1020.2566845034047630.5133690068095260.743315496595237
1030.2202188229650780.4404376459301550.779781177034922
1040.1952064046867320.3904128093734640.804793595313268
1050.219153698653580.438307397307160.78084630134642
1060.1843094192616860.3686188385233710.815690580738314
1070.20369259968160.4073851993631990.7963074003184
1080.173235725146630.3464714502932590.82676427485337
1090.1875169051976440.3750338103952870.812483094802356
1100.170465448874450.34093089774890.82953455112555
1110.166005322209870.332010644419740.83399467779013
1120.2222080578895410.4444161157790830.777791942110459
1130.2076836804999250.415367360999850.792316319500075
1140.5668591735613050.866281652877390.433140826438695
1150.5163180697519820.9673638604960360.483681930248018
1160.5873185810755180.8253628378489630.412681418924482
1170.8790880479516190.2418239040967620.120911952048381
1180.8577063905596690.2845872188806620.142293609440331
1190.8365533935095020.3268932129809960.163446606490498
1200.8005420861198690.3989158277602620.199457913880131
1210.7723749144637990.4552501710724020.227625085536201
1220.7454239300488090.5091521399023820.254576069951191
1230.7499593393385050.5000813213229910.250040660661495
1240.7246897756342680.5506204487314650.275310224365732
1250.7158959048010940.5682081903978120.284104095198906
1260.7222723999956350.5554552000087290.277727600004365
1270.7105272006754820.5789455986490350.289472799324518
1280.7807181419839560.4385637160320880.219281858016044
1290.7347161396905590.5305677206188830.265283860309441
1300.7158742598061460.5682514803877080.284125740193854
1310.6979811237213640.6040377525572720.302018876278636
1320.6353724771634330.7292550456731340.364627522836567
1330.678460024344350.64307995131130.32153997565565
1340.6308751702925350.738249659414930.369124829707465
1350.5638491095253870.8723017809492260.436150890474613
1360.506010842922660.987978314154680.49398915707734
1370.4311525146849830.8623050293699660.568847485315017
1380.3618461047888540.7236922095777080.638153895211146
1390.3079120555086690.6158241110173370.692087944491331
1400.2582399237077950.5164798474155890.741760076292205
1410.2509930827849620.5019861655699250.749006917215038
1420.2607728065395060.5215456130790120.739227193460494
1430.1991847630475460.3983695260950920.800815236952454
1440.1731594432958140.3463188865916290.826840556704186
1450.1257388797654760.2514777595309510.874261120234524
1460.2027311996591770.4054623993183530.797268800340823
1470.1418615859295780.2837231718591550.858138414070422
1480.1866465598064570.3732931196129140.813353440193543
1490.3670527223575750.734105444715150.632947277642425


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 level50.0352112676056338OK