Multiple Linear Regression - Estimated Regression Equation
YT[t] = + 8.3338907536128 -0.707921514339912T1[t] + 0.0765528746818019X1[t] + 0.247513466468538X2[t] + 0.365683209924910X3[t] -0.115580997002373X4[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)8.33389075361283.5874742.32310.0215110.010756
T1-0.7079215143399120.35828-1.97590.049990.024995
X10.07655287468180190.0730271.04830.2961860.148093
X20.2475134664685380.0818683.02330.0029380.001469
X30.3656832099249100.0717685.09531e-061e-06
X4-0.1155809970023730.088948-1.29940.1957820.097891


Multiple Linear Regression - Regression Statistics
Multiple R0.478227147881943
R-squared0.228701204971298
Adjusted R-squared0.203161509771672
F-TEST (value)8.95473509702057
F-TEST (DF numerator)5
F-TEST (DF denominator)151
p-value1.80539287519821e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.858434433593512
Sum Squared Residuals111.273361193631


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
144.46926005495247-0.469260054952466
243.971644375561340.0283556244386557
353.759066915000021.24093308499998
433.60596116563642-0.605961165636421
543.187487107381150.812512892618853
634.00658038146856-1.00658038146856
743.587789202371750.412210797628249
833.09017352298068-0.090173522980676
922.36139584958486-0.361395849584856
1042.89803965129651.10196034870350
1123.05114540066011-1.05114540066010
1222.72707905950977-0.727079059509766
1312.72707905950977-1.72707905950977
1443.051145400660110.948854599339895
1543.048556654206110.951443345793894
1622.9745925259783-0.974592525978303
1722.5951465900436-0.5951465900436
1833.34027573590321-0.340275735903213
1933.78251182050992-0.782511820509924
2033.62940607114632-0.629406071146321
2143.627902701186980.372097298813020
2233.78251182050992-0.782511820509924
2323.39824407714158-1.39824407714158
2423.22210599244684-1.22210599244684
2543.051145400660110.948854599339895
2643.782511820509920.217488179490076
2732.974592525978300.0254074740216966
2843.416828610585010.583171389414985
2923.05114540066011-1.05114540066010
3043.552853196464520.44714680353548
3143.301247613582640.698752386417358
3253.364037762254651.63596223774535
3352.89803965129652.1019603487035
3443.051145400660110.948854599339895
3543.837891415294290.162108584705712
3644.01144075353502-0.0114407535350236
3723.16672639766248-1.16672639766248
3843.611551228723190.388448771276812
3943.666930823507550.333069176492448
4044.280127499901-0.280127499900999
4133.41682861058501-0.416828610585014
4222.9745925259783-0.974592525978303
4333.66434207705355-0.664342077053552
4442.89803965129651.10196034870350
4532.779869907840130.22013009215987
4623.05114540066011-1.05114540066010
4743.398244077141580.601755922858424
4843.551349826505180.448650173494821
4933.53499835404139-0.534998354041386
5043.437272199462150.562727800537853
5133.05114540066010-0.0511454006601048
5242.89803965129651.10196034870350
5322.07635763075509-0.0763576307550877
5443.419417357039010.580582642960986
5542.990943998442101.00905600155790
5643.629406071146320.370593928853679
5743.051145400660110.948854599339895
5833.33768698944921-0.337686989449214
5912.28484297490305-1.28484297490305
6033.14555311776504-0.145553117765040
6132.974592525978300.0254074740216966
6243.145553117765040.85444688223496
6322.8214867766147-0.8214867766147
6432.724490313055770.275509686944234
6554.242602747539770.757397252460232
6643.224694738900840.77530526109916
6742.974592525978301.02540747402170
6832.972003779524300.027996220475696
6942.89803965129651.10196034870350
7023.22728348535484-1.22728348535484
7132.89803965129650.101960348703498
7244.280127499901-0.280127499900999
7333.79886329297372-0.798863292973717
7443.664342077053550.335657922946448
7542.666877657291761.33312234270824
7633.09017352298068-0.090173522980676
7733.29865886712864-0.298658867128643
7823.22210599244684-1.22210599244684
7943.551349826505180.448650173494821
8033.02997212076267-0.0299721207626672
8122.72707905950977-0.727079059509766
8223.70595894582812-1.70595894582812
8333.78251182050992-0.782511820509924
8422.78245865429413-0.78245865429413
8523.05114540066011-1.05114540066010
8643.263722861221410.736277138778588
8743.261134114767410.738865885232588
8843.782511820509920.217488179490076
8922.9745925259783-0.974592525978303
9023.55134982650518-1.55134982650518
9142.89545090484251.10454909515750
9222.65052618482796-0.650526184827964
9333.09276226943468-0.0927622694346752
9433.22210599244684-0.222105992446841
9553.875416167655521.12458383234448
9632.666877657291760.333122342708243
9743.224694738900840.77530526109916
9833.05114540066010-0.0511454006601048
9922.85901152897593-0.85901152897593
10043.051145400660110.948854599339895
10133.09017352298068-0.090173522980676
10232.974592525978300.0254074740216966
10332.89803965129650.101960348703498
10443.587789202371750.412210797628249
10512.17185072435468-1.17185072435468
10632.974592525978300.0254074740216966
10723.01879814120687-1.01879814120687
10833.30124761358264-0.301247613582642
10923.14555311776504-1.14555311776504
11022.55352972126903-0.55352972126903
11122.81998340665536-0.81998340665536
11242.573973310146161.42602668985384
11354.224747905116630.775252094883365
11452.647937438373962.35206256162604
11532.974592525978300.0254074740216966
11642.556118467723031.44388153227697
11742.078946377209091.92105362279091
11833.01211727833953-0.0121172783395337
11922.84266005651214-0.842660056512138
12043.956061158750660.0439388412493403
12122.72707905950977-0.727079059509766
12232.611498062507390.388501937492607
12323.26113411476741-1.26113411476741
12422.8980396512965-0.898039651296502
12522.68805093718919-0.688050937189195
12643.166726397662480.833273602337522
12743.340275735903210.659724264096787
12842.974592525978301.02540747402170
12943.590377948825750.40962205117425
13033.53499835404139-0.534998354041386
13122.9745925259783-0.974592525978303
13243.782511820509920.217488179490076
13333.78251182050992-0.782511820509924
13422.8980396512965-0.898039651296502
13543.782511820509920.217488179490076
13632.90062839775050.0993716022494987
13733.05114540066010-0.0511454006601048
13832.974592525978300.0254074740216966
13932.729667805963770.270332194036235
14033.13437913820925-0.134379138209246
14143.629406071146320.370593928853679
14253.845301969181931.15469803081807
14323.01362064829887-1.01362064829887
14443.109113741898470.890886258101532
14533.70854769228212-0.708547692282122
14632.363984596038860.636015403961145
14712.47956559304123-1.47956559304123
14823.05114540066011-1.05114540066010
14942.803631934191571.19636806580843
15042.819983406655361.18001659334464
15154.032614033432460.96738596656754
15222.80622068064557-0.806220680645567
15343.375211741810440.624788258189556
15432.974592525978300.0254074740216966
15523.34027573590321-1.34027573590321
15643.301247613582640.698752386417358
15722.45688894318445-0.456888943184449


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.4785168085295330.9570336170590660.521483191470467
100.699572051804780.6008558963904390.300427948195220
110.7805608935647020.4388782128705950.219439106435298
120.7682443346515710.4635113306968570.231755665348429
130.8752719626610180.2494560746779650.124728037338982
140.909776371747670.1804472565046590.0902236282523297
150.888346165263250.2233076694735010.111653834736751
160.8704928033754960.2590143932490070.129507196624504
170.8395166895817510.3209666208364970.160483310418249
180.7832543064188670.4334913871622660.216745693581133
190.7266564084857540.5466871830284930.273343591514246
200.6602118482109790.6795763035780420.339788151789021
210.6608475882702250.678304823459550.339152411729775
220.6064812423148240.7870375153703510.393518757685176
230.5901152782907660.8197694434184670.409884721709234
240.619949318179880.7601013636402390.380050681820120
250.6421921633292370.7156156733415270.357807836670763
260.5949396067649870.8101207864700260.405060393235013
270.5352354649131790.9295290701736430.464764535086821
280.5062163728457680.9875672543084640.493783627154232
290.5370691538893770.9258616922212460.462930846110623
300.5735105106800050.8529789786399890.426489489319995
310.5806905754856950.8386188490286090.419309424514304
320.65798056569580.68403886860840.3420194343042
330.9086508619588650.1826982760822710.0913491380411354
340.9082660765304640.1834678469390730.0917339234695363
350.88678072791680.2264385441664020.113219272083201
360.8626414238523930.2747171522952140.137358576147607
370.8868429048533290.2263141902933420.113157095146671
380.8604365248694570.2791269502610870.139563475130544
390.8307400364784430.3385199270431150.169259963521558
400.7977176141570920.4045647716858170.202282385842908
410.7670014479842240.4659971040315520.232998552015776
420.7668809127043170.4662381745913660.233119087295683
430.743261163513560.513477672972880.25673883648644
440.781164077443930.437671845112140.21883592255607
450.7479048510603320.5041902978793350.252095148939668
460.7626611501390350.474677699721930.237338849860965
470.7390851390738380.5218297218523250.260914860926162
480.702632362957380.594735274085240.29736763704262
490.6748121739056530.6503756521886940.325187826094347
500.6467772484940040.7064455030119930.353222751505997
510.5984837450678750.8030325098642490.401516254932125
520.6253914590579260.7492170818841470.374608540942074
530.5798303289448680.8403393421102630.420169671055132
540.5456694628914960.9086610742170090.454330537108504
550.5422123356753890.9155753286492230.457787664324611
560.5059876875405080.9880246249189830.494012312459492
570.512256373948260.975487252103480.48774362605174
580.4668370749672940.9336741499345880.533162925032706
590.5419740971303150.916051805739370.458025902869685
600.493972016016420.987944032032840.50602798398358
610.4454776878597680.8909553757195350.554522312140232
620.4476188436462870.8952376872925740.552381156353713
630.440831037734450.88166207546890.55916896226555
640.4008822152536970.8017644305073950.599117784746303
650.3975590418660290.7951180837320590.602440958133971
660.3834591543892350.7669183087784690.616540845610765
670.3992511968848790.7985023937697580.600748803115121
680.3544643820149660.7089287640299310.645535617985034
690.3798501946688420.7597003893376830.620149805331158
700.4379051998232550.875810399646510.562094800176745
710.3922993209402460.7845986418804910.607700679059754
720.3522939675696510.7045879351393030.647706032430349
730.3471251387082780.6942502774165550.652874861291722
740.3107815801302080.6215631602604150.689218419869792
750.3623784456845240.7247568913690470.637621554315476
760.3193568084471060.6387136168942130.680643191552894
770.2833004052888230.5666008105776460.716699594711177
780.3218514237517810.6437028475035630.678148576248219
790.2910597794507070.5821195589014130.708940220549293
800.2532750244002870.5065500488005740.746724975599713
810.2443517343309500.4887034686619010.75564826566905
820.3512241318111340.7024482636222690.648775868188866
830.3416376454164400.6832752908328790.65836235458356
840.3357011502013210.6714023004026410.66429884979868
850.3581147433507720.7162294867015430.641885256649228
860.3472114919025170.6944229838050330.652788508097483
870.3370732407680960.6741464815361910.662926759231904
880.2981666865227290.5963333730454580.701833313477271
890.3085252690334480.6170505380668960.691474730966552
900.4031367341606160.8062734683212330.596863265839384
910.4363044032862270.8726088065724530.563695596713773
920.4122388972171480.8244777944342950.587761102782852
930.3671138062446890.7342276124893790.632886193755311
940.3252543689963020.6505087379926030.674745631003698
950.3495588247382630.6991176494765250.650441175261737
960.3179279592819540.6358559185639070.682072040718046
970.313106220215190.626212440430380.68689377978481
980.2717191767083640.5434383534167280.728280823291636
990.2656336914726060.5312673829452120.734366308527394
1000.2700027411312770.5400054822625550.729997258868723
1010.2314439316501970.4628878633003930.768556068349803
1020.1956784674079470.3913569348158950.804321532592053
1030.1646523917644210.3293047835288420.835347608235579
1040.1441299216531280.2882598433062560.855870078346872
1050.1625736367339190.3251472734678370.837426363266081
1060.1337918834181290.2675837668362580.866208116581871
1070.1485995680305550.2971991360611110.851400431969444
1080.1236578032607590.2473156065215180.87634219673924
1090.1341106645323490.2682213290646980.86588933546765
1100.1199958578365300.2399917156730590.88000414216347
1110.1161617240731320.2323234481462650.883838275926868
1120.1644947766122730.3289895532245470.835505223387727
1130.1530063337267740.3060126674535480.846993666273226
1140.4904043988975150.980808797795030.509595601102485
1150.4393814822374350.8787629644748710.560618517762565
1160.5133236136508700.973352772698260.48667638634913
1170.8388638864635290.3222722270729420.161136113536471
1180.8128053020515980.3743893958968030.187194697948402
1190.7868191617171930.4263616765656140.213180838282807
1200.7445503752056680.5108992495886640.255449624794332
1210.7115090734425460.5769818531149090.288490926557454
1220.6810536780829190.6378926438341630.318946321917081
1230.6843668034069420.6312663931861160.315633196593058
1240.654955413133430.6900891737331390.345044586866570
1250.644310836396070.711378327207860.35568916360393
1260.6513800117866860.6972399764266280.348619988213314
1270.6382897986384420.7234204027231150.361710201361558
1280.7166841755360180.5666316489279640.283315824463982
1290.6643178215107860.6713643569784290.335682178489214
1300.6422663892665620.7154672214668760.357733610733438
1310.6210888699345610.7578222601308770.378911130065439
1320.5531763441188710.8936473117622580.446823655881129
1330.5971495507474210.8057008985051590.402850449252579
1340.54457558075650.9108488384870.4554244192435
1350.474316721188370.948633442376740.52568327881163
1360.4153465160102550.830693032020510.584653483989745
1370.3422745818213340.6845491636426680.657725418178666
1380.2773471936065460.5546943872130910.722652806393454
1390.2284883274687470.4569766549374930.771511672531253
1400.1848619086838890.3697238173677780.815138091316111
1410.1769745194046520.3539490388093030.823025480595349
1420.1825972274419300.3651944548838590.81740277255807
1430.1315443708162630.2630887416325260.868455629183737
1440.1099431672229190.2198863344458380.89005683277708
1450.07419428992001090.1483885798400220.92580571007999
1460.1235529618095280.2471059236190550.876447038190472
1470.07764914811552520.1552982962310500.922350851884475
1480.09882863518400120.1976572703680020.901171364815999


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 level00OK