Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 7.49421672000384 + 0.328566099942966CM[t] -0.367928837189672D[t] + 0.183960797094827PE[t] + 0.0231775389634437PC[t] + 0.400279254796218O[t] + 0.000246245385480167Time[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.494216720003842.2563153.32140.0011220.000561
CM0.3285660999429660.0557125.897500
D-0.3679288371896720.108331-3.39630.0008720.000436
PE0.1839607970948270.1016681.80940.0723610.03618
PC0.02317753896344370.1289860.17970.8576350.428817
O0.4002792547962180.0720265.557400
Time0.0002462453854801670.0006640.37070.71140.3557


Multiple Linear Regression - Regression Statistics
Multiple R0.60633034651225
R-squared0.367636489101665
Adjusted R-squared0.342674771566204
F-TEST (value)14.7280125487920
F-TEST (DF numerator)6
F-TEST (DF denominator)152
p-value3.17079695832945e-13
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.41892436043040
Sum Squared Residuals1776.73465491636


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12422.99626420693101.00373579306896
22522.38112544276172.61887455723833
33024.26052311533045.73947688466962
41920.2789742488144-1.27897424881440
52220.54894728021111.45105271978886
62223.1538485629091-1.15384856290906
72522.54322680519412.45677319480592
82319.42377813895593.57622186104408
91718.7441947478246-1.74419474782464
102121.6473957180592-0.647395718059238
111922.782068518612-3.78206851861199
121923.3708343007121-4.3708343007121
131523.2086573942195-8.20865739421955
141617.0740571207245-1.07405712072445
152319.4335400798473.56645992015299
162724.0632930414572.93670695854302
172220.99025685841561.00974314158442
181416.5316300716229-2.53163007162287
192224.0564220145432-2.05642201454320
202323.9781140043529-0.978114004352876
212321.54849385896021.45150614103981
222124.3886861147034-3.38868611470337
231922.4026230187959-3.40262301879590
241823.8283281616084-5.82832816160841
252023.1529104528613-3.15291045286131
262322.42715009059620.572849909403775
272523.31867851033981.6813214896602
281923.3497551673766-4.3497551673766
292423.83132480131510.168675198684945
302221.55055401185120.449445988148775
312525.1797431201842-0.179743120184168
322623.17977182624752.82022817375251
332922.67864763911826.32135236088177
343225.18147637206246.81852362793759
352521.60693459875723.3930654012428
362924.58875178123154.41124821876851
372824.95167339526633.0483266047337
381717.1455292201308-0.145529220130812
392826.16897488794061.83102511205941
402922.94364387079696.05635612920315
412627.4788173843796-1.47881738437958
422523.45473044464881.54526955535121
431419.5175237491656-5.51752374916558
442522.08812098935032.91187901064969
452621.67015643570494.32984356429514
462020.3197264124031-0.319726412403092
471821.3671547222272-3.36715472222717
483224.64336707470507.35663292529504
492525.0016361320139-0.00163613201390625
502521.72035859933363.27964140066644
512320.80603467009932.19396532990070
522122.1492356754625-1.14923567546245
532024.0299933640439-4.02999336404385
541516.5442987740029-1.54429877400292
553026.71379188668513.28620811331489
562425.3300162522617-1.33001625226169
572624.30949546719931.69050453280074
582421.74609013569222.25390986430777
592221.53866219162410.461337808375946
601415.6507000971806-1.65070009718056
612422.24004165082481.75995834917520
622422.91935135228981.08064864771015
632423.31323904012730.686760959872749
642419.98476460168554.01523539831449
651918.53627066911390.46372933088607
663126.81208872941924.18791127058078
672226.6055871493741-4.60558714937407
682721.47297753474935.5270224652507
691917.69556735717011.30443264282986
702522.29842115268272.70157884731732
712025.0122922063225-5.01229220632251
722121.5762342604157-0.576234260415738
732727.4556169963108-0.455616996310772
742324.3037504827979-1.30375048279792
752525.6728958132087-0.672895813208655
762022.2299078147637-2.2299078147637
772119.19819605838151.80180394161847
782222.417505141978-0.417505141978009
792323.0204165951386-0.0204165951386217
802524.05331550721950.946684492780455
812523.41893326480421.58106673519577
821723.8763795816059-6.8763795816059
831921.4424520620989-2.44245206209887
842523.96533888186381.03466111813623
851922.3636478391902-3.36364783919022
862023.1563781126177-3.1563781126177
872622.51901161480123.48098838519878
882320.77692591894032.22307408105968
892724.3922224164582.60777758354202
901720.8995279474386-3.89952794743858
911723.3043464837684-6.30434648376844
921920.2150781936552-1.21507819365519
931719.7149683814551-2.71496838145506
942222.0673129004600-0.0673129004599735
952123.5448525940642-2.54485259406416
963228.58727191874463.41272808125542
972125.0868789369244-4.08687893692439
982124.2853818863904-3.28538188639036
991821.2932588686096-3.29325886860963
1001821.2820264382490-3.28202643824896
1012322.81804158956340.18195841043657
1021920.6573878892702-1.65738788927018
1032020.8995953382737-0.899595338273684
1042122.3335305420844-1.33353054208437
1052023.8127345742176-3.81273457421755
1061718.7686083422305-1.76860834223046
1071820.3002417700377-2.30024177003772
1081920.7495092255928-1.74950922559284
1092222.0366239387346-0.036623938734576
1101518.7407712497276-3.74077124972764
1111418.8355296791659-4.83552967916586
1121826.6291025639715-8.62910256397149
1132421.55055098987112.44944901012894
1143523.563397205429111.4366027945709
1152919.20395350194279.79604649805725
1162121.967868257756-0.967868257755998
1172520.50218382607204.49781617392795
1182018.48127935475941.51872064524063
1192223.1946468951034-1.19464689510339
1201316.8291807695812-3.82918076958117
1212623.23449531669092.76550468330912
1221716.87335063181300.126649368187030
1232520.07201136968274.92798863031729
1242020.7767361587495-0.776736158749505
1251918.06017623365380.93982376634618
1262122.5959450671439-1.59594506714386
1272221.06897851130940.931021488690566
1282422.69059844180581.30940155819417
1292122.982097229875-1.982097229875
1302625.51780914063030.482190859369657
1312420.57037826375553.42962173624446
1321620.3122802923847-4.31228029238474
1332322.36295036953230.637049630467729
1341820.8149317488686-2.81493174886861
1351622.3642469310098-6.36424693100983
1362624.03023216203411.96976783796592
1371919.0871712491341-0.0871712491341452
1382116.85829015901414.14170984098589
1392122.2021942974782-1.20219429747818
1402218.49325882738283.50674117261722
1412319.72983338340103.27016661659905
1422924.79206785389494.20793214610507
1432119.171870811091.82812918891001
1442119.92851903166391.07148096833607
1452323.0163143430536-0.0163143430536217
1462722.93932068912524.06067931087485
1472525.3596759096072-0.359675909607161
1482120.99180765325540.00819234674459426
1491017.1263926997398-7.12639269973983
1502022.6678186162857-2.6678186162857
1512622.57377369274363.42622630725644
1522423.59956330313970.400436696860332
1532931.612147522841-2.61214752284098
1541918.97088689311600.0291131068840320
1552422.04945356791281.95054643208716
1561920.7482599647819-1.74825996478192
1572423.4198376379520.580162362047989
1582221.79485375133730.205146248662669
1591723.6833853837874-6.68338538378744


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.1118265543096610.2236531086193210.88817344569034
110.3120232187595790.6240464375191570.687976781240421
120.1923394000521520.3846788001043030.807660599947848
130.9042190245490640.1915619509018720.095780975450936
140.8496414888577870.3007170222844250.150358511142213
150.7996046324074370.4007907351851250.200395367592563
160.7546545521194640.4906908957610720.245345447880536
170.6790083241365730.6419833517268540.320991675863427
180.6443809538760670.7112380922478670.355619046123933
190.5856431330099420.8287137339801170.414356866990058
200.5817575702651310.8364848594697390.418242429734869
210.5625016629460450.874996674107910.437498337053955
220.4930904726623410.9861809453246820.506909527337659
230.4446212397534550.889242479506910.555378760246545
240.4890291537756740.9780583075513480.510970846224326
250.5020879692916920.9958240614166170.497912030708308
260.4312469730082180.8624939460164350.568753026991782
270.3774570637289140.7549141274578270.622542936271086
280.3914594142099550.7829188284199110.608540585790045
290.3344150855450660.6688301710901310.665584914454934
300.2766487025102330.5532974050204660.723351297489767
310.2252560857633680.4505121715267360.774743914236632
320.2452150531045330.4904301062090670.754784946895467
330.3960158681068030.7920317362136060.603984131893197
340.6326698655076010.7346602689847980.367330134492399
350.6066998635724190.7866002728551620.393300136427581
360.5736235220297520.8527529559404950.426376477970248
370.5804434264133750.839113147173250.419556573586625
380.5508049493403740.8983901013192510.449195050659626
390.4967644787467210.9935289574934420.503235521253279
400.5895948936110280.8208102127779450.410405106388972
410.543438644540950.91312271091810.45656135545905
420.4966788048514870.9933576097029730.503321195148513
430.582244605510520.835510788978960.41775539448948
440.5533394655351860.8933210689296280.446660534464814
450.58109710890940.83780578218120.4189028910906
460.5328016972466970.9343966055066060.467198302753303
470.5108411404079330.9783177191841340.489158859592067
480.657789957721260.684420084557480.34221004227874
490.6137698472753310.7724603054493370.386230152724669
500.5934679870990180.8130640258019630.406532012900982
510.5555605757719030.8888788484561940.444439424228097
520.5136908788609610.9726182422780790.486309121139039
530.5412054055864860.9175891888270280.458794594413514
540.5126091924760760.9747816150478480.487390807523924
550.5453389762064780.9093220475870430.454661023793522
560.5099118307719040.9801763384561930.490088169228096
570.4688934162400980.9377868324801960.531106583759902
580.4340916565423650.868183313084730.565908343457635
590.3906025027229270.7812050054458540.609397497277073
600.3526812882574970.7053625765149940.647318711742503
610.3227185106832260.6454370213664520.677281489316774
620.2853578924044420.5707157848088850.714642107595558
630.2483395926526250.496679185305250.751660407347375
640.2747606585566730.5495213171133470.725239341443327
650.2374246721416750.474849344283350.762575327858325
660.2523121544074030.5046243088148060.747687845592597
670.3122073520448510.6244147040897020.687792647955149
680.3819404060729170.7638808121458340.618059593927083
690.3485950304264190.6971900608528390.65140496957358
700.3328681858028430.6657363716056870.667131814197157
710.4147713477561370.8295426955122750.585228652243863
720.3780891833166730.7561783666333450.621910816683327
730.3359807867548890.6719615735097770.664019213245111
740.296978946437730.593957892875460.70302105356227
750.2637217222895760.5274434445791510.736278277710424
760.2417568506567230.4835137013134450.758243149343277
770.2224534934292530.4449069868585070.777546506570747
780.1893002745586090.3786005491172190.81069972544139
790.1604596009549630.3209192019099250.839540399045037
800.1369658012325480.2739316024650960.863034198767452
810.1181440838347760.2362881676695530.881855916165224
820.2055046746321480.4110093492642950.794495325367852
830.1910268973084060.3820537946168120.808973102691594
840.1643280168254730.3286560336509460.835671983174527
850.1647122344132980.3294244688265950.835287765586702
860.1659875311644250.3319750623288490.834012468835575
870.1734306398895470.3468612797790940.826569360110453
880.1625311170179030.3250622340358060.837468882982097
890.1542605559763720.3085211119527430.845739444023628
900.1595090188288860.3190180376577710.840490981171114
910.2244407675197510.4488815350395010.775559232480249
920.1932833924304190.3865667848608380.806716607569581
930.1745489839872560.3490979679745130.825451016012744
940.1483206518110330.2966413036220660.851679348188967
950.1351910032608290.2703820065216580.864808996739171
960.1411121825856870.2822243651713740.858887817414313
970.1654208701152840.3308417402305680.834579129884716
980.1607739677507270.3215479355014530.839226032249273
990.1534550198963390.3069100397926780.846544980103661
1000.1480154035898860.2960308071797720.851984596410114
1010.1218280683812840.2436561367625680.878171931618716
1020.1018171768762800.2036343537525590.89818282312372
1030.0821250421475220.1642500842950440.917874957852478
1040.06661620319036110.1332324063807220.933383796809639
1050.07072440220496580.1414488044099320.929275597795034
1060.05815629972721360.1163125994544270.941843700272786
1070.05126356239759820.1025271247951960.948736437602402
1080.04476470034184930.08952940068369870.95523529965815
1090.03429281271549520.06858562543099040.965707187284505
1100.03355394143709910.06710788287419810.9664460585629
1110.04190476388217960.08380952776435930.95809523611782
1120.1690063851730030.3380127703460070.830993614826997
1130.1530049242617230.3060098485234460.846995075738277
1140.5734498547002770.8531002905994460.426550145299723
1150.8613694088206110.2772611823587770.138630591179389
1160.8295206926376980.3409586147246040.170479307362302
1170.8821646806982670.2356706386034670.117835319301733
1180.8583760339088550.283247932182290.141623966091145
1190.830373065457950.33925386908410.16962693454205
1200.8633286981447120.2733426037105750.136671301855288
1210.839931247079090.3201375058418190.160068752920909
1220.8009762236584710.3980475526830580.199023776341529
1230.8323956054794530.3352087890410940.167604394520547
1240.7914859572809840.4170280854380330.208514042719016
1250.7515141640472190.4969716719055620.248485835952781
1260.7031183107999590.5937633784000820.296881689200041
1270.6675575837709670.6648848324580670.332442416229033
1280.6270702661960980.7458594676078050.372929733803902
1290.5684526420629590.8630947158740820.431547357937041
1300.5060144629536050.9879710740927890.493985537046395
1310.5046200664181340.9907598671637310.495379933581866
1320.5011892299580310.9976215400839380.498810770041969
1330.453010776390330.906021552780660.54698922360967
1340.4032680596949260.8065361193898530.596731940305074
1350.5477570748369770.9044858503260470.452242925163023
1360.5137336948489220.9725326103021570.486266305151078
1370.4387944967839640.8775889935679280.561205503216036
1380.452806976840060.905613953680120.54719302315994
1390.3780813483297370.7561626966594750.621918651670263
1400.3419750510858560.6839501021717120.658024948914144
1410.2979493564488690.5958987128977380.702050643551131
1420.346174481670880.692348963341760.65382551832912
1430.5055587733040860.9888824533918270.494441226695913
1440.4247513497319970.8495026994639940.575248650268003
1450.3650445884051970.7300891768103940.634955411594803
1460.3239180237963090.6478360475926170.676081976203691
1470.2766210332356190.5532420664712380.723378966764381
1480.1763203932839490.3526407865678980.823679606716051
1490.3124208588028910.6248417176057830.687579141197109


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 level40.0285714285714286OK