Multiple Linear Regression - Estimated Regression Equation

O[t] = + 16.1007876215598 -0.0711082166488146CM[t] + 0.220341505387472D[t] -0.152876682627122PE[t] -0.249255555197606PC[t] + 0.423996843472858PS[t] + e[t]

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.D.	T-STAT H0: parameter = 0	2-tail p-value	1-tail p-value
(Intercept)	16.1007876215598	2.00539	8.0288	0	0
CM	-0.0711082166488146	0.063041	-1.128	0.261099	0.130549
D	0.220341505387472	0.112834	1.9528	0.05267	0.026335
PE	-0.152876682627122	0.104464	-1.4634	0.145398	0.072699
PC	-0.249255555197606	0.130658	-1.9077	0.058305	0.029152
PS	0.423996843472858	0.075759	5.5967	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.471298501870746
R-squared	0.222122277865609
Adjusted R-squared	0.196701437272982
F-TEST (value)	8.7378022397116
F-TEST (DF numerator)	5
F-TEST (DF denominator)	153
p-value	2.60674177576803e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	3.50596517552417
Sum Squared Residuals	1880.64414723419

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	27	22.9821855694918	4.01781443050821
2	23	24.2825786314523	-1.28257863145234
3	25	24.3409542287986	0.659045771201429
4	23	21.998066544663	1.00193345533700
5	19	21.8336821330798	-2.83368213307984
6	29	22.9150926875476	6.08490731245238
7	25	24.8032936995909	0.196706300409119
8	21	22.7152854982447	-1.71528549824465
9	22	21.9749410692105	0.0250589307894630
10	25	22.4874524501863	2.51254754981370
11	24	20.2543380155075	3.74566198449251
12	18	19.7289967387193	-1.72899673871928
13	22	18.4137842729553	3.58621572704472
14	15	20.7260760142444	-5.72607601424443
15	22	23.5341603804863	-1.53416038048629
16	28	24.2865973568938	3.71340264310620
17	20	22.2993290364022	-2.29932903640223
18	12	19.0571642730681	-7.05716427306815
19	24	21.4255933970418	2.57440660295819
20	20	21.3924266689121	-1.39242666891212
21	21	23.3129722470528	-2.31297224705279
22	20	20.6189146601678	-0.61891466016778
23	21	19.2659328720576	1.73406712794237
24	23	21.0903458955305	1.9096541044695
25	28	21.9777369834725	6.02226301652755
26	24	21.9412653619690	2.05873463803104
27	24	23.4729343532997	0.52706564670029
28	24	20.4158317754752	3.58416822452483
29	23	22.0060777283093	0.993922271690717
30	23	22.7200218380818	0.279978161918176
31	29	24.3261030878547	4.67389691214535
32	24	22.1325950513834	1.86740494861663
33	18	24.9735809453894	-6.97358094538944
34	25	26.0744041616619	-1.07440416166193
35	21	22.6327389723991	-1.63273897239909
36	26	26.7752737608804	-0.775273760880398
37	22	25.1784611738214	-3.17846117382137
38	22	22.8289932628498	-0.828993262849823
39	22	22.5984874210279	-0.598487421027921
40	23	25.6837796527932	-2.68377965279324
41	30	22.9030125051988	7.0969874948012
42	23	22.7358279370364	0.264172062963616
43	17	18.6730159033882	-1.67301590338816
44	23	23.7826378758166	-0.782637875816639
45	23	24.3831450049004	-1.38314500490044
46	25	22.4825113554552	2.51748864454482
47	24	20.7625184377638	3.23748156223624
48	24	27.5354730638752	-3.53547306387521
49	23	23.013420846334	-0.0134208463340025
50	21	23.8063083098388	-2.80630830983878
51	24	25.7679598408398	-1.76795984083984
52	24	21.8792823501921	2.12071764980794
53	28	21.5334105788090	6.46658942119095
54	16	21.0863166062874	-5.08631660628735
55	20	19.9382434156754	0.0617565843245719
56	29	23.46377316897	5.53622683103
57	27	23.9351752063486	3.06482479365144
58	22	23.1947973370129	-1.19479733701295
59	28	24.0506511167089	3.94934888329110
60	16	20.3649096621750	-4.36490966217502
61	25	22.9731255420618	2.02687445793816
62	24	23.5039241638198	0.496075836180247
63	28	23.6846913700676	4.3153086299324
64	24	24.3948900774714	-0.394890077471401
65	23	22.7211392500443	0.278860749955726
66	30	26.9841401260328	3.01585987396719
67	24	21.31140755447	2.68859244553002
68	21	24.1992785117533	-3.19927851175327
69	25	23.356893110285	1.64310688971498
70	25	24.0266129841879	0.973387015812072
71	22	20.7731173900412	1.22688260995881
72	23	22.5160597366222	0.483940263377783
73	26	22.8620792081645	3.13792079183554
74	23	21.6021079249701	1.39789207502990
75	25	23.0462850534068	1.95371494659318
76	21	21.3200859288626	-0.320085928862601
77	25	23.6821653881416	1.31783461185842
78	24	22.1959701394290	1.80402986057096
79	29	23.6229457019056	5.37705429809438
80	22	23.6505049961384	-1.65050499613838
81	27	23.6700483747544	3.32995162524556
82	26	19.6751471427653	6.32485285723467
83	22	21.3261118468352	0.673888153164806
84	24	22.1026939444947	1.89730605550531
85	27	23.1367285030409	3.86327149695906
86	24	21.3203926922368	2.67960730776318
87	24	24.9069267712173	-0.906926771217318
88	29	24.5009382619029	4.49906173809706
89	22	22.2661656990094	-0.266165699009353
90	21	20.5817838202369	0.418216179763108
91	24	20.4103834047932	3.58961659520677
92	24	21.8288062157907	2.17119378420933
93	23	21.9725911338474	1.02740886615261
94	20	22.279068894971	-2.27906889497098
95	27	21.4625397057752	5.53746029422485
96	26	23.4662699529119	2.53373004708814
97	25	21.9422571510179	3.05774284898208
98	21	20.0641756720518	0.935824327948169
99	21	20.7854391583223	0.214560841677722
100	19	20.3903237759386	-1.39032377593858
101	21	21.6349353010046	-0.634935301004597
102	21	21.3024414128131	-0.302441412813057
103	16	19.7444211846365	-3.74442118463651
104	22	20.701799686528	1.29820031347199
105	29	21.8558175226444	7.1441824773556
106	15	21.6878883349162	-6.68788833491623
107	17	20.7286345848914	-3.72863458489142
108	15	19.9532515703311	-4.95325157033112
109	21	21.7008324905864	-0.700832490586391
110	21	21.0066281433363	-0.00662814333629869
111	19	19.2957595789363	-0.295759578936263
112	24	18.0673391965990	5.93266080340104
113	20	22.4284701075653	-2.42847010756527
114	17	25.2117708701399	-8.21177087013988
115	23	25.1139465965675	-2.11394659656751
116	24	22.3960472610679	1.60395273893209
117	14	22.0787535781367	-8.07875357813666
118	19	22.9242178924195	-3.92421789241954
119	24	22.1993436009816	1.80065639901840
120	13	20.3943031311854	-7.39430313118542
121	22	25.4191648291204	-3.41916482912037
122	16	21.1576664088684	-5.15766640886844
123	19	23.3390243535785	-4.33902435357853
124	25	22.8640398574361	2.13596014256388
125	25	24.2446992915658	0.755300708434188
126	23	21.4133655145338	1.58663448546623
127	24	23.5990379242686	0.400962075731441
128	26	23.6026161407151	2.39738385928493
129	26	21.5446149351277	4.45538506487232
130	25	24.1872275273886	0.81277247261139
131	18	22.4068796765704	-4.40687967657038
132	21	19.9015145661254	1.0984854338746
133	26	23.6990276020065	2.30097239799347
134	23	21.9848190163554	1.01518098364457
135	23	19.7663149882688	3.2336850117312
136	22	22.5902422845035	-0.590242284503534
137	20	22.4111657951914	-2.41116579519144
138	13	22.1381746285297	-9.13817462852975
139	24	21.4807935062558	2.51920649374420
140	15	21.6539345726315	-6.65393457263151
141	14	23.1850594569731	-9.18505945697312
142	22	24.121841856075	-2.12184185607499
143	10	17.7287537233398	-7.7287537233398
144	24	24.5001568112989	-0.500156811298874
145	22	21.8831673300128	0.116832669987208
146	24	25.8348513586269	-1.83485135862688
147	19	21.6372239393157	-2.63722393931569
148	20	22.1391981547192	-2.13919815471916
149	13	17.1082779500906	-4.10827795009065
150	20	20.146246659087	-0.146246659087016
151	22	23.3199882509133	-1.31998825091329
152	24	23.3710745213263	0.628925478673697
153	29	23.1631411873271	5.83685881267292
154	12	20.9396135417921	-8.93961354179206
155	20	20.9804482210829	-0.980448221082944
156	21	21.4480313076632	-0.44803130766325
157	24	23.6947749236870	0.305225076313032
158	22	21.9430711903430	0.0569288096570307
159	20	17.7370974776076	2.26290252239236

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
9	0.761061813098985	0.477876373802029	0.238938186901014
10	0.642152201009448	0.715695597981103	0.357847798990552
11	0.522654954741613	0.954690090516774	0.477345045258387
12	0.47648579517829	0.95297159035658	0.52351420482171
13	0.503445980373927	0.993108039252147	0.496554019626073
14	0.720444058130955	0.559111883738091	0.279555941869045
15	0.656050779971186	0.687898440057629	0.343949220028814
16	0.613722402769751	0.772555194460498	0.386277597230249
17	0.550621517511789	0.898756964976421	0.449378482488211
18	0.660340470218415	0.67931905956317	0.339659529781585
19	0.587492103389155	0.82501579322169	0.412507896610845
20	0.59991068959596	0.80017862080808	0.40008931040404
21	0.556292606296514	0.887414787406971	0.443707393703486
22	0.488276146720863	0.976552293441725	0.511723853279137
23	0.426196562596475	0.85239312519295	0.573803437403525
24	0.426239175037437	0.852478350074874	0.573760824962563
25	0.565328683301951	0.869342633396098	0.434671316698049
26	0.502899878625906	0.994200242748187	0.497100121374093
27	0.438586258075865	0.87717251615173	0.561413741924135
28	0.43188216563673	0.86376433127346	0.56811783436327
29	0.369886350922535	0.739772701845071	0.630113649077464
30	0.311142966973171	0.622285933946342	0.688857033026829
31	0.334146092723217	0.668292185446434	0.665853907276783
32	0.282309750981762	0.564619501963525	0.717690249018238
33	0.505075092067584	0.98984981586483	0.494924907932415
34	0.459896065495041	0.919792130990082	0.540103934504959
35	0.424767640693018	0.849535281386036	0.575232359306982
36	0.368313310028623	0.736626620057247	0.631686689971377
37	0.345573023770292	0.691146047540583	0.654426976229708
38	0.294953249234692	0.589906498469384	0.705046750765308
39	0.248827099265945	0.497654198531891	0.751172900734055
40	0.225182476861652	0.450364953723305	0.774817523138348
41	0.378502012716058	0.757004025432116	0.621497987283942
42	0.327477852702906	0.654955705405813	0.672522147297094
43	0.293946294426786	0.587892588853572	0.706053705573214
44	0.250590988522888	0.501181977045777	0.749409011477112
45	0.217399012029990	0.434798024059979	0.78260098797001
46	0.195018058397830	0.390036116795661	0.80498194160217
47	0.181608299696624	0.363216599393249	0.818391700303376
48	0.168586637524423	0.337173275048845	0.831413362475577
49	0.138094500713275	0.276189001426549	0.861905499286725
50	0.127940465662458	0.255880931324916	0.872059534337542
51	0.105970270832039	0.211940541664077	0.894029729167961
52	0.08994150823866	0.17988301647732	0.91005849176134
53	0.148354814989209	0.296709629978417	0.851645185010791
54	0.180011100522606	0.360022201045212	0.819988899477394
55	0.173275506608767	0.346551013217534	0.826724493391233
56	0.229364214704157	0.458728429408314	0.770635785295843
57	0.219507227632970	0.439014455265940	0.78049277236703
58	0.188687384493073	0.377374768986147	0.811312615506927
59	0.199108331090737	0.398216662181475	0.800891668909263
60	0.228444739887971	0.456889479775942	0.77155526011203
61	0.201458022987125	0.40291604597425	0.798541977012875
62	0.169656552392378	0.339313104784756	0.830343447607622
63	0.184537934365762	0.369075868731524	0.815462065634238
64	0.156368228699564	0.312736457399129	0.843631771300436
65	0.129383623539455	0.258767247078910	0.870616376460545
66	0.125237226467586	0.250474452935173	0.874762773532414
67	0.114722617677966	0.229445235355932	0.885277382322034
68	0.115063539810761	0.230127079621523	0.884936460189239
69	0.0978121775846199	0.195624355169240	0.90218782241538
70	0.0800068198145231	0.160013639629046	0.919993180185477
71	0.0653092158990688	0.130618431798138	0.934690784100931
72	0.0517775788897322	0.103555157779464	0.948222421110268
73	0.0486916805098556	0.0973833610197112	0.951308319490144
74	0.039153640813721	0.078307281627442	0.960846359186279
75	0.032751707633737	0.065503415267474	0.967248292366263
76	0.0252495335189614	0.0504990670379228	0.974750466481039
77	0.0198780172378272	0.0397560344756544	0.980121982762173
78	0.0159476420275739	0.0318952840551479	0.984052357972426
79	0.0235903430521322	0.0471806861042644	0.976409656947868
80	0.0188554862754674	0.0377109725509348	0.981144513724533
81	0.0183683866977006	0.0367367733954011	0.9816316133023
82	0.0328146271083913	0.0656292542167827	0.967185372891609
83	0.0254080036471535	0.050816007294307	0.974591996352847
84	0.0212741263055131	0.0425482526110262	0.978725873694487
85	0.0233267531786086	0.0466535063572173	0.976673246821391
86	0.020803841895716	0.041607683791432	0.979196158104284
87	0.0158920113620195	0.0317840227240391	0.98410798863798
88	0.0206090199336926	0.0412180398673852	0.979390980066307
89	0.0163387633629651	0.0326775267259303	0.983661236637035
90	0.0122854760971473	0.0245709521942945	0.987714523902853
91	0.0124096828097223	0.0248193656194445	0.987590317190278
92	0.0108919316167232	0.0217838632334465	0.989108068383277
93	0.00839784404530792	0.0167956880906158	0.991602155954692
94	0.00695437788105185	0.0139087557621037	0.993045622118948
95	0.0126875702620232	0.0253751405240465	0.987312429737977
96	0.0115383761187535	0.0230767522375071	0.988461623881246
97	0.0110072683773790	0.0220145367547581	0.98899273162262
98	0.00847268641733993	0.0169453728346799	0.99152731358266
99	0.00628861922392131	0.0125772384478426	0.993711380776079
100	0.00483996812799857	0.00967993625599714	0.995160031872001
101	0.00360160455222607	0.00720320910445214	0.996398395447774
102	0.00257848653757804	0.00515697307515608	0.997421513462422
103	0.00275881395105147	0.00551762790210295	0.997241186048949
104	0.00217570284525065	0.0043514056905013	0.99782429715475
105	0.00910238974195692	0.0182047794839138	0.990897610258043
106	0.0202674552760714	0.0405349105521428	0.979732544723929
107	0.0201777273770797	0.0403554547541595	0.97982227262292
108	0.025480358276706	0.050960716553412	0.974519641723294
109	0.0198257361005581	0.0396514722011162	0.980174263899442
110	0.0146009519560707	0.0292019039121415	0.98539904804393
111	0.0106594507948939	0.0213189015897877	0.989340549205106
112	0.025966565526597	0.051933131053194	0.974033434473403
113	0.0237896637960436	0.0475793275920872	0.976210336203956
114	0.0654283752798119	0.130856750559624	0.934571624720188
115	0.0563702733298099	0.112740546659620	0.94362972667019
116	0.0461283450715661	0.0922566901431322	0.953871654928434
117	0.132193063996703	0.264386127993406	0.867806936003297
118	0.127570050577709	0.255140101155418	0.87242994942229
119	0.113973407016552	0.227946814033105	0.886026592983448
120	0.195459696719974	0.390919393439949	0.804540303280026
121	0.187407649506176	0.374815299012351	0.812592350493824
122	0.222617662729703	0.445235325459407	0.777382337270297
123	0.216569045960918	0.433138091921837	0.783430954039082
124	0.216196809311179	0.432393618622357	0.783803190688821
125	0.198054329838707	0.396108659677415	0.801945670161293
126	0.163498082875726	0.326996165751452	0.836501917124274
127	0.129909069246092	0.259818138492184	0.870090930753908
128	0.134414475144247	0.268828950288493	0.865585524855753
129	0.190208782526723	0.380417565053445	0.809791217473278
130	0.166015944825326	0.332031889650652	0.833984055174674
131	0.147281527543139	0.294563055086279	0.85271847245686
132	0.129353019414475	0.258706038828950	0.870646980585525
133	0.119984371962917	0.239968743925834	0.880015628037083
134	0.0997590288624669	0.199518057724934	0.900240971137533
135	0.134989612742443	0.269979225484887	0.865010387257557
136	0.102704640912813	0.205409281825626	0.897295359087187
137	0.0769844580987031	0.153968916197406	0.923015541901297
138	0.187705786463563	0.375411572927126	0.812294213536437
139	0.261303328802351	0.522606657604702	0.738696671197649
140	0.242129896627062	0.484259793254124	0.757870103372938
141	0.486918383122039	0.973836766244077	0.513081616877961
142	0.438821845983663	0.877643691967326	0.561178154016337
143	0.749669401090875	0.50066119781825	0.250330598909125
144	0.699671203979897	0.600657592040207	0.300328796020103
145	0.600916359880605	0.798167280238791	0.399083640119395
146	0.538074804755642	0.923850390488716	0.461925195244358
147	0.560665949886779	0.878668100226441	0.439334050113221
148	0.433275675098167	0.866551350196333	0.566724324901833
149	0.340056664895419	0.680113329790838	0.659943335104581
150	0.243562691964485	0.48712538392897	0.756437308035515

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	5	0.0352112676056338	NOK
5% type I error level	33	0.232394366197183	NOK
10% type I error level	42	0.295774647887324	NOK