Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 13.7057371438104 + 0.324108497176835x[t] + 1.14327246228138M1[t] + 0.439706450988726M2[t] + 1.83383716930753M3[t] + 1.71023841287010M4[t] + 1.09272498914167M5[t] + 1.90756098740434M6[t] + 2.40680372186540M7[t] + 2.79780553151221M8[t] + 2.16600472664307M9[t] + 1.47795465102299M10[t] + 0.411061338553018M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)13.70573714381041.7116898.007100
x0.3241084971768350.0561975.767400
M11.143272462281381.4954940.76450.4458160.222908
M20.4397064509887261.5019320.29280.7701210.38506
M31.833837169307531.4957631.2260.2221640.111082
M41.710238412870101.53481.11430.2669780.133489
M51.092724989141671.536570.71110.4781290.239064
M61.907560987404341.5418151.23720.2179920.108996
M72.406803721865401.5315821.57140.1182430.059121
M82.797805531512211.5275691.83150.0690580.034529
M92.166004726643071.5235081.42170.157240.07862
M101.477954651022991.522330.97090.3332290.166614
M110.4110613385530181.5287980.26890.7884030.394201


Multiple Linear Regression - Regression Statistics
Multiple R0.467233839799462
R-squared0.218307461053750
Adjusted R-squared0.154058759222551
F-TEST (value)3.39785014843275
F-TEST (DF numerator)12
F-TEST (DF denominator)146
p-value0.00021079102177457
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.87855041641
Sum Squared Residuals2196.30038656459


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12422.62761353833581.37238646166418
22522.24815602422002.75184397578002
33021.04941876512418.9505812348759
41921.2499285058635-2.24992850586349
52220.63241508213511.36758491786493
62220.79903408604411.20096591395593
72522.59471080921252.40528919078753
82321.68927863015191.31072136984806
91721.7056948196365-4.70569481963647
102120.69353624683960.306463753160447
111921.5712939174306-2.57129391743060
121923.4289920591154-4.42899205911543
131522.3035050411590-7.30350504115896
141619.9793965439821-3.97939654398212
152320.40120177077042.59879822922958
162719.30527752280257.69472247719752
172221.60474057366560.395259426334421
181420.4749255888672-6.47492558886723
192222.5947108092125-0.594710809212473
202326.5509060878045-3.55090608780447
212324.622671294228-1.62267129422799
222126.2033806988458-5.20338069884575
231920.9230769230769-1.92307692307692
241823.7531005562923-5.75310055629226
252021.0070710524516-1.00707105245162
262319.33117954962853.66882045037155
272522.02174425665462.9782557433454
281922.222253997394-3.222253997394
292421.92884907084242.07115092915758
302221.12314258322090.876857416779095
312523.89114479791981.10885520208018
322624.60625510474351.39374489525654
332924.29856279705114.70143720294885
343223.28640422425428.71359577574576
352519.62664293436965.37335706563042
362924.07720905346914.9227909465309
372825.54459001292732.45540998707269
381718.3588540580979-1.35885405809794
392825.91104622277662.08895377722337
402923.51868798610135.48131201389865
412624.19760855108031.80239144891974
422522.74368506910512.25631493089492
431421.9464938148588-7.9464938148588
442522.01338712732882.98661287267123
452622.35391181399013.64608818600986
462020.0453192524859-0.0453192524858794
471820.5989684259001-2.59896842590009
483224.40131755064597.59868244935407
492524.24815602422000.751843975780029
502521.59993902986633.4000609701337
512323.9663952397156-0.966395239715616
522121.2499285058635-0.249928505863495
532021.2806320764887-1.28063207648874
541519.1784916001599-4.17849160015989
553025.18757878662724.81242121337284
562424.9303636019203-0.930363601920293
572623.00212880834382.99787119165619
582420.69353624683953.30646375316045
592218.00610044848543.9938995515146
601418.2432561042861-4.24325610428605
612420.35885405809793.64114594190206
622420.95172203551263.04827796448737
632421.69763575947782.30236424052223
642421.24992850586352.75007149413650
651918.03954710472040.960452895279612
663125.01244454934295.98755545065707
672226.1599042781577-4.15990427815767
682722.66160412168244.33839587831756
691918.78871834504490.211281654955056
702521.66586173837013.33413826162994
712023.1918364033148-3.19183640331477
722119.86379859017021.13620140982977
732724.57226452139682.42773547860319
742323.5445900129273-0.544590012927316
752523.96639523971561.03360476028438
762022.8704709917477-2.87047099174767
772119.01187259625091.98812740374911
782222.4195765719282-0.419576571928247
792322.27060231203560.729397687964362
802525.5785805962740-0.578580596273965
812523.32623730552061.67376269447936
821721.0176447440164-4.01764474401639
831920.9230769230769-1.92307692307692
842520.18790708734714.81209291265293
851922.3035050411590-3.30350504115896
862020.9517220355126-0.95172203551263
872622.34585275383143.65414724616856
882320.2776030143332.72239698566701
892723.87350005390343.12649994609657
901721.7713595775746-4.77135957757458
911724.5393617922735-7.53936179227349
921919.7446276470909-0.744627647090923
931721.0574778252828-4.05747782528279
942222.3140787327237-0.314078732723729
952120.27485992872330.725140071276748
963223.75310055629238.24689944370774
972124.8963730185736-3.89637301857364
982123.5445900129273-2.54459001292732
991821.6976357594778-3.69763575947777
1001822.5463624945708-4.54636249457084
1012322.25295756801930.74704243198075
1021920.4749255888672-1.47492558886723
1032022.5947108092125-2.59471080921247
1042122.3374956245056-1.33749562450561
1052023.3262373055206-3.32623730552064
1061723.2864042242542-6.28640422425423
1071820.9230769230769-2.92307692307692
1081921.4843410760544-2.48434107605441
1092222.9517220355126-0.951722035512628
1101519.6552880468053-4.65528804680529
1111419.7529847764168-5.75298477641675
1121824.4910134776319-6.49101347763185
1132421.60474057366562.39525942633442
1143523.716010560635611.2839894393644
1152919.02951734026739.97048265973272
1162121.6892786301519-0.689278630151937
1172522.02980331681332.9701966831867
1182020.6935362468395-0.693536246839551
1192222.2195109117843-0.219510911784265
1201320.1879070873471-7.18790708734707
1212624.24815602422001.75184397578003
1221718.6829625552748-1.68296255527478
1232522.66996125100832.33003874899173
1242020.277603014333-0.277603014332988
1251920.9565235793119-1.95652357931191
1262122.0954680747514-1.09546807475141
1272220.97416832332831.02583167667171
1282422.98571261885931.01428738114072
1292121.7056948196365-0.705694819636464
1302625.87927220166890.120727798331079
1312421.24718542025382.75281457974624
1321618.8914730986397-2.89147309863973
1332320.35885405809792.64114594190206
1341819.3311795496285-1.33117954962845
1351622.3458527538314-6.34585275383144
1362623.84279648327822.15720351672182
1371920.6324150821351-1.63241508213507
1382121.4472510803977-0.447251080397741
1392121.6223853176820-0.622385317681966
1402223.6339296132130-1.63392961321295
1412325.5949967857585-2.59499678575849
1422924.90694671013844.09305328986159
1432121.8954024146074-0.89540241460743
1442120.51201558452390.487984415476095
1452321.65528804680531.34471195319471
1462723.54459001292733.45540998707268
1472525.5869377255998-0.586937725599795
1482121.8981455002172-0.898145500217166
1491019.9841980877814-9.9841980877814
1502022.7436850691051-2.74368506910508
1512622.59471080921253.40528919078753
1522425.5785805962740-1.57858059627396
1532928.18786476317320.812135236826824
1541922.3140787327237-3.31407873272373
1552420.59896842590013.40103157409991
1561919.2155815958166-0.215581595816563
1572423.92404752704310.075952472956865
1582221.27583053268950.724169467310533
1591725.5869377255998-8.5869377255998


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.966230215207650.06753956958470.03376978479235
170.9309679118338630.1380641763322730.0690320881661366
180.9431265953329070.1137468093341870.0568734046670934
190.9111614428614030.1776771142771930.0888385571385967
200.8817771075773070.2364457848453860.118222892422693
210.851439508530180.2971209829396410.148560491469820
220.8167827136872180.3664345726255650.183217286312782
230.7502265407230550.4995469185538910.249773459276945
240.6980116751130960.6039766497738090.301988324886904
250.622219259680650.7555614806387010.377780740319351
260.580950100910820.8380997981783610.419049899089180
270.5216749929658650.956650014068270.478325007034135
280.5102321495791090.9795357008417820.489767850420891
290.4465334679727370.8930669359454740.553466532027263
300.4199885838425920.8399771676851840.580011416157408
310.3536692758722030.7073385517444070.646330724127796
320.3114943819410580.6229887638821170.688505618058942
330.4636755438420370.9273510876840750.536324456157963
340.7374530475088210.5250939049823580.262546952491179
350.7769510254509490.4460979490981030.223048974549051
360.8809078151595520.2381843696808960.119092184840448
370.8971919466904150.2056161066191690.102808053309585
380.8762066774962050.247586645007590.123793322503795
390.8490558435068710.3018883129862570.150944156493129
400.8670486593479950.2659026813040090.132951340652005
410.8362918591669230.3274162816661540.163708140833077
420.8216263133044480.3567473733911050.178373686695552
430.9060649090820360.1878701818359280.0939350909179638
440.8927982351331330.2144035297337350.107201764866867
450.8865272446702290.2269455106595420.113472755329771
460.8604723503798970.2790552992402060.139527649620103
470.8409251629787280.3181496740425440.159074837021272
480.9161890037334740.1676219925330510.0838109962665256
490.8962353020464650.2075293959070710.103764697953535
500.8863300905419270.2273398189161470.113669909458073
510.8817001337198070.2365997325603850.118299866280193
520.8579957883596880.2840084232806240.142004211640312
530.8342560360268510.3314879279462980.165743963973149
540.831725410581490.336549178837020.16827458941851
550.8504523412713560.2990953174572880.149547658728644
560.8209267438430080.3581465123139850.179073256156992
570.8022798106573170.3954403786853650.197720189342683
580.7854050794888950.4291898410222090.214594920511105
590.7851665996510330.4296668006979340.214833400348967
600.7878607351424630.4242785297150730.212139264857537
610.786385927268790.4272281454624210.213614072731211
620.7675389619260530.4649220761478930.232461038073947
630.7478329567127840.5043340865744330.252167043287216
640.7260061585043220.5479876829913550.273993841495677
650.6862022509429330.6275954981141330.313797749057067
660.739437265052490.5211254698950210.260562734947511
670.7486132167114460.5027735665771080.251386783288554
680.7572732554357540.4854534891284920.242726744564246
690.7186611713100790.5626776573798430.281338828689921
700.70851139205570.58297721588860.2914886079443
710.6996296650211190.6007406699577630.300370334978881
720.660473909648370.679052180703260.33952609035163
730.6300928056312730.7398143887374540.369907194368727
740.5880833759999790.8238332480000410.411916624000021
750.5629602109605870.8740795780788260.437039789039413
760.5486475795100110.9027048409799780.451352420489989
770.5180730668402720.9638538663194550.481926933159728
780.4695336332683160.9390672665366330.530466366731684
790.423776244133410.847552488266820.57622375586659
800.3791722419048720.7583444838097440.620827758095128
810.3444087374257470.6888174748514940.655591262574253
820.3513411525280820.7026823050561630.648658847471918
830.3174367130919470.6348734261838930.682563286908053
840.3420589608680480.6841179217360960.657941039131952
850.3287511191594080.6575022383188170.671248880840592
860.2897941022118540.5795882044237080.710205897788146
870.3200668069257370.6401336138514740.679933193074263
880.3138847234459540.6277694468919090.686115276554046
890.3057702502306820.6115405004613640.694229749769318
900.3347271969065270.6694543938130530.665272803093473
910.523203956664140.953592086671720.47679604333586
920.4783565091865920.9567130183731840.521643490813408
930.4722727425774070.9445454851548140.527727257422593
940.4266678897486710.8533357794973420.573332110251329
950.3798683734407330.7597367468814670.620131626559267
960.5842047983441970.8315904033116060.415795201655803
970.6011748235900530.7976503528198930.398825176409946
980.5739369656034230.8521260687931530.426063034396577
990.57064518538050.8587096292390010.429354814619501
1000.5747406034428230.8505187931143530.425259396557177
1010.5446402728663960.9107194542672090.455359727133604
1020.5103500064376110.9792999871247780.489649993562389
1030.5379682776215150.924063444756970.462031722378485
1040.4891456490346040.9782912980692080.510854350965396
1050.4723966617351250.944793323470250.527603338264875
1060.5529914699747340.8940170600505320.447008530025266
1070.5427068992470440.9145862015059130.457293100752956
1080.5042851955841270.9914296088317470.495714804415873
1090.4629815377341210.9259630754682420.537018462265879
1100.4841554978075460.9683109956150930.515844502192454
1110.4944257913494290.9888515826988580.505574208650571
1120.5908492075856340.8183015848287330.409150792414366
1130.6382781495478360.7234437009043280.361721850452164
1140.9400631890421260.1198736219157470.0599368109578736
1150.9880054986048720.02398900279025660.0119945013951283
1160.9822643264100490.03547134717990220.0177356735899511
1170.9834624969500420.03307500609991510.0165375030499576
1180.9756077676449140.04878446471017280.0243922323550864
1190.9680151467850350.063969706429930.031984853214965
1200.9856669859699320.02866602806013520.0143330140300676
1210.978633349374410.0427333012511790.0213666506255895
1220.9706367691515230.05872646169695430.0293632308484771
1230.9927980099079250.01440398018415030.00720199009207515
1240.988234571630620.02353085673875980.0117654283693799
1250.9871973107532430.02560537849351350.0128026892467568
1260.9797138054881780.0405723890236440.020286194511822
1270.968374822120670.06325035575865820.0316251778793291
1280.9630257126889520.07394857462209520.0369742873110476
1290.9561145867409640.08777082651807190.0438854132590359
1300.9390188530495770.1219622939008460.0609811469504232
1310.9151603097637520.1696793804724960.0848396902362482
1320.8901345688739560.2197308622520880.109865431126044
1330.8858256474762920.2283487050474160.114174352523708
1340.836084740628850.3278305187423000.163915259371150
1350.7942232578530690.4115534842938630.205776742146931
1360.7222506137567820.5554987724864360.277749386243218
1370.823374814662020.3532503706759590.176625185337980
1380.7830332721085090.4339334557829820.216966727891491
1390.7256574768257250.548685046348550.274342523174275
1400.6267524008848290.7464951982303420.373247599115171
1410.5016476661177840.9967046677644310.498352333882216
1420.5509074068510490.8981851862979020.449092593148951
1430.4936129959246650.987225991849330.506387004075335


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level100.078125NOK
10% type I error level160.125NOK