Multiple Linear Regression - Estimated Regression Equation
y[t] = + 12.2907451492279 + 0.276580143314847x[t] + 0.970866601147538M1[t] -0.485826440139703M2[t] -1.85133518547589M3[t] -0.625659634861006M4[t] + 0.917647323851751M5[t] + 1.2147514458952M6[t] -0.859972086470695M7[t] -1.07783180979365M8[t] -1.89797925849695M9[t] -0.696851311560647M10[t] -1.87216024360439M11[t] + 0.00836588819332487t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)12.29074514922791.2657899.709900
x0.2765801433148470.5043040.54840.5842170.292108
M10.9708666011475381.1862960.81840.4144440.207222
M2-0.4858264401397031.184941-0.410.6823980.341199
M3-1.851335185475891.184868-1.56250.120310.060155
M4-0.6256596348610061.186105-0.52750.5986430.299321
M50.9176473238517511.184790.77450.4398570.219929
M61.21475144589521.186091.02420.3074290.153714
M7-0.8599720864706951.207112-0.71240.4773260.238663
M8-1.077831809793651.208852-0.89160.3740460.187023
M9-1.897979258496951.206359-1.57330.1177820.058891
M10-0.6968513115606471.206946-0.57740.5645690.282284
M11-1.872160243604391.208743-1.54880.1235540.061777
t0.008365888193324870.0051791.61540.108360.05418


Multiple Linear Regression - Regression Statistics
Multiple R0.364293777347871
R-squared0.132709956214381
Adjusted R-squared0.0565290739899679
F-TEST (value)1.74203753408165
F-TEST (DF numerator)13
F-TEST (DF denominator)148
p-value0.0578919379739506
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.07536929794538
Sum Squared Residuals1399.76865517427


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11213.8231379251985-1.82313792519848
21112.3748107721045-1.37481077210453
31411.01766791496172.98233208503832
41211.97512921045500.0248707895449669
52113.80338220067607.19661779932404
61214.1088522109127-2.10885221091274
72212.04249456674029.95750543325984
81111.8330007316105-0.83300073161054
91011.0212191711006-1.02121917110056
101312.23071300623020.769286993769811
111010.7871898190649-0.787189819064924
12812.9442960941775-4.94429609417748
131513.64694844020351.35305155979650
141412.47520143042441.52479856957557
151011.1180585732816-1.11805857328157
161412.07551986877491.92448013122507
171413.62719271568100.372807284318985
181114.2092428692326-3.20924286923264
191011.8663050817452-1.86630508174522
201311.93339138993041.06660861006956
21710.8450296861056-3.84502968610561
221412.33110366455011.66889633544991
231211.16416062069970.835839379300332
241413.04468675249740.955313247502616
251113.7473390985234-2.7473390985234
26912.5755920887443-3.57559208874433
271110.94186908828660.0581309117133738
281512.45249067040972.54750932959032
291414.0041635173158-0.00416351731575923
301314.0330533842377-1.03305338423769
31912.2432758833800-3.24327588337996
321511.75720190493553.24279809506451
331011.2220004877404-1.22200048774036
341112.4314943228700-1.43149432286999
351310.98797113570472.01202886429528
36812.8684972675024-4.86849726750243
372013.84772975684336.1522702431567
381212.3994026037494-0.399402603749383
391011.3188398899214-1.31883988992137
401012.2763011854147-2.27630118541473
41913.8279740323208-4.82797403232081
421414.4100241858724-0.410024185872432
43812.0670863983850-4.06708639838501
441411.85759256325542.14240743674461
451111.3223911460603-0.322391146060258
461312.53188498118990.468115018810115
47911.3649419373395-2.36494193733946
481113.2454680691372-2.24546806913718
491514.22470055847800.775299441521956
501112.4997932620693-1.49979326206928
511011.4192305482413-1.41923054824127
521412.37669184373461.62330815626537
531813.92836469064074.07163530935929
541414.5104148441923-0.510414844192331
551112.1674770567049-1.16747705670491
561212.2345633648901-0.234563364890132
571311.42278180438021.57721819561984
58912.6322756395098-3.63227563950978
591011.1887524523445-1.18875245234452
601513.34585872745711.65414127254292
612014.04851107348315.9514889265169
621212.6001839203892-0.600183920389179
631211.51962120656120.48037879343883
641412.75366264536941.24633735463063
651314.3053354922755-1.30533549227546
661114.3342253591974-3.33422535919738
671712.54444785833974.45555214166034
681212.0583738798952-0.0583738798951842
691311.52317246270011.47682753729995
701412.45608615451481.54391384548516
711311.28914311066441.71085688933558
721513.44624938577701.55375061422302
731314.4254818751178-1.42548187511784
741012.7005745787091-2.70057457870908
751111.3434317215662-0.343431721566221
761912.85405330368936.14594669631073
771314.4057261505954-1.40572615059535
781714.71119616083212.28880383916787
791312.36825837334470.63174162665529
80912.1587645382151-3.15876453821508
811111.3469829777051-0.346982977705106
821012.5564768128347-2.55647681283473
83911.6661139122992-2.66611391229916
841213.2700599007820-1.27005990078203
851214.5258725334377-2.52587253343774
861313.0775453803438-0.077545380343823
871311.44382237988611.55617762011388
881212.9544439620092-0.95444396200917
891514.50611680891530.493883191084749
902214.81158681915207.18841318084797
911312.74522917497950.254770825020545
921512.53573533984982.46426466015017
931311.72395377933991.27604622066015
941512.93344761446952.06655238553052
951011.7665045706191-1.76650457061906
961113.6470307024168-2.64703070241677
971614.62626319175761.37373680824236
981113.1779360386637-2.17793603866372
991111.5442130382060-0.544213038206017
1001012.7782544770142-2.77825447701422
1011014.6065074672351-4.60650746723515
1021614.63539733415711.36460266584292
1031212.8456198332994-0.845619833299353
1041112.3595458548549-1.35954585485488
1051611.82434443765974.17565556234025
1061912.75725812947456.24274187052547
1071111.8668952289390-0.866895228938958
1081613.47084121742182.52915878257817
1091514.45007370676270.549926293237312
1102413.278326696983610.7216733030164
1111411.92118383984082.07881616015924
1121513.15522527864901.84477472135103
1131114.7068981255550-3.70689812555505
1141514.73578799247700.264212007523024
1151212.9460104916193-0.946010491619252
1161012.4599365131748-2.45993651317478
1171411.92473509597962.07526490402035
1181313.1342289311093-0.134228931109275
119911.9672858872589-2.96728588725886
1201513.84781201905661.15218798094343
1211514.82704450839740.172955491602566
1221413.37871735530350.621282644696481
1231112.0215744981607-1.02157449816066
124813.2556159369689-5.25561593696886
1251114.8072887838749-3.80728878387495
1261115.1127587941117-4.11275879411172
127812.7698210066243-4.7698210066243
1281012.8369073148095-2.83690731480952
1291112.0251257542995-1.02512575429955
1301313.2346195894292-0.234619589429174
1311111.7910964022639-0.791096402263907
1322013.67162253406166.32837746593838
1331014.9274351667173-4.92743516671733
1341513.20252787030861.79747212969143
1351211.84538501316570.154614986834288
1361413.35600659528880.643993404711236
1372314.631099298888.36890070112
1381414.9365693091168-0.936569309116773
1391613.14679180825902.85320819174095
1401112.9372979731294-1.93729797312942
1411211.84893626930460.151063730695401
1421013.3350102477491-3.33501024774907
1431411.89148706058382.10851293941619
1441214.0485933356964-2.04859333569637
1451214.7512456817224-2.75124568172238
1461113.5794986719433-2.57949867194332
1471212.2223558148005-0.222355814800459
1481313.1798171102938-0.179817110293815
1491114.7314899571999-3.7314899571999
1501915.03695996743673.96304003256333
1511213.2471824665789-1.24718246657895
1521713.03768863144933.96231136855068
153911.9493269276245-2.9493269276245
1541213.4354009060690-1.43540090606897
1551912.26845786221856.73154213778145
1561814.14898399401633.85101600598373
1571515.1282164833571-0.128216483357129
1581413.67988933026320.320110669736786
1591112.3227464731204-1.32274647312036
160913.5567879119286-4.55678791192856
1611815.10846075883462.89153924116536
1621615.41393076907140.586069230928583


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.7727060737022150.4545878525955710.227293926297785
180.6491583974359390.7016832051281220.350841602564061
190.8430016690428470.3139966619143060.156998330957153
200.7715933914107030.4568132171785940.228406608589297
210.7036892967511790.5926214064976420.296310703248821
220.6083585738312270.7832828523375460.391641426168773
230.5443249585001970.9113500829996060.455675041499803
240.6065389555542210.7869220888915580.393461044445779
250.525269612846870.949460774306260.47473038715313
260.5204564065705250.959087186858950.479543593429475
270.4845281819235870.9690563638471740.515471818076413
280.41711098766930.83422197533860.5828890123307
290.4382149308519760.8764298617039530.561785069148024
300.4707967029737170.9415934059474350.529203297026283
310.6154103345898670.7691793308202660.384589665410133
320.6676636396375750.664672720724850.332336360362425
330.6182680359127470.7634639281745060.381731964087253
340.5615045389131590.8769909221736820.438495461086841
350.5417112982971060.9165774034057880.458288701702894
360.5148609846287640.9702780307424730.485139015371236
370.7523277095647410.4953445808705170.247672290435259
380.7083244191158860.5833511617682270.291675580884114
390.6645840641654320.6708318716691350.335415935834568
400.6440917449645740.7118165100708510.355908255035426
410.7300739111596920.5398521776806160.269926088840308
420.697348828873940.6053023422521210.302651171126060
430.714529044184320.570941911631360.28547095581568
440.6903620916593110.6192758166813770.309637908340689
450.654142456949130.691715086101740.34585754305087
460.6023941537949030.7952116924101940.397605846205097
470.5800394420673560.8399211158652880.419960557932644
480.5472434754729120.9055130490541760.452756524527088
490.493035554184540.986071108369080.50696444581546
500.4499548775939470.8999097551878940.550045122406053
510.4018319268794220.8036638537588450.598168073120578
520.3687852122742180.7375704245484360.631214787725782
530.4107336814963240.8214673629926490.589266318503676
540.3697524518490310.7395049036980620.630247548150969
550.3232828459984950.646565691996990.676717154001505
560.2823642690783990.5647285381567980.717635730921601
570.2726983756365230.5453967512730450.727301624363477
580.2827576178738790.5655152357477580.717242382126121
590.2433697833610290.4867395667220590.75663021663897
600.2575965367045830.5151930734091670.742403463295417
610.3733038875019090.7466077750038180.626696112498091
620.3315087265828450.6630174531656890.668491273417155
630.2869699599977190.5739399199954370.713030040002281
640.2483770893324140.4967541786648280.751622910667586
650.2304028968148930.4608057936297870.769597103185107
660.2247667213029930.4495334426059870.775233278697007
670.25629745197740.51259490395480.7437025480226
680.2182914177361060.4365828354722120.781708582263894
690.1941000424295070.3882000848590130.805899957570493
700.1775877020117990.3551754040235980.822412297988201
710.1577511120610170.3155022241220330.842248887938983
720.1439100763043540.2878201526087090.856089923695646
730.1393222438561580.2786444877123160.860677756143842
740.1315984621921430.2631969243842870.868401537807857
750.1073474947127630.2146949894255260.892652505287237
760.1731975558443390.3463951116886780.826802444155661
770.1583743295632430.3167486591264860.841625670436757
780.1508796998015390.3017593996030780.849120300198461
790.1255772760471440.2511545520942890.874422723952856
800.1287579640365920.2575159280731840.871242035963408
810.1065241984882040.2130483969764080.893475801511796
820.09910172437515910.1982034487503180.900898275624841
830.09905599197006480.1981119839401300.900944008029935
840.088784503879950.17756900775990.91121549612005
850.08908127476989550.1781625495397910.910918725230104
860.07406107829287780.1481221565857560.925938921707122
870.06238675542485790.1247735108497160.937613244575142
880.05407952384120110.1081590476824020.945920476158799
890.04231830814119220.08463661628238440.957681691858808
900.1198544437892680.2397088875785350.880145556210732
910.09956038882744960.1991207776548990.90043961117255
920.09418146155661460.1883629231132290.905818538443385
930.07798936729506440.1559787345901290.922010632704936
940.0680059789818240.1360119579636480.931994021018176
950.0582735745386880.1165471490773760.941726425461312
960.05922727502688740.1184545500537750.940772724973113
970.05173256250410540.1034651250082110.948267437495895
980.05047329703833550.1009465940766710.949526702961665
990.03951188903678960.07902377807357920.96048811096321
1000.03784631763047780.07569263526095560.962153682369522
1010.05242743238778370.1048548647755670.947572567612216
1020.04239670928438350.0847934185687670.957603290715616
1030.03311020140486120.06622040280972240.966889798595139
1040.02625143944435780.05250287888871560.973748560555642
1050.03323342187440250.0664668437488050.966766578125598
1060.07023856066198570.1404771213239710.929761439338014
1070.05694826365468980.1138965273093800.94305173634531
1080.05127379659894010.1025475931978800.94872620340106
1090.04141533598217550.08283067196435090.958584664017824
1100.3256450019709210.6512900039418420.674354998029079
1110.317512856594480.635025713188960.68248714340552
1120.358425812795160.716851625590320.64157418720484
1130.3611564984096350.722312996819270.638843501590365
1140.3152399123761690.6304798247523380.684760087623831
1150.2771006634033800.5542013268067590.72289933659662
1160.2501170580019760.5002341160039520.749882941998024
1170.2742980249615510.5485960499231020.725701975038449
1180.2515999991630360.5031999983260710.748400000836964
1190.2498462939062300.4996925878124610.75015370609377
1200.2080891538727560.4161783077455110.791910846127244
1210.2163333713332780.4326667426665560.783666628666722
1220.1936187468490530.3872374936981060.806381253150947
1230.1635170921166010.3270341842332020.836482907883399
1240.1648194526306270.3296389052612540.835180547369373
1250.1734958572711670.3469917145423330.826504142728833
1260.1869355344786650.373871068957330.813064465521335
1270.2381430438395170.4762860876790330.761856956160483
1280.2344630713913940.4689261427827890.765536928608606
1290.1879455350848980.3758910701697970.812054464915102
1300.1557207561346840.3114415122693680.844279243865316
1310.1859045484885730.3718090969771460.814095451511427
1320.2360886719182610.4721773438365210.76391132808174
1330.2499211667053610.4998423334107210.75007883329464
1340.2195824026940180.4391648053880360.780417597305982
1350.1696479808638420.3392959617276850.830352019136158
1360.1338258507469760.2676517014939530.866174149253024
1370.5177399679055790.9645200641888420.482260032094421
1380.434185340991440.868370681982880.56581465900856
1390.492788513927280.985577027854560.50721148607272
1400.4796802366643010.9593604733286030.520319763335699
1410.5016746680108020.9966506639783960.498325331989198
1420.3932521896703070.7865043793406140.606747810329693
1430.3555215222393290.7110430444786580.644478477760671
1440.3227155346599620.6454310693199240.677284465340038
1450.2300140101464780.4600280202929570.769985989853522


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 level80.062015503875969OK