Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 889.997447848977 + 0.00363302783898321Y1[t] + 0.154552274381692Y2[t] + 0.302792043627646Y3[t] + 0.0518549548020745Y4[t] + 0.182796985174905y5[t] -0.0381063989054914y6[t] -0.152923377637580y7[t] + 0.160269134378145y78[t] + 0.193714319467455y9[t] -0.164098964775323y10[t] -14.8101184907868M1[t] -314.686516195711M2[t] + 236.78423753306M3[t] -33.952771086421M4[t] + 149.673772638016M5[t] -96.1942196206593M6[t] + 65.6158374443206M7[t] -44.1360722576162M8[t] + 80.2006583237446M9[t] -77.4865199295397M10[t] -51.6012669844275M11[t] -0.543640832397451t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)889.997447848977378.2724632.35280.0199580.009979
Y10.003633027838983210.0815670.04450.9645340.482267
Y20.1545522743816920.0799091.93410.0550220.027511
Y30.3027920436276460.0798683.79110.0002180.000109
Y40.05185495480207450.0829340.62530.5327730.266387
y50.1827969851749050.0831372.19870.029460.01473
y6-0.03810639890549140.083372-0.45710.6483010.32415
y7-0.1529233776375800.082624-1.85080.0662010.033101
y780.1602691343781450.0805051.99080.0483580.024179
y90.1937143194674550.0808472.39610.017830.008915
y10-0.1640989647753230.082395-1.99160.0482670.024133
M1-14.810118490786888.864898-0.16670.8678680.433934
M2-314.68651619571179.253994-3.97060.0001125.6e-05
M3236.7842375330689.3826192.64910.0089530.004476
M4-33.95277108642180.306429-0.42280.6730660.336533
M5149.67377263801689.1096071.67970.0951480.047574
M6-96.194219620659387.474296-1.09970.2732670.136633
M765.615837444320689.9974810.72910.467110.233555
M8-44.136072257616279.609169-0.55440.5801410.290071
M980.200658323744690.6065960.88520.377520.18876
M10-77.486519929539783.644814-0.92640.3557690.177885
M11-51.601266984427591.335983-0.5650.5729610.286481
t-0.5436408323974510.376717-1.44310.1511190.07556


Multiple Linear Regression - Regression Statistics
Multiple R0.744531630927387
R-squared0.554327349451395
Adjusted R-squared0.487628041206026
F-TEST (value)8.3108410571841
F-TEST (DF numerator)22
F-TEST (DF denominator)147
p-value1.11022302462516e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation190.347904690707
Sum Squared Residuals5326151.74856094


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
129672953.2874706625213.7125293374813
223972496.93964441944-99.9396444194371
334583017.41237944116440.587620558836
430242907.47357986314116.526420136862
531002980.5721285019119.427871498102
629042980.36062744950-76.360627449503
730562938.51348134698117.486518653019
827713026.20620541818-255.206205418182
928973118.78291362946-221.782913629461
1027722728.7521863433443.2478136566554
1128572769.6648948485487.33510515146
1230203078.22774723606-58.2277472360588
1326482771.37094017041-123.370940170408
1423642579.22376943238-215.223769432381
1531943115.2419443266778.7580556733348
1630132715.86154783796297.138452162041
1725602906.99685097014-346.996850970136
1830742831.48834246282242.511657537180
1927462818.91105027411-72.9110502741147
2028462922.84636117908-76.8463611790819
2131843065.1770015335118.822998466502
2223542503.80455796877-149.804557968767
2330802869.59251504184210.407484958164
2429633070.64700562128-107.647005621283
2524302641.59234254655-211.592342546549
2622962630.40196519598-334.401965195979
2724163042.12983508283-626.129835082834
2826472563.9125246841283.0874753158806
2927892903.40887555836-114.408875558361
3026852434.64863447188250.351365528122
3126662607.4662015189158.5337984810859
3228822902.64045560415-20.6404556041497
3329532831.07601307975121.923986920247
3421272588.61803713579-461.61803713579
3525632707.34184722187-144.341847221871
3630612726.05415300788334.945846992118
3728092637.39645769037171.603542309627
3828612482.79879761975378.201202380251
3927812935.14608341746-154.146083417460
4025552769.45334701593-214.453347015935
4132063199.101241823846.89875817615746
4225702612.80860573056-42.8086057305583
4324102640.96925053548-230.969250535485
4431952938.94618637662256.053813623379
4527362820.3638131223-84.3638131222987
4627432718.0059471498724.9940528501258
4729342833.92754606845100.072453931549
4826682623.6694550916144.3305449083928
4929072935.72252764863-28.7225276486313
5028662625.16976242975240.830237570252
5129832785.29929732200197.700702678005
5228782870.704180008167.29581999184235
5332253119.25235006422105.747649935778
5425152699.17974517409-184.179745174092
5531933017.13455843777175.865441562234
5626632878.81422973731-215.814229737314
5729082846.5307133368761.4692866631252
5828962908.66997135014-12.6699713501441
5928532691.14889438579161.851105614208
6030282897.38845864686130.611541353141
6130532887.02655552854165.973444471459
6224552532.05945086799-77.059450867992
6334013119.13938865797281.86061134203
6429692893.5544529147175.4455470852934
6532432902.30244970353340.697550296474
6628492982.53793405479-133.537934054794
6732962916.52164571939379.47835428061
6831213021.0972024385699.9027975614437
6931943129.6417900095164.3582099904944
7030232861.71414506163161.285854938366
7129842883.17808024666100.821919753343
7235253187.6666106579337.333389342102
7331162936.47906714179.520932859999
7423832709.98830097866-326.988300978662
7532943299.90396096221-5.90396096220619
7628822934.27966708480-52.2796670848045
7728203044.48425973699-224.484259736986
7825832898.04263691111-315.042636911106
7928032718.8642368032184.1357631967872
8027672896.81908684338-129.819086843385
8129453027.22094542749-82.220945427488
8227162497.96680286496218.033197135041
8326442643.667537602670.332462397327495
8429563000.55652585371-44.5565258537125
8525982697.13690983709-99.1369098370938
8621712427.84199662393-256.841996623933
8729942969.0104979206924.9895020793124
8826452586.5887407931158.411259206887
8927242827.99215408001-103.992154080014
9025502692.35161849738-142.351618497378
9127072604.96383389047102.036166109535
9226792769.26488738882-90.2648873888155
9328782853.6498964306424.3501035693553
9423072443.2308064086-136.230806408601
9524962623.40300334129-127.403003341289
9626372842.51350926184-205.513509261836
9724362519.81642942384-83.8164294238357
9824262326.1982895251299.8017104748828
9926072769.33207655104-162.332076551040
10025332523.968294340069.0317056599407
10128882827.9030819576360.0969180423751
10225202506.2436460122113.7563539877914
10322292579.31181706889-350.311817068895
10428042731.8531077176672.1468922823424
10526612664.93143089263-3.93143089263338
10625472464.2099868462882.790013153723
10725092616.62682162423-107.626821624234
10824652567.82956878867-102.829568788672
10926292689.84122027083-60.8412202708343
11027062384.18155571605321.818444283946
11126662665.940742981170.0592570188337
11224322569.22976606724-137.229766067238
11328362924.15793650528-88.1579365052837
11428882532.06770595249355.932294047512
11525662692.88166157318-126.881661573181
11628022668.61571042113133.384289578871
11726112751.16608038797-140.166080387971
11826832674.127149990678.87285000932748
11926752736.46001798993-61.4600179899329
12024342572.51045562927-138.510455629271
12126932640.3833206119252.6166793880769
12226192435.29608965478183.703910345222
12329032829.1159649776373.8840350223671
12425502605.27300952263-55.2730095226288
12529002835.1754575371364.8245424628676
12624562611.19814035546-155.198140355456
12729122790.25218401426121.747815985738
12828832663.80186166943219.198138330573
12924642673.77912095893-209.779120958928
13026552736.45382689845-81.453826898452
13124472660.75962840451-213.759628404507
13225922669.54207907098-77.5420790709752
13326982645.0035754481252.9964245518805
13422742223.6498082323650.350191767639
13529012807.4925871594693.5074128405392
13623972687.89527215887-290.895272158872
13730042700.78792195566303.212078044338
13826142546.4143909166467.585609083359
13928822648.68485506717233.315144932827
14026712702.91193082109-31.9119308210861
14127612808.77233049696-47.7723304969646
14228062642.24848160722163.751518392778
14324142615.28265085877-201.282650858772
14426732769.4686639266-96.4686639265981
14527482620.38269029341127.617309706593
14621122365.19738115688-253.197381156883
14729032888.3598988587614.6401011412419
14826332552.7605008857480.239499114257
14926842653.3992708243230.6007291756768
15028612695.03002529754165.969974702461
15125042596.4837904928-92.4837904928024
15227082629.2366288261978.7633711738078
15329612899.1153973754361.884602624566
15425352443.1587205876191.8412794123947
15526882612.2758540427775.7241459572325
15626992819.75471582551-120.754715825512
15724692562.11302077138-93.1130207713848
15825852462.4157980349122.584201965102
15925822839.47534234096-257.475342340961
16024802457.0451168235322.9548831764743
16127092862.46602078099-153.466020780988
16224412487.62794671354-46.6279467135402
16321822581.04143325736-399.041433257359
16425852623.94614555840-38.946145558403
16528812543.79255331855337.207446681455
16624222375.0393797866646.960620213344
16726902570.67070832268119.329291677322
16826592554.17105138183104.828948618167
16925352598.44747195638-63.4474719563795
17026132446.63739011203166.362609887972


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
260.4513361276122970.9026722552245940.548663872387703
270.4912330863178220.9824661726356440.508766913682178
280.7078804137785690.5842391724428630.292119586221431
290.7880837185212980.4238325629574040.211916281478702
300.7080557615355360.5838884769289280.291944238464464
310.8170433547986740.3659132904026510.182956645201326
320.7484229030967860.5031541938064280.251577096903214
330.6741928535356260.6516142929287480.325807146464374
340.9070084281953640.1859831436092720.0929915718046362
350.9027224192202710.1945551615594570.0972775807797286
360.9351648660589790.1296702678820430.0648351339410213
370.9646949657947790.0706100684104430.0353050342052215
380.9977971281097580.004405743780484690.00220287189024235
390.996705223577730.006589552844538510.00329477642226926
400.99587066440120.008258671197601420.00412933559880071
410.9992215815878040.001556836824392580.000778418412196288
420.9987312726282770.002537454743446280.00126872737172314
430.9984745148170270.003050970365946130.00152548518297307
440.9994643066084570.00107138678308520.0005356933915426
450.9991388496665560.001722300666887680.000861150333443839
460.9991098602868750.001780279426249990.000890139713124996
470.9990310530542320.001937893891536540.000968946945768268
480.9986790712269940.002641857546013140.00132092877300657
490.9978980690442720.004203861911456420.00210193095572821
500.9990184983004320.001963003399136240.000981501699568119
510.9990696820968550.001860635806290460.000930317903145232
520.998588804759180.002822390481641180.00141119524082059
530.998404670208360.003190659583282050.00159532979164102
540.9983487433379030.003302513324194910.00165125666209745
550.9981793370785890.003641325842822570.00182066292141129
560.9981142778798520.003771444240296910.00188572212014845
570.9972798679740450.005440264051910360.00272013202595518
580.9959372591941540.008125481611691810.00406274080584590
590.9950741470480960.009851705903807050.00492585295190352
600.9940028282828540.01199434343429230.00599717171714614
610.9932866744295660.01342665114086780.00671332557043389
620.9909995277835740.01800094443285280.00900047221642642
630.992102182707320.01579563458536050.00789781729268026
640.9889529300142930.02209413997141450.0110470699857073
650.9938328025550340.01233439488993180.00616719744496588
660.9930760495142920.01384790097141610.00692395048570805
670.9967583958148240.006483208370351890.00324160418517594
680.9957019515343750.008596096931249260.00429804846562463
690.9942456871489420.01150862570211700.00575431285105851
700.9933216807915440.01335663841691170.00667831920845584
710.992579047588140.01484190482372130.00742095241186064
720.9981073789696870.003785242060625530.00189262103031277
730.9989600744770510.002079851045897160.00103992552294858
740.9993905276146690.001218944770662200.000609472385331099
750.999215335235880.001569329528240420.000784664764120208
760.9990186176041770.001962764791645490.000981382395822747
770.99902664526060.001946709478800770.000973354739400384
780.9994068571059780.001186285788044600.000593142894022299
790.999363796409390.001272407181219110.000636203590609556
800.9990517635197390.001896472960522190.000948236480261096
810.9986471264374960.002705747125008680.00135287356250434
820.9986903630282380.002619273943524170.00130963697176208
830.9987538580551320.002492283889736870.00124614194486843
840.9988327768806130.002334446238773630.00116722311938681
850.9983132829317160.003373434136569010.00168671706828451
860.9989423395735070.002115320852985880.00105766042649294
870.9984287374233380.00314252515332350.00157126257666175
880.9983614322519270.003277135496146140.00163856774807307
890.9976603436006660.004679312798667320.00233965639933366
900.9970326453422340.005934709315532510.00296735465776625
910.9976855367697670.004628926460465820.00231446323023291
920.9965504210326280.006899157934744660.00344957896737233
930.9949290901750860.01014181964982730.00507090982491367
940.9950170871101340.009965825779732530.00498291288986627
950.9934563412673820.01308731746523570.00654365873261786
960.9923080596792730.0153838806414540.007691940320727
970.9906515342429040.01869693151419220.00934846575709608
980.9882902987097510.02341940258049730.0117097012902486
990.9860549180406150.02789016391877070.0139450819593854
1000.9816381253008960.0367237493982080.018361874699104
1010.9756072973369140.04878540532617160.0243927026630858
1020.971344628351080.05731074329784010.0286553716489201
1030.990090277399370.01981944520126160.00990972260063082
1040.9869150066869130.02616998662617330.0130849933130867
1050.9823590540654650.03528189186907030.0176409459345352
1060.9772189742881690.04556205142366280.0227810257118314
1070.9735823235236430.05283535295271480.0264176764763574
1080.966380577815420.06723884436915930.0336194221845796
1090.9597593403731250.08048131925374930.0402406596268746
1100.9601913835994390.07961723280112260.0398086164005613
1110.9541255333435080.09174893331298450.0458744666564923
1120.9518525391011090.09629492179778280.0481474608988914
1130.9554304529675130.08913909406497350.0445695470324867
1140.9633586634488820.07328267310223620.0366413365511181
1150.9583640311619420.08327193767611650.0416359688380583
1160.9468123136107830.1063753727784330.0531876863892166
1170.9478456064915910.1043087870168170.0521543935084085
1180.9288034648597850.1423930702804290.0711965351402145
1190.91103410416480.1779317916704010.0889658958352003
1200.9181935003801860.1636129992396280.0818064996198142
1210.899151661770010.2016966764599800.100848338229990
1220.906720417741640.1865591645167210.0932795822583606
1230.891506188813530.216987622372940.10849381118647
1240.864541788420660.2709164231586810.135458211579341
1250.833037113674130.3339257726517420.166962886325871
1260.8333584229809750.3332831540380490.166641577019025
1270.8219304867304920.3561390265390160.178069513269508
1280.8254588786537560.3490822426924870.174541121346244
1290.8732571465857940.2534857068284120.126742853414206
1300.878688115623450.24262376875310.12131188437655
1310.8434821474995820.3130357050008370.156517852500418
1320.7957269657907190.4085460684185630.204273034209281
1330.7352925930139750.529414813972050.264707406986025
1340.7442072710163850.511585457967230.255792728983615
1350.6700182667272640.6599634665454720.329981733272736
1360.6643689875600960.6712620248798080.335631012439904
1370.5924426930161210.8151146139677570.407557306983879
1380.6255738217291670.7488523565416660.374426178270833
1390.8375785098470020.3248429803059960.162421490152998
1400.822756366280030.3544872674399420.177243633719971
1410.785019702432320.4299605951353610.214980297567680
1420.6759883914423550.648023217115290.324011608557645
1430.642705960176680.714588079646640.35729403982332
1440.4743728461267410.9487456922534820.525627153873259


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level460.386554621848740NOK
5% type I error level680.571428571428571NOK
10% type I error level790.663865546218487NOK