Multiple Linear Regression - Estimated Regression Equation
O[t] = -0.259645147048716 + 0.161510344711488`#`[t] -0.0365584034265199T[t] -0.033617071042175C[t] + 0.0021250679997471t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-0.2596451470487160.375947-0.69060.4908640.245432
`#`0.1615103447114880.0796572.02760.0443850.022193
T-0.03655840342651990.090507-0.40390.6868430.343421
C-0.0336170710421750.152233-0.22080.825530.412765
t0.00212506799974710.0017721.19950.2322340.116117


Multiple Linear Regression - Regression Statistics
Multiple R0.190501092399281
R-squared0.0362906662053192
Adjusted R-squared0.0104192746940527
F-TEST (value)1.40273344746514
F-TEST (DF numerator)4
F-TEST (DF denominator)149
p-value0.235837218553024
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.48811924380665
Sum Squared Residuals35.500799029982


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
110.3519628963704620.648037103629538
200.390646367796728-0.390646367796728
300.392771435796475-0.392771435796475
400.394896503796223-0.394896503796223
500.39702157179597-0.39702157179597
610.3991466397957170.600853360204283
700.401271707795464-0.401271707795464
800.366838372368691-0.366838372368691
910.4055218437949580.594478156205042
1000.407646911794705-0.407646911794705
1100.373213576367932-0.373213576367932
1200.411897047794199-0.411897047794199
1300.414022115793946-0.414022115793946
1400.379588780367174-0.379588780367174
1510.4182722517934410.581727748206559
1610.3838389163666680.616161083633332
1700.35234691332424-0.35234691332424
1800.388089052366162-0.388089052366162
1910.4267725237924290.573227476207571
2010.3587221173234810.641277882676519
2100.431022659791923-0.431022659791923
2210.4331477277916710.566852272208329
2310.4352727957914180.564727204208582
2410.4373978637911650.562602136208835
2510.4029645283643920.597035471635608
2600.405089596364139-0.405089596364139
2710.4437730677904060.556226932209594
2800.445898135790153-0.445898135790153
2910.44802320378990.5519767962101
3000.450148271789647-0.450148271789647
3100.452273339789394-0.452273339789394
3200.454398407789141-0.454398407789141
3300.456523475788889-0.456523475788889
3410.4220901403621160.577909859637884
3500.460773611788383-0.460773611788383
3600.46289867978813-0.46289867978813
3700.428465344361357-0.428465344361357
3810.4671488157876240.532851184212376
3910.4692738837873710.530726116212629
4000.434840548360598-0.434840548360598
4110.439906948744690.56009305125531
4210.4756490877866130.524350912213387
4310.477774155786360.52222584421364
4400.443340820359587-0.443340820359587
4500.482024291785854-0.482024291785854
4610.4841493597856010.515850640214399
4700.486274427785348-0.486274427785348
4810.4883994957850950.511600504214905
4910.4905245637848420.509475436215158
5000.492649631784589-0.492649631784589
5100.458216296357817-0.458216296357817
5200.426724293315389-0.426724293315389
5310.4990248357838310.500975164216169
5400.467532832741403-0.467532832741403
5500.503274971783325-0.503274971783325
5610.4688416363565520.531158363643448
5710.5075251077828190.492474892217181
5810.5096501757825660.490349824217434
5910.5117752437823130.488224756217687
6010.4437248373133660.556275162686634
6110.4794669763552880.520533023644712
6200.518150447781555-0.518150447781555
6300.520275515781302-0.520275515781302
6410.4858421803545290.514157819645471
6500.524525651780796-0.524525651780796
6600.526650719780543-0.526650719780543
6700.458600313311595-0.458600313311595
6800.530900855780037-0.530900855780037
6910.5330259237797840.466974076220216
7000.535150991779531-0.535150991779531
7100.537276059779279-0.537276059779279
7210.5394011277790260.460598872220974
7310.5415261957787730.458473804221227
7400.54365126377852-0.54365126377852
7510.5457763317782670.454223668221733
7610.5113429963514940.488657003648506
7710.5500264677777610.449973532222239
7810.5521515357775080.447848464222492
7910.484101129308560.51589887069144
8000.519843268350483-0.519843268350483
8100.558526739776749-0.558526739776749
8210.5606518077764970.439348192223503
8300.562776875776244-0.562776875776244
8400.531284872733816-0.531284872733816
8510.5670270117757380.432972988224262
8600.569152079775485-0.569152079775485
8710.2482564583522570.751743541647743
8810.2138231229254840.786176877074516
8900.252506594351751-0.252506594351751
9010.2546316623514980.745368337648502
9100.256756730351245-0.256756730351245
9200.222323394924472-0.222323394924472
9300.261006866350739-0.261006866350739
9400.263131934350486-0.263131934350486
9500.228698598923714-0.228698598923714
9610.2673820703499810.732617929650019
9700.232948734923208-0.232948734923208
9800.271632206349475-0.271632206349475
9900.273757274349222-0.273757274349222
10010.2758823423489690.724117657651031
10110.2780074103487160.721992589651284
10200.280132478348463-0.280132478348463
10300.28225754634821-0.28225754634821
10400.284382614347958-0.284382614347958
10500.249949278921185-0.249949278921185
10600.288632750347452-0.288632750347452
10700.290757818347199-0.290757818347199
10800.256324482920426-0.256324482920426
10900.295007954346693-0.295007954346693
11000.29713302234644-0.29713302234644
11100.262699686919667-0.262699686919667
11200.264824754919414-0.264824754919414
11300.303508226345681-0.303508226345681
11400.269074890918909-0.269074890918909
11500.307758362345176-0.307758362345176
11600.309883430344923-0.309883430344923
11710.312008498344670.68799150165533
11800.314133566344417-0.314133566344417
11900.316258634344164-0.316258634344164
12010.3183837023439110.681616297656089
12100.320508770343658-0.320508770343658
12200.322633838343405-0.322633838343405
12300.288200502916633-0.288200502916633
12410.32688397434290.6731160256571
12510.3290090423426470.670990957657353
12600.294575706915874-0.294575706915874
12700.333259178342141-0.333259178342141
12810.3353842463418880.664615753658112
12900.337509314341635-0.337509314341635
13010.3396343823413820.660365617658618
13100.341759450341129-0.341759450341129
13210.3438845183408770.656115481659123
13300.346009586340624-0.346009586340624
13400.348134654340371-0.348134654340371
13500.350259722340118-0.350259722340118
13600.352384790339865-0.352384790339865
13710.3545098583396120.645490141660388
13810.3200765229128390.679923477087161
13900.322201590912586-0.322201590912586
14000.360885062338853-0.360885062338853
14110.3293930592964250.670606940703575
14210.3285767949118280.671423205088172
14300.367260266338095-0.367260266338095
14410.3693853343378420.630614665662158
14500.371510402337589-0.371510402337589
14610.3370770669108160.662922933089184
14700.339202134910563-0.339202134910563
14800.34132720291031-0.34132720291031
14900.380010674336577-0.380010674336577
15010.3821357423363240.617864257663676
15110.3842608103360720.615739189663928
15200.352768807293644-0.352768807293644
15300.354893875293391-0.354893875293391
15400.390636014335313-0.390636014335313


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.8353098200124920.3293803599750160.164690179987508
90.9011456382705390.1977087234589220.098854361729461
100.8549283258821990.2901433482356010.145071674117801
110.8094459529936570.3811080940126870.190554047006344
120.7310170959194680.5379658081610630.268982904080532
130.6422910139260440.7154179721479120.357708986073956
140.5523817857322110.8952364285355790.447618214267789
150.7165826473234330.5668347053531350.283417352676567
160.751152556052130.497694887895740.24884744394787
170.6825198525293990.6349602949412020.317480147470601
180.6565919787215070.6868160425569860.343408021278493
190.6769354039369310.6461291921261390.323064596063069
200.7198710270820680.5602579458358650.280128972917932
210.7130985627920530.5738028744158930.286901437207947
220.709975588074750.58004882385050.29002441192525
230.6849727954359530.6300544091280940.315027204564047
240.6478255988274450.7043488023451110.352174401172555
250.6116342224246120.7767315551507760.388365777575388
260.6615820407131520.6768359185736950.338417959286848
270.620968675601150.75806264879770.37903132439885
280.6843376771773120.6313246456453770.315662322822688
290.6522349162624560.6955301674750870.347765083737544
300.6975637671367020.6048724657265960.302436232863298
310.7189176246902510.5621647506194980.281082375309749
320.7255987501371480.5488024997257040.274401249862852
330.7226310524304940.5547378951390120.277368947569506
340.7206101228444040.5587797543111920.279389877155596
350.717356976140640.565286047718720.28264302385936
360.7081658857335020.5836682285329950.291834114266497
370.6993376841847680.6013246316304630.300662315815231
380.7098962762408670.5802074475182660.290103723759133
390.7106647665650510.5786704668698990.289335233434949
400.7039327945036370.5921344109927260.296067205496363
410.6850607009007080.6298785981985840.314939299099292
420.6798237531644310.6403524936711380.320176246835569
430.6697071667255820.6605856665488350.330292833274418
440.665167825438380.669664349123240.33483217456162
450.6727377625584060.6545244748831890.327262237441594
460.6659827630991730.6680344738016540.334017236900827
470.6732079903258110.6535840193483790.326792009674189
480.6667959875093070.6664080249813870.333204012490693
490.6573619890530010.6852760218939970.342638010946999
500.669070177076460.6618596458470810.33092982292354
510.6601764547991710.6796470904016590.339823545200829
520.6671618000130980.6656763999738030.332838199986902
530.6618030385163870.6763939229672260.338196961483613
540.6728170056209130.6543659887581750.327182994379087
550.6758032101363140.6483935797273730.324196789863686
560.685942854920060.6281142901598790.31405714507994
570.679444765530710.641110468938580.32055523446929
580.671242575018690.657514849962620.32875742498131
590.6621678314514450.6756643370971090.337832168548555
600.667480145571750.66503970885650.33251985442825
610.6654881866695950.669023626660810.334511813330405
620.6822514957777860.6354970084444280.317748504222214
630.6939080029050890.6121839941898210.306091997094911
640.6938021231853670.6123957536292650.306197876814633
650.7036023176562430.5927953646875140.296397682343757
660.7108040359329480.5783919281341040.289195964067052
670.7053863563154240.5892272873691510.294613643684576
680.7110390181861610.5779219636276780.288960981813839
690.705471864668790.5890562706624210.29452813533121
700.7120037993362480.5759924013275040.287996200663752
710.7195834907072440.5608330185855120.280416509292756
720.7128157549478920.5743684901042160.287184245052108
730.7055817598096620.5888364803806770.294418240190338
740.7148800118987310.5702399762025380.285119988101269
750.7064709945616170.5870580108767670.293529005438384
760.7055039489023150.588992102195370.294496051097685
770.7014166316471460.5971667367057090.298583368352854
780.7026562927803510.5946874144392990.297343707219649
790.7309928284314990.5380143431370030.269007171568501
800.7239347743723020.5521304512553950.276065225627698
810.7236250282269550.552749943546090.276374971773045
820.733485906206820.5330281875863610.26651409379318
830.72830341584350.5433931683130010.2716965841565
840.7185198894785410.5629602210429170.281480110521459
850.7388445369849710.5223109260300590.261155463015029
860.7208899587193520.5582200825612970.279110041280648
870.7389220977445370.5221558045109270.261077902255463
880.7834268273561080.4331463452877850.216573172643892
890.7879696667443950.424060666511210.212030333255605
900.8227697460655690.3544605078688630.177230253934431
910.8142769025398960.3714461949202080.185723097460104
920.7969547746944320.4060904506111360.203045225305568
930.7752699435828220.4494601128343560.224730056417178
940.7497286137336650.5005427725326690.250271386266335
950.7178418664171980.5643162671656050.282158133582802
960.7748639763645010.4502720472709980.225136023635499
970.7441944234530280.5116111530939440.255805576546972
980.7133413990549720.5733172018900560.286658600945028
990.6802168280768760.6395663438462480.319783171923124
1000.7472276291433490.5055447417133030.252772370856651
1010.8180658238344750.363868352331050.181934176165525
1020.7904925871840460.4190148256319080.209507412815954
1030.759744589567270.480510820865460.24025541043273
1040.7260640388720620.5478719222558760.273935961127938
1050.6873361892392580.6253276215214850.312663810760742
1060.6487069155718140.7025861688563720.351293084428186
1070.6085689266374140.7828621467251720.391431073362586
1080.5631405550678710.8737188898642590.43685944493213
1090.5216631218076470.9566737563847060.478336878192353
1100.4810313109478970.9620626218957950.518968689052103
1110.4354201495078040.8708402990156080.564579850492196
1120.3920306383693510.7840612767387030.607969361630649
1130.3571322926738760.7142645853477510.642867707326124
1140.3212037458889880.6424074917779760.678796254111012
1150.2938082744456210.5876165488912410.706191725554379
1160.2712791765901190.5425583531802370.728720823409881
1170.3019346306178410.6038692612356820.698065369382159
1180.2767330929925480.5534661859850960.723266907007452
1190.2572462861912780.5144925723825550.742753713808722
1200.2817241182261760.5634482364523530.718275881773824
1210.2595445681595910.5190891363191820.740455431840409
1220.2444020279706480.4888040559412950.755597972029352
1230.2342064130413110.4684128260826210.765793586958689
1240.2434859367167760.4869718734335530.756514063283224
1250.2643102155819440.5286204311638870.735689784418057
1260.2554163492001380.5108326984002750.744583650799862
1270.2411160515850630.4822321031701270.758883948414937
1280.2553244048950140.5106488097900290.744675595104986
1290.2365256802130530.4730513604261050.763474319786947
1300.2562109058928030.5124218117856070.743789094107197
1310.2311472629521460.4622945259042920.768852737047854
1320.2609405033205920.5218810066411850.739059496679408
1330.2269675073620180.4539350147240360.773032492637982
1340.2038586818813970.4077173637627930.796141318118603
1350.196443867039380.3928877340787610.80355613296062
1360.2183122905487560.4366245810975130.781687709451244
1370.1913239783145080.3826479566290160.808676021685492
1380.1792623398378120.3585246796756250.820737660162188
1390.1818865541372350.3637731082744710.818113445862765
1400.213824963277270.427649926554540.78617503672273
1410.2014488492800480.4028976985600950.798551150719952
1420.2015866745932970.4031733491865930.798413325406703
1430.198612346489180.3972246929783590.80138765351082
1440.176921782551510.353843565103020.82307821744849
1450.208536827502030.417073655004060.79146317249797
1460.2787090649422310.5574181298844630.721290935057769


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 level00OK