Multiple Linear Regression - Estimated Regression Equation
I3[t] = -6.62221608046434 + 0.552259263325244I1[t] + 0.231523416516772I2[t] + 0.110141947903037E1[t] + 0.017370967860943E2[t] -0.0328056264858706E3[t] + 0.512125216238063A[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-6.622216080464343.011635-2.19890.0293680.014684
I10.5522592633252440.1105364.99622e-061e-06
I20.2315234165167720.1009762.29280.0232020.011601
E10.1101419479030370.1149550.95810.339490.169745
E20.0173709678609430.0882470.19680.8442070.422104
E3-0.03280562648587060.090785-0.36140.7183260.359163
A0.5121252162380630.1202634.25843.6e-051.8e-05


Multiple Linear Regression - Regression Statistics
Multiple R0.612288106545399
R-squared0.37489672541695
Adjusted R-squared0.350699179304057
F-TEST (value)15.4931712359547
F-TEST (DF numerator)6
F-TEST (DF denominator)155
p-value7.02771174587724e-14
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.70714333054374
Sum Squared Residuals2130.15130934522


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12116.72105922402734.27894077597268
21512.45844538885272.54155461114733
31813.42209387960874.57790612039126
41114.013844276859-3.01384427685897
5814.4278366514443-6.42783665144427
61917.2963008583041.70369914169596
7415.8281579698721-11.8281579698721
82015.10265179740214.89734820259785
91616.7972973343022-0.797297334302216
101413.37177605600350.628223943996549
111011.4055662059137-1.4055662059137
121314.5898440398783-1.58984403987826
131411.42431756313172.57568243686835
14815.7986955867237-7.79869558672374
152318.65886594037784.34113405962218
161115.167088636355-4.16708863635499
1796.564853040859542.43514695914046
182418.1206893364855.87931066351502
19514.9439498837722-9.94394988377218
201514.96723415354440.0327658464555623
2159.41997282487982-4.41997282487982
221914.1747086475154.82529135248503
2362.206831062259163.79316893774084
241314.4245684644971-1.42456846449707
251110.94561629965210.0543837003479033
261717.2802176236519-0.280217623651852
271717.2802176236519-0.280217623651852
2859.45897632214829-4.45897632214829
29911.8080251549682-2.80802515496821
301514.88121360905850.118786390941495
311715.83017310197291.16982689802705
321714.18407046210832.81592953789166
332018.83031896332551.16968103667451
341212.063067225804-0.0630672258040218
35711.0474162645347-4.04741626453466
361616.8713713609689-0.871371360968914
37710.1942139792326-3.19421397923264
381412.22127607292041.77872392707962
392420.05680954633733.94319045366269
401515.9055731141541-0.905573114154097
411513.64500114231541.35499885768456
421014.803825009521-4.803825009521
431415.2053267154336-1.20532671543364
441818.1011502997035-0.101150299703516
451217.6275753716756-5.62757537167561
46914.3621386713214-5.36213867132143
47910.113366040423-1.11336604042299
48817.4822676845763-9.48226768457631
491814.31100919610213.68899080389789
501010.1087937652602-0.108793765260222
511713.62672148537873.37327851462133
521410.47052634413913.52947365586085
531615.00521844457290.994781555427131
54109.292334602062560.707665397937439
551915.93685526243443.06314473756564
561012.6085400936592-2.60854009365916
571413.17232291549990.827677084500056
581014.8258123970471-4.82581239704714
5949.97982628472002-5.97982628472002
601914.34898928298044.65101071701963
61914.2476204110194-5.2476204110194
621212.15757087943-0.157570879430034
631615.46662756305630.533372436943674
641116.3763531962683-5.37635319626828
651818.3412109314665-0.341210931466544
661115.3154989130913-4.3154989130913
672417.53429447584716.46570552415293
681713.83838143878743.16161856121261
691814.21510280765073.78489719234928
7099.55761249333112-0.557612493331116
711914.61270986672564.38729013327438
721815.46978477049972.53021522950032
731213.6443100993385-1.64431009933848
742318.91350078720374.08649921279632
752217.10144189026224.89855810973782
761411.78952360536222.21047639463782
771411.64463972173732.35536027826274
781615.08982290591990.910177094080068
792317.99145541789795.00854458210215
8079.69865211184807-2.69865211184808
811018.3999210061894-8.39992100618939
821210.38586160212071.61413839787933
831214.8961104418284-2.89611044182837
841213.5159245891558-1.51592458915577
851713.627398414773.37260158523001
862117.71621547978723.28378452021277
871616.1832006741685-0.183200674168492
881114.4326180062864-3.43261800628638
891411.75911594789122.2408840521088
901315.2067876052082-2.20678760520822
9199.32880364676812-0.328803646768118
921918.22662415861040.773375841389634
931314.7359708500762-1.73597085007624
941914.8178611847654.18213881523502
951312.81239386731910.187606132680872
961314.4016240950871-1.4016240950871
971315.730706304181-2.73070630418103
981412.84890509867221.15109490132785
991211.83272242258230.16727757741771
1002219.70675603181132.29324396818875
1011112.7849901633692-1.78499016336919
102513.548029361494-8.54802936149405
1031816.55534224541381.44465775458615
1041915.28414404810673.71585595189328
1051413.5328100092820.467189990718017
1061514.75016448901250.2498355109875
1071212.6339082269243-0.633908226924255
1081915.86522724682633.13477275317366
1091513.8480913751321.15190862486805
1101715.29344725958141.7065527404186
111814.9957137231683-6.9957137231683
1121015.0417336612382-5.04173366123824
1131211.9133815487530.0866184512470001
1141212.8830104462302-0.883010446230205
1152017.00701863878892.99298136121108
1161210.38951891417981.61048108582017
1171211.39942843376510.600571566234892
1181414.786872983725-0.786872983725022
119613.3262259727947-7.32622597279471
120109.946436166153240.0535638338467604
1211814.11791718400543.88208281599461
1221815.34544127937412.65455872062587
123710.5840593480918-3.58405934809183
1241814.25083044301743.7491695569826
125920.1224207993091-11.1224207993091
1261715.62706879237121.37293120762878
1272216.820991130975.17900886903
1281112.8771869616411-1.87718696164107
1291510.82608294953434.17391705046565
1301715.53684678497271.4631532150273
1311511.95874053060743.04125946939262
1322217.21810631731184.78189368268818
13399.37974381875881-0.379743818758806
1341311.27288095060551.72711904939449
1352016.68244020442523.31755979557479
1361415.046227211801-1.04622721180099
1371418.2957330185278-4.29573301852781
1381212.0441446084108-0.0441446084108094
1392016.52596424973063.4740357502694
1402017.01829031613862.98170968386138
141810.4926465102032-2.4926465102032
1421714.40226068325092.59773931674906
14397.240934171962691.75906582803731
1441814.08816221406683.91183778593318
1452219.07461147442532.92538852557474
1461012.1238244072293-2.12382440722933
1471315.0706080661334-2.07060806613339
1481517.6930979906119-2.69309799061187
1491814.34804631641743.65195368358265
1501816.46047591315561.53952408684445
1511213.8350243989669-1.83502439896688
1521215.0021839241946-3.00218392419456
1532018.01075070713141.98924929286861
1541216.0090835102911-4.00908351029107
1551616.4682577248526-0.468257724852587
1561613.58198715479532.41801284520473
1571812.5925450497475.407454950253
1581615.85388273707330.146117262926657
1591314.7359708500762-1.73597085007624
1601713.24697726689783.75302273310221
1611311.03845012938331.96154987061673
1621712.52916471538494.47083528461514


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.9796227789431760.04075444211364830.0203772210568241
110.9888623270085780.02227534598284490.0111376729914224
120.9890225686020310.02195486279593720.0109774313979686
130.9817871269619560.0364257460760880.018212873038044
140.982611561003730.03477687799253980.0173884389962699
150.985969679422780.02806064115443980.0140303205772199
160.9804325067660970.03913498646780620.0195674932339031
170.9736408133295130.05271837334097350.0263591866704867
180.9925421974414110.01491560511717860.0074578025585893
190.9977513918313630.004497216337274790.00224860816863739
200.9960811458428750.007837708314250920.00391885415712546
210.9960810816363120.007837836727376050.00391891836368802
220.9957690159343130.008461968131374360.00423098406568718
230.9956261355374280.008747728925143860.00437386446257193
240.9930773282142290.01384534357154120.00692267178577058
250.9891840592976870.02163188140462550.0108159407023128
260.9851226859998910.02975462800021710.0148773140001086
270.9786439565328390.04271208693432120.0213560434671606
280.9827657719912860.03446845601742760.0172342280087138
290.9842619971922850.03147600561542990.0157380028077149
300.9776742216145920.04465155677081660.0223257783854083
310.9698922452846750.06021550943064910.0301077547153245
320.9636710386864940.07265792262701170.0363289613135058
330.9559777052284040.08804458954319220.0440222947715961
340.9480459717565180.1039080564869650.0519540282434824
350.9575923938380880.08481521232382370.0424076061619119
360.9433184992857630.1133630014284730.0566815007142367
370.9439177851548710.1121644296902590.0560822148451294
380.9336563552108850.132687289578230.0663436447891149
390.9337444921500170.1325110156999670.0662555078499834
400.9151682986175890.1696634027648230.0848317013824114
410.8974056464367280.2051887071265450.102594353563272
420.9019690431696990.1960619136606020.0980309568303008
430.8791590355783250.2416819288433490.120840964421675
440.8516914406201290.2966171187597430.148308559379871
450.8688437635502020.2623124728995950.131156236449798
460.8751857245353540.2496285509292910.124814275464646
470.8493746853004970.3012506293990060.150625314699503
480.9348446767574270.1303106464851450.0651553232425725
490.9387530291279230.1224939417441530.0612469708720765
500.9246405313014910.1507189373970180.075359468698509
510.9330623965688370.1338752068623270.0669376034311633
520.9347265347686930.1305469304626130.0652734652313067
530.9197756116591150.1604487766817710.0802243883408854
540.9083953680608890.1832092638782220.0916046319391108
550.9049361890516560.1901276218966870.0950638109483436
560.8921681010818850.2156637978362290.107831898918115
570.8690718052522440.2618563894955120.130928194747756
580.8783164443695470.2433671112609060.121683555630453
590.9105671690265240.1788656619469510.0894328309734755
600.9388930273297510.1222139453404980.0611069726702491
610.9527294884384750.09454102312304990.0472705115615249
620.9403433565634770.1193132868730450.0596566434365227
630.9269701840334910.1460596319330170.0730298159665086
640.9444195682640390.1111608634719230.0555804317359615
650.9333082367262590.1333835265474820.0666917632737408
660.9374641675691630.1250716648616740.0625358324308368
670.9626082896986040.07478342060279280.0373917103013964
680.9608962545917170.07820749081656620.0391037454082831
690.9608157001553670.07836859968926660.0391842998446333
700.9500258561727680.09994828765446480.0499741438272324
710.9545982561520480.09080348769590360.0454017438479518
720.9482638494237610.1034723011524790.0517361505762393
730.9386486232389850.122702753522030.0613513767610152
740.943035146688810.1139297066223810.0569648533111905
750.9506357507378210.09872849852435760.0493642492621788
760.9428793086375430.1142413827249130.0571206913624566
770.9349737440659440.1300525118681130.0650262559340564
780.9198189739374620.1603620521250750.0801810260625375
790.9331731477354940.1336537045290120.0668268522645058
800.9248656270104090.1502687459791820.0751343729895911
810.9726783590661480.05464328186770490.0273216409338525
820.966426291321820.06714741735635980.0335737086781799
830.9635062747064110.07298745058717820.0364937252935891
840.9551161689301840.08976766213963140.0448838310698157
850.9528224000637810.09435519987243730.0471775999362186
860.9506633362149290.09867332757014220.0493366637850711
870.9374616267221910.1250767465556180.0625383732778091
880.9376344772645510.1247310454708980.0623655227354489
890.9279778321011610.1440443357976780.0720221678988389
900.9180074208866990.1639851582266020.0819925791133008
910.9040029741556070.1919940516887860.0959970258443928
920.8836307258085610.2327385483828790.116369274191439
930.8644289116947940.2711421766104120.135571088305206
940.8723037955947760.2553924088104470.127696204405224
950.8459513760753590.3080972478492820.154048623924641
960.8196385167764630.3607229664470750.180361483223537
970.8086941999986560.3826116000026890.191305800001344
980.7772021198718250.445595760256350.222797880128175
990.739456160614110.5210876787717790.26054383938589
1000.7140135838738550.571972832252290.285986416126145
1010.6815551843170040.6368896313659910.318444815682996
1020.8833046769856470.2333906460287060.116695323014353
1030.8616002333637380.2767995332725250.138399766636262
1040.8633703097476980.2732593805046030.136629690252302
1050.8347798144725520.3304403710548960.165220185527448
1060.8046322888623930.3907354222752140.195367711137607
1070.7740003326726260.4519993346547480.225999667327374
1080.7586142760581670.4827714478836650.241385723941833
1090.7258221358012150.5483557283975690.274177864198785
1100.687968056673160.6240638866536810.31203194332684
1110.765192240882940.469615518234120.23480775911706
1120.8028879194021280.3942241611957440.197112080597872
1130.7789018087121250.442196382575750.221098191287875
1140.7519811420684660.4960377158630690.248018857931534
1150.7506373310747690.4987253378504620.249362668925231
1160.711814590673630.576370818652740.28818540932637
1170.6657735889258370.6684528221483250.334226411074162
1180.6162984812455520.7674030375088960.383701518754448
1190.870246830705680.2595063385886390.12975316929432
1200.8401018726801120.3197962546397770.159898127319888
1210.8368776040602780.3262447918794430.163122395939722
1220.8087119678988390.3825760642023210.19128803210116
1230.8329344398204670.3341311203590670.167065560179533
1240.8072240675949820.3855518648100360.192775932405018
1250.9946985310784220.01060293784315530.00530146892157766
1260.9924432485006020.01511350299879630.00755675149939816
1270.9917998565100420.01640028697991610.00820014348995806
1280.9875561062648990.02488778747020290.0124438937351014
1290.983897576578080.03220484684383980.0161024234219199
1300.9773775734246740.04524485315065170.0226224265753259
1310.9694862214043370.06102755719132680.0305137785956634
1320.9691830112532460.06163397749350830.0308169887467541
1330.9552600312054220.08947993758915610.044739968794578
1340.9380006225755520.1239987548488960.0619993774244479
1350.9291762469032150.1416475061935690.0708237530967845
1360.9007716213033910.1984567573932170.0992283786966087
1370.9452125184516690.1095749630966620.0547874815483311
1380.9210673608699570.1578652782600870.0789326391300433
1390.9323208409738030.1353583180523950.0676791590261975
1400.9187131081288860.1625737837422290.0812868918711145
1410.9217103935145240.1565792129709530.0782896064854765
1420.8934579053208590.2130841893582820.106542094679141
1430.8476666381787990.3046667236424030.152333361821201
1440.8563396740177130.2873206519645730.143660325982287
1450.9245770136704940.1508459726590120.0754229863295062
1460.9400000427209880.1199999145580230.0599999572790117
1470.8973863415361550.2052273169276890.102613658463845
1480.846433656152190.307132687695620.15356634384781
1490.8475320261558040.3049359476883930.152467973844196
1500.8120921643927160.3758156712145680.187907835607284
1510.6877201299721680.6245597400556640.312279870027832
1520.5305864445381820.9388271109236360.469413555461818


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level50.034965034965035NOK
5% type I error level260.181818181818182NOK
10% type I error level470.328671328671329NOK