Multiple Linear Regression - Estimated Regression Equation
A[t] = + 12.1489186629367 -0.398705114482305G[t] -0.183317058571799I1[t] -0.141157929844826I2[t] + 0.192188551981683I3[t] -0.17715063507255E1[t] + 0.083791206594272E2[t] + 0.000321034602484291E3[t] + 0.00272013233855552t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)12.14891866293671.8031116.737800
G-0.3987051144823050.389667-1.02320.3078310.153916
I1-0.1833170585717990.074029-2.47630.0143650.007183
I2-0.1411579298448260.066149-2.1340.0344410.01722
I30.1921885519816830.0492133.90530.0001417e-05
E1-0.177150635072550.071866-2.4650.0148070.007403
E20.0837912065942720.0557071.50410.1346060.067303
E30.0003210346024842910.0574930.00560.9955520.497776
t0.002720132338555520.004010.67840.4985320.249266


Multiple Linear Regression - Regression Statistics
Multiple R0.491070774969508
R-squared0.241150506029153
Adjusted R-squared0.201472101115645
F-TEST (value)6.07762601734664
F-TEST (DF numerator)8
F-TEST (DF denominator)153
p-value8.68943208054418e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.34664790800455
Sum Squared Residuals842.533729833743


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
145.41570292409134-1.41570292409134
245.89287000631469-1.89287000631469
366.67009154037498-0.670091540374983
485.675940548734682.32405945126532
584.808368297651333.19163170234867
645.15870737834717-1.15870737834717
741.795891235728622.20410876427138
886.955635290243851.04436470975615
954.498537310119130.501462689880868
1045.61771334137212-1.61771334137212
1145.35675760412345-1.35675760412345
1243.676518611731410.323481388268591
1345.5552103023679-1.5552103023679
1442.072226135393181.92777386460682
1545.12116589658298-1.12116589658298
1684.868183872289143.13181612771086
1747.61454783805536-3.61454783805536
1844.60998202655122-0.609982026551218
1942.012902486699561.98709751330044
2086.325873838305071.67412616169493
2145.18485948529724-1.18485948529724
2277.26297445526533-0.262974455265334
2348.61370476242556-4.61370476242556
2443.912361121721580.0876388782784211
2556.16963908921771-1.16963908921771
2645.05844442840332-1.05844442840332
2745.06116456074188-1.06116456074188
2845.16985941794503-1.16985941794503
2946.71291765246331-2.71291765246331
3045.49867702071248-1.49867702071248
3144.81419143475342-0.814191434753416
3246.08137966980876-2.08137966980876
33158.11937793023226.8806220697678
34106.603406820526593.39659317947341
3545.73989527420205-1.73989527420205
3685.041257968731832.95874203126817
3746.23188062348017-2.23188062348017
3845.28108029602416-1.28108029602416
3944.37942310394595-0.379423103945953
4044.50826758805826-0.508267588058262
4175.925226293576851.07477370642315
4244.44039131391833-0.440391313918333
4365.792007640153680.207992359846315
4454.276088582263350.723911417736654
4543.530536903403240.46946309659676
46167.134319414853748.86568058514626
4755.51304663284324-0.513046632843243
48125.246036270322876.75396372967713
4966.09629832788764-0.0962983278876383
5097.527033017136861.47296698286314
5196.964207603569912.03579239643009
5246.56874369155963-2.56874369155963
5355.87205797213557-0.872057972135569
5446.60258109397592-2.60258109397592
5545.59184351998879-1.59184351998879
5655.57060392157724-0.570603921577236
5745.67850959780438-1.67850959780438
5843.782588376787930.21741162321207
5945.13231676191996-1.13231676191996
6057.86368959597514-2.86368959597514
6145.3776756467256-1.3776756467256
6266.83351015505075-0.833510155050753
6344.94377763354122-0.943777633541216
6444.00367370058832-0.00367370058831742
65187.5587120288466710.4412879711533
6643.397876123054230.60212387694577
6766.12596137319767-0.125961373197669
6845.31108505599676-1.31108505599676
6946.4497202414372-2.4497202414372
7056.61610230054796-1.61610230054796
7145.28059685767921-1.28059685767921
7244.94039024901713-0.940390249017133
7355.10860607601525-0.10860607601525
74106.653603566768243.34639643323176
7556.15312428974602-1.15312428974602
7688.116457255875-0.116457255874999
7788.12874561009756-0.128745610097561
7855.09666121293075-0.0966612129307532
7945.05972326884085-1.05972326884085
8045.94946054602011-1.94946054602011
8142.416062640041871.58393735995813
8256.62579618219231-1.62579618219231
8345.46338798814333-1.46338798814333
8445.21717094985566-1.21717094985566
8586.947001980545161.05299801945484
8645.50660284502853-1.50660284502853
8755.08527185845074-0.0852718584507365
88147.610398938948976.38960106105103
8986.153627834328081.84637216567192
9085.910617838129722.08938216187028
9147.81292016528139-3.81292016528139
9244.17871833345969-0.178718333459691
9365.715629501714330.284370498285674
9445.97700273822368-1.97700273822368
9576.340773674242170.659226325757832
9675.626281252279271.37371874772073
9744.71792840876299-0.717928408762986
9866.61921639937323-0.619216399373228
9945.87740562735114-1.87740562735114
10074.921456817906562.07854318209344
10145.85496011455106-1.85496011455106
10243.360572449626280.639427550373717
10386.737643734326491.26235626567351
10445.99501003621399-1.99501003621399
10545.73308779660603-1.73308779660603
106107.162691463800872.83730853619913
10786.895288405731231.10471159426877
10866.50405633285165-0.504056332851645
10944.80618511399379-0.806185113993795
11045.6721936187912-1.6721936187912
11144.14301326520784-0.143013265207835
11254.97116872368610.0288312763138959
11346.76397095317142-2.76397095317142
11466.38325876472765-0.383258764727648
11545.27719592743405-1.27719592743405
11656.10483672187076-1.10483672187077
11777.73399901696848-0.733999016968479
11886.034357205475091.96564279452491
11954.640010888850910.359989111149091
12087.883062133841090.116937866158914
121107.622954855440882.37704514455912
12286.933186947259351.06681305274065
12355.97820083513231-0.97820083513231
124128.551461976291793.44853802370821
12542.128589250613821.87141074938618
12654.832350620143520.167649379856477
12746.60542917435909-2.60542917435909
12865.537309130845270.462690869154732
12946.98376300293591-2.98376300293591
13045.4625616228231-1.4625616228231
13177.34691837343299-0.34691837343299
13276.419376425524620.580623574475382
133107.098575019775112.90142498022489
13445.92023368410367-1.92023368410367
13556.02838817700112-1.02838817700112
13685.791218935905452.20878106409455
137115.438096340805565.56190365919444
13876.252410242990490.747589757009512
13945.07961358088481-1.07961358088481
14086.795148077692211.20485192230779
14166.50438386415372-0.504383864153723
14276.58284660906720.417153390932803
14357.79032580619448-2.79032580619448
14446.31253973403332-2.31253973403332
14585.44432591500722.5556740849928
14646.15233378987295-2.15233378987295
14785.777764864201762.22223513579824
14863.86715053426922.1328494657308
14945.88469928248825-1.88469928248825
15096.329752107450522.67024789254948
15155.63862311165668-0.638623111656681
15265.403539105632670.596460894367329
15345.54313150215582-1.54313150215582
15443.996491683157670.00350831684233203
15544.14984326815125-0.149843268151246
15656.68370930695993-1.68370930695993
15767.58328689637252-1.58328689637252
158168.967937851716127.03206214828388
15965.895158236058990.10484176394101
16067.14544153111168-1.14544153111168
16146.74559348242921-2.74559348242921
16247.05432168924824-3.05432168924824


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
120.6003918935394170.7992162129211670.399608106460583
130.4351421100948870.8702842201897740.564857889905113
140.3922408586239190.7844817172478390.607759141376081
150.2830898428508740.5661796857017490.716910157149126
160.2084452688531430.4168905377062850.791554731146857
170.1789783886414360.3579567772828710.821021611358564
180.1220323928655380.2440647857310760.877967607134462
190.07823237828577090.1564647565715420.921767621714229
200.05790325912296470.1158065182459290.942096740877035
210.1070528528704320.2141057057408630.892947147129568
220.07351695856559070.1470339171311810.926483041434409
230.06181476594626910.1236295318925380.938185234053731
240.04503325163683520.09006650327367040.954966748363165
250.02871254559964620.05742509119929240.971287454400354
260.02327696255047290.04655392510094580.976723037449527
270.01507302835394370.03014605670788740.984926971646056
280.0110675979396080.02213519587921590.988932402060392
290.01273688417897070.02547376835794150.987263115821029
300.008080128207532540.01616025641506510.991919871792467
310.004878493233887920.009756986467775830.995121506766112
320.003026683568387280.006053367136774570.996973316431613
330.3649573033316860.7299146066633710.635042696668314
340.4798736774545390.9597473549090780.520126322545461
350.4842596245670640.9685192491341270.515740375432936
360.4673886475787590.9347772951575170.532611352421241
370.4258554268915920.8517108537831840.574144573108408
380.4075627254823530.8151254509647050.592437274517647
390.3527019299554060.7054038599108110.647298070044594
400.302314593948660.604629187897320.69768540605134
410.3256722884835220.6513445769670440.674327711516478
420.2779591210830150.555918242166030.722040878916985
430.2405941672243990.4811883344487970.759405832775601
440.2010601454399360.4021202908798730.798939854560064
450.1701700986982150.3403401973964290.829829901301785
460.83995710493630.3200857901273990.1600428950637
470.8228316808898730.3543366382202530.177168319110127
480.9475094252373620.1049811495252760.0524905747626378
490.9328357867872980.1343284264254040.0671642132127021
500.9214977345062920.1570045309874170.0785022654937084
510.9120308104568080.1759383790863830.0879691895431917
520.9226074993070120.1547850013859760.0773925006929878
530.9066501901413750.186699619717250.0933498098586248
540.9192089863509880.1615820272980240.0807910136490118
550.9157270239446140.1685459521107710.0842729760553856
560.8962957748441120.2074084503117750.103704225155887
570.8848650419042230.2302699161915540.115134958095777
580.8593471642424690.2813056715150620.140652835757531
590.8377785355405470.3244429289189070.162221464459453
600.8502237249318780.2995525501362440.149776275068122
610.8290225450892620.3419549098214760.170977454910738
620.798967737172810.402064525654380.20103226282719
630.7687270484075360.4625459031849280.231272951592464
640.7349672620162410.5300654759675190.265032737983759
650.9972419034383760.005516193123247160.00275809656162358
660.9961534509477740.007693098104452330.00384654905222616
670.9946523148757560.0106953702484880.00534768512424399
680.9934162066003450.01316758679931080.00658379339965539
690.9935067684642310.0129864630715380.00649323153576901
700.9923182791547420.01536344169051610.00768172084525804
710.9904887123776660.01902257524466760.0095112876223338
720.9877465188552710.02450696228945790.0122534811447289
730.9835636031634850.03287279367303060.0164363968365153
740.98824625254160.02350749491680070.0117537474584003
750.9852548486163930.0294903027672140.014745151383607
760.9802895245740940.03942095085181190.0197104754259059
770.973959754508630.05208049098273930.0260402454913696
780.9659903032861870.06801939342762710.0340096967138135
790.9590379152498840.08192416950023220.0409620847501161
800.9559795967132310.08804080657353870.0440204032867693
810.9559853015080820.08802939698383530.0440146984919177
820.9497679102502230.1004641794995530.0502320897497765
830.9417758761188580.1164482477622830.0582241238811416
840.930180878822830.1396382423543390.0698191211771696
850.9167269734525980.1665460530948050.0832730265474024
860.9062324264212060.1875351471575870.0937675735787935
870.88771315378110.2245736924377990.1122868462189
880.9767419670300870.04651606593982560.0232580329699128
890.9722211595562550.05555768088749060.0277788404437453
900.9691247778737480.06175044425250430.0308752221262522
910.976881545269480.04623690946104040.0231184547305202
920.9699185694713090.06016286105738250.0300814305286913
930.9611408363413320.07771832731733650.0388591636586682
940.9573745826302680.08525083473946320.0426254173697316
950.9461173380196130.1077653239607750.0538826619803874
960.9357458402518640.1285083194962720.0642541597481358
970.920216019050990.159567961898020.0797839809490098
980.9015087874001250.196982425199750.0984912125998751
990.8904949260587950.2190101478824090.109505073941205
1000.8861888781901650.2276222436196710.113811121809835
1010.8768589046181260.2462821907637490.123141095381874
1020.8566687446331280.2866625107337430.143331255366871
1030.8348757862477510.3302484275044970.165124213752248
1040.8292487133220660.3415025733558680.170751286677934
1050.8105019438089310.3789961123821380.189498056191069
1060.8238255381221580.3523489237556840.176174461877842
1070.8057275799844570.3885448400310850.194272420015543
1080.7690057378142220.4619885243715560.230994262185778
1090.7359937312145990.5280125375708010.264006268785401
1100.7194368575893240.5611262848213530.280563142410676
1110.675312489470990.6493750210580190.32468751052901
1120.626873093294080.7462538134118410.37312690670592
1130.6366961343091020.7266077313817960.363303865690898
1140.5907528031757310.8184943936485390.409247196824269
1150.5799021309801460.8401957380397080.420097869019854
1160.5387496637547310.9225006724905380.461250336245269
1170.5097976902137730.9804046195724530.490202309786227
1180.4715565079443010.9431130158886010.528443492055699
1190.4209870614208430.8419741228416850.579012938579157
1200.3735061000258020.7470122000516040.626493899974198
1210.3499511388058340.6999022776116670.650048861194166
1220.3022767484334850.604553496866970.697723251566515
1230.27760032612920.5552006522583990.7223996738708
1240.3758800999943540.7517601999887080.624119900005646
1250.3397406270587830.6794812541175660.660259372941217
1260.286818280040530.573636560081060.71318171995947
1270.3121030391460920.6242060782921840.687896960853908
1280.26466861099740.52933722199480.7353313890026
1290.2792579581803850.5585159163607690.720742041819615
1300.2526451404872580.5052902809745170.747354859512742
1310.2085771677988140.4171543355976280.791422832201186
1320.1667904858832940.3335809717665880.833209514116706
1330.2247206977920870.4494413955841730.775279302207913
1340.1937712183604710.3875424367209420.806228781639529
1350.2371847450979750.474369490195950.762815254902025
1360.2706492192948190.5412984385896380.729350780705181
1370.4697931623961820.9395863247923650.530206837603817
1380.4078782056840920.8157564113681830.592121794315908
1390.4388381599028080.8776763198056160.561161840097192
1400.3624804615406830.7249609230813660.637519538459317
1410.3670273386402450.7340546772804890.632972661359755
1420.3026608377758060.6053216755516130.697339162224194
1430.4670891430655110.9341782861310210.532910856934489
1440.3840501370253770.7681002740507540.615949862974623
1450.3040184659163270.6080369318326540.695981534083673
1460.2961981538108890.5923963076217780.703801846189111
1470.2134343991463430.4268687982926870.786565600853657
1480.4562878446561980.9125756893123960.543712155343802
1490.347816399935920.6956327998718390.65218360006408
1500.8107309067117670.3785381865764650.189269093288233


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level40.0287769784172662NOK
5% type I error level210.151079136690647NOK
10% type I error level330.237410071942446NOK