Multiple Linear Regression - Estimated Regression Equation
A[t] = + 13.1021813277664 -0.461748586195468G[t] -0.203535607656668I1[t] -0.0880619044143501I2[t] + 0.195213302699786I3[t] -0.169902289059841E1[t] + 0.00369238600191959E3[t] + 0.00278072385342037t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)13.10218132776641.713647.645800
G-0.4617485861954680.389202-1.18640.2372920.118646
I1-0.2035356076566680.073062-2.78580.0060110.003005
I2-0.08806190441435010.055151-1.59670.1123740.056187
I30.1952133026997860.049423.95010.0001195.9e-05
E1-0.1699022890598410.070721-2.40240.0174770.008738
E30.003692386001919590.0531550.06950.944710.472355
t0.002780723853420370.0040270.69050.4909090.245455


Multiple Linear Regression - Regression Statistics
Multiple R0.479061876801988
R-squared0.229500281805043
Adjusted R-squared0.194477567341636
F-TEST (value)6.55289817826177
F-TEST (DF numerator)7
F-TEST (DF denominator)154
p-value8.90374379447501e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.35690297958321
Sum Squared Residuals855.468714895901


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
145.77863926001301-1.77863926001301
246.09068388861383-2.09068388861383
366.95825899309991-0.958258993099905
485.56435688039532.4356431196047
584.747302485283263.25269751471674
644.74622653046718-0.746226530467183
741.721220651056522.27877934894348
886.518904280397821.48109571960218
954.83842482911410.161575170885901
1045.69162460849367-1.69162460849367
1145.0501631153406-1.0501631153406
1244.02313693741617-0.0231369374161707
1345.8914577740257-1.8914577740257
1442.926329795440611.07367020455939
1545.0074001886388-1.0074001886388
1684.772701774559763.22729822544024
1747.11989850714325-3.11989850714325
1844.766505754478-0.766505754478
1942.359595371619061.64040462838094
2085.846411056854872.15358894314513
2145.52140586262396-1.52140586262396
2276.841216961254420.158783038745581
2348.69010475557339-4.69010475557339
2444.02423818659235-0.0242381865923487
2555.84656008213581-0.846560082135809
2644.97342256594567-0.973422565945673
2744.97620328979909-0.976203289799093
2845.73627447861481-1.73627447861481
2946.47727907479687-2.47727907479687
3045.29744400629846-1.29744400629846
3144.73785702746864-0.737857027468635
3246.06686995612139-2.06686995612139
33157.763168071427117.23683192857289
34106.91762765656553.0823723434345
3545.20561908588738-1.20561908588738
3685.067620092747432.93237990725257
3745.58506301193118-1.58506301193118
3845.46306483180197-1.46306483180197
3944.14995164084152-0.149951640841522
4044.66430323388547-0.664303233885474
4176.028059744861260.971940255138738
4244.45504849369567-0.455048493695666
4365.6521743787130.347825621287004
4454.436760915936460.563239084063545
4543.655110215524520.344889784475477
46167.106060278153388.89393972184662
4755.88175469236872-0.881754692368723
48124.569574034472427.43042596552758
4966.35290278869692-0.352902788696924
5097.09636484056371.9036351594363
5197.367934142265931.63206585773407
5246.85933135537908-2.85933135537908
5355.52803207382283-0.528032073822833
5446.64664539723182-2.64664539723182
5545.39932485340353-1.39932485340353
5655.66309702497713-0.663097024977132
5745.78791707061103-1.78791707061103
5844.21300083081325-0.213000830813255
5944.94547076742113-0.945470767421126
6057.60485534922978-2.60485534922978
6145.30097849374002-1.30097849374002
6266.6815830368638-0.681583036863796
6345.4568994652195-1.4568994652195
6443.772455752884290.227544247115714
65187.8664625074392310.1335374925608
6643.429458550208920.570541449791082
6766.06273395525497-0.062733955254967
6845.65818361483537-1.65818361483537
6946.20983729634556-2.20983729634556
7056.37402240515187-1.37402240515187
7145.6814299429322-1.6814299429322
7245.12249965775272-1.12249965775272
7355.35074721178187-0.350747211781873
74106.512617704312553.48738229568745
7555.99378420982222-0.993784209822224
7687.927415544049020.0725844559509776
7788.10009855696228-0.100098556962283
7854.982233935725240.0177660642747573
7944.82528612524929-0.825286125249286
8045.78197115883436-1.78197115883436
8142.358018189309331.64198181069067
8256.91837959029478-1.91837959029478
8345.66189887898051-1.66189887898051
8445.21829820178154-1.21829820178154
8586.852018157086031.14798184291398
8645.23210876853072-1.23210876853072
8755.04191079446403-0.0419107944640306
88147.368723587139286.63127641286072
8986.831213483050211.16878651694979
9086.036512643434541.96348735656546
9147.84044404446321-3.84044404446321
9244.52711678511194-0.527116785111945
9365.383714421506170.616285578493828
9446.00452087001118-2.00452087001118
9576.265626669499460.734373330500544
9675.661492956384791.33850704361521
9744.56431067568893-0.564310675688935
9866.78760064626424-0.787600646264235
9945.6901558908192-1.6901558908192
10075.010973923816391.98902607618361
10145.48072579406674-1.48072579406674
10243.928825329452120.0711746705478845
10386.579448982054821.42055101794518
10445.9765336411959-1.9765336411959
10545.61593922666688-1.61593922666688
106107.202373827679192.79762617232081
10786.59069080730571.4093091926943
10866.43399178189435-0.433991781894352
10945.27256407373461-1.27256407373461
11045.85084166662026-1.85084166662026
11143.58310419771160.416895802288403
11254.672255324026160.32774467597384
11346.82204090459741-2.82204090459741
11466.55461019199477-0.554610191994766
11545.17377550655006-1.17377550655006
11656.64040077176494-1.64040077176494
11777.17452322347744-0.17452322347744
11885.974839903444292.02516009655571
11954.722035895440240.277964104559764
12087.857928882131720.142071117868282
121107.900288604937022.09971139506298
12286.951687058007211.04831294199279
12355.77134177432234-0.771341774322342
124129.048775696915092.95122430308491
12541.915258165930512.08474183406949
12655.07997457690457-0.0799745769045719
12746.34794318106977-2.34794318106977
12865.59935256247670.400647437523304
12947.09987178818533-3.09987178818533
13045.49544375730881-1.49544375730881
13177.69004029733379-0.690040297333795
13276.307169429454740.692830570545263
133107.34580297570482.6541970242952
13446.02371261898937-2.02371261898937
13555.73262654596452-0.732626545964518
13686.272548208670861.72745179132914
137115.206541465867185.79345853413282
13876.247856679251580.752143320748421
13945.06783267114076-1.06783267114076
14086.664922914321051.33507708567895
14166.57063043832739-0.570630438327391
14276.45731489496590.542685105034102
14357.56261823021146-2.56261823021146
14446.39306433867061-2.39306433867061
14585.733156598199652.26684340180035
14646.2801835368942-2.2801835368942
14785.542172748765082.45782725123492
14864.322661617190381.67733838280963
14946.04130984506346-2.04130984506346
15096.395374149621872.60462585037813
15155.81360940790558-0.813609407905584
15265.198594333341010.801405666658995
15345.35623196283278-1.35623196283278
15443.638428145525060.361571854474938
15544.23855349934509-0.238553499345088
15656.5560222043008-1.5560222043008
15767.34450492024684-1.34450492024684
158168.401805918382667.59819408161734
15965.567242195831920.432757804168083
16067.26396182697542-1.26396182697542
16147.00429729096298-3.00429729096298
16247.42212688596748-3.42212688596748


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.6750032170833190.6499935658333630.324996782916681
120.517746121119730.964507757760540.48225387888027
130.4300719422585130.8601438845170270.569928057741487
140.3261987741383680.6523975482767360.673801225861632
150.2622870975636610.5245741951273210.737712902436339
160.2040444156657950.4080888313315910.795955584334205
170.1488419908192290.2976839816384580.851158009180771
180.09683494381409480.193669887628190.903165056185905
190.06096074022548390.1219214804509680.939039259774516
200.05607594915133970.1121518983026790.94392405084866
210.1140839841623610.2281679683247210.885916015837639
220.08305473095016350.1661094619003270.916945269049837
230.08314832839548330.1662966567909670.916851671604517
240.06839929660455020.13679859320910.93160070339545
250.04794426836160650.0958885367232130.952055731638394
260.03269713545659040.06539427091318080.96730286454341
270.02108303825540560.04216607651081130.978916961744594
280.02387398676673320.04774797353346650.976126013233267
290.01995809284796950.0399161856959390.98004190715203
300.01288041850733440.02576083701466890.987119581492666
310.008065032934575820.01613006586915160.991934967065424
320.005233755070906150.01046751014181230.994766244929094
330.4079682179728980.8159364359457960.592031782027102
340.4593483632683040.9186967265366080.540651636731696
350.4418384647366830.8836769294733660.558161535263317
360.4213368873057740.8426737746115480.578663112694226
370.3741208320750240.7482416641500490.625879167924976
380.3708767534606870.7417535069213740.629123246539313
390.3178118212338850.635623642467770.682188178766115
400.2697719527700420.5395439055400840.730228047229958
410.2834133297698010.5668266595396020.716586670230199
420.23926404686590.4785280937318010.7607359531341
430.2069145787787870.4138291575575740.793085421221213
440.1715070197792070.3430140395584130.828492980220793
450.1442011145667510.2884022291335030.855798885433249
460.8006370338895480.3987259322209040.199362966110452
470.7872313340754590.4255373318490820.212768665924541
480.9500616548940920.0998766902118160.049938345105908
490.937790142147360.124419715705280.0622098578526398
500.9305118619894550.1389762760210890.0694881380105446
510.9173739135184190.1652521729631620.082626086481581
520.935245744558620.129508510882760.06475425544138
530.9195231737699750.160953652460050.0804768262300249
540.9279140959501910.1441718080996180.072085904049809
550.923863578348650.15227284330270.0761364216513499
560.9061928028362130.1876143943275740.093807197163787
570.896783982073630.206432035852740.10321601792637
580.8742999621468750.2514000757062490.125700037853125
590.8515672641899850.2968654716200290.148432735810015
600.8649678652382950.270064269523410.135032134761705
610.8453267393338650.309346521332270.154673260666135
620.8162607891988910.3674784216022180.183739210801109
630.7928903759128610.4142192481742780.207109624087139
640.7584975184005140.4830049631989720.241502481599486
650.9963693833263150.007261233347369920.00363061667368496
660.9949661902875380.01006761942492430.00503380971246214
670.9931267532685640.01374649346287240.00687324673143622
680.9920906590677560.01581868186448780.00790934093224391
690.9916356824664450.01672863506710970.00836431753355484
700.9897944426622870.02041111467542570.0102055573377129
710.9884495688316410.02310086233671760.0115504311683588
720.9854868727913340.02902625441733230.0145131272086662
730.9808728000900670.03825439981986650.0191271999099332
740.9860973752274580.02780524954508470.0139026247725424
750.982333577533160.03533284493368020.0176664224668401
760.9765926447639030.04681471047219410.023407355236097
770.9693819188480320.06123616230393610.0306180811519681
780.9603059606269420.07938807874611550.0396940393730578
790.9512879450711730.09742410985765480.0487120549288274
800.9470772169710540.1058455660578910.0529227830289457
810.9440129691583310.1119740616833370.0559870308416686
820.9408245734046110.1183508531907780.0591754265953889
830.9329646070551080.1340707858897850.0670353929448923
840.9214742887017460.1570514225965070.0785257112982537
850.9069802093179920.1860395813640170.0930197906820083
860.8914239455686960.2171521088626080.108576054431304
870.8708490082080060.2583019835839870.129150991791993
880.9735586095077140.05288278098457270.0264413904922863
890.9739153047986740.05216939040265220.0260846952013261
900.9704970118335650.0590059763328710.0295029881664355
910.9774710237348690.04505795253026140.0225289762651307
920.970836675099720.05832664980055980.0291633249002799
930.9630225817801710.07395483643965770.0369774182198289
940.9593470758537090.08130584829258170.0406529241462909
950.9488801650486660.1022396699026680.0511198349513342
960.9387270514660250.122545897067950.0612729485339751
970.9236616415577810.1526767168844380.0763383584422188
980.9061907003205680.1876185993588650.0938092996794325
990.8930165032362710.2139669935274580.106983496763729
1000.8875649578802710.2248700842394580.112435042119729
1010.8723365939823260.2553268120353480.127663406017674
1020.846439677781690.3071206444366190.15356032221831
1030.8282474999631250.3435050000737490.171752500036875
1040.8234830139206520.3530339721586960.176516986079348
1050.8011922240563920.3976155518872150.198807775943608
1060.8152722983331930.3694554033336140.184727701666807
1070.8110923935459690.3778152129080610.188907606454031
1080.7753744605550530.4492510788898940.224625539444947
1090.7498705567108370.5002588865783260.250129443289163
1100.7387145604887340.5225708790225320.261285439511266
1110.6968435537218830.6063128925562340.303156446278117
1120.6506312372952740.6987375254094520.349368762704726
1130.6545864577771370.6908270844457260.345413542222863
1140.6110028181935870.7779943636128260.388997181806413
1150.5985790291949280.8028419416101440.401420970805072
1160.5670644615150370.8658710769699250.432935538484963
1170.5260293877320620.9479412245358770.473970612267938
1180.4906796503800820.9813593007601630.509320349619918
1190.4416359316838260.8832718633676510.558364068316174
1200.3922417185999280.7844834371998550.607758281400072
1210.3643366476916210.7286732953832410.635663352308379
1220.3164033283071910.6328066566143810.683596671692809
1230.2802418700357480.5604837400714960.719758129964252
1240.3562102851798370.7124205703596740.643789714820163
1250.3311719217649110.6623438435298230.668828078235089
1260.2808197447642430.5616394895284850.719180255235757
1270.2754381450045130.5508762900090260.724561854995487
1280.2302777943823250.460555588764650.769722205617675
1290.2397437328089750.4794874656179510.760256267191025
1300.2081670419274350.4163340838548690.791832958072565
1310.1803500114740210.3607000229480420.819649988525979
1320.1422880210333290.2845760420666580.857711978966671
1330.1703088391990460.3406176783980920.829691160800954
1340.1497838775442610.2995677550885210.850216122455739
1350.1371430628638840.2742861257277690.862856937136116
1360.1131991856568570.2263983713137130.886800814343143
1370.3663337300498020.7326674600996040.633666269950198
1380.307297251404150.61459450280830.69270274859585
1390.3268857555324060.6537715110648120.673114244467594
1400.2693602240554190.5387204481108370.730639775944581
1410.2233842622396930.4467685244793860.776615737760307
1420.171744145239990.3434882904799810.82825585476001
1430.2458316419516860.4916632839033720.754168358048314
1440.1909675090988070.3819350181976140.809032490901193
1450.1442991403298980.2885982806597960.855700859670102
1460.1195130518088660.2390261036177320.880486948191134
1470.07990508967367490.159810179347350.920094910326325
1480.06766696045987880.1353339209197580.932333039540121
1490.1071136710934680.2142273421869360.892886328906532
1500.1719518661436630.3439037322873260.828048133856337
1510.1399981929578380.2799963859156770.860001807042162


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level10.00709219858156028OK
5% type I error level190.134751773049645NOK
10% type I error level310.219858156028369NOK