Multiple Linear Regression - Estimated Regression Equation
TOT[t] = + 0.745313423069235 + 0.60534531523025SMF[t] + 0.140579094641995SSF[t] + 0.247134222645753NS[t] + 0.00229224875322625t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.7453134230692350.1558054.78364e-062e-06
SMF0.605345315230250.004484134.989400
SSF0.1405790946419950.00290148.456100
NS0.2471342226457530.00291484.812100
t0.002292248753226250.0012041.90440.0588430.029422


Multiple Linear Regression - Regression Statistics
Multiple R0.999992983326871
R-squared0.999985966702975
Adjusted R-squared0.99998557957754
F-TEST (value)2583105.82522995
F-TEST (DF numerator)4
F-TEST (DF denominator)145
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.202936009187988
Sum Squared Residuals5.97153845464634


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1100100.053468923622-0.053468923622119
2102102.039353291239-0.0393532912385971
3103.65103.66957952725-0.0195795272501676
4104.974105.005577696872-0.0315776968717988
5104.641104.6866550444-0.0456550444002395
6104.902104.950275695015-0.0482756950153905
7105.695105.74348143727-0.0484814372695179
8106.489106.547680154214-0.0586801542143236
9107.146107.219249925571-0.0732499255709799
10107.695107.763594325848-0.0685943258476967
11107.711107.770830464145-0.0598304641446105
12108.313108.389201501733-0.0762015017331089
13108.124108.215553699716-0.0915536997162164
14109.615109.695749687722-0.0807496877224333
15111.34111.409553677012-0.0695536770119466
16110.717110.796336611416-0.0793366114157735
17111.217111.286097767136-0.0690977671357486
18111.452111.514134244267-0.0621342442668106
19111.611111.676369487038-0.0653694870381744
20111.717111.751808780865-0.0348087808646776
21112.062112.088634512177-0.0266345121773037
22112.842112.884697193317-0.0426971933168909
23113.241113.279847434805-0.0388474348054006
24113.015113.071178189092-0.0561781890923824
25113.998114.065472098293-0.0674720982930629
26114.936114.996091677772-0.0600916777718165
27114.245114.303879617043-0.0588796170430116
28114.437114.471426503628-0.0344265036276967
29115.286115.314337484133-0.0283374841332313
30116.071116.099247581855-0.0282475818552755
31117.807117.813928074762-0.00692807476175484
32118.255118.261750654163-0.0067506541630806
33118.969118.969123292152-0.000123292151803544
34120.333120.3279830240630.00501697593727331
35121.998121.9767690918340.0212309081663191
36123.239123.2073171897220.0316828102782056
37124.666124.6282194156570.0377805843430814
38126.54126.5100043491420.0299956508581331
39127.336127.2991012207590.0368987792413602
40127.871127.8314701800210.0395298199789552
41130.115130.0546916442140.0603083557858642
42132.773132.6949051503040.0780948496958481
43134.265134.1805411317440.0844588682560918
44134.596134.5145368860250.0814631139748931
45134.38134.290398684270.0896013157302171
46135.121135.0417520197760.0792479802238968
47135.136135.0766082906540.0593917093456037
48135.336135.2899807204390.046019279560806
49135.284135.2123008067420.0716991932582532
50137.144137.0805629800980.0634370199023919
51140.349140.2595052834480.089494716551558
52143.264143.1657694671530.09823053284699
53144.381144.2682679354770.112732064522862
54145.881145.7721380727990.108861927201454
55146.497146.4165690795750.0804309204250713
56148.857148.7864312836850.0705687163154483
57150.78150.7142590408070.0657409591932464
58153.293153.2284814901090.0645185098907708
59157.641157.5705644546310.0704355453689521
60162.182162.1033918572160.0786081427836005
61167.86167.7712713089940.0887286910059043
62175.245175.1191001825870.1258998174128
63179.32179.2275375772670.0924624227326956
64184.979184.8944293589970.0845706410028477
65188.482188.4159416857850.0660583142147218
66192.86192.7639580671860.09604193281394
67195.475195.3761092683560.0988907316438793
68198.4198.2993796103510.100620389649113
69200.598200.4647235069620.133276493038371
70202.121202.0049556661810.11604433381895
71205.875205.6941709460420.1808290539578
72207.085206.9205999967480.164400003252303
73209.204209.0135636150970.190436384902739
74212.246211.8794879329840.366512067016203
75215.466215.1051512105840.360848789415679
76216.693216.4159961822520.277003817747888
77219.019218.5834866512030.435513348796601
78217.924217.6167199396810.307280060319006
79217.978217.7360630605370.241936939462883
80218.186217.9329842008880.253015799111533
81218.54218.3782594268830.161740573116589
82217.886218.01971123807-0.133711238070151
83216.347216.4726124837-0.125612483699743
84219.825219.950617191516-0.125617191515638
85221.956222.081209379358-0.125209379358221
86227.184227.366315725164-0.182315725164259
87229.247229.421879770897-0.174879770896946
88233.33233.444606165551-0.114606165550622
89236.987236.9485944153890.0384055846106389
90240.027239.874980968790.152019031209869
91245.433245.457507587089-0.0245075870894174
92246.641246.778555896516-0.137555896515816
93250.328250.587972911182-0.259972911181552
94250.849251.038503884336-0.189503884336324
95251.435251.404713960560.0302860394396804
96252.091251.8935636930550.197436306944828
97252.946253.208858115749-0.262858115749061
98252.773253.026535797814-0.253535797814479
99250.677250.93721870785-0.260218707850469
100250.105250.0348463886170.0701536113832652
101251.788251.80515470318-0.0171547031798678
102250.212250.227575022966-0.0155750229663913
103248.073248.0560763988480.0169236011516281
104244.468244.676526027044-0.208526027044003
105244.727244.959737879344-0.232737879343539
106244.034244.102773069529-0.0687730695288894
107243.588243.3247192525090.263280747490686
108236.447236.470586942982-0.0235869429815683
109224.906225.100483887179-0.1944838871792
110221.934222.452917936447-0.518917936447114
111224.903225.159614429181-0.256614429180686
112223.798224.070666545012-0.272666545011934
113218.529218.582334090585-0.0533340905851306
114217.521217.824706731465-0.30370673146501
115219.971220.301226649606-0.330226649605875
116223.841223.941767025971-0.100767025971165
117223.764223.93876779094-0.174767790940088
118223.664223.783459409421-0.119459409421007
119217.678218.126899312379-0.448899312379116
120218.478218.90180982771-0.423809827710211
121214.815215.201313886341-0.386313886341016
122215.143215.272101902515-0.129101902515489
123218.381218.2085494096780.17245059032194
124219.962220.197090414046-0.23509041404555
125218.933219.447072290941-0.514072290941298
126218.36219.143416665219-0.783416665219369
127217.72218.039440809347-0.319440809346528
128219.934219.8237189099990.110281090001194
129220.842220.4352450566490.406754943350537
130220.584220.195506792930.388493207069858
131216.346216.626694097259-0.280694097259421
132220.221219.9414799544420.279520045558104
133222.182221.9150048446360.266995155363707
134225.455225.2260144095640.228985590436361
135226.42226.509524914358-0.0895249143579058
136228.287228.373801138946-0.0868011389464091
137231.349231.519039242036-0.170039242036341
138231.015231.106306945052-0.091306945052428
139232.241231.9622045499830.27879545001725
140233.688233.847080501531-0.159080501530606
141236.667236.5758588977430.0911411022575046
142238.439238.3340892007450.104910799254831
143239.488239.097988368740.390011631260415
144238.741238.1532733750690.587726624930835
145238.5238.2881794250990.211820574901384
146242.116241.7082214784770.407778521523183
147243.923243.4916967785880.43130322141172
148245.813245.7271745818860.0858254181136716
149247.143246.9363445382670.206655461733249
150246.381246.486383004937-0.105383004937036


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
87.13783364187702e-091.4275667283754e-080.999999992862166
91.01174481844702e-112.02348963689404e-110.999999999989883
107.80044224220733e-141.56008844844147e-130.999999999999922
111.62166449586085e-163.24332899172171e-161
122.76753142107478e-195.53506284214955e-191
131.18267254802029e-212.36534509604058e-211
142.18104347689081e-244.36208695378163e-241
151.23134186486247e-262.46268372972494e-261
162.11484107122799e-294.22968214245597e-291
174.15601605225482e-328.31203210450964e-321
181.96562831610367e-343.93125663220735e-341
193.99740356152367e-377.99480712304733e-371
207.57434889711018e-401.51486977942204e-391
211.19991617274403e-422.39983234548806e-421
223.28654409575515e-456.57308819151031e-451
231.17384452619707e-472.34768905239415e-471
242.16682201249319e-504.33364402498638e-501
255.44703669791572e-531.08940733958314e-521
262.73176669098787e-555.46353338197575e-551
275.31278474045217e-581.06255694809043e-571
281.45116388701939e-602.90232777403877e-601
292.91265857363334e-635.82531714726667e-631
307.29125170084228e-661.45825034016846e-651
311.27175366860954e-682.54350733721908e-681
324.55315506701589e-719.10631013403178e-711
339.50727897858636e-741.90145579571727e-731
341.92076994388605e-763.8415398877721e-761
354.04836205980869e-798.09672411961738e-791
366.87678113457234e-821.37535622691447e-811
373.92646340550067e-847.85292681100133e-841
389.11372682538289e-871.82274536507658e-861
391.3929304086514e-892.78586081730279e-891
402.07265770251126e-924.14531540502253e-921
413.67426221775496e-957.34852443550991e-951
425.84130689018066e-981.16826137803613e-971
438.12181914986384e-1011.62436382997277e-1001
441.41005295928842e-1032.82010591857683e-1031
458.14665516172048e-1061.6293310323441e-1051
461.21027614510002e-1082.42055229020005e-1081
471.86911975863438e-1113.73823951726876e-1111
482.52739126028995e-1145.0547825205799e-1141
493.912437252766e-1177.82487450553201e-1171
505.06178264474573e-1201.01235652894915e-1191
511.76875392423468e-1223.53750784846936e-1221
522.88905466535945e-1255.7781093307189e-1251
537.58813823036036e-1281.51762764607207e-1271
541.09279772930505e-1302.18559545861009e-1301
555.75198774536366e-1331.15039754907273e-1321
568.12657949806779e-1361.62531589961356e-1351
571.08954524549774e-1382.17909049099547e-1381
581.3814424035608e-1412.76288480712161e-1411
591.96640843981138e-1433.93281687962276e-1431
602.77005966377742e-1465.54011932755485e-1461
613.67311364164096e-1497.34622728328192e-1491
625.73499212665023e-1521.14699842533005e-1511
631.21777746844671e-1542.43555493689341e-1541
641.62589041468762e-1573.25178082937525e-1571
652.81466092711487e-1605.62932185422973e-1601
663.92673755456564e-1637.85347510913127e-1631
676.46800968969753e-1661.29360193793951e-1651
688.97844270158552e-1691.7956885403171e-1681
691.98209325900186e-1713.96418651800371e-1711
704.07550109345179e-1748.15100218690357e-1741
711.05627757365008e-1762.11255514730016e-1761
722.40003332098209e-1794.80006664196418e-1791
739.61081516208388e-1821.92216303241678e-1811
741.04209933378133e-562.08419866756265e-561
751.76323270327656e-513.52646540655312e-511
768.59336685903316e-521.71867337180663e-511
771.18279955005642e-452.36559910011283e-451
782.40768655061254e-454.81537310122507e-451
792.17865478701816e-444.35730957403633e-441
803.77501917193752e-437.55003834387504e-431
811.56013069515418e-393.12026139030837e-391
822.26358664245906e-224.52717328491811e-221
839.57287956068603e-161.91457591213721e-150.999999999999999
841.30308734812693e-112.60617469625387e-110.999999999986969
851.3002513024519e-082.60050260490379e-080.999999986997487
861.45616580106319e-062.91233160212638e-060.999998543834199
874.64190210665052e-059.28380421330105e-050.999953580978933
880.000510174637550590.001020349275101180.999489825362449
890.002772357174164830.005544714348329670.997227642825835
900.01913512809450210.03827025618900420.980864871905498
910.04315554395164590.08631108790329190.956844456048354
920.06585367695915590.1317073539183120.934146323040844
930.08363543184877560.1672708636975510.916364568151224
940.09632294482685580.1926458896537120.903677055173144
950.1284086235286030.2568172470572060.871591376471397
960.1562710518207170.3125421036414330.843728948179283
970.1768817855567170.3537635711134340.823118214443283
980.1936045699824250.387209139964850.806395430017575
990.248161377049510.496322754099020.75183862295049
1000.256381135978990.512762271957980.74361886402101
1010.2206234475657380.4412468951314750.779376552434262
1020.2379404999695090.4758809999390170.762059500030491
1030.3100529680874490.6201059361748990.689947031912551
1040.5011671552266910.9976656895466170.498832844773309
1050.6310636211595150.7378727576809690.368936378840485
1060.649514000321610.7009719993567790.35048599967839
1070.6050576117280840.7898847765438330.394942388271916
1080.6126144656810220.7747710686379570.387385534318978
1090.7086441040621950.582711791875610.291355895937805
1100.9119908981028190.1760182037943630.0880091018971814
1110.9326683087055310.1346633825889380.0673316912944692
1120.9473206423509370.1053587152981260.052679357649063
1130.962338475844630.07532304831073960.0376615241553698
1140.9781465022226590.04370699555468230.0218534977773411
1150.9847888425900370.03042231481992570.0152111574099629
1160.9933999633614230.01320007327715480.00660003663857742
1170.9992670116648420.001465976670316220.000732988335158112
1180.9994808000944350.001038399811129650.000519199905564827
1190.999865163330090.0002696733398193590.00013483666990968
1200.9998769436151830.0002461127696349540.000123056384817477
1210.9998003934550710.000399213089857250.000199606544928625
1220.9998842578501140.0002314842997725010.00011574214988625
1230.9999906501467911.86997064179764e-059.34985320898821e-06
1240.9999851766590812.96466818385188e-051.48233409192594e-05
1250.9999832017739793.35964520413588e-051.67982260206794e-05
1260.9999895235960242.09528079514139e-051.04764039757069e-05
1270.9999880369706412.39260587171157e-051.19630293585579e-05
1280.9999767068824184.65862351635365e-052.32931175817683e-05
1290.9999854513888262.9097222348217e-051.45486111741085e-05
1300.9999997669571864.66085627226499e-072.33042813613249e-07
1310.9999991785065781.64298684326175e-068.21493421630875e-07
1320.99999895175632.09648739940251e-061.04824369970126e-06
1330.9999982333826293.53323474194911e-061.76661737097456e-06
1340.9999959375793818.12484123878753e-064.06242061939377e-06
1350.9999827819096183.44361807640121e-051.72180903820061e-05
1360.9999574414509968.51170980086357e-054.25585490043179e-05
1370.9998518236127370.0002963527745251640.000148176387262582
1380.9998497756966090.0003004486067827270.000150224303391364
1390.9998156028803130.000368794239374520.00018439711968726
1400.999819824640250.0003603507195009410.00018017535975047
1410.9990542011636040.001891597672792810.000945798836396406
1420.9944845766921130.0110308466157740.00551542330788702


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1070.792592592592593NOK
5% type I error level1120.82962962962963NOK
10% type I error level1140.844444444444444NOK