Multiple Linear Regression - Estimated Regression Equation
y[t] = + 3777.51794951325 -0.0197658455936465x1[t] -0.67130450196621x2[t] + 0.476067826413725x3[t] -125.852158021505x4[t] -789.478438123596x5[t] -58.5363234608224x6[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)3777.517949513253436.6766751.09920.2734880.136744
x1-0.01976584559364650.023972-0.82450.410970.205485
x2-0.671304501966210.17362-3.86650.0001658.3e-05
x30.4760678264137250.04338710.972700
x4-125.85215802150556.980189-2.20870.0287440.014372
x5-789.478438123596184.014621-4.29033.2e-051.6e-05
x6-58.536323460822422.618854-2.58790.0106240.005312


Multiple Linear Regression - Regression Statistics
Multiple R0.957601729802531
R-squared0.9170010729208
Adjusted R-squared0.913613361611445
F-TEST (value)270.684538670258
F-TEST (DF numerator)6
F-TEST (DF denominator)147
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1676.97020092584
Sum Squared Residuals413397671.054609


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1111108601.342487606232508.65751239377
299908165.674530563371824.32546943663
3103708268.046914818692101.9530851813
495307727.762988170471802.23701182953
593007856.874845584891443.12515441511
684857482.873540988351002.12645901165
786457277.265700387141367.73429961286
874506803.45533980341646.544660196588
983006832.236769389291467.76323061071
1074406118.010260272521321.98973972748
1167206159.3776185991560.622381400898
1265556364.4594619501190.540538049904
1363756228.81773181701146.182268182989
1463906047.44064128394342.559358716062
1560305202.04091925157827.959080748426
1661854926.969631603211258.03036839679
1757154637.710853172841077.28914682716
1856104845.58207541246764.417924587539
1951954880.14352614894314.856473851065
2050504768.20111727303281.798882726968
2148304975.85317513121-145.853175131212
2243904888.43839831228-498.43839831228
2342605015.00969591095-755.009695910952
2446205157.64326430391-537.643264303911
2545105035.00501888807-525.005018888073
2644755312.06695559824-837.066955598238
2757206040.18655124582-320.186551245824
2850705676.62410205017-606.624102050173
2951906159.20181192011-969.201811920115
3046506421.03794884291-1771.03794884291
3146806669.17262516912-1989.17262516912
3251507411.61826785425-2261.61826785425
3354507775.5912499414-2325.5912499414
3465958033.3743311404-1438.3743311404
3566607826.59875651839-1166.59875651839
3660207899.22987602683-1879.22987602683
3765308360.80294533543-1830.80294533543
3856857683.15156122485-1998.15156122485
3958657254.72830218347-1389.72830218347
4068257985.91456081866-1160.91456081866
4158357368.63301894458-1533.63301894458
4258907032.09653924745-1142.09653924745
4363457062.56082222555-717.560822225554
4461457209.1345193357-1064.1345193357
4562907364.838945035-1074.838945035
4658657301.3742453916-1436.3742453916
4757757249.97280998543-1474.97280998543
4864957525.32009060277-1030.32009060277
4975508000.3696755235-450.369675523503
5075058213.29222792067-708.292227920672
5173758394.03316914415-1019.03316914415
5267157570.46598306825-855.465983068248
5385557658.00219990128896.997800098717
5473107116.64615894869193.353841051315
5566456572.8327847122672.1672152877377
5669307124.23603616617-194.23603616617
5782357123.747591902841111.25240809716
5874407094.10579655976345.894203440241
5994457679.996739734921765.00326026508
60103758034.236479537752340.76352046225
61105357605.996535701342929.00346429866
62119158350.952323031543564.04767696846
63126408222.260389359874417.73961064013
64125158024.3718048094490.628195191
65118357576.213867483274258.78613251673
66104657505.019714510132959.98028548987
67103157693.680271971332621.31972802867
6897757624.708308585352150.29169141465
6993458436.05847472557908.941525274432
7096658870.76372969167794.236270308327
7193009091.39584692326208.604153076742
721071010109.7589443248600.241055675183
731182010543.15041292181276.84958707817
741118010503.5429922756676.457007724377
751070010333.9051403011366.094859698862
761072010945.6299932621-225.629993262144
77989510984.6397948049-1089.63979480486
78995011378.3704721307-1428.37047213067
79993511396.559952681-1461.559952681
801040011652.5737963423-1252.57379634226
811076511267.9185603251-502.918560325053
821082512014.2106459219-1189.2106459219
831197012813.11032652-843.11032651999
841262012464.8781061937155.121893806268
851176512425.3253677348-660.325367734763
861177013219.2629000514-1449.26290005145
871092512269.6502043365-1344.65020433654
881031512071.4201345056-1756.4201345056
891119012418.7090894558-1228.7090894558
901110012168.4627282237-1068.46272822371
911143012129.2341082484-699.234108248442
921126511961.4919938152-696.4919938152
931286513401.7156374005-536.715637400478
941213512589.4495277112-454.4495277112
951259512700.559377166-105.559377166045
961362013454.7139367178165.286063282231
971381515192.1332428478-1377.13324284785
981646017737.6686511223-1277.6686511223
991274014994.7125202259-2254.71252022588
1001345515279.9079372526-1824.90793725261
1011339014447.9983907299-1057.99839072993
1021509016240.531571843-1150.531571843
1031393514821.649096755-886.649096755037
1041419013824.5067708984365.493229101612
1051304511720.53820175491324.46179824506
106113009699.433825011631600.56617498837
1071141010671.3836182468738.616381753199
1081120511336.0005587972-131.000558797181
1091189011652.0753454859237.924654514125
1101094510571.9784094909373.021590509133
1111157511056.1738130338518.826186966183
1121150011287.7427524858212.25724751418
1131374012508.79655754231231.20344245772
1141173011181.9100884745548.089911525459
1151278512151.7310999443633.268900055666
1161209012535.0549399168-445.054939916796
1171278013306.0187824401-526.018782440136
1181355014198.2364397577-648.236439757741
1191417516100.016965904-1925.01696590401
1201359515909.0902230423-2314.09022304225
1211317015347.2469694457-2177.24696944575
1221290515135.7455564966-2230.74555649656
1231361514159.8294620277-544.829462027681
1241352014826.6448537134-1306.6448537134
1251342514241.2726383136-816.272638313551
1261642015297.32213533091122.67786466907
1271763016850.6438113255779.35618867452
1281768017282.3677619399397.632238060118
1291830518898.46294333-593.462943330011
1302034521123.7426048898-778.742604889795
1312009521076.3759215753-981.375921575348
1322405024279.513685397-229.513685397023
1332448024420.247815054359.7521849457358
1342717024893.98025210452276.01974789554
1352641523789.60672946682625.39327053317
1362993524664.28270918515270.71729081494
1372646023199.47915262653260.52084737355
1382653523043.26280035423491.73719964579
1392395523529.0024171237425.99758287632
1402891026139.52056119122770.47943880878
1412283521561.87262807661273.12737192343
1422269522352.5876497104342.412350289641
1432338020497.79897536582882.20102463424
1442242519492.97095505662932.02904494341
1452150520501.90277350661003.0972264934
1462031520578.4831836751-263.483183675148
1471824518988.7166073349-743.716607334881
1481779518593.9801625278-798.980162527789
1491606517266.7338827002-1201.73388270019
1501701018969.3165984901-1959.3165984901
1511684520195.2161014423-3350.21610144227
1521645520219.1957827181-3764.19578271808
1531735019892.1506734097-2542.15067340973
1541546519479.1358455246-4014.1358455246


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.003594109286189060.007188218572378130.996405890713811
110.0006155548646980270.001231109729396050.999384445135302
120.0002148120595720350.0004296241191440690.999785187940428
134.5033574778467e-059.0067149556934e-050.999954966425222
148.17388983428405e-061.63477796685681e-050.999991826110166
152.24459528715678e-064.48919057431356e-060.999997755404713
162.96265952855946e-055.92531905711892e-050.999970373404714
176.47976522454114e-061.29595304490823e-050.999993520234776
183.24834608100026e-066.49669216200051e-060.999996751653919
192.83711579646695e-065.6742315929339e-060.999997162884203
207.27282536728558e-071.45456507345712e-060.999999272717463
216.97210985452142e-071.39442197090428e-060.999999302789014
221.14235459122736e-062.28470918245473e-060.999998857645409
232.30891959567808e-064.61783919135616e-060.999997691080404
241.61648979837418e-063.23297959674836e-060.999998383510202
251.27310863295299e-062.54621726590598e-060.999998726891367
268.9208475006113e-071.78416950012226e-060.99999910791525
272.90386343876069e-075.80772687752137e-070.999999709613656
282.18071688900203e-074.36143377800407e-070.999999781928311
291.52811574965893e-073.05623149931786e-070.999999847188425
304.13655849530768e-078.27311699061535e-070.99999958634415
311.44567909268092e-062.89135818536184e-060.999998554320907
326.28339205936213e-061.25667841187243e-050.999993716607941
338.4201264960085e-061.6840252992017e-050.999991579873504
343.6539626212848e-067.3079252425696e-060.999996346037379
351.53674734225317e-063.07349468450633e-060.999998463252658
366.99076417579989e-071.39815283515998e-060.999999300923582
373.36391448712074e-076.72782897424147e-070.999999663608551
381.78813092412992e-073.57626184825983e-070.999999821186908
398.15710920588439e-081.63142184117688e-070.999999918428908
405.73566906633993e-081.14713381326799e-070.999999942643309
412.58526463302835e-085.17052926605671e-080.999999974147354
421.16805192340054e-082.33610384680109e-080.999999988319481
437.41694620805053e-091.48338924161011e-080.999999992583054
444.54159272048303e-099.08318544096606e-090.999999995458407
452.88444308729556e-095.76888617459112e-090.999999997115557
461.38428700642103e-092.76857401284207e-090.999999998615713
477.89440904122547e-101.57888180824509e-090.999999999210559
481.04244672399091e-092.08489344798182e-090.999999998957553
493.86769464594264e-097.73538929188528e-090.999999996132305
504.30455496291536e-088.60910992583072e-080.99999995695445
511.2100952831006e-072.4201905662012e-070.999999878990472
521.37000038683132e-072.74000077366263e-070.999999862999961
531.58466998098187e-063.16933996196374e-060.999998415330019
541.45673718263852e-062.91347436527704e-060.999998543262817
558.66089370395068e-071.73217874079014e-060.99999913391063
565.04038056592972e-071.00807611318594e-060.999999495961943
574.28238812353978e-078.56477624707956e-070.999999571761188
582.1588751884806e-074.31775037696121e-070.999999784112481
595.57590762851744e-071.11518152570349e-060.999999442409237
604.64034913881134e-069.28069827762268e-060.999995359650861
611.5916689306643e-053.1833378613286e-050.999984083310693
620.0001075928805588580.0002151857611177160.999892407119441
630.0005260551685186470.001052110337037290.999473944831481
640.003151457303320230.006302914606640450.99684854269668
650.007152358898935530.01430471779787110.992847641101064
660.009383486050542180.01876697210108440.990616513949458
670.01370378974234690.02740757948469380.986296210257653
680.02623508653730580.05247017307461160.973764913462694
690.03175071353556360.06350142707112720.968249286464436
700.02692123804051080.05384247608102150.973078761959489
710.02211812956247940.04423625912495880.977881870437521
720.01760450813161680.03520901626323360.982395491868383
730.01682541006273440.03365082012546890.983174589937266
740.01457221379954980.02914442759909950.98542778620045
750.0159442241097410.0318884482194820.984055775890259
760.02061135272606780.04122270545213570.979388647273932
770.02990879298447670.05981758596895330.970091207015523
780.03420765768651230.06841531537302460.965792342313488
790.03632525933518550.07265051867037090.963674740664815
800.02981443059425910.05962886118851810.970185569405741
810.02385036750434220.04770073500868450.976149632495658
820.01906300278970980.03812600557941950.98093699721029
830.01574458679412560.03148917358825130.984255413205874
840.01619579620534020.03239159241068040.98380420379466
850.01289427609398550.02578855218797110.987105723906014
860.01034550929338290.02069101858676580.989654490706617
870.007890402062673240.01578080412534650.992109597937327
880.006901737341427450.01380347468285490.993098262658573
890.005024016352539770.01004803270507950.99497598364746
900.003629557010844080.007259114021688160.996370442989156
910.002673093802415740.005346187604831480.997326906197584
920.001858366398060520.003716732796121040.99814163360194
930.001283505342932840.002567010685865690.998716494657067
940.001087171329095180.002174342658190370.998912828670905
950.0007448305491703270.001489661098340650.99925516945083
960.0005222730592698560.001044546118539710.99947772694073
970.0003777745399400950.000755549079880190.99962222546006
980.0004342115543539790.0008684231087079580.999565788445646
990.0006453916363178750.001290783272635750.999354608363682
1000.0007222675434334850.001444535086866970.999277732456566
1010.0007734472243836260.001546894448767250.999226552775616
1020.0007663761756602450.001532752351320490.99923362382434
1030.0008961667177704050.001792333435540810.99910383328223
1040.0006996982629270210.001399396525854040.999300301737073
1050.0004551221996270920.0009102443992541850.999544877800373
1060.0005364735076840160.001072947015368030.999463526492316
1070.0008840631245009320.001768126249001860.999115936875499
1080.0007375137093347430.001475027418669490.999262486290665
1090.001103434774969520.002206869549939040.99889656522503
1100.002161826206181690.004323652412363370.997838173793818
1110.006147601592056960.01229520318411390.993852398407943
1120.02479540461921790.04959080923843590.975204595380782
1130.05421495953888450.1084299190777690.945785040461116
1140.07615985834190790.1523197166838160.923840141658092
1150.1017298974025530.2034597948051060.898270102597447
1160.1023867695185190.2047735390370370.897613230481481
1170.0929971863330510.1859943726661020.907002813666949
1180.09099813192716060.1819962638543210.909001868072839
1190.07244643930160230.1448928786032050.927553560698398
1200.05828576964812640.1165715392962530.941714230351874
1210.05636974492433290.1127394898486660.943630255075667
1220.04271096168465870.08542192336931730.957289038315341
1230.03516239196437790.07032478392875580.964837608035622
1240.02697518184688490.05395036369376980.973024818153115
1250.02095957926873260.04191915853746520.979040420731267
1260.07591516117236740.1518303223447350.924084838827633
1270.1096949049678430.2193898099356860.890305095032157
1280.2540493227998760.5080986455997510.745950677200124
1290.2338801627375240.4677603254750480.766119837262476
1300.2103885206799830.4207770413599650.789611479320017
1310.1808533910442620.3617067820885240.819146608955738
1320.1666289063776950.3332578127553910.833371093622305
1330.1954814793386140.3909629586772290.804518520661386
1340.2333063594005030.4666127188010060.766693640599497
1350.2278837618703860.4557675237407720.772116238129614
1360.2661478759173250.532295751834650.733852124082675
1370.300943725815970.601887451631940.69905627418403
1380.3798703039271770.7597406078543540.620129696072823
1390.2887891569002820.5775783138005650.711210843099718
1400.2258694935668020.4517389871336030.774130506433198
1410.1567968136748370.3135936273496730.843203186325163
1420.2875862925162410.5751725850324820.712413707483759
1430.4626690716493750.925338143298750.537330928350625
1440.7120884259614730.5758231480770540.287911574038527


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level760.562962962962963NOK
5% type I error level970.718518518518519NOK
10% type I error level1070.792592592592593NOK