Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 0.103329771420464 + 0.0213844325900316X[t] + 1.38121539673783Y1[t] -0.434524571311922Y2[t] -0.253938773069359Y3[t] + 0.283796486784859Y4[t] -0.0427107358517383M1[t] + 0.0132171205717539M2[t] + 0.562383896769684M3[t] + 0.219755046500052M4[t] -0.00184900361398463M5[t] + 0.159889281175896M6[t] + 0.102181838949999M7[t] + 0.191043321198795M8[t] + 0.121577999327065M9[t] -0.0423727220174399M10[t] -0.0197066669911787M11[t] -0.000546832253316618t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.1033297714204640.1591210.64940.5170370.258518
X0.02138443259003160.0207241.03190.3037060.151853
Y11.381215396737830.07625718.112700
Y2-0.4345245713119220.132308-3.28420.001260.00063
Y3-0.2539387730693590.132365-1.91850.0568540.028427
Y40.2837964867848590.0760913.72970.0002670.000133
M1-0.04271073585173830.062477-0.68360.4952170.247609
M20.01321712057175390.0634940.20820.835370.417685
M30.5623838967696840.0640138.785400
M40.2197550465000520.0791072.77790.0061330.003067
M5-0.001849003613984630.08039-0.0230.9816790.490839
M60.1598892811758960.0724672.20640.0288010.0144
M70.1021818389499990.0658691.55130.1228320.061416
M80.1910433211987950.0616773.09750.002310.001155
M90.1215779993270650.0649251.87260.0629730.031486
M10-0.04237272201743990.066381-0.63830.5241830.262091
M11-0.01970666699117870.063727-0.30920.7575490.378775
t-0.0005468322533166180.000269-2.03620.04340.0217


Multiple Linear Regression - Regression Statistics
Multiple R0.988871370422935
R-squared0.977866587242134
Adjusted R-squared0.9754851440973
F-TEST (value)410.619329444628
F-TEST (DF numerator)17
F-TEST (DF denominator)158
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.165843506022096
Sum Squared Residuals4.34564282137274


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
16.56.5554261742135-0.0554261742134966
26.56.51037236823283-0.0103723682328288
377.09774824332988-0.09774824332988
47.57.431716115835180.0682838841648196
57.67.6598771056498-0.0598771056498073
67.67.61153691645511-0.0115369164551084
77.67.526255951983750.0737440480162446
87.87.734710321605030.0652896783949673
987.978730045845650.0212699541543462
1088.00207374705171-0.00207374705171083
1187.88992181016280.110078189837195
127.97.91462549899197-0.0146254989919655
137.97.78530111340030.114698886599707
1487.877505420598750.122494579401249
158.58.59391766804209-0.093917668042089
169.28.88256208195830.317437918041701
179.49.376693574286220.0233064257137833
189.59.409232725136810.0907672748631918
199.59.362273136120760.137726863879236
209.69.558640468660890.0413595313391135
219.79.652127633134450.0478723668655492
229.79.61238956536490.0876104346350919
239.69.561599411507620.0384005884923821
249.59.447761921202250.0522380787977494
259.49.34142258412160.0585774158784047
269.39.33180528957412-0.0318052895741221
279.69.7817011579751-0.181701157975095
2810.29.887582983433830.312417016566173
2910.210.3612458849958-0.161245884995846
3010.110.1498906070654-0.0498906070653545
319.99.88351049886950.0164895011305049
329.89.90653244248281-0.106532442482812
339.89.8111252289051-0.0111252289051036
349.79.71120517241846-0.0112051724184589
359.59.56212668086038-0.0621266808603795
369.39.31947471172568-0.0194747117256815
379.19.10521599308767-0.005215993087672
3898.991314670523150.00868532947685446
399.59.481035691706060.0189643082939415
40109.867873220873220.132126779126779
4110.210.08577773223570.114222267764316
4210.110.1512424762284-0.0512424762283885
43109.888236712818270.111763287181735
449.99.97277892472381-0.0727789247238114
45109.90094307901510.099056920984902
469.99.9133229962435-0.0133229962434981
479.79.75409011572842-0.0540901157284234
489.59.486899646590390.0131003534096119
499.29.30508361882297-0.105083618822970
5099.05327460091056-0.0532746009105622
519.39.4526034260689-0.152603426068890
529.89.630119611393510.169880388606489
539.89.93493708620941-0.134937086209412
549.69.75640369578135-0.156403695781353
559.49.377937458196350.0220625418036537
569.39.42244754003938-0.122447540039379
579.29.347301939947-0.147301939947001
589.29.075106898308770.124893101691225
5999.09819325321606-0.0981932532160595
608.88.8338473507168-0.0338473507167997
618.78.579714987276890.120285012723111
628.78.638088649863940.0619113501360601
639.19.22739717308515-0.127397173085151
649.79.40448685190370.295513148096302
659.89.80395731088008-0.00395731088007977
669.69.73413703264672-0.134137032646724
679.49.319908684471880.0800913155281188
689.49.357995387346850.0420046126531497
699.59.438444914985820.061555085014176
709.49.4129403767475-0.0129403767474939
719.39.20271394648370.0972860535162994
729.29.112289193341150.0877108066588468
7399.03562062008544-0.0356206200854371
748.98.849451453868380.0505485461316185
759.29.33189371877963-0.131893718779630
769.89.456326403116490.343673596883514
779.99.90930805173243-0.00930805173243436
789.69.84420039785994-0.244200397859937
799.29.25491708829681-0.054917088296814
809.19.066200810080620.0337991899193833
819.19.14413662113826-0.0441366211382616
8299.04016962084162-0.0401696208416182
838.98.841388694681280.0586113053187203
848.78.73621673224266-0.0362167322426645
858.58.478505556473460.0214944435265415
868.38.3394242009279-0.0394242009278998
878.58.71918948678962-0.219189486789616
888.78.73875020760693-0.038750207606925
898.48.70595358870686-0.305953588706861
908.18.26068074357375-0.160680743573754
917.87.92930918370557-0.129309183705573
927.77.87532513271297-0.175325132712971
937.57.78538383130457-0.285383831304565
947.27.38255985059012-0.182559850590123
956.87.02410347397849-0.224103473978491
966.76.638838052180380.0611619478196247
976.46.65325723940095-0.253257239400946
986.36.36677948010137-0.0667794801013696
996.86.82036591566237-0.0203659156623685
1007.37.260976970814950.0390230291850474
1017.17.46269096007525-0.362690960075248
10276.9666880836850.0333119163149927
1036.86.87492601688885-0.0749260168888494
1046.66.91009153879434-0.310091538794336
1056.36.61317431408296-0.313174314082963
1066.16.14469438329106-0.0446943832910636
1076.16.011534846152510.0884651538474875
1086.36.151991032529620.148008967470383
1096.36.35810990375705-0.0581099037570537
11066.26533598546397-0.265335985463967
1116.26.34281591464815-0.142815914648150
1126.46.46342766887512-0.0634276688751165
1136.86.498028966151840.301971033848160
1147.56.990799561404930.509200438595075
1157.57.72685320369072-0.226853203690718
1167.67.467253663526580.132746336473417
1177.67.486521294105530.113478705894465
1187.47.47145502732661-0.0714550273266129
1197.37.192792670748660.107207329251342
1207.17.17072491672618-0.070724916726179
1216.96.9351999533754-0.0351999533754058
1226.86.760254397744850.0397456022551489
1237.57.288619595249460.211380404750537
1247.67.94934791617929-0.349347916179288
1257.87.529785953517340.270214046482663
12687.718272771420940.281727228579061
1278.18.018557283277270.0814427167227327
1288.28.141454249548070.0585457504519322
1298.38.168661211494310.131338788505694
1308.28.141531909761830.0584680902381685
13187.985490595753150.0145094042468520
1327.97.768857938520980.131142061479022
1337.67.71874812065033-0.118748120650334
1347.67.438028059767950.161971940232045
1358.38.08285997881940.217140021180596
1368.48.76075238703227-0.36075238703227
1378.48.28763074271080.112369257289203
1388.48.222908021797810.177091978202189
1398.48.343905051886270.0560949481137286
1408.68.458033218649430.141966781350567
1418.98.661056478983450.238943521016553
1428.88.81696176738988-0.0169617673898806
1438.38.5170343482449-0.217034348244890
1447.57.88651030892732-0.386510308927318
1457.27.080830790917470.119169209082527
1467.47.160572039565520.239427960434481
1478.88.180252874202840.619747125797162
1489.39.52981061045488-0.229810610454884
1499.39.249087906474720.0509120935252796
1508.78.91201116746492-0.212011167464921
1518.28.28874417580422-0.0887441758042202
1528.38.083076472485160.216923527514844
1538.58.52059756320557-0.0205975632055718
1548.68.55221130039080.047788699609204
1558.58.468947244170790.031052755829211
1568.28.27749580206538-0.0774958020653822
1578.17.88934538397270.210654616027303
1587.97.9984341615805-0.0984341615804984
1598.68.367839263350370.232160736649630
1608.79.01803267110006-0.318032671100063
1618.78.653313456053030.0466865439469646
1628.58.52178075446576-0.0217807544657625
1638.48.362685507340450.0373144926595483
1648.58.435006199031830.0649938009681715
1658.78.591795843852220.108204156147779
1668.78.623377384273230.0766226157267711
1678.68.490062908311240.109937091688754
1688.58.354466894239250.145533105760753
1698.38.278217960444280.0217820395557200
17088.11935922127621-0.119359221276209
1718.28.331759892291-0.131759892290998
1728.18.41823429942228-0.318234299422278
1738.17.981711680320680.118288319679319
17488.0502150450132-0.0502150450132071
1757.97.94198004664933-0.0419800466493269
1767.97.91045363031223-0.0104536303122343


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.02564177331000140.05128354662000270.974358226689999
220.007660500913546120.01532100182709220.992339499086454
230.001889022788723980.003778045577447970.998110977211276
240.0005744799059802570.001148959811960510.99942552009402
250.0007823252055835070.001564650411167010.999217674794416
260.004314947895864490.008629895791728980.995685052104135
270.004018663600251820.008037327200503650.995981336399748
280.003814858861008470.007629717722016940.996185141138991
290.002161300069528290.004322600139056580.997838699930472
300.0009855867603903520.001971173520780700.99901441323961
310.0007238571232638180.001447714246527640.999276142876736
320.0003481400537466150.000696280107493230.999651859946253
330.0001718264733473830.0003436529466947650.999828173526653
349.04031170597179e-050.0001808062341194360.99990959688294
353.4938712208363e-056.9877424416726e-050.999965061287792
361.30535513669528e-052.61071027339055e-050.999986946448633
374.91284214334274e-069.82568428668548e-060.999995087157857
381.81441482595225e-063.6288296519045e-060.999998185585174
393.15698544580101e-066.31397089160203e-060.999996843014554
402.12991774001641e-064.25983548003282e-060.99999787008226
411.5741883470396e-063.1483766940792e-060.999998425811653
421.60851405194542e-063.21702810389085e-060.999998391485948
438.4633244253762e-071.69266488507524e-060.999999153667557
448.33170012396538e-071.66634002479308e-060.999999166829988
454.23997694732940e-078.47995389465879e-070.999999576002305
461.63483083564452e-073.26966167128903e-070.999999836516916
478.76991808704505e-081.75398361740901e-070.99999991230082
483.33568827539422e-086.67137655078844e-080.999999966643117
492.67706312882558e-085.35412625765115e-080.999999973229369
501.19292433362938e-082.38584866725877e-080.999999988070757
515.02210243548735e-091.00442048709747e-080.999999994977897
524.08834891727955e-098.1766978345591e-090.99999999591165
531.57123206612791e-093.14246413225583e-090.999999998428768
547.98750691677433e-101.59750138335487e-090.99999999920125
553.07078669327455e-106.14157338654909e-100.999999999692921
561.16567420977709e-102.33134841955417e-100.999999999883433
576.25384580045258e-111.25076916009052e-100.999999999937462
582.27528399435147e-104.55056798870295e-100.999999999772472
598.7885927654641e-111.75771855309282e-100.999999999912114
603.41772348202262e-116.83544696404525e-110.999999999965823
612.31561575634861e-114.63123151269723e-110.999999999976844
621.67700254733173e-113.35400509466346e-110.99999999998323
637.2735215312878e-121.45470430625756e-110.999999999992726
649.99755495212846e-121.99951099042569e-110.999999999990002
653.59910306332674e-127.19820612665349e-120.999999999996401
667.22625933509563e-121.44525186701913e-110.999999999992774
674.7839062872756e-129.5678125745512e-120.999999999995216
682.67023883336865e-125.34047766673729e-120.99999999999733
691.63351879801817e-123.26703759603635e-120.999999999998366
707.68882304373706e-131.53776460874741e-120.99999999999923
713.51899125079628e-137.03798250159255e-130.999999999999648
722.16891407430430e-134.33782814860861e-130.999999999999783
739.8742717660507e-141.97485435321014e-130.9999999999999
744.8325907832023e-149.6651815664046e-140.999999999999952
753.22771163065739e-146.45542326131477e-140.999999999999968
763.86349647352105e-137.7269929470421e-130.999999999999614
771.63746365774282e-133.27492731548564e-130.999999999999836
781.14689811258152e-122.29379622516304e-120.999999999998853
791.14441526904209e-112.28883053808418e-110.999999999988556
806.10133596490961e-121.22026719298192e-110.999999999993899
813.05061853071497e-126.10123706142994e-120.99999999999695
821.36626758393504e-122.73253516787008e-120.999999999998634
831.12345678981061e-122.24691357962122e-120.999999999998877
845.25396636565103e-131.05079327313021e-120.999999999999475
853.02605129368044e-136.05210258736088e-130.999999999999697
862.73449182860352e-135.46898365720704e-130.999999999999727
873.11301048128411e-136.22602096256821e-130.999999999999689
881.39856172406620e-112.79712344813241e-110.999999999986014
893.26686383676781e-116.53372767353562e-110.999999999967331
902.47258291768599e-114.94516583537198e-110.999999999975274
911.17428548632938e-112.34857097265877e-110.999999999988257
926.15833587078288e-121.23166717415658e-110.999999999993842
931.93026822267036e-113.86053644534072e-110.999999999980697
941.28884667578524e-112.57769335157047e-110.999999999987112
951.19890830689201e-112.39781661378403e-110.99999999998801
969.19711435906795e-111.83942287181359e-100.999999999908029
971.52295713006762e-103.04591426013525e-100.999999999847704
989.10045517936788e-111.82009103587358e-100.999999999908995
992.40289959694698e-104.80579919389396e-100.99999999975971
1004.08816670169946e-108.17633340339892e-100.999999999591183
1013.43006997377408e-086.86013994754816e-080.9999999656993
1024.42536487452627e-088.85072974905255e-080.999999955746351
1032.38031514918584e-084.76063029837168e-080.999999976196849
1043.3460621674188e-076.6921243348376e-070.999999665393783
1059.35759795158181e-061.87151959031636e-050.999990642402048
1067.50111564958514e-061.50022312991703e-050.99999249888435
1072.08622339310682e-054.17244678621363e-050.99997913776607
1088.0627757661402e-050.0001612555153228040.999919372242339
1097.825291541669e-050.000156505830833380.999921747084583
1100.0004171589685862620.0008343179371725250.999582841031414
1110.001361409680833210.002722819361666420.998638590319167
1120.001810758789890820.003621517579781630.99818924121011
1130.02181709501814910.04363419003629830.97818290498185
1140.1557601389595670.3115202779191340.844239861040433
1150.3251819200413660.6503638400827320.674818079958634
1160.3497815699924550.6995631399849090.650218430007546
1170.3027101340200070.6054202680400150.697289865979993
1180.3032509777822860.6065019555645720.696749022217714
1190.272992472170180.545984944340360.72700752782982
1200.2985379469986240.5970758939972490.701462053001376
1210.3296783103676240.6593566207352490.670321689632376
1220.2920315041594330.5840630083188660.707968495840567
1230.3597208350169450.719441670033890.640279164983055
1240.5494605067191910.9010789865616180.450539493280809
1250.5754237234595730.8491525530808530.424576276540427
1260.5663395862887570.8673208274224860.433660413711243
1270.534066858148220.931866283703560.46593314185178
1280.4967596381472650.993519276294530.503240361852735
1290.4464380062538970.8928760125077940.553561993746103
1300.3892813297269870.7785626594539740.610718670273013
1310.3405855003338230.6811710006676460.659414499666177
1320.3181544992223940.6363089984447880.681845500777606
1330.4349068498793270.8698136997586550.565093150120673
1340.4465597616711490.8931195233422980.553440238328851
1350.4494300997755190.8988601995510380.550569900224481
1360.479296911612580.958593823225160.52070308838742
1370.4258660924904520.8517321849809030.574133907509548
1380.4259056136314790.8518112272629580.574094386368521
1390.3769620489975730.7539240979951460.623037951002427
1400.3319363015356350.663872603071270.668063698464365
1410.425780484568350.85156096913670.57421951543165
1420.3577029125675950.7154058251351890.642297087432405
1430.3533194750324840.7066389500649690.646680524967516
1440.6911264214746960.6177471570506070.308873578525304
1450.6910251843611620.6179496312776770.308974815638838
1460.6336277799750190.7327444400499630.366372220024981
1470.8888991867425190.2222016265149620.111100813257481
1480.8644165905843260.2711668188313480.135583409415674
1490.9001008045707020.1997983908585970.0998991954292984
1500.862838099110470.2743238017790610.137161900889530
1510.8203227848013330.3593544303973330.179677215198666
1520.7577875128099850.484424974380030.242212487190015
1530.6473635676676160.7052728646647670.352636432332384
1540.5023628394412640.9952743211174720.497637160558736
1550.470237060639070.940474121278140.52976293936093


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level900.666666666666667NOK
5% type I error level920.681481481481481NOK
10% type I error level930.688888888888889NOK