Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 0.445876947317449 + 0.0630464964599403X[t] + 0.333944163747943Y1[t] + 0.330677338008161Y2[t] -0.156978631392103Y3[t] + 0.0624645597720463Y4[t] + 0.00560319987550132t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.4458769473174490.1548992.87850.005950.002975
X0.06304649645994030.0151384.16490.0001296.4e-05
Y10.3339441637479430.1395412.39320.0206640.010332
Y20.3306773380081610.1463542.25940.0284330.014217
Y3-0.1569786313921030.146334-1.07270.288750.144375
Y40.06246455977204630.1370120.45590.6505140.325257
t0.005603199875501320.0043371.2920.2025320.101266


Multiple Linear Regression - Regression Statistics
Multiple R0.936908177184696
R-squared0.87779693247555
Adjusted R-squared0.862521549034993
F-TEST (value)57.4648051154637
F-TEST (DF numerator)6
F-TEST (DF denominator)48
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.197210679275923
Sum Squared Residuals1.86681849698261


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11.21.31427891049405-0.114278910494052
21.51.368052535830410.131947464169587
31.11.35436347183383-0.254363471833830
41.31.36942265217664-0.0694226521766431
51.51.249957248226430.250042751773572
61.11.43218767106564-0.332187671065641
71.41.326576422148350.0734235778516534
81.31.274884471974960.0251155280250395
91.51.434190120681350.0658098793186456
101.61.395130356533180.204869643466815
111.71.541005321101930.158994678898069
121.11.55020989031344-0.450209890313441
131.61.353786126326220.246213873673778
141.31.30589429881680-0.0058942988168041
151.71.496000502322450.203999497677548
161.61.445228713319380.154771286680622
171.71.640643600618990.0593563993810077
181.91.602870560455980.297129439544019
191.81.755318663575910.0446813364240905
201.91.80954649343780.0904535065622017
211.61.79032710558606-0.190327105586062
221.51.76961486452360-0.269614864523604
231.61.62067612750545-0.0206761275054478
241.61.67994605534976-0.0799460553497627
251.71.73448943317166-0.0344894331716588
2621.783065978535510.216934021464490
2721.947080566251400.0529194337486037
281.92.02357980509815-0.123579805098148
291.71.94863680551243-0.248636805512435
301.81.87942745641514-0.0794274564151391
311.91.874292117849010.0257078821509930
321.71.99042068713932-0.290420687139317
3322.00346315907836-0.00346315907836029
342.12.090404580128550.00959541987144743
352.42.335598726142860.0644012738571437
362.52.471608254385460.0283917456145374
372.52.6254598761226-0.125459876122598
382.62.598065077774510.00193492222548675
392.22.64010419881721-0.440104198817212
402.52.56405322226355-0.0640532222635459
412.82.534480172212940.265519827787057
422.82.80850773114932-0.00850773114932122
432.92.828625419808830.0713745801911665
4432.801440916697150.198559083302852
453.12.835503787865930.264496212134073
462.92.81621547902590.0837845209740996
472.72.69668572739270.00331427260729896
482.22.50947602258702-0.309476022587024
492.52.281785957366580.218214042633417
502.32.215917953102420.0840820468975784
512.62.294713326788450.305286673211552
522.32.224515190653080.0754848093469237
532.22.26035948807870-0.0603594880786954
541.82.05486461986693-0.254864619866932
551.81.94704607849970-0.147046078499697


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.2114201738562090.4228403477124170.788579826143791
110.318024055039390.636048110078780.68197594496061
120.2684396437094980.5368792874189960.731560356290502
130.5429038194484850.914192361103030.457096180551515
140.4222742926943620.8445485853887240.577725707305638
150.3284678812276380.6569357624552770.671532118772362
160.2468615402644470.4937230805288930.753138459735553
170.1827051445188650.3654102890377300.817294855481135
180.1762051266380440.3524102532760880.823794873361956
190.1182649326241380.2365298652482770.881735067375862
200.1142493722857980.2284987445715960.885750627714202
210.1709020937551590.3418041875103190.82909790624484
220.4329825292689140.8659650585378270.567017470731086
230.4471216426913580.8942432853827160.552878357308642
240.429117229759120.858234459518240.57088277024088
250.4110048524543630.8220097049087260.588995147545637
260.4389732117649350.877946423529870.561026788235065
270.3768949339121730.7537898678243460.623105066087827
280.3130940966232380.6261881932464760.686905903376762
290.2815347018541430.5630694037082870.718465298145857
300.2147263294296440.4294526588592880.785273670570356
310.1774902876377380.3549805752754760.822509712362262
320.211906091047640.423812182095280.78809390895236
330.1679826183142960.3359652366285920.832017381685704
340.1334825198295780.2669650396591560.866517480170422
350.1314859435454010.2629718870908020.868514056454599
360.1289913600338380.2579827200676770.871008639966162
370.09271681413486840.1854336282697370.907283185865132
380.1258354331800920.2516708663601830.874164566819909
390.2078617129123170.4157234258246330.792138287087683
400.1840352246546840.3680704493093680.815964775345316
410.2301811628824470.4603623257648940.769818837117553
420.54982346197820.90035307604360.4501765380218
430.7431424153589710.5137151692820580.256857584641029
440.8901798135335160.2196403729329690.109820186466484
450.8509799343505820.2980401312988370.149020065649419


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK