Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 611.409334928083 -0.270247144144274X[t] -5.79884393448892M1[t] -9.67956344989054M2[t] -16.3712953588341M3[t] -23.567174859071M4[t] -33.0244073542023M5[t] -27.9999130256084M6[t] + 19.0253656640922M7[t] + 31.9597633501936M8[t] + 29.2273517585181M9[t] + 14.9727760992730M10[t] -2.22756473669992M11[t] -0.686870792856947t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)611.409334928083102.1327885.986400
X-0.2702471441442741.082846-0.24960.8038010.4019
M1-5.7988439344889220.755812-0.27940.7809440.390472
M2-9.6795634498905420.877896-0.46360.644650.322325
M3-16.371295358834124.895068-0.65760.5133890.256694
M4-23.56717485907121.906802-1.07580.2864750.143237
M5-33.024407354202321.247907-1.55420.1255670.062783
M6-27.999913025608425.684772-1.09010.2801610.140081
M719.025365664092223.3955890.81320.4194270.209714
M831.959763350193620.4844051.56020.1241530.062077
M929.227351758518125.7639681.13440.2612820.130641
M1014.972776099273025.8011050.58030.563950.281975
M11-2.2275647366999221.717199-0.10260.9186570.459328
t-0.6868707928569470.263334-2.60840.0115510.005775


Multiple Linear Regression - Regression Statistics
Multiple R0.62323044184832
R-squared0.388416183646452
Adjusted R-squared0.251337052394795
F-TEST (value)2.83351798410056
F-TEST (DF numerator)13
F-TEST (DF denominator)58
p-value0.00330494121873914
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation35.3937833758541
Sum Squared Residuals72657.7542960995


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1519578.601548361082-59.6015483610821
2517574.142056910484-57.1420569104838
3510564.493378197871-54.4933781978713
4509557.340295193967-48.340295193967
5501548.439328769043-47.4393287690425
6507551.047370582256-44.0473705822561
7569602.007004643967-33.0070046439668
8580613.57891367685-33.5789136768505
9578604.781713123847-26.7817131238471
10565589.326797097871-24.3267970978708
11547574.979823057331-27.979823057331
12555576.979937146219-21.9799371462193
13562570.980667278333-8.9806672783331
14561565.8996073962-4.89960739620039
15555554.2781245313350.721875468665248
16544549.043796250855-5.0437962508548
17537540.38605225566-3.38605225566009
18543540.9402157733772.05978422662282
19594593.7645551296830.235444870316577
20611603.4717588679727.52824113202827
21613595.37720088974317.6227991102567
22611581.46269358538929.5373064146106
23594565.30506367908328.694936320917
24595567.46732605445827.5326739455422
25591562.87334133612228.1266586638781
26589557.95442974047631.0455702595243
27584548.19765217020635.8023478297944
28573540.82837145098632.1716285490141
29567531.95442974047635.0455702595243
30569532.02214839873336.9778516012669
31621587.27871205233833.7212879476622
32629595.52658121224733.4734187877529
33628587.3779738051940.6220261948102
34612574.40933150534137.5906684946591
35595555.73840315849339.2615968415073
36597559.03570353927337.9642964607266
37593553.44180438760439.5581956123963
38590548.414793934341.5852060657001
39580537.03653349916442.9634665008359
40574533.15344093940640.8465590605945
41573520.5230639252952.4769360747101
42573523.59052588354949.4094741164512
43620577.82015038940542.1798496105948
44626585.98694540607140.0130545939288
45620578.70312886027641.2968711397244
46588563.30226226312824.6977377368718
47566546.38794035321819.6120596467822
48557550.8743281682336.12567183176662
49561543.3076248643117.6923751356896
50549538.92920755695310.0707924430472
51532527.9022684092054.09773159079539
52526523.4516568467432.54834315325695
53511512.442762697493-1.44276269749314
54499514.64543379449-15.6454337944903
55555567.658946151698-12.6589461516976
56565576.744581458454-11.744581458454
57542571.082247777524-29.0822477775240
58527553.465354598394-26.4653545983937
59510538.037391981277-28.0373919812767
60514543.172372942239-29.1723729422386
61517533.795013772549-16.7950137725489
62508528.659904461587-20.6599044615874
63493522.09204319222-29.0920431922197
64490512.182439318044-22.1824393180438
65469504.254362612039-35.2543626120386
66478506.754305567595-28.7543055675945
67528558.470631632909-30.4706316329092
68534569.691219378405-35.6912193784055
69518561.67773554342-43.6777355434203
70506547.033560949877-41.0335609498770
71502533.551377770599-31.5513777705988
72516536.470332149578-20.4703321495776


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.006447781278084020.01289556255616800.993552218721916
180.002252796613938630.004505593227877260.997747203386061
190.00544258986033430.01088517972066860.994557410139666
200.003223540284827690.006447080569655370.996776459715172
210.001234663007036670.002469326014073340.998765336992963
220.0007435268272405030.001487053654481010.99925647317276
230.0005988976423560570.001197795284712110.999401102357644
240.0002741358011313660.0005482716022627330.999725864198869
250.0002041542070934930.0004083084141869850.999795845792907
260.0001291758321170170.0002583516642340330.999870824167883
275.47284121447155e-050.0001094568242894310.999945271587855
285.94250176119117e-050.0001188500352238230.999940574982388
294.82197329504265e-059.64394659008531e-050.99995178026705
308.12224824216973e-050.0001624449648433950.999918777517578
310.0001548686728678040.0003097373457356070.999845131327132
320.001470859369303350.002941718738606700.998529140630697
330.003464539783119620.006929079566239240.99653546021688
340.01264041128742780.02528082257485550.987359588712572
350.04121993398513240.08243986797026480.958780066014868
360.07157121243097060.1431424248619410.92842878756903
370.1216542219384790.2433084438769590.87834577806152
380.1504506935622180.3009013871244360.849549306437782
390.1679581040979170.3359162081958350.832041895902083
400.1894032321476210.3788064642952420.810596767852379
410.2076902482437070.4153804964874150.792309751756293
420.2536288272678710.5072576545357410.746371172732129
430.2744597323226520.5489194646453040.725540267677348
440.3533507841735290.7067015683470570.646649215826471
450.7827502341493270.4344995317013470.217249765850673
460.9325218357682920.1349563284634160.0674781642317078
470.9815722075888820.03685558482223590.0184277924111179
480.9891223485048220.02175530299035680.0108776514951784
490.9878573427423980.02428531451520300.0121426572576015
500.984488593632790.03102281273442140.0155114063672107
510.9931448106980550.01371037860389040.00685518930194521
520.9872703680969890.02545926380602270.0127296319030113
530.990632473428980.01873505314203950.00936752657101974
540.977174472747140.04565105450571870.0228255272528593
550.936867652345240.1262646953095220.0631323476547608


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level150.384615384615385NOK
5% type I error level260.666666666666667NOK
10% type I error level270.692307692307692NOK