Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 432.674018921448 -85.6151937996543X[t] + 0.412253807726456Y1[t] + 0.208748882344717Y2[t] + 221.708450693677M1[t] + 130.164095261294M2[t] + 304.321659011619M3[t] + 216.329773410414M4[t] + 287.012043536047M5[t] + 283.086050769294M6[t] + 314.717592403885M7[t] + 429.953249810296M8[t] + 561.771276261432M9[t] + 567.769451532068M10[t] + 38.9218710448567M11[t] -0.737951251841748t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)432.674018921448157.0255462.75540.0064850.003243
X-85.615193799654337.53598-2.28090.0237680.011884
Y10.4122538077264560.0742315.553700
Y20.2087488823447170.0733392.84640.0049540.002477
M1221.70845069367753.5106744.14335.3e-052.7e-05
M2130.16409526129462.3301832.08830.0382270.019113
M3304.32165901161958.7900685.17641e-060
M4216.32977341041465.8204223.28670.0012260.000613
M5287.01204353604758.2779374.92492e-061e-06
M6283.08605076929461.9853414.5679e-065e-06
M7314.71759240388558.6414595.366800
M8429.95324981029659.0118567.285900
M9561.77127626143260.3718079.305200
M10567.76945153206861.5890339.218700
M1138.921871044856759.896090.64980.5166630.258332
t-0.7379512518417480.239714-3.07850.0024180.001209


Multiple Linear Regression - Regression Statistics
Multiple R0.908326322560294
R-squared0.825056708255908
Adjusted R-squared0.809975390002107
F-TEST (value)54.7072009469706
F-TEST (DF numerator)15
F-TEST (DF denominator)174
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation126.806940269663
Sum Squared Residuals2797920.01749639


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
115071627.48262493032-120.482624930317
213851497.42201449866-112.422014498661
316321620.3379135721711.6620864278279
415111607.96740358150-96.967403581504
515591679.58998565954-120.589985659538
616301669.45560964810-39.4556096481024
715791739.63916673198-160.639166731977
816531847.93309933897-194.933099338972
921521998.87376331044153.126236689556
1021482225.29605467825-77.2960546782486
1117521798.22719999830-46.2271999983028
1217651594.47987431255170.520125687451
1317171738.14511584632-21.1451158463211
1415581628.78836186171-70.7883618617085
1515751726.63967257914-151.639672579138
1615201611.72707816463-91.727078164631
1718051662.54616861333142.453831386673
1818001763.8933712678136.1066287321876
1917191852.21912408017-133.219124080174
2020081932.2805273971875.7194726028235
2122422165.5932935595076.406706440505
2224782327.64933558390150.350664416097
2320301944.2029409369685.7970590630432
2416551769.11814901216-114.118149012159
2516931741.97397126614-48.9739712661412
2616231587.0764783962535.9235216037480
2718051739.5707818829865.4292181170171
2817461711.2587162720234.7412837279785
2917951794.872357076690.127642923309917
3019261798.09266557835127.907334421647
3116191893.22020000816-274.220200008159
3219921908.5020907778683.497909222136
3322332129.2669293793103.733070620701
3421922311.74365417475-119.743654174749
3520801815.56419696399264.435803036013
3617681721.1732440257946.8267559742079
3718351790.1406806343744.8593193656343
3815691660.34972777626-91.3497277762608
3919761738.09600253660237.903997463397
4018531761.6262627245391.3737372754704
4119651865.8241583622799.1758416377336
4216891881.65652828063-192.656528280634
4317781822.14794255349-44.1479425534903
4419761915.7215460685760.2784539314281
4523972147.00652572639249.993474273615
4626542367.15788150227286.842118497729
4720972031.4048578160465.5951421839577
4819631815.7681273783147.2318726217
4916771865.22348911878-188.223489118784
5019411627.0642431906313.935756809400
5120031849.61668057828153.383319421722
5218131841.55628474328-28.5562847432778
5320121846.11481085441165.885189145585
5419121883.8270869278928.1729130721122
5520841915.03632412459168.963675875409
5620802079.566796973640.433203026361845
5721182244.90266470532-126.902664705319
5821502264.99353788834-114.993537888339
5916081756.53258552563-148.532585525632
6015031500.111163676222.88883632377516
6115481564.65311907595-16.6531190759465
6213821469.00360109322-87.003601093216
6317311583.38278121462147.617218785380
6417981603.87720878888194.122791211116
6517791774.295892718654.70410728134624
6618871775.78530147035111.214698529648
6720041847.23607432301156.763925676991
6820772032.5123552748044.4876447251971
6920922218.11057767246-126.110577672461
7020512244.79327721832-193.793277218316
7115771701.43657259765-124.436572597649
7213561457.80974126248-101.809741262477
7316521488.72517896537163.274821034630
7413821472.33649636999-90.3364963699931
7515191596.23724995637-77.2372499563697
7614211507.62398652877-86.6239865287743
7714421565.7660291266-123.766029126599
7815431549.30202460048-6.30202460047699
7916561626.2169760928429.7830239071621
8015611808.38299963731-247.382999637313
8119051923.88758680755-18.8875868075472
8221992051.13197686149147.868023138506
8314731714.55868012060-241.558680120601
8416551436.97476482384218.025235176158
8514071581.42376868963-174.423768689629
8613951424.89481427598-29.8948142759807
8715301541.59765826026-11.5976582602570
8813091506.01709886215-197.017098862146
8915261513.0344253449312.9655746550732
9013271551.69605460479-224.69605460479
9116271545.8496447187881.1503552812214
9217481742.482465604695.51753439531457
9319581986.06991624230-28.0699162422966
9422742103.16205464736170.837945352643
9516481747.68599144225-99.6859914422545
9614011515.91993232973-114.919932329725
9714111504.38694091533-93.3869409153337
9814031364.6661983692338.3338016307725
9913941536.87526922935-142.875269229347
10015201442.7651570480077.2348429519955
10115281562.77471575423-34.7747157542265
10216431587.7111613728855.2888386271229
10315151667.68393070293-152.683930702927
10416851753.41927093815-68.419270938152
10520001927.8626365108272.1373634891794
10622152098.47011996205116.529880037950
10719561723.27505482277232.724945177229
10814621621.72250602903-159.722506029034
10915631584.97366392672-21.9736639267193
11014591431.2070439445827.7929560554245
11114461582.83589755632-136.835897556324
11216221467.03687743898154.963122561017
11316571606.8241310021550.1758689978507
11416381653.32887354665-15.3288735466502
11516431683.69585246466-40.6958524646623
11616831796.28859889331-113.288598893314
11720501944.90257081339105.097429186609
11822622109.80989756158152.190102438417
11918131744.2330128810568.766987118951
12014451563.72599397225-118.725993972252
12117621539.25884399797222.741156002026
12214611500.84140566018-39.8414056601791
12315561616.34601773627-60.3460177362747
12414311503.94687903148-72.946879031482
12514271542.19061576221-115.190615762214
12615541509.7840462196244.2159537803766
12716451592.1988746542552.8011253457458
12816531770.72278536971-117.722785369709
12920161924.0970393241991.9029606758149
13022072080.67538660644126.324613393559
13116651705.60617643427-40.6061764342725
13213611482.37582687768-121.375826877676
13315061464.8792745398341.1207254601673
13413601368.91410974315-8.91410974314917
13514531512.41325425355-59.4132542535541
13615221431.5456846967490.4543153032604
13714601549.34916236171-89.3491623617147
13815521533.5291551458618.4708448541353
13915481589.40766513408-41.4076651340758
14018271721.46125323345105.538746766547
14117371966.72514525905-229.72514525905
14219411993.12346475664-52.1234647566392
14314741528.85031038276-54.8503103827582
14414581339.25273187613118.747268123873
14515421456.1414423393685.858557660643
14614041395.148473386648.85152661336181
14715221529.21196653583-7.211966535827
14813851460.32073323093-75.3207332309316
14916411498.41864856287142.581351437125
15015101570.69308244103-60.6930824410261
15116811601.0211378918679.9788621081426
15219381758.66814158049179.331858419508
15318682031.39350424643-163.393504246433
15417262061.44442448697-335.444424486968
15514561458.70643028663-2.70643028662715
15614451278.09573861084166.904261389164
15714561438.1692479346117.8307520653928
15813651348.1254954295816.8745045704194
15914871486.326249130750.673750869251373
16015581428.89522852696129.104771473039
16114881553.57693139539-65.5769313953855
16216841534.87639148241149.123608517587
16315941631.95930641542-37.9593064154182
16418501750.2689508141799.7310491858294
16519981968.0986013804129.9013986195864
16620792087.81210282297-8.81210282297075
16714941622.51396409678-128.513964096778
16810571272.97912995037-215.979129950371
16912181191.6766192440926.323380755914
17011681074.5439140191893.4560859808216
17112361260.95940618884-24.9594061888386
17210761189.82538414396-113.825384143956
17311741208.00401778095-34.0040177809543
17411391210.34112574440-71.341125744397
17514271247.26322332650179.736776673497
17614871473.1838152242313.8161847757738
17714831689.11879700239-206.118797002387
17815131705.25493873096-192.254938730958
17913571187.20202569432169.797974305680
18011651089.4930758626475.5069241373646
18112821198.7460185752283.253981424784
18211101114.6176219848-4.61762198480007
18312971241.5531987886655.4468012113349
18411851194.01001621717-9.01001621717475
18512221256.81794962406-34.8179496240648
18612841244.0275216687439.9724783312599
18714441308.20455677728135.795443222715
18815751501.6053028734673.3946971265411
18917371720.0904480600716.9095519399259
19017631819.48189251771-56.481892517712


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
190.2837473952543320.5674947905086640.716252604745668
200.4438422983520260.8876845967040520.556157701647974
210.3413175178282880.6826350356565760.658682482171712
220.4119830925982180.8239661851964350.588016907401782
230.3366149237342740.6732298474685470.663385076265727
240.4308048344640920.8616096689281850.569195165535908
250.3837439189769570.7674878379539130.616256081023044
260.3247391602375910.6494783204751820.675260839762409
270.2435778973691980.4871557947383960.756422102630802
280.1775834120678390.3551668241356790.82241658793216
290.140632751517090.281265503034180.85936724848291
300.1018587039881490.2037174079762980.89814129601185
310.1936480374846510.3872960749693030.806351962515349
320.1434814180343510.2869628360687020.856518581965649
330.1420717396350960.2841434792701920.857928260364904
340.2416082397968380.4832164795936750.758391760203162
350.2284588062794050.4569176125588110.771541193720595
360.1922848703132110.3845697406264220.807715129686789
370.1481663410741560.2963326821483130.851833658925844
380.1441326647701040.2882653295402080.855867335229896
390.1573497986348270.3146995972696540.842650201365173
400.1325853416893290.2651706833786580.867414658310671
410.1056906869279280.2113813738558560.894309313072072
420.2339885162236210.4679770324472420.766011483776379
430.1935894111513910.3871788223027820.80641058884861
440.1615963806149640.3231927612299270.838403619385036
450.1543147319924290.3086294639848580.845685268007571
460.2404135556942640.4808271113885270.759586444305736
470.2077959408171300.4155918816342610.79220405918287
480.1900846477966140.3801692955932270.809915352203386
490.2754419336671110.5508838673342210.72455806633289
500.3792643021138170.7585286042276340.620735697886183
510.3706346839544050.741269367908810.629365316045595
520.3323259827305290.6646519654610570.667674017269472
530.3292920668448830.6585841336897660.670707933155117
540.2985664261239520.5971328522479040.701433573876048
550.3663700371610370.7327400743220750.633629962838963
560.3280344005329930.6560688010659850.671965599467007
570.5673338341121420.8653323317757150.432666165887858
580.8063170459707720.3873659080584560.193682954029228
590.9309328803290050.1381342393419890.0690671196709945
600.9230418065262080.1539163869475840.076958193473792
610.9043442190138760.1913115619722480.0956557809861242
620.8987146023163820.2025707953672370.101285397683618
630.8966097934056770.2067804131886460.103390206594323
640.92101445670640.1579710865871990.0789855432935993
650.9162242687429620.1675514625140760.083775731257038
660.9205827101324050.1588345797351900.0794172898675948
670.9469445301283450.1061109397433110.0530554698716554
680.951210961038870.09757807792225750.0487890389611287
690.969117568767210.06176486246558190.0308824312327910
700.9775431966102620.04491360677947590.0224568033897379
710.9782845446295530.04343091074089320.0217154553704466
720.9771670129483820.04566597410323630.0228329870516182
730.981947643311720.03610471337655910.0180523566882795
740.979513837748180.04097232450364060.0204861622518203
750.9783364458117370.04332710837652580.0216635541882629
760.9741632448772690.05167351024546290.0258367551227314
770.9730730517330220.05385389653395570.0269269482669779
780.965186259700240.06962748059952150.0348137402997607
790.9580767130312080.08384657393758370.0419232869687919
800.9767144834349360.04657103313012830.0232855165650641
810.969972038476120.06005592304776050.0300279615238802
820.973415887595830.05316822480833890.0265841124041695
830.9840883994737980.03182320105240450.0159116005262023
840.9915562205386140.01688755892277170.00844377946138584
850.9932283214080060.01354335718398710.00677167859199355
860.9907740230194980.01845195396100420.00922597698050211
870.9877727777960190.02445444440796240.0122272222039812
880.9914321813512420.01713563729751620.0085678186487581
890.9885424061469880.02291518770602480.0114575938530124
900.9950061943810890.009987611237822470.00499380561891123
910.9943311386653380.01133772266932420.0056688613346621
920.9932675031655440.01346499366891230.00673249683445614
930.990986500194550.01802699961089860.0090134998054493
940.9936319594371740.01273608112565220.00636804056282608
950.9922933682675680.01541326346486470.00770663173243235
960.9913248511536020.01735029769279640.00867514884639819
970.991851855931350.01629628813729870.00814814406864935
980.989461551871260.02107689625747950.0105384481287398
990.9914413341262510.01711733174749750.00855866587374875
1000.9895170615289670.02096587694206650.0104829384710332
1010.9865728678165260.02685426436694740.0134271321834737
1020.9831473261596220.03370534768075510.0168526738403776
1030.9874659560969450.02506808780611070.0125340439030553
1040.9861258512562630.02774829748747390.0138741487437369
1050.982129693980250.0357406120395010.0178703060197505
1060.9808912513357780.03821749732844340.0191087486642217
1070.9937193642488510.01256127150229760.00628063575114878
1080.9932421017838160.01351579643236730.00675789821618364
1090.9906919576895540.01861608462089290.00930804231044647
1100.9875688843724470.02486223125510570.0124311156275529
1110.988062257449820.02387548510035810.0119377425501791
1120.989973468810750.02005306237849860.0100265311892493
1130.987652112925870.02469577414826190.0123478870741309
1140.983577279040160.03284544191968230.0164227209598411
1150.9785503356311010.04289932873779770.0214496643688989
1160.979972806071650.04005438785670050.0200271939283502
1170.9805462677802430.03890746443951420.0194537322197571
1180.9890929483100180.0218141033799630.0109070516899815
1190.992814858641440.01437028271712110.00718514135856056
1200.9908858266575740.01822834668485310.00911417334242654
1210.9974867717672990.005026456465402430.00251322823270121
1220.9965443281305120.006911343738976050.00345567186948803
1230.995836118038990.008327763922021520.00416388196101076
1240.9941916940058260.01161661198834900.00580830599417448
1250.9927393569465160.01452128610696860.0072606430534843
1260.9901772047256670.01964559054866540.00982279527433268
1270.987006017170570.02598796565885860.0129939828294293
1280.9897325105769070.02053497884618690.0102674894230935
1290.9925596676029780.01488066479404500.00744033239702252
1300.9988989526896340.002202094620731060.00110104731036553
1310.9996272867027750.0007454265944500210.000372713297225010
1320.9994382175478850.001123564904229470.000561782452114733
1330.9991740604552350.001651879089529840.000825939544764918
1340.9986950709514480.002609858097104340.00130492904855217
1350.9979860218515950.004027956296810270.00201397814840513
1360.9983339077110840.003332184577831480.00166609228891574
1370.9974874934615230.005025013076953720.00251250653847686
1380.9967998148870220.006400370225956510.00320018511297826
1390.9953651281129120.009269743774176720.00463487188708836
1400.9938824954295580.01223500914088490.00611750457044246
1410.9947800110532650.01043997789346950.00521998894673473
1420.9941261594376030.01174768112479320.00587384056239662
1430.9910617965177520.01787640696449690.00893820348224847
1440.9893243374483970.02135132510320550.0106756625516027
1450.9864674677868350.02706506442633090.0135325322131655
1460.9810203054259980.03795938914800450.0189796945740022
1470.9733473880670790.05330522386584230.0266526119329211
1480.9627475858547040.07450482829059150.0372524141452958
1490.9815224997918420.03695500041631670.0184775002081583
1500.9727003440980970.05459931180380570.0272996559019029
1510.966674434264810.06665113147037770.0333255657351889
1520.9842506674697880.03149866506042310.0157493325302115
1530.9797351009386070.04052979812278670.0202648990613934
1540.9888917820433360.02221643591332710.0111082179566636
1550.9843894896405070.03122102071898530.0156105103594927
1560.976678216218640.04664356756271840.0233217837813592
1570.9707601722934720.05847965541305610.0292398277065280
1580.965543048199720.06891390360056170.0344569518002809
1590.9657918666798070.06841626664038660.0342081333201933
1600.9523013485512540.0953973028974920.047698651448746
1610.926149765694760.1477004686104790.0738502343052394
1620.9397456782047280.1205086435905430.0602543217952716
1630.9468972755317710.1062054489364580.0531027244682289
1640.9149151775377740.1701696449244520.085084822462226
1650.8746592871703010.2506814256593970.125340712829699
1660.9700296112690990.05994077746180270.0299703887309014
1670.941207039985490.1175859200290220.0587929600145108
1680.8941076502659350.2117846994681290.105892349734065
1690.8344947942909440.3310104114181120.165505205709056
1700.8478285302299650.3043429395400710.152171469770036
1710.7095157454468680.5809685091062650.290484254553132


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level140.0915032679738562NOK
5% type I error level770.503267973856209NOK
10% type I error level940.61437908496732NOK