Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 0.218696812913364 + 0.0214033923580752X[t] + 1.38294217269954Y1[t] -0.440570189496239Y2[t] -0.255229751929124Y3[t] + 0.289096046118345Y4[t] -0.161991160311381M1[t] -0.138075749392786M2[t] -0.118629659389799M3[t] -0.158456291128355M4[t] -0.106289572157702M5[t] + 0.448837334806040M6[t] + 0.0935944507375918M7[t] -0.115701160265447M8[t] + 0.0501367232538751M9[t] -0.0165214692594234M10[t] + 0.0682679561748867M11[t] -0.000532440156977438t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.2186968129133640.1896271.15330.2506730.125337
X0.02140339235807520.0216470.98870.3244250.162213
Y11.382942172699540.07954717.385200
Y2-0.4405701894962390.139215-3.16470.001890.000945
Y3-0.2552297519291240.139883-1.82460.0701060.035053
Y40.2890960461183450.0807913.57830.000470.000235
M1-0.1619911603113810.068284-2.37230.018980.00949
M2-0.1380757493927860.069296-1.99260.0481740.024087
M3-0.1186296593897990.068567-1.73010.0857230.042861
M4-0.1584562911283550.06797-2.33130.0211070.010553
M5-0.1062895721577020.068547-1.55060.1231610.06158
M60.4488373348060400.0678496.615200
M70.09359445073759180.0757131.23620.218380.10919
M8-0.1157011602654470.084064-1.37630.1708230.085411
M90.05013672325387510.0848890.59060.5556930.277847
M10-0.01652146925942340.076516-0.21590.8293490.414675
M110.06826795617488670.0694990.98230.327580.16379
t-0.0005324401569774380.000333-1.59750.1123120.056156


Multiple Linear Regression - Regression Statistics
Multiple R0.988075861397124
R-squared0.97629390787567
Adjusted R-squared0.97353360947763
F-TEST (value)353.691437334976
F-TEST (DF numerator)17
F-TEST (DF denominator)146
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.171762517264902
Sum Squared Residuals4.30734490122769


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
187.999934348640626.56513593800204e-05
287.887581873894460.112418126105540
37.97.91284071473113-0.0128407147311306
47.97.787297888470550.112702111529449
587.876354134602850.123645865397153
68.58.5990464723441-0.0990464723440924
79.28.87483168024540.325168319754592
89.49.379335824861550.0206641751384513
99.59.41198495952790.0880150404720975
109.59.356795058389080.143204941610919
119.69.551954883314680.0480451166853189
129.79.647751988423270.0522480115767324
139.79.610087462275720.0899125377242815
149.69.559823794346770.0401762056532345
159.59.445970195577550.0540298044224499
169.49.343494038827230.0565059611727672
179.39.3306947729851-0.0306947729851053
189.69.78659524243471-0.186595242434714
1910.29.880594043613170.319405956386828
2010.210.3654016776522-0.165401677652248
2110.110.1536093237245-0.0536093237245325
229.99.878932995455780.0210670045442195
239.89.90133375180729-0.101333751807287
249.89.80830421914479-0.00830421914478972
259.79.71068977985856-0.010689779858562
269.59.56177002793082-0.0617700279308206
279.39.31860055580397-0.0186005558039693
289.19.10822694298252-0.00822694298252507
2998.991168797770140.00883120222986119
309.59.48709755497970.0129024450202934
31109.862003382528060.137996617471940
3210.210.08913878362670.110861216373288
3310.110.1548651879752-0.0548651879751908
34109.883550295319840.116449704680158
359.99.96685812102661-0.0668581210266119
36109.897864406970040.102135593029963
379.99.91259314191369-0.0125931419136879
389.79.75344875589052-0.053448755890519
399.59.485612444265070.0143875557349250
409.29.3082150806035-0.108215080603500
4199.05307675204474-0.0530767520447411
429.39.4590489894056-0.159048989405593
439.89.625020071244350.174979928755652
449.89.93987935575346-0.139879355753456
459.69.76099923182073-0.160999231820733
469.49.374193763245680.0258062367543196
479.39.4181629516424-0.118162951642399
489.29.34551958000688-0.145519580006878
499.29.074922402902180.125077597097823
5099.09893639455646-0.0989363945564631
518.88.83359430197203-0.033594301972027
528.78.582700314378580.117299685621415
538.78.638624906984670.0613750930153314
549.19.23371364275692-0.133713642756924
559.79.397962817886240.302037182113762
569.89.80783960969326-0.00783960969325669
579.69.73815617030158-0.138156170301581
589.49.31538905851460.0846109414853975
599.49.353327383692690.0466726163073101
609.59.436972103836340.0630278961636623
619.49.41281854735467-0.0128185473546724
629.39.202024022533310.0979759774666949
639.29.111665161121530.0883348388784693
6499.03899265803574-0.0389926580357383
658.98.848929975903530.0510700240964726
669.29.33797173420014-0.137971734200141
679.89.450644425016930.349355574983075
689.99.91424767569308-0.0142476756930777
699.69.84888282813138-0.248882828131385
709.29.25035053751939-0.0503505375193881
719.19.061750396967450.0382496030325490
729.19.1440676106036-0.0440676106036082
7399.04160621779176-0.0416062177917615
748.98.841930376118520.0580696238814814
758.78.73641301949088-0.0364130194908797
768.58.48198238771980.0180176122801927
778.38.3396153012381-0.0396153012380927
788.58.72594541186596-0.225945411865961
798.78.73366418325495-0.0336641832549470
808.48.711530219758-0.311530219758007
818.18.26732818696114-0.167328186961138
827.87.92912199841007-0.129121998410071
837.77.87383091439563-0.173830914395631
847.57.7855369605322-0.285536960532207
857.27.38374659899409-0.183746598994089
866.87.0257901688335-0.225790168833505
876.76.641125605903780.0588743940962178
886.46.66001851597483-0.260018515974828
896.36.36881825035568-0.068818250355677
906.86.82803024918125-0.0280302491812544
917.37.257368656534350.0426313434656451
927.17.46779438666528-0.367794386665276
9376.971354497143550.0286455028564546
946.86.87369927320372-0.0736992732037239
956.66.90796274699734-0.307962746997343
966.36.61218473621022-0.312184736210219
976.16.14609903722314-0.04609903722314
986.16.014866828678580.0851331713214155
996.36.155626607429560.144373392570437
1006.36.36366429394959-0.0636642939495871
10166.26487061324515-0.264870613245149
1026.26.34754352799597-0.147543527995965
1036.46.45877497223015-0.0587749722301495
1046.86.505214852422720.294785147577279
1057.56.999734668056530.500265331943468
1067.57.72643999299651-0.226439992996508
1077.67.45909532369640.140904676303603
1087.67.480977179229250.119022820770747
1097.47.47098487615743-0.0709848761574307
1107.37.193112572880550.106887427119448
1117.17.17234873053974-0.0723487305397426
1126.96.94023056510787-0.0402305651078727
1136.86.7614626866890.0385373133110015
1147.57.296574676842280.203425323157725
1157.67.94571456577115-0.345714565771149
1167.87.533485365202960.266514634797038
11787.724393894964110.275606105035888
1188.18.01845527147640.0815447285236073
1198.28.136535006287120.0634649937128786
1208.38.165320524336140.134679475663862
1218.28.140674154168650.0593258458313496
12287.985520585976770.0144794140232293
1237.97.769296499791160.130703500208844
1247.67.72377233569211-0.123772335692112
1257.67.439131294987220.160868705012778
1268.38.090818143605550.209181856394451
1278.48.75718267894413-0.357182678944133
1288.48.290734932494780.109265067505221
1298.48.228613784238340.171386215761664
1308.48.344260358518250.0557396414817489
1318.68.454858541324450.145141458675550
1328.98.659436070678780.240563929321219
1338.88.81661796464287-0.0166179646428731
1348.38.51570726989329-0.215707269893291
1357.57.88536581594696-0.385365815946965
1367.27.085958230395410.114041769604595
1377.47.166380093023610.23361990697639
1388.88.1925803385570.607419661443008
1399.39.52689159804203-0.226891598042029
1409.39.249038823473360.0509611765266366
1418.78.91232154426769-0.212321544267688
1428.28.2858501449478-0.0858501449478024
1438.38.081533230772020.218466769227983
1448.58.52423596369212-0.0242359636921239
1458.68.55503607873860.0449639212613928
1468.58.469229926797880.0307700732021162
1478.28.27702094301932-0.0770209430193227
1488.17.892781624204790.207218375795213
1497.98.00043054365104-0.100430543651034
1508.68.37593183177110.224068168228902
1518.79.01448212592127-0.314482125921266
1528.78.657755674775730.0422443252242692
1538.58.52775572288732-0.0277557228873226
1548.48.362961252002880.0370387479971244
1558.58.432796748075920.0672032519240788
1568.78.591828656336360.108171343663640
1578.78.6241893893380.0758106106619902
1588.68.490257401668560.109742598331439
1598.58.35451940440730.145480595592694
1608.38.282665123657470.0173348763425314
16188.12044187651919-0.120441876519189
1628.28.33910218405973-0.139102184059734
1638.18.41486479876782-0.314864798767821
1648.17.988602817926860.111397182073139


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.01633576860740600.03267153721481210.983664231392594
220.003348292180772740.006696584361545490.996651707819227
230.0006279853542179490.001255970708435900.999372014645782
240.002166749682453840.004333499364907680.997833250317546
250.0008579206306181360.001715841261236270.999142079369382
260.0002984303393325070.0005968606786650130.999701569660667
278.8473222566525e-050.000176946445133050.999911526777433
287.33684069859946e-050.0001467368139719890.999926631593014
291.92346611245317e-053.84693222490634e-050.999980765338875
304.11374083538347e-058.22748167076694e-050.999958862591646
317.00045475054603e-050.0001400090950109210.999929995452495
322.94832686394765e-055.8966537278953e-050.99997051673136
331.27262529376994e-052.54525058753989e-050.999987273747062
344.97329109433351e-069.94658218866703e-060.999995026708906
351.60252834949155e-063.20505669898311e-060.99999839747165
363.54621980007247e-067.09243960014494e-060.9999964537802
371.99721306392272e-063.99442612784544e-060.999998002786936
386.91888596496511e-071.38377719299302e-060.999999308111404
392.26592062592814e-074.53184125185629e-070.999999773407937
401.43158813397703e-072.86317626795407e-070.999999856841187
416.5376260532538e-081.30752521065076e-070.99999993462374
422.51617845274439e-085.03235690548878e-080.999999974838215
431.52183432237809e-083.04366864475618e-080.999999984781657
444.94393360118467e-099.88786720236934e-090.999999995056066
451.63997542157751e-093.27995084315503e-090.999999998360025
466.24852466291475e-101.24970493258295e-090.999999999375148
474.09357080156452e-108.18714160312904e-100.999999999590643
481.70913854819413e-103.41827709638826e-100.999999999829086
495.84910290747484e-101.16982058149497e-090.99999999941509
502.39178133890418e-104.78356267780836e-100.999999999760822
518.5855446840273e-111.71710893680546e-100.999999999914145
524.420510174586e-118.841020349172e-110.999999999955795
535.42119935740874e-111.08423987148175e-100.999999999945788
541.85663213541309e-113.71326427082619e-110.999999999981434
552.23924783037401e-114.47849566074802e-110.999999999977607
567.6881190342904e-121.53762380685808e-110.999999999992312
571.7243596343106e-113.4487192686212e-110.999999999982756
581.22749157836800e-112.45498315673600e-110.999999999987725
597.66765689909576e-121.53353137981915e-110.999999999992332
604.54497325590115e-129.08994651180231e-120.999999999995455
611.86311092168957e-123.72622184337915e-120.999999999998137
627.98045748313551e-131.59609149662710e-120.999999999999202
636.88591880002961e-131.37718376000592e-120.999999999999311
642.53374393601352e-135.06748787202704e-130.999999999999747
651.25864909964112e-132.51729819928224e-130.999999999999874
668.69348486020997e-141.73869697204199e-130.999999999999913
675.86863166892948e-131.17372633378590e-120.999999999999413
682.26804408845946e-134.53608817691891e-130.999999999999773
691.73224548716259e-123.46449097432517e-120.999999999998268
704.88195073662597e-119.76390147325194e-110.99999999995118
712.38619373968637e-114.77238747937274e-110.999999999976138
721.12506749867814e-112.25013499735628e-110.99999999998875
734.98351452800972e-129.96702905601944e-120.999999999995016
744.82383798642279e-129.64767597284558e-120.999999999995176
752.35688423201181e-124.71376846402361e-120.999999999997643
761.64621893326811e-123.29243786653623e-120.999999999998354
772.24912145522489e-124.49824291044979e-120.99999999999775
782.90436416481181e-125.80872832962361e-120.999999999997096
798.67104538361769e-101.73420907672354e-090.999999999132895
801.98815290012723e-093.97630580025446e-090.999999998011847
811.56792090286952e-093.13584180573904e-090.99999999843208
828.27460677297655e-101.65492135459531e-090.99999999917254
834.08507591418838e-108.17015182837677e-100.999999999591492
841.04466830262749e-092.08933660525498e-090.999999998955332
856.28386355368256e-101.25677271073651e-090.999999999371614
864.51835107943857e-109.03670215887715e-100.999999999548165
872.69893375264926e-095.39786750529853e-090.999999997301066
883.43094130953231e-096.86188261906462e-090.999999996569059
891.90995312236469e-093.81990624472938e-090.999999998090047
904.69310062633659e-099.38620125267318e-090.9999999953069
911.25977690588088e-082.51955381176177e-080.99999998740223
922.64527356865801e-075.29054713731602e-070.999999735472643
933.55623996672693e-077.11247993345387e-070.999999644376003
941.90691352123106e-073.81382704246212e-070.999999809308648
951.9511354252912e-063.9022708505824e-060.999998048864575
964.77896846057607e-059.55793692115214e-050.999952210315394
973.86734850744292e-057.73469701488584e-050.999961326514926
989.10359430658777e-050.0001820718861317550.999908964056934
990.0003229856092401110.0006459712184802220.99967701439076
1000.0003046847031273050.0006093694062546100.999695315296873
1010.001241047941891700.002482095883783390.998758952058108
1020.003542249779055920.007084499558111840.996457750220944
1030.004872074005739160.009744148011478330.99512792599426
1040.03721217250703680.07442434501407360.962787827492963
1050.1864700137271030.3729400274542060.813529986272897
1060.3959830830145870.7919661660291750.604016916985413
1070.423512180325270.847024360650540.57648781967473
1080.3760432724408500.7520865448816990.62395672755915
1090.3650539774572890.7301079549145780.634946022542711
1100.3372505469200590.6745010938401180.662749453079941
1110.3599408338428360.7198816676856730.640059166157164
1120.4152103734374720.8304207468749440.584789626562528
1130.3799964190916060.7599928381832110.620003580908394
1140.4594269323931810.9188538647863630.540573067606819
1150.6678991395903940.6642017208192130.332100860409606
1160.6834973104144540.6330053791710910.316502689585546
1170.6518418747009230.6963162505981550.348158125299077
1180.6591988341677270.6816023316645460.340801165832273
1190.7129720351246550.574055929750690.287027964875345
1200.67415373680760.6516925263848010.325846263192401
1210.6239107130119320.7521785739761360.376089286988068
1220.5729403341419050.8541193317161890.427059665858094
1230.5403738502301880.9192522995396250.459626149769812
1240.6910561575996040.6178876848007920.308943842400396
1250.666167467503390.667665064993220.33383253249661
1260.6617742382655370.6764515234689250.338225761734463
1270.6714930737903990.6570138524192030.328506926209601
1280.614274477758740.771451044482520.38572552224126
1290.5701018696188590.8597962607622820.429898130381141
1300.5433824157100490.9132351685799020.456617584289951
1310.5053335324868430.9893329350263140.494666467513157
1320.5501418115837260.8997163768325490.449858188416274
1330.4840876300397030.9681752600794060.515912369960297
1340.440353062351080.880706124702160.55964693764892
1350.6990383844586340.6019232310827330.300961615541366
1360.7121074636077920.5757850727844150.287892536392208
1370.6447276740884710.7105446518230580.355272325911529
1380.8042239155572460.3915521688855070.195776084442753
1390.7362084801565240.5275830396869520.263791519843476
1400.7180947129658410.5638105740683170.281905287034159
1410.6199941972322530.7600116055354950.380005802767747
1420.4983992009249070.9967984018498140.501600799075093
1430.4116998592619080.8233997185238160.588300140738092


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level820.666666666666667NOK
5% type I error level830.67479674796748NOK
10% type I error level840.682926829268293NOK