Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 522.918085028904 -80.7982303933676X[t] + 0.389747913943074Y1[t] + 0.172724627545124Y2[t] + 0.0359567363109742Y3[t] + 0.0354648834548643Y4[t] + 188.662307824867M1[t] + 104.987349633496M2[t] + 181.667324587968M3[t] + 176.541027973436M4[t] + 208.395663285797M5[t] + 324.642881065461M6[t] + 458.312477153942M7[t] + 471.425528086186M8[t] -54.2481744163297M9[t] -111.187507110586M10[t] + 86.6003491334289M11[t] -0.767119250424238t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)522.918085028904164.861573.17190.0017970.000899
X-80.798230393367638.149531-2.11790.0356340.017817
Y10.3897479139430740.0767195.08021e-060
Y20.1727246275451240.0821272.10310.0369250.018463
Y30.03595673631097420.0819030.4390.6612060.330603
Y40.03546488345486430.0751740.47180.6376970.318849
M1188.66230782486756.5212583.33790.0010370.000519
M2104.98734963349663.6515671.64940.1009110.050455
M3181.66732458796863.2337672.87290.0045850.002293
M4176.54102797343668.2895052.58520.0105710.005286
M5208.39566328579762.6406013.32680.0010760.000538
M6324.64288106546166.3752764.8912e-061e-06
M7458.31247715394265.9366286.950800
M8471.42552808618673.3054386.43100
M9-54.248174416329780.31085-0.67550.500290.250145
M10-111.18750711058677.361225-1.43730.1524850.076242
M1186.600349133428962.448111.38680.1673320.083666
t-0.7671192504242380.256233-2.99380.0031660.001583


Multiple Linear Regression - Regression Statistics
Multiple R0.909113674036662
R-squared0.82648767232044
Adjusted R-squared0.809136439552483
F-TEST (value)47.6327926305489
F-TEST (DF numerator)17
F-TEST (DF denominator)170
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation127.324879886795
Sum Squared Residuals2755976.25649176


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
116321624.962164870317.03783512969251
215111609.33124673722-98.3312467372173
315591676.32540114441-117.325401144407
416301672.79480330307-42.7948033030729
515791744.25426449686-165.254264496859
616531849.55534041559-196.555340415592
721522006.74544956455145.254550435451
821482227.04142591574-79.0414259157366
917521786.08329108286-34.0832910828551
1017651593.91257950137171.087420498627
1117171745.15423676709-28.1542367670879
1215581626.94356155909-68.9435615590884
1315751731.00139341833-156.001393418333
1415201624.45693487588-104.456934875882
1518051674.45053850205130.549461497950
1618001765.1077716438534.8922283561497
1717191842.09834950806-123.098349508062
1820081933.4423451288074.5576548712038
1922422174.9189823683367.0810176316715
2024782325.29352321490152.706476785095
2120301938.7696132321291.2303867678833
2216551765.88233555681-110.882335556812
2316931756.15154417936-63.1515441793629
2416231611.0838558239611.9161441760431
2518051748.8881823647156.1118176352949
2617461711.3565260166334.6434739833669
2717951794.540831040770.459168959230895
2819261801.61589410062124.384105899383
2916191896.55705498525-277.557054985246
3019921914.6809220977777.3190779022266
3122332146.3810219262786.6189780737298
3221922310.68966862782-118.689668627820
3320801812.41996106494267.580038935061
3417681725.8740080088942.1259919911072
3518351789.0210482910645.9789517089368
3615691668.39539165884-99.3953916588389
3719761748.99961649398227.000383506021
3818531768.5842467949384.4157532050709
3919651859.6686878276105.331312172399
4016891881.38264181579-192.382641815790
4117781834.25642091437-56.2564209143736
4219761936.4170603839739.582939616027
4323972155.91012375939241.089876240609
4426542359.95124516331294.048754836687
4520972016.6685139073080.331486092704
4619631808.42253608640154.577463913597
4716771881.18103223541-204.181032235406
4819411648.28713329548292.712866704524
4920031865.10438492295137.895615077045
5018131835.39005884965-22.3900588496519
5120121847.30935953032164.690640469680
5219121897.7501461898314.2498538101749
5320841919.60211461405164.397885385949
5420802085.26345425645-5.26345425644637
5521182249.77741355291-131.777413552913
5621502278.88093775439-128.88093775439
5716081777.43171810334-169.431718103336
5815031515.23358132895-12.2335813289513
5915481580.21232036230-32.2123203622984
6013821473.89374740365-91.8937474036535
6117311581.86596635789149.134033642112
6217981602.66786308097195.332136919032
6317791760.6018255603018.3981744397028
6418871765.53747969497121.462520305033
6520041850.22234819798153.777651802018
6620772031.65018163545.3498183649983
6720922216.42253234963-124.422532349626
6820512255.26072611289-204.260726112894
6915771722.20534241639-145.205342416386
7013561475.80495707021-119.804957070208
7116521503.87767868906148.122321310936
7213821475.20589691184-93.2058969118373
7315191584.23884499268-65.2388449926761
7414211509.36203702842-88.3620370284216
7514421571.53215783841-129.532157838407
7615431552.24698900862-9.24698900862258
7716561627.661190432128.3388095679009
7815611801.90752350292-240.907523502917
7919051921.67822434894-16.6782243489417
8021992059.33366324247139.666336757527
8114731707.48764194518-234.487641945176
8216551426.60519833885228.394801661146
8314071591.93317645622-184.933176456224
8413951423.66619280166-28.6661928016641
8515301544.84531939797-14.8453193979653
8613091508.48385299161-199.483852991607
8715261512.3534725002913.6465274997105
8813271557.29179207403-230.29179207403
8916271545.1420379802781.8579620197308
9017481743.139182346914.86081765309296
9119581975.55903421944-17.5590342194351
9222742094.38121684803179.618783151966
9316481742.36313781567-94.3631378156689
9414011507.09763957023-106.097639570226
9514111518.53497917642-107.534979176420
9614031381.0999931694221.9000068305806
9713941536.52211379621-142.522113796213
9815201438.7902492583381.2097507416725
9915281562.32381541536-34.3238154153576
10016431580.7043562381962.2956437618071
10115151662.20604424803-147.206044248034
10216851752.41797116605-67.4179711660493
10320001933.8875847920566.1124152079458
10422152097.84329539812117.156704601882
10519561711.17967291030244.820327089704
10614621607.01970830184-145.019708301844
10715631585.67143386851-22.6714338685113
10814591450.654694023878.34530597612882
10914461588.51325437786-142.513254377861
11016221467.15307073082154.846929269182
11116571609.2585917833647.7414082166394
11216381643.25010190300-5.25010190300408
11316431678.84511166992-35.8451116699207
11416831800.49248710446-117.492487104458
11520501950.4065965689899.5934034310242
11622622112.20494866562149.795051334379
11718131733.3962168473979.603783152614
11814451551.92529014615-106.925290146154
11917621548.60387736679213.396122633206
12014611512.59781545509-51.5978154550943
12115561608.77677723080-52.7767772308038
12214311507.71784702171-76.7178470217067
12314271551.74044352525-124.740443525246
12415541515.4384175910038.5615824089954
12516451594.2075921028750.7924078971277
12616531762.51384112206-109.513841122060
12720161918.6768883559497.3231116440577
12822072081.65921302252125.340786977475
12916651695.87424091647-30.8742409164727
13013611473.25083782429-112.250837824287
13115061477.9129501792428.0870498207618
13213601381.83588420274-21.8358842027446
13314531507.72013366447-54.7201336644692
13415221428.7392187926093.2607812073961
13514601547.50079551997-87.5007955199738
13615521527.5271117836724.4728882163302
13715481589.54175798733-41.541757987332
13818271719.57128990206107.428710097945
13917371961.63173318646-224.631733186458
14019411990.20946603109-49.2094660310937
14114741537.62207214042-63.622072140422
14214581339.79776461945118.202235380549
14315421454.0634686228887.9365313771193
14414041387.1142713370916.8857286629086
14515221518.595708146783.40429185321666
14613851458.76081366389-73.7608136638875
14716411499.67673180735141.323268192647
14815101569.24424890606-59.2442489060645
14916811592.7510762660888.2489237339183
15019381756.59737733347181.402622666532
15118682023.56965707282-155.569657072819
15217262054.52616623431-328.526166234309
15314561475.95579307600-19.9557930759969
15414451295.08801076141149.911989238589
15514561433.5974728664522.4025271335545
15613651333.8729283784231.1270716215838
15714871478.229985054808.77001494519822
15815581425.62462238887132.375377611128
15914881547.40003525709-59.4000352570886
16016841527.64713140737156.352868592634
16115941629.91415873356-35.9141587335599
16218501744.17200719029105.827992809706
16319981965.8697119938332.1302880061727
16420792083.83085047994-4.83085047993902
16514941620.53593961774-126.535939617738
16610571282.42002959262-225.420029592616
16712181216.238319471701.76168052830470
16811681097.9775678133870.0224321866177
16912361257.73397513645-21.7339751364453
17010761181.44940494181-105.449404941814
17111741210.65987850872-36.659878508723
17211391215.99763169937-76.9976316993702
17314271247.02951853790179.970481462103
17414871466.5610331243620.4389668756408
17514831674.81015033969-191.810150339689
17615131705.07483715508-192.074837155084
17713571202.00684492392154.993155076085
17811651090.6655232925274.334476707483
17912821186.8464614675195.1535385324919
18011101107.371066165462.6289338345351
18112971236.0021797738160.9978202261872
18211851192.13200682666-7.13200682666083
18312221254.65743423875-32.6574342387545
18412841244.4634826405539.5365173594475
18514441308.71095932536135.289040674639
18615751494.6179832898580.3820167101495
18717371709.7548956007827.2451043992194
18817631815.81881613375-52.8188161337466


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.801649266801160.3967014663976810.198350733198841
220.7228217753356150.5543564493287690.277178224664385
230.6785323575887350.642935284822530.321467642411265
240.5679789227661460.8640421544677080.432021077233854
250.4490784278374440.8981568556748880.550921572162556
260.3686115901088530.7372231802177050.631388409891147
270.3344753676919560.6689507353839120.665524632308044
280.2534019305198960.5068038610397910.746598069480104
290.3846916391049430.7693832782098860.615308360895057
300.3034946659246780.6069893318493560.696505334075322
310.3156191791871610.6312383583743230.684380820812839
320.4108515903987280.8217031807974570.589148409601272
330.3675715824295540.7351431648591080.632428417570446
340.3084593527086280.6169187054172550.691540647291372
350.2451489067367420.4902978134734840.754851093263258
360.2898301591335220.5796603182670440.710169840866478
370.3175729398729160.6351458797458320.682427060127084
380.2748645219073150.549729043814630.725135478092685
390.2312150726641150.462430145328230.768784927335885
400.3948002311630530.7896004623261060.605199768836947
410.3387799568673540.6775599137347090.661220043132646
420.2910086162552550.5820172325105100.708991383744745
430.2741187046947510.5482374093895020.725881295305249
440.3721914205373590.7443828410747180.627808579462641
450.3300695948350550.6601391896701090.669930405164946
460.3042311984943530.6084623969887060.695768801505647
470.3820380020461880.7640760040923760.617961997953812
480.4841639967727980.9683279935455950.515836003227202
490.4755416042674030.9510832085348060.524458395732597
500.4426660845942370.8853321691884730.557333915405763
510.4378597840646770.8757195681293540.562140215935323
520.3965443556270440.7930887112540880.603455644372956
530.4639825133802660.9279650267605320.536017486619734
540.4228629944859530.8457259889719050.577137005514047
550.6614372024275540.6771255951448910.338562797572446
560.8400852024202980.3198295951594040.159914797579702
570.9508020218811350.09839595623772930.0491979781188647
580.9500359044238080.09992819115238360.0499640955761918
590.936445100935460.1271097981290790.0635548990645393
600.9357217396241350.1285565207517300.0642782603758648
610.9341030660988480.1317938678023040.065896933901152
620.949431706552320.1011365868953600.0505682934476799
630.9451727729023040.1096544541953910.0548272270976957
640.9477000952913490.1045998094173030.0522999047086513
650.965892226528350.0682155469432990.0341077734716495
660.9688295602158070.0623408795683860.031170439784193
670.9814587322191560.03708253556168740.0185412677808437
680.9864258616237350.02714827675252920.0135741383762646
690.9861492419969650.02770151600607040.0138507580030352
700.9847405393831280.03051892123374420.0152594606168721
710.987304944556210.02539011088757980.0126950554437899
720.9861942947899930.02761141042001430.0138057052100071
730.9852918095984910.02941638080301720.0147081904015086
740.981995498947730.03600900210454110.0180045010522706
750.9808923586563040.03821528268739190.0191076413436960
760.9748087723939330.05038245521213360.0251912276060668
770.9692512258716550.06149754825669040.0307487741283452
780.9829441039034690.0341117921930630.0170558960965315
790.9775147104450050.04497057910998980.0224852895549949
800.98001176091570.03997647816859910.0199882390842995
810.9881644371108360.02367112577832770.0118355628891639
820.9939947513514320.01201049729713630.00600524864856816
830.9951508600403350.009698279919329380.00484913995966469
840.9933259220417750.01334815591645000.00667407795822502
850.9914255843432320.01714883131353690.00857441565676847
860.9948703755188820.01025924896223580.00512962448111789
870.993018938022790.01396212395442110.00698106197721055
880.9967868761003820.006426247799236370.00321312389961819
890.9963754773614720.007249045277055430.00362452263852772
900.995376381020420.009247237959157860.00462361897957893
910.9937424339516550.01251513209669020.00625756604834508
920.9961200102397230.007759979520553160.00387998976027658
930.995293580438050.009412839123902640.00470641956195132
940.9944862877970780.01102742440584400.00551371220292198
950.994102965765670.01179406846865970.00589703423432983
960.9923674283481860.01526514330362740.00763257165181369
970.9934006227634080.01319875447318330.00659937723659165
980.9917749203595890.01645015928082160.00822507964041082
990.989027569114610.02194486177078150.0109724308853907
1000.98634436050740.02731127898519840.0136556394925992
1010.9890796445574930.02184071088501450.0109203554425072
1020.988050850058130.02389829988373870.0119491499418694
1030.9845631232457920.03087375350841590.0154368767542080
1040.9829051660127480.03418966797450340.0170948339872517
1050.9944455094897330.01110898102053470.00555449051026736
1060.993723178209840.01255364358031830.00627682179015915
1070.9912654227447440.01746915451051180.0087345772552559
1080.988246372239390.02350725552121960.0117536277606098
1090.9894139433418850.02117211331622920.0105860566581146
1100.990865121378140.01826975724372210.00913487862186106
1110.9890050695458280.02198986090834410.0109949304541721
1120.985051717409920.02989656518015840.0149482825900792
1130.9798696205286620.04026075894267510.0201303794713375
1140.981305746108230.03738850778353880.0186942538917694
1150.9812145637441040.03757087251179160.0187854362558958
1160.989104710543480.02179057891303890.0108952894565194
1170.9924981558433490.01500368831330250.00750184415665126
1180.9908077448497140.01838451030057270.00919225515028634
1190.9976444863598440.004711027280311820.00235551364015591
1200.9966494417671960.006701116465607130.00335055823280356
1210.9955071549400870.008985690119825070.00449284505991253
1220.993945671845680.01210865630864040.00605432815432018
1230.9927710325482350.01445793490353000.00722896745176501
1240.990126738860970.01974652227805820.0098732611390291
1250.9869431026202150.02611379475957070.0130568973797854
1260.98989508081680.02020983836639870.0101049191831993
1270.9937900620505420.01241987589891600.00620993794945802
1280.9992684640227580.001463071954483240.000731535977241618
1290.9996382527493880.0007234945012246540.000361747250612327
1300.9995328192553450.0009343614893092480.000467180744654624
1310.999323176376330.001353647247337790.000676823623668896
1320.998910651746340.002178696507321690.00108934825366084
1330.9983242829969340.003351434006131450.00167571700306573
1340.9988108505381470.002378298923705350.00118914946185267
1350.9981330765327480.00373384693450340.0018669234672517
1360.9977032221621970.004593555675605540.00229677783780277
1370.9963996511423260.007200697715347220.00360034885767361
1380.9950807480887380.009838503822524620.00491925191126231
1390.9954273539756710.009145292048657340.00457264602432867
1400.994639726173890.01072054765221780.00536027382610891
1410.99199433414740.01601133170519970.00800566585259983
1420.991150431206840.01769913758631850.00884956879315926
1430.991268340550110.0174633188997810.0087316594498905
1440.9875382763183240.02492344736335170.0124617236816758
1450.9851346396522060.02973072069558820.0148653603477941
1460.9781627644157360.04367447116852780.0218372355842639
1470.990834749581750.01833050083650030.00916525041825016
1480.9858162179653030.02836756406939330.0141837820346967
1490.9843032058840680.03139358823186510.0156967941159326
1500.9982785513035540.003442897392892090.00172144869644605
1510.9970684058115040.005863188376991550.00293159418849577
1520.9981092763578130.003781447284373390.00189072364218669
1530.9968034485494280.006393102901144310.00319655145057216
1540.9952663686729860.009467262654027070.00473363132701353
1550.9955492616512730.008901476697454140.00445073834872707
1560.9918215639787250.01635687204255080.00817843602127538
1570.9852645985170040.02947080296599170.0147354014829959
1580.9752156235517640.04956875289647230.0247843764482361
1590.9566488579750490.08670228404990310.0433511420249516
1600.9800517422216550.039896515556690.019948257778345
1610.9755125167426590.04897496651468260.0244874832573413
1620.9528972593108710.09420548137825820.0471027406891291
1630.9350419532825260.1299160934349490.0649580467174743
1640.9595678882478080.08086422350438410.0404321117521921
1650.9137467658777670.1725064682444660.0862532341222332
1660.8268312710697080.3463374578605850.173168728930292
1670.7572851461861850.4854297076276290.242714853813815


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level270.183673469387755NOK
5% type I error level920.625850340136054NOK
10% type I error level1010.687074829931973NOK