Multiple Linear Regression - Estimated Regression Equation
WMan>25[t] = + 6.59619621729017 -0.1480526479753Infl[t] -0.202067711946028M1[t] -0.297369689987745M2[t] -0.286749562110452M3[t] -0.042778910868714M4[t] + 0.324880164049072M5[t] + 0.460695027128835M6[t] + 0.460198313884645M7[t] + 0.313052124004902M8[t] + 0.177750145963182M9[t] -0.0205128850380429M10[t] + 0.110107242839249M11[t] -0.0106201278772925t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)6.596196217290170.23613627.933800
Infl-0.14805264797530.039238-3.77320.000460.00023
M1-0.2020677119460280.271928-0.74310.4612040.230602
M2-0.2973696899877450.271368-1.09580.2788620.139431
M3-0.2867495621104520.270993-1.05810.2955150.147757
M4-0.0427789108687140.27011-0.15840.8748540.437427
M50.3248801640490720.2697641.20430.2346290.117315
M60.4606950271288350.2692961.71070.0938670.046933
M70.4601983138846450.2691971.70950.0940930.047046
M80.3130521240049020.2688021.16460.2501780.125089
M90.1777501459631820.268610.66170.5114390.25572
M10-0.02051288503804290.268449-0.07640.9394220.469711
M110.1101072428392490.2683890.41030.6835250.341763
t-0.01062012787729250.003229-3.28880.0019340.000967


Multiple Linear Regression - Regression Statistics
Multiple R0.714346509058098
R-squared0.510290935003491
Adjusted R-squared0.371894894895783
F-TEST (value)3.68717872712506
F-TEST (DF numerator)13
F-TEST (DF denominator)46
p-value0.000506791225271641
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.424236906606732
Sum Squared Residuals8.27893983465347


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
16.36.087403081516260.212596918483744
26.26.01109150519230.188908494807704
36.15.877844122014530.222155877985473
46.36.170415704569090.129584295430907
56.56.58667571079971-0.086675710799707
66.66.69706518120465-0.0970651812046475
76.56.64153254569058-0.141532545690575
86.26.40973990394589-0.209739903945889
96.26.323038857217-0.123038857216996
105.96.12896096313601-0.228960963136009
116.16.18973990394589-0.0897399039458891
126.16.069012533229350.0309874667706529
136.15.826714163810970.273285836189033
146.15.705986793094430.394013206905573
156.15.824428911474670.275571088525333
166.46.042974170041580.357025829958418
176.76.325986793094430.374013206905574
186.96.45118152829690.448818471703104
1976.440064687175410.559935312824586
2076.371129958203560.628870041796442
216.86.165986793094430.634013206905573
226.45.927493104620850.472506895379152
235.96.09190889901344-0.191908899013438
245.55.98598679309443-0.485986793094426
255.55.78810421806864-0.288104218068636
265.65.74140317133975-0.141403171339746
275.85.77101370093480.0289862990651938
285.95.95994842990666-0.0599484299066617
296.16.30218211214963-0.202182112149626
306.16.48659790654222-0.386597906542216
3166.4606758006232-0.460675800623204
3266.30290948286617-0.302909482866168
335.96.15698737694716-0.256987376947156
345.56.02213054205629-0.522130542056288
355.66.14213054205629-0.542130542056288
365.46.02140317133975-0.621403171339746
375.25.82352059631396-0.623520596313956
385.25.68798796079989-0.487987960799885
395.25.56954584241965-0.369545842419645
405.55.69925951220138-0.199259512201382
415.86.02668792964682-0.226687929646815
425.86.09266160565917-0.292661605659166
435.56.06673949974015-0.566739499740154
445.35.79053106360288-0.490531063602878
455.15.68902475207646-0.589024752076456
465.25.33208894522264-0.132088945222638
475.85.348452091639930.451547908360072
485.85.212919456125860.587080543874144
495.55.074257940290190.425742059709814
5054.953530569573640.0464694304263549
514.95.05716742315636-0.157167423156355
525.35.52740218328128-0.227402183281281
536.15.958467454309420.141532545690575
546.56.172493778297080.327506221702925
556.86.190987466770650.609012533229347
566.66.22568959138150.374310408618493
576.46.064962220664960.335037779335035
586.45.989326444964220.410673555035783
596.66.227768563344460.372231436655543
606.76.210678046210630.489321953789375


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.02282373858911840.04564747717823680.977176261410882
180.01708702242546270.03417404485092540.982912977574537
190.02637431782676070.05274863565352130.97362568217324
200.0509101102645360.1018202205290720.949089889735464
210.06809211845205170.1361842369041030.931907881547948
220.08809842621431420.1761968524286280.911901573785686
230.1284962830921880.2569925661843750.871503716907812
240.2745346803927680.5490693607855350.725465319607232
250.4453232167243250.890646433448650.554676783275675
260.456598198565320.913196397130640.54340180143468
270.493879952947830.987759905895660.50612004705217
280.5584831913780760.8830336172438490.441516808621924
290.5543322919225160.8913354161549670.445667708077484
300.5035710433742520.9928579132514960.496428956625748
310.4499633120954540.8999266241909080.550036687904546
320.4437584645269930.8875169290539860.556241535473007
330.551453535211460.897092929577080.44854646478854
340.4810078510651490.9620157021302970.518992148934851
350.3949981336226090.7899962672452180.605001866377391
360.3336887483819360.6673774967638710.666311251618064
370.2960740914950320.5921481829900630.703925908504968
380.2146232834525520.4292465669051050.785376716547448
390.228983597637090.457967195274180.77101640236291
400.5084497669397610.9831004661204780.491550233060239
410.7872277275421070.4255445449157870.212772272457893
420.986091182244820.02781763551035860.0139088177551793
430.9807423588543640.03851528229127120.0192576411456356


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level40.148148148148148NOK
10% type I error level50.185185185185185NOK