Multiple Linear Regression - Estimated Regression Equation
PS[t] = + 22.1825037707391 + 1.49646268763916M1[t] -0.494038641097464M2[t] + 1.37260288730877M3[t] + 0.462472168354522M4[t] -0.220336852689793M5[t] + 0.404546433958199M6[t] + 1.3371220282985M7[t] + 1.96200531494649M8[t] + 1.66381167851756M9[t] + 1.1348488113194M10[t] -0.471037132801838M11[t] -0.00949867126337714t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)22.18250377073911.33812416.577300
M11.496462687639161.6464640.90890.3649040.182452
M2-0.4940386410974641.646315-0.30010.7645370.382269
M31.372602887308771.6461980.83380.4057550.202877
M40.4624721683545221.6772970.27570.7831490.391575
M5-0.2203368526897931.677053-0.13140.8956530.447826
M60.4045464339581991.6768410.24130.8096960.404848
M71.33712202829851.6766620.79750.4264610.213231
M81.962005314946491.6765151.17030.2437920.121896
M91.663811678517561.6764010.99250.32260.1613
M101.13484881131941.6763190.6770.4994850.249742
M11-0.4710371328018381.676271-0.2810.7791060.389553
t-0.009498671263377140.007393-1.28480.2008940.100447


Multiple Linear Regression - Regression Statistics
Multiple R0.225715608925364
R-squared0.050947536112548
Adjusted R-squared-0.0270567759877907
F-TEST (value)0.653137432287245
F-TEST (DF numerator)12
F-TEST (DF denominator)146
p-value0.793449743611323
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation4.27362654504094
Sum Squared Residuals2666.52704158586


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12423.66946778711490.33053221288513
22521.66946778711483.33053221288515
33023.52661064425776.4733893557423
41922.6069812540401-3.60698125404008
52221.91467356173240.0853264382676138
62222.530058177117-0.530058177116999
72523.45313510019391.54686489980608
82324.0685197155785-1.06851971557854
91723.7608274078862-6.76082740788623
102123.2223658694247-2.22236586942469
111921.6069812540401-2.60698125404008
121922.0685197155785-3.06851971557854
131523.5554837319543-8.55548373195432
141621.5554837319543-5.55548373195432
152323.4126265890972-0.412626589097177
162722.49299719887964.50700280112045
172221.80068950657190.199310493428141
181422.4160741219565-8.41607412195648
192223.3391510450334-1.33915104503340
202323.954535660418-0.954535660418013
212323.6468433527257-0.646843352725706
222123.1083818142642-2.10838181426417
231921.4929971988796-2.49299719887955
241821.954535660418-3.95453566041801
252023.4414996767938-3.44149967679379
262321.44149967679381.55850032320621
272523.29864253393671.70135746606335
281922.3790131437190-3.37901314371903
292421.68670545141132.31329454858867
302222.3020900667959-0.302090066795949
312523.22516698987291.77483301012713
322623.84055160525752.15944839474251
332923.53285929756525.46714070243482
343222.99439775910369.00560224089636
352521.37901314371903.62098685628097
362921.84055160525757.15944839474251
372823.32751562163334.67248437836674
381721.3275156216333-4.32751562163327
392823.18465847877614.81534152122387
402922.26502908855856.7349709114415
412621.57272139625084.42727860374919
422522.18810601163542.81189398836458
431423.1111829347123-9.11118293471235
442523.72656755009701.27343244990304
452623.41887524240472.58112475759535
462022.8804137039431-2.88041370394312
471821.2650290885585-3.2650290885585
483221.726567550097010.2734324499030
492523.21353156647271.78646843352726
502521.21353156647273.78646843352726
512323.0706744236156-0.0706744236156003
522122.1510450333980-1.15104503339797
532021.4587373410903-1.45873734109028
541522.0741219564749-7.0741219564749
553022.99719887955187.00280112044818
562423.61258349493640.387416505063564
572623.30489118724412.69510881275587
582422.76642964878261.23357035121741
592221.15104503339800.848954966602025
601421.6125834949364-7.61258349493644
612423.09954751131220.900452488687784
622421.09954751131222.90045248868778
632422.95669036845511.04330963154493
642422.03706097823741.96293902176255
651921.3447532859298-2.34475328592976
663121.96013790131449.03986209868563
672222.8832148243913-0.883214824391294
682723.49859943977593.50140056022409
691923.1909071320836-4.19090713208361
702522.65244559362212.34755440637794
712021.0370609782374-1.03706097823745
722121.4985994397759-0.49859943977591
732722.98556345615174.01443654384831
742320.98556345615172.01443654384831
752522.84270631329452.15729368670545
762021.9230769230769-1.92307692307692
772121.2307692307692-0.230769230769231
782221.84615384615380.153846153846154
792322.76923076923080.230769230769231
802523.38461538461541.61538461538462
812523.07692307692311.92307692307692
821722.5384615384615-5.53846153846154
831920.9230769230769-1.92307692307692
842521.38461538461543.61538461538462
851922.8715794009912-3.87157940099116
862020.8715794009912-0.871579400991166
872622.72872225813403.27127774186598
882321.80909286791641.19090713208360
892721.11678517560875.8832148243913
901721.7321697909933-4.73216979099332
911722.6552467140702-5.65524671407025
921923.2706313294549-4.27063132945486
931722.9629390217626-5.96293902176255
942222.424477483301-0.424477483301013
952120.80909286791640.190907132083602
963221.270631329454910.7293686705451
972122.7575953458306-1.75759534583064
982120.75759534583060.242404654169360
991822.6147382029735-4.6147382029735
1001821.6951088127559-3.69510881275587
1012321.00280112044821.99719887955182
1021921.6181857358328-2.61818573583280
1032022.5412626589097-2.54126265890972
1042123.1566472742943-2.15664727429433
1052022.8489549666020-2.84895496660203
1061722.3104934281405-5.31049342814049
1071820.6951088127559-2.69510881275587
1081921.1566472742943-2.15664727429433
1092222.6436112906701-0.643611290670113
1101520.6436112906701-5.64361129067011
1111422.5007541478130-8.50075414781297
1121821.5811247575953-3.58112475759535
1132420.88881706528773.11118293471235
1143521.504201680672313.4957983193277
1152922.42727860374926.5727213962508
1162123.0426632191338-2.04266321913381
1172522.73497091144152.2650290885585
1182022.1965093729800-2.19650937297996
1192220.58112475759531.41887524240465
1201321.0426632191338-8.0426632191338
1212622.52962723550963.47037276449041
1221720.5296272355096-3.52962723550959
1232522.38677009265242.61322990734755
1242021.4671407024348-1.46714070243482
1251920.7748330101271-1.77483301012713
1262121.3902176255117-0.390217625511743
1272222.3132945485887-0.313294548588666
1282422.92867916397331.07132083602672
1292122.6209868562810-1.62098685628097
1302622.08252531781943.91747468218057
1312420.46714070243483.53285929756518
1321620.9286791639733-4.92867916397328
1332322.41564318034910.584356819650939
1341820.4156431803491-2.41564318034906
1351622.2727860374919-6.27278603749192
1362621.35315664727434.6468433527257
1371920.6608489549666-1.66084895496660
1382121.2762335703512-0.276233570351217
1392122.1993104934281-1.19931049342814
1402222.8146951088128-0.814695108812756
1412322.50700280112040.492997198879551
1422921.96854126265897.03145873734109
1432120.35315664727430.646843352725705
1442120.81469510881280.185304891187244
1452322.30165912518850.698340874811464
1462720.30165912518856.69834087481146
1472522.15880198233142.84119801766861
1482121.2391725921138-0.239172592113768
1491020.5468648998061-10.5468648998061
1502021.1622495151907-1.16224951519069
1512622.08532643826763.91467356173239
1522422.70071105365221.29928894634777
1532922.39301874595996.60698125404008
1541921.8545572074984-2.85455720749838
1552420.23917259211383.76082740788623
1561920.7007110536522-1.70071105365223
1572422.1876750700281.81232492997199
1582220.1876750700281.81232492997199
1591722.0448179271709-5.04481792717087


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.8575615278707730.2848769442584530.142438472129227
170.7849202663990440.4301594672019110.215079733600956
180.7358669489830790.5282661020338420.264133051016921
190.6277461003307460.7445077993385080.372253899669254
200.5531538287522550.893692342495490.446846171247745
210.6513110857417640.6973778285164720.348688914258236
220.5688122390205490.8623755219589020.431187760979451
230.4863409750209410.9726819500418830.513659024979059
240.4051739165642930.8103478331285860.594826083435707
250.3570575565232150.714115113046430.642942443476785
260.3305471831773840.6610943663547690.669452816822616
270.2572417109537650.514483421907530.742758289046235
280.2135991699788480.4271983399576960.786400830021152
290.1850403522685150.370080704537030.814959647731485
300.1861452479722730.3722904959445470.813854752027727
310.1470600464760780.2941200929521560.852939953523922
320.1251181559141850.2502363118283690.874881844085815
330.2212021389551830.4424042779103670.778797861044817
340.4036511860359530.8073023720719060.596348813964047
350.3866078738414840.7732157476829690.613392126158516
360.4956001678671390.9912003357342780.504399832132861
370.4968932531510230.9937865063020470.503106746848977
380.5589155120800480.8821689758399030.441084487919952
390.5149857526158920.9700284947682150.485014247384108
400.5231530486206030.9536939027587940.476846951379397
410.4777418769077370.9554837538154740.522258123092263
420.4333847290750870.8667694581501740.566615270924913
430.7229086658684710.5541826682630580.277091334131529
440.675361071826860.6492778563462810.324638928173140
450.6265930448430340.7468139103139330.373406955156966
460.6492576281925670.7014847436148660.350742371807433
470.6419142400908210.7161715198183580.358085759909179
480.7643672002118260.4712655995763470.235632799788174
490.7213071467331760.5573857065336480.278692853266824
500.6891225121867450.621754975626510.310877487813255
510.6940523765697560.6118952468604870.305947623430244
520.6768800619457910.6462398761084180.323119938054209
530.668691701989450.66261659602110.33130829801055
540.7457025422253650.5085949155492710.254297457774635
550.7905775916915470.4188448166169070.209422408308453
560.755062519720960.4898749605580810.244937480279040
570.7203034637822550.559393072435490.279696536217745
580.6788824595205660.6422350809588670.321117540479434
590.6314745022884480.7370509954231040.368525497711552
600.786527858995840.4269442820083190.213472141004160
610.7476569624307180.5046860751385650.252343037569282
620.7155242982626290.5689514034747430.284475701737371
630.689103749249230.621792501501540.31089625075077
640.6502604762120350.699479047575930.349739523787965
650.6347736610223670.7304526779552660.365226338977633
660.7669332743100820.4661334513798350.233066725689918
670.7338494910860040.5323010178279920.266150508913996
680.7131261553649340.5737476892701330.286873844635066
690.7252770668288420.5494458663423160.274722933171158
700.6942731987856190.6114536024287610.305726801214381
710.6539383367641230.6921233264717540.346061663235877
720.6138053519188120.7723892961623760.386194648081188
730.5984420473375420.8031159053249170.401557952662458
740.5613731382451970.8772537235096060.438626861754803
750.546373049165990.907253901668020.45362695083401
760.5191158052323210.9617683895353590.480884194767679
770.4767749452828250.953549890565650.523225054717175
780.4282642338398880.8565284676797750.571735766160112
790.3825558930736890.7651117861473780.617444106926311
800.3511928508763670.7023857017527350.648807149123633
810.3175681053302530.6351362106605050.682431894669747
820.3523005202830080.7046010405660160.647699479716992
830.3160831249694430.6321662499388860.683916875030557
840.3095111192191980.6190222384383950.690488880780802
850.3016905221086980.6033810442173960.698309477891302
860.2654997833421940.5309995666843880.734500216657806
870.2822097503778150.564419500755630.717790249622185
880.2524610326660940.5049220653321890.747538967333906
890.3155716614957040.6311433229914080.684428338504296
900.3227082265957790.6454164531915590.67729177340422
910.3507359375772110.7014718751544220.649264062422789
920.3441410687746350.6882821375492710.655858931225365
930.3784553678323850.756910735664770.621544632167615
940.3322657184865390.6645314369730780.667734281513461
950.2884781421329230.5769562842658460.711521857867077
960.6516606303526250.6966787392947510.348339369647375
970.6084002866752390.7831994266495230.391599713324761
980.569661347505610.860677304988780.43033865249439
990.5676711881836790.8646576236326420.432328811816321
1000.539963465973970.920073068052060.46003653402603
1010.5506915011972170.8986169976055670.449308498802783
1020.5247884091327540.9504231817344920.475211590867246
1030.4926503940524510.9853007881049020.507349605947549
1040.446138121686720.892276243373440.55386187831328
1050.4175507604400480.8351015208800970.582449239559952
1060.4404594242103820.8809188484207650.559540575789618
1070.4205047334674270.8410094669348540.579495266532573
1080.3878113396619950.7756226793239910.612188660338004
1090.3407865565530870.6815731131061740.659213443446913
1100.3683623603894850.736724720778970.631637639610515
1110.4698825703293890.9397651406587770.530117429670611
1120.4628430093472710.9256860186945420.537156990652729
1130.510450388033780.979099223932440.48954961196622
1140.9099941771458150.180011645708370.090005822854185
1150.9386955254602020.1226089490795970.0613044745397984
1160.920711869601970.1585762607960610.0792881303980306
1170.900195169126820.1996096617463590.0998048308731796
1180.8901395963819390.2197208072361230.109860403618061
1190.8596752385453570.2806495229092860.140324761454643
1200.8885992430814350.2228015138371300.111400756918565
1210.8711334483047730.2577331033904530.128866551695227
1220.8778460576683340.2443078846633320.122153942331666
1230.891024982603710.2179500347925790.108975017396289
1240.8706162114556580.2587675770886840.129383788544342
1250.8669172314612370.2661655370775260.133082768538763
1260.8258560821865130.3482878356269750.174143917813487
1270.7770100858815790.4459798282368420.222989914118421
1280.7234910298940360.5530179402119280.276508970105964
1290.7092003927836680.5815992144326640.290799607216332
1300.6615501171072760.6768997657854480.338449882892724
1310.6043377396922480.7913245206155040.395662260307752
1320.5723128876439710.8553742247120580.427687112356029
1330.4902230624648670.9804461249297330.509776937535134
1340.5498403828694460.9003192342611080.450159617130554
1350.6305121952581640.7389756094836710.369487804741836
1360.5730361559086660.8539276881826670.426963844091334
1370.6336485394538040.7327029210923920.366351460546196
1380.530058502777250.93988299444550.46994149722275
1390.5335985934006180.9328028131987650.466401406599383
1400.4606871745116080.9213743490232160.539312825488392
1410.6095059884265150.7809880231469690.390494011573485
1420.7071289753411590.5857420493176820.292871024658841
1430.7435408673518220.5129182652963550.256459132648178


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