Multiple Linear Regression - Estimated Regression Equation
6[t] = + 10.3271474937312 + 0.0662573788002266`1`[t] -0.218600270105326`2`[t] -0.02568650752985`3`[t] + 0.489414079564887`4`[t] + 0.186874711743136`5`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)10.32714749373122.1906564.71425e-063e-06
`1`0.06625737880022660.1027540.64480.5199920.259996
`2`-0.2186002701053260.087003-2.51260.0130020.006501
`3`-0.025686507529850.066965-0.38360.701810.350905
`4`0.4894140795648870.091655.3400
`5`0.1868747117431360.0756812.46920.0146180.007309


Multiple Linear Regression - Regression Statistics
Multiple R0.467778313071224
R-squared0.21881655017976
Adjusted R-squared0.193778619095778
F-TEST (value)8.73940220722738
F-TEST (DF numerator)5
F-TEST (DF denominator)156
p-value2.50495662768024e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.26799013052815
Sum Squared Residuals1666.04248094378


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12321.35321094182411.6467890581759
22022.6922011442933-2.69220114429332
32021.1011299852009-1.10112998520093
42121.0813317841148-0.0813317841148377
52423.43263083223170.56736916776832
62224.9144041853069-2.91440418530693
72325.4188450927633-2.41884509276329
82025.9733002420762-5.97330024207617
92522.22138338750572.77861661249429
102322.54786304160190.452136958398129
112723.4610584291713.538941570829
122723.46993007522683.53006992477317
132224.2150491868042-2.21504918680417
142423.09904317958260.900956820417402
152523.81663974182331.18336025817668
162222.7138143387721-0.713814338772141
172825.06569425742912.93430574257088
182823.78319429535334.21680570464668
192722.97880460420584.02119539579424
202525.0911790622335-0.0911790622334552
211619.44865073865-3.44865073865005
222824.18243574528143.81756425471857
232121.9483563053287-0.948356305328654
242424.9000026140132-0.900002614013245
252725.13345200781131.86654799218872
261422.0420217650292-8.04202176502921
271422.0420217650292-8.04202176502921
282720.77348200758116.2265179924189
292016.76250990352863.23749009647141
302123.3564207408368-2.35642074083684
312222.7903522293961-0.790352229396114
322122.3756268439258-1.37562684392575
331220.5644639500463-8.56446395004628
342020.3251683012412-0.325168301241242
352422.74881152540961.25118847459044
361922.4535268908098-3.45352689080984
372824.64516314173323.35483685826683
382323.2390272897502-0.239027289750245
392724.38115651309662.61884348690339
402222.9573899005344-0.957389900534429
412723.63021258247923.36978741752079
422622.40308950532963.5969104946704
432221.6721297375390.327870262460986
442121.6947993733673-0.694799373367323
451920.4786591170142-1.47865911701418
462421.61865276937622.38134723062382
471921.6087474156476-2.60874741564759
482622.82672047919383.17327952080618
492222.9522128099636-0.952212809963556
502822.1444992344945.85550076550596
512121.1557357890171-0.155735789017119
522322.50771869701210.49228130298786
532824.09591479919573.90408520080427
541022.9723167259603-12.9723167259603
552422.36159191137991.63840808862006
562121.5823885317636-0.582388531763583
572122.6227109767366-1.6227109767366
582422.79585287137361.20414712862637
592421.51096255904412.48903744095589
602516.81379672020358.18620327979646
612519.80887474273795.19112525726213
622321.39486287963321.60513712036678
632120.39937910006960.60062089993037
641622.2187752059888-6.2187752059888
651719.9897870684707-2.9897870684707
662524.50789018835640.492109811643556
672422.28537291308491.71462708691508
682321.83268442761251.16731557238746
692523.39997855119021.6000214488098
702324.2349161600276-1.23491616002755
712823.6755166140884.32448338591199
722622.55235035226683.44764964773321
732221.05978376230240.940216237697612
741923.4879998688578-4.48799986885783
752623.19990943119582.80009056880422
761820.4507472179486-2.45074721794862
771819.5875837148975-1.58758371489746
782523.70812153626351.29187846373653
792724.7749799199612.22502008003896
801221.8456629188089-9.84566291880887
811523.7105575374249-8.71055753742487
822122.0034202537067-1.00342025370673
832320.96741334929172.03258665070833
842223.3186472247421-1.31864722474213
852121.7100750237407-0.710075023740679
862422.03097377156641.96902622843362
872723.97034478938853.02965521061147
882221.58412985583830.415870144161682
892822.83422468425595.16577531574406
902620.92982941710435.07017058289573
911017.2549020152763-7.25490201527629
921921.491329316676-2.49132931667603
932224.4867512669772-2.48675126697718
942123.8904790047231-2.89047900472313
952423.40168062549770.598319374502351
962523.22670333841211.77329666158794
972122.1877309308809-1.18773093088094
982021.1516624759661-1.15166247596609
992122.9610880554903-1.9610880554903
1002422.33459951335621.66540048664383
1012324.2010530937771-1.20105309377709
1021819.7954729367789-1.79547293677893
1032421.94082747507722.05917252492277
1042422.98930504280391.01069495719607
1051921.7673064126256-2.76730641262558
1062020.6937281050899-0.693728105089885
1071821.8637889782061-3.86378897820607
1082022.707094414934-2.70709441493402
1092724.66803978771632.33196021228374
1102321.46950020514231.53049979485774
1112626.4599817288832-0.459981728883207
1122323.5737450530668-0.573745053066808
1131720.0196509012367-3.01965090123668
1142120.3653126458310.634687354169027
1152524.84923318047470.150766819525253
1162320.73478176880712.2652182311929
1172722.90473603041874.09526396958133
1182423.73620030825530.263799691744725
1192019.84594916177790.154050838222103
1202720.61413810271666.38586189728345
1212121.1440931209333-0.144093120933261
1222421.34797717523842.65202282476156
1232123.7856375181522-2.78563751815222
1241517.2324183638844-2.23241836388437
1252524.76645412604440.233545873955635
1262523.13090205608591.8690979439141
1272222.5059389209716-0.50593892097156
1282424.4295761438585-0.42957614385847
1292120.47232157290870.527678427091288
1302221.26494377448290.735056225517076
1312320.000589212262.99941078773998
1322221.99967473988480.000325260115166356
1332021.7718272780756-1.77182727807564
1342322.79793411349570.202065886504298
1352522.4910545572312.50894544276897
1362321.47238416895121.52761583104877
1372224.1332439748094-2.13324397480944
1382522.3251153788792.67488462112103
1392623.88808674026122.11191325973883
1402222.5199738535174-0.519973853517375
1412422.20910189785281.79089810214716
1422424.3354295769737-0.335429576973748
1432522.87274680858262.12725319141738
1442021.4436544565722-1.4436544565722
1452623.34234696877232.65765303122771
1462120.34183772575590.658162274244056
1472623.03619074719872.96380925280129
1482122.0144257854842-1.01442578548424
1492221.75759064280430.242409357195697
1501621.3887938961823-5.38879389618233
1512621.57463849972364.42536150027638
1522824.07523723429643.92476276570363
1531823.5135056993805-5.51350569938054
1542525.6125431138671-0.612543113867108
1552324.3250976965645-1.32509769656451
1562121.085414004066-0.0854140040660412
1572024.093289214127-4.09328921412702
1582521.82316184116953.17683815883051
1592224.4867512669772-2.48675126697718
1602121.848874681847-0.848874681846981
1611619.2690999425148-3.26909994251478
1621820.0590965590203-2.05909655902028


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.1512728265240460.3025456530480910.848727173475954
100.06559058997379490.131181179947590.934409410026205
110.3280011348004910.6560022696009820.671998865199509
120.2812573885356770.5625147770713540.718742611464323
130.1900338174761570.3800676349523140.809966182523843
140.154287679363510.308575358727020.84571232063649
150.09656757911475710.1931351582295140.903432420885243
160.05940771606279750.1188154321255950.940592283937203
170.1778537300940630.3557074601881260.822146269905937
180.2218863411549060.4437726823098130.778113658845094
190.1739881098800380.3479762197600760.826011890119962
200.1539587288023860.3079174576047710.846041271197614
210.294774529371680.5895490587433590.705225470628321
220.3568832685916520.7137665371833050.643116731408348
230.289161572332170.5783231446643410.71083842766783
240.2320354230464420.4640708460928840.767964576953558
250.1913569952234240.3827139904468470.808643004776576
260.5277715534592410.9444568930815180.472228446540759
270.7295903291008310.5408193417983390.270409670899169
280.8647279142025130.2705441715949730.135272085797487
290.8868264173994750.226347165201050.113173582600525
300.8646525282658490.2706949434683020.135347471734151
310.8291466058308880.3417067883382250.170853394169112
320.792305650039850.4153886999203010.20769434996015
330.9123303451865570.1753393096268850.0876696548134427
340.8878813575847240.2242372848305510.112118642415276
350.8645938500742880.2708122998514230.135406149925712
360.8563258513379720.2873482973240560.143674148662028
370.8534819904843560.2930360190312880.146518009515644
380.8193603895450310.3612792209099380.180639610454969
390.8365210101504720.3269579796990560.163478989849528
400.8023331546339210.3953336907321580.197666845366079
410.804071000199590.391857999600820.19592899980041
420.8065507869698220.3868984260603570.193449213030178
430.7696283317811090.4607433364377820.230371668218891
440.7282639538531190.5434720922937630.271736046146881
450.690045582827170.619908834345660.30995441717283
460.6654017304179860.6691965391640290.334598269582014
470.6556508798501890.6886982402996230.344349120149812
480.6464148997075620.7071702005848750.353585100292438
490.5994225629322140.8011548741355730.400577437067786
500.6896312816985520.6207374366028960.310368718301448
510.6455416790799310.7089166418401380.354458320920069
520.6006008389345850.7987983221308310.399399161065415
530.6193309217061980.7613381565876040.380669078293802
540.9798278440362060.04034431192758840.0201721559637942
550.9756321407828220.04873571843435620.0243678592171781
560.9684331375107270.06313372497854580.0315668624892729
570.9610680895714670.07786382085706590.038931910428533
580.9516005412960860.09679891740782740.0483994587039137
590.9461900220896160.1076199558207690.0538099779103844
600.987879790468370.02424041906325990.0121202095316299
610.9935198815047320.01296023699053640.00648011849526818
620.9919336909986390.01613261800272240.00806630900136119
630.9890283090702550.02194338185949020.0109716909297451
640.9953438703842760.009312259231448960.00465612961572448
650.9951538070481540.009692385903692920.00484619295184646
660.9932744777492950.01345104450140940.00672552225070471
670.9916825617605510.01663487647889770.00831743823944883
680.9891518521903880.02169629561922480.0108481478096124
690.9864036834520310.02719263309593710.0135963165479686
700.982554725018170.03489054996365930.0174452749818296
710.9853257181844810.0293485636310380.014674281815519
720.9855355791834330.02892884163313390.0144644208165669
730.9814370908045210.03712581839095840.0185629091954792
740.9865375478112760.02692490437744790.0134624521887239
750.98515265378860.02969469242280040.0148473462114002
760.983048668132460.03390266373507930.0169513318675397
770.9787699374199340.04246012516013210.0212300625800661
780.973021220388580.05395755922283920.0269787796114196
790.9682181286806070.0635637426387870.0317818713193935
800.9974525034623530.005094993075294740.00254749653764737
810.999799077909440.0004018441811191620.000200922090559581
820.9997081675448950.000583664910210180.00029183245510509
830.9996510127639570.0006979744720870760.000348987236043538
840.9995206991177880.0009586017644238380.000479300882211919
850.9993052817855260.001389436428948210.000694718214474105
860.9991760148688010.001647970262398110.000823985131199056
870.9991477700729490.00170445985410260.000852229927051298
880.9987575834895870.002484833020825290.00124241651041264
890.9992130887978990.001573822404201120.000786911202100561
900.999644804868450.0007103902631000120.000355195131550006
910.9999495907558650.0001008184882694435.04092441347213e-05
920.9999368479151670.0001263041696665616.31520848332804e-05
930.9999233929613870.000153214077225067.66070386125301e-05
940.9999199947750640.0001600104498726738.00052249363364e-05
950.9998726814587610.0002546370824787110.000127318541239356
960.9998179636520570.0003640726958869280.000182036347943464
970.9997214933918030.000557013216394860.00027850660819743
980.9995919873050550.0008160253898889040.000408012694944452
990.9994852462129670.001029507574065490.000514753787032746
1000.9993228743418260.001354251316348160.000677125658174079
1010.999037516346270.001924967307460080.000962483653730038
1020.9987817800702240.002436439859551530.00121821992977576
1030.9986363840587150.002727231882570230.00136361594128512
1040.9980299833829250.003940033234150080.00197001661707504
1050.997993190090270.004013619819459560.00200680990972978
1060.997117316051190.005765367897619070.00288268394880954
1070.9979275261790550.004144947641889360.00207247382094468
1080.9976071751578470.004785649684306460.00239282484215323
1090.9975023480229360.004995303954127130.00249765197706356
1100.9965834326062270.006833134787546130.00341656739377306
1110.9951076893389930.009784621322014670.00489231066100733
1120.9932172499981690.01356550000366130.00678275000183064
1130.994154143147410.01169171370518020.00584585685259011
1140.9915407346859430.01691853062811380.00845926531405691
1150.9880811176662210.02383776466755780.0119188823337789
1160.9864476650426080.02710466991478380.0135523349573919
1170.9865141706208970.02697165875820610.013485829379103
1180.9808733420929980.03825331581400310.0191266579070015
1190.9755473890155130.04890522196897380.0244526109844869
1200.9911989376408220.01760212471835530.00880106235917764
1210.9872769106607580.02544617867848510.0127230893392425
1220.9851086674524290.02978266509514110.0148913325475705
1230.9876333470429360.0247333059141280.012366652957064
1240.9851090403947030.02978191921059360.0148909596052968
1250.9807353427714870.03852931445702530.0192646572285127
1260.9777504348199340.04449913036013140.0222495651800657
1270.9681192513966140.06376149720677290.0318807486033865
1280.9550733979963480.08985320400730440.0449266020036522
1290.937910375372770.1241792492544590.0620896246272296
1300.9157889001073820.1684221997852370.0842110998926184
1310.9123190908606710.1753618182786580.087680909139329
1320.8850466515917950.2299066968164090.114953348408205
1330.8688741545757150.262251690848570.131125845424285
1340.8290048978750410.3419902042499190.170995102124959
1350.8403946013101820.3192107973796370.159605398689818
1360.8116830348011960.3766339303976080.188316965198804
1370.8101386316209750.379722736758050.189861368379025
1380.7724585739433110.4550828521133790.227541426056689
1390.7738212276750360.4523575446499280.226178772324964
1400.7189994660499420.5620010679001160.281000533950058
1410.6552824487002290.6894351025995420.344717551299771
1420.5822926395868910.8354147208262190.417707360413109
1430.5100885167832740.9798229664334520.489911483216726
1440.4736899490325170.9473798980650340.526310050967483
1450.7155107211357360.5689785577285280.284489278864264
1460.6750635167245170.6498729665509660.324936483275483
1470.6290932384959270.7418135230081470.370906761504073
1480.5333238364775420.9333523270449150.466676163522458
1490.5490006107326820.9019987785346360.450999389267318
1500.5413805754243640.9172388491512730.458619424575636
1510.5523545058874340.8952909882251330.447645494112566
1520.6484442129511940.7031115740976110.351555787048806
1530.8501740702346690.2996518595306610.149825929765331


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level340.23448275862069NOK
5% type I error level670.462068965517241NOK
10% type I error level740.510344827586207NOK