Multiple Linear Regression - Estimated Regression Equation
D[t] = -0.434016427826643 + 0.244237988900703A[t] + 0.821117675389936B[t] + 0.000133857509532733C[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-0.4340164278266433.289025-0.1320.8951980.447599
A0.2442379889007030.0359676.790700
B0.8211176753899360.1600985.12881e-060
C0.0001338575095327333.5e-053.83250.0001889.4e-05


Multiple Linear Regression - Regression Statistics
Multiple R0.763264080768363
R-squared0.582572056991174
Adjusted R-squared0.573994770490992
F-TEST (value)67.9203215351213
F-TEST (DF numerator)3
F-TEST (DF denominator)146
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation11.5246010031384
Sum Squared Residuals19391.1985291048


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
147.3855555644.94087880265382.44467675734615
224.0613888935.0156955548594-10.9543066648594
331.482536.7447781915725-5.26227819157252
442.3638888949.0901235899387-6.72623469993871
523.9461111123.63824439191840.307866718081648
610.3491666724.1264647115077-13.7772980415077
785.0152777847.498439093046737.5168386869533
89.09722222221.3067977715165-12.2095755495165
932.3616666734.8103066532472-2.44863998324723
1036.2608333328.38510628648657.8757270435135
1144.9655555647.0750615734314-2.1095060134314
1235.6316666756.4890425083127-20.8573758383128
1328.4305555635.709176704951-7.27862114495101
1453.6177777847.80813620995455.80964157004548
1539.3261111141.9568343569489-2.63072324694889
1670.4330555667.33728612038573.09576943961428
1750.3083333343.71501431299746.59331901700264
1855.1252.42086221459172.69913778540832
1931.6258333334.9418586596014-3.31602532960144
2044.4277777846.3635852551557-1.93580747515573
2146.3394444444.46320698856411.87623745143587
2279.6319444442.049438509310137.5825059306899
2325.4602777821.49433682365293.96594095634715
2430.0772222241.4895640034208-11.4123417834208
2540.6505555648.7293808055034-8.07882524550338
2640.3172222248.8438137155915-8.52659149559151
2744.9277777845.4154141671309-0.487636387130909
2844.6958333342.70756970408571.98826362591433
2929.6911111128.72528970019810.965821409801886
3052.2638888940.792925442852311.4709634471477
3152.6113888950.09484129290062.51654759709941
3235.9677777845.4819430500956-9.51416527009562
3356.67548.24226913104048.43273086895964
3417.4252777827.0456760801054-9.62039830010544
3567.6736111146.821360578558620.8522505314414
3646.4597222234.089884059416512.3698381605835
3773.4852.453859493614321.0261405063857
3833.8955555633.82907865836820.066476901631823
3922.4916.09899772907586.39100227092415
4058.2763888954.17950951770494.09687937229512
4162.2791666740.898681753937621.3804849160624
4232.2141666735.4621172406694-3.24795057066943
4338.3863888936.07315362608762.31323526391241
4422.5294444429.1780178379179-6.64857339791789
4525.8680555635.5821642811215-9.71410872112153
4684.9322222256.007091823598328.9251303964017
4721.8888888935.5946199210264-13.7057310310265
4844.1208333345.8921469916178-1.77131366161784
4961.5958333360.37395587820941.22187745179061
5036.4188888941.3189334893194-4.90004459931939
5135.7594444434.66144504583991.09799939416014
526.7188888899.50861818906974-2.78972930006974
5371.5727777887.3916534985442-15.8188757185442
5418.0636111122.8553433333041-4.79173222330414
5527.2405555629.4708512935704-2.2302957335704
5648.2186111132.109401733735616.1092093762644
5750.0116666756.9151035601266-6.90343689012664
5854.7961111160.7229559327428-5.92684482274285
5958.9055555650.14134232421548.7642132357846
6039.3283333337.56947850507711.7588548249229
6168.0852777860.62948827478117.4557895052189
6257.4663888950.93242542899916.53396346100091
6340.4711111145.023886849748-4.55277573974802
6447.3986111144.94296228640252.45564882359745
6539.4622222238.66512794884560.797094271154436
6631.8944444425.87519708475286.01924735524722
6731.5169444448.0904929563467-16.5735485163467
6840.3569444455.1303524790311-14.7734080390311
6941.9441666740.4241652516881.520001418312
7025.5033333330.8127723171256-5.30943898712562
7133.0019444435.6266422753288-2.62469783532882
7219.297525.8545899198031-6.55708991980311
7335.17538.6610219630026-3.4860219630026
7440.5337.10726432738723.42273567261284
7527.3313888934.1386107755307-6.80722188553066
7653.03540.771769064827712.2632309351723
7755.2213888940.510614057247414.7107748327526
7829.4980555659.699009361007-30.200953801007
7924.8105555632.4427122348643-7.63215667486425
8033.4338888936.9536395033961-3.51975061339613
8127.4419444426.52584383179390.916100608206074
8276.3758333350.701960719737325.6738726102628
8336.8883333335.71758978620821.17074354379179
8437.5697222243.0845008781305-5.51477865813047
8522.4869444419.82015460257282.66678983742719
8630.3436111128.40015769457951.9434534154205
8726.8427777836.1373133554772-9.29453557547721
8862.8308333356.12066703998846.71016629001156
8947.5794444443.2058125988024.37363184119803
9032.7263888952.1517760867673-19.4253871967673
9137.1002777835.52246703562531.57781074437467
9242.2758333342.23649778516780.03933554483218
9331.1122222232.068500702844-0.956278482843972
9447.1147222238.18141260498358.93330961501647
9552.0786111141.924604001556910.1540071084431
9636.2591666733.98313915217482.27602751782516
9739.5386111139.8583090285925-0.319697918592469
9852.7122222248.97003811782263.74218410217736
9956.0008333365.9958454432145-9.99501211321454
10068.56551.290254378859817.2747456211402
10143.3186111152.7143503789356-9.39573926893558
10250.7169444444.80259611027015.91434832972987
10329.5419444447.0431330813512-17.5011886413512
10412.0241666724.442817291249-12.418650621249
10535.4147222227.49114070990477.92358151009528
10635.5361111147.9335574065335-12.3974462965335
10741.3905555634.24158549492187.14897006507822
10852.1258333344.87401409619387.25181923380618
10920.5866666746.4010724846467-25.8144058146467
11026.1127777841.4081234933758-15.2953457133758
11149.062540.79126287786738.27123712213273
11239.4258333342.0455104619368-2.61967713193677
1136.3716666672.985826707704563.38583995929544
11434.9797222239.0923428828702-4.11262066287024
11517.182518.0723503788428-0.889850378842849
11625.3583333332.6159905947509-7.25765726475091
11770.8611111141.54520405081829.315907059182
1185.8483333333.58823956523512.2600937677649
11946.9702777833.572075306717213.3982024732828
1208.72611111112.6649793689703-3.93886825797026
12152.4169444445.55004021492346.86690422507663
12238.2066666746.1699054956688-7.96323882566884
12321.43538.8265979158949-17.3915979158949
12420.7130555631.4817737970531-10.7687182370531
12510.61515.6133485290474-4.99834852904742
12625.2669444432.2746233988149-7.00767895881488
12753.9511111147.1132645187716.83784659122896
12837.572545.7271542374868-8.1546542374868
12967.8533333346.954735729168420.8985976008316
13056.0411111154.08769591858071.95341519141935
13171.2227777867.62401194695393.59876583304613
13238.6511111129.99389351396368.65721759603644
13321.2416666727.8373692425149-6.59570257251495
13452.6394444476.0398614791176-23.4004170391176
13577.8705555663.542575215611614.3279803443884
13614.1663888928.2173150909727-14.0509262009727
13770.3538888956.783753035750613.5701358542494
13828.677537.3005483007451-8.62304830074515
13946.6830555637.01022920577539.67282635422469
14035.7688888938.300535320787-2.53164643078697
14121.0405555633.3307706357297-12.2902150757297
14269.2311111146.442770552794622.7883405572054
14342.3238888943.577454488787-1.25356559878698
14448.1277777837.181033996086210.9467437839138
14554.7769444449.61319366271455.16375077728553
14618.7519444445.9358842744452-27.1839398344452
14738.7247222244.5617008713448-5.83697865134477
14851.4905555654.6588868471182-3.16833128711821
1490-0.4340164278266390.434016427826639
1504.082.814587241096041.26541275890396


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.7653202264814430.4693595470371130.234679773518557
80.7451821896403170.5096356207193660.254817810359683
90.6771705051783860.6456589896432280.322829494821614
100.7957674430146190.4084651139707610.204232556985381
110.7328146959564190.5343706080871610.267185304043581
120.6871012796375380.6257974407249250.312898720362462
130.5954961754945950.809007649010810.404503824505405
140.8035753104997570.3928493790004860.196424689500243
150.7583329178770440.4833341642459120.241667082122956
160.6881173099030280.6237653801939440.311882690096972
170.6140183419525770.7719633160948460.385981658047423
180.5600585173910890.8798829652178220.439941482608911
190.509795941724850.9804081165503010.49020405827515
200.4326211430364350.865242286072870.567378856963565
210.3596689400860250.719337880172050.640331059913975
220.9223527529499010.1552944941001990.0776472470500994
230.9029123331612550.1941753336774890.0970876668387447
240.886429838394570.227140323210860.11357016160543
250.8696570443298960.2606859113402080.130342955670104
260.8645604308663180.2708791382673650.135439569133682
270.8318838710948510.3362322578102980.168116128905149
280.7946785292196960.4106429415606080.205321470780304
290.7600251518834420.4799496962331160.239974848116558
300.7832832092470340.4334335815059320.216716790752966
310.7370746478060290.5258507043879420.262925352193971
320.702892494555150.59421501088970.29710750544485
330.6803497925204210.6393004149591580.319650207479579
340.6469915403581710.7060169192836580.353008459641829
350.7179487030143820.5641025939712370.282051296985618
360.7514296840203080.4971406319593850.248570315979692
370.8241137263397750.351772547320450.175886273660225
380.786069732236450.4278605355271010.21393026776355
390.7575690004101440.4848619991797120.242430999589856
400.7175104733986520.5649790532026950.282489526601348
410.8039733783940830.3920532432118350.196026621605917
420.7664559971843250.4670880056313490.233544002815675
430.724708267495930.5505834650081410.27529173250407
440.6893066462753190.6213867074493610.310693353724681
450.6804232164021520.6391535671956960.319576783597848
460.8130354865664860.3739290268670270.186964513433514
470.8121241061964380.3757517876071240.187875893803562
480.7767643867929340.4464712264141310.223235613207066
490.7499124430738080.5001751138523840.250087556926192
500.7124328878914990.5751342242170030.287567112108501
510.6698219360141360.6603561279717280.330178063985864
520.6244520595196920.7510958809606160.375547940480308
530.7433115667192850.5133768665614310.256688433280715
540.7072256517976250.5855486964047510.292774348202375
550.6640761399392680.6718477201214650.335923860060732
560.6818242918676860.6363514162646280.318175708132314
570.6705352600675870.6589294798648260.329464739932413
580.6629737337426070.6740525325147860.337026266257393
590.6365790174868630.7268419650262750.363420982513137
600.5906731128986830.8186537742026350.409326887101317
610.556217519529260.887564960941480.44378248047074
620.5252563326282340.9494873347435330.474743667371766
630.4817146772164990.9634293544329980.518285322783501
640.4353879201172690.8707758402345380.564612079882731
650.3901219064507160.7802438129014320.609878093549284
660.3557289301538770.7114578603077540.644271069846123
670.4373571683694250.8747143367388490.562642831630575
680.4570514189021550.914102837804310.542948581097845
690.4106765994547730.8213531989095460.589323400545227
700.3789441239579230.7578882479158460.621055876042077
710.3371264426741160.6742528853482330.662873557325884
720.3050836176235830.6101672352471660.694916382376417
730.2686916466721170.5373832933442350.731308353327883
740.232913212474740.465826424949480.76708678752526
750.2116360610794370.4232721221588730.788363938920563
760.2111237861135070.4222475722270130.788876213886494
770.2257485903311910.4514971806623810.774251409668809
780.5539224026122110.8921551947755780.446077597387789
790.5265258142764780.9469483714470440.473474185723522
800.4830726658743850.966145331748770.516927334125615
810.4358773949016440.8717547898032870.564122605098356
820.6182803986560060.7634392026879880.381719601343994
830.572527228295610.8549455434087790.42747277170439
840.5348703563276630.9302592873446730.465129643672337
850.4893023444368220.9786046888736430.510697655563178
860.4431149602407680.8862299204815350.556885039759232
870.4246501400526990.8493002801053990.575349859947301
880.3956775065202740.7913550130405480.604322493479726
890.3574760894248320.7149521788496630.642523910575169
900.4351257229464920.8702514458929830.564874277053508
910.3893404698150810.7786809396301620.610659530184919
920.3433421238726970.6866842477453940.656657876127303
930.2996801528670480.5993603057340960.700319847132952
940.2843095793077140.5686191586154280.715690420692286
950.2756156098530230.5512312197060460.724384390146977
960.2373385627868680.4746771255737360.762661437213132
970.2009112820027570.4018225640055140.799088717997243
980.1708443809722210.3416887619444430.829155619027779
990.1580772222440390.3161544444880780.841922777755961
1000.1990835756022780.3981671512045550.800916424397722
1010.1836653557329030.3673307114658050.816334644267097
1020.161252840003990.3225056800079810.83874715999601
1030.1991283513643920.3982567027287840.800871648635608
1040.2008356578671520.4016713157343050.799164342132848
1050.1817019226324880.3634038452649760.818298077367512
1060.1827280247253160.3654560494506320.817271975274684
1070.1634718049378420.3269436098756830.836528195062158
1080.1449485408822380.2898970817644760.855051459117762
1090.3040347105371210.6080694210742420.695965289462879
1100.3241964328319540.6483928656639080.675803567168046
1110.2925738693930040.5851477387860080.707426130606996
1120.248023088050650.49604617610130.75197691194935
1130.2099521688205510.4199043376411020.790047831179449
1140.1749642047174850.349928409434970.825035795282515
1150.1412052064265430.2824104128530860.858794793573457
1160.117260065626320.234520131252640.88273993437368
1170.3227919148463070.6455838296926130.677208085153693
1180.2767429575062270.5534859150124540.723257042493773
1190.2868312474260890.5736624948521780.713168752573911
1200.2396930670721680.4793861341443350.760306932927832
1210.2144819458751570.4289638917503150.785518054124843
1220.1902994765433810.3805989530867610.809700523456619
1230.2312997243637030.4625994487274050.768700275636297
1240.2210404312998940.4420808625997870.778959568700106
1250.1790946777110470.3581893554220940.820905322288953
1260.1543181648991150.308636329798230.845681835100885
1270.1277655223151110.2555310446302230.872234477684889
1280.1118493032937690.2236986065875390.888150696706231
1290.1831906477212210.3663812954424420.816809352278779
1300.1414961564029150.282992312805830.858503843597085
1310.1048215834470720.2096431668941440.895178416552928
1320.08909056563873850.1781811312774770.910909434361261
1330.0649606499850380.1299212999700760.935039350014962
1340.4477057389990140.8954114779980280.552294261000986
1350.3741873165997790.7483746331995580.625812683400221
1360.3062677288456550.6125354576913110.693732271154345
1370.2754247457273550.550849491454710.724575254272645
1380.2366994851276940.4733989702553880.763300514872306
1390.3164557524996380.6329115049992760.683544247500362
1400.2230045865842140.4460091731684280.776995413415786
1410.9969694205298730.006061158940253150.00303057947012658
1420.9884302027967160.02313959440656840.0115697972032842
1430.9574851116870910.08502977662581780.0425148883129089


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level10.0072992700729927OK
5% type I error level20.0145985401459854OK
10% type I error level30.0218978102189781OK