Multiple Linear Regression - Estimated Regression Equation
i[t] = -84.0731978333051 -0.0541036915164171w[t] + 2.04918398266427f[t] + 0.320926779095698s[t] + 0.0764278391768203c[t] + 0.00107723090722604b[t] + 7.41164214900091e-05h[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-84.073197833305110.847935-7.750200
w-0.05410369151641710.008085-6.691600
f2.049183982664270.18838410.877700
s0.3209267790956980.1223782.62240.0097270.004863
c0.07642783917682030.1395590.54760.5848370.292418
b0.001077230907226040.000234.69067e-063e-06
h7.41164214900091e-050.0005090.14560.8844420.442221


Multiple Linear Regression - Regression Statistics
Multiple R0.865040444862777
R-squared0.748294971248391
Adjusted R-squared0.737190337626996
F-TEST (value)67.3858316051691
F-TEST (DF numerator)6
F-TEST (DF denominator)136
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.84278730448689
Sum Squared Residuals2008.31394038349


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1148.470800480632665.52919951936734
2148.927586344032415.07241365596759
3159.699233770434395.30076622956561
4139.013666390412463.98633360958754
5810.0467669297353-2.04676692973535
676.375946295080480.624053704919523
733.61910451251079-0.619104512510785
830.1772262256666022.8227737743334
942.326404374188861.67359562581114
1045.83965205394121-1.83965205394121
110-1.146155422970381.14615542297038
12-4-5.146514664726461.14651466472646
13-14-13.5805941047635-0.419405895236472
14-18-10.7123598358821-7.2876401641179
15-8-9.365672052334761.36567205233476
16-10.311830639634532-1.31183063963453
1713.48499450294894-2.48499450294894
1821.529618502766150.470381497233852
1900.462376594402993-0.462376594402993
2010.2174893427407430.782510657259257
210-0.778364527578820.77836452757882
22-14.08898518013437-5.08898518013437
23-3-5.26696724395822.2669672439582
24-3-5.901810666935022.90181066693502
25-3-5.063805932820682.06380593282068
26-4-7.586938029448753.58693802944875
27-8-7.46347520539161-0.536524794608393
28-9-5.46866249163329-3.53133750836671
29-13-13.12586194005120.125861940051202
30-18-19.00881570139591.00881570139586
31-11-10.0417192423105-0.958280757689514
32-9-8.61735928754664-0.38264071245336
33-10-9.55116172565187-0.44883827434813
34-13-11.8158017093635-1.18419829063653
35-11-16.89439494311635.89439494311627
36-5-9.937088600670084.93708860067008
37-15-13.2188075766277-1.78119242337228
38-6-7.474448592044631.47444859204463
39-6-5.46271734380575-0.537282656194248
40-3-4.761813205682041.76181320568204
41-1-3.387855857551922.38785585755192
42-3-4.277358962721921.27735896272192
43-4-2.40489980525548-1.59510019474452
44-6-4.13514786366207-1.86485213633793
450-0.8043961547663980.804396154766398
46-4-3.03288476382807-0.967115236171931
47-2-3.75586145354651.7558614535465
48-2-5.672436426017283.67243642601728
49-6-1.57740860532381-4.42259139467619
50-7-8.287971778642381.28797177864238
51-6-4.43172511450308-1.56827488549692
52-6-2.62253191097893-3.37746808902107
53-3-0.647518338537184-2.35248166146282
54-2-3.486408589087861.48640858908786
55-5-7.014923140913722.01492314091372
56-11-10.0884828658382-0.911517134161775
57-11-7.05531662918239-3.94468337081761
58-11-7.16157336818934-3.83842663181066
59-10-12.33459428546412.33459428546406
60-14-18.32612841740354.32612841740353
61-8-8.782902161098750.782902161098753
62-9-8.96654656693183-0.0334534330681684
63-5-3.19944405593501-1.80055594406499
64-10.065773067508206-1.06577306750821
65-2-0.787952459527467-1.21204754047253
66-5-2.99726286484738-2.00273713515262
67-4-1.36045137748009-2.63954862251991
68-6-6.022229113477980.0222291134779818
69-2-0.575800416796943-1.42419958320306
70-2-0.589987516375699-1.4100124836243
71-2-4.098192735495092.09819273549509
72-2-8.102569240720346.10256924072034
732-0.6065194470146082.60651944701461
741-0.4691134591953291.46911345919533
75-8-2.14213168359047-5.85786831640953
76-12.5601490737742-3.5601490737742
7711.7892852108143-0.7892852108143
78-10.0764891463011801-1.07648914630118
7921.710351567089090.289648432910911
8024.57857861500768-2.57857861500768
8112.75008816724462-1.75008816724462
82-10.524229823972655-1.52422982397266
83-2-4.474751468495542.47475146849554
84-2-2.938517038974860.938517038974855
85-1-3.04298806409682.0429880640968
86-8-10.92673076937122.92673076937123
87-4-7.043079251313943.04307925131394
88-6-11.91278455285975.91278455285972
89-3-5.948435275333982.94843527533398
90-3-11.61808603545478.61808603545474
91-7-11.07945288390994.07945288390992
92-9-9.200472409681940.20047240968194
93-11-16.85063218128255.85063218128254
94-13-12.716763704099-0.283236295900996
95-11-11.70572990702940.705729907029424
96-9-5.61472512636117-3.38527487363883
97-17-17.36443138246760.364431382467596
98-22-15.7458478071383-6.25415219286171
99-25-17.5898217921382-7.41017820786181
100-20-10.0712366925351-9.92876330746487
101-24-13.4758075524005-10.5241924475995
102-24-18.2427851136007-5.75721488639928
103-22-15.1280414302386-6.8719585697614
104-19-10.4664740963955-8.53352590360452
105-18-8.1463550807264-9.8536449192736
106-17-15.3064374581534-1.6935625418466
107-11-10.8958867691393-0.104113230860703
108-11-11.07585054774480.0758505477448361
109-12-5.18586696895028-6.81413303104972
110-10-5.15580211789459-4.84419788210541
111-15-8.65941515084279-6.34058484915721
112-15-8.04450162759061-6.95549837240939
113-15-10.7670032983128-4.23299670168717
114-13-6.0079680021063-6.9920319978937
115-8-6.81836056716142-1.18163943283858
116-13-11.6923215495444-1.30767845045562
117-9-5.75357185174232-3.24642814825768
118-7-9.349593653477472.34959365347747
119-4-9.282686213464915.28268621346491
120-4-9.015329409086735.01532940908673
121-2-2.508379382637430.508379382637432
1220-3.728487187502723.72848718750272
123-2-7.019053092122645.01905309212264
124-3-6.76364484795573.7636448479557
1251-0.6178686291318161.61786862913182
126-2-11.67475582031459.67475582031451
127-1-6.324471178369025.32447117836902
1281-3.811490357122054.81149035712205
129-3-6.988979236802593.98897923680259
130-4-10.13321898039026.13321898039024
131-9-11.9564627699462.95646276994597
132-9-9.769616782736190.769616782736188
133-7-4.30931707871153-2.69068292128847
134-14-10.3275014984174-3.67249850158259
135-12-17.33606743467955.33606743467947
136-16-18.51910675050512.5191067505051
137-20-20.13740076942660.13740076942665
138-12-16.1657294573264.16572945732599
139-12-13.16701499002081.16701499002082
140-10-11.33899551425561.33899551425563
141-10-7.1123090117547-2.8876909882453
142-13-11.8036443271922-1.19635567280779
143-16-16.22072943592580.220729435925833


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.1106556789462080.2213113578924150.889344321053792
110.05351561509786460.1070312301957290.946484384902135
120.04304591032552390.08609182065104770.956954089674476
130.1126470520787380.2252941041574770.887352947921262
140.4469998207293670.8939996414587330.553000179270633
150.3659196711135970.7318393422271940.634080328886403
160.3173344790814250.634668958162850.682665520918575
170.2795495894383690.5590991788767380.720450410561631
180.2106759552350490.4213519104700980.789324044764951
190.1762755758697850.352551151739570.823724424130215
200.1500050873854520.3000101747709040.849994912614548
210.1210117008218280.2420234016436560.878988299178172
220.09566566161998180.1913313232399640.904334338380018
230.093469791745880.186939583491760.90653020825412
240.09536168353258650.1907233670651730.904638316467414
250.07576314458946940.1515262891789390.924236855410531
260.06982727955110770.1396545591022150.930172720448892
270.05940961953032830.1188192390606570.940590380469672
280.04640889593851040.09281779187702080.95359110406149
290.03593974224263790.07187948448527580.964060257757362
300.02901056172058110.05802112344116230.970989438279419
310.0222298045463050.044459609092610.977770195453695
320.01718945400174530.03437890800349070.982810545998255
330.01134548512962030.02269097025924070.98865451487038
340.007206295832390520.0144125916647810.992793704167609
350.00885744719725270.01771489439450540.991142552802747
360.007264366472942720.01452873294588540.992735633527057
370.01104658553195830.02209317106391660.988953414468042
380.008848315582145330.01769663116429070.991151684417855
390.01047036103032070.02094072206064130.989529638969679
400.008281348203923090.01656269640784620.991718651796077
410.007172454264349510.0143449085286990.99282754573565
420.006306206602876960.01261241320575390.993693793397123
430.00500114411386250.0100022882277250.994998855886137
440.003628024612980670.007256049225961350.996371975387019
450.004214267185823440.008428534371646880.995785732814177
460.003333423857184180.006666847714368360.996666576142816
470.003227863576212440.006455727152424880.996772136423788
480.003394382760510620.006788765521021230.996605617239489
490.006567827538466920.01313565507693380.993432172461533
500.004911002433927330.009822004867854650.995088997566073
510.003731721686854470.007463443373708950.996268278313146
520.003158583470013690.006317166940027380.996841416529986
530.002270136745233040.004540273490466080.997729863254767
540.002488635026253610.004977270052507230.997511364973746
550.003473673052021940.006947346104043880.996526326947978
560.00265749482322190.005314989646443810.997342505176778
570.002201376611854770.004402753223709550.997798623388145
580.001474281064521970.002948562129043950.998525718935478
590.001306959224823820.002613918449647630.998693040775176
600.002625067539298260.005250135078596530.997374932460702
610.001825268736947210.003650537473894420.998174731263053
620.001299999572557990.002599999145115990.998700000427442
630.001252858045936170.002505716091872330.998747141954064
640.0008726266940621390.001745253388124280.999127373305938
650.0006560263274592950.001312052654918590.999343973672541
660.0004699594848678280.0009399189697356570.999530040515132
670.0003058199960952170.0006116399921904330.999694180003905
680.0003440565627421050.000688113125484210.999655943437258
690.0002680113588043180.0005360227176086370.999731988641196
700.0001969029074616370.0003938058149232740.999803097092538
710.0001970478891673460.0003940957783346910.999802952110833
720.001264600607120060.002529201214240120.99873539939288
730.001282577313027150.00256515462605430.998717422686973
740.00109146975737630.002182939514752610.998908530242624
750.001055601239784710.002111202479569420.998944398760215
760.000795058859781970.001590117719563940.999204941140218
770.0006135628054352470.001227125610870490.999386437194565
780.0004711551477934430.0009423102955868850.999528844852207
790.000393975574768140.000787951149536280.999606024425232
800.0002605861961290240.0005211723922580490.999739413803871
810.0001834775779346310.0003669551558692630.999816522422065
820.0001426296638376280.0002852593276752560.999857370336162
830.0001808735267861910.0003617470535723820.999819126473214
840.0001385646360370730.0002771292720741450.999861435363963
850.0001412619151157150.000282523830231430.999858738084884
860.0001326486456483130.0002652972912966260.999867351354352
870.0001446821981355890.0002893643962711770.999855317801864
880.0002940080878290930.0005880161756581850.999705991912171
890.0002007843021402460.0004015686042804910.99979921569786
900.001486566114887880.002973132229775760.998513433885112
910.001521989798352330.003043979596704660.998478010201648
920.00111888804100060.002237776082001210.998881111958999
930.003546152053154810.007092304106309620.996453847946845
940.002989473473330920.005978946946661840.997010526526669
950.002731361243954770.005462722487909540.997268638756045
960.003294654673241380.006589309346482770.996705345326759
970.002570636107939650.005141272215879310.99742936389206
980.006778215994952260.01355643198990450.993221784005048
990.02013526595617930.04027053191235850.979864734043821
1000.0628209587854350.125641917570870.937179041214565
1010.1920073501224760.3840147002449520.807992649877524
1020.2300435304972020.4600870609944040.769956469502798
1030.2147218504072980.4294437008145970.785278149592702
1040.2079610952533730.4159221905067450.792038904746627
1050.2195630060359740.4391260120719490.780436993964026
1060.1832581112739590.3665162225479170.816741888726041
1070.2293266536673530.4586533073347070.770673346332647
1080.3164030797822380.6328061595644760.683596920217762
1090.2971442693031750.5942885386063490.702855730696825
1100.2519242066430840.5038484132861680.748075793356916
1110.2315020701503510.4630041403007030.768497929849649
1120.4365025026242960.8730050052485930.563497497375704
1130.4605812884851420.9211625769702850.539418711514858
1140.6086875547110520.7826248905778970.391312445288948
1150.5705097770893250.8589804458213490.429490222910675
1160.5600632579073620.8798734841852750.439936742092638
1170.7136444886540470.5727110226919060.286355511345953
1180.8263589068273890.3472821863452210.173641093172611
1190.8163018229698270.3673963540603450.183698177030173
1200.7994905592213050.401018881557390.200509440778695
1210.7685203950590160.4629592098819670.231479604940984
1220.7340750870110380.5318498259779240.265924912988962
1230.7088487062269280.5823025875461440.291151293773072
1240.7257358823623580.5485282352752840.274264117637642
1250.7283339287876530.5433321424246950.271666071212347
1260.7370792802173980.5258414395652030.262920719782602
1270.7347420964159450.5305158071681110.265257903584055
1280.7461769308291170.5076461383417650.253823069170883
1290.8244813043054790.3510373913890420.175518695694521
1300.8846262410233910.2307475179532170.115373758976609
1310.802151374631980.395697250736040.19784862536802
1320.7167924543142530.5664150913714940.283207545685747
1330.7934722796244710.4130554407510580.206527720375529


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level530.42741935483871NOK
5% type I error level690.556451612903226NOK
10% type I error level730.588709677419355NOK