Multiple Linear Regression - Estimated Regression Equation
Y_t[t] = + 0.0158598705609177 -0.00379664026461638X_1t[t] + 0.261788999309723X_2t[t] + 0.00183128940147963X_3t[t] -0.00295797398314777X_4t[t] -0.256111822739559X_5t[t] + 0.00494102191102556X_6t[t] -0.0142133503663819X_7t[t] + 0.0044653395713538X_8t[t] -0.00943433115097334X_9t[t] + 0.238885433628411X_10t[t] -0.00145084519409485X_11t[t] + 0.240612892049589X_12t[t] -0.00281276409301581t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.01585987056091771.3015860.01220.9903310.495165
X_1t-0.003796640264616380.011363-0.33410.7398040.369902
X_2t0.2617889993097230.01640515.958100
X_3t0.001831289401479630.0088820.20620.8375550.418778
X_4t-0.002957973983147770.010088-0.29320.7706690.385335
X_5t-0.2561118227395590.007685-33.32600
X_6t0.004941021911025560.014220.34750.7298170.364909
X_7t-0.01421335036638190.021581-0.65860.5134240.256712
X_8t0.00446533957135380.0348420.12820.8985820.449291
X_9t-0.009434331150973340.042162-0.22380.8239330.411966
X_10t0.2388854336284110.0433855.50612e-061e-06
X_11t-0.001450845194094850.012426-0.11680.9075630.453781
X_12t0.2406128920495890.0231210.407100
t-0.002812764093015810.005994-0.46920.6411120.320556


Multiple Linear Regression - Regression Statistics
Multiple R0.999231404290997
R-squared0.998463399321359
Adjusted R-squared0.99802914260783
F-TEST (value)2299.24689294314
F-TEST (DF numerator)13
F-TEST (DF denominator)46
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.327670177865718
Sum Squared Residuals4.93891629127737


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1-8-8.039889356991060.0398893569910646
2-1-1.329791622070420.329791622070422
310.8736380555757990.126361944424201
4-1-0.625305071065087-0.374694928934913
521.810459277461660.189540722538337
621.879938844169180.120061155830816
711.40863085304116-0.408630853041161
8-1-0.825335710734478-0.174664289265522
9-2-2.467944652103920.467944652103924
10-2-1.8471005870932-0.152899412906797
11-1-0.867030357816808-0.132969642183192
12-8-7.59424444948332-0.405755550516685
13-4-3.98561340897042-0.0143865910295777
14-6-6.179610557524080.179610557524075
15-3-3.376232428655940.376232428655942
16-3-3.01264439427030.0126443942703029
17-7-7.018098882575460.0180988825754639
18-9-8.74978413442691-0.250215865573086
19-11-10.9826120383344-0.0173879616656237
20-13-13.05970107443910.0597010744391171
21-11-11.17363372560830.173633725608333
22-9-8.56714548396922-0.43285451603078
23-17-17.11162562559540.111625625595428
24-22-21.7081700540606-0.291829945939378
25-25-24.6344503989929-0.365549601007146
26-20-20.48597264158440.485972641584382
27-24-24.24911537259680.249115372596771
28-24-24.21796171074190.217961710741883
29-22-21.4998538501846-0.50014614981541
30-19-19.56854291372420.568542913724238
31-18-17.6658486368572-0.334151363142822
32-17-17.35318665314790.353186653147879
33-11-11.01114834866130.0111483486612728
34-11-11.0623623306990.0623623306989769
35-12-11.4020175170614-0.597982482938564
36-10-9.75796208803816-0.242037911961839
37-15-15.1524816546610.152481654661005
38-15-15.07022378958640.0702237895864136
39-15-15.17038100634840.170381006348365
40-13-12.6445832816141-0.355416718385877
41-8-7.99904388567119-0.000956114328810113
42-13-12.934487800119-0.0655121998809817
43-9-9.447334268328910.447334268328908
44-7-6.71439947042818-0.285600529571817
45-4-4.071424179247030.0714241792470257
46-4-4.051921695738350.0519216957383477
47-2-2.555656388892640.555656388892641
480-0.1960796848204230.196079684820423
49-2-1.74447618632881-0.255523813671191
50-3-3.063472428473460.063472428473457
5111.21336278591619-0.213362785916191
52-2-2.487675338027540.487675338027538
53-1-1.137055454800720.137055454800717
5410.9232901101690840.0767098898309164
55-3-2.47380333946715-0.526196660532852
56-4-4.274838593824540.274838593824541
57-9-8.80938154340936-0.19061845659064
58-9-8.72348554830976-0.276514451690237
59-7-6.7965330941959-0.203466905804097
60-14-14.16064521596210.160645215962066


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.6819013670761150.636197265847770.318098632923885
180.5221994054225760.9556011891548470.477800594577424
190.5587070064301380.8825859871397240.441292993569862
200.4596779825158020.9193559650316050.540322017484198
210.3551301231696350.710260246339270.644869876830365
220.2903021605904210.5806043211808420.709697839409579
230.2478363836337510.4956727672675020.752163616366249
240.1861895427059780.3723790854119570.813810457294022
250.2484853994062570.4969707988125150.751514600593743
260.2476979053401020.4953958106802040.752302094659898
270.1907302814382670.3814605628765350.809269718561733
280.1426460758082730.2852921516165450.857353924191727
290.4345074701649710.8690149403299420.565492529835029
300.4830235259650210.9660470519300430.516976474034979
310.7569868170005120.4860263659989760.243013182999488
320.6771865642449850.645626871510030.322813435755015
330.6261811546747750.747637690650450.373818845325225
340.5909602180725990.8180795638548030.409039781927401
350.5755090332604550.848981933479090.424490966739545
360.5075877738982790.9848244522034410.492412226101721
370.6664611059413550.6670777881172890.333538894058645
380.5847638940672150.830472211865570.415236105932785
390.8845024884572350.230995023085530.115497511542765
400.9729633655166590.05407326896668160.0270366344833408
410.9792097607550660.04158047848986750.0207902392449338
420.9594829366976560.08103412660468730.0405170633023436
430.9907112487360350.01857750252793030.00928875126396515


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level20.0740740740740741NOK
10% type I error level40.148148148148148NOK