Multiple Linear Regression - Estimated Regression Equation
Q2[t] = + 0.644149847447203 + 0.275369724984056Q9[t] + 0.135943712711935Q16[t] + 0.438581205726035Q23[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.6441498474472030.4154121.55060.1229920.061496
Q90.2753697249840560.0776393.54680.0005130.000257
Q160.1359437127119350.0991381.37130.1722390.086119
Q230.4385812057260350.0954294.59599e-064e-06


Multiple Linear Regression - Regression Statistics
Multiple R0.660729320281224
R-squared0.436563234679289
Adjusted R-squared0.425865068249148
F-TEST (value)40.8072951126796
F-TEST (DF numerator)3
F-TEST (DF denominator)158
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.901613309503443
Sum Squared Residuals128.439236460053


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
175.716249939949321.28375006005068
254.893623064557330.106376935442666
364.319098146119361.68090185388064
444.89362306455733-0.893623064557333
554.893623064557330.106376935442667
666.18209891370539-0.182098913705394
775.767303176449221.23269682355078
865.332204270283370.667795729716632
966.15483114567535-0.15483114567535
1065.332204270283370.667795729716632
1154.370151382619270.629848617380735
1255.4681479829953-0.468147982995303
1345.19626055757143-1.19626055757143
1465.743517707979360.256482292020641
1566.31804262641733-0.318042626417329
1655.02956677726927-0.029566777269268
1733.32977749042522-0.329777490425216
1876.182098913705390.817901086294606
1935.4681479829953-2.4681479829953
2055.4681479829953-0.468147982995303
2133.76835869615125-0.768358696151251
2255.33220427028337-0.332204270283368
2322.0685694093072-0.0685694093071992
2465.46814798299530.531852017004697
2534.61825333957328-1.61825333957328
2666.18209891370539-0.182098913705394
2766.18209891370539-0.182098913705394
2854.618253339573280.381746660426723
2955.05683454529931-0.056834545299312
3075.332204270283371.66779572971663
3165.192778258011250.807221741988753
3255.4681479829953-0.468147982995303
3355.16899278954139-0.168992789541389
3443.768358696151250.231641303848749
3545.02956677726927-1.02956677726927
3665.332204270283370.667795729716632
3754.342883614589220.657116385410779
3854.893623064557330.106376935442667
3976.593412351401390.406587648598615
4055.60757399526742-0.607573995267424
4154.179672133847240.820327866152758
4265.16551048998120.834489510018797
4354.893623064557330.106376935442667
4465.879461420691290.120538579308706
4576.018887432963420.981112567036585
4653.632414983439321.36758501656068
4754.043728421135310.956271578864692
4855.74351770797936-0.743517707979359
4964.893623064557331.10637693544267
5023.93157017689323-1.93157017689323
5144.92089083258738-0.920890832587377
5244.75419705228521-0.754197052285212
5365.332204270283370.667795729716632
5434.48230962686134-1.48230962686134
5565.743517707979360.256482292020641
5664.067513889605161.93248611039484
5755.05683454529931-0.056834545299312
5865.743517707979360.256482292020641
5913.87703464083314-2.87703464083314
6055.4681479829953-0.468147982995303
6175.607573995267421.39242600473258
6244.61825333957328-0.618253339573277
6355.16899278954139-0.168992789541389
6465.607573995267420.392426004732576
6544.31909814611936-0.319098146119363
6665.168992789541390.83100721045861
6765.743517707979360.256482292020641
6855.19277825801125-0.192778258011247
6955.60757399526742-0.607573995267424
7034.34288361458922-1.34288361458922
7155.33220427028337-0.332204270283368
7265.46814798299530.531852017004697
7355.4681479829953-0.468147982995303
7465.743517707979360.256482292020641
7565.743517707979360.256482292020641
7644.04372842113531-0.0437284211353072
7744.04372842113531-0.0437284211353072
7864.893623064557331.10637693544267
7976.182098913705390.817901086294606
8044.07099618916535-0.0709961891653513
8156.31804262641733-1.31804262641733
8264.067513889605161.93248611039484
8365.46814798299530.531852017004697
8454.917408533027190.0825914669728096
8534.61825333957328-1.61825333957328
8675.743517707979361.25648229202064
8765.906729188721340.0932708112786621
8844.48230962686134-0.482309626861342
8944.59098557154323-0.590985571543233
9054.893623064557330.106376935442667
9134.04372842113531-1.04372842113531
9276.154831145675350.84516885432465
9365.192778258011250.807221741988753
9465.304936502253320.695063497746676
9544.04372842113531-0.0437284211353072
9654.618253339573280.381746660426723
9766.18209891370539-0.182098913705394
9854.781464820315260.218535179684744
9964.482309626861341.51769037313866
10066.15483114567535-0.15483114567535
10145.4681479829953-1.4681479829953
10254.893623064557330.106376935442667
10365.743517707979360.256482292020641
10455.4681479829953-0.468147982995303
10554.893623064557330.106376935442667
10644.61825333957328-0.618253339573277
10744.4550418588313-0.455041858831298
10866.04615520099346-0.0461552009934594
10956.04267290143327-1.04267290143327
11065.029566777269270.970433222730732
11155.76730317644922-0.767303176449217
11265.192778258011250.807221741988753
11354.893623064557330.106376935442667
11444.7576793518454-0.757679351845399
11566.18209891370539-0.182098913705394
11644.7576793518454-0.757679351845399
11754.070996189165350.929003810834649
11854.893623064557330.106376935442667
11964.342883614589221.65711638541078
12033.74109092812121-0.741090928121207
12154.618253339573280.381746660426723
12244.89362306455733-0.893623064557333
12353.628932683879131.37106731612087
12454.183154433407430.816845566592571
12576.593412351401390.406587648598615
12655.74351770797936-0.743517707979359
12775.743517707979361.25648229202064
12855.19626055757143-0.196260557571433
12944.48230962686134-0.482309626861342
13065.304936502253320.695063497746676
13144.20693990187729-0.206939901877286
13246.01888743296341-2.01888743296341
13342.619308859275311.38069114072469
13444.61825333957328-0.618253339573277
13566.04615520099346-0.0461552009934594
13665.46814798299530.531852017004697
13755.16899278954139-0.168992789541389
13834.48230962686134-1.48230962686134
13965.743517707979360.256482292020641
14055.74351770797936-0.743517707979359
14144.61825333957328-0.618253339573277
14254.893623064557330.106376935442667
14322.61930885927531-0.619308859275312
14456.18209891370539-1.18209891370539
14575.906729188721341.09327081127866
14645.16899278954139-1.16899278954139
14745.4681479829953-1.4681479829953
14875.440880214965261.55911978503474
14965.332204270283370.667795729716632
15055.16899278954139-0.168992789541389
15155.33220427028337-0.332204270283368
15255.4681479829953-0.468147982995303
15376.318042626417330.681957373582671
15465.604091695707240.395908304292762
15565.743517707979360.256482292020641
15655.33220427028337-0.332204270283368
15725.19277825801125-3.19277825801125
15844.04372842113531-0.0437284211353072
15965.192778258011250.807221741988753
16054.590985571543230.409014428456767
16154.482309626861340.517690373138658
16254.893623064557330.106376935442667


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.811323637820680.3773527243586410.18867636217932
80.746736751126740.506526497746520.25326324887326
90.6649619872502130.6700760254995750.335038012749787
100.5801183463458140.8397633073083710.419881653654186
110.4661928139687250.932385627937450.533807186031275
120.4764223193692070.9528446387384130.523577680630793
130.4619646167269990.9239292334539980.538035383273001
140.3689979239304330.7379958478608670.631002076069567
150.2941184972705280.5882369945410550.705881502729472
160.2974780293656290.5949560587312580.702521970634371
170.3631947988631950.7263895977263910.636805201136805
180.3454558241660770.6909116483321550.654544175833923
190.8352713185423790.3294573629152430.164728681457621
200.8005851601332370.3988296797335270.199414839866763
210.7814392613695380.4371214772609240.218560738630462
220.7311504827109810.5376990345780370.268849517289019
230.6714051266320910.6571897467358180.328594873367909
240.6265169622228750.746966075554250.373483037777125
250.733612391777780.532775216444440.26638760822222
260.6791903893766620.6416192212466760.320809610623338
270.62111714962020.7577657007595990.3788828503798
280.5742410967572180.8515178064855650.425758903242782
290.5123615837617390.9752768324765220.487638416238261
300.652329150127210.695341699745580.34767084987279
310.6390831019553690.7218337960892620.360916898044631
320.5994135801141820.8011728397716370.400586419885819
330.5440743380300340.9118513239399320.455925661969966
340.4910369166856410.9820738333712820.508963083314359
350.5063089365415990.9873821269168020.493691063458401
360.4767346694778750.953469338955750.523265330522125
370.4512911439825230.9025822879650450.548708856017477
380.3971313812677670.7942627625355330.602868618732234
390.3523989114568650.704797822913730.647601088543135
400.3268403696451210.6536807392902410.673159630354879
410.3179021814157020.6358043628314030.682097818584298
420.298735887524310.5974717750486190.70126411247569
430.2542479250221480.5084958500442960.745752074977852
440.2138606682154230.4277213364308470.786139331784577
450.2189277455312750.4378554910625490.781072254468725
460.2724315147493580.5448630294987150.727568485250642
470.2685196086559550.5370392173119090.731480391344045
480.2611758533314140.5223517066628290.738824146668586
490.2731641935414380.5463283870828760.726835806458562
500.4374532239944960.8749064479889930.562546776005504
510.4331986985070220.8663973970140450.566801301492977
520.4205473740474810.8410947480949630.579452625952519
530.3974272447959330.7948544895918660.602572755204067
540.4803953683969220.9607907367938440.519604631603078
550.4345080395530550.869016079106110.565491960446945
560.611697446047590.776605107904820.38830255395241
570.5649203469757280.8701593060485430.435079653024272
580.5200687859097090.9598624281805820.479931214090291
590.8696409573015410.2607180853969180.130359042698459
600.8503879375837040.2992241248325930.149612062416296
610.8790734299256940.2418531401486120.120926570074306
620.865601609584480.2687967808310410.13439839041552
630.8403769775301210.3192460449397580.159623022469879
640.8160546844954980.3678906310090050.183945315504502
650.7881046720963480.4237906558073040.211895327903652
660.7807050728152290.4385898543695420.219294927184771
670.7478470195121530.5043059609756930.252152980487847
680.7111972733933340.5776054532133310.288802726606666
690.6933645257230370.6132709485539260.306635474276963
700.7391809606513340.5216380786973330.260819039348666
710.7066809844347620.5866380311304770.293319015565238
720.6801751661318850.639649667736230.319824833868115
730.6493151383660460.7013697232679090.350684861633954
740.6098556332549440.7802887334901110.390144366745056
750.569400880544990.861198238910020.43059911945501
760.52427779319250.9514444136149990.4757222068075
770.478891372983790.957782745967580.52110862701621
780.5008832246447730.9982335507104550.499116775355227
790.4961024896078980.9922049792157970.503897510392102
800.4510839001000990.9021678002001980.548916099899901
810.4990742980606570.9981485961213140.500925701939343
820.6549451105145880.6901097789708250.345054889485412
830.6271535457051950.7456929085896110.372846454294805
840.5834712274022450.8330575451955110.416528772597755
850.6790519026654860.6418961946690280.320948097334514
860.719874247347220.5602515053055590.28012575265278
870.6816354711838970.6367290576322070.318364528816103
880.6516639950903330.6966720098193330.348336004909667
890.6318456954052070.7363086091895860.368154304594793
900.5882742491227630.8234515017544730.411725750877237
910.6070407822991540.7859184354016920.392959217700846
920.6069687895424140.7860624209151730.393031210457586
930.5955349576294240.8089300847411530.404465042370576
940.5792696264425670.8414607471148660.420730373557433
950.5342162600603130.9315674798793740.465783739939687
960.4948174005876810.9896348011753620.505182599412319
970.4527975142573560.9055950285147120.547202485742644
980.4086915543141770.8173831086283540.591308445685823
990.4950411587942560.9900823175885120.504958841205744
1000.4494781723316770.8989563446633540.550521827668323
1010.5207612857306950.958477428538610.479238714269305
1020.4743625300263710.9487250600527420.525637469973629
1030.4347316710718150.869463342143630.565268328928185
1040.3989062002181330.7978124004362660.601093799781867
1050.3544328979077170.7088657958154340.645567102092283
1060.3326670072134440.6653340144268880.667332992786556
1070.3029019694734180.6058039389468370.697098030526582
1080.270535127462590.541070254925180.72946487253741
1090.2802139311306690.5604278622613370.719786068869331
1100.2803770220948070.5607540441896130.719622977905193
1110.2771343232915110.5542686465830220.722865676708489
1120.2611835230475420.5223670460950830.738816476952458
1130.2233068502448740.4466137004897480.776693149755126
1140.2060085497938740.4120170995877470.793991450206126
1150.1737373236935050.347474647387010.826262676306495
1160.1585321762817130.3170643525634260.841467823718287
1170.162107930141230.3242158602824590.83789206985877
1180.1333247149433350.266649429886670.866675285056665
1190.1958477673095170.3916955346190350.804152232690483
1200.2074577148896310.4149154297792620.792542285110369
1210.1775255494215440.3550510988430880.822474450578456
1220.1742215720201340.3484431440402690.825778427979866
1230.2063806447381040.4127612894762070.793619355261896
1240.2039770738480960.4079541476961930.796022926151904
1250.1770872667295090.3541745334590170.822912733270492
1260.1606084016471980.3212168032943960.839391598352802
1270.1989341778162550.397868355632510.801065822183745
1280.1687806657958230.3375613315916460.831219334204177
1290.1384796123848680.2769592247697360.861520387615132
1300.1217886768946470.2435773537892940.878211323105353
1310.09550902401781830.1910180480356370.904490975982182
1320.2128221618592020.4256443237184030.787177838140798
1330.3201414959299670.6402829918599340.679858504070033
1340.2743047290330980.5486094580661970.725695270966902
1350.2321634277015340.4643268554030690.767836572298466
1360.2077501857200460.4155003714400920.792249814279954
1370.1660453829706180.3320907659412350.833954617029382
1380.172023400959020.344046801918040.82797659904098
1390.1349779800512760.2699559601025520.865022019948724
1400.1226686704123020.2453373408246050.877331329587698
1410.09521357162749560.1904271432549910.904786428372504
1420.06959878329357060.1391975665871410.93040121670643
1430.05027849496391060.1005569899278210.949721505036089
1440.05632311036133220.1126462207226640.943676889638668
1450.07684915607765580.1536983121553120.923150843922344
1460.132520129547740.2650402590954790.86747987045226
1470.1771402375460710.3542804750921410.822859762453929
1480.1733517505167240.3467035010334490.826648249483276
1490.1513542441444880.3027084882889750.848645755855512
1500.1348869440937350.269773888187470.865113055906265
1510.09062569739489730.1812513947897950.909374302605103
1520.05818096641985830.1163619328397170.941819033580142
1530.03804741913922880.07609483827845760.961952580860771
1540.03057119282248780.06114238564497570.969428807177512
1550.01367089974419820.02734179948839630.986329100255802


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.00671140939597315OK
10% type I error level30.0201342281879195OK