Multiple Linear Regression - Estimated Regression Equation
Q1[t] = + 2.94043917570695 -0.0428735628323106Q2[t] + 0.398355994297911Q3[t] -0.0166513877768812Q4[t] + 0.0144993503366487Q5[t] -0.0791440293394743Q6[t] + 0.0290404442979704Q7[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2.940439175706950.9879832.97620.0033870.001693
Q2-0.04287356283231060.118846-0.36070.7187780.359389
Q30.3983559942979110.1188353.35220.0010080.000504
Q4-0.01665138777688120.10033-0.1660.86840.4342
Q50.01449935033664870.1571840.09220.9266230.463311
Q6-0.07914402933947430.102023-0.77570.4390790.21954
Q70.02904044429797040.1125230.25810.7966830.398342


Multiple Linear Regression - Regression Statistics
Multiple R0.275446920177695
R-squared0.0758710058353773
Adjusted R-squared0.0400982705773918
F-TEST (value)2.12091709756639
F-TEST (DF numerator)6
F-TEST (DF denominator)155
p-value0.053888118164294
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.5147961935823
Sum Squared Residuals355.664163754172


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
145.15097018302995-1.15097018302995
254.892727230693940.107272769306058
344.75190621330504-0.751906213305043
434.55174414956499-1.55174414956499
564.940529356584351.05947064341565
655.13135110429965-0.131351104299653
755.23422712191434-0.234227121914342
815.29405091594526-4.29405091594526
945.20678016134048-1.20678016134048
1054.87889411215960.121105887840398
1164.329035577149891.67096442285011
1274.87592642120622.1240735787938
1355.01474482286573-0.0147448228657269
1465.127636132001010.872363867998992
1554.732995110001740.267004889998258
1644.92387796880747-0.923877968807472
1774.335638673475042.66436132652496
1875.071826153690461.92817384630954
1965.247433314564630.752566685435365
2065.144509247338150.855490752661846
2123.67507247811653-1.67507247811653
2275.332512725810911.66748727418909
2354.864686344167180.135313655832822
2445.32294193853236-1.32294193853236
2575.132350662070861.86764933792914
2614.33463911570383-3.33463911570383
2714.33463911570383-3.33463911570383
2874.963744534768122.03625546523188
2944.42746684186679-0.427466841866786
3054.82363149280620.176368507193798
3154.653851080662270.346148919337732
3254.511022624172910.488977375827087
3344.12286190533119-0.122861905331186
3454.632998472720020.367001527279975
3554.172191580484190.827808419515806
3644.7351054038173-0.735105403817302
3775.046603536406241.95339646359376
3875.466022671447681.53397732855232
3974.992682124350992.00731787564901
4045.07842925001561-1.07842925001561
4175.257631027727231.74236897227277
4274.41804547629912.5819545237009
4344.80701941094758-0.807019410947583
4434.67050246843915-1.67050246843915
4523.51596728330837-1.51596728330837
4665.07771253089510.922287469104905
4744.48198217987494-0.481982179874943
4854.216397606921120.783602393078878
4944.8477016304214-0.847701630421399
5075.221023735064211.77897626493579
5144.91679736830914-0.916797368309139
5264.574959327748761.42504067225124
5374.859941265231632.14005873476837
5414.72160561125186-3.72160561125186
5555.18145468934116-0.181454689341157
5644.80401241407592-0.80401241407592
5754.892727230693940.107272769306058
5855.22714652141601-0.227146521416008
5954.296400516014470.703599483985527
6053.578648652500091.42135134749991
6154.072611336285230.927388663714767
6254.213579337678580.786420662321419
6364.315020036973551.68497996302645
6433.96958589695968-0.969585896959684
6544.89995481519672-0.899954815196725
6665.164653879853420.835346120146585
6764.687303277926891.31269672207311
6834.81358320135447-1.81358320135447
6954.905116287215030.0948837127849688
7025.15341380281439-3.15341380281439
7175.053651136973431.94634886302657
7274.816401470597012.18359852940299
7344.85927503342932-0.859275033429319
7464.687303277926891.31269672207311
7565.114699716522770.885300283477229
7634.61408736941672-1.61408736941672
7734.18669093082084-1.18669093082084
7865.114699716522770.885300283477229
7975.088477541467341.91152245853266
8034.93545137181539-1.93545137181539
8115.14503480112313-4.14503480112313
8254.94138675372220.058613246277805
8354.338901446959620.661098553040376
8455.2866714720252-0.2866714720252
8554.863726092314230.136273907685766
8664.195970135755171.80402986424483
8764.907934556457571.09206544354243
8854.7723336844710.227666315529
8975.384018629240991.61598137075901
9064.857122995989091.14287700401091
9113.36824956967918-2.36824956967918
9234.25033605205246-1.25033605205246
9355.37304552357387-0.373045523573868
9415.32309136024322-4.32309136024322
9565.298352553119310.701647446880692
9645.27002008424832-1.27002008424832
9754.974689529275960.0253104707240425
9854.554562418807530.445437581192468
9965.132977587954910.867022412045094
10054.699501169112450.300498830887553
10154.599588019080080.400411980919925
10245.08695391252719-1.08695391252719
10364.482648411677251.51735158832275
10464.859275033429321.14072496657068
10544.44426765135453-0.444267651354528
10654.422496535184010.577503464815987
10754.585046925118750.414953074881247
10824.46388673008481-2.46388673008481
10975.2453913929171.754608607083
11054.720606053480650.279393946519347
11155.34916411358779-0.349164113587793
11225.00372997357393-3.00372997357393
11334.57351526573551-1.57351526573551
11454.472600120225520.527399879774483
11555.21049513363913-0.210495133639127
11654.956663934269790.0433360657302138
11764.550300087551741.44969991244826
11865.243089933765910.756910066234092
11944.06538131407604-0.0653813140760397
12063.92700391647162.0729960835284
12135.30999432829515-2.30999432829515
12264.484989176746611.51501082325339
12345.00302199814695-1.00302199814695
12434.1104728488101-1.1104728488101
12545.02598489990475-1.02598489990475
12665.159683573170640.840316426829358
12744.370909582211-0.370909582210996
12865.378901338553770.621098661446229
12953.740532810632521.25946718936748
13054.687303277926890.312696722073109
13154.436995885520660.563004114479338
13234.48498917674661-1.48498917674661
13354.848479460632340.151520539367658
13444.56628524352631-0.566285243526313
13554.812139139341220.187860860658783
13654.914456603239780.0855433967602158
13715.3446688733718-4.3446688733718
13844.575706609094-0.575706609094
13975.164803301564281.83519669843572
14044.76132757887273-0.761327578872731
14164.88178223618611.1182177638139
14275.442807493263921.55719250673608
14365.573580219201080.42641978079892
14454.511022624172910.488977375827087
14565.109540682210880.890459317789124
14654.503792601963720.496207398036281
14755.04589556097926-0.0458955609792569
14865.076088484946250.923911515053747
14954.783098695043250.216901304956754
15034.52125964325377-1.52125964325377
15164.796931813577591.20306818642241
15275.303472281512941.69652771848706
15344.64428029338372-0.64428029338372
15455.22714652141601-0.227146521416008
15545.35639413579699-1.35639413579699
15654.873774383765970.126225616234032
15725.22317577250444-3.22317577250444
15874.240467744536322.75953225546368
15955.37304552357387-0.373045523573868
16044.9260300062477-0.926030006247705
16124.01687121275865-2.01687121275865
16244.49437123639603-0.494371236396032


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.5702241482675530.8595517034648940.429775851732447
110.4373411968554160.8746823937108310.562658803144584
120.3224549138663440.6449098277326880.677545086133656
130.2842904235575380.5685808471150770.715709576442461
140.2127285293226420.4254570586452850.787271470677358
150.168092132716630.3361842654332590.83190786728337
160.108983064117980.217966128235960.89101693588202
170.07358709991094980.14717419982190.92641290008905
180.2167231486337760.4334462972675520.783276851366224
190.1926181873974570.3852363747949140.807381812602543
200.2581291363327090.5162582726654180.741870863667291
210.6872638130221280.6254723739557430.312736186977872
220.665725479739650.66854904052070.33427452026035
230.5939359449162920.8121281101674160.406064055083708
240.6456837057002030.7086325885995940.354316294299797
250.6076211767912890.7847576464174220.392378823208711
260.7795561633245920.4408876733508160.220443836675408
270.8539561326816420.2920877346367150.146043867318357
280.8750584497220860.2498831005558280.124941550277914
290.8414645402404180.3170709195191640.158535459759582
300.8061125425992750.3877749148014490.193887457400725
310.7907981216391110.4184037567217790.209201878360889
320.7548309933422370.4903380133155260.245169006657763
330.7316668695901720.5366662608196550.268333130409828
340.6809187089811630.6381625820376740.319081291018837
350.6442958550015180.7114082899969630.355704144998482
360.5931750519102170.8136498961795660.406824948089783
370.5871727447566060.8256545104867880.412827255243394
380.5586603796346540.8826792407306920.441339620365346
390.6809194892278180.6381610215443640.319080510772182
400.6470365831513050.705926833697390.352963416848695
410.640984007127330.7180319857453390.35901599287267
420.7455177575881790.5089644848236420.254482242411821
430.7153444244596540.5693111510806920.284655575540346
440.71468544555420.57062910889160.2853145544458
450.6930717016345780.6138565967308430.306928298365422
460.6566153080129140.6867693839741720.343384691987086
470.6088369794917860.7823260410164280.391163020508214
480.5677235890348720.8645528219302560.432276410965128
490.5261212148032040.9477575703935930.473878785196796
500.5222718818726350.955456236254730.477728118127365
510.4840640644300510.9681281288601020.515935935569949
520.4916618910215560.9833237820431120.508338108978444
530.5338814745184590.9322370509630830.466118525481541
540.8300751562469690.3398496875060620.169924843753031
550.7974482899975810.4051034200048380.202551710002419
560.7728372758133130.4543254483733740.227162724186687
570.7347750330662790.5304499338674420.265224966933721
580.6971851839754820.6056296320490350.302814816024518
590.6691897730837120.6616204538325770.330810226916288
600.7084945493104760.5830109013790480.291505450689524
610.6833222088533490.6333555822933020.316677791146651
620.6506079013619950.6987841972760110.349392098638005
630.6732729648629730.6534540702740540.326727035137027
640.6447339304608460.7105321390783070.355266069539154
650.6191710230663280.7616579538673440.380828976933672
660.5873927727827620.8252144544344750.412607227217238
670.5916050758641250.8167898482717510.408394924135875
680.6075187859440410.7849624281119190.392481214055959
690.5614491032953910.8771017934092190.438550896704609
700.7164493480308770.5671013039382450.283550651969123
710.7486740243857940.5026519512284110.251325975614206
720.7896316436119090.4207367127761810.210368356388091
730.766150408480260.4676991830394790.23384959151974
740.7599429497169240.4801141005661530.240057050283076
750.7329292525024960.5341414949950090.267070747497504
760.7388507434481090.5222985131037830.261149256551891
770.7197591354228810.5604817291542380.280240864577119
780.6905104455956940.6189791088086120.309489554404306
790.7118819668179110.5762360663641790.288118033182089
800.7330930144344060.5338139711311880.266906985565594
810.9111480564819810.1777038870360390.0888519435180193
820.8921349551560430.2157300896879130.107865044843957
830.8735724204423950.2528551591152090.126427579557605
840.8491118617148430.3017762765703140.150888138285157
850.8210982316290550.3578035367418910.178901768370945
860.8343487628507980.3313024742984050.165651237149202
870.82488540235950.3502291952810010.1751145976405
880.7951005092907580.4097989814184840.204899490709242
890.799554056977260.400891886045480.20044594302274
900.7863246531421540.4273506937156910.213675346857846
910.8484901910007260.3030196179985480.151509808999274
920.8425709318977460.3148581362045070.157429068102254
930.816883032936580.3662339341268390.18311696706342
940.9546639295090840.09067214098183290.0453360704909165
950.9459231760207540.1081536479584920.0540768239792458
960.9413428206610160.1173143586779680.0586571793389841
970.926276052392720.147447895214560.0737239476072799
980.910404655676650.17919068864670.08959534432335
990.9077784165650120.1844431668699770.0922215834349883
1000.8882484365707860.2235031268584270.111751563429214
1010.8651451451775090.2697097096449830.134854854822491
1020.8627082255075020.2745835489849950.137291774492498
1030.8752188488283240.2495623023433530.124781151171676
1040.8629049847324190.2741900305351620.137095015267581
1050.8384858225587660.3230283548824680.161514177441234
1060.8080206995237570.3839586009524870.191979300476243
1070.776363534428440.447272931143120.22363646557156
1080.8325885717118440.3348228565763130.167411428288156
1090.8415160466968610.3169679066062770.158483953303139
1100.8088662240319410.3822675519361180.191133775968059
1110.7730354676482950.4539290647034110.226964532351705
1120.8517569193720550.296486161255890.148243080627945
1130.8617030681818730.2765938636362540.138296931818127
1140.8334133751108910.3331732497782180.166586624889109
1150.7986152213881380.4027695572237240.201384778611862
1160.7594299052988430.4811401894023140.240570094701157
1170.758427526917060.4831449461658810.24157247308294
1180.7386084659276050.5227830681447910.261391534072395
1190.6944396506425380.6111206987149250.305560349357463
1200.7515831740796390.4968336518407220.248416825920361
1210.8189280323494790.3621439353010420.181071967650521
1220.8171987134222590.3656025731554820.182801286577741
1230.7855092205384560.4289815589230880.214490779461544
1240.7524023907087710.4951952185824570.247597609291229
1250.7264784289516340.5470431420967310.273521571048366
1260.690757851790240.6184842964195210.30924214820976
1270.6471254878627070.7057490242745860.352874512137293
1280.5963490063408460.8073019873183080.403650993659154
1290.5690080964480340.8619838071039320.430991903551966
1300.5103752777468950.979249444506210.489624722253105
1310.4871551907815530.9743103815631070.512844809218447
1320.4741652396961760.9483304793923510.525834760303824
1330.4129160147955310.8258320295910630.587083985204469
1340.3598869700623480.7197739401246970.640113029937652
1350.3001525887517270.6003051775034550.699847411248273
1360.2439256622245150.487851324449030.756074337775485
1370.7193225506007740.5613548987984530.280677449399226
1380.6583398316679250.6833203366641510.341660168332075
1390.6532909334756530.6934181330486940.346709066524347
1400.7213197017416930.5573605965166140.278680298258307
1410.6628977177588840.6742045644822320.337102282241116
1420.6510895561606360.6978208876787290.348910443839364
1430.6676825213486330.6646349573027330.332317478651367
1440.6799761043216880.6400477913566240.320023895678312
1450.6000623835544140.7998752328911720.399937616445586
1460.7916063088987560.4167873822024870.208393691101244
1470.7101086631173440.5797826737653120.289891336882656
1480.6807909287993860.6384181424012280.319209071200614
1490.5639801710993480.8720396578013030.436019828900652
1500.7414991121776250.5170017756447490.258500887822375
1510.6260235506803730.7479528986392550.373976449319627
1520.7310712374284020.5378575251431950.268928762571598


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level10.00699300699300699OK