Multiple Linear Regression - Estimated Regression Equation
TOT[t] = + 0.566831708939879 -0.00198312989069373month[t] + 0.603743970653316SMF[t] + 0.140665287558087SSF[t] + 0.250961903778573NS[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.5668317089398790.124564.55071.1e-056e-06
month-0.001983129890693730.004927-0.40250.6879180.343959
SMF0.6037439706533160.004461135.336800
SSF0.1406652875580870.00293547.922100
NS0.2509619037785730.002152116.614300


Multiple Linear Regression - Regression Statistics
Multiple R0.999992815858161
R-squared0.999985631767933
Adjusted R-squared0.999985235402911
F-TEST (value)2522890.70662766
F-TEST (DF numerator)4
F-TEST (DF denominator)145
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.205343482793616
Sum Squared Residuals6.11406215924273


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1107.711107.782250471573-0.0712504715727742
2113.241113.293973518638-0.0529735186384351
3121.998121.9923538738730.00564612612650625
4135.136135.0858213025990.0501786974012035
5157.641157.5687255925040.0722744074960486
6205.875205.7123158735640.162684126435941
7216.347216.499691665827-0.152691665827313
8251.435251.465761144244-0.0307611442436377
9243.588243.3716143961280.216385603871723
10217.678218.075421492035-0.397421492034803
11216.346216.603976108339-0.257976108339413
12239.488239.0686158415040.419384158495705
13108.313108.397128804291-0.0841288042912976
14113.015113.07642198356-0.061421983560342
15123.239123.2186857100630.0203142899374229
16135.336135.2944492812440.0415507187560522
17162.182162.1029315812250.0790684187750262
18207.085206.9227443698980.162255630102345
19219.825219.994478768639-0.169478768638579
20252.091251.9677928405960.123207159404128
21236.447236.475819310547-0.0288193105470972
22218.478218.863203989149-0.385203989148763
23220.221219.9296786571610.291321342839469
24238.741238.0969135107290.644086489271053
25100100.097998518265-0.0979985182653307
26108.124108.208257545178-0.0842575451779571
27113.998114.068217181123-0.0702171811225639
28124.666124.628089690210.0379103097895814
29135.284135.2099127633850.0740872366148154
30167.86167.7525836271550.107416372845294
31209.204209.0263565072010.177643492799318
32221.956222.121374242165-0.165374242164912
33252.946253.28714461716-0.341144617160252
34224.906225.083657078052-0.177657078051819
35214.815215.16181355431-0.346813554310265
36222.182221.9012037581190.280796241881359
37238.5238.2270736142180.272926385781885
38102102.076204862738-0.0762048627380556
39109.615109.690484736049-0.0754847360492647
40114.936115.009930930627-0.0739309306269294
41126.54126.5101661552010.0298338447994779
42137.144137.070978237720.0730217622798687
43175.245175.0961223563370.14887764366348
44212.246211.8932874515010.352712548499006
45227.184227.426891250457-0.242891250456619
46252.773253.098899239678-0.325899239678331
47221.934222.419452213006-0.485452213006112
48215.143215.229208267585-0.0862082675848522
49225.455225.217692976960.237307023039876
50242.116241.6875967872290.428403212771469
51103.65103.70972558268-0.0597255826802975
52111.34111.408660982835-0.0686609828347351
53114.245114.310473113029-0.0654731130290172
54127.336127.3054759320080.0305240679923282
55140.349140.2620665993850.0869334006154523
56179.32179.1895817898140.130418210185586
57215.466215.1414527207520.324547279247835
58229.247229.475416152191-0.228416152190973
59250.677250.997034951346-0.320034951345588
60224.903225.153373605811-0.250373605811016
61218.381218.174859742640.206140257359511
62226.42226.49247020871-0.0724702087096715
63243.923243.4723801904670.450619809532859
64104.974105.047895246018-0.0738952460179791
65110.717110.792011930186-0.0750119301862101
66114.437114.484279300864-0.0472793008635726
67127.871127.8338345808180.0371654191822542
68143.264143.167026224710.0969737752902177
69184.979184.8621592089970.116840791002687
70216.693216.4492336940770.243766305923205
71233.33233.496054391077-0.166054391076971
72250.105250.0813338950750.0236661049246471
73223.798224.037080154147-0.239080154146708
74219.962220.164598475923-0.202598475923004
75228.287228.346558874146-0.0595588741461576
76245.813245.7032184715310.10978152846879
77104.641104.719842210663-0.078842210662758
78111.217111.281406603419-0.0644066034188557
79115.286115.319438555595-0.0334385555945959
80130.115130.0697704381850.0452295618147562
81144.381144.2527309854980.128269014502426
82188.482188.3654639777590.116536022240957
83219.019218.6193912610590.399608738940583
84236.987237.001525265766-0.0145252657659738
85251.788251.873893624948-0.0858936249482485
86218.529218.534112202157-0.00511220215722708
87218.933219.408552867422-0.47555286742178
88231.349231.504007293635-0.155007293634853
89247.143246.8966339035470.246366096452966
90104.902104.971247959342-0.0692479593420124
91111.452111.512641007528-0.0606410075276623
92116.071116.102080300584-0.0310803005835547
93132.773132.7060828376380.0669171623615496
94145.881145.7546882742110.126311725788895
95192.86192.7203711154880.139628884512134
96217.924217.6387718322730.285228167726864
97240.027239.9204178470310.106582152969027
98250.212250.254617226959-0.0426172269589067
99217.521217.765905827509-0.244905827508547
100218.36219.11106868835-0.75106868834989
101231.015231.081885620797-0.0668856207968265
102246.381246.417496183815-0.0364961838151723
103105.695105.752326301399-0.0573263013989101
104111.611111.674855754774-0.0638557547741192
105117.807117.820106708204-0.0131067082039539
106134.265134.1909864089440.0740135910560069
107146.497146.3931564877740.1038435122259
108195.475195.3383686795370.136631320463102
109217.978217.7592651544120.218734845588254
110245.433245.514767727271-0.0817677272711917
111248.073248.0628441479410.0101558520594303
112219.971220.234441734061-0.263441734061135
113217.72218.016972196992-0.296972196991791
114232.241231.9467589969740.294241003025538
115106.489106.555479808297-0.066479808297129
116111.717111.752081051144-0.0350810511441714
117118.255118.2622169047-0.00721690469986015
118134.596134.5204616970860.0755383029139713
119148.857148.76551105860.0914889414004545
120198.4198.272310148210.127689851789784
121218.186217.9306425360320.255357463967957
122246.641246.841721065854-0.200721065853882
123244.468244.680356564572-0.212356564571644
124223.841223.922471842242-0.0814718422418072
125219.934219.7924873605960.141512639403862
126233.688233.826840087657-0.13884008765655
127107.146107.226482165349-0.0804821653489801
128112.062112.080174505422-0.0181745054222905
129118.969118.9576958995910.0113041004085454
130134.38134.2859985156540.0940014843461143
131150.78150.697164627730.0828353722695453
132200.598200.4532228516040.144777148396268
133218.54218.3848214659820.155178534017712
134250.328250.663319293107-0.335319293107411
135244.727244.979063849478-0.252063849478477
136223.764223.900940725045-0.136940725044987
137220.842220.4005396142490.441460385751474
138236.667236.5597226708240.107277329176509
139107.695107.762827917577-0.067827917577256
140112.842112.876621924633-0.0346219246331097
141120.333120.3141576606620.0188423393381091
142135.121135.0349628430960.0860371569038212
143153.293153.198917631220.0940823687801632
144202.121201.9915320722630.12946792773729
145217.886218.023477131668-0.137477131668309
146250.849251.093268406665-0.244268406665285
147244.034244.123275976809-0.0892759768090027
148223.664223.743329486486-0.079329486486247
149220.584220.1517745119160.432225488084231
150238.439238.3126096497260.126390350274353


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.09147601497106330.1829520299421270.908523985028937
90.2472826342877090.4945652685754170.752717365712291
100.6550205238210260.6899589523579470.344979476178974
110.6500961629129640.6998076741740710.349903837087036
120.8804557031231090.2390885937537820.119544296876891
130.8219664062731790.3560671874536420.178033593726821
140.7510883831304810.4978232337390390.248911616869519
150.672372260395140.6552554792097210.32762773960486
160.5881117909217490.8237764181565010.411888209078251
170.5119786220012340.9760427559975320.488021377998766
180.46526250529450.9305250105890010.5347374947055
190.4772374889184950.9544749778369890.522762511081505
200.4098238178382950.8196476356765890.590176182161705
210.3384572639252250.676914527850450.661542736074775
220.511247753974980.977504492050040.48875224602502
230.5563183256247160.8873633487505680.443681674375284
240.8643333893975290.2713332212049430.135666610602471
250.8308630170170990.3382739659658020.169136982982901
260.7872376544722360.4255246910555290.212762345527764
270.7389255473408460.5221489053183080.261074452659154
280.6886645645066590.6226708709866810.311335435493341
290.6352082358531820.7295835282936370.364791764146818
300.5804134147008770.8391731705982470.419586585299123
310.5374637886080820.9250724227838360.462536211391918
320.5792988142703870.8414023714592260.420701185729613
330.7672326928567970.4655346142864050.232767307143203
340.7408810388048020.5182379223903970.259118961195198
350.7873152745616620.4253694508766770.212684725438338
360.8153715039926810.3692569920146390.184628496007319
370.813939748303920.3721205033921590.18606025169608
380.7758805597564910.4482388804870190.22411944024351
390.7359286124577160.5281427750845690.264071387542284
400.6916173364359370.6167653271281270.308382663564063
410.6422116285898440.7155767428203120.357788371410156
420.5931225290025310.8137549419949370.406877470997468
430.5638594352884550.8722811294230910.436140564711545
440.6642474455336510.6715051089326980.335752554466349
450.7052737485957740.5894525028084510.294726251404226
460.7932913859138360.4134172281723280.206708614086164
470.9012622096065580.1974755807868850.0987377903934423
480.8816556040394030.2366887919211930.118344395960597
490.888295298279880.223409403440240.11170470172012
500.9366803579070790.1266392841858420.0633196420929211
510.9202390287269410.1595219425461190.0797609712730594
520.9023045618147930.1953908763704150.0976954381852074
530.8808478479650240.2383043040699520.119152152034976
540.8545552852351950.2908894295296110.145444714764805
550.8284911284413120.3430177431173760.171508871558688
560.8166512170777870.3666975658444270.183348782922213
570.8715667093505670.2568665812988660.128433290649433
580.8812584185355780.2374831629288430.118741581464422
590.9152524416985750.1694951166028490.0847475583014245
600.9188498049950450.162300390009910.0811501950049552
610.9256224621359430.1487550757281140.0743775378640569
620.9107479597886760.1785040804226480.089252040211324
630.9626166180608030.07476676387839480.0373833819391974
640.9526841929299810.09463161414003720.0473158070700186
650.9412874515695670.1174250968608650.0587125484304327
660.9264643170055260.1470713659889480.0735356829944742
670.9089606039008060.1820787921983890.0910393960991943
680.8934855672118240.2130288655763510.106514432788176
690.8824815923923520.2350368152152970.117518407607648
700.8960833596566080.2078332806867840.103916640343392
710.8876478743924470.2247042512151060.112352125607553
720.8644537477710780.2710925044578450.135546252228922
730.8678659321163480.2642681357673050.132134067883652
740.8646830371580960.2706339256838090.135316962841904
750.8405768059708490.3188463880583020.159423194029151
760.8270149675999480.3459700648001030.172985032400052
770.7998367698212460.4003264603575090.200163230178755
780.7699313558480610.4601372883038770.230068644151939
790.7334188130857170.5331623738285650.266581186914283
800.6950467459629170.6099065080741660.304953254037083
810.6768826316390360.6462347367219280.323117368360964
820.6540834826416270.6918330347167450.345916517358373
830.7781012527431530.4437974945136940.221898747256847
840.7419038773277160.5161922453445680.258096122672284
850.7067730450956130.5864539098087750.293226954904387
860.6639822378032530.6720355243934940.336017762196747
870.8171625069752150.365674986049570.182837493024785
880.7986128660109240.4027742679781510.201387133989076
890.8376692948006890.3246614103986210.162330705199311
900.8112897859111070.3774204281777860.188710214088893
910.7826883268707450.4346233462585090.217311673129255
920.7473282050932830.5053435898134330.252671794906717
930.7132352055919330.5735295888161350.286764794408067
940.704032504925730.5919349901485410.29596749507427
950.6923201072939050.615359785412190.307679892706095
960.7446640597819880.5106718804360240.255335940218012
970.7271273885418140.5457452229163720.272872611458186
980.688640443145470.6227191137090590.31135955685453
990.6945516401408750.6108967197182490.305448359859125
1000.9753372706582220.04932545868355670.0246627293417783
1010.9671911890128830.06561762197423450.0328088109871173
1020.9590584824524580.08188303509508470.0409415175475424
1030.9485758920968170.1028482158063660.0514241079031828
1040.9395418341685310.1209163316629370.0604581658314687
1050.9244399374979890.1511201250040210.0755600625020105
1060.905924228008340.188151543983320.0940757719916598
1070.8930802768797190.2138394462405620.106919723120281
1080.8934905181120370.2130189637759260.106509481887963
1090.9043785741529110.1912428516941780.0956214258470889
1100.8787966972898870.2424066054202260.121203302710113
1110.8577703573606290.2844592852787420.142229642639371
1120.8685310764770940.2629378470458120.131468923522906
1130.9158716153265920.1682567693468160.0841283846734082
1140.9326427987722510.1347144024554990.0673572012277493
1150.9211572520356230.1576854959287530.0788427479643765
1160.9038360158072280.1923279683855440.0961639841927721
1170.8818492720057610.2363014559884790.118150727994239
1180.8511789612527690.2976420774944620.148821038747231
1190.8234211742798140.3531576514403730.176578825720186
1200.8197789290192460.3604421419615070.180221070980754
1210.9160163719788440.1679672560423120.0839836280211558
1220.8941097014040430.2117805971919140.105890298595957
1230.864919871875750.2701602562485010.13508012812425
1240.846402612045320.3071947759093590.15359738795468
1250.8058121214129740.3883757571740520.194187878587026
1260.7733425257752460.4533149484495090.226657474224754
1270.7745784806600210.4508430386799570.225421519339979
1280.7285847038584370.5428305922831260.271415296141563
1290.6765817512836880.6468364974326240.323418248716312
1300.6114254189055650.777149162188870.388574581094435
1310.536642003217120.926715993565760.46335799678288
1320.6009559086052650.798088182789470.399044091394735
1330.745064114068180.5098717718636390.25493588593182
1340.7528394647901370.4943210704197250.247160535209863
1350.7074480852737910.5851038294524190.292551914726209
1360.7429082608675280.5141834782649450.257091739132472
1370.723861352689360.552277294621280.27613864731064
1380.6213594482778860.7572811034442270.378640551722113
1390.5560834912727160.8878330174545680.443916508727284
1400.5191457177274420.9617085645451160.480854282272558
1410.4635398624289950.9270797248579910.536460137571005
1420.3760761218078270.7521522436156540.623923878192173


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level10.00740740740740741OK
10% type I error level50.037037037037037OK