Multiple Linear Regression - Estimated Regression Equation
NS[t] = -2.44716196396029 + 0.193585990242196month[t] -2.37440482847711MSF[t] -0.557797764230691SSF[t] + 3.95052239705887TOT[t] -0.0146112912472268t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-2.447161963960291.145822-2.13570.0343930.017197
month0.1935859902421960.6509170.29740.7665860.383293
MSF-2.374404828477110.038312-61.976100
SSF-0.5577977642306910.012702-43.914400
TOT3.950522397058870.04383890.115800
t-0.01461129124722680.051418-0.28420.7766910.388345


Multiple Linear Regression - Regression Statistics
Multiple R0.999840787036238
R-squared0.999681599421244
Adjusted R-squared0.999670543845593
F-TEST (value)90423.2968917684
F-TEST (DF numerator)5
F-TEST (DF denominator)144
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.816490314760329
Sum Squared Residuals95.9985265100287


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1100.294100.0624845693530.2315154306471
2109.764109.5416983467030.222301653297345
3120.711120.6888565355910.0221434644085211
4131.551131.709601701732-0.158601701732237
5145.023145.32193539912-0.298935399119653
6177.164177.932890802456-0.768890802456213
7190.269189.7363308182110.532669181789488
8219.996219.9568298786120.0391701213882427
9218.186218.98850457938-0.802504579379976
10191.582190.0271013055171.55489869448253
11204.484203.3273964032771.15660359672292
12219.318220.890010788265-1.57201078826448
13100.578100.3018415458260.276158454174364
14108.502108.2644305706870.237569429313198
15121.37121.425852429345-0.0558524293446251
16131.422131.555657829741-0.133657829741355
17148.287148.63092326568-0.343923265680244
18174.947175.760447078825-0.813447078825203
19196.606195.9783417613020.627658238697549
20223.847224.370413470371-0.52341347037143
21206.917206.8360804957820.0809195042181142
22195.727194.1846562384451.54234376155473
23208.73209.708169840715-0.978169840714512
24213.558216.079939819861-2.52193981986147
2510099.60029416069270.399705839307351
2697.959297.70588342127790.25331657872206
27109.211108.9306143428040.280385657196027
28120.473120.625351638871-0.152351638871199
29131.112131.38663240982-0.274632409820436
30147.732148.255806171153-0.523806171153366
31179.407180.251620382152-0.844620382151813
32197.796197.1938239818120.602176018187691
33227.227225.9246790270751.30232097292501
34197.833197.1480072582210.684992741778897
35194.766193.3391882966621.4268117033383
36210.264211.205232877839-0.941232877839145
37214.026215.095929942669-1.0699299426694
38100.25499.96090441423180.293095585768179
39100.10799.87657029543980.230429704560195
40113.097112.7597764187550.337223581244712
41122.204122.313259091321-0.109259091321414
42131.193131.474641053971-0.281641053971026
43151.23151.96057019587-0.730570195870184
44181.625183.149781030041-1.5247810300406
45205.874204.9256592910540.948340708945729
46226.757225.5138263842781.2431736157222
47194.438192.5715392631861.86646073681386
48194.576194.1590399586530.416960041346852
49214.211214.9754534821-0.764453482099673
50225.59227.161004537593-1.57100453759254
51102.839102.5992228224750.239777177524715
52102.865102.6437471949850.221252805014521
53112.18111.8785640622350.30143593776465
54124.943125.026311408733-0.0833114087326177
55136.448136.755815103979-0.30781510397912
56150.278150.972079175181-0.694079175181151
57188.871190.215225678812-1.34422567881211
58206.229205.3545762147920.874423785208002
59223.928222.7146990925151.21330090748496
60202.508201.4845284429871.02347155701299
61198.563199.263313264627-0.700313264627039
62214.169213.737469644670.431530355329945
63227.637229.285356362307-1.64835636230737
64104.726104.4100236905040.315976309495591
65102.719102.4607780106250.258221989375095
66114.855114.599718075420.255281924580432
67125.276125.384663805913-0.108663805912619
68138.433138.78435752288-0.351357522880019
69154.789155.419700998574-0.630700998573696
70189.866190.895019555634-1.02901955563403
71208.473207.8551055943160.617894405684081
72220.682220.817303023491-0.135303023490964
73196.651195.721526288620.929473711379647
74201.679200.7875497565180.891450243482093
75213.656213.2977029188760.358297081123666
76229229.32515743151-0.325157431510075
77103.387103.0559718276350.331028172365047
78103.921103.6954273146060.22557268539425
79114.53114.3422247426880.187775257312414
80130.192130.295637957794-0.103637957793774
81136.323136.842059394865-0.519059394864619
82153.029153.706623145344-0.677623145344154
83192.114193.737708240681-1.62370824068113
84211.102211.0740109971530.0279890028472805
85227.654227.2937469640810.360253035919443
86191.446191.4225104934990.0234895065009864
87201.506199.550655129841.95534487015961
88219.028218.2672309404340.760769059565896
89226.841227.736915719855-0.89591571985541
90101.746101.4734698335140.272530166485707
91105.751105.517728331920.233271668080425
92115.328115.1438426316350.184157368365469
93131.595131.79794222296-0.202942222959919
94137.453137.959344557349-0.506344557349233
95157.658158.420402318091-0.762402318090834
96189.665190.858864778182-1.19386477818178
97211.503211.96854988597-0.46554988596951
98218.398218.297545743310.100454256690227
99190.056189.1064053645980.949594635402304
100204.453201.3971902915633.05580970843667
101217.602217.1944890725190.407510927480726
102221.488221.3446092633220.143390736677625
103100.371100.169117226830.201882773170276
104106.746106.4835976873830.262402312617354
105117.973117.8487212543010.124278745699441
106133.091133.317017350179-0.226017350178627
107137.072137.484478680748-0.412478680747637
108161.039161.769010971747-0.730010971747048
109191.006191.920450090548-0.914450090547994
110218.055217.7711569515520.283843048447874
111213.639213.770203602686-0.131203602685985
112190.322189.3188272822721.0031727177284
113206.552205.2209860742741.33101392572622
114220.635221.606608954818-0.971608954818042
115101.337101.1008231062740.236176893725509
116108.454108.3088798842840.145120115716369
117117.863117.779357331720.0836426682795824
118133.167133.411418201358-0.244418201357652
119139.485139.84754335329-0.362543353289645
120165.599166.274353171104-0.675353171103964
121186.398187.531630853148-1.13363085314775
122221.076220.3155642954380.760435704562395
123212.71211.9592751549380.750724845061709
124203.701203.3040099048840.396990095115507
125205.642206.053866895497-0.411866895497264
126222.011221.314660553040.696339446959644
127102.307102.0138872820950.293112717905061
128107.724107.6744478969170.049552103082794
129116.582116.61109957869-0.0290995786899651
130131.858132.206530950713-0.348530950712608
131142.049142.371588805241-0.322588805241041
132171.248171.963915013617-0.715915013616749
133189.577190.290944975565-0.713944975564737
134226.743225.443905164541.29909483545978
135217.355216.4057212510670.949278748933447
136200.524199.9596333134480.5643666865516
137205.679207.274047810601-1.59504781060108
138224.948225.220258920477-0.272258920477377
139101.794101.5774155089820.216584491017972
140108.936108.8169524551570.119047544842654
141117.645117.717497244868-0.0724972448678101
142132.5132.822508494308-0.322508494308118
143141.315141.728926354835-0.413926354835221
144172.249172.909733405925-0.660733405925316
145190.244189.8218575550750.422142444924961
146223.179222.2955394653090.883460534690984
147217.786217.4569925732630.329007426737222
148200.524200.1793010267630.344698973237023
149204.583206.166683779262-1.58368377926224
150225.566225.939145234042-0.373145234042176


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.3313223116624860.6626446233249720.668677688337514
100.4182198754444550.836439750888910.581780124555545
110.3006539304223220.6013078608446440.699346069577678
120.8097671128606550.3804657742786910.190232887139346
130.7243529601562590.5512940796874810.27564703984374
140.6296931211629760.7406137576740470.370306878837024
150.5321433121791730.9357133756416550.467856687820827
160.4337542189144880.8675084378289760.566245781085512
170.3640567938877390.7281135877754780.635943206112261
180.3593407803081860.7186815606163720.640659219691814
190.4530115264822480.9060230529644970.546988473517752
200.3767791288043980.7535582576087970.623220871195602
210.3021054010438660.6042108020877320.697894598956134
220.3393049607464760.6786099214929520.660695039253524
230.3759824588627640.7519649177255290.624017541137236
240.8323343933678220.3353312132643560.167665606632178
250.7955923673082130.4088152653835740.204407632691787
260.7492079910628990.5015840178742030.250792008937101
270.6942933464711640.6114133070576720.305706653528836
280.6394786104039460.7210427791921080.360521389596054
290.5830529174420050.833894165115990.416947082557995
300.535791920504370.928416158991260.46420807949563
310.5014643346084650.9970713307830710.498535665391535
320.5553547766526010.8892904466947980.444645223347399
330.7579360121042360.4841279757915280.242063987895764
340.7314898447883260.5370203104233470.268510155211674
350.7846168846581470.4307662306837060.215383115341853
360.7868266122300410.4263467755399190.213173387769959
370.78368516657980.4326296668403990.2163148334202
380.7414053731903170.5171892536193660.258594626809683
390.6987480296085030.6025039407829930.301251970391497
400.6516965822515970.6966068354968060.348303417748403
410.5992703566405510.8014592867188980.400729643359449
420.5477558390148860.9044883219702280.452244160985114
430.5309069392113680.9381861215772640.469093060788632
440.6592455587048820.6815088825902350.340754441295118
450.6994987378177950.601002524364410.300501262182205
460.7757495423087060.4485009153825880.224250457691294
470.8905015892968170.2189968214063650.109498410703183
480.8686399398236560.2627201203526870.131360060176344
490.8598897203751190.2802205592497620.140110279624881
500.9028406250467480.1943187499065040.0971593749532521
510.8801721560026960.2396556879946070.119827843997304
520.8558062929385870.2883874141228270.144193707061413
530.8281075136146670.3437849727706660.171892486385333
540.7943867260942870.4112265478114260.205613273905713
550.7610624080936930.4778751838126150.238937591906307
560.7577444731043620.4845110537912770.242255526895638
570.8361133880622040.3277732238755920.163886611937796
580.8422280759425450.315543848114910.157771924057455
590.8769812761566030.2460374476867950.123018723843397
600.8858057645589090.2283884708821830.114194235441091
610.8846559837862790.2306880324274410.115344016213721
620.8727636511757610.2544726976484780.127236348824239
630.9294127025322840.1411745949354320.0705872974677162
640.9136428777118320.1727142445763370.0863571222881683
650.8953711781711170.2092576436577650.104628821828883
660.8739432625094580.2521134749810840.126056737490542
670.8475449295909460.3049101408181090.152455070409054
680.8233610536707290.3532778926585410.176638946329271
690.8139751144639670.3720497710720650.186024885536033
700.8412110920171190.3175778159657620.158788907982881
710.8252378178118780.3495243643762430.174762182188122
720.7947205796307520.4105588407384960.205279420369248
730.803082285137950.3938354297240990.19691771486205
740.8097453280286730.3805093439426550.190254671971327
750.7866259313608690.4267481372782630.213374068639131
760.7668761653192080.4662476693615840.233123834680792
770.7357604349038320.5284791301923370.264239565096168
780.7005899455519770.5988201088960450.299410054448023
790.660441546846950.67911690630610.33955845315305
800.6159592418302810.7680815163394390.384040758169719
810.5956154318375750.8087691363248490.404384568162425
820.5855132979341880.8289734041316250.414486702065812
830.7347300186047790.5305399627904420.265269981395221
840.695624777218440.6087504455631190.30437522278156
850.6553206851903540.6893586296192930.344679314809646
860.6091076887383550.781784622523290.390892311261645
870.7942482063832190.4115035872335610.205751793616781
880.7826907415350670.4346185169298660.217309258464933
890.8157933314734250.368413337053150.184206668526575
900.7859423062415590.4281153875168820.214057693758441
910.7542177214921660.4915645570156670.245782278507834
920.7170332074873330.5659335850253350.282966792512667
930.67923480793160.64153038413680.3207651920684
940.6701027505994820.6597944988010360.329897249400518
950.6749466925319890.6501066149360210.325053307468011
960.7438036213407610.5123927573184780.256196378659239
970.7442985794406010.5114028411187980.255701420559399
980.7169258104501970.5661483790996050.283074189549803
990.7283692852545460.5432614294909090.271630714745454
1000.9868145600764880.02637087984702420.0131854399235121
1010.9820999189364040.03580016212719160.0179000810635958
1020.9752464555437280.04950708891254460.0247535444562723
1030.9669275593900120.06614488121997670.0330724406099884
1040.9588461166279660.08230776674406870.0411538833720344
1050.9462521434549130.1074957130901730.0537478565450865
1060.9320457779914530.1359084440170950.0679542220085473
1070.918427736034380.163144527931240.0815722639656202
1080.9166719622882440.1666560754235120.0833280377117559
1090.9370292741187660.1259414517624680.0629707258812342
1100.9223124862051690.1553750275896620.077687513794831
1110.911884507354350.1762309852913010.0881154926456503
1120.9498832074078850.1002335851842310.0501167925921154
1130.9852409560796280.02951808784074360.0147590439203718
1140.9878512501581110.02429749968377840.0121487498418892
1150.9825180926260670.03496381474786530.0174819073739327
1160.9751748427248990.04965031455020210.024825157275101
1170.964705855852560.070588288294880.03529414414744
1180.9542003104830950.09159937903380910.0457996895169046
1190.9379817081476140.1240365837047730.0620182918523864
1200.9242246639402860.1515506721194290.0757753360597144
1210.9724965567705650.05500688645886990.0275034432294349
1220.9647642236375880.07047155272482470.0352357763624123
1230.9512511394105610.09749772117887850.0487488605894393
1240.9423944849046770.1152110301906460.057605515095323
1250.9190477807208410.1619044385583170.0809522192791587
1260.9317384988316510.1365230023366980.0682615011683489
1270.9081818533421580.1836362933156850.0918181466578425
1280.8756545445598560.2486909108802870.124345455440143
1290.8371131044686540.3257737910626920.162886895531346
1300.7848495927063780.4303008145872430.215150407293622
1310.7175296814732690.5649406370534620.282470318526731
1320.7359096679625150.528180664074970.264090332037485
1330.8647734725302480.2704530549395050.135226527469752
1340.8170782036781540.3658435926436920.182921796321846
1350.7545759621525790.4908480756948420.245424037847421
1360.8347023167984510.3305953664030990.165297683201549
1370.8436455418110340.3127089163779310.156354458188965
1380.753449947597230.4931001048055410.24655005240277
1390.6377966346515250.7244067306969490.362203365348475
1400.51789756314170.96420487371660.4821024368583
1410.3951685256592150.7903370513184290.604831474340785


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level70.0526315789473684NOK
10% type I error level140.105263157894737NOK