Multiple Linear Regression - Estimated Regression Equation
TOT[t] = + 0.894471560040612 -0.211783507928986month[t] + 0.604451169674571MSF[t] + 0.140768431777201SSF[t] + 0.248720732811137NS[t] + 0.0165816744078118t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.8944715600406120.282353.1680.0018750.000937
month-0.2117835079289860.16242-1.30390.1943390.097169
MSF0.6044511696745710.004484134.79300
SSF0.1407684317772010.0029348.0500
NS0.2487207328111370.0027690.115800
t0.01658167440781180.0128311.29230.198320.09916


Multiple Linear Regression - Regression Statistics
Multiple R0.999992898222561
R-squared0.999985796495557
Adjusted R-squared0.999985303318319
F-TEST (value)2027639.80214162
F-TEST (DF numerator)5
F-TEST (DF denominator)144
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.204870660512966
Sum Squared Residuals6.04396620561872


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1107.711107.781182880692-0.0701828806920056
2113.241113.291630079402-0.0506300794015549
3121.998121.9886466690780.0093533309223476
4135.136135.0855918229390.0504081770611874
5157.641157.5751729805150.0658270194854228
6205.875205.7061285025960.168871497404475
7216.347216.488671236708-0.141671236707532
8251.435251.4341481145470.000851885452565724
9243.588243.3516879239430.236312076057032
10217.678218.112362154462-0.434362154462269
11216.346216.623819088999-0.277819088998698
12239.488239.0918990649720.396100935027942
13108.313108.385090191011-0.0720901910112705
14113.015113.066139094079-0.0511390940787411
15123.239123.2038785996780.0351214003219583
16135.336135.283883462160.0521165378401997
17162.182162.0951923676230.0868076323768993
18207.085206.9125824192940.172417580706174
19219.825219.960419521296-0.135419521296224
20252.091251.915987122440.175012877559803
21236.447236.466241741488-0.0192417414884193
22218.478218.879658497715-0.401658497714674
23220.221219.9311722908090.289827709190517
24238.741238.1227627759790.618237224021036
25100100.06769632274-0.0676963227399159
26108.124108.208357040619-0.0843570406190398
27113.998114.062897736984-0.0648977369840611
28124.666124.6228972733310.0431027266694572
29135.284135.2059863451860.0780136548141554
30167.86167.7581589841140.1018410158862
31209.204209.0130527802830.190947219717479
32221.956222.09243541905-0.136435419050484
33252.946253.234528771633-0.288528771633467
34224.906225.090491139018-0.184491139018139
35214.815215.182415932244-0.367415932244034
36222.182221.9067987379290.275201262071433
37238.5238.2579508759710.242049124029392
38102102.053244612681-0.0532446126808811
39109.615109.692559696554-0.0775596965542957
40114.936115.001571523648-0.0655715236480118
41126.54126.5083140510440.0316859489558122
42137.144137.0745679362250.0694320637751678
43175.245175.1066921855850.13830781441467
44212.246211.8830902110760.362909788924276
45227.184227.389121028294-0.205121028294039
46252.773253.053022123891-0.280022123891176
47221.934222.438095535569-0.504095535569033
48215.143215.255877384865-0.112877384865013
49225.455225.2228200266670.232179973333064
50242.116241.6987093416360.417290658364373
51103.65103.687849895549-0.0378498955487245
52111.34111.411410652124-0.07141065212424
53114.245114.309476740911-0.0644767409106635
54127.336127.3033357050810.0326642949194177
55140.349140.2616642648770.0873357351233665
56179.32179.2125282593090.10747174069069
57215.466215.1220733846110.34392661538853
58229.247229.444764340214-0.197764340213763
59250.677250.961783015602-0.284783015601799
60224.903225.160189612904-0.257189612903767
61218.381218.2001815210340.180818478966406
62226.42226.505079107146-0.0850791071460783
63243.923243.4860067294540.436993270545542
64104.974105.028362654572-0.0543626545715717
65110.717110.80019068927-0.0831906892698358
66114.437114.48260542329-0.0456054232901336
67127.871127.8372092208760.0337907791236997
68143.264143.1705217044890.0934782955109022
69184.979184.8854416573190.0935583426812758
70216.693216.4345987072250.258401292774903
71233.33233.46981489002-0.139814890020213
72250.105250.0585850361340.0464149638659217
73223.798224.063161460207-0.265161460206502
74219.962220.19055061422-0.228550614220163
75228.287228.368227252176-0.0812272521755708
76245.813245.7218424203850.0911575796153215
77104.641104.709043802902-0.0680438029017074
78111.217111.292900423588-0.075900423587544
79115.286115.325303155238-0.0393031552384807
80130.115130.0689529162410.0460470837585116
81144.381144.2686315219030.112368478096727
82188.482188.4026363947230.07936360527731
83219.019218.6070137977110.41198620228855
84236.987236.9780549452130.00894505478710394
85251.788251.841338715357-0.0533387153567927
86218.529218.572916382612-0.0439163826123118
87218.933219.440220842527-0.507220842527423
88231.349231.521421511558-0.172421511558463
89247.143246.927705992130.215294007870044
90104.902104.970653673291-0.0686536732906759
91111.452111.525547660688-0.0735476606882107
92116.071116.112534907737-0.041534907736553
93132.773132.7104170132240.0625829867759419
94145.881145.7750761974050.105923802595088
95192.86192.7564152811830.103584718817513
96217.924217.637374811860.286625188140178
97240.027239.9047478437940.122252156206018
98250.212250.249410712972-0.0374107129718127
99217.521217.813378171969-0.292378171969284
100218.36219.141161049224-0.781161049223573
101231.015231.108160167419-0.093160167418592
102246.381246.4676249281-0.086624928099963
103105.695105.761842354487-0.0668423544868097
104111.611111.69116421367-0.0801642136696893
105117.807117.83159195519-0.0245919551897366
106134.265134.1989284773280.0660715226717126
107146.497146.4207906671420.0762093328577901
108195.475195.3744197597150.100580240284618
109217.978217.7604102818180.217589718182457
110245.433245.494602681854-0.0616026818542687
111248.073248.0729555334844.44665157406704e-05
112219.971220.289673744976-0.318673744976263
113217.72218.045980359759-0.325980359758814
114232.241231.9718633606550.269136639344756
115106.489106.55253218898-0.0635321889797549
116111.717111.753520256763-0.0365202567632448
117118.255118.26364937094-0.0086493709397676
118134.596134.5177398106390.0782601893613339
119148.857148.7786905979360.078309402064503
120198.4198.2891186332970.11088136670289
121218.186217.9328662204550.253133779545137
122246.641246.804616181842-0.163616181841916
123244.468244.678506452459-0.210506452459228
124223.841223.937095592186-0.0960955921864503
125219.934219.8144852065170.119514793482926
126233.688233.840069876129-0.152069876129155
127107.146107.210891270337-0.0648912703367452
128112.062112.073071138714-0.0110711387136216
129118.969118.9523742309440.016625769055813
130134.38134.2756077763870.104392223613062
131150.78150.6950594619580.0849405380423315
132200.598200.4474133035230.150586696476881
133218.54218.3686859434430.171314056557119
134250.328250.60535406537-0.277354065369961
135244.727244.955010630345-0.228010630344972
136223.764223.912779858348-0.148779858347584
137220.842220.4120356117830.429964388217057
138236.667236.5575630586740.10943694132635
139107.695107.738346543079-0.0433465430787475
140112.842112.856382221263-0.0143822212628286
141120.333120.2968176079990.0361823920005677
142135.121135.0128705930070.108129406993415
143153.293153.190551623590.10244837641017
144202.121201.9739084941540.147091505845854
145217.886217.994740989877-0.108740989877337
146250.849251.033909568144-0.184909568143833
147244.034244.086141853277-0.052141853277492
148223.664223.743956760639-0.079956760639108
149220.584220.155004247460.428995752540501
150238.439238.300009970640.138990029359731


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.3085897823298160.6171795646596330.691410217670184
100.496362209051060.9927244181021210.50363779094894
110.3677030821737920.7354061643475840.632296917826208
120.8860712029605950.227857594078810.113928797039405
130.8244296203699730.3511407592600550.175570379630027
140.7491493489524170.5017013020951650.250850651047583
150.6631614395620390.6736771208759230.336838560437961
160.5722662831985150.855467433602970.427733716801485
170.4985206379719360.9970412759438730.501479362028064
180.4658412208393820.9316824416787630.534158779160618
190.5310609695593610.9378780608812770.468939030440639
200.455524233110950.91104846622190.54447576688905
210.3762838932673860.7525677865347730.623716106732614
220.4463767915817820.8927535831635640.553623208418218
230.5318598334999380.9362803330001230.468140166500062
240.8984821526281890.2030356947436220.101517847371811
250.869756159969660.2604876800606790.13024384003034
260.8317710413363640.3364579173272730.168228958663636
270.7880932658597870.4238134682804260.211906734140213
280.7420734647714320.5158530704571370.257926535228569
290.6922340113474750.6155319773050490.307765988652525
300.6402949229620970.7194101540758060.359705077037903
310.6007611562096380.7984776875807240.399238843790362
320.6384407872673490.7231184254653030.361559212732651
330.7749791243131280.4500417513737430.225020875686872
340.7591695867752520.4816608264494960.240830413224748
350.8188917017950110.3622165964099770.181108298204989
360.8412818509309240.3174362981381520.158718149069076
370.8304047460769440.3391905078461120.169595253923056
380.7930640851398560.4138718297202880.206935914860144
390.7530186194276470.4939627611447070.246981380572353
400.7087442226299110.5825115547401780.291255777370089
410.6599797332611170.6800405334777660.340020266738883
420.6110069839181750.777986032163650.388993016081825
430.5766124967646510.8467750064706980.423387503235349
440.6816851589984320.6366296820031360.318314841001568
450.6962125449679730.6075749100640540.303787455032027
460.745846425608060.5083071487838790.25415357439194
470.8963650191140520.2072699617718950.103634980885948
480.8753484430577270.2493031138845470.124651556942273
490.879679555154970.240640889690060.12032044484503
500.9267352287600090.1465295424799820.0732647712399908
510.9078326130583010.1843347738833970.0921673869416986
520.8869709445716130.2260581108567740.113029055428387
530.8625811125988730.2748377748022550.137418887401127
540.8336132068841030.3327735862317940.166386793115897
550.8054843109799710.3890313780400570.194515689020029
560.7826550351242280.4346899297515430.217344964875772
570.8594264535337930.2811470929324150.140573546466207
580.8576353653271260.2847292693457470.142364634672873
590.8812851237417040.2374297525165920.118714876258296
600.8899205089146550.2201589821706910.110079491085345
610.8889627499784940.2220745000430120.111037250021506
620.8732701603960750.2534596792078490.126729839603925
630.9380736888897150.1238526222205690.0619263111102847
640.9226232358775140.1547535282449720.0773767641224861
650.9060280519794460.1879438960411090.0939719480205543
660.8847994635486820.2304010729026360.115200536451318
670.8605240778187520.2789518443624960.139475922181248
680.8393736189169110.3212527621661790.160626381083089
690.8167514820397450.366497035920510.183248517960255
700.8463407567771270.3073184864457460.153659243222873
710.8264030035895420.3471939928209160.173596996410458
720.7985723268591380.4028553462817230.201427673140862
730.817598107436130.364803785127740.18240189256387
740.8239660242125620.3520679515748760.176033975787438
750.8004967505564430.3990064988871150.199503249443557
760.7853775240568090.4292449518863820.214622475943191
770.7521865411313250.4956269177373490.247813458868675
780.7177924796312420.5644150407375160.282207520368758
790.6767226478411550.646554704317690.323277352158845
800.6361891838812070.7276216322375860.363810816118793
810.6154368802843180.7691262394313640.384563119715682
820.5794848286165740.8410303427668530.420515171383426
830.7465564126626150.5068871746747690.253443587337385
840.7125133845809210.5749732308381580.287486615419079
850.6735884370024860.6528231259950280.326411562997514
860.6289090763454590.7421818473090820.371090923654541
870.8117313075895720.3765373848208560.188268692410428
880.7933161921201340.4133676157597330.206683807879866
890.8286243652389340.3427512695221310.171375634761066
900.7973952702185750.4052094595628490.202604729781425
910.7650540123012480.4698919753975050.234945987698752
920.7260181092614510.5479637814770980.273981890738549
930.6954235002139040.6091529995721920.304576499786096
940.6861818296074530.6276363407850940.313818170392547
950.6641589792082990.6716820415834020.335841020791701
960.7450210388747350.509957922250530.254978961125265
970.7645035331114320.4709929337771370.235496466888568
980.7461072784546630.5077854430906740.253892721545337
990.7732730696902510.4534538606194990.226726930309749
1000.9909559339078430.01808813218431460.00904406609215732
1010.9872559190996870.02548816180062680.0127440809003134
1020.9824940019196540.03501199616069230.0175059980803461
1030.976027503682280.04794499263544060.0239724963177203
1040.9692518136978560.06149637260428720.0307481863021436
1050.9586627904859890.08267441902802280.0413372095140114
1060.948468086548920.1030638269021610.0515319134510804
1070.9355991922653640.1288016154692730.0644008077346364
1080.9235586172871210.1528827654257580.0764413827128792
1090.9460835400303450.1078329199393110.0539164599696555
1100.9360922780433860.1278154439132290.0639077219566144
1110.9255076676520.1489846646960.074492332348
1120.972854680038340.05429063992331940.0271453199616597
1130.9927690017538270.01446199649234530.00723099824617265
1140.9947094414542280.01058111709154470.00529055854577236
1150.9918999662630380.01620006747392460.00810003373696231
1160.9878143761040770.02437124779184660.0121856238959233
1170.9816724178942050.03665516421159030.0183275821057952
1180.97650184640930.04699630718139970.0234981535906998
1190.9663973881928260.06720522361434790.0336026118071739
1200.953528003179210.09294399364157970.0464719968207898
1210.979761984602760.04047603079447970.0202380153972398
1220.9752516249205670.04949675015886570.0247483750794328
1230.966383549742280.06723290051544020.0336164502577201
1240.959495272170130.08100945565974090.0405047278298704
1250.941987448707760.116025102584480.05801255129224
1260.9529946322160090.09401073556798140.0470053677839907
1270.9322302069236990.1355395861526020.067769793076301
1280.905105238597390.1897895228052190.0948947614026097
1290.8713411344504840.2573177310990310.128658865549516
1300.8266076431043830.3467847137912340.173392356895617
1310.7663175474529740.4673649050940520.233682452547026
1320.7525592560186530.4948814879626950.247440743981347
1330.8569832587796470.2860334824407060.143016741220353
1340.8011377248640640.3977245502718710.198862275135936
1350.7347679346303960.5304641307392070.265232065369604
1360.8541972107813220.2916055784373570.145802789218678
1370.8671018679619690.2657962640760620.132898132038031
1380.7846536175431850.4306927649136310.215346382456815
1390.670883642341850.6582327153162990.32911635765815
1400.5404661749582770.9190676500834460.459533825041723
1410.4014713303495240.8029426606990480.598528669650476


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level120.0902255639097744NOK
10% type I error level200.150375939849624NOK