Multiple Linear Regression - Estimated Regression Equation
Y_t[t] = + 775.693886285818 + 0.916318386195141X_1t[t] + 1.56228856777394X_2t[t] + 1.42711750419291X_3t[t] + 0.907997375332752X_4t[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)775.693886285818220.7483753.51390.0005960.000298
X_1t0.9163183861951410.07337412.488400
X_2t1.562288567773940.11364613.746900
X_3t1.427117504192910.02947948.411600
X_4t0.9079973753327520.0493418.402700


Multiple Linear Regression - Regression Statistics
Multiple R0.994595397681047
R-squared0.989220005088319
Adjusted R-squared0.988909789407408
F-TEST (value)3188.81367370326
F-TEST (DF numerator)4
F-TEST (DF denominator)139
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation93.6772246649449
Sum Squared Residuals1219783.71650879


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11491514840.57133986874.4286601319822
21177311841.1809307555-68.180930755464
31160811774.1217474668-166.121747466848
41146811623.7509979764-155.750997976379
51151111532.4969605465-21.4969605464614
61120011181.972519274718.027480725304
71116411214.4104885719-50.4104885719231
81096010967.686678045-7.68667804504588
91066710750.3928551887-83.392855188651
101155611658.3981511137-102.39815111374
111137211490.8255284269-118.825528426926
121233312049.3846431253283.615356874716
131310212937.1433435503164.856656449743
141111511091.406967152823.5930328471609
151257212522.18396833749.8160316630354
161155711593.7673440598-36.7673440597625
171205912067.5192432049-8.51924320487507
181142011350.972161746769.0278382533336
191118510944.5545459952240.445454004825
201111310780.5398656995332.46013430046
211070610476.5527348706229.447265129416
221152311367.3404136122155.659586387847
231139111284.9046027184106.095397281621
241263412447.5814640324186.418535967597
251346913256.318978831212.68102116898
261173511682.755202017652.244797982449
271328113216.253585446764.7464145533103
281196812037.0911657944-69.0911657944415
291162311622.89210636150.107893638537695
301108411064.615486895819.3845131041764
311150911401.381179301107.618820698955
321113411142.8264669125-8.82646691247861
331043810370.276149717167.7238502829115
341153011598.3277234299-68.3277234298999
351149111495.935139987-4.93513998696291
361309313107.4863027177-14.4863027177239
371310613087.949738549118.0502614508547
381130511430.294128928-125.29412892803
391311313172.5957817635-59.5957817634641
401220312164.273459867738.7265401322715
411130911409.7844902639-100.784490263859
421108811030.563641446357.4363585537328
431123411059.4023402686174.597659731435
441161911449.4833536045169.516646395505
451094210939.28853312242.7114668775962
461144511401.938213565743.0617864342789
471129111354.133840284-63.13384028404
481328113257.643074390223.35692560981
491372613691.003886068834.9961139311973
501130011390.6686290806-90.6686290805906
511198312030.5619663303-47.5619663302737
521109211151.0243078667-59.024307866742
531109311226.2229368949-133.222936894946
541069210847.6828909527-155.682890952738
551078610746.762947562139.2370524378782
561116611099.145250764366.8547492357246
571055310598.0438631066-45.043863106577
581110311129.4174416403-26.4174416403328
591096911056.3756924693-87.3756924692754
601209012116.1818844861-26.1818844860736
611254412583.0874452549-39.087445254887
621226412277.9673981225-13.9673981225449
631378313899.4657936815-116.465793681492
641121411265.6185904704-51.6185904704077
651145311429.685371425123.3146285749203
661088310884.0300532352-1.03005323520424
671038110330.359041892450.640958107603
681034810287.533401213960.466598786125
69100249945.774135842178.2258641578999
701080510841.6276060119-36.6276060119076
711079610970.4013529371-174.401352937098
721190712059.6499664798-152.649966479839
731226112212.699928358148.3000716419311
741137711492.5711179-115.571117899968
751268912713.844479414-24.8444794140396
761147411577.6440236049-103.644023604864
771099210957.076875923934.9231240761476
781076410787.6003747297-23.6003747296566
791216411999.861017101164.138982898958
801040910246.3401535826162.659846417354
811039810352.293491568245.7065084318393
821034910445.2656537495-96.2656537495402
831086510913.962753703-48.9627537029582
841163011698.1797353716-68.1797353715746
851222112231.2553059977-10.2553059976532
861088411016.8067526524-132.806752652364
871201912022.7687641779-3.76876417786747
881102111129.6844203677-108.684420367724
891079910821.8715778835-22.8715778834547
901042310489.3938745884-66.393874588422
911048410407.282501137876.7174988621639
921045010422.450992346627.5490076534501
9399069955.66740790896-49.6674079089563
941104911056.2955896803-7.29558968034399
951128111344.0265487158-63.0265487158106
961248512536.2980173046-51.2980173045924
971284912766.790418895882.2095811042217
981138011475.9982429686-95.9982429686162
991207912069.84200145999.15799854007095
1001136611449.3945275831-83.3945275830799
1011132811293.104848119534.8951518804523
1021044410477.3530942891-33.3530942891457
1031085410698.9136373229155.08636267708
1041043410332.9356668164101.064333183616
1051013710214.2657421827-77.2657421827146
1061099211059.5230305627-67.523030562716
1071090610977.0104041609-71.0104041609395
1081236712368.6376173806-1.63761738061016
1091437114286.466065501884.5339344982182
1101169511680.906669345314.0933306546689
1111154611600.5497864892-54.5497864891688
1121092210993.3945993698-71.3945993698458
1131067010723.9170444561-53.9170444561261
1141025410231.997252625222.0027473747995
1151057310563.08381199219.91618800791597
1161023910223.716694129715.2833058703227
1171025310230.423214938822.5767850611705
1181117611201.7644253184-25.7644253184023
1191071910751.5201905532-32.5201905531648
1201181711926.2996717004-109.299671700439
1211248712500.2195591343-13.2195591342678
1221151911619.3074185674-100.307418567356
1231202511993.891120958631.1088790413822
1241097610882.756472241193.2435277589249
1251127611115.4155570427160.584442957324
1261065710658.1260498722-1.12604987217184
1271114111031.3054396996109.694560300379
1281042310390.505211158532.4947888414552
1291064010572.605076553467.3949234465655
1301142611474.9749899867-48.9749899866593
1311094810995.3846696817-47.3846696817359
1321254012686.2239661366-146.223966136599
1331220012269.5226385143-69.5226385142654
1341064410726.608564358-82.6085643580297
1351204411969.236411430974.763588569128
1361133811390.3998042779-52.3998042778618
1371129211292.1140465825-0.114046582543401
1381061210586.809108688625.1908913113688
1391099510988.13901204736.86098795267519
1401068610747.2726539137-61.2726539137333
1411063510629.36847988115.63152011890151
1421128511309.5905135295-24.5905135294764
1431147511472.10783684372.89216315627486
1441253512581.7039503746-46.7039503745898


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.114574491142370.2291489822847390.88542550885763
90.051511899248110.103023798496220.94848810075189
100.04175198887491580.08350397774983170.958248011125084
110.0217902291116130.0435804582232260.978209770888387
120.617459706134150.7650805877317010.38254029386585
130.59601295422760.80797409154480.4039870457724
140.5258017679193980.9483964641612040.474198232080602
150.4607313210349240.9214626420698470.539268678965076
160.5617122732650140.8765754534699730.438287726734986
170.7191272841373680.5617454317252640.280872715862632
180.6627114579661240.6745770840677510.337288542033876
190.6799272080920820.6401455838158360.320072791907918
200.9193403297970220.1613193404059570.0806596702029783
210.9770007205735170.0459985588529660.022999279426483
220.9829913415360010.03401731692799870.0170086584639993
230.9826028428278370.03479431434432620.0173971571721631
240.997995077259290.004009845481419690.00200492274070984
250.9989593314754450.00208133704910910.00104066852455455
260.9988623588422650.002275282315469520.00113764115773476
270.9989861760421410.002027647915718260.00101382395785913
280.9996694544331540.000661091133691960.00033054556684598
290.9996470411884810.0007059176230374970.000352958811518749
300.9998500393642390.0002999212715221740.000149960635761087
310.9998470185745880.0003059628508233220.000152981425411661
320.9999510954776779.78090446457179e-054.89045223228589e-05
330.999935760761040.000128478477919976.42392389599848e-05
340.9999267920881620.0001464158236760957.32079118380475e-05
350.9998910720485580.0002178559028835420.000108927951441771
360.9998622924740070.0002754150519867620.000137707525993381
370.9998183150348550.0003633699302907380.000181684965145369
380.9998917006638990.0002165986722028880.000108299336101444
390.9998809350389210.0002381299221588480.000119064961079424
400.9998522508050020.0002954983899956560.000147749194997828
410.9999166680146080.000166663970784728.33319853923599e-05
420.9998937876618310.0002124246763388330.000106212338169416
430.9999583138419468.33723161088337e-054.16861580544169e-05
440.999985686243742.86275125203961e-051.43137562601981e-05
450.9999822636531153.54726937703253e-051.77363468851626e-05
460.9999826984735873.46030528262901e-051.73015264131451e-05
470.9999842804296963.14391406077948e-051.57195703038974e-05
480.9999844505833283.10988333439271e-051.55494166719636e-05
490.9999858438341442.83123317126718e-051.41561658563359e-05
500.9999841268539023.17462921963465e-051.58731460981733e-05
510.9999820309186663.59381626689184e-051.79690813344592e-05
520.999979779432474.04411350609844e-052.02205675304922e-05
530.9999874327221132.51345557737996e-051.25672778868998e-05
540.999995948116348.10376731969542e-064.05188365984771e-06
550.9999943913379881.12173240250601e-055.60866201253005e-06
560.9999935982305641.2803538871074e-056.40176943553701e-06
570.9999903693183351.92613633310507e-059.63068166552536e-06
580.9999859246292252.81507415501679e-051.40753707750839e-05
590.9999821784762373.56430475265571e-051.78215237632786e-05
600.9999770552468594.58895062816155e-052.29447531408077e-05
610.9999706321976155.87356047706517e-052.93678023853259e-05
620.9999598214607058.03570785903168e-054.01785392951584e-05
630.999969048597716.19028045801398e-053.09514022900699e-05
640.9999558436442878.83127114261284e-054.41563557130642e-05
650.9999455284645780.0001089430708433445.44715354216719e-05
660.9999130342959070.0001739314081850318.69657040925153e-05
670.9998942552624570.000211489475085840.00010574473754292
680.9999066723092420.0001866553815159799.33276907579896e-05
690.9999201328590020.0001597342819950477.98671409975236e-05
700.99988943600490.000221127990199660.00011056399509983
710.9999345461397460.0001309077205082736.54538602541364e-05
720.9999448615474550.000110276905090375.51384525451852e-05
730.9999531730901139.36538197748401e-054.682690988742e-05
740.9999494719964570.0001010560070857055.05280035428523e-05
750.9999277829974330.000144434005133427.22170025667101e-05
760.9999206896558780.0001586206882447337.93103441223666e-05
770.999897644773610.0002047104527802490.000102355226390124
780.9998364472104140.0003271055791729550.000163552789586478
790.9999593156424628.13687150753267e-054.06843575376633e-05
800.9999977087470894.58250582152819e-062.2912529107641e-06
810.9999979676907784.06461844406071e-062.03230922203036e-06
820.999998147455413.70508917895582e-061.85254458947791e-06
830.9999969086947556.18261048965702e-063.09130524482851e-06
840.9999949403741811.01192516381048e-055.05962581905242e-06
850.9999908537525241.82924949519551e-059.14624747597754e-06
860.9999943222464281.13555071448444e-055.6777535724222e-06
870.9999921809002871.56381994266089e-057.81909971330447e-06
880.9999908655186551.82689626895187e-059.13448134475937e-06
890.999983529950713.29400985799347e-051.64700492899673e-05
900.9999789577211524.20845576968281e-052.10422788484141e-05
910.9999772142192624.55715614760864e-052.27857807380432e-05
920.9999690368389046.19263221919462e-053.09631610959731e-05
930.9999467225630950.0001065548738105155.32774369052575e-05
940.9999265116034640.0001469767930723357.34883965361674e-05
950.9998796831271610.0002406337456789180.000120316872839459
960.9998059606620950.0003880786758095690.000194039337904784
970.9998875681663370.0002248636673270640.000112431833663532
980.9998522854434460.0002954291131086950.000147714556554348
990.9998069321600550.0003861356798892380.000193067839944619
1000.9996984594760070.0006030810479861840.000301540523993092
1010.9996311051638210.000737789672357280.00036889483617864
1020.9993821572743150.001235685451370650.000617842725685327
1030.9998019714809860.0003960570380284140.000198028519014207
1040.9998775811224130.0002448377551749220.000122418877587461
1050.9998205538013250.0003588923973500190.000179446198675009
1060.9996980526226330.0006038947547348480.000301947377367424
1070.999530531077330.0009389378453401830.000469468922670092
1080.9992842988980220.001431402203955480.000715701101977741
1090.9991819575863790.001636084827243010.000818042413621503
1100.9987629238405340.00247415231893290.00123707615946645
1110.997949422834950.004101154330099620.00205057716504981
1120.9972774363821850.005445127235630470.00272256361781523
1130.9961740982226690.007651803554662140.00382590177733107
1140.9937041166824480.01259176663510370.00629588331755186
1150.9898657301630670.02026853967386640.0101342698369332
1160.9841539088404110.03169218231917780.0158460911595889
1170.9758092248199120.04838155036017540.0241907751800877
1180.9683192713319110.06336145733617750.0316807286680888
1190.954419925571760.09116014885647940.0455800744282397
1200.9480372596729660.1039254806540680.0519627403270338
1210.9273946010660340.1452107978679330.0726053989339664
1220.917027966306010.165944067387980.0829720336939902
1230.9002504647231760.1994990705536470.0997495352768236
1240.9281806966163270.1436386067673460.0718193033836729
1250.9928530869477610.01429382610447790.00714691305223894
1260.9864272612260830.02714547754783470.0135727387739174
1270.9975185621098210.004962875780357120.00248143789017856
1280.9950465290916770.009906941816645820.00495347090832291
1290.997458634329560.00508273134088040.0025413656704402
1300.9976367476012040.004726504797591790.0023632523987959
1310.9940503597685980.0118992804628030.00594964023140151
1320.9909995208903330.01800095821933470.00900047910966735
1330.9771215316241860.04575693675162710.0228784683758135
1340.9475347502645670.1049304994708650.0524652497354325
1350.9661020009765620.06779599804687580.0338979990234379
1360.96595130451650.06809739096699980.0340486954834999


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level940.728682170542636NOK
5% type I error level1070.829457364341085NOK
10% type I error level1120.868217054263566NOK