Multiple Linear Regression - Estimated Regression Equation
A[t] = + 11.9258699919406 -0.186688640368396I1[t] -0.158780786744706I2[t] + 0.204515893231589I3[t] -0.177385274497646E1[t] + 0.0900592800200716E2[t] -7.10017812565037e-05E3[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)11.92586999194061.6785287.10500
I1-0.1866886403683960.073758-2.53110.0123670.006184
I2-0.1587807867447060.063618-2.49580.0136130.006806
I30.2045158932315890.0480274.25843.6e-051.8e-05
E1-0.1773852744976460.071453-2.48250.0141110.007055
E20.09005928002007160.0553031.62850.1054540.052727
E3-7.10017812565037e-050.057395-0.00120.9990150.499507


Multiple Linear Regression - Regression Statistics
Multiple R0.483551387750376
R-squared0.233821944595314
Adjusted R-squared0.20416343922481
F-TEST (value)7.883807416265
F-TEST (DF numerator)6
F-TEST (DF denominator)155
p-value2.01247018272177e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.34269002911089
Sum Squared Residuals850.670468736813


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
145.48191598451328-1.48191598451328
245.99168413190375-1.99168413190375
366.76040792074816-0.760407920748158
486.112454842145991.88754515785401
584.829966712217823.17003328778218
645.22319324894052-1.22319324894052
742.120149774475371.87985022552463
887.194150040911140.805849959088862
954.509311533764490.490688466235514
1045.68102250710931-1.68102250710931
1145.77280545430865-1.77280545430865
1244.04149908176322-0.0414990817632204
1345.64772357215901-1.64772357215901
1441.928014385594182.07198561440582
1545.12917274915581-1.12917274915581
1685.275572242859642.72442775714036
1747.79138393490094-3.79138393490094
1845.02335553593504-1.02335553593504
1942.186301616259361.81369838374064
2086.457264608117571.54273539188243
2145.47752506117738-1.47752506117738
2277.41168679709686-0.41168679709686
2348.76387432794948-4.76387432794948
2444.31276131921977-0.312761319219769
2556.23633617222834-1.23633617222834
2645.00525266789298-1.00525266789298
2745.00525266789298-1.00525266789298
2845.14318991251034-1.14318991251034
2947.04455138084986-3.04455138084986
3045.49556052890361-1.49556052890361
3145.1412585190282-1.14125851902819
3246.08854767019269-2.08854767019269
33158.205308005580316.79469199441969
34106.999782978746113.00021702125389
3546.15023362399578-2.15023362399578
3685.389226932536562.61077306746344
3746.26134891417482-2.26134891417482
3845.67829146555538-1.67829146555538
3944.71406257686581-0.714062576865813
4044.37472289802723-0.374722898027228
4175.893688611022621.10631138897738
4244.31111198155219-0.311111981552186
4365.682084010327940.317915989672061
4454.534206140628580.465793859371423
4543.721441474650730.278558525349265
46167.132471492220658.86752850777935
4755.86432299127442-0.864322991274419
48125.588377072385766.41162292761424
4966.08223510642525-0.0822351064252517
5097.932874765695031.06712523430497
5196.948674186277612.05132581372239
5246.58469596183767-2.58469596183767
5355.82027982885267-0.820279828852667
5446.59779917323306-2.59779917323306
5545.9178246504014-1.9178246504014
5655.4222954667981-0.422295466798098
5745.580932716717-1.580932716717
5843.615722195844630.384277804155374
5945.32058327137161-1.32058327137161
6058.17364744210642-3.17364744210642
6145.21179239018868-1.21179239018868
6266.75235743894824-0.752357438948243
6344.71041484335178-0.710414843351783
6444.17273035897317-0.17273035897317
65187.4887687558240110.511231244176
6643.587958850975860.412041149024143
6766.44545726857229-0.44545726857229
6845.57869112567594-1.57869112567594
6946.38557212186182-2.38557212186182
7056.57521210242778-1.57521210242777
7145.14038379179298-1.14038379179298
7245.18484772490012-1.18484772490012
7355.35665443136247-0.356654431362472
74106.608974976708093.39102502329191
7556.0390167640891-1.0390167640891
7688.04867285079449-0.0486728507944939
7788.045939565252-0.0459395652519974
7855.33211606653763-0.332116066537632
7945.3379285513097-1.3379285513097
8046.1819611457163-2.1819611457163
8142.477746235285981.52225376471402
8256.53988009380305-1.53988009380305
8344.82628725558965-0.826287255589648
8445.01578242727036-1.01578242727036
8587.220713919827760.779286080172242
8645.70650098285294-1.70650098285294
8754.90935115531920.0906488446808025
88147.525771836047346.47422816395266
8986.075497804029711.92450219597029
9085.680715344602732.31928465539727
9147.60259627821368-3.60259627821368
9244.32281121009501-0.32281121009501
9365.572103466764050.427896533235953
9445.84745649951917-1.84745649951917
9576.147029438453160.852970561546837
9675.406773955526571.59322604447343
9744.88780345065879-0.887803450658794
9866.43729119580886-0.43729119580886
9946.10237648537405-2.10237648537405
10075.078042073365191.92195792663481
10145.68585538013036-1.68585538013036
10243.346019746134940.653980253865063
10386.591805399828421.40819460017158
10445.7776505953982-1.7776505953982
10545.88846153584561-1.88846153584561
106106.95849727047733.0415027295227
10787.138995528068570.861004471931429
10866.35177547116967-0.351775471169671
10944.62965892682917-0.629658926829173
11045.38456101292672-1.38456101292672
11143.873071076210620.126928923789382
11254.680865472846990.319134527153007
11346.5327203845587-2.5327203845587
11466.0960385222365-0.0960385222364963
11545.04865452899511-1.04865452899511
11656.28816473793326-1.28816473793327
11777.55714262490743-0.557142624907427
11885.810955290385072.18904470961493
11954.632208505288130.367791494711868
12087.691544929103760.308455070896236
121107.461448287127862.53855171287214
12286.665356446764741.33464355323526
12355.71131773258843-0.711317732588431
124128.333161585283883.66683841471612
12541.64646618195452.3535338180455
12654.940460572401410.0595394275985908
12746.36616346658572-2.36616346658572
12865.294908363091190.705091636908809
12947.123777135769-3.123777135769
13045.53410943558193-1.53410943558193
13177.0614837058101-0.061483705810104
13276.559422187282370.440577812717626
133107.254561671763762.74543832823624
13446.04587590085367-2.04587590085367
13556.14360731514717-1.14360731514717
13685.517646541332182.48235345866782
137115.103415845458375.89658415454163
13876.344596825864810.655403174135194
13945.16381737531512-1.16381737531512
14086.536673481033241.46332651896676
14166.23788813681542-0.237888136815423
14276.337176975602260.662823024397742
14357.48816602884918-2.48816602884917
14446.4593545803425-2.4593545803425
14585.115982681349682.88401731865032
14645.78723852972815-1.78723852972815
14785.864438582237932.13556141776207
14863.838040653294562.16195934670544
14945.95409321485817-1.95409321485817
15096.408652420431832.59134757956817
15155.24956854995437-0.249568549954365
15265.049599989355510.950400010644491
15345.20793008422005-1.20793008422005
15444.00683687702028-0.00683687702027852
15544.14724375993945-0.147243759939448
15656.76165702756714-1.76165702756714
15767.34157949795809-1.34157949795809
158168.730118750391597.26988124960841
15965.572103466764050.427896533235953
16066.84547474560103-0.845474745601032
16146.77178521352349-2.77178521352349
16246.70277816641054-2.70277816641054


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.4079054009044030.8158108018088050.592094599095597
110.353869341174380.7077386823487590.64613065882562
120.3129767659027660.6259535318055310.687023234097234
130.2156915023375080.4313830046750160.784308497662492
140.1811394464575260.3622788929150520.818860553542474
150.1246252069850360.2492504139700730.875374793014964
160.1137703297778170.2275406595556340.886229670222183
170.1006232589525520.2012465179051050.899376741047448
180.08398202180586050.1679640436117210.91601797819414
190.05479790837271120.1095958167454220.945202091627289
200.05801489822720680.1160297964544140.941985101772793
210.05430322736392560.1086064547278510.945696772636074
220.03716307835151260.07432615670302510.962836921648487
230.03135894301278650.06271788602557290.968641056987213
240.02010535248575710.04021070497151420.979894647514243
250.01228917581308720.02457835162617440.987710824186913
260.01173446384091330.02346892768182660.988265536159087
270.008416190106660260.01683238021332050.99158380989334
280.009203058026401260.01840611605280250.990796941973599
290.01157658409918990.02315316819837990.98842341590081
300.009128647417878110.01825729483575620.990871352582122
310.005696544043018910.01139308808603780.994303455956981
320.004053175746148580.008106351492297160.995946824253851
330.3063529746054840.6127059492109670.693647025394516
340.4587878105303040.9175756210606080.541212189469696
350.4430361729962720.8860723459925430.556963827003728
360.4469320512314090.8938641024628170.553067948768591
370.4132627586555670.8265255173111340.586737241344433
380.3785737571339610.7571475142679220.621426242866039
390.3258303614809140.6516607229618290.674169638519086
400.2769937101653220.5539874203306440.723006289834678
410.2794266231740930.5588532463481860.720573376825907
420.2344165880900920.4688331761801840.765583411909908
430.1978346655958190.3956693311916370.802165334404181
440.1626565746935160.3253131493870310.837343425306484
450.1345108810788610.2690217621577220.865489118921139
460.8272898981224080.3454202037551840.172710101877592
470.7997802109587240.4004395780825520.200219789041276
480.93863765492020.1227246901596010.0613623450798005
490.9221382493942730.1557235012114550.0778617506057274
500.9104031920996580.1791936158006830.0895968079003415
510.9080806759145520.1838386481708970.0919193240854483
520.9092888835542630.1814222328914740.0907111164457369
530.8894001634743340.2211996730513330.110599836525666
540.894478132684650.21104373463070.10552186731535
550.886412173964590.227175652070820.11358782603541
560.8619016972217340.2761966055565320.138098302778266
570.8450013320552580.3099973358894830.154998667944742
580.8149602269840530.3700795460318930.185039773015947
590.7906723565431780.4186552869136450.209327643456822
600.8111994018300010.3776011963399980.188800598169999
610.7888929238958550.4222141522082910.211107076104145
620.7553865277276370.4892269445447270.244613472272363
630.7182354350577510.5635291298844980.281764564942249
640.679531343339820.640937313320360.32046865666018
650.9963820726569720.007235854686056070.00361792734302804
660.9949530697844150.01009386043116930.00504693021558467
670.9930151513484790.01396969730304130.00698484865152064
680.9915414034649030.01691719307019470.00845859653509737
690.9916755040610420.01664899187791640.00832449593895821
700.9903119047240380.01937619055192380.00968809527596188
710.9878354457776120.02432910844477580.0121645542223879
720.9849041812626130.03019163747477450.0150958187373873
730.9800045471581870.03999090568362520.0199954528418126
740.9863764201860940.02724715962781110.0136235798139056
750.9829296966664450.03414060666711010.0170703033335551
760.9773732835930620.04525343281387530.0226267164069377
770.9703657415029690.05926851699406170.0296342584970308
780.962107629429940.07578474114012080.0378923705700604
790.9561302617910510.08773947641789740.0438697382089487
800.9534754256572960.09304914868540830.0465245743427042
810.9527227775129240.09455444497415140.0472772224870757
820.9460937535891170.1078124928217650.0539062464108826
830.9343318545518610.1313362908962780.065668145448139
840.9207780057117680.1584439885764640.0792219942882319
850.9045059805775950.1909880388448110.0954940194224054
860.8967273960093220.2065452079813560.103272603990678
870.8757757424460620.2484485151078760.124224257553938
880.9735892692244480.05282146155110420.0264107307755521
890.9693430628023740.0613138743952510.0306569371976255
900.9670819289032040.06583614219359120.0329180710967956
910.9735259348585390.0529481302829220.026474065141461
920.9655156303813740.06896873923725240.0344843696186262
930.9558914895918070.08821702081638550.0441085104081927
940.950923118224270.09815376355146040.0490768817757302
950.9390826109512340.1218347780975330.0609173890487664
960.9293970729428880.1412058541142240.0706029270571119
970.9137999633649060.1724000732701870.0862000366350935
980.893647679396850.21270464120630.10635232060315
990.8887635294870560.2224729410258880.111236470512944
1000.879105836261710.2417883274765790.12089416373829
1010.869469141083760.2610617178324790.130530858916239
1020.8475792085384580.3048415829230850.152420791461542
1030.8255347094947190.3489305810105630.174465290505281
1040.8155287878501410.3689424242997180.184471212149859
1050.8036586468922670.3926827062154660.196341353107733
1060.8254335206648570.3491329586702860.174566479335143
1070.7965357196729680.4069285606540640.203464280327032
1080.7595028292521850.480994341495630.240497170747815
1090.7238903000504240.5522193998991510.276109699949576
1100.697351845955150.60529630808970.30264815404485
1110.6533302150823270.6933395698353450.346669784917673
1120.6051621409700870.7896757180598260.394837859029913
1130.6020815394851330.7958369210297350.397918460514867
1140.5510020813260350.897995837347930.448997918673965
1150.5178436669813820.9643126660372360.482156333018618
1160.4816364214690490.9632728429380990.518363578530951
1170.4436090677253010.8872181354506010.556390932274699
1180.4228970620398650.8457941240797290.577102937960135
1190.3733148223023990.7466296446047990.626685177697601
1200.3249777334600720.6499554669201440.675022266539928
1210.328169220786040.6563384415720810.67183077921396
1220.2892563270517190.5785126541034370.710743672948281
1230.251978817344550.50395763468910.74802118265545
1240.413992541621910.8279850832438210.58600745837809
1250.3905127381532670.7810254763065330.609487261846733
1260.3363460682772620.6726921365545240.663653931722738
1270.3404198249419820.6808396498839640.659580175058018
1280.2890500555968050.5781001111936110.710949944403195
1290.30386280753180.60772561506360.6961371924682
1300.2675033524094390.5350067048188770.732496647590561
1310.2192791087551270.4385582175102540.780720891244873
1320.176294540571010.3525890811420190.82370545942899
1330.2315819974391140.4631639948782270.768418002560886
1340.2068484530338640.4136969060677280.793151546966136
1350.2300048652760450.4600097305520910.769995134723955
1360.3270059552640880.6540119105281760.672994044735912
1370.595924012103290.808151975793420.40407598789671
1380.5343686376275560.9312627247448890.465631362372444
1390.5710916778193890.8578166443612220.428908322180611
1400.4981913630864080.9963827261728150.501808636913592
1410.4995111492981810.9990222985963610.500488850701819
1420.4249528044795680.8499056089591360.575047195520432
1430.5619642083903880.8760715832192250.438035791609612
1440.5130266713583470.9739466572833060.486973328641653
1450.4441641029090360.8883282058180720.555835897090964
1460.3699960752151010.7399921504302020.630003924784899
1470.3155029081801560.6310058163603110.684497091819844
1480.6606776609016070.6786446781967850.339322339098393
1490.5745791391652090.8508417216695820.425420860834791
1500.7894410582516420.4211178834967150.210558941748358
1510.6699303577347310.6601392845305380.330069642265269
1520.5573750207680.8852499584640.442624979232


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level20.013986013986014NOK
5% type I error level210.146853146853147NOK
10% type I error level350.244755244755245NOK