Send output to:
Data X:
Names of X columns:
Sample Range:
(leave blank to include all observations)
From:
To:
Column Number of Endogenous Series (?)
Fixed Seasonal Effects 
Type of Equation 
Degree of Predetermination (lagged endogenous variables) 
Degree of Seasonal Predetermination 
Seasonality 
Chart options
R Code




Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R ServerBig Analytics Cloud Computing Center


Multiple Linear Regression - Estimated Regression Equation
Y_t[t] = + 31.3471573638543 + 0.444702753166022X_1t[t] -0.362675102423084X_2t[t] -0.262539402740327X_3t[t] -0.207318027182089X_4t[t] -0.274389035067997X_5t[t] -0.327297113875413X_6t[t] -0.209605852221707X_7t[t] + 0.0459801204750839X_8t[t] + 0.887743425105732X_9t[t] -0.000478451727605439X_10t[t] -0.241762602800192X_11t[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)31.34715736385439.236363.39390.0011380.000569
X_1t0.4447027531660220.0534598.318500
X_2t-0.3626751024230840.058971-6.150100
X_3t-0.2625394027403270.059547-4.40893.7e-051.8e-05
X_4t-0.2073180271820890.056577-3.66440.0004780.000239
X_5t-0.2743890350679970.079743-3.44090.0009820.000491
X_6t-0.3272971138754130.136247-2.40220.0189520.009476
X_7t-0.2096058522217070.269963-0.77640.4401150.220057
X_8t0.04598012047508390.2977670.15440.8777260.438863
X_9t0.8877434251057320.3122652.84290.0058540.002927
X_10t-0.0004784517276054390.066048-0.00720.9942410.49712
X_11t-0.2417626028001920.158891-1.52160.1326240.066312


Multiple Linear Regression - Regression Statistics
Multiple R0.957117519497325
R-squared0.916073946128713
Adjusted R-squared0.902885566234654
F-TEST (value)69.4606883853381
F-TEST (DF numerator)11
F-TEST (DF denominator)70
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.0240654350445
Sum Squared Residuals640.148022880163


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1-3-4.948080824862631.94808082486263
2-4-2.14131446342658-1.85868553657342
3-7-6.51154590698917-0.488454093010829
4-7-4.20445493251038-2.79554506748962
5-7-4.77415776825537-2.22584223174463
6-3-2.18641994553898-0.813580054461018
70-1.785002514532891.78500251453289
8-5-1.86842044012433-3.13157955987567
9-3-3.074347839297250.0743478392972479
1030.5645050954734092.43549490452659
112-0.6321293835925952.63212938359259
12-7-11.16633881956514.16633881956507
13-11.69080317608383-2.69080317608383
1401.94923548223378-1.94923548223378
15-3-0.948930336808775-2.05106966319122
1647.10114994268736-3.10114994268736
1722.58329321015519-0.58329321015519
1831.216724995316021.78327500468398
190-3.042778546509543.04277854650954
20-10-7.42122418583962-2.57877581416038
21-10-8.490304881488-1.509695118512
22-9-7.54308200443584-1.45691799556416
23-22-18.1955557988583-3.80444420114172
24-16-16.8238278019670.823827801967044
25-18-21.3775528464663.37755284646597
26-14-14.25830255654950.258302556549502
27-12-16.14764545194594.14764545194594
28-17-18.55711694425321.55711694425316
29-23-20.6407854145687-2.35921458543134
30-28-24.2630396191683-3.73696038083173
31-31-28.0235085879537-2.97649141204635
32-21-21.10205923830680.102059238306848
33-19-17.4096709779125-1.59032902208746
34-22-25.00197514079293.0019751407929
35-22-23.85708985032631.85708985032627
36-25-22.0598870066226-2.94011299337739
37-16-18.44567096446922.44567096446921
38-22-17.8341257308486-4.16587426915142
39-21-16.7685618316674-4.23143816833263
40-10-11.03067034213971.03067034213971
41-7-6.4366553049305-0.563344695069504
42-5-8.407805071086953.40780507108695
43-4-5.61479460237621.6147946023762
4472.145913408503894.85408659149611
4561.429939119348044.57006088065196
4632.629808788949980.370191211050019
47107.872586947469242.12741305253076
4805.80434527654845-5.80434527654845
49-2-0.288555804068117-1.71144419593188
50-11.20563724070957-2.20563724070957
5120.9001083282061481.09989167179385
5286.084359020352211.91564097964779
53-6-4.3397445194819-1.6602554805181
54-4-1.01767324966563-2.98232675033437
5544.81947387797567-0.819473877975666
5673.39324563089573.6067543691043
5732.096957997214050.903042002785951
583-0.08091675718074413.08091675718074
5983.014237658243754.98576234175625
6030.551300428954482.44869957104552
61-3-2.56320995451276-0.436790045487237
6243.36304972945520.636950270544805
63-5-8.213138547015613.21313854701561
64-11.21843408563981-2.21843408563981
6555.34078981836698-0.340789818366984
660-2.705016671474672.70501667147467
67-6-3.85489205975439-2.14510794024561
68-13-9.50176898800993-3.49823101199007
69-15-9.3952163369065-5.6047836630935
70-8-7.28536732264578-0.714632677354218
71-20-20.48962068631580.489620686315812
72-10-19.33642144412019.33642144412008
73-22-23.23990157421881.23990157421876
74-25-24.4844514739612-0.515548526038806
75-10-11.83868810136321.83868810136318
76-8-11.84174625378523.84174625378515
77-9-6.64717552975094-2.35282447024906
78-5-2.76587485556428-2.23412514443572
79-7-3.20421652514465-3.79578347485535
80-11-9.45226471823089-1.54773528176911
81-11-9.42543491839396-1.57456508160604
82-16-17.00976909023061.0097690902306


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
150.07411431615227070.1482286323045410.925885683847729
160.02536208276093270.05072416552186540.974637917239067
170.008773900770656680.01754780154131340.991226099229343
180.02540408715178330.05080817430356670.974595912848217
190.05535210261350290.1107042052270060.944647897386497
200.1000504580197990.2001009160395980.899949541980201
210.05861570845728190.1172314169145640.941384291542718
220.03360300935835930.06720601871671860.966396990641641
230.02111454341707270.04222908683414530.978885456582927
240.01643071254088220.03286142508176440.983569287459118
250.02806333137487780.05612666274975570.971936668625122
260.01558909592475640.03117819184951270.984410904075244
270.01334874259238550.0266974851847710.986651257407615
280.009296013188278760.01859202637655750.990703986811721
290.01613996660029610.03227993320059210.983860033399704
300.01007450917346430.02014901834692850.989925490826536
310.007815615022830040.01563123004566010.99218438497717
320.004700378484466630.009400756968933250.995299621515533
330.01166318830007590.02332637660015170.988336811699924
340.01170531806747430.02341063613494860.988294681932526
350.009240704058512950.01848140811702590.990759295941487
360.007749412787456260.01549882557491250.992250587212544
370.007246685001114850.01449337000222970.992753314998885
380.00541078194070680.01082156388141360.994589218059293
390.005704008205154410.01140801641030880.994295991794846
400.03252940268012220.06505880536024450.967470597319878
410.02971386264151520.05942772528303050.970286137358485
420.04058839074683630.08117678149367260.959411609253164
430.03482045359859940.06964090719719880.965179546401401
440.0747439114389710.1494878228779420.925256088561029
450.09301864802941740.1860372960588350.906981351970583
460.07443044301069850.1488608860213970.925569556989302
470.09385995574456270.1877199114891250.906140044255437
480.1399536625810190.2799073251620370.860046337418981
490.1073206659215140.2146413318430280.892679334078486
500.08626952436685730.1725390487337150.913730475633143
510.1009007663948630.2018015327897250.899099233605137
520.09497516430162710.1899503286032540.905024835698373
530.06693115093946340.1338623018789270.933068849060537
540.05422099663559170.1084419932711830.945779003364408
550.03553661767557130.07107323535114250.964463382324429
560.06452257541498180.1290451508299640.935477424585018
570.07815322946276270.1563064589255250.921846770537237
580.1216775614360780.2433551228721560.878322438563922
590.3148139566615790.6296279133231590.685186043338421
600.4563504022707650.9127008045415290.543649597729235
610.4974880195793180.9949760391586350.502511980420682
620.3941762704787460.7883525409574930.605823729521254
630.3966888381181310.7933776762362610.603311161881869
640.3187588451359760.6375176902719520.681241154864024
650.2197087954918740.4394175909837490.780291204508126
660.1449922133042090.2899844266084180.855007786695791
670.08688470895951790.1737694179190360.913115291040482


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level10.0188679245283019NOK
5% type I error level170.320754716981132NOK
10% type I error level260.490566037735849NOK












Click here to blog (archive) this computation