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Computing time2 seconds
R ServerBig Analytics Cloud Computing Center


Multiple Linear Regression - Estimated Regression Equation
month[t] = + 8.33938962516957 -0.0391199022598999col[t] + 0.00408947676083809usa[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)8.339389625169572.9042722.87140.0047220.002361
col-0.03911990225989990.0513-0.76260.4470040.223502
usa0.004089476760838090.010640.38430.7013140.350657


Multiple Linear Regression - Regression Statistics
Multiple R0.0666125342567079
R-squared0.00443722972010109
Adjusted R-squared-0.00978509556961171
F-TEST (value)0.311990453720713
F-TEST (DF numerator)2
F-TEST (DF denominator)140
p-value0.732496115637196
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.46210025044929
Sum Squared Residuals1678.05934018255


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
115.9678211299392-4.9678211299392
226.07087594431233-4.07087594431233
336.15887141793023-3.15887141793023
446.32623823801535-2.32623823801535
556.44315959013055-1.44315959013055
666.39964119754123-0.399641197541234
776.383230044537430.616769955462573
886.36781573071251.6321842692875
996.370574058461982.62942594153802
10106.369082442923323.63091755707668
11116.342378060695354.65762193930465
12126.343784576196255.65621542380375
1316.35022343303048-5.35022343303048
1426.34528129225644-4.34528129225644
1536.35107901162742-3.35107901162742
1646.31687085335612-2.31687085335612
1756.30887084366116-1.30887084366116
1866.28700211028632-0.287002110286318
1976.277437304500960.72256269549904
2086.229413668510241.77058633148976
2196.223619592368932.77638040763107
22106.249048986129733.75095101387027
23116.279793971033694.72020602896631
24126.303390881609955.69660911839005
2516.31358126214288-5.31358126214288
2626.36018864908448-4.36018864908448
2736.69889819397907-3.69889819397907
2846.71196895689807-2.71196895689807
2956.65373427713721-1.65373427713721
3066.52077839812213-0.520778398122135
3176.538375067679760.461624932320242
3286.569306544020851.43069345597915
3396.465599662495482.53440033750452
34106.426958245233743.57304175476626
35116.394860719435274.60513928056473
36126.373308547239425.62669145276058
3716.31877578844646-5.31877578844646
3826.38040556154446-4.38040556154446
3936.37642476264233-3.37642476264233
4046.24482361045956-2.24482361045956
4156.29759925255753-1.29759925255753
4266.33513733871948-0.335137338719479
4376.392303456041590.607696543958412
4486.41405159207171.5859484079283
4596.404275259736392.59572474026361
46106.423570438355943.57642956164406
47116.411341148610064.58865885138994
48126.262119749048725.73788025095128
4916.26583723273231-5.26583723273231
5026.24077009850054-4.24077009850054
5136.25035629616905-3.25035629616905
5246.26911682924625-2.26911682924625
5356.28899771343079-1.28899771343079
5466.33105124403722-0.331051244037219
5576.354310930197270.645689069802725
5686.387278868662431.61272113133757
5796.421935843792382.57806415620762
58106.275307204931693.72469279506831
59116.167159516805464.83284048319454
60126.234869530438325.76513046956168
6116.27288755889029-5.27288755889029
6226.35745389915595-4.35745389915595
6336.23050945199961-3.23050945199961
6446.23408348916346-2.23408348916346
6556.27720412491677-1.27720412491677
6666.31365735727835-0.313657357278349
6776.337005786705830.662994213294171
6886.385745198003411.61425480199659
6996.416401439639942.58359856036006
70106.173841025621013.82615897437899
71116.235099534287694.76490046571231
72126.299736116283955.70026388371605
7316.35558810460225-5.35558810460225
7426.41142234426706-4.41142234426706
7536.46935529691868-3.46935529691868
7646.38647580738002-2.38647580738002
7756.39853198246665-1.39853198246665
7866.44963706519924-0.449637065199237
7976.497523812483610.502476187516389
8086.562337881014721.43766211898528
8196.451629286265142.54837071373486
82106.435376413850833.56462358614917
83116.4596655219134.540334478087
84126.507783730338615.49221626966139
8516.53868699583206-5.53868699583206
8626.61712057824833-4.61712057824833
8736.64489643749879-3.64489643749879
8846.65015951132743-2.65015951132743
8956.66877659788488-1.66877659788488
9066.70851770301675-0.708517703016752
9176.7805330918360.219466908163996
9286.719381803736171.28061819626383
9396.703573376304912.29642662369509
94106.762804166598723.23719583340128
95116.788036867879324.21196313212068
96126.762004019900045.23799598009996
9716.81833667915429-5.81833667915429
9826.8945842626082-4.8945842626082
9936.84027859308087-3.84027859308088
10046.96179949988129-2.96179949988129
10157.06767244577774-2.06767244577774
10267.00399574836152-1.00399574836152
10377.08424479395477-0.0842447939547727
10487.128700950595050.871299049404954
10597.052595356369021.94740464363098
106107.130247998031962.86975200196804
107116.997436294182564.00256370581744
108126.966320773493225.03367922650678
10916.8306568981054-5.8306568981054
11026.79743053859947-4.79743053859947
11136.30657569934524-3.30657569934524
11246.22360819518508-2.22360819518508
11356.16853933355791-1.16853933355791
11466.19613770627353-0.196137706273529
11576.228876369535250.771123630464749
11686.234304281766781.76569571823322
11796.224566361322182.77543363867782
118106.263775735495433.73622426450457
119116.237421954461554.76257804553845
120126.304992893450275.69500710654973
12116.35451616008492-5.35451616008492
12226.37775955488335-4.37775955488335
12336.41471193548031-3.41471193548031
12446.43299471220528-2.43299471220528
12556.44964169822592-1.44964169822592
12666.49479005235211-0.494790052352106
12776.533768694030060.46623130596994
12886.539479856071411.46052014392859
12996.596113513788982.40388648621102
130106.563997510691093.43600248930891
131116.45037595083224.5496240491678
132126.47642727611095.5235727238891
13316.51303660312418-5.51303660312418
13426.43915323381342-4.43915323381342
13536.47907546870981-3.47907546870981
13646.47848611991514-2.47848611991514
13756.49694419723717-1.49694419723717
13866.55574901984734-0.555749019847344
13976.639001231109190.360998768890809
14086.677749140291841.32225085970816
14196.739327124721252.26067287527875
142106.691867073766443.30813292623356
143116.537608960996184.46239103900382


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.0004621183254264550.000924236650852910.999537881674573
70.000656919209481210.001313838418962420.999343080790519
80.0022869383049820.004573876609963990.997713061695018
90.01019971158648280.02039942317296550.989800288413517
100.03933891115333160.07867782230666320.960661088846668
110.1322100745601250.2644201491202490.867789925439875
120.2903256329291420.5806512658582840.709674367070858
130.4405074288967340.8810148577934680.559492571103266
140.4275762396787830.8551524793575650.572423760321217
150.3558636915485610.7117273830971210.644136308451439
160.2821166612503020.5642333225006040.717883338749698
170.2332885867175570.4665771734351140.766711413282443
180.2155225856298380.4310451712596770.784477414370162
190.2210183162179070.4420366324358140.778981683782093
200.2634388391895880.5268776783791770.736561160810412
210.3216073871821540.6432147743643070.678392612817846
220.3642596392660170.7285192785320350.635740360733983
230.3821608179624720.7643216359249440.617839182037528
240.3876235120488160.7752470240976320.612376487951184
250.619750471228390.760499057543220.38024952877161
260.6916379482127830.6167241035744340.308362051787217
270.6942263569904350.6115472860191310.305773643009565
280.6462973932821410.7074052134357180.353702606717859
290.5906291072164420.8187417855671170.409370892783558
300.535581786508710.928836426982580.46441821349129
310.4847656620642740.9695313241285480.515234337935726
320.441667810682570.883335621365140.55833218931743
330.4184695329676750.836939065935350.581530467032325
340.4232338106180940.8464676212361880.576766189381906
350.463654420361810.9273088407236210.53634557963819
360.5479594273338860.9040811453322270.452040572666114
370.6192038220889140.7615923558221730.380796177911086
380.6487239434218620.7025521131562760.351276056578138
390.6408719786762590.7182560426474830.359128021323741
400.6044225747235690.7911548505528610.395577425276431
410.5557692354563540.8884615290872930.444230764543646
420.5020321239157560.9959357521684880.497967876084244
430.4509583427795240.9019166855590480.549041657220476
440.4115982739173930.8231965478347870.588401726082607
450.3953623038604860.7907246077209710.604637696139514
460.4071016518645740.8142033037291490.592898348135426
470.4588865832716140.9177731665432290.541113416728386
480.5691675619065030.8616648761869940.430832438093497
490.6161052954953840.7677894090092320.383894704504616
500.6217152947251040.7565694105497910.378284705274896
510.602699116631650.7946017667367010.39730088336835
520.5681180500208590.8637638999582820.431881949979141
530.5252459694627430.9495080610745140.474754030537257
540.4801134838330960.9602269676661930.519886516166904
550.4404299851718090.8808599703436190.559570014828191
560.4112838858382460.8225677716764920.588716114161754
570.3969476734155610.7938953468311210.603052326584439
580.4171985620007270.8343971240014540.582801437999273
590.475946544599350.95189308919870.52405345540065
600.563019863016260.873960273967480.43698013698374
610.6236072554476380.7527854891047240.376392744552362
620.6503934532788380.6992130934423240.349606546721162
630.6454921046206260.7090157907587480.354507895379374
640.6213917898513780.7572164202972450.378608210148622
650.5839175539441070.8321648921117850.416082446055893
660.5389235698203370.9221528603593260.461076430179663
670.4935007908115860.9870015816231710.506499209188414
680.4543533684554750.9087067369109510.545646631544525
690.4288769512098530.8577539024197070.571123048790147
700.4357993857736970.8715987715473950.564200614226303
710.4712178049917270.9424356099834550.528782195008273
720.5460841542804330.9078316914391340.453915845719567
730.6148076447226250.7703847105547490.385192355277375
740.6497150691598080.7005698616803840.350284930840192
750.6566574739470410.6866850521059180.343342526052959
760.6429014109370960.7141971781258080.357098589062904
770.6135475003079290.7729049993841410.386452499692071
780.5730521369489340.8538957261021310.426947863051066
790.527657269696730.9446854606065390.47234273030327
800.4845500874899750.969100174979950.515449912510025
810.4525749312642440.9051498625284880.547425068735756
820.4397920644614640.8795841289229270.560207935538536
830.4562598695240720.9125197390481440.543740130475928
840.5121636048335910.9756727903328190.487836395166409
850.6018682079023430.7962635841953140.398131792097657
860.6512738658505240.6974522682989520.348726134149476
870.6686139671409470.6627720657181060.331386032859053
880.6608529706892920.6782940586214150.339147029310708
890.6334749455972390.7330501088055220.366525054402761
900.5912897340360550.8174205319278910.408710265963945
910.5428539276614770.9142921446770450.457146072338523
920.497454683976810.994909367953620.50254531602319
930.4632280680845440.9264561361690880.536771931915456
940.4496946994314640.8993893988629270.550305300568537
950.464033869128820.928067738257640.53596613087118
960.5170651078351470.9658697843297060.482934892164853
970.6191440662176660.7617118675646670.380855933782334
980.6696615948047480.6606768103905040.330338405195252
990.6867134455102510.6265731089794990.313286554489749
1000.676251943099150.64749611380170.32374805690085
1010.6466829884983880.7066340230032230.353317011501611
1020.603946599902540.7921068001949210.39605340009746
1030.5534198313017710.8931603373964580.446580168698229
1040.5023497988611970.9953004022776070.497650201138803
1050.4587922489714540.9175844979429080.541207751028546
1060.4375936016291190.8751872032582380.562406398370881
1070.4610354540159360.9220709080318720.538964545984064
1080.5627701529150560.8744596941698880.437229847084944
1090.62398490894260.75203018211480.3760150910574
1100.6105031363608030.7789937272783940.389496863639197
1110.5933800778854030.8132398442291940.406619922114597
1120.5629826799060650.874034640187870.437017320093935
1130.5171889724260910.9656220551478180.482811027573909
1140.4630600466469470.9261200932938930.536939953353053
1150.4042075913677550.808415182735510.595792408632245
1160.3492799580069880.6985599160139760.650720041993012
1170.3225226137259190.6450452274518390.677477386274081
1180.338737419424390.6774748388487790.66126258057561
1190.4895305415186780.9790610830373550.510469458481322
1200.8999944720821160.2000110558357690.100005527917884
1210.8749023176788020.2501953646423960.125097682321198
1220.840440067049050.31911986590190.15955993295095
1230.7963033481768930.4073933036462140.203696651823107
1240.7422234581794190.5155530836411620.257776541820581
1250.6764420959923440.6471158080153120.323557904007656
1260.6051847896893210.7896304206213590.394815210310679
1270.5293545502644970.9412908994710070.470645449735503
1280.4451630145652280.8903260291304560.554836985434772
1290.368762256231230.737524512462460.63123774376877
1300.3946888103853110.7893776207706220.605311189614689
1310.4784138030413510.9568276060827030.521586196958649
1320.9361224672558760.1277550654882490.0638775327441244
1330.9743773633269370.05124527334612660.0256226366730633
1340.9743557916896480.05128841662070310.0256442083103515
1350.9459877409327080.1080245181345840.0540122590672922
1360.9304987245783450.139002550843310.069501275421655
1370.859328371700930.281343256598140.14067162829907


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level30.0227272727272727NOK
5% type I error level40.0303030303030303OK
10% type I error level70.053030303030303OK












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