| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = -6.7410055781125e-16 -5.51997139784975e-18X[t] + 1.64466097895753e-16Y1[t] -1.02908788633393e-16Y2[t] + 5.91709644638093e-17Y3[t] -6.48383136321993e-16Y4[t] + 1Y5[t] + 5.08900110588273e-16M1[t] + 6.13641105722188e-16M2[t] -1.92254299500813e-16M3[t] + 4.23698049502417e-16M4[t] -3.73445448798915e-16M5[t] + 5.18109028675700e-16M6[t] -2.91285122320073e-15M7[t] + 1.62774370167809e-16M8[t] + 3.05260597135593e-16M9[t] -9.53294474458686e-17M10[t] -1.79618245866484e-16M11[t] + 1.44954276012951e-17t + e[t] |
| Multiple Linear Regression - Ordinary Least Squares | |||||
| Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
| (Intercept) | -6.7410055781125e-16 | 0 | -0.5195 | 0.605767 | 0.302883 |
| X | -5.51997139784975e-18 | 0 | -0.3672 | 0.715086 | 0.357543 |
| Y1 | 1.64466097895753e-16 | 0 | 1.9946 | 0.051666 | 0.025833 |
| Y2 | -1.02908788633393e-16 | 0 | -0.7989 | 0.428231 | 0.214116 |
| Y3 | 5.91709644638093e-17 | 0 | 0.4512 | 0.653802 | 0.326901 |
| Y4 | -6.48383136321993e-16 | 0 | -4.9975 | 8e-06 | 4e-06 |
| Y5 | 1 | 0 | 11168407760744546 | 0 | 0 |
| M1 | 5.08900110588273e-16 | 0 | 0.3372 | 0.737373 | 0.368687 |
| M2 | 6.13641105722188e-16 | 0 | 0.4072 | 0.685642 | 0.342821 |
| M3 | -1.92254299500813e-16 | 0 | -0.1248 | 0.901209 | 0.450604 |
| M4 | 4.23698049502417e-16 | 0 | 0.2792 | 0.781273 | 0.390637 |
| M5 | -3.73445448798915e-16 | 0 | -0.2464 | 0.806414 | 0.403207 |
| M6 | 5.18109028675700e-16 | 0 | 0.3416 | 0.73409 | 0.367045 |
| M7 | -2.91285122320073e-15 | 0 | -1.8953 | 0.063961 | 0.03198 |
| M8 | 1.62774370167809e-16 | 0 | 0.1084 | 0.914104 | 0.457052 |
| M9 | 3.05260597135593e-16 | 0 | 0.1953 | 0.845997 | 0.422999 |
| M10 | -9.53294474458686e-17 | 0 | -0.0609 | 0.951686 | 0.475843 |
| M11 | -1.79618245866484e-16 | 0 | -0.1145 | 0.90927 | 0.454635 |
| t | 1.44954276012951e-17 | 0 | 0.7128 | 0.479371 | 0.239686 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 1 |
| R-squared | 1 |
| Adjusted R-squared | 1 |
| F-TEST (value) | 5.75706249266541e+31 |
| F-TEST (DF numerator) | 18 |
| F-TEST (DF denominator) | 49 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.45680206245715e-15 |
| Sum Squared Residuals | 2.95757942330591e-28 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | -1.2 | -1.20000000000000 | 1.8304966328995e-15 |
| 2 | -2.4 | -2.4 | 1.95063474786787e-15 |
| 3 | 0.8 | 0.8 | -4.88781045850116e-16 |
| 4 | -0.1 | -0.100000000000001 | 6.49831818578219e-16 |
| 5 | -1.5 | -1.50000000000000 | -1.59176103319823e-15 |
| 6 | -4.4 | -4.4 | 3.0853539815945e-15 |
| 7 | -4.2 | -4.19999999999999 | -1.43370677776675e-14 |
| 8 | 3.5 | 3.5 | 7.58261115252052e-16 |
| 9 | 10 | 10 | 4.61550733010356e-17 |
| 10 | 8.6 | 8.6 | 6.8438722597674e-16 |
| 11 | 9.5 | 9.5 | -9.29611414495739e-17 |
| 12 | 9.9 | 9.9 | 1.13643955481513e-15 |
| 13 | 10.4 | 10.4 | 8.55800401417946e-16 |
| 14 | 16 | 16 | -5.70197197942546e-16 |
| 15 | 12.7 | 12.7 | -9.7400482169366e-17 |
| 16 | 10.2 | 10.2 | 1.64422924547185e-17 |
| 17 | 8.9 | 8.9 | 1.11660543620842e-15 |
| 18 | 12.6 | 12.6 | 4.80550877191365e-16 |
| 19 | 13.6 | 13.6 | 2.55667123881589e-15 |
| 20 | 14.8 | 14.8 | -9.8321044135619e-16 |
| 21 | 9.5 | 9.5 | 7.73771102857058e-16 |
| 22 | 13.7 | 13.7 | 2.66370871789208e-16 |
| 23 | 17 | 17 | 9.77997771997552e-16 |
| 24 | 14.7 | 14.7 | -1.8551974684157e-16 |
| 25 | 17.4 | 17.4 | -9.81567522463475e-16 |
| 26 | 9 | 9 | -6.53270521720141e-16 |
| 27 | 9.1 | 9.1 | 1.16067965488100e-15 |
| 28 | 12.2 | 12.2 | 3.41672287054848e-16 |
| 29 | 15.9 | 15.9 | -1.02977603013466e-16 |
| 30 | 12.9 | 12.9 | -9.87337603058453e-16 |
| 31 | 10.9 | 10.9 | 3.65640360742578e-15 |
| 32 | 10.6 | 10.6 | 4.85520556284682e-16 |
| 33 | 13.2 | 13.2 | -7.29099146388262e-16 |
| 34 | 9.6 | 9.6 | 3.57293433026125e-16 |
| 35 | 6.4 | 6.4 | -2.84404972837730e-16 |
| 36 | 5.8 | 5.8 | -8.79770346414387e-16 |
| 37 | -1 | -1 | 6.78214774078345e-17 |
| 38 | -0.2 | -0.200000000000001 | 9.82113012800742e-16 |
| 39 | 2.7 | 2.7 | -2.24997932450973e-16 |
| 40 | 3.6 | 3.6 | -5.13089664517223e-16 |
| 41 | -0.9 | -0.9 | 6.84793660245499e-16 |
| 42 | 0.3 | 0.300000000000001 | -5.309716353361e-16 |
| 43 | -1.1 | -1.10000000000000 | 2.85789140612151e-15 |
| 44 | -2.5 | -2.5 | -8.88536752333538e-17 |
| 45 | -3.4 | -3.4 | 1.24754287261528e-17 |
| 46 | -3.5 | -3.5 | -1.84245569126804e-16 |
| 47 | -3.9 | -3.9 | 2.14877584449574e-16 |
| 48 | -4.6 | -4.6 | -1.41226576552465e-16 |
| 49 | -0.1 | -0.100000000000000 | 4.42922370695556e-16 |
| 50 | 4.3 | 4.3 | -3.42074210981781e-16 |
| 51 | 10.2 | 10.2 | 9.5084701948019e-17 |
| 52 | 8.7 | 8.7 | -1.17553837503853e-16 |
| 53 | 13.3 | 13.3 | 7.0064584577974e-16 |
| 54 | 15 | 15 | -1.05294677715092e-15 |
| 55 | 20.7 | 20.7 | 2.45763880883434e-15 |
| 56 | 20.7 | 20.7 | 3.79748886020396e-16 |
| 57 | 26.4 | 26.4 | -1.03302458495984e-16 |
| 58 | 31.2 | 31.2 | -1.12380596166527e-15 |
| 59 | 31.4 | 31.4 | -8.15509242159822e-16 |
| 60 | 26.6 | 26.6 | 7.00771149932925e-17 |
| 61 | 26.6 | 26.6 | -2.21547335995736e-15 |
| 62 | 19.2 | 19.2 | -1.36720583002414e-15 |
| 63 | 6.5 | 6.5 | -4.44584896358559e-16 |
| 64 | 3.1 | 3.1 | -3.77302896066711e-16 |
| 65 | -0.2 | -0.199999999999999 | -8.07306306021965e-16 |
| 66 | -4 | -4 | -9.94648843240393e-16 |
| 67 | -12.6 | -12.6 | 2.80846271647001e-15 |
| 68 | -13 | -13 | -5.5146644096759e-16 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 22 | 0.805264753103513 | 0.389470493792973 | 0.194735246896487 |
| 23 | 0.710588347747271 | 0.578823304505457 | 0.289411652252729 |
| 24 | 0.222174309374710 | 0.444348618749421 | 0.77782569062529 |
| 25 | 0 | 0 | 1 |
| 26 | 0.819367925511525 | 0.361264148976951 | 0.180632074488475 |
| 27 | 0.736824611746813 | 0.526350776506375 | 0.263175388253187 |
| 28 | 0.549840185703945 | 0.90031962859211 | 0.450159814296055 |
| 29 | 0.9772821836624 | 0.0454356326751986 | 0.0227178163375993 |
| 30 | 0.999999999999998 | 4.46412881003123e-15 | 2.23206440501561e-15 |
| 31 | 0.934248827215231 | 0.131502345569538 | 0.0657511727847688 |
| 32 | 0.00600026792475866 | 0.0120005358495173 | 0.993999732075241 |
| 33 | 0.780757590109189 | 0.438484819781622 | 0.219242409890811 |
| 34 | 0.999671319708443 | 0.00065736058311477 | 0.000328680291557385 |
| 35 | 0.831039347377518 | 0.337921305244965 | 0.168960652622482 |
| 36 | 0.999920583505218 | 0.000158832989564045 | 7.94164947820225e-05 |
| 37 | 0.000602344982421311 | 0.00120468996484262 | 0.999397655017579 |
| 38 | 0.999421105725701 | 0.00115778854859776 | 0.000578894274298881 |
| 39 | 4.63744596238110e-07 | 9.27489192476219e-07 | 0.999999536255404 |
| 40 | 0.974510143874497 | 0.0509797122510067 | 0.0254898561255034 |
| 41 | 0.0116363701391551 | 0.0232727402783101 | 0.988363629860845 |
| 42 | 0.966650092961956 | 0.0666998140760881 | 0.0333499070380441 |
| 43 | 0.70930064990416 | 0.581398700191682 | 0.290699350095841 |
| 44 | 0.0852099657462853 | 0.170419931492571 | 0.914790034253715 |
| 45 | 6.6781823187364e-09 | 1.33563646374728e-08 | 0.999999993321818 |
| 46 | 0.300545673242887 | 0.601091346485774 | 0.699454326757113 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 8 | 0.32 | NOK |
| 5% type I error level | 11 | 0.44 | NOK |
| 10% type I error level | 13 | 0.52 | NOK |
