| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 2.8442376843341e-14 -7.4396786540785e-15X[t] + 1Y1[t] -4.92403503521023e-17Y2[t] + 6.07056167789887e-17Y3[t] -3.77501138888727e-17Y4[t] -1.84625207382948e-15M1[t] -6.36302511705444e-15M2[t] + 7.5234022191225e-15M3[t] + 4.62831145630463e-16M4[t] -1.87557162391614e-15M5[t] -1.93369031592616e-15M6[t] -1.50865872303823e-15M7[t] + 4.67700298634354e-16M8[t] + 3.20378295730025e-16M9[t] -1.23791639161708e-15M10[t] -2.31543472512414e-15M11[t] -4.10636822060831e-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) | 2.8442376843341e-14 | 0 | 4.4433 | 4.2e-05 | 2.1e-05 |
| X | -7.4396786540785e-15 | 0 | -3.1001 | 0.003026 | 0.001513 |
| Y1 | 1 | 0 | 17988442434328204 | 0 | 0 |
| Y2 | -4.92403503521023e-17 | 0 | -0.8995 | 0.372245 | 0.186123 |
| Y3 | 6.07056167789887e-17 | 0 | 1.1177 | 0.268479 | 0.13424 |
| Y4 | -3.77501138888727e-17 | 0 | -0.6879 | 0.494381 | 0.24719 |
| M1 | -1.84625207382948e-15 | 0 | -0.4058 | 0.686435 | 0.343218 |
| M2 | -6.36302511705444e-15 | 0 | -1.426 | 0.159428 | 0.079714 |
| M3 | 7.5234022191225e-15 | 0 | 2.1791 | 0.033546 | 0.016773 |
| M4 | 4.62831145630463e-16 | 0 | 0.1053 | 0.916494 | 0.458247 |
| M5 | -1.87557162391614e-15 | 0 | -0.4108 | 0.682775 | 0.341387 |
| M6 | -1.93369031592616e-15 | 0 | -0.507 | 0.614124 | 0.307062 |
| M7 | -1.50865872303823e-15 | 0 | -0.4509 | 0.65381 | 0.326905 |
| M8 | 4.67700298634354e-16 | 0 | 0.1474 | 0.883378 | 0.441689 |
| M9 | 3.20378295730025e-16 | 0 | 0.0944 | 0.925125 | 0.462563 |
| M10 | -1.23791639161708e-15 | 0 | -0.3215 | 0.749007 | 0.374504 |
| M11 | -2.31543472512414e-15 | 0 | -0.6142 | 0.541548 | 0.270774 |
| t | -4.10636822060831e-17 | 0 | -0.9119 | 0.365756 | 0.182878 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 1 |
| R-squared | 1 |
| Adjusted R-squared | 1 |
| F-TEST (value) | 9.82035506992358e+31 |
| F-TEST (DF numerator) | 17 |
| F-TEST (DF denominator) | 56 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.13375220365013e-15 |
| Sum Squared Residuals | 1.47590305455502e-27 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 82.4 | 82.4 | -5.81015897247119e-15 |
| 2 | 60 | 60 | -5.64979880604248e-15 |
| 3 | 107.3 | 107.3 | 3.06396323853187e-14 |
| 4 | 99.3 | 99.3 | -1.61898458377759e-15 |
| 5 | 113.5 | 113.5 | -3.04360978574679e-15 |
| 6 | 108.9 | 108.9 | -1.53908329093447e-16 |
| 7 | 100.2 | 100.2 | -2.20472601163642e-15 |
| 8 | 103.9 | 103.9 | -4.36745197119887e-15 |
| 9 | 138.7 | 138.7 | -5.38693239896647e-16 |
| 10 | 120.2 | 120.2 | -3.61928370165247e-17 |
| 11 | 100.2 | 100.2 | -2.03341034068912e-15 |
| 12 | 143.2 | 143.2 | -1.11363878931846e-15 |
| 13 | 70.9 | 70.9 | 1.20037011595791e-15 |
| 14 | 85.2 | 85.2 | 1.11698017927237e-17 |
| 15 | 133 | 133 | -7.94892872764188e-15 |
| 16 | 136.6 | 136.6 | -2.68876210223905e-15 |
| 17 | 117.9 | 117.9 | -1.16539654301937e-15 |
| 18 | 106.3 | 106.3 | -1.13959915960399e-15 |
| 19 | 122.3 | 122.3 | 9.6063986113853e-16 |
| 20 | 125.5 | 125.5 | -7.19870357131765e-16 |
| 21 | 148.4 | 148.4 | 5.07278621338346e-15 |
| 22 | 126.3 | 126.3 | 1.22076987333821e-15 |
| 23 | 99.6 | 99.6 | -9.14099819321382e-16 |
| 24 | 140.4 | 140.4 | -1.89643275003684e-16 |
| 25 | 80.3 | 80.3 | 2.61212265013684e-16 |
| 26 | 92.6 | 92.6 | -1.14555112652662e-16 |
| 27 | 138.5 | 138.5 | -1.57589539552203e-15 |
| 28 | 110.9 | 110.9 | -8.61019173157567e-16 |
| 29 | 119.6 | 119.6 | -4.98545528795062e-16 |
| 30 | 105 | 105 | 1.42048174450055e-15 |
| 31 | 109 | 109 | -1.05616258323731e-15 |
| 32 | 129.4 | 129.4 | 2.16625891061006e-15 |
| 33 | 148.6 | 148.6 | -6.22737443100822e-16 |
| 34 | 101.4 | 101.4 | -1.09837307728577e-15 |
| 35 | 134.8 | 134.8 | -2.02776912047376e-15 |
| 36 | 143.7 | 143.7 | 3.00757891166888e-15 |
| 37 | 81.6 | 81.6 | -2.37619408322888e-15 |
| 38 | 90.3 | 90.3 | 1.95258218139232e-15 |
| 39 | 141.5 | 141.5 | -5.20155072215607e-15 |
| 40 | 140.7 | 140.7 | 1.68159866043144e-15 |
| 41 | 140.2 | 140.2 | 1.32498976073763e-15 |
| 42 | 100.2 | 100.2 | 1.14061945420715e-15 |
| 43 | 125.7 | 125.7 | -1.17683606476635e-16 |
| 44 | 119.6 | 119.6 | 2.62482551070241e-15 |
| 45 | 134.7 | 134.7 | -3.05231194075783e-15 |
| 46 | 109 | 109 | 1.31019040944554e-15 |
| 47 | 116.3 | 116.3 | -2.79771441118188e-16 |
| 48 | 146.9 | 146.9 | 1.07198883670056e-15 |
| 49 | 97.4 | 97.4 | 6.13422539213657e-16 |
| 50 | 89.4 | 89.4 | 2.48014215354681e-15 |
| 51 | 132.1 | 132.1 | -7.58341678924324e-15 |
| 52 | 139.8 | 139.8 | 2.51202373889514e-15 |
| 53 | 129 | 129 | 4.16971010984747e-15 |
| 54 | 112.5 | 112.5 | 9.59866230211697e-16 |
| 55 | 121.9 | 121.9 | 1.76197266456782e-15 |
| 56 | 121.7 | 121.7 | 9.16685472099057e-16 |
| 57 | 123.1 | 123.1 | -3.30738437591248e-16 |
| 58 | 131.6 | 131.6 | 2.93233825900414e-16 |
| 59 | 119.3 | 119.3 | 3.78007645365898e-15 |
| 60 | 132.5 | 132.5 | -1.75478733284302e-15 |
| 61 | 98.3 | 98.3 | 3.08763057247380e-15 |
| 62 | 85.1 | 85.1 | 4.22296036552288e-15 |
| 63 | 131.7 | 131.7 | -8.32984075075549e-15 |
| 64 | 129.3 | 129.3 | 9.75143459847632e-16 |
| 65 | 90.7 | 90.7 | -7.87148013023872e-16 |
| 66 | 78.6 | 78.6 | -2.22745994022196e-15 |
| 67 | 68.9 | 68.9 | 6.55959675644015e-16 |
| 68 | 79.1 | 79.1 | -6.204475650809e-16 |
| 69 | 83.5 | 83.5 | -5.28305152036916e-16 |
| 70 | 74.1 | 74.1 | -1.68962819438187e-15 |
| 71 | 59.7 | 59.7 | 1.47497426794348e-15 |
| 72 | 93.3 | 93.3 | -1.02149835120426e-15 |
| 73 | 61.3 | 61.3 | 3.02371756304102e-15 |
| 74 | 56.6 | 56.6 | -2.90250058355957e-15 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 21 | 0.118282179922539 | 0.236564359845079 | 0.881717820077461 |
| 22 | 0.99999041539918 | 1.91692016417594e-05 | 9.5846008208797e-06 |
| 23 | 0.845087792068952 | 0.309824415862095 | 0.154912207931048 |
| 24 | 0.000767052739002067 | 0.00153410547800413 | 0.999232947260998 |
| 25 | 4.54658076410444e-05 | 9.09316152820889e-05 | 0.999954534192359 |
| 26 | 0.423801249658253 | 0.847602499316506 | 0.576198750341747 |
| 27 | 0.998634682126451 | 0.00273063574709774 | 0.00136531787354887 |
| 28 | 0.362438868723835 | 0.724877737447671 | 0.637561131276165 |
| 29 | 0.181221383630331 | 0.362442767260662 | 0.81877861636967 |
| 30 | 0.64759690508332 | 0.704806189833359 | 0.352403094916679 |
| 31 | 0.999999762976245 | 4.74047510399384e-07 | 2.37023755199692e-07 |
| 32 | 0.997683359917812 | 0.00463328016437531 | 0.00231664008218765 |
| 33 | 7.0418425629825e-05 | 0.00014083685125965 | 0.99992958157437 |
| 34 | 0.730470273553372 | 0.539059452893256 | 0.269529726446628 |
| 35 | 0.999999968792323 | 6.24153542604947e-08 | 3.12076771302473e-08 |
| 36 | 0.999717763743827 | 0.000564472512345604 | 0.000282236256172802 |
| 37 | 0.99998250597231 | 3.49880553789977e-05 | 1.74940276894989e-05 |
| 38 | 0.999888481341707 | 0.000223037316585118 | 0.000111518658292559 |
| 39 | 0.999999999999741 | 5.17123783487239e-13 | 2.58561891743619e-13 |
| 40 | 0.99999375421064 | 1.24915787187875e-05 | 6.24578935939374e-06 |
| 41 | 0.194133451379887 | 0.388266902759774 | 0.805866548620113 |
| 42 | 1.60727044647992e-05 | 3.21454089295984e-05 | 0.999983927295535 |
| 43 | 0.208804879213456 | 0.417609758426912 | 0.791195120786544 |
| 44 | 3.51478292819305e-12 | 7.02956585638609e-12 | 0.999999999996485 |
| 45 | 1.07004725441348e-16 | 2.14009450882696e-16 | 1 |
| 46 | 0.092060457322226 | 0.184120914644452 | 0.907939542677774 |
| 47 | 0.231167530391338 | 0.462335060782677 | 0.768832469608662 |
| 48 | 1 | 0 | 0 |
| 49 | 0.988643221810922 | 0.0227135563781562 | 0.0113567781890781 |
| 50 | 2.63907835480083e-08 | 5.27815670960165e-08 | 0.999999973609216 |
| 51 | 0.0784480685522016 | 0.156896137104403 | 0.921551931447798 |
| 52 | 0.00256983029810688 | 0.00513966059621376 | 0.997430169701893 |
| 53 | 0.978077815168173 | 0.0438443696636538 | 0.0219221848318269 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 19 | 0.575757575757576 | NOK |
| 5% type I error level | 21 | 0.636363636363636 | NOK |
| 10% type I error level | 21 | 0.636363636363636 | NOK |
